Search results for: dynamic conditional correlation

Authors: C. W. Kwak, I. J. Park, D. I. Jang

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The importance of cost-wise effective application and construction is getting increase due to the surge of traffic volume in the metropolitan cities. Accordingly, the necessity of the tunnel has large section becomes more critical. Double deck tunnel can be one of the most appropriate solutions to the necessity. The dynamic stability of double deck tunnel is essential against seismic load since it has large section and connection between perimeter lining and interim slab. In this study, 3-dimensional dynamic numerical analysis was conducted based on the Finite Difference Method to investigate the seismic behavior of double deck tunnel. Seismic joint for dynamic stability and the mitigation of seismic impact on the lining was considered in the modeling and analysis. Consequently, the mitigation of acceleration, lining displacement and stress were verified successfully.

Keywords: double deck tunnel, interim slab, 3-dimensional dynamic numerical analysis, seismic joint

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Authors: Yang Zhong, Mei-Jie Xu

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To study the dynamic mechanics response of asphalt pavement under the temperature load and vehicle loading, asphalt pavement was regarded as multilayered elastic half-space system, and theory analysis was conducted by regarding dynamic modulus of asphalt mixture as the parameter. Firstly, based on the dynamic modulus test of asphalt mixture, function relationship between the dynamic modulus of representative asphalt mixture and temperature was obtained. In addition, the analytical solution for thermal stress in the single layer was derived by using Laplace integral transformation and Hankel integral transformation respectively by using thermal equations of equilibrium. The analytical solution of calculation model of thermal stress in asphalt pavement was derived by transfer matrix of thermal stress in multilayer elastic system. Finally, the variation of thermal stress in pavement structure was analyzed. The result shows that there is an obvious difference between the thermal stress based on dynamic modulus and the solution based on static modulus. Therefore, the dynamic change of parameter in asphalt mixture should be taken into consideration when the theoretical analysis is taken out.

Keywords: asphalt pavement, dynamic modulus, integral transformation, transfer matrix, thermal stress

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Authors: Renata Masarova, Bohuslava Juhasova, Martin Juhas, Zuzana Sutova

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In dynamic system theory a mathematical model is often used to describe their properties. In order to find a transfer matrix of a dynamic system we need to calculate an inverse matrix. The paper contains the fusion of the classical theory and the procedures used in the theory of automated control for calculating the inverse matrix. The final part of the paper models the given problem by the Matlab.

Keywords: dynamic system, transfer matrix, inverse matrix, modeling

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Authors: H. Sezgin, O. B. Berkalp, R. Mishra, J. Militky

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In the last few decades, due to their advanced properties, there has been an increasing interest in hybrid composite materials. In this study, the effect of different stacking sequences of jute and carbon fabric plies on dynamic mechanical properties of composite laminates were investigated. Vacuum bagging system was used to fabricate the composite samples. Each composite laminate was reinforced with two plies of jute fabric and two plies of carbon fabric by varying the position of layers. Dynamic mechanical analyzer (DMA) was used to examine the dynamic mechanical properties of composite laminates with increasing temperature. Results showed that the composite sample, which has carbon fabric at the outer layers, has the highest storage and loss modulus. Besides, it was observed that glass transition temperature (T_g) of samples are close to each other and at about 75 °C.

Keywords: differential scanning calorimetry dynamic mechanical analysis, textile reinforced composites, thermogravimetric analysis

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Authors: Snehal R. Pathak, Sachin S. Munnoli

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Evaluation of dynamic earth pressure on retaining wall is a topic of primary importance. In present paper, dynamic active earth pressure and displacement of flexible cantilever retaining wall has been evaluated analytically using 2-DOF mass-spring-dashpot model by incorporating both wall and backfill properties. The effect of wall flexibility on dynamic active earth pressure and wall displacement are studied and presented in graphical form. The obtained results are then compared with the various conventional methods, experimental analysis and also with PLAXIS analysis. It is observed that the dynamic active earth pressure decreases with increase in the wall flexibility while wall displacement increases linearly with flexibility of the wall. The results obtained by proposed 2-DOF analytical model are found to be more realistic and economical.

