Search results for: simple forward rate model

Authors: S. Benchelha, H. C. Aoudjehane, M. Hakdaoui, R. El Hamdouni, H. Mansouri, T. Benchelha, M. Layelmam, M. Alaoui

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The logistic regression (LR) and multivariate adaptive regression spline (MarSpline) are applied and verified for analysis of landslide susceptibility map in Oudka, Morocco, using geographical information system. From spatial database containing data such as landslide mapping, topography, soil, hydrology and lithology, the eight factors related to landslides such as elevation, slope, aspect, distance to streams, distance to road, distance to faults, lithology map and Normalized Difference Vegetation Index (NDVI) were calculated or extracted. Using these factors, landslide susceptibility indexes were calculated by the two mentioned methods. Before the calculation, this database was divided into two parts, the first for the formation of the model and the second for the validation. The results of the landslide susceptibility analysis were verified using success and prediction rates to evaluate the quality of these probabilistic models. The result of this verification was that the MarSpline model is the best model with a success rate (AUC = 0.963) and a prediction rate (AUC = 0.951) higher than the LR model (success rate AUC = 0.918, rate prediction AUC = 0.901).

Keywords: landslide susceptibility mapping, regression logistic, multivariate adaptive regression spline, Oudka, Taounate

Procedia PDF Downloads 189

Authors: Osung Im, Neha Yadav, Eui Hoon Lee, Joong Hoon Kim

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Artificial Neural Network (ANN) approach is commonly used in lots of fields for forecasting. In water resources engineering, forecast of water level or inflow of reservoir is useful for various kind of purposes. Due to advantages of ANN, many papers were written for inflow prediction in river networks, but in this study, ANN is used in urban sewer networks. The growth of severe rain storm in Korea has increased flood damage severely, and the precipitation distribution is getting more erratic. Therefore, effective pump operation in pump station is an essential task for the reduction in urban area. If real time inflow of pump station reservoir can be predicted, it is possible to operate pump effectively for reducing the flood damage. This study used ANN model for pump station reservoir inflow prediction using upstream sewer depth data. For this study, rainfall events, sewer depth, and inflow into Banpo pump station reservoir between years of 2013-2014 were considered. Feed – Forward Back Propagation (FFBF), Cascade – Forward Back Propagation (CFBP), Elman Back Propagation (EBP) and Nonlinear Autoregressive Exogenous (NARX) were used as ANN model for prediction. A comparison of results with ANN model suggests that ANN is a powerful tool for inflow prediction using the sewer depth data.

Keywords: artificial neural network, forecasting, reservoir inflow, sewer depth

Procedia PDF Downloads 318

Authors: Hechmi Saidi, Noureddine Hamdi

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The performance of Decode and Forward (DF) multihop Free Space Optical ( FSO) scheme deploying Multiple Input Multiple Output (MIMO) configuration under Gamma-Gamma (GG) statistical distribution, that adopts M-ary Pulse Position Modulation (MPPM) coding, is investigated. We have extracted exact and estimated values of Symbol-Error Rates (SERs) respectively. A closed form formula related to the Probability Density Function (PDF) is expressed for our designed system. Thanks to the use of DF multihop MIMO FSO configuration and MPPM signaling, atmospheric turbulence is combatted; hence the transmitted signal quality is improved.

Keywords: free space optical, multiple input multiple output, M-ary pulse position modulation, multihop, decode and forward, symbol error rate, gamma-gamma channel

