Search results for: sales process ARIMA models

Authors: R. Sabre, W. Horrigue, J. C. Simon

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This paper is interested in two difficulties encountered in practice when observing a continuous time process. The first is that we cannot observe a process over a time interval; we only take discrete observations. The second is the process frequently observed with a constant additive error. It is important to give an estimator of the spectral density of such a process taking into account the additive observation error and the choice of the discrete observation times. In this work, we propose an estimator based on the spectral smoothing of the periodogram by the polynomial Jackson kernel reducing the additive error. In order to solve the aliasing phenomenon, this estimator is constructed from observations taken at well-chosen times so as to reduce the estimator to the field where the spectral density is not zero. We show that the proposed estimator is asymptotically unbiased and consistent. Thus we obtain an estimate solving the two difficulties concerning the choice of the instants of observations of a continuous time process and the observations affected by a constant error.

Keywords: spectral density, stable processes, aliasing, periodogram

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Authors: Xian Li, Qing-Guo Wang, Jiangshuai Huang, Jidong Liu, Ming Yu, Tan Kok Poh

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In power industry, accurate electricity demand forecasting for a certain leading time is important for system operation and control, etc. In this paper, we investigate the modeling and forecasting of Singapore’s electricity demand. Several standard models, such as HWT exponential smoothing model, the ARMA model and the ANNs model have been proposed based on historical demand data. We applied them to Singapore electricity market and proposed three refinements based on simulation to improve the modeling accuracy. Compared with existing models, our refined model can produce better forecasting accuracy. It is demonstrated in the simulation that by adding forecasting error into the forecasting equation, the modeling accuracy could be improved greatly.

Keywords: power industry, electricity demand, modeling, forecasting

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Authors: Prajakta Musale, Bhargav Parlikar, Sakshi Parkhi, Anshu Parihar, Aryan Parikh, Diksha Parasharam, Parth Jadhav

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AR technology is basically a development of VR technology that harnesses the power of computers to be able to read the surroundings and create projections of digital models in the real world for the purpose of visualization, demonstration, and education. It has been applied to education, fields of prototyping in product design, development of medical models, battle strategy in the military and many other fields. Our Engineering Design and Innovation (EDAI) project focuses on the usage of augmented reality, visual mapping, and 3d-visualization along with animation and text boxes to help students in fields of education get a rough idea of the concepts such as flow and mechanical movements that may be hard to visualize at first glance.

Keywords: spatial mapping, ARKit, depth sensing, real-time rendering

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Authors: Carla M. Machado, André A. Silva, Armando Bastos, Telmo G. Santos, J. Pamies Teixeira

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Advanced high-strength steels (AHSS) are increasingly being used in automotive components. The use of AHSS sheets plays an important role in reducing weight, as well as increasing the resistance to impact in vehicle components. However, the large-scale use of these sheets becomes more difficult due to the limitations during the forming process. Such limitations are due to the elastically driven change of shape of a metal sheet during unloading and following forming, known as the springback effect. As the magnitude of the springback tends to increase with the strength of the material, it is among the most worrisome problems in the use of AHSS steels. The prediction of strain hardening, especially under non-proportional loading conditions, is very limited due to the lack of constitutive models and mainly due to very limited experimental tests. It is very clear from the literature that in experimental terms there is not much work to evaluate deformation behavior under real conditions, which implies a very limited and scarce development of mathematical models for these conditions. The Bauschinger effect is also fundamental to the difference between kinematic and isotropic hardening models used to predict springback in sheet metal forming. It is of major importance to deepen the phenomenological knowledge of the mechanical and microstructural behavior of the materials, in order to be able to reproduce with high fidelity the behavior of extension of the materials by means of computational simulation. For this, a multi phenomenological analysis and characterization are necessary to understand the various aspects involved in plastic deformation, namely the stress-strain relations and also the variations of electrical conductivity and magnetic permeability associated with the metallurgical changes due to plastic deformation. Aiming a complete mechanical-microstructural characterization, uniaxial tensile tests involving successive cycles of loading and unloading were performed, as well as biaxial tests such as the Erichsen test. Also, nondestructive evaluation comprising eddy currents to verify microstructural changes due to plastic deformation and ultrasonic tests to evaluate the local variations of thickness were made. The material parameters for the stable yield function and the monotonic strain hardening were obtained using uniaxial tension tests in different material directions and balanced biaxial tests. Both the decrease of the modulus of elasticity and Bauschinger effect were determined through the load-unload tensile tests. By means of the eddy currents tests, it was possible to verify changes in the magnetic permeability of the material according to the different plastically deformed areas. The ultrasonic tests were an important aid to quantify the local plastic extension. With these data, it is possible to parameterize the different models of kinematic hardening to better approximate the results obtained by simulation with the experimental results, which are fundamental for the springback prediction of the stamped parts.