Keywords: earth pressure, earthquake, 2-DOF model, Plaxis, retaining walls, wall movement

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Authors: Hina Munir Abbasi

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The current paper examines the relationship and diversification ability of Islamic stock indices /conventional stocks indices and Real Estate Investment Trust (REITs).To represent conditional dependency between stocks and REITs in a more realistic way, new modeling technique, time-varying copula with switching dependence is used. It represents reliance structure more accurately and realistically than a single copula regime as dependence may alter between positive and negative correlation regimes with time. The fluctuating behavior of markets has significant impact on economic variables; especially the downward trend during crisis. Overall addition of Real Estate Investment Trust in stocks portfolio reduces risks and provide better diversification benefit. Results varied depending upon the circumstances of the country. REITs provides better diversification benefits for Islamic Stocks, when both markets are bearish and can provide hedging benefit for conventional stocks portfolio.

Keywords: conventional stocks, real estate investment trust, copula, diversification, risk spillover, safe heaven

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Authors: Dian Ariyawati, Romi Sukoco, Sinung Agung Joko

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Background: Postural Orthostatic Tachycardia Syndrome (POTS) is a form of orthostatic intolerance caused by autonomic dysfunction. POTS predominantly occurs in young women. Regular exercise has proven to improve the organ system functions, including autonomous systems. The aim of this research was to determine the correlation between exercise frequency and POTS in young women. Method: 510 young women (16-23 years of age) were screened. They were obtained by interview and physical examination. The diagnosis of POTS was performed with Active Stand Test (AST) and heart rate measurement using a pulsemeter. There were 29 young women who suffered from POTS. The exercise frequency was obtained by interview. Data was statistically analyzed using Spearman Correlation test. Result: The subjects’, who tested positive for POTS didn’t perform regular exercise. The Spearman correlation test showed there was a moderate negative correlation between exercise frequency and POTS in young women (r = -0.487, p < 0.00). Conclusion: There is a moderate reverse correlation between exercise frequency and POTS in young women. Further studies are suggested to develop an exercise program for young who suffered from POTS.

Keywords: POTS, autonomic dysfunction, exercise frequency, young woman

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Authors: Feroz A. Shah, M. H. Balkhi

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The study was aimed at to record the distribution and prevalence of various metazoan parasites of fish from hill stream/coldwater fishes of various water bodies of northwest Himalayan region of India. Snow trout (Schizoth oracids) from eutrophic lakes and fresh water streams were collected from January to December 2012, to study the impact of environmental factors on the dynamics and distribution of parasitic infection. The prevalence of helminth parasites was correlated with available physico-chemical parameters including water temperature, pH and dissolved oxygen (DO). The most abundant parasitic infection recorded during this study was Adenoscolex sp. (Cestode parasite) which showed positive correlation with pH (significant p≤0.05) negative correlation with temperature. The Bothriocephalus was having positive correlation with water temperature while as negative correlation was observed with pH and DO. The correlation between Diplozoon sp. and Clinostomum sp. with the physiochemical parameters were non-significant.

Keywords: hill stream fishes, parasites, Western Himalayas, prevelance

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Authors: Barbora Herdová, Rastislav Lagaňa

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The paper investigates the mechanical properties of European aspen (Populus tremula L.) as a potential replacement for load-bearing elements in historical structures. One of the main aims of the research has been the quantification of mechanical properties via destructive testing and the subsequent calculation of characteristic values of these properties. The research encompasses experimental testing of wood specimens for the determination of dynamic modulus of elasticity (MOEdyn), modulus of elasticity (MOE), modulus of rupture (MOR), and density. The results were analyzed and compared to established standards for structural timber. The results confirmed statistically significant dependence between MOR and MOEdyn. The correlation between the MOR and the dynamic MOEdyn enabled non-destructive strength grading using the Sylvatest Duo® system. The findings of this research contribute to the potential use of European aspen as a structural timber, which could have implications for the sustainable use of this abundant and renewable resource in the construction industry. They also show the usability of European aspen in the reconstruction of historical buildings.