Procedia PDF Downloads 199

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 425

Authors: Alaa Fezai, Anuj Sharma, Wolfgang Mueller-Hirsch, André Zimmermann

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Viscoelastic materials have been widely used in the automotive industry over the last few decades with different functionalities. Besides their main application as a simple and efficient surface damping treatment, they may ensure optimal operating conditions for on-board electronics as thermal interface or sealing layers. The dynamic behavior of viscoelastic materials is generally dependent on many environmental factors, the most important being temperature and strain rate or frequency. Prior to the reliability analysis of systems including viscoelastic layers, it is, therefore, crucial to accurately predict the dynamic and lifetime behavior of these materials. This includes the identification of the dynamic material parameters under critical temperature and frequency conditions along with a precise damage localization and identification methodology. The goal of this work is twofold. The first part aims at applying an inverse viscoelastic material-characterization approach for a wide frequency range and under different temperature conditions. For this sake, dynamic measurements are carried on a single lap joint specimen using an electrodynamic shaker and an environmental chamber. The specimen consists of aluminum beams assembled to adapter plates through a viscoelastic adhesive layer. The experimental setup is reproduced in finite element (FE) simulations, and frequency response functions (FRF) are calculated. The parameters of both the generalized Maxwell model and the fractional derivatives model are identified through an optimization algorithm minimizing the difference between the simulated and the measured FRFs. The second goal of the current work is to guarantee an on-line detection of the damage, i.e., delamination in the viscoelastic bonding of the described specimen during frequency monitored end-of-life testing. For this purpose, an inverse technique, which determines the damage location and size based on the modal frequency shift and on the change of the mode shapes, is presented. This includes a preliminary FE model-based study correlating the delamination location and size to the change in the modal parameters and a subsequent experimental validation achieved through dynamic measurements of specimen with different, pre-generated crack scenarios and comparing it to the virgin specimen. The main advantage of the inverse characterization approach presented in the first part resides in the ability of adequately identifying the material damping and stiffness behavior of soft viscoelastic materials over a wide frequency range and under critical temperature conditions. Classic forward characterization techniques such as dynamic mechanical analysis are usually linked to limitations under critical temperature and frequency conditions due to the material behavior of soft viscoelastic materials. Furthermore, the inverse damage detection described in the second part guarantees an accurate prediction of not only the damage size but also its location using a simple test setup and outlines; therefore, the significance of inverse numerical-experimental approaches in predicting the dynamic behavior of soft bonding layers applied in automotive electronics.

Keywords: damage detection, dynamic characterization, inverse approaches, vibration testing, viscoelastic layers

Procedia PDF Downloads 206

Authors: Si-Gwan Kim

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In Delay Tolerant Networks (DTN), there may not exist an end-to-end path between source and destination at the time of message transmission. Employing ‘Store Carry and Forward’ delivery mechanism for message transmission in such networks usually incurs long message delays. In this paper, we present the modified Binary Spray and Wait (BSW) routing protocol that enhances the performance of the original one. Our proposed algorithm adjusts the number of forward messages depending on the number of neighbor nodes. By using beacon messages periodically, the number of neighbor nodes can be managed. The simulation using ONE simulator results shows that our modified version gives higher delivery ratio and less latency as compared to BSW.

Keywords: delay tolerant networks, store carry and forward, one simulator, binary spray and wait

Procedia PDF Downloads 125

Authors: M. Moody, R. Mahmoodi, A. R. Zolfaghari, A. Aminottojari

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In this study, flow inside the shell side of a shell-and-tube heat exchanger is simulated numerically for laminar and turbulent flows in both steady state and transient mode. Governing equations of fluid flow are discrete using finite volume method and central difference scheme and solved with simple algorithm which is staggered grid by using MATLAB programming language. The heat transfer coefficient is obtained using velocity field from equation Dittus-Bolter. In comparison with, heat exchanger is simulated with ANSYS CFX software and experimental data measured in the THTL test loop. Numerical results obtained from the study show good agreement with experimental data and ANSYS CFX results. In addition, by deliberation the effect of the baffle spacing and the baffle cut on the heat transfer rate for turbulent flow, it is illustrated that the heat transfer rate depends on the baffle spacing and the baffle cut directly. In other word in spied of large turbulence, if these two parameters are not selected properly in the heat exchanger, the heat transfer rate can reduce.

Keywords: shell-and-tube heat exchanger, flow and heat transfer, laminar and turbulence flow, turbulence model, baffle spacing, baffle cut

Procedia PDF Downloads 538

Authors: T. Bouchabchoub, A. Bendahmane, A. Haouriqui, N. Attou

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This paper presents simulation results of Forex predicting model equations in order to give approximately a prevision of interest rates. First, Hall-Taylor (HT) equations have been used with Taylor rule (TR) to adapt them to European and American Forex Markets. Indeed, initial Taylor Rule equation is conceived for all Forex transactions in every States: It includes only one equation and six parameters. Here, the model has been used with Hall-Taylor equations, initially including twelve equations which have been reduced to only three equations. Analysis has been developed on the following base macroeconomic variables: Real change rate, investment wages, anticipated inflation, realized inflation, real production, interest rates, gap production and potential production. This model has been used to specifically study the impact of an inflation shock on macroeconomic director interest rates.

