Search results for: negative binomial model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 20699

Search results for: negative binomial model

18749 Nowcasting Indonesian Economy

Authors: Ferry Kurniawan

Abstract:

In this paper, we nowcast quarterly output growth in Indonesia by exploiting higher frequency data (monthly indicators) using a mixed-frequency factor model and exploiting both quarterly and monthly data. Nowcasting quarterly GDP in Indonesia is particularly relevant for the central bank of Indonesia which set the policy rate in the monthly Board of Governors Meeting; whereby one of the important step is the assessment of the current state of the economy. Thus, having an accurate and up-to-date quarterly GDP nowcast every time new monthly information becomes available would clearly be of interest for central bank of Indonesia, for example, as the initial assessment of the current state of the economy -including nowcast- will be used as input for longer term forecast. We consider a small scale mixed-frequency factor model to produce nowcasts. In particular, we specify variables as year-on-year growth rates thus the relation between quarterly and monthly data is expressed in year-on-year growth rates. To assess the performance of the model, we compare the nowcasts with two other approaches: autoregressive model –which is often difficult when forecasting output growth- and Mixed Data Sampling (MIDAS) regression. In particular, both mixed frequency factor model and MIDAS nowcasts are produced by exploiting the same set of monthly indicators. Hence, we compare the nowcasts performance of the two approaches directly. To preview the results, we find that by exploiting monthly indicators using mixed-frequency factor model and MIDAS regression we improve the nowcast accuracy over a benchmark simple autoregressive model that uses only quarterly frequency data. However, it is not clear whether the MIDAS or mixed-frequency factor model is better. Neither set of nowcasts encompasses the other; suggesting that both nowcasts are valuable in nowcasting GDP but neither is sufficient. By combining the two individual nowcasts, we find that the nowcast combination not only increases the accuracy - relative to individual nowcasts- but also lowers the risk of the worst performance of the individual nowcasts.

Keywords: nowcasting, mixed-frequency data, factor model, nowcasts combination

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18748 Software Reliability Prediction Model Analysis

Authors: Lela Mirtskhulava, Mariam Khunjgurua, Nino Lomineishvili, Koba Bakuria

Abstract:

Software reliability prediction gives a great opportunity to measure the software failure rate at any point throughout system test. A software reliability prediction model provides with the technique for improving reliability. Software reliability is very important factor for estimating overall system reliability, which depends on the individual component reliabilities. It differs from hardware reliability in that it reflects the design perfection. Main reason of software reliability problems is high complexity of software. Various approaches can be used to improve the reliability of software. We focus on software reliability model in this article, assuming that there is a time redundancy, the value of which (the number of repeated transmission of basic blocks) can be an optimization parameter. We consider given mathematical model in the assumption that in the system may occur not only irreversible failures, but also a failure that can be taken as self-repairing failures that significantly affect the reliability and accuracy of information transfer. Main task of the given paper is to find a time distribution function (DF) of instructions sequence transmission, which consists of random number of basic blocks. We consider the system software unreliable; the time between adjacent failures has exponential distribution.

Keywords: exponential distribution, conditional mean time to failure, distribution function, mathematical model, software reliability

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18747 Alterations of Gut Microbiota and Its Metabolomics in Child with 6PPDQ, PBDE, PCB, and Metal (Loid) Exposure

Authors: Xia Huo

Abstract:

The composition and metabolites of the gut microbiota can be altered by environmental pollutants. However, the effect of co-exposure to multiple pollutants on the human gut microbiota has not been sufficiently studied. In this study, gut microorganisms and their metabolites were compared between 33 children from Guiyu and 34 children from Haojiang. The exposure level was assessed by estimating the daily intake (EDI) of polybrominated diphenyl ethers (PBDEs), polychlorinated biphenyls (PCBs), 6PPD-quinone (6PPDQ), and metal(loid)s in dust. Significant correlations were found between the EDIs of 6PPDQ, BDE28, PCB52, Ni, Cu, and both the alpha diversity index and specific metabolites in single-element models. The study found that the Bayesian kernel machine regression (BKMR) model showed a negative correlation between the EDIs of five pollutants (6PPDQ, BDE28, PCB52, Ni, and Cu) and the Chao 1 index, particularly beyond the 55th percentile. Furthermore, the EDIs of these five pollutants were positively correlated with the levels of the metabolite 2,4-diaminobutyric acid while negatively correlated with the levels of d-erythro-sphingosine and d-threitol. Our research suggests that exposure to 6PPDQ, BDE28, PCB52, Ni, and Cu in kindergarten dust is associated with alterations in the gut microbiota and its metabolites. These alterations may be associated with neurodevelopmental abnormalities in children.

