Search results for: Random Field Ising Model
22940 Rheological Model for Describing Spunlace Nonwoven Behavior
Authors: Sana Ridene, Soumaya Sayeb, Houda Helali, Mohammed Ben Hassen
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Nonwoven structures have a range of applications which include Medical, filtration, geotextile and recently this unconventional fabric is finding a niche in fashion apparel. In this paper, a modified form of Vangheluwe rheological model is used to describe the mechanical behavior of nonwovens fabrics in uniaxial tension. This model is an association in parallel of three Maxwell elements characterized by damping coefficients η1, η2 and η3 and E1, E2, E3 elastic modulus and a nonlinear spring C. The model is verified experimentally with two types of nonwovens (50% viscose /50% Polyester) and (40% viscose/60% Polyester) and a range of three square weights values. Comparative analysis of the theoretical model and the experimental results of tensile test proofs a high correlation between them. The proposed model can fairly well replicate the behavior of nonwoven fabrics during relaxation and sample traction. This allowed us to predict the mechanical behavior in tension and relaxation of fabrics starting only from their technical parameters (composition and weight).Keywords: mechanical behavior, tensile strength, relaxation, rheological model
Procedia PDF Downloads 40922939 A 1T1R Nonvolatile Memory with Al/TiO₂/Au and Sol-Gel Processed Barium Zirconate Nickelate Gate in Pentacene Thin Film Transistor
Authors: Ke-Jing Lee, Cheng-Jung Lee, Yu-Chi Chang, Li-Wen Wang, Yeong-Her Wang
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To avoid the cross-talk issue of only resistive random access memory (RRAM) cell, one transistor and one resistor (1T1R) architecture with a TiO₂-based RRAM cell connected with solution barium zirconate nickelate (BZN) organic thin film transistor (OTFT) device is successfully demonstrated. The OTFT were fabricated on a glass substrate. Aluminum (Al) as the gate electrode was deposited via a radio-frequency (RF) magnetron sputtering system. The barium acetate, zirconium n-propoxide, and nickel II acetylacetone were synthesized by using the sol-gel method. After the BZN solution was completely prepared using the sol-gel process, it was spin-coated onto the Al/glass substrate as the gate dielectric. The BZN layer was baked at 100 °C for 10 minutes under ambient air conditions. The pentacene thin film was thermally evaporated on the BZN layer at a deposition rate of 0.08 to 0.15 nm/s. Finally, gold (Au) electrode was deposited using an RF magnetron sputtering system and defined through shadow masks as both the source and drain. The channel length and width of the transistors were 150 and 1500 μm, respectively. As for the manufacture of 1T1R configuration, the RRAM device was fabricated directly on drain electrodes of TFT device. A simple metal/insulator/metal structure, which consisting of Al/TiO₂/Au structures, was fabricated. First, Au was deposited to be a bottom electrode of RRAM device by RF magnetron sputtering system. Then, the TiO₂ layer was deposited on Au electrode by sputtering. Finally, Al was deposited as the top electrode. The electrical performance of the BZN OTFT was studied, showing superior transfer characteristics with the low threshold voltage of −1.1 V, good saturation mobility of 5 cm²/V s, and low subthreshold swing of 400 mV/decade. The integration of the BZN OTFT and TiO₂ RRAM devices was finally completed to form 1T1R configuration with low power consumption of 1.3 μW, the low operation current of 0.5 μA, and reliable data retention. Based on the I-V characteristics, the different polarities of bipolar switching are found to be determined by the compliance current with the different distribution of the internal oxygen vacancies used in the RRAM and 1T1R devices. Also, this phenomenon can be well explained by the proposed mechanism model. It is promising to make the 1T1R possible for practical applications of low-power active matrix flat-panel displays.Keywords: one transistor and one resistor (1T1R), organic thin-film transistor (OTFT), resistive random access memory (RRAM), sol-gel
Procedia PDF Downloads 35422938 A Generative Adversarial Framework for Bounding Confounded Causal Effects
Authors: Yaowei Hu, Yongkai Wu, Lu Zhang, Xintao Wu
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Causal inference from observational data is receiving wide applications in many fields. However, unidentifiable situations, where causal effects cannot be uniquely computed from observational data, pose critical barriers to applying causal inference to complicated real applications. In this paper, we develop a bounding method for estimating the average causal effect (ACE) under unidentifiable situations due to hidden confounders. We propose to parameterize the unknown exogenous random variables and structural equations of a causal model using neural networks and implicit generative models. Then, with an adversarial learning framework, we search the parameter space to explicitly traverse causal models that agree with the given observational distribution and find those that minimize or maximize the ACE to obtain its lower and upper bounds. The proposed method does not make any assumption about the data generating process and the type of the variables. Experiments using both synthetic and real-world datasets show the effectiveness of the method.Keywords: average causal effect, hidden confounding, bound estimation, generative adversarial learning