Keywords: interest rate, Forex, Taylor rule, production, European Central Bank (ECB), Federal Reserve System (FED).

Procedia PDF Downloads 527

Authors: Razieh Karimian, Kim Burton, Mohammad Mehdi Naghizadeh, Maryam Karimian

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Introduction: Habitual upper body postures are associated with online learning during the COVID-19 pandemic. This study explored whether adding an exercise routine to an ergonomic advice intervention improves these postures. Methods: In this randomized trial, 42 male adolescent students with a forward head posture were randomly divided into two equal groups, one allocated to ergonomic advice alone and the other to ergonomic advice plus an exercise routine. The angles of forward head, shoulder, and back postures were measured with a photogrammetric profile technique before and after the 8-week intervention period. Findings: During home quarantine, 76% of the students used their mobile phones, while 35% used a table-chair-computer for online learning. While significant reductions of the forward, shoulder, and back angles were found in both groups (P < 0.001), the effect was significantly greater in the exercise group (P < 0.001: forward head, shoulder, and back angles reduced by some 9, 6, and 5 degrees respectively, compared with 4 degrees in the forward head, and 2 degrees in the shoulder and back angles for ergonomic advice alone. Conclusion: The exercise routine produced a greater improvement in habitual upper body postures than ergonomic advice alone, a finding that may extend beyond online learning at home.

Keywords: randomized trial, online learning, adolescent, posture, exercise, ergonomic advice

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Authors: Kristin Thooft

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— Increasing pressure to manage healthcare costs has resulted in shifting care towards ambulatory settings and is driving a focus on cost transparency. There are few nurse staffing to workload models developed for ambulatory settings, less for multi-specialty clinics. Of the existing models, few have been evaluated against outcomes to understand any impact. This evaluation took place after the AWARD model for nurse staffing to workload was implemented in a multi-specialty clinic at a regional healthcare system in the Midwest. The multi-specialty clinic houses 26 medical and surgical specialty practices. The AWARD model was implemented in two specialty practices in October 2020. Donabedian’s Structure-Process-Outcome (SPO) model was used to evaluate outcomes based on changes to the structure and processes of care provided. The AWARD model defined and quantified the processes, recommended changes in the structure of day-to-day nurse staffing. Cost of care per patient visit, total visits, a total nurse performed visits used as structural and process measures, influencing the outcomes of cost of care and access to care. Independent t-tests were used to compare the difference in variables pre-and post-implementation. The SPO model was useful as an evaluation tool, providing a simple framework that is understood by a diverse care team. No statistically significant changes in the cost of care, total visits, or nurse visits were observed, but there were differences. Cost of care increased and access to care decreased. Two weeks into the post-implementation period, the multi-specialty clinic paused all non-critical patient visits due to a second surge of the COVID-19 pandemic. Clinic nursing staff was re-allocated to support the inpatient areas. This negatively impacted the ability of the Nurse Manager to utilize the AWARD model to plan daily staffing fully. The SPO framework could be used for the ongoing assessment of nurse staffing performance. Additional variables could be measured, giving a complete picture of the impact of nurse staffing. Going forward, there must be a continued focus on the outcomes of care and the value of nursing

Keywords: ambulatory, clinic, evaluation, outcomes, staffing, staffing model, staffing to workload

Procedia PDF Downloads 174

Authors: Elena Puica

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This paper aims to investigate the impact of Supply Chain Management (SCM) on the environment by applying a Machine Learning model while pointing out the efficiency of the technology used. The Machine Learning model was used to derive the efficiency and optimization of technology used in SCM and the environmental impact of SCM processes. The model applied is a predictive classification model and was trained firstly to determine which stage of the SCM has more outputs and secondly to demonstrate the efficiency of using advanced technology in SCM instead of recuring to traditional SCM. The outputs are the emissions generated in the environment, the consumption from different steps in the life cycle, the resulting pollutants/wastes emitted, and all the releases to air, land, and water. This manuscript presents an innovative approach to applying advanced technology in SCM and simultaneously studies the efficiency of technology and the SCM's impact on the environment. Identifying the conceptual relationships between SCM practices and their impact on the environment is a new contribution to the research. The authors can take a forward step in developing recent studies in SCM and its effects on the environment by applying technology.