Keywords: gut microbiota, 6PPDQ, PBDEs, PCBs, metal(loid)s, BKMR

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18746 Parametric Modeling for Survival Data with Competing Risks Using the Generalized Gompertz Distribution

Authors: Noora Al-Shanfari, M. Mazharul Islam

Abstract:

The cumulative incidence function (CIF) is a fundamental approach for analyzing survival data in the presence of competing risks, which estimates the marginal probability for each competing event. Parametric modeling of CIF has the advantage of fitting various shapes of CIF and estimates the impact of covariates with maximum efficiency. To calculate the total CIF's covariate influence using a parametric model., it is essential to parametrize the baseline of the CIF. As the CIF is an improper function by nature, it is necessary to utilize an improper distribution when applying parametric models. The Gompertz distribution, which is an improper distribution, is limited in its applicability as it only accounts for monotone hazard shapes. The generalized Gompertz distribution, however, can adapt to a wider range of hazard shapes, including unimodal, bathtub, and monotonic increasing or decreasing hazard shapes. In this paper, the generalized Gompertz distribution is used to parametrize the baseline of the CIF, and the parameters of the proposed model are estimated using the maximum likelihood approach. The proposed model is compared with the existing Gompertz model using the Akaike information criterion. Appropriate statistical test procedures and model-fitting criteria will be used to test the adequacy of the model. Both models are applied to the ‘colon’ dataset, which is available in the “biostat3” package in R.

Keywords: competing risks, cumulative incidence function, improper distribution, parametric modeling, survival analysis

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18745 A Systemic Maturity Model

Authors: Emir H. Pernet, Jeimy J. Cano

Abstract:

Maturity models, used descriptively to explain changes in reality or normatively to guide managers to make interventions to make organizations more effective and efficient, are based on the principles of statistical quality control promulgated by Shewhart in the years 30, and on the principles of PDCA continuous improvement (Plan, Do, Check, Act) developed by Deming and Juran. Some frameworks developed over the concept of maturity models includes COBIT, CMM, and ITIL. This paper presents some limitations of traditional maturity models, most of them based on points of reflection and analysis done by some authors. Almost all limitations are related to the mechanistic and reductionist approach of the principles over those models are built. As Systems Theory helps the understanding of the dynamics of organizations and organizational change, the development of a systemic maturity model can help to overcome some of those limitations. This document proposes a systemic maturity model, based on a systemic conceptualization of organizations, focused on the study of the functioning of the parties, the relationships among them, and their behavior as a whole. The concept of maturity from the system theory perspective is conceptually defined as an emergent property of the organization, which arises from as a result of the degree of alignment and integration of their processes. This concept is operationalized through a systemic function that measures the maturity of an organization, and finally validated by the measuring of maturity in organizations. For its operationalization and validation, the model was applied to measure the maturity of organizational Governance, Risk and Compliance (GRC) processes.

Keywords: GRC, maturity model, systems theory, viable system model

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18744 Mathematical Modeling of Skin Condensers for Domestic Refrigerator

Authors: Nitin Ghule, S. G. Taji

Abstract:

A mathematical model of hot-wall condensers used in refrigerators is presented. The model predicts the heat transfer characteristics of condenser and the effects of various design and operating parameters on condenser tube length and capacity. A finite element approach was used to model the condenser. The condenser tube is divided into elemental units, with each element consisting of adhesive tape, refrigerant tube and outer metal sheet. The heat transfer characteristics of each section are then analyzed by considering the heat transfer through the tube wall, tape and the outer sheet. Variations in inner heat transfer coefficient and pressure drop are considered depending on temperature, fluid phase, type of flow and orientation of tube. Variation in outer heat transfer coefficient is also taken into account. Various materials were analysed for the tube, tape and outer sheet.