Procedia PDF Downloads 19122937 Turbulence Modeling of Source and Sink Flows
Authors: Israt Jahan Eshita
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Flows developed between two parallel disks have many engineering applications. Two types of non-swirling flows can be generated in such a domain. One is purely source flow in disc type domain (outward flow). Other is purely sink flow in disc type domain (inward flow). This situation often appears in some turbo machinery components such as air bearings, heat exchanger, radial diffuser, vortex gyroscope, disc valves, and viscosity meters. The main goal of this paper is to show the mesh convergence, because mesh convergence saves time, and economical to run and increase the efficiency of modeling for both sink and source flow. Then flow field is resolved using a very fine mesh near-wall, using enhanced wall treatment. After that we are going to compare this flow using standard k-epsilon, RNG k-epsilon turbulence models. Lastly compare some experimental data with numerical solution for sink flow. The good agreement of numerical solution with the experimental works validates the current modeling.Keywords: hydraulic diameter, k-epsilon model, meshes convergence, Reynolds number, RNG model, sink flow, source flow, wall y+
Procedia PDF Downloads 53822936 Thermal Modelling and Experimental Comparison for a Moving Pantograph Strip
Authors: Nicolas Delcey, Philippe Baucour, Didier Chamagne, Geneviève Wimmer, Auditeau Gérard, Bausseron Thomas, Bouger Odile, Blanvillain Gérard
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This paper proposes a thermal study of the catenary/pantograph interface for a train in motion. A 2.5D complex model of the pantograph strip has been defined and created by a coupling between a 1D and a 2D model. Experimental and simulation results are presented and with a comparison allow validating the 2.5D model. Some physical phenomena are described and presented with the help of the model such as the stagger motion thermal effect, particular heats and the effect of the material characteristics. Finally it is possible to predict the critical thermal configuration during a train trip.Keywords: electro-thermal studies, mathematical optimizations, multi-physical approach, numerical model, pantograph strip wear
Procedia PDF Downloads 32822935 Coupled Space and Time Homogenization of Viscoelastic-Viscoplastic Composites
Authors: Sarra Haouala, Issam Doghri
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In this work, a multiscale computational strategy is proposed for the analysis of structures, which are described at a refined level both in space and in time. The proposal is applied to two-phase viscoelastic-viscoplastic (VE-VP) reinforced thermoplastics subjected to large numbers of cycles. The main aim is to predict the effective long time response while reducing the computational cost considerably. The proposed computational framework is a combination of the mean-field space homogenization based on the generalized incrementally affine formulation for VE-VP composites, and the asymptotic time homogenization approach for coupled isotropic VE-VP homogeneous solids under large numbers of cycles. The time homogenization method is based on the definition of micro and macro-chronological time scales, and on asymptotic expansions of the unknown variables. First, the original anisotropic VE-VP initial-boundary value problem of the composite material is decomposed into coupled micro-chronological (fast time scale) and macro-chronological (slow time-scale) problems. The former is purely VE, and solved once for each macro time step, whereas the latter problem is nonlinear and solved iteratively using fully implicit time integration. Second, mean-field space homogenization is used for both micro and macro-chronological problems to determine the micro and macro-chronological effective behavior of the composite material. The response of the matrix material is VE-VP with J2 flow theory assuming small strains. The formulation exploits the return-mapping algorithm for the J2 model, with its two steps: viscoelastic predictor and plastic corrections. The proposal is implemented for an extended Mori-Tanaka scheme, and verified against finite element simulations of representative volume elements, for a number of polymer composite materials subjected to large numbers of cycles.Keywords: asymptotic expansions, cyclic loadings, inclusion-reinforced thermoplastics, mean-field homogenization, time homogenization
Procedia PDF Downloads 36922934 Exploring the Impacts of Field of View on 3D Game Experiences and Task Performances
Authors: Jiunde Lee, Meng-Yu Wun