Keywords: machine-learning model in SCM, SCM processes, SCM and the environmental impact, technology in SCM

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Authors: Sujay Bisht

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The purpose of the study was to assess and examines the pattern of injury among the field hockey players at different field position during practice & game. It was hypothesized that the backfield might have the height rate of injury, followed by midfield. Methods: university level and national level male field hockey (N=60) are selected as a subject and requested to respond an anon questionnaire. Personal characteristics of each and individual players were also collected like (age, height, weight); field hockey professional information (level of play, year of experience, playing surface); players injury history (site, types, cause etc). The rates of injury per athlete per year were also calculated. Result: Around half of the injury occurred were to the lower limbs (49%) followed by head and face (30%), upper limbs (19%) and torso region (2%). Injuries included concussion, wounds, broken nose, ligament sprain, dislocation, fracture, and muscles strain and knee injury. The ligament sprain is the highest rate (40%) among the other types of injuries. After investigation and evaluation backfield players had the highest rate of risk of injury (1.10 injury/athletes-year) followed by midfield players (0.70 injury/athlete-year), forward players (0.45 injury/athlete-year) & goalkeeper was (0.37 injury/athlete-year). Conclusion: Due to the different field position the pattern & rate of injury were different. After evaluation, lower limbs had the highest rate of injury followed by head and face, upper limbs and torso respectively. It also revealed that not only there is a difference in the rate of injury between playing the position, but also in the types of injury sustain at a different position.

Keywords: trauma, sprain, strain, astroturf, acute injury

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Authors: Abdelouaheb Rouabhi

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In order to study the plastic resource of structures, the elastic-plastic single degree of freedom model described by Prandtl diagram is widely used. The generalization of this model to tow degree of freedom beyond the scope of a simple rigid-plastic system allows investigating the plastic resource of structures under complex disproportionate by individual components of deformation (earthquake). This macro-model greatly increases the accuracy of the calculations carried out. At the same time, the implementation of the proposed macro-model calculations easier than the detailed dynamic elastic-plastic calculations existing software systems such as ANSYS.

Keywords: elastic-plastic, single degree of freedom model, rigid-plastic system, plastic resource, complex plastic deformation, macro-model

Procedia PDF Downloads 380

Authors: Kanchan Mondal, Dasharath Koulage, Dattatray Manerikar, Asmita Ghate

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This paper presents an additive reliability model using warranty data and Finite Element Analysis (FEA) data. Warranty data for any product gives insight to its underlying issues. This is often used by Reliability Engineers to build prediction model to forecast failure rate of parts. But there is one major limitation in using warranty data for prediction. Warranty periods constitute only a small fraction of total lifetime of a product, most of the time it covers only the infant mortality and useful life zone of a bathtub curve. Predicting with warranty data alone in these cases is not generally provide results with desired accuracy. Failure rate of a mechanical part is driven by random issues initially and wear-out or usage related issues at later stages of the lifetime. For better predictability of failure rate, one need to explore the failure rate behavior at wear out zone of a bathtub curve. Due to cost and time constraints, it is not always possible to test samples till failure, but FEA-Fatigue analysis can provide the failure rate behavior of a part much beyond warranty period in a quicker time and at lesser cost. In this work, the authors proposed an Additive Weibull Model, which make use of both warranty and FEA fatigue analysis data for predicting failure rates. It involves modeling of two data sets of a part, one with existing warranty claims and other with fatigue life data. Hazard rate base Weibull estimation has been used for the modeling the warranty data whereas S-N curved based Weibull parameter estimation is used for FEA data. Two separate Weibull models’ parameters are estimated and combined to form the proposed Additive Weibull Model for prediction.