Keywords: populus tremula, MOE, MOR, sylvatest Duo®.

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Authors: Redouane Tlemsani, Redouane, Belkacem Kouninef, Abdelkader Benyettou

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In this paper, our system is a Markovien system which we can see it like a Dynamic Bayesian Networks. One of the major interests of these systems resides in the complete training of the models (topology and parameters) starting from training data. The Bayesian Networks are representing models of dubious knowledge on complex phenomena. They are a union between the theory of probability and the graph theory in order to give effective tools to represent a joined probability distribution on a set of random variables. The representation of knowledge bases on description, by graphs, relations of causality existing between the variables defining the field of study. The theory of Dynamic Bayesian Networks is a generalization of the Bayesians networks to the dynamic processes. Our objective amounts finding the better structure which represents the relationships (dependencies) between the variables of a dynamic bayesian network. In applications in pattern recognition, one will carry out the fixing of the structure which obliges us to admit some strong assumptions (for example independence between some variables).

Keywords: Arabic on line character recognition, dynamic Bayesian network, pattern recognition, networks

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Authors: Fan Yang, Ye-Lu Wang, Yang Zhao

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The dynamic load allowance, as an application result of the vehicle-bridge coupled vibration theory, is an important parameter for bridge design and evaluation. Based on the coupled vehicle-bridge vibration theory, the current work establishes a full girder model of a dynamic load allowance, selects a planar five-degree-of-freedom three-axis vehicle model, solves the coupled vehicle-bridge dynamic response using the APDL language in the spatial finite element program ANSYS, selects the pivot point 2 sections as the representative of the negative moment section, and analyzes the effects of parameters such as travel speed, unevenness, vehicle frequency, span diameter, span number and forced displacement of the support on the negative moment dynamic load allowance through orthogonal tests. The influence of parameters such as vehicle speed, unevenness, vehicle frequency, span diameter, span number, and forced displacement of the support on the negative moment dynamic load allowance is analyzed by orthogonal tests, and the influence law of each influencing parameter is summarized. It is found that the effects of vehicle frequency, unevenness, and speed on the negative moment dynamic load allowance are significant, among which vehicle frequency has the greatest effect on the negative moment dynamic load allowance; the effects of span number and span diameter on the negative moment dynamic load allowance are relatively small; the effects of forced displacement of the support on the negative moment dynamic load allowance are negligible.

Keywords: continuous T-girder bridge, dynamic load allowance, sensitivity analysis, vehicle-bridge coupling

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Authors: Muzaffer Borekci, Murat Serdar Kirçil

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Predicting the collapse potential of a structure during earthquakes is an important issue in earthquake engineering. Many researchers proposed different methods to assess the collapse potential of structures under the effect of strong ground motions. However most of them did not consider degradation and softening effect in hysteretic behavior. In this study, collapse potential of SDOF systems caused by dynamic instability with stiffness and strength degradation has been investigated. An equation was proposed for the estimation of collapse period of SDOF system which is a limit value of period for dynamic instability. If period of the considered SDOF system is shorter than the collapse period then the relevant system exhibits dynamic instability and collapse occurs.

Keywords: collapse, degradation, dynamic instability, seismic response

Procedia PDF Downloads 379

Authors: A. Aleksic-Veljkovic, K. Herodek, M. Bratic, M. Mitic

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The aim of this study was to investigate the relationship between variables of dynamic balance and countermovement jump in young, female gymnasts. A single-group design was used. Forty-seven young, female gymnasts (Mean±SD; age: 8-12 years, height: 42.88±10.38 cm, mass: 35.59±8.15 kg; body mass index: 17.18±1.62 kg/m2; training hours per week: 15-18 h/week) performed measurements of dynamic balance and countermovement jump with and without arm swing. Significant, but small to medium associations were observed between variables of balance and height of the jump in both protocols of the countermovement jump ranging from r = +0.313 to +0.426. No significant associations were observed between variables of dynamic balance and relative power and peak power of countermovement jump with or without arm swings. The data indicate that dynamic balance and leg power imply that balance and power are independent of each other and may have to be tested and trained complementarily in young gymnasts.