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The present study attempted to explore how the range differences of ‘Geometric Field of Vision’ (GFOV) and differences in camera control in 3D simulation games, OMSI—The Bus Simulator of the 2013 PC version, affected players’ cognitive load, anxiety, and task performances. The study employed a between-subjects factorial experimental design. A total of 80 subjects completed experiment whose data were eligible for further analysis. The results of this study showed that in the difference of field of view, players had better task performances in a spacious view. Although cognitive resources consumed more of the players’ ‘mental demand,’ ‘physical demand’, and ‘temporal demand’, they had better performances in the experiment, and their anxiety was effectively reduced. On the other hand, in the narrow GFOV, players thought they spent more cognitive resources on ‘effort’ and ‘frustration degree,’ and had worse task performances, but it was not significant enough to reduce their anxiety. In terms of difference of camera control, players had worse performances since the fixed lens restricted their dexterous control. However, there was no significant difference in the players’ subjective cognitive resources or anxiety. The results further illustrated that task performances were affected by the interaction of GFOV and camera control.Keywords: geometric field of view, camera lens, cognitive load, anxiety
Procedia PDF Downloads 15022933 Smallholder Farmers’ Adaptation Strategies and Socioeconomic Determinants of Climate Variability in Boset District, Oromia, Ethiopia
Authors: Hurgesa Hundera, Samuel Shibeshibikeko, Tarike Daba, Tesfaye Ganamo
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The study aimed at examining the ongoing adaptation strategies used by smallholder farmers in response to climate variability in Boset district. It also assessed the socioeconomic factors that influence the choice of adaptation strategies of smallholder farmers to climate variability risk. For attaining the objectives of the study, both primary and secondary sources of data were employed. The primary data were obtained through a household questionnaire, key informant interviews, focus group discussions, and observations, while secondary data were acquired through desk review. Questionnaires were distributed and filled by 328 respondents, and they were identified through systematic random sampling technique. Descriptive statistics and binary logistic regression model were applied in this study as the main analytical methods. The findings of the study reveal that the sample households have utilized multiple adaptation strategies in response to climate variability, such as cropping early mature crops, planting drought resistant crops, growing mixed crops on the same farm lands, and others. The results of the binary logistic model revealed that education, sex, age, family size, off farm income, farm experience, access to climate information, access to farm input, and farm size were significant and key factors determining farmers’ choice of adaptation strategies to climate variability in the study area. To enable effective adaptation measures, Ministry of Agriculture and Natural Resource, with its regional bureaus and offices and concerned non–governmental organizations, should consider climate variability in their planning and budgeting in all levels of decision making.Keywords: adaptation strategies, boset district, climate variability, smallholder farmers
Procedia PDF Downloads 8722932 Cellular Automata Using Fractional Integral Model
Authors: Yasser F. Hassan
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In this paper, a proposed model of cellular automata is studied by means of fractional integral function. A cellular automaton is a decentralized computing model providing an excellent platform for performing complex computation with the help of only local information. The paper discusses how using fractional integral function for representing cellular automata memory or state. The architecture of computing and learning model will be given and the results of calibrating of approach are also given.Keywords: fractional integral, cellular automata, memory, learning
Procedia PDF Downloads 41322931 Development of a Weed Suppression Robot for Rice Cultivation Weed Suppression and Posture Control
Authors: Shohei Nakai, Yasuhiro Yamada
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Weed suppression and weeding are necessary measures for rice cultivation. Weed suppression precedes the process of weeding. It means suppressing the growth of young weeds and creating a weed-less environment. If we suppress the growth of weeds, we can reduce the number of weeds in a paddy field. This would result in a reduction of the weeding work load. In this paper, we will show how we developed a weed suppression robot for the purpose of reducing the weeding work load. The robot has a laser range finder for autonomous mobility and a robot arm for weed suppression. It travels along the rice rows without stepping on and injuring the rice plants in a paddy field. The robot arm applies force to the weed seedlings and thereby suppresses the growth of weeds. This paper will explain the methodology of the autonomous mobile, the experiment in weed suppression, and the method of controlling the robot’s posture on uneven ground.Keywords: mobile robot, paddy field, robot arm, weed