Keywords: condenser, domestic refrigerator, heat transfer, mathematical model

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18743 Evaluation of Weather Risk Insurance for Agricultural Products Using a 3-Factor Pricing Model

Authors: O. Benabdeljelil, A. Karioun, S. Amami, R. Rouger, M. Hamidine

Abstract:

A model for preventing the risks related to climate conditions in the agricultural sector is presented. It will determine the yearly optimum premium to be paid by a producer in order to reach his required turnover. The model is based on both climatic stability and 'soft' responses of usually grown species to average climate variations at the same place and inside a safety ball which can be determined from past meteorological data. This allows the use of linear regression expression for dependence of production result in terms of driving meteorological parameters, the main ones of which are daily average sunlight, rainfall and temperature. By simple best parameter fit from the expert table drawn with professionals, optimal representation of yearly production is determined from records of previous years, and yearly payback is evaluated from minimum yearly produced turnover. The model also requires accurate pricing of commodity at N+1. Therefore, a pricing model is developed using 3 state variables, namely the spot price, the difference between the mean-term and the long-term forward price, and the long-term structure of the model. The use of historical data enables to calibrate the parameters of state variables, and allows the pricing of commodity. Application to beet sugar underlines pricer precision. Indeed, the percentage of accuracy between computed result and real world is 99,5%. Optimal premium is then deduced and gives the producer a useful bound for negotiating an offer by insurance companies to effectively protect its harvest. The application to beet production in French Oise department illustrates the reliability of present model with as low as 6% difference between predicted and real data. The model can be adapted to almost any agricultural field by changing state parameters and calibrating their associated coefficients.

Keywords: agriculture, production model, optimal price, meteorological factors, 3-factor model, parameter calibration, forward price

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18742 Predicting the Frequencies of Tropical Cyclone-Induced Rainfall Events in the US Using a Machine-Learning Model

Authors: Elham Sharifineyestani, Mohammad Farshchin

Abstract:

Tropical cyclones are one of the most expensive and deadliest natural disasters. They cause heavy rainfall and serious flash flooding that result in billions of dollars of damage and considerable mortality each year in the United States. Prediction of the frequency of tropical cyclone-induced rainfall events can be helpful in emergency planning and flood risk management. In this study, we have developed a machine-learning model to predict the exceedance frequencies of tropical cyclone-induced rainfall events in the United States. Model results show a satisfactory agreement with available observations. To examine the effectiveness of our approach, we also have compared the result of our predictions with the exceedance frequencies predicted using a physics-based rainfall model by Feldmann.

Keywords: flash flooding, tropical cyclones, frequencies, machine learning, risk management

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18741 Correlation Studies and Heritability Estimates among Onion (Allium Cepa L.) Cultivars of North Western Nigeria

Authors: L. Abubakar, B. M. Sokoto, I. U. Mohammed, M. S. Na’allah, A. Mohammad, A. N. Garba, T. S. Bubuche

Abstract:

Onion (Allium cepa var. cepa L.), is the most important species of the Allium group belonging to family Alliaceae and genus Allium. It can be regarded as the single important vegetable species in the world after tomatoes. Despite the similarities, which bring the species together, the genus is a strikingly diverse one, with more than five hundred species, which are perennial and mostly bulbous plants. Out of these, only seven species are in cultivation, and five are the most important species of the cultivated Allium. However, Allium cepa (onion) and Allium sativum (Garlic) are the two major cultivated species grown all over the world of which the onion crop is the most important. Heritability defined as the proportion of the observed total variability that is genetic, and its estimates from variance components give more useful information of genotypic variation from the total phenotypic differences and environmental effects on the individuals or families. It therefore guide the breeder with respect to the ease with which selection of traits can be carried out. Heritability estimates guide the breeder with respect to ease of selection of traits while correlations suggest how selection among characters can be practiced. Correlations explain relationship between characters and suggest how selection among characters can be practiced in breeding programmes. Highly significant correlations have been reported, between yield, maturity, rings/bulb and storage loss in onions. Similarly significant positive correlation exists between total bulb yield and plant height, leaf number/plant, bulb diameter and bulb yield/plant. Moderate positive correlations have been observed between maturity date and yield, dry matter content was highly correlated with soluble solids, and higher correlations were also observed between storage loss and soluble solids. The objective of the study is to determine heritability estimates and correlations for characters among onion cultivars of North Western Nigeria. This is envisaged will assist in the breeding of superior onion cultivars within the zone. Thirteen onion cultivars were collected during an expedition covering north western Nigeria and Southern part of Niger Republic during 2013, which are areas noted for onion production. The cultivars were evaluated at two locations; Sokoto, in Sokoto State and Jega in Kebbi State all in Nigeria during the 2013/14 onion season (dry season) under irrigation. Combined analysis of the results revealed fresh bulb yield is highly significantly positively correlated with bulb height and cured bulb yield, and significant positive correlation with plant height and bulb diameter. It also recorded significant negative correlation with mean No. of leaves/plant and non significant negative correlation with bolting %. Cured bulb yield (marketable yield) had highly significant positive correlation with mean bulb weight and fresh bulb yield/ha, with significant positive correlation with bulb height. It also recorded highly significant negative correlation with No. of leaves/plant and significant negative correlation with bolting % and non significant positive correlation with plant height and non significant negative correlation with bulb diameter. High broad sense heritability estimates were recorded for plant height, fresh bulb yield, number of leaves/plant, bolting % and cured bulb yield. Medium to low broad sense heritabilities were also observed for mean bulb weight, plant height and bulb diameter.