Keywords: artistic gymnastics, countermovement jump, jump height, testing

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Authors: Kwabena Asare, Ezekiel N. N. Nortey, Felix O. Mettle

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Modelling of extreme events has always been of interest in fields such as hydrology and meteorology. However, after the recent global financial crises, appropriate models for modelling of such rare events leading to these crises have become quite essential in the finance and risk management fields. This paper models the extreme values of the Ghana Stock Exchange All-Shares indices (2000-2010) by applying the Extreme Value Theory to fit a model to the tails of the daily stock returns data. A conditional approach of the EVT was preferred and hence an ARMA-GARCH model was fitted to the data to correct for the effects of autocorrelation and conditional heteroscedastic terms present in the returns series, before EVT method was applied. The Peak Over Threshold (POT) approach of the EVT, which fits a Generalized Pareto Distribution (GPD) model to excesses above a certain selected threshold, was employed. Maximum likelihood estimates of the model parameters were obtained and the model’s goodness of fit was assessed graphically using Q-Q, P-P and density plots. The findings indicate that the GPD provides an adequate fit to the data of excesses. The size of the extreme daily Ghanaian stock market movements were then computed using the Value at Risk (VaR) and Expected Shortfall (ES) risk measures at some high quantiles, based on the fitted GPD model.

Keywords: extreme value theory, expected shortfall, generalized pareto distribution, peak over threshold, value at risk

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Authors: Saad Bin Saeed, Fayzan Ahmed, Shahbaz Ahmed, Amjad Hussain

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The aim of this study is to evaluate dynamic log files (Dynalogs) at different dose rates by dose-volume histograms (DVH) and used as a (QA) procedure of IMRT. Seven patients of phase one head and neck cancer with similar OAR`s are selected randomly. Reference plans of dose rate 300 and 600 MU/Min with prescribed dose of 50Gy in 25 fractions for each patient is made. Dynalogs produced by delivery of reference plans processed by in-house MATLAB program which produces new field files contain actual positions of multi-leaf collimators (MLC`s) instead of planned positions in reference plans. Copies of reference plans are used to import new field files generated by MATLAB program and renamed as Dyn.plan. After dose calculations of Dyn.plans for different dose rates, DVH, and multiple linear regression tools are used to evaluate reference and Dyn.plans. The results indicate good agreement of correlation between different dose rate plans. The maximum dose difference among PTV and OAR`s are found to be less than 5% and 9% respectively. The study indicates the potential of dynalogs to be used as patient-specific QA of IMRT at different dose rate.

Keywords: IMRT, dynalogs, dose rate, DVH

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Authors: Soumia Merat, Lynda Djerbal, Ramdane Bahar, Mohammed Amin Benbouras

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Along with shear wave, many soil parameters are associated with the standard penetration test (SPT) as a dynamic in situ experiment. Both SPT-N data and geophysical data do not often exist in the same area. Statistical analysis of correlation between these parameters is an alternate method to estimate Vₛ conveniently and without additional investigations or data acquisition. Shear wave velocity is a basic engineering tool required to define dynamic properties of soils. In many instances, engineers opt for empirical correlations between shear wave velocity (Vₛ) and reliable static field test data like standard penetration test (SPT) N value, CPT (Cone Penetration Test) values, etc., to estimate shear wave velocity or dynamic soil parameters. The relation between Vs and SPT- N values of Algiers area is predicted using the collected data, and it is also compared with the previously suggested formulas of Vₛ determination by measuring Root Mean Square Error (RMSE) of each model. Algiers area is situated in high seismic zone (Zone III [RPA 2003: réglement parasismique algerien]), therefore the study is important for this region. The principal aim of this paper is to compare the field measurements of Down-hole test and the empirical models to show which one of these proposed formulas are applicable to predict and deduce shear wave velocity values.