Procedia PDF Downloads 37722930 Numerical Investigation of Multiphase Flow in Pipelines
Authors: Gozel Judakova, Markus Bause
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We present and analyze reliable numerical techniques for simulating complex flow and transport phenomena related to natural gas transportation in pipelines. Such kind of problems are of high interest in the field of petroleum and environmental engineering. Modeling and understanding natural gas flow and transformation processes during transportation is important for the sake of physical realism and the design and operation of pipeline systems. In our approach a two fluid flow model based on a system of coupled hyperbolic conservation laws is considered for describing natural gas flow undergoing hydratization. The accurate numerical approximation of two-phase gas flow remains subject of strong interest in the scientific community. Such hyperbolic problems are characterized by solutions with steep gradients or discontinuities, and their approximation by standard finite element techniques typically gives rise to spurious oscillations and numerical artefacts. Recently, stabilized and discontinuous Galerkin finite element techniques have attracted researchers’ interest. They are highly adapted to the hyperbolic nature of our two-phase flow model. In the presentation a streamline upwind Petrov-Galerkin approach and a discontinuous Galerkin finite element method for the numerical approximation of our flow model of two coupled systems of Euler equations are presented. Then the efficiency and reliability of stabilized continuous and discontinous finite element methods for the approximation is carefully analyzed and the potential of the either classes of numerical schemes is investigated. In particular, standard benchmark problems of two-phase flow like the shock tube problem are used for the comparative numerical study.Keywords: discontinuous Galerkin method, Euler system, inviscid two-fluid model, streamline upwind Petrov-Galerkin method, twophase flow
Procedia PDF Downloads 32922929 Least Squares Method Identification of Corona Current-Voltage Characteristics and Electromagnetic Field in Electrostatic Precipitator
Authors: H. Nouri, I. E. Achouri, A. Grimes, H. Ait Said, M. Aissou, Y. Zebboudj
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This paper aims to analysis the behaviour of DC corona discharge in wire-to-plate electrostatic precipitators (ESP). Current-voltage curves are particularly analysed. Experimental results show that discharge current is strongly affected by the applied voltage. The proposed method of current identification is to use the method of least squares. Least squares problems that of into two categories: linear or ordinary least squares and non-linear least squares, depending on whether or not the residuals are linear in all unknowns. The linear least-squares problem occurs in statistical regression analysis; it has a closed-form solution. A closed-form solution (or closed form expression) is any formula that can be evaluated in a finite number of standard operations. The non-linear problem has no closed-form solution and is usually solved by iterative.Keywords: electrostatic precipitator, current-voltage characteristics, least squares method, electric field, magnetic field
Procedia PDF Downloads 43122928 Surface Morphology Refinement and Laves Phase Control of Inconel 718 during Plasma Arc Additive Manufacturing by Alternating Magnetic Field
Authors: Yi Zheng
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Improving formability and mechanical properties have always been one of the challenges in the field of additive manufacturing (AM) of nickel-based superalloys. In this work, the effect of a coaxially coupled alternating magnetic field (AMF) on surface morphology and mechanical properties of plasma arc-based additive manufactured Inconel 718 deposit were investigated. Results show that the Lorentz force induced by AMF strongly alters the flow behavior of the plasma jet and the molten pool, suppressing the tendency of the liquid metal in the molten pool to flow down on the two sides face of the deposit, which in turn remarkably improved the surface accuracy of the thin-walled deposit. Furthermore, the electromagnetic stirring induced by AMF can effectively enhance the convection between the dendrites, which could not only contribute to the formation of finer dendrites but also alleviate the enrichment of the elements (i.e., Nb and Mo) at the solid-liquid interface and inhibits the precipitation of Laves phase. The smallest primary dendritic arm spacing (~13 μm) and lowest Laves phases area fraction (3.12%) were witnessed in the bottom region of the AMF-assisted deposit. The mechanical test confirmed that the deposit's micro-hardness and tensile properties were moderately improved compared with the counterpart without AMF.Keywords: additive manufacturing, inconel 718, alternating magnetic field, laves phase
Procedia PDF Downloads 7922927 Study on the Model Predicting Post-Construction Settlement of Soft Ground
Authors: Pingshan Chen, Zhiliang Dong