Keywords: bathtub curve, fatigue, FEA, reliability, warranty, Weibull

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Authors: Sarah A. Goodchild, Rachel Gao, Philip N. Bartlett

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A novel detection approach using immobilized DNA probes labeled with Anthraquinone (AQ) as an electrochemically active reporter moiety has been successfully developed as a new, simple, reliable method for the detection of DNA. This method represents a step forward in DNA detection as it can discriminate between multiple nucleotide polymorphisms within target DNA strands without the need for any additional reagents, reporters or processes such as melting of DNA strands. The detection approach utilizes single-stranded DNA probes immobilized on gold surfaces labeled at the distal terminus with AQ. The effective immobilization has been monitored using techniques such as AC impedance and Raman spectroscopy. Simple voltammetry techniques (Differential Pulse Voltammetry, Cyclic Voltammetry) are then used to monitor the reduction potential of the AQ before and after the addition of complementary strand of target DNA. A reliable relationship between the shift in reduction potential and the number of base pair mismatch has been established and can be used to discriminate between DNA from highly related pathogenic organisms of clinical importance. This indicates that this approach may have great potential to be exploited within biosensor kits for detection and diagnosis of pathogenic organisms in Point of Care devices.

Keywords: Anthraquinone, discrimination, DNA detection, electrochemical biosensor

Procedia PDF Downloads 394

Authors: F. A. Al-Awadhi, D. Al-Hulail

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In this study, we applied the Bayesian hierarchical model to detect single and multiple change points for daily earthquake body wave magnitude. The change point analysis is used in both backward (off-line) and forward (on-line) statistical research. In this study, it is used with the backward approach. Different types of change parameters are considered (mean, variance or both). The posterior model and the conditional distributions for single and multiple change points are derived and implemented using BUGS software. The model is applicable for any set of data. The sensitivity of the model is tested using different prior and likelihood functions. Using Mb data, we concluded that during January 2002 and December 2003, three changes occurred in the mean magnitude of Mb in Kuwait and its vicinity.

Keywords: multiple change points, Markov Chain Monte Carlo, earthquake magnitude, hierarchical Bayesian mode

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Authors: Nevena Jakovčević Stor, Ivan Slapničar

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Any polynomial can be expressed as a characteristic polynomial of a complex symmetric arrowhead matrix. This expression is not unique. If the polynomial is real with only real distinct roots, the matrix can be chosen as real. By using accurate forward stable algorithm for computing eigen values of real symmetric arrowhead matrices we derive a forward stable algorithm for computation of roots of such polynomials in O(n^2 ) operations. The algorithm computes each root to almost full accuracy. In some cases, the algorithm invokes extended precision routines, but only in the non-iterative part. Our examples include numerically difficult problems, like the well-known Wilkinson’s polynomials. Our algorithm compares favorably to other method for polynomial root-finding, like MPSolve or Newton’s method.

Keywords: roots of polynomials, eigenvalue decomposition, arrowhead matrix, high relative accuracy

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Authors: Anjali Uday, Yuting Wang, Andres Alfonso Pena Olare

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The Discrete Element Method is a promising approach to modeling microscopic behaviors of granular materials. The quality of the simulations however depends on the model parameters utilized. The present study focuses on calibration and validation of the discrete element parameters for Cuxhaven sand based on the experimental data from triaxial and oedometer tests. A sensitivity analysis was conducted during the sample preparation stage and the shear stage of the triaxial tests. The influence of parameters like rolling resistance, inter-particle friction coefficient, confining pressure and effective modulus were investigated on the void ratio of the sample generated. During the shear stage, the effect of parameters like inter-particle friction coefficient, effective modulus, rolling resistance friction coefficient and normal-to-shear stiffness ratio are examined. The calibration of the parameters is carried out such that the simulations reproduce the macro mechanical characteristics like dilation angle, peak stress, and stiffness. The above-mentioned calibrated parameters are then validated by simulating an oedometer test on the sand. The oedometer test results are in good agreement with experiments, which proves the suitability of the calibrated parameters. In the next step, the calibrated and validated model parameters are applied to forecast the micromechanical behavior including the evolution of contact force chains, buckling of columns of particles, observation of non-coaxiality, and sample inhomogeneity during a simple shear test. The evolution of contact force chains vividly shows the distribution, and alignment of strong contact forces. The changes in coordination number are in good agreement with the volumetric strain exhibited during the simple shear test. The vertical inhomogeneity of void ratios is documented throughout the shearing phase, which shows looser structures in the top and bottom layers. Buckling of columns is not observed due to the small rolling resistance coefficient adopted for simulations. The non-coaxiality of principal stress and strain rate is also well captured. Thus the micromechanical behaviors are well described using the calibrated and validated material parameters.