Keywords: empirical models, RMSE, shear wave velocity, standard penetration test

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Authors: Johanna Perdomo, Riki Lamont, Edmund Pickering, Naomi C. Paxton, Maria A. Woodruff

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Background: Tissue Engineering (TE) has combined advanced materials, such as biomaterials, to create affordable scaffolds and dynamic systems to generate stimulation of seeded cells on these scaffolds, improving and maintaining the cellular growth process in a cell culture. However, Few TE skin products have been clinically translated, and more research is required to produce highly biomimetic skin substitutes that mimic the native elasticity of skin in a controlled manner. Therefore, this work will be focused on the fabrication of a novel mechanical system to enhance the TE treatment approaches for the reparation of damaged tissue skin. Aims: To archive this, a soft robotic device will be created to emulate different deformation of skin stress. The design of this soft robot will allow the attachment of scaffolds, which will then be mechanically actuated. This will provide a novel and highly adaptable platform for dynamic cell culture. Methods: Novel, low-cost soft robot is fabricated via 3D printed moulds and silicone. A low cost, electro-mechanical device was constructed to actuate the soft robot through the controlled combination of positive and negative air pressure to control the different state of movements. Mechanical tests were conducted to assess the performance and calibration of each electronic component. Similarly, pressure-displacement test was performed on scaffolds, which were attached to the soft robot, applying various mechanical loading regimes. Lastly, digital image correlation test was performed to obtain strain distributions over the soft robot’s surface. Results: The control system can control and stabilise positive pressure changes for long hours. Similarly, pressure-displacement test demonstrated that scaffolds with 5µm of diameter and wavy geometry can displace at 100%, applying a maximum pressure of 1.5 PSI. Lastly, during the inflation state, the displacement of silicone was measured using DIC method, and this showed a parameter of 4.78 mm and strain of 0.0652. Discussion And Conclusion: The developed soft robot system provides a novel and low-cost platform for the dynamic actuation of tissue scaffolds with a target towards dynamic cell culture.

Keywords: soft robot, tissue engineering, mechanical stimulation, dynamic cell culture, bioreactor

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Authors: T. Hari Prasath, P. Ithaya Rani

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In the world of visual technology, recognizing emotions from the face images is a challenging task. Several related methods have not utilized the dynamic facial features effectively for high performance. This paper proposes a method for emotions recognition using dynamic facial features with high performance. Initially, local features are captured by Gabor filter with different scale and orientations in each frame for finding the position and scale of face part from different backgrounds. The Gabor features are sent to the ensemble classifier for detecting Gabor facial features. The region of dynamic features is captured from the Gabor facial features in the consecutive frames which represent the dynamic variations of facial appearances. In each region of dynamic features is normalized using Z-score normalization method which is further encoded into binary pattern features with the help of threshold values. The binary features are passed to Multi-class AdaBoost classifier algorithm with the well-trained database contain happiness, sadness, surprise, fear, anger, disgust, and neutral expressions to classify the discriminative dynamic features for emotions recognition. The developed method is deployed on the Ryerson Multimedia Research Lab and Cohn-Kanade databases and they show significant performance improvement owing to their dynamic features when compared with the existing methods.

Keywords: detecting face, Gabor filter, multi-class AdaBoost classifier, Z-score normalization

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Authors: Yao Song, Danni Cheng, Jianjun Ren

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Objectives: We aimed to explore the prognostic effects of absolute values and dynamic changes of common hematological indices on oropharynx squamous cell carcinoma (OPSCC) patients treated with radiation. Methods and materials: The absolute values of white blood cell (WBC), absolute neutrophil count (ANC), absolute lymphocyte count (ALC), hemoglobin (Hb), platelet (Plt), albumin (Alb), neutrophil-to-lymphocyte ratio (NLR) and platelet-to-lymphocyte ratio (PLR) at baseline (within 45 days before radiation), 1-, 3-, 6- and 12-months after the start of radiotherapy were retrospectively collected. Locally-estimated smoothing scatterplots were used to describe the smooth trajectory of each index. A mixed-effect model with a random slope was fitted to describe the changing rate and trend of indices over time. Cox proportional hazard analysis was conducted to assess the correlation between hematological indices and treatment outcomes. Results: Of the enrolled 85 OPSCC patients, inflammatory indices, such as WBC and ALC, dropped rapidly during acute treatment and gradually recovered, while NLR and PLR increased at first three months and subsequently declined within 3-12 months. Higher absolute value or increasing trend of nutritional indices (Alb and Hb) was associated with better prognosis (all p<0.05). In contrast, patients with higher absolute value or upward trend of inflammatory indices (WBC, ANC, Plt, PLR and NLR) had worse survival (all p<0.05). Conclusions: The absolute values and dynamic changes of hematological indices were valuable prognostic factors for OPSCC patients who underwent radiotherapy.