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In order to estimate the post-construction settlement more objectively, the power-polynomial model is proposed, which can reflect the trend of settlement development based on the observed settlement data. It was demonstrated by an actual case history of an embankment, and during the prediction. Compared with the other three prediction models, the power-polynomial model can estimate the post-construction settlement more accurately with more simple calculation.Keywords: prediction, model, post-construction settlement, soft ground
Procedia PDF Downloads 42522926 The Impact of the Parking Spot’ Surroundings on Charging Decision: A Data-Driven Approach
Authors: Xizhen Zhou, Yanjie Ji
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The charging behavior of drivers provides a reference for the planning and management of charging facilities. Based on the real trajectory data of electric vehicles, this study explored the influence of the surrounding environments of the parking spot on charging decisions. The built environment, the condition of vehicles, and the nearest charging station were all considered. And the mixed binary logit model was used to capture the impact of unobserved heterogeneity. The results show that the number of fast chargers in the charging station, parking price, dwell time, and shopping services all significantly impact the charging decision, while the leisure services, scenic spots, and mileage since the last charging are opposite. Besides, factors related to unobserved heterogeneity include the number of fast chargers, parking and charging prices, residential areas, etc. The interaction effects of random parameters further illustrate the complexity of charging choice behavior. The results provide insights for planning and managing charging facilities.Keywords: charging decision, trajectory, electric vehicle, infrastructure, mixed logit
Procedia PDF Downloads 7122925 Study on the Neurotransmitters and Digestion of Amino Acids Affecting Psychological Chemical Imbalance
Authors: Yoonah Lee, Richard Kyung
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With technological advances in the computational biomedical field, the ability to measure neurotransmitters’ chemical imbalances that affect depression and anxiety has been established. By comparing the thermodynamics stability of amino acid supplements, such as glutamine, tyrosine, phe-nylalanine, and methionine, this research analyzes mood-regulating neurotransmitters, amino acid supplements, and antipsychotic substances (ie. Reserpine molecule and CRF complexes) in relation to depression and anxiety and suggests alternative complexes that are low in energy to act as more efficient treatments for mood disorders. To determine a molecule’s thermodynamic stability, this research examines the molecular energy using Avogadro, a software for building virtual molecules and calculating optimized geometry using GAFF (General Amber Force Field) and UFF (Universal Force Field). The molecules, built using Avogadro, is analyzed using their theoretical values and atomic properties.Keywords: amino acids, anxiety, depression, neurotransmitters
Procedia PDF Downloads 16222924 Amplification of electromagnetic pulse by conducting cone
Authors: E. S. Manuylovich, V. A. Astapenko, P. A. Golovinsky
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The dispersion relation binding the constant of propagation and frequency is calculated for silver cone. The evolution of the electric field of ultrashort pulse during its propagation in conical structure is considered. Increasing of electric field during pulse propagation to the top of the cone is observed. Reduction of the pulse duration at a certain distance is observed. The dependence of minimum pulse duration on initial chirp and cone angle is investigated.Keywords: ultrashort pulses, surface plasmon polariton, dispersion, silver cone
Procedia PDF Downloads 43622923 Bi-Axial Stress Effects on Barkhausen-Noise
Authors: G. Balogh, I. A. Szabó, P.Z. Kovács
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Mechanical stress has a strong effect on the magnitude of the Barkhausen-noise in structural steels. Because the measurements are performed at the surface of the material, for a sample sheet, the full effect can be described by a biaxial stress field. The measured Barkhausen-noise is dependent on the orientation of the exciting magnetic field relative to the axis of the stress tensor. The sample inhomogenities including the residual stress also modifies the angular dependence of the measured Barkhausen-noise. We have developed a laboratory device with a cross like specimen for bi-axial bending. The measuring head allowed performing excitations in two orthogonal directions. We could excite the two directions independently or simultaneously with different amplitudes. The simultaneous excitation of the two coils could be performed in phase or with a 90 degree phase shift. In principle this allows to measure the Barkhausen-noise at an arbitrary direction without moving the head, or to measure the Barkhausen-noise induced by a rotating magnetic field if a linear superposition of the two fields can be assumed.Keywords: Barkhausen-noise, bi-axial stress, stress measuring, stress dependency