Keywords: advanced high strength steel, Bauschinger effect, sheet metal forming, springback

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Authors: Hatem Mrad, Alban Notin, Mohamed Bouazara

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Sheet metal forming process has a multiple successive steps starting from sheets fixation to sheets evacuation. Often after forming operation, the sheet has defects requiring additional corrections steps. For example, in the drawing process, the formed sheet may have several defects such as springback, localized thinning and bends. All these defects are directly dependent on process, geometric and material parameters. The prediction and elimination of these defects requires the control of most sensitive parameters. The present study is concerned with a reliable parametric study of deep forming process in order to control the localized thinning. The proposed approach will be based on stochastic finite element method. Especially, the polynomial Chaos development will be used to establish a reliable relationship between input (process, geometric and material parameters) and output variables (sheet thickness). The commercial software Abaqus is used to conduct numerical finite elements simulations. The automatized parametrical modification is provided by coupling a FORTRAN routine, a PYTHON script and input Abaqus files.

Keywords: sheet metal forming, reliability, localized thinning, parametric simulation

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Authors: Weinian Wang, Joseph C. Chen

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The objective of this research is to optimize the process of cutting cylindrical workpieces utilizing live tooling on a HAAS ST-20 lathe. Surface roughness (Ra) has been investigated as the indicator of quality characteristics for machining process. Aluminum alloy was used to conduct experiments due to its wide range usages in engineering structures and components where light weight or corrosion resistance is required. In this study, Taguchi methodology is utilized to determine the effects that each of the parameters has on surface roughness (Ra). A total of 18 experiments of each process were designed according to Taguchi’s L9 orthogonal array (OA) with four control factors at three levels of each and signal-to-noise ratios (S/N) were computed with Smaller the better equation for minimizing the system. The optimal parameters identified for the surface roughness of the turning operation utilizing live tooling were a feed rate of 3 inches/min(A3); a spindle speed of 1300 rpm(B3); a 2-flute titanium nitrite coated 3/8” endmill (C1); and a depth of cut of 0.025 inches (D2). The mean surface roughness of the confirmation runs in turning operation was 8.22 micro inches. The final results demonstrate that Taguchi methodology is a sufficient way of process improvement in turning process on surface roughness.

Keywords: CNC milling operation, CNC turning operation, surface roughness, Taguchi parameter design

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Authors: Abbas Kamalibandpey, Alain Beland, Joseph Mukendi Kabuya

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Since a rock mass is a discontinuum medium, its behaviour is governed by discontinuities such as faults, joint sets, lithologic contact, and bedding planes. Thus, rock slope stability analysis in jointed rock masses is largely dependent upon discontinuities constitutive equations. This paper studies the difference between the Mohr-Coulomb (MC) and the Barton-Bandis (BB) joint constitutive numerical models for lithological contacts and joint sets. For the rock in these models, generalized Hoek-Brown criteria have been considered. The joint roughness coefficient (JRC) and the joint wall compressive strength (JCS) are vital parameters in the BB model. The numerical models are applied to the rock slope stability analysis in the Mont-Wright (MW) mine. The Mont-Wright mine is owned and operated by ArcelorMittal Mining Canada (AMMC), one of the largest iron-ore open pit operations in Canada. In this regard, one of the high walls of the mine has been selected to undergo slope stability analysis with RS2D software, finite element method. Three piezometers have been installed in this zone to record pore water pressure and it is monitored by radar. In this zone, the AMP-IF and QRMS-IF contacts and very persistent and altered joint sets in IF control the rock slope behaviour. The height of the slope is more than 250 m and consists of different lithologies such as AMP, IF, GN, QRMS, and QR. To apply the B-B model, the joint sets and geological contacts have been scanned by Maptek, and their JRC has been calculated by different methods. The numerical studies reveal that the JRC of geological contacts, AMP-IF and QRMS-IF, and joint sets in IF had a significant influence on the safety factor. After evaluating the results of rock slope stability analysis and the radar data, the B-B constitutive equation for discontinuities has shown acceptable results to the real condition in the mine. It should be noted that the difference in safety factors in MC and BB joint constitutive models in some cases is more than 30%.