Keywords: discrete element model, parameter calibration, triaxial test, oedometer test, simple shear test

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Authors: Lawrence Koech, Hilary Rutto, Olga Mothibedi

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Worldwide demand for copper has led to intensive search for methods of extraction and recovery of copper from different sources. The study investigates the leaching properties of a low-grade copper ore by optimizing the leaching variables using response surface methodology. The effects of key parameters, i.e., temperature, solid to liquid ratio, stirring speed and pH, on the leaching rate constant was investigated using a pH stat apparatus. A Central Composite Design (CCD) of experiments was used to develop a quadratic model which specifically correlates the leaching variables and the rate constant. The results indicated that the model is in good agreement with the experimental data with a correlation coefficient (R2) of 0.93. The temperature and solid to liquid ratio were found to have the most substantial influence on the leaching rate constant. The optimum operating conditions for copper leaching from the ore were identified as temperature at 65C, solid to liquid ratio at 1.625 and stirring speed of 325 rpm which yielded an average leaching efficiency of 93.16%.

Keywords: copper, leaching, CCD, rate constant

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Authors: Inten Meutia, Emylia Yuniarti

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The objective of this study is to analyze the effects of interest rate, the rate of return of Islamic banks on the amount of mudarabah deposits in Islamic banks. In analyzing the effect of rate of return in the Islamic banks and interest rate risk in the conventional banks, the 1-month Islamic deposit rate of return and 1 month fixed deposit interest rate of a total Islamic deposit are considered. Using data covering the period from January 2010 to Sepember 2013, the study applies the regression analysis to analyze the effect between variable and independence t-test to analyze the mean difference between rate of return and rate of interest. Regression analysis shows that rate of return have significantly negative influence on mudarabah deposits, while interest rate have negative influence but not significant. The result of independent t test shows that the interest rate is not different from the rate of return in Islamic Bank. It supports the hyphotesis that rate of return in Islamic banking mimic rate of interest in conventional bank. The results of the study have important implications on the risk management practices of the Islamic banks in Indonesia.

Keywords: conventional bank, interest rate, Islamic bank, rate of return

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Authors: William J. Crowther, Conor Marsh

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Object-based flow simulation allows fast computation of arbitrarily complex aerodynamic models made up of simple objects with limited flow interactions. The proposed approach is universally applicable to objects made from arbitrarily scaled ellipsoid primitives at arbitrary aerodynamic attitude and angular rate. The use of a component-based aerodynamic modelling approach increases efficiency by allowing selective inclusion of different physics models at run-time and allows extensibility through the development of new models. Insight into the numerical stability of the model under first order fixed-time step integration schemes is provided by stability analysis of the drag component. The compute cost of model components and functions is evaluated and compared against numerical benchmarks. Model static outputs are verified against theoretical expectations and dynamic behaviour using falling plate data from the literature. The model is applied to a range of case studies to demonstrate the efficacy of its application in extensibility, ease of use, and low computational cost. Dynamically complex multi-body systems can be implemented in a transparent and efficient manner, and we successfully demonstrate large scenes with hundreds of objects interacting with diverse flow fields.

Keywords: aerodynamics, real-time simulation, low-order model, flight dynamics

Procedia PDF Downloads 103

Authors: Mina Jafari, Kobra Hamraee, Saied Hossein Hosseini

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The prediction of breast cancer disease is one of the challenges in medicine. In this paper we collected 528 records of women’s information who live in Kabul including demographic, life style, diet and pregnancy data. There are many classification algorithm in breast cancer prediction and tried to find the best model with most accurate result and lowest error rate. We evaluated some other common supervised algorithms in data mining to find the best model in prediction of breast cancer disease among afghan women living in Kabul regarding to momography result as target variable. For evaluating these algorithms we used Cross Validation which is an assured method for measuring the performance of models. After comparing error rate and accuracy of three models: Decision Tree, Naive Bays and Rule Induction, Decision Tree with accuracy of 94.06% and error rate of %15 is found the best model to predicting breast cancer disease based on the health care records.