Procedia PDF Downloads 29622922 Energy Efficiency Analysis of Electrical Submersible Pump on Mature Oil Field Offshore Java Sea
Authors: Marda Vidrianto, Tania Surya Utami
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Electrical Submersible Pump (ESP) is an artificial lift of choice to produce oil on Offshore Java Sea. It is selected based on the production rate capacity and running life expectation. ESP performance in a mature field is highly affected by oil well conditions. The presence of sand, scale, gas, and low influx will create unstable ESP operation hence lowering the run life expectation and system efficiency. This paper reviews the current energy usage and efficiency on every part of the ESP system. The hydraulic and electrical losses, as well as system efficiency for each well, are calculated to identify energy losses and the possibility for improvement. It is shown that high back pressure on the system and low-efficiency pump are the major contributors to energy losses. It was found that optimized production rate and the use of advanced technology on pump and motor unit could improve energy efficiency.Keywords: advance technology, energy efficiency, ESP, mature field, production rate
Procedia PDF Downloads 34222921 Finding Data Envelopment Analysis Targets Using Multi-Objective Programming in DEA-R with Stochastic Data
Authors: R. Shamsi, F. Sharifi
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In this paper, we obtain the projection of inefficient units in data envelopment analysis (DEA) in the case of stochastic inputs and outputs using the multi-objective programming (MOP) structure. In some problems, the inputs might be stochastic while the outputs are deterministic, and vice versa. In such cases, we propose a multi-objective DEA-R model because in some cases (e.g., when unnecessary and irrational weights by the BCC model reduce the efficiency score), an efficient decision-making unit (DMU) is introduced as inefficient by the BCC model, whereas the DMU is considered efficient by the DEA-R model. In some other cases, only the ratio of stochastic data may be available (e.g., the ratio of stochastic inputs to stochastic outputs). Thus, we provide a multi-objective DEA model without explicit outputs and prove that the input-oriented MOP DEA-R model in the invariable return to scale case can be replaced by the MOP-DEA model without explicit outputs in the variable return to scale and vice versa. Using the interactive methods for solving the proposed model yields a projection corresponding to the viewpoint of the DM and the analyst, which is nearer to reality and more practical. Finally, an application is provided.Keywords: DEA-R, multi-objective programming, stochastic data, data envelopment analysis
Procedia PDF Downloads 10622920 The Effect of Diet Intervention for Breast Cancer: A Meta-Analysis
Authors: Bok Yae Chung, Eun Hee Oh
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Breast cancer patients require more nutritional interventions than others. However, a few studies have attempted to assess the overall nutritional status, to reduce body weight and BMI by improving diet, and to improve the prognosis of cancer for breast cancer patients. The purpose of this study was to evaluate the effect of diet intervention in the breast cancer patients through meta-analysis. For the study purpose, 16 studies were selected by using PubMed, ScienceDirect, ProQuest and CINAHL. Meta-analysis was performed using a random-effects model, and the effect size on outcome variables in breast cancer was calculated. The effect size for outcome variables of diet intervention was a large effect size. For heterogeneity, moderator analysis was performed using intervention type and intervention duration. All moderators did not significant difference. Diet intervention has significant positive effects on outcome variables in breast cancer. As a result, it is suggested that the timing of the intervention should be no more than six months, but a strategy for sustaining long-term intervention effects should be added if nutritional intervention is to be administered for breast cancer patients in the future.Keywords: breast cancer, diet, mete-analysis, intervention
Procedia PDF Downloads 43522919 Analysing Causal Effect of London Cycle Superhighways on Traffic Congestion
Authors: Prajamitra Bhuyan
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Transport operators have a range of intervention options available to improve or enhance their networks. But often such interventions are made in the absence of sound evidence on what outcomes may result. Cycling superhighways were promoted as a sustainable and healthy travel mode which aims to cut traffic congestion. The estimation of the impacts of the cycle superhighways on congestion is complicated due to the non-random assignment of such intervention over the transport network. In this paper, we analyse the causal effect of cycle superhighways utilising pre-innervation and post-intervention information on traffic and road characteristics along with socio-economic factors. We propose a modeling framework based on the propensity score and outcome regression model. The method is also extended to doubly robust set-up. Simulation results show the superiority of the performance of the proposed method over existing competitors. The method is applied to analyse a real dataset on the London transport network, and the result would help effective decision making to improve network performance.Keywords: average treatment effect, confounder, difference-in-difference, intelligent transportation system, potential outcome