Keywords: barton-Bandis criterion, Hoek-brown and Mohr-Coulomb criteria, open pit, slope stability

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Authors: S. Al Dandachli, F. Perales, Y. Monerie, F. Jamin, M. S. El Youssoufi, C. Pelissou

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The goal of this research is to study the fracture process and mechanical behavior of concrete under I–II mixed-mode stress, which is essential for ensuring the safety of concrete structures. For this purpose, two-dimensional simulations of three-point bending tests under variable load and geometry on notched cement paste samples of composite samples (cement paste/siliceous aggregate) are modeled by employing Cohesive Zone Models (CZMs). As a result of experimental validation of these tests, the CZM model demonstrates its capacity to predict fracture propagation at the local scale.

Keywords: cement paste, interface, cohesive zone model, fracture, three-point flexural test bending

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Authors: Anastasiia Yu. Timofeeva

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Two new algorithms for nonparametric estimation of errors-in-variables models are proposed. The first algorithm is based on penalized regression spline. The spline is represented as a piecewise-linear function and for each linear portion orthogonal regression is estimated. This algorithm is iterative. The second algorithm involves locally weighted regression estimation. When the independent variable is measured with error such estimation is a complex nonlinear optimization problem. The simulation results have shown the advantage of the second algorithm under the assumption that true smoothing parameters values are known. Nevertheless the use of some indexes of fit to smoothing parameters selection gives the similar results and has an oversmoothing effect.

Keywords: grade point average, orthogonal regression, penalized regression spline, locally weighted regression

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Authors: Siti Nurhidayah Naqiah Abdull Rani, Herlina Abdul Rahim

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Near infrared (NIR) spectroscopy has always been of great interest in the food and agriculture industries. The development of predictive models has facilitated the estimation process in recent years. In this research, 176 crude palm oil (CPO) samples acquired from Felda Johor Bulker Sdn Bhd were studied. A FOSS NIRSystem was used to tak e absorbance measurements from the sample. The wavelength range for the spectral measurement is taken at 1600nm to 1900nm. Partial Least Square Regression (PLSR) prediction model with 50 optimal number of principal components was implemented to study the relationship between the measured Free Fatty Acid (FFA) values and the measured spectral absorption. PLSR showed predictive ability of FFA values with correlative coefficient (R) of 0.9808 for the training set and 0.9684 for the testing set.

Keywords: palm oil, fatty acid, NIRS, PLSR

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Authors: Yamileth P. Herrera, Ronald R. Gutierrez, Carlos, Pacheco-Bustos

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This research aims at the numerical modeling of a rectangular contact tank in order to improve the hydrodynamic behavior and the retention time of the water to be treated with the disinfecting agent. The methodology to be followed includes a hydraulic analysis of the tank to observe the fluid velocities, which will allow evidence of low-speed areas that may generate pathogenic agent incubation or high-velocity areas, which may decrease the optimal contact time between the disinfecting agent and the microorganisms to be eliminated. Based on the results of the numerical model, the efficiency of the tank under the geometric and hydraulic conditions considered will be analyzed. This would allow the performance of the tank to be improved before starting a construction process, thus avoiding unnecessary costs.