Keywords: hematological indices, oropharyngeal cancer, radiotherapy, NLR, PLR

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Authors: Elaheh Vaezpour

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Data sensing in wireless sensor networks is done by query deceleration the network by the users. In many applications of the wireless sensor networks, many users send queries to the network simultaneously. If the queries are processed separately, the network’s energy consumption will increase significantly. Therefore, it is very important to aggregate the queries before sending them to the network. In this paper, we propose a multiple query optimization framework based on sensors physical and temporal correlation. In the proposed method, queries are merged and sent to network by considering correlation among the sensors in order to reduce the communication cost between the sensors and the base station.

Keywords: wireless sensor networks, multiple query optimization, data correlation, reducing energy consumption

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Authors: M. Saadi, S. E. H. Abaidia, M. Y. Mokeddem.

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We present the results of a systematic and comparative study of the bulk, the structural properties, and phonon calculations of aluminum alloys using several exchange–correlations functional theory (DFT) with different plane-wave basis pseudo potential techniques. Density functional theory implemented by the Vienna Ab Initio Simulation Package (VASP) technique is applied to calculate the bulk and the structural properties of several structures. The calculations were performed for within several exchange–correlation functional and pseudo pententials available in this code (local density approximation (LDA), generalized gradient approximation (GGA), projector augmented wave (PAW)). The lattice dynamic code “PHON” developed by Dario Alfè was used to calculate some thermodynamics properties and phonon dispersion relation frequency distribution of Aluminium alloys using the VASP LDA PAW and GGA PAW results. The bulk and structural properties of the calculated structures were compared to different experimental and calculated works.

Keywords: DFT, exchange-correlation functional, LDA, GGA, pseudopotential, PAW, VASP, PHON, phonon dispersion

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Authors: Redouane Tlemsani, Abdelkader Benyettou

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Work is in on line Arabic character recognition and the principal motivation is to study the Arab manuscript with on line technology. This system is a Markovian system, which one can see as like a Dynamic Bayesian Network (DBN). One of the major interests of these systems resides in the complete models training (topology and parameters) starting from training data. Our approach is based on the dynamic Bayesian Networks formalism. The DBNs theory is a Bayesians networks generalization to the dynamic processes. Among our objective, amounts finding better parameters, which represent the links (dependences) between dynamic network variables. In applications in pattern recognition, one will carry out the fixing of the structure, which obliges us to admit some strong assumptions (for example independence between some variables). Our application will relate to the Arabic isolated characters on line recognition using our laboratory database: NOUN. A neural tester proposed for DBN external optimization. The DBN scores and DBN mixed are respectively 70.24% and 62.50%, which lets predict their further development; other approaches taking account time were considered and implemented until obtaining a significant recognition rate 94.79%.

Keywords: Arabic on line character recognition, dynamic Bayesian network, pattern recognition, computer vision

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Authors: A. Jomartov, A. Tuleshov, B. Tultaev

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One of the main tasks in the development of textile machinery is to increase the rapidity of automatic looms, and consequently, their productivity. With increasing automatic loom speeds, the dynamic loads on their separate mechanisms and moving joints sharply increase. Dynamic research allows us to determine the weakest mechanisms of the automatic loom. The modern automatic loom consists of a large number of structurally different mechanisms. These are cam, lever, gear, friction and combined cyclic mechanisms. The modern automatic loom contains various mechatronic devices: A device for the automatic removal of faulty weft, electromechanical drive warp yarns, electronic controllers, servos, etc. In the paper, we consider the multibody dynamic model of the automatic loom on the software complex SimulationX. SimulationX is multidisciplinary software for modeling complex physical and technical facilities and systems. The multibody dynamic model of the automatic loom allows consideration of: The transition processes, backlash at the joints and nodes, the force of resistance and electric motor performance.