Procedia PDF Downloads 24022918 Application of Generalized Autoregressive Score Model to Stock Returns
Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke
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The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.Keywords: generalized autoregressive score model, South Africa, stock returns, time-varying
Procedia PDF Downloads 50122917 Reduction of Rotor-Bearing-Support Finite Element Model through Substructuring
Authors: Abdur Rosyid, Mohamed El-Madany, Mohanad Alata
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Due to simplicity and low cost, rotordynamic system is often modeled by using lumped parameters. Recently, finite elements have been used to model rotordynamic system as it offers higher accuracy. However, it involves high degrees of freedom. In some applications such as control design, this requires higher cost. For this reason, various model reduction methods have been proposed. This work demonstrates the quality of model reduction of rotor-bearing-support system through substructuring. The quality of the model reduction is evaluated by comparing some first natural frequencies, modal damping ratio, critical speeds and response of both the full system and the reduced system. The simulation shows that the substructuring is proven adequate to reduce finite element rotor model in the frequency range of interest as long as the numbers and the locations of master nodes are determined appropriately. However, the reduction is less accurate in an unstable or nearly-unstable system.Keywords: rotordynamic, finite element model, timoshenko beam, 3D solid elements, Guyan reduction method
Procedia PDF Downloads 27222916 A Unified Model for Orotidine Monophosphate Synthesis: Target for Inhibition of Growth of Mycobacterium tuberculosis
Authors: N. Naga Subrahmanyeswara Rao, Parag Arvind Deshpande
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Understanding nucleotide synthesis reaction of any organism is beneficial to know the growth of it as in Mycobacterium tuberculosis to design anti TB drug. One of the reactions of de novo pathway which takes place in all organisms was considered. The reaction takes places between phosphoribosyl pyrophosphate and orotate catalyzed by orotate phosphoribosyl transferase and divalent metal ion gives orotdine monophosphate, a nucleotide. All the reaction steps of three experimentally proposed mechanisms for this reaction were considered to develop kinetic rate expression. The model was validated using the data for four organisms. This model could successfully describe the kinetics for the reported data. The developed model can serve as a reliable model to describe the kinetics in new organisms without the need of mechanistic determination. So an organism-independent model was developed.Keywords: mechanism, nucleotide, organism, tuberculosis
Procedia PDF Downloads 33422915 Controlling the Expense of Political Contests Using a Modified N-Players Tullock’s Model
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This work introduces a generalization of the classical Tullock’s model of one-stage contests under complete information with multiple unlimited numbers of contestants. In classical Tullock’s model, the contest winner is not necessarily the highest bidder. Instead, the winner is determined according to a draw in which the winning probabilities are the relative contestants’ efforts. The Tullock modeling fits well political contests, in which the winner is not necessarily the highest effort contestant. This work presents a modified model which uses a simple non-discriminating rule, namely, a parameter to influence the total costs planned for an election, for example, the contest designer can control the contestants' efforts. The winner pays a fee, and the losers are reimbursed the same amount. Our proposed model includes a mechanism that controls the efforts exerted and balances competition, creating a tighter, less predictable and more interesting contest. Additionally, the proposed model follows the fairness criterion in the sense that it does not alter the contestants' probabilities of winning compared to the classic Tullock’s model. We provide an analytic solution for the contestant's optimal effort and expected reward.Keywords: contests, Tullock's model, political elections, control expenses
Procedia PDF Downloads 14522914 Fama French Four Factor Model: A Study of Nifty Fifty Companies
Authors: Deeksha Arora