Keywords: contact tank, numerical models, hydrodynamic modeling, residence time

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Authors: Hyun-Woo Cho

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It is quite important to utilize right time and intelligent production monitoring and diagnosis of industrial processes in terms of quality and safety issues. When compared with monitoring task, fault diagnosis represents the task of finding process variables responsible causing a specific fault in the process. It can be helpful to process operators who should investigate and eliminate root causes more effectively and efficiently. This work focused on the active use of combining a nonlinear statistical technique with a preprocessing method in order to implement practical real-time fault identification schemes for data-rich cases. To compare its performance to existing identification schemes, a case study on a benchmark process was performed in several scenarios. The results showed that the proposed fault identification scheme produced more reliable diagnosis results than linear methods. In addition, the use of the filtering step improved the identification results for the complicated processes with massive data sets.

Keywords: diagnosis, filtering, nonlinear statistical techniques, process monitoring

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Authors: C. W. Kan

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Cotton fibre is a commonly-used natural fibre because of its good fibre strength, high moisture absorption behaviour and minimal static problems. However, one of the main drawbacks of cotton fibre is wrinkling after washing, which is recently overcome by wrinkle-resistant treatment. 1,2,3,4-butanetetracarboxylic acid (BTCA) could improve the wrinkle-resistant properties of cotton fibre. Although the BTCA process is an effective method for wrinkle resistant application of cotton fabrics, reduced fabric strength was observed after treatment. Therefore, this paper would explore the use of atmospheric pressure plasma treatment under different discharge powers as a pretreatment process to enhance the application of BTCA process on cotton fabric without generating adverse effect. The aim of this study is to provide learning information to the users to know how the atmospheric pressure plasma treatment can be incorporated in textile finishing process with positive impact.

Keywords: learning materials, atmospheric pressure plasma treatment, cotton, wrinkle-resistant, BTCA

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Authors: Shashank Bhatnagar, W. Wilfred Godfrey

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We develop in this paper, an approach to find the trendy topic, which not only considers the user-topic interaction but also considers the community, in which user belongs. This method modifies the previous approach of user-topic interaction to user-community-topic interaction with better speed-up in the range of [1.1-3]. We assume that trend detection in a social network is dependent on two things. The one is, broadcast of messages in social network governed by self-exciting point process, namely called Hawkes process and the second is, Community Rank. The influencer node links to others in the community and decides the community rank based on its PageRank and the number of users links to that community. The community rank decides the influence of one community over the other. Hence, the Hawkes process with the kernel of user-community-topic decides the trendy topic disseminated into the social network.

Keywords: community detection, community rank, Hawkes process, influencer node, pagerank, trend detection

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Authors: Maryam Shayan

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Chemical Process Simulation (CPS) software has been generally utilized by chemical (process) designers to outline, test, advance, and coordinate process plants. It is relied upon that modern scientists to bring these same critical thinking advantages to the outline and operation of industrial ecosystems can utilize CPS. This paper gives modern environment researchers and experts with a prologue to CPS and a review of compound designing configuration standards. The paper highlights late research demonstrating that CPS can be utilized to model modern industrial ecosystems, and talks about the advantages of utilizing CPS to address a portion of the specialized difficulties confronting organizations partaking in an industrial ecosystem. CPS can be utilized to (i) quantitatively assess and analyze the potential ecological and monetary advantages of material and vitality linkages; (ii) unravel general plan, retrofit, or operational issues; (iii) help to distinguish complex and frequently irrational arrangements; and (iv) assess imagine a scenario in which situations. CPS ought to be a valuable expansion to the mechanical environment tool stash.