Keywords: decision tree, breast cancer, probability, data mining

Procedia PDF Downloads 140

Authors: Tengqin Han

Abstract:

Delinquency has been a crucial factor in economics throughout the years. Commonly seen in credit card and mortgage, it played one of the crucial roles in causing the most recent financial crisis in 2008. In each case, a delinquency is a sign of the loaner being unable to pay off the debt, and thus may cause a lost of property in the end. Individually, one case of delinquency seems unimportant compared to the entire credit system. China, as an emerging economic entity, the national strength and economic strength has grown rapidly, and the gross domestic product (GDP) growth rate has remained as high as 8% in the past decades. However, potential risks exist behind the appearance of prosperity. Among the risks, the credit system is the most significant one. Due to long term and a large amount of balance of the mortgage, it is critical to monitor the risk during the performance period. In this project, about 300,000 mortgage account data are analyzed in order to develop a predictive model to predict the probability of delinquency. Through univariate analysis, the data is cleaned up, and through bivariate analysis, the variables with strong predictive power are detected. The project is divided into two parts. In the first part, the analysis data of 2005 are split into 2 parts, 60% for model development, and 40% for in-time model validation. The KS of model development is 31, and the KS for in-time validation is 31, indicating the model is stable. In addition, the model is further validation by out-of-time validation, which uses 40% of 2006 data, and KS is 33. This indicates the model is still stable and robust. In the second part, the model is improved by the addition of macroeconomic economic indexes, including GDP, consumer price index, unemployment rate, inflation rate, etc. The data of 2005 to 2010 is used for model development and validation. Compared with the base model (without microeconomic variables), KS is increased from 41 to 44, indicating that the macroeconomic variables can be used to improve the separation power of the model, and make the prediction more accurate.

Keywords: delinquency, mortgage, model development, model validation

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Authors: Owamah Hilary, O. C. Izinyon

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Many existing biogas kinetic models are difficult to apply to substrates they were not developed for, as they are substrate specific. Biodegradability kinetic (BIK) model and maximum biogas production potential and stability assessment (MBPPSA) model were therefore developed in this study for the anaerobic co-digestion of food waste and maize husk. Biodegradability constant (k) was estimated as 0.11d-1 using the BIK model. The results of maximum biogas production potential (A) obtained using the MBPPSA model corresponded well with the results obtained using the popular but complex modified Gompertz model for digesters B-1, B-2, B-3, B-4, and B-5. The (If) value of MBPPSA model also showed that digesters B-3, B-4, and B-5 were stable, while B-1 and B-2 were unstable. Similar stability observation was also obtained using the modified Gompertz model. The MBPPSA model can therefore be used as alternative model for anaerobic digestion feasibility studies and plant design.

Keywords: biogas, inoculum, model development, stability assessment

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Authors: Li Chen, Alex Skvortsov, Chris Norwood

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Gas releasing into water can be found in for many industrial situations. This process results in the formation of bubbles and acoustic emission which depends upon the bubble characteristics. If the bubble creation rates (bubble volume flow rate) are of interest, an inverse method has to be used based on the measurement of acoustic emission. However, there will be sound attenuation through the bubbly plume which will influence the measurement and should be taken into consideration in the model. The sound transmission through the bubbly plume depends on the characteristics of the bubbly plume, such as the shape and the bubble distributions. In this study, the bubbly plume shape is modelled using a self-similarity model, which has been normally applied for a single phase buoyant plume. The prediction is compared with the experimental data. It has been found the model can be applied to a buoyant plume of gas-liquid mixture. The influence of the gas flow rate and discharge nozzle size is studied.

Keywords: bubbly plume, buoyant plume, bubble acoustics, self-similarity model

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Authors: Djendi Mohmaed

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In this paper, we propose a dual adaptive algorithm, which is based on the combination between the forward blind source separation (FBSS) structure and the affine projection algorithm (APA). This proposed algorithm combines the advantages of the source separation properties of the FBSS structure and the fast convergence characteristics of the APA algorithm. The proposed algorithm needs two noisy observations to provide an enhanced speech signal. This process is done in a blind manner without the need for ant priori information about the source signals. The proposed dual forward blind source separation affine projection algorithm is denoted (DFAPA) and used for the first time in an airplane cockpit context to enhance the communication from- and to- the airplane. Intensive experiments were carried out in this sense to evaluate the performance of the proposed DFAPA algorithm.