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The study aims to explore the applicability of the widely used asset pricing models, namely, Capital Asset Pricing Model (CAPM) and the Fama-French Four Factor Model in the Indian equity market. The study will be based on the companies that form part of the Nifty Fifty Index for a period of five years: 2011 to 2016. The asset pricing model is examined by forming portfolios on the basis of three variables – market capitalization (size effect), book-to-market equity ratio (value effect) and profitability. The study provides a basis to test the presence of the Fama-French Four factor model in Indian stock market. This study may provide a basis for future research in the generalized asset pricing model comprising of multiple risk factors.Keywords: book to market equity, Fama French four factor model, market capitalization, profitability, size effect, value effect
Procedia PDF Downloads 26322913 Planning of Construction Material Flow Using Hybrid Simulation Modeling
Authors: A. M. Naraghi, V. Gonzalez, M. O'Sullivan, C. G. Walker, M. Poshdar, F. Ying, M. Abdelmegid
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Discrete Event Simulation (DES) and Agent Based Simulation (ABS) are two simulation approaches that have been proposed to support decision-making in the construction industry. Despite the wide use of these simulation approaches in the construction field, their applications for production and material planning is still limited. This is largely due to the dynamic and complex nature of construction material supply chain systems. Moreover, managing the flow of construction material is not well integrated with site logistics in traditional construction planning methods. This paper presents a hybrid of DES and ABS to simulate on-site and off-site material supply processes. DES is applied to determine the best production scenarios with information of on-site production systems, while ABS is used to optimize the supply chain network. A case study of a construction piling project in New Zealand is presented illustrating the potential benefits of using the proposed hybrid simulation model in construction material flow planning. The hybrid model presented can be used to evaluate the impact of different decisions on construction supply chain management.Keywords: construction supply-chain management, simulation modeling, decision-support tools, hybrid simulation
Procedia PDF Downloads 20722912 The Effectiveness of a Hybrid Diffie-Hellman-RSA-Advanced Encryption Standard Model
Authors: Abdellahi Cheikh
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With the emergence of quantum computers with very powerful capabilities, the security of the exchange of shared keys between two interlocutors poses a big problem in terms of the rapid development of technologies such as computing power and computing speed. Therefore, the Diffie-Hellmann (DH) algorithm is more vulnerable than ever. No mechanism guarantees the security of the key exchange, so if an intermediary manages to intercept it, it is easy to intercept. In this regard, several studies have been conducted to improve the security of key exchange between two interlocutors, which has led to interesting results. The modification made on our model Diffie-Hellman-RSA-AES (DRA), which encrypts the information exchanged between two users using the three-encryption algorithms DH, RSA and AES, by using stenographic photos to hide the contents of the p, g and ClesAES values that are sent in an unencrypted state at the level of DRA model to calculate each user's public key. This work includes a comparative study between the DRA model and all existing solutions, as well as the modification made to this model, with an emphasis on the aspect of reliability in terms of security. This study presents a simulation to demonstrate the effectiveness of the modification made to the DRA model. The obtained results show that our model has a security advantage over the existing solution, so we made these changes to reinforce the security of the DRA model.Keywords: Diffie-Hellmann, DRA, RSA, advanced encryption standard
Procedia PDF Downloads 9322911 River Bank Erosion Studies: A Review on Investigation Approaches and Governing Factors
Authors: Azlinda Saadon
Abstract:
This paper provides detail review on river bank erosion studies with respect to their processes, methods of measurements and factors governing river bank erosion. Bank erosion processes are commonly associated with river changes initiation and development, through width adjustment and planform evolution. It consists of two main types of erosion processes; basal erosion due to fluvial hydraulic force and bank failure under the influence of gravity. Most studies had only focused on one factor rather than integrating both factors. Evidences of previous works have shown integration between both processes of fluvial hydraulic force and bank failure. Bank failure is often treated as probabilistic phenomenon without having physical characteristics and the geotechnical aspects of the bank. This review summarizes the findings of previous investigators with respect to measurement techniques and prediction rates of river bank erosion through field investigation, physical model and numerical model approaches. Factors governing river bank erosion considering physical characteristics of fluvial erosion are defined.Keywords: river bank erosion, bank erosion, dimensional analysis, geotechnical aspects
Procedia PDF Downloads 435