Keywords: chemical process simulation (CPS), process plants, industrial ecosystems, compound designing

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Authors: Pranav Gunhal

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This paper presents an analysis of sentiment on Twitter towards the Karnataka elections held in 2023, utilizing transformer-based models specifically designed for sentiment analysis in Indic languages. Through an innovative data collection approach involving a combination of novel methods of data augmentation, online data preceding the election was analyzed. The study focuses on sentiment classification, effectively distinguishing between positive, negative, and neutral posts while specifically targeting the sentiment regarding the loss of the Bharatiya Janata Party (BJP) or the win of the Indian National Congress (INC). Leveraging high-performing transformer architectures, specifically IndicBERT, coupled with specifically fine-tuned hyperparameters, the AI models employed in this study achieved remarkable accuracy in predicting the INC’s victory in the election. The findings shed new light on the potential of cutting-edge transformer-based models in capturing and analyzing sentiment dynamics within the Indian political landscape. The implications of this research are far-reaching, providing invaluable insights to political parties for informed decision-making and strategic planning in preparation for the forthcoming 2024 Lok Sabha elections in the nation.

Keywords: sentiment analysis, twitter, Karnataka elections, congress, BJP, transformers, Indic languages, AI, novel architectures, IndicBERT, lok sabha elections

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Authors: Woo Young Jung, Min Ho Kwon, Bu Seog Ju

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A failure of the non-structural component can cause significant damages in critical facilities such as nuclear power plants and hospitals. Historically, it was reported that the damage from the leakage of sprinkler systems, resulted in the shutdown of hospitals for several weeks by the 1971 San Fernando and 1994 North Ridge earthquakes. In most cases, water leakages were observed at the cross joints, sprinkler heads, and T-joint connections in piping systems during and after the seismic events. Hence, the primary objective of this study was to understand the seismic performance of T-joint connections and to develop an analytical Finite Element (FE) model for the T-joint systems of 2-inch fire protection piping system in hospitals subjected to seismic ground motions. In order to evaluate the FE models of the piping systems using OpenSees, two types of materials were used: 1) Steel 02 materials and 2) Pinching 4 materials. Results of the current study revealed that the nonlinear moment-rotation FE models for the threaded T-joint reconciled well with the experimental results in both FE material models. However, the system-level fragility determined from multiple nonlinear time history analyses at the threaded T-joint was slightly different. The system-level fragility at the T-joint, determined by Pinching 4 material was more conservative than that of using Steel 02 material in the piping system.

Keywords: fragility, t-joint, piping, leakage, sprinkler

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Authors: Gurjeet Singh, M. K. Pradhan, Ajay Verma

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The plastic industry plays very important role in the economy of any country. It is generally among the leading share of the economy of the country. Since metals and their alloys are very rarely available on the earth. So to produce plastic products and components, which finds application in many industrial as well as household consumer products is beneficial. Since 50% plastic products are manufactured by injection moulding process. For production of better quality product, we have to control quality characteristics and performance of the product. The process parameters plays a significant role in production of plastic, hence the control of process parameter is essential. In this paper the effect of the parameters selection on injection moulding process has been described. It is to define suitable parameters in producing plastic product. Selecting the process parameter by trial and error is neither desirable nor acceptable, as it is often tends to increase the cost and time. Hence optimization of processing parameter of injection moulding process is essential. The experiments were designed with Taguchi’s orthogonal array to achieve the result with least number of experiments. Here Plastic material polypropylene is studied. Tensile strength test of material is done on universal testing machine, which is produced by injection moulding machine. By using Taguchi technique with the help of MiniTab-14 software the best value of injection pressure, melt temperature, packing pressure and packing time is obtained. We found that process parameter packing pressure contribute more in production of good tensile plastic product.

Keywords: injection moulding, tensile strength, poly-propylene, Taguchi

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Authors: Bilal Orfali

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It is common practice in modern times to read mystical poetry and apply it to our mundane lives and loves. Sufis in the early period did the opposite. Their mystical hymns often spun out of the courtly poetic ghazal, panegyric, and wine songs. This paper highlights the relation of the Arabic courtly poetic canon to early Sufism. Sufi akhbār and poetry evoke past poets and their poetic heritage. They tend to quote or refer to eminent poets whose poetry must have been widely circulated and memorized. However, Sufism places this readily recognizable poetry in a new context that deliberately changes the past. It is a process of a metaphorization in which the reality of the pre-Islamic, Umayyad, and Abbasid models now acts as a device or metaphor for the Sufi poetics.