Keywords: adaptive algorithm, speech enhancement, system mismatch, SNR

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Authors: Toby Li, Julian Zhu

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In this paper, a model based on a simplified geometry is introduced to give a very conservative collision probability prediction for the Starlink satellite in its most densely clustered region. Under the model in this paper, the probability of collision for Starlink satellite where it clustered most densely is found to be 8.484 ∗ 10^−4. It is found that the predicted collision probability increased nonlinearly with the increased safety distance set. This simple model provides evidence that the continuous development of maneuver avoidance systems is necessary for the future of the orbital safety of satellites under the harsher Lower Earth Orbit environment.

Keywords: Starlink, collision probability, debris, geometry model

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Authors: Galal H. Senussi, Muamar Benisa, Sanja Vasin

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In our business field today, one of the most important issues for any enterprises is cost minimization and profit maximization. Second issue is how to develop a strong and capable model that is able to give us desired forecasting of these two issues. Many researches deal with these issues using different methods. In this study, we developed a model for multi-criteria production program optimization, integrated with Artificial Neural Network. The prediction of the production cost and profit per unit of a product, dealing with two obverse functions at same time can be extremely difficult, especially if there is a great amount of conflict information about production parameters. Feed-Forward Neural Networks are suitable for generalization, which means that the network will generate a proper output as a result to input it has never seen. Therefore, with small set of examples the network will adjust its weight coefficients so the input will generate a proper output. This essential characteristic is of the most important abilities enabling this network to be used in variety of problems spreading from engineering to finance etc. From our results as we will see later, Feed-Forward Neural Networks has a strong ability and capability to map inputs into desired outputs.

Keywords: project profitability, multi-objective optimization, genetic algorithm, Pareto set, neural networks

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Authors: Sana Dridi, Jalel Aouissi, Rafla Attia, Taoufik Hermassi, Thouraya Sahli

Abstract:

Soil erosion is an increasing issue in Mediterranean countries. In Tunisia, the capacity of dam reservoirs continues to decrease as a consequence of soil erosion. This study aims to predict sediment yield to enrich soil management practices using Soil and Water Assessment Tools model (SWAT) in the Siliana watershed (1041.6 km²), located in the northwest of Tunisia. A database was constructed using remote sensing and Geographical Information System. Climatic and flow data were collected from water resources directorates in Tunisia. The SWAT model was built to simulate hydrological processes and sediment transport. A sensitivity analysis, calibration, and validation were performed using SWAT-CUP software. The model calibration of stream flow simulations shows a good performance with NSE and R² values of 0.77 and 0.79, respectively. The model validation shows a very good performance with values of NSE and R² for 0.8 and 0.88, respectively. After calibration and validation of stream flow simulation, the model was used to simulate the soil erosion and sediment load transport. The spatial distributions of soil loss rate for determining the critical sediment source areas show that 63 % of the study area has a low soil loss rate less than 7 t ha⁻¹y⁻¹. The annual average soil loss rate simulated with the SWAT model in the Siliana watershed is 4.62 t ha⁻¹y⁻¹.

Keywords: water erosion, SWAT model, streamflow, SWATCUP, sediment yield

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Authors: M. F. Wu, F. T. Cheng

Abstract:

Leather industry is the most important traditional industry to provide the leather products in the world for thousand years. The fierce global competitive environment and common awareness of global carbon reduction make livestock supply quantities falling, salt and wet blue leather material reduces and the price skyrockets significantly. Exchange rate fluctuation led sales revenue decreasing which due to the differences of export exchanges and compresses the overall profitability of leather industry. This paper applies activity-based benefit assessment approach to build up fitness fur input mixed model, fur is Wet Blue, which concerned with four key factors: the output rate of wet blue, unit cost of wet blue, yield rate and grade level of Wet Blue to achieve the low cost strategy under given unit price of leather product condition of the company. The research findings indicate that applying this model may improve the input cost structure, decrease numbers of leather product inventories and to raise the competitive advantages of the enterprise in the future.

Keywords: activity-based benefit assessment approach, input mixed, output rate, wet blue

Procedia PDF Downloads 376