Keywords: automatic loom, dynamics, model, multibody, SimulationX

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Authors: Makhsud Bobojanov, Dauletbek Rismukhamedov, Furkat Tuychiev, Khusniddin Shamsutdionov

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The article presents the results of experimental study of a two-speed asynchronous motor 4A80B6/4U3 with pole-changing winding on a fan drive VSUN 160x74-0.55-4 in static and dynamic modes. A prototype of a pole-changing Motor was made based on the results of the calculation and the performance and mechanical characteristics of the Motor were removed at the experimental stand, as well as useful capacities and other parameters from both poles were determined. In dynamic mode, the curves of changes of torque and current of the stator were removed by direct start, constant speed operation, by switching of speeds and stopping.

Keywords: two speed motor, pole-changing motor, electric drive of fan, dynamic modes

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Authors: Xiaoyu Shen, Fang Fang, Chujun Qiu

Abstract:

Herewith we present a Fourier method for credit risk quantification and allocation in the factor-copula model framework. The key insight is that, compared to directly computing the cumulative distribution function of the portfolio loss via Monte Carlo simulation, it is, in fact, more efficient to calculate the transformation of the distribution function in the Fourier domain instead and inverting back to the real domain can be done in just one step and semi-analytically, thanks to the popular COS method (with some adjustments). We also show that the Euler risk allocation problem can be solved in the same way since it can be transformed into the problem of evaluating a conditional cumulative distribution function. Once the conditional or unconditional cumulative distribution function is known, one can easily calculate various risk metrics. The proposed method not only fills the niche in literature, to the best of our knowledge, of accurate numerical methods for risk allocation but may also serve as a much faster alternative to the Monte Carlo simulation method for risk quantification in general. It can cope with various factor-copula model choices, which we demonstrate via examples of a two-factor Gaussian copula and a two-factor Gaussian-t hybrid copula. The fast error convergence is proved mathematically and then verified by numerical experiments, in which Value-at-Risk, Expected Shortfall, and conditional Expected Shortfall are taken as examples of commonly used risk metrics. The calculation speed and accuracy are tested to be significantly superior to the MC simulation for real-sized portfolios. The computational complexity is, by design, primarily driven by the number of factors instead of the number of obligors, as in the case of Monte Carlo simulation. The limitation of this method lies in the "curse of dimension" that is intrinsic to multi-dimensional numerical integration, which, however, can be relaxed with the help of dimension reduction techniques and/or parallel computing, as we will demonstrate in a separate paper. The potential application of this method has a wide range: from credit derivatives pricing to economic capital calculation of the banking book, default risk charge and incremental risk charge computation of the trading book, and even to other risk types than credit risk.

Keywords: credit portfolio, risk allocation, factor copula model, the COS method, Fourier method

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Authors: Kyeong Hoon Park, Taiji Mazuda

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High damping rubber (HDR) bearings are dissipating devices mainly used in seismic isolation systems and have a great damping performance. Although many studies have been conducted on the dynamic model of HDR bearings, few models can reflect phenomena such as dependency of experienced shear strain on initial history. In order to develop a model that can represent the dependency of experienced shear strain of HDR by Mullins effect, dynamic loading test was conducted using HDR specimen. The reaction of HDR was measured by applying a horizontal vibration using a hybrid actuator under a constant vertical load. Dynamic program analysis was also performed after dynamic loading test. The dynamic model applied in program analysis is a bilinear type double-target model. This model is modified from typical bilinear model. This model can express the nonlinear characteristics related to the initial history of HDR bearings. Based on the dynamic loading test and program analysis results, equivalent stiffness and equivalent damping ratio were calculated to evaluate the mechanical properties of HDR and the feasibility of the bilinear type double-target model was examined.