Keywords: Sufism, Arabic poetry, literature, Islamic literature, Abbasid

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Authors: Phakamani Xaba, Robert Huberts, Bilainu Oboirien

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The present study was aimed at developing & comparing two neural-network-based predictive models to predict shelf-life/product age of South African margarine using free fatty acid (FFA), water droplet size (D3.3), water droplet distribution (e-sigma), moisture content, peroxide value (PV), anisidine valve (AnV) and total oxidation (totox) value as input variables to the model. Brick margarine products which had varying ages ranging from fresh i.e. week 0 to week 47 were sourced. The brick margarine products which had been stored at 10 & 25 °C and were characterized. JMP and MATLAB models to predict shelf-life/ margarine age were developed and their performances were compared. The key performance indicators to evaluate the model performances were correlation coefficient (CC), root mean square error (RMSE), and mean absolute percentage error (MAPE) relative to the actual data. The MATLAB-developed model showed a better performance in all three performance indicators. The correlation coefficient of the MATLAB model was 99.86% versus 99.74% for the JMP model, the RMSE was 0.720 compared to 1.005 and the MAPE was 7.4% compared to 8.571%. The MATLAB model was selected to be the most accurate, and then, the number of hidden neurons/ nodes was optimized to develop a single predictive model. The optimized MATLAB with 10 neurons showed a better performance compared to the models with 1 & 5 hidden neurons. The developed models can be used by margarine manufacturers, food research institutions, researchers etc, to predict shelf-life/ margarine product age, optimize addition of antioxidants, extend shelf-life of products and proactively troubleshoot for problems related to changes which have an impact on shelf-life of margarine without conducting expensive trials.

Keywords: margarine shelf-life, predictive modelling, neural networks, oil oxidation

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Authors: Abdul Qader Melhem, Hacene Badache

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This paper deals with the theoretical and experimental study of shear connection via simple steel reinforcement shear connectors, which are steel reinforcing bars bent into L-shapes, instead of commonly used headed studs. This suggested L-shape connectors are readily available construction material in steel reinforcement. The composite section, therefore, consists of steel inverted T-section being embedded within a lightly reinforced concrete flange at the top slab as a unit. It should be noted that the cross section of these composite models involves steel inverted T-beam, replacing the steel top flange of a standard commonly employed I-beam section. The paper concentrates on the elastic and elastic-plastic behavior of these composite models. Failure modes either by cracking of concrete or shear connection be investigated in details. Elastic and elastoplastic formulas of the composite model have been computed for different locations of NA. Deflection formula has been derived, its value was close to the test value. With a supportive designing curve, this curve is valuable for both designing engineers and researchers. Finally, suggested designing curves and valuable equations will be presented. A check is made between theoretical and experimental outcomes.

Keywords: composite, elastic-plastic, failure, inverted T-section, L-Shape connectors

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Authors: Liyu Adhi Kasari Sulung

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Poverty has been a major problem in Indonesia. Islamic micro finance (IMF) named Baitul Maal Wat Tamwil (Bmt) plays a prominent role to eradicate this. Indonesia as the biggest muslim country has many successful applied products such as worldwide adopt group-based lending approach, flexible financing for farmers, and gold pawning. The Problems related to these models are operation risk management and internal control system (ICS). A proper ICS will help an organization in preventing the occurrence of bad financing through detecting error and irregularities in its operation. This study aims to seek a proper risk management scheme of credit system in Bmt and internal control system’s rank for every stage. Risk management variables are obtained at the first In-Depth Interview (IDI) and Focus Group Discussion (FGD) with Shariah supervisory boards, boards of directors, and operational managers. Survey was conducted covering nationwide data; West Java, South Sulawesi, and West Nusa Tenggara. Moreover, Content analysis is employed to build the relationship among these variables. Research Findings shows that risk management Characteristics in Indonesia involves ex ante, credit process, and ex post strategies to deal with risk in credit system. Ex-ante control consists of Shariah compliance, survey, group leader reference, and islamic forming orientation. Then, credit process involves saving, collateral, joint liability, loan repayment, and credit installment controlling. Finally, ex-post control includes shariah evaluation, credit evaluation, grace period and low installment provisions. In addition, internal control order sort three stages by its priority; Credit process as first rank, then ex-post control as second, and ex ante control as the last rank.

Keywords: internal control system, islamic micro finance, poverty, risk management

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Authors: O. Poleshchuk, E. Komarov

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In this paper, semantic spaces with the properties of completeness and orthogonality (complete orthogonal semantic spaces) were chosen as models of expert evaluations. As the theoretical and practical studies have shown all the properties of complete orthogonal semantic spaces correspond to the thinking activity of experts that is why these semantic spaces were chosen for modeling. Two methods of construction such spaces were proposed. Models of comparative and fuzzy cluster analysis of expert evaluations were developed. The practical application of the developed methods has demonstrated their viability and validity.

Keywords: expert evaluation, comparative analysis, fuzzy cluster analysis, theoretical and practical studies

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Authors: Shigeyuki Haruyama, Ken Kaminishi, Junji Kaneko, Tadayuki Kyoutani, Siti Ruhana Omar, Oke Oktavianty

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This study is used as a definition method to the value and function in manufacturing sector. In concurrence of discussion about present condition of modeling method, until now definition of 1D-CAE is ambiguity and not conceptual. Across all the physics fields, those methods are defined with the formulation of differential algebraic equation which only applied time derivation and simulation. At the same time, we propose semi-acausal modeling concept and differential algebraic equation method as a newly modeling method which the efficiency has been verified through the comparison of numerical analysis result between the semi-acausal modeling calculation and FEM theory calculation.

Keywords: system model, physical models, empirical models, conservation law, differential algebraic equation, object-oriented

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Authors: Nurul Bin Ibrahim

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Advancements in neural networks have offered valuable insights into Fluid Dynamics, notably in addressing turbulence-related challenges. In this research, we introduce multiple applications of models of neural networks, namely Feed-Forward and Recurrent Neural Networks, to explore the relationship between jet formations and stratified turbulence within stochastically excited Boussinesq systems. Using machine learning tools like TensorFlow and PyTorch, the study has created models that effectively mimic and show the underlying features of the complex patterns of jet formation and stratified turbulence. These models do more than just help us understand these patterns; they also offer a faster way to solve problems in stochastic systems, improving upon traditional numerical techniques to solve stochastic differential equations such as the Euler-Maruyama method. In addition, the research includes a thorough comparison with the Statistical State Dynamics (SSD) approach, which is a well-established method for studying chaotic systems. This comparison helps evaluate how well neural networks can help us understand the complex relationship between jet formations and stratified turbulence. The results of this study underscore the potential of neural networks in computational physics and fluid dynamics, opening up new possibilities for more efficient and accurate simulations in these fields.

Keywords: neural networks, machine learning, computational fluid dynamics, stochastic systems, simulation, stratified turbulence

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Authors: Rong-Tsorng Wang

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In this paper, we derive a pricing formula for catastrophe equity put options (or CatEPut) with non-homogeneous loss and approximated compound distributions. We assume that the loss claims arrival process is a nonhomogeneous Poisson process (NHPP) representing the clustering occurrences of loss claims, the size of loss claims is a sequence of independent and identically distributed random variables, and the accumulated loss distribution forms a compound distribution and is approximated by a heavy-tailed distribution. A numerical example is given to calibrate parameters, and we discuss how the value of CatEPut is affected by the changes of parameters in the pricing model we provided.

Keywords: catastrophe equity put options, compound distributions, nonhomogeneous Poisson process, pricing model

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Authors: Janne Engblom, Elias Oikarinen