Keywords: base-isolation, bilinear model, high damping rubber, loading test

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Authors: Bikis Muhammed, Sehra Sedigh Sarvestani, Ali R. Hurson, Lasanthi Gamage

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Vehicular traffic events have overly complex spatial correlations and temporal interdependencies and are also influenced by environmental events such as weather conditions. To capture these spatial and temporal interdependencies and make more realistic vehicular traffic predictions, graph neural networks (GNN) based traffic prediction models have been extensively utilized due to their capability of capturing non-Euclidean spatial correlation very effectively. However, most of the already existing GNN-based traffic prediction models have some limitations during learning complex and dynamic spatial and temporal patterns due to the following missing factors. First, most GNN-based traffic prediction models have used static distance or sometimes haversine distance mechanisms between spatially separated traffic observations to estimate spatial correlation. Secondly, most GNN-based traffic prediction models have not incorporated environmental events that have a major impact on the normal traffic states. Finally, most of the GNN-based models did not use an attention mechanism to focus on only important traffic observations. The objective of this paper is to study and make real-time vehicular traffic predictions while incorporating the effect of weather conditions. To fill the previously mentioned gaps, our prediction model uses a real-time driving distance between sensors to build a distance matrix or spatial adjacency matrix and capture spatial correlation. In addition, our prediction model considers the effect of six types of weather conditions and has an attention mechanism in both spatial and temporal data aggregation. Our prediction model efficiently captures the spatial and temporal correlation between traffic events, and it relies on the graph attention network (GAT) and Bidirectional bidirectional long short-term memory (Bi-LSTM) plus attention layers and is called GAT-BILSTMA.

Keywords: deep learning, real time prediction, GAT, Bi-LSTM, attention

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Authors: Tegan H. Emerson, Colin C. Olson, George Stantchev, Jason A. Edelberg, Michael Wilson

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Detecting small targets at range is difficult because there is not enough spatial information present in an image sub-region containing the target to use correlation-based methods to differentiate it from dynamic confusers present in the scene. Moreover, this lack of spatial information also disqualifies the use of most state-of-the-art deep learning image-based classifiers. Here, we use characteristics of target tracks extracted from video sequences as data from which to derive distinguishing topological features that help robustly differentiate targets of interest from confusers. In particular, we calculate persistent homology from time-delayed embeddings of dynamic statistics calculated from motion tracks extracted from a wide field-of-view video stream. In short, we use topological methods to extract features related to target motion dynamics that are useful for classification and disambiguation and show that small targets can be detected at range with high probability.

Keywords: motion tracks, persistence images, time-delay embedding, topological data analysis

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Authors: B. Chetti, W. A. Crosby

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The work described in this paper is an investigation of the static and dynamic characteristics of two-lobe journal bearings taking into consideration the thermal effects. A thermo-hydrodynamic solution of a finite two-lobe journal bearing is performed by solving the generalized form Reynolds equation with the energy equation, taking into consideration viscosity variation across the film thickness. The static and dynamic characteristics were numerically obtained. The results are evaluated for different values of viscosity-temperature coefficient and Peclet number. The results show that considering the thermal effects in the solution of the two-lobe journal bearing has a marked on the study of its stability.

Keywords: two-lobe bearing, thermal effect, static, dynamic characteristics

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Authors: Garadi Ahmed, Boubakar S. Bouazza

Abstract:

The Zero Cross-Correlation (C, w) code is a family of binary sequences of length C and constant Hamming-weight, the cross correlation between any two sequences equal zero. In this paper, we evaluate the performance of ZCC code based on Balanced Incomplete Block Design (BIBD) for Spectral Amplitude Coding Optical Code Division Multiple Access (SAC-OCDMA) system using direct detection. The BER obtained is better than 10-9 for five simultaneous users.

Keywords: spectral amplitude coding-optical code-division-multiple-access (SAC-OCDMA), phase induced intensity noise (PIIN), balanced incomplete block design (BIBD), zero cross-correlation (ZCC)

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