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The understanding of housing price dynamics is of importance to a great number of agents: to portfolio investors, banks, real estate brokers and construction companies as well as to policy makers and households. A panel dataset is one that follows a given sample of individuals over time, and thus provides multiple observations on each individual in the sample. Panel data models include a variety of fixed and random effects models which form a wide range of linear models. A special case of panel data models is dynamic in nature. A complication regarding a dynamic panel data model that includes the lagged dependent variable is endogeneity bias of estimates. Several approaches have been developed to account for this problem. In this paper, the panel models were estimated using the Common Correlated Effects estimator (CCE) of dynamic panel data which also accounts for cross-sectional dependence which is caused by common structures of the economy. In presence of cross-sectional dependence standard OLS gives biased estimates. In this study, U.S housing price dynamics were examined empirically using the dynamic CCE estimator with first-difference of housing price as the dependent and first-differences of per capita income, interest rate, housing stock and lagged price together with deviation of housing prices from their long-run equilibrium level as independents. These deviations were also estimated from the data. The aim of the analysis was to provide estimates with comparisons of estimates between 1980-1999 and 2000-2012. Based on data of 50 U.S cities over 1980-2012 differences of short-run housing price dynamics estimates were mostly significant when two time periods were compared. Significance tests of differences were provided by the model containing interaction terms of independents and time dummy variable. Residual analysis showed very low cross-sectional correlation of the model residuals compared with the standard OLS approach. This means a good fit of CCE estimator model. Estimates of the dynamic panel data model were in line with the theory of housing price dynamics. Results also suggest that dynamics of a housing market is evolving over time.

Keywords: dynamic model, panel data, cross-sectional dependence, interaction model

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Authors: Adelia Desi Agnesita

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The advent of a new disease called covid-19 made many major changes in the world, one of which is the process of learning and teaching. Learning formerly offline but now is done online, which makes students need adaptation to the learning process. The covid-19 pandemic that occurs almost worldwide causes activities that involve many people to be avoided, one of which is learning to teach. In Indonesia, since March 2020, the process of college learning is turning into online/ long-distance learning. It's to prevent the spread of the covid-19. Student online learning presents some of the obstacles to poor signals, many of the tasks, lack of focus, difficulty sleeping, and resulting stress.

Keywords: learning, online, covid-19, pandemic

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Authors: Pisit Potjanajaruwit

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The objective of this research was to study the influence of Integrated Marketing Communication on Buying Decision of Consumers in Bangkok. A total of 397 respondents were collected from customers who drive in Bangkok. A questionnaire was utilized as a tool to collect data. Statistics utilized in this research included frequency, percentage, mean, standard deviation, and multiple regression analysis. Data were analyzed by using Statistical Package for the Social Sciences. The findings revealed that the majority of respondents were male with the age between 25-34 years old, hold undergraduate degree, married and stay together. The average income of respondents was between 10,001-20,000 baht. In terms of occupation, the majority worked for private companies. The effect to the Buying Decision of Consumers in Bangkok to including sale promotion with the low interest and discount for an installment, selling by introducing and gave product information through sales persons, public relation by website, direct marketing by annual motor show and advertisement by television media.

Keywords: Bangkok metropolis, ECO car, integrated marketing communication, international standard

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Authors: Chai Mingming, Li Lei, Lu Xiaoxia

Abstract:

In this paper, the mechanism of stratified liquids’ mixing in a cylinder is investigated. It is focused on the effects of Rayleigh-Taylor Instability (RTI) and rotation of the cylinder on liquid interface mixing. For miscible liquids, Planar Laser Induced Fluorescence (PLIF) technique is applied to record the concentration field for one liquid. Intensity of Segregation (IOS) is used to describe the mixing status. For immiscible liquids, High Speed Camera is adopted to record the development of the interface. The experiment of RTI indicates that it plays a great role in the mixing process, and meanwhile the large-scale mixing is triggered, and subsequently the span of the stripes decreases, showing that the mesoscale mixing is coming into being. The rotation experiments show that the spin-down process has a great role in liquid mixing, during which the upper liquid falls down rapidly along the wall and crashes into the lower liquid. During this process, a lot of interface instabilities are excited. Liquids mix rapidly in the spin-down process. It can be concluded that no matter what ways have been adopted to speed up liquid mixing, the fundamental reason is the interface instabilities which increase the area of the interface between liquids and increase the relative velocity of the two liquids.

Keywords: interface instability, liquid mixing, Rayleigh-Taylor Instability, spin-down process, spin-up process

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