Keywords: correlation, heritability, onions, North Western Nigeria

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18740 A Study of Behavioral Phenomena Using an Artificial Neural Network

Authors: Yudhajit Datta

Abstract:

Will is a phenomenon that has puzzled humanity for a long time. It is a belief that Will Power of an individual affects the success achieved by an individual in life. It is thought that a person endowed with great will power can overcome even the most crippling setbacks of life while a person with a weak will cannot make the most of life even the greatest assets. Behavioral aspects of the human experience such as will are rarely subjected to quantitative study owing to the numerous uncontrollable parameters involved. This work is an attempt to subject the phenomena of will to the test of an artificial neural network. The claim being tested is that will power of an individual largely determines success achieved in life. In the study, an attempt is made to incorporate the behavioral phenomenon of will into a computational model using data pertaining to the success of individuals obtained from an experiment. A neural network is to be trained using data based upon part of the model, and subsequently used to make predictions regarding will corresponding to data points of success. If the prediction is in agreement with the model values, the model is to be retained as a candidate. Ultimately, the best-fit model from among the many different candidates is to be selected, and used for studying the correlation between success and will.

Keywords: will power, will, success, apathy factor, random factor, characteristic function, life story

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18739 Condensation of Moist Air in Heat Exchanger Using CFD

Authors: Jan Barak, Karel Frana, Joerg Stiller

Abstract:

This work presents results of moist air condensation in heat exchanger. It describes theoretical knowledge and definition of moist air. Model with geometry of square canal was created for better understanding and post processing of condensation phenomena. Different approaches were examined on this model to find suitable software and model. Obtained knowledge was applied to geometry of real heat exchanger and results from experiment were compared with numerical results. One of the goals is to solve this issue without creating any user defined function in the applied code. It also contains summary of knowledge and outlook for future work.

Keywords: condensation, exchanger, experiment, validation

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18738 School Discipline Starts Early: Mindfulness as a Self-discipline Tool in the Preschool

Authors: Ioanna Koumi

Abstract:

The aim of the intervention presented is to show the positive effects a mindfulness programme can have on the behaviour of preschoolers (years 4-6). The programme was implemented as part of the psychologist's work in 5 preschool units on the Greek island of Chios. Classroom-based activities of mindfulness were shown and practiced in 5 sessions, in collaboration with teachers, in order to make preschoolers aware of how their brain affects their behaviour, as well as of how they can have more positive behaviours, especially in instances of negative feelings. The outcomes of the intervention were assessed via questionnaire completion before and after the sessions by the teachers, as well as focus groups procedures with students, teachers, and parents. Implications of how mindfulness programmes can also be implemented at home are further discussed. School year in which the programme is being implemented: 2022-23 Intervention method: based on basic mindfulness theory and practice, the 220 students (age 4-6) in 11 classes of the 5 preschools that participated were given lessons of how to become aware of their states of focusing, regulation, attention, emotional situation, as well as body and social situations. Furthermore, the preschoolers were encouraged to make more mindful choices when it came to negative situations and emotions. Assessment method: The school as a caring community Profile II – Questionnaire completed by 20 preschool teachers prior to and after the intervention, Focus group sessions with teachers, students, parents at the end of the intervention Results: the assessment will be completed in May 2023.

Keywords: preschool, mindfulness training, self-awareness, social-emotional development

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18737 Estimating the Government Consumption and Investment Multipliers Using Local Projection Method on the US Data from 1966 to 2020

Authors: Mustofa Mahmud Al Mamun

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Government spending, one of the major components of gross domestic product (GDP), is composed of government consumption, investment, and transfer payments. A change in government spending during recessionary periods can generate an increase in GDP greater than the increase in spending. This is called the "multiplier effect". Accurate estimation of government spending multiplier is important because fiscal policy has been used to stimulate a flagging economy. Many recent studies have focused on identifying parts of the economy that responds more to a stimulus under a variety of circumstances. This paper used the US dataset from 1966 to 2020 and local projection method assuming standard identification strategy to estimate the multipliers. The model includes important macroaggregates and controls for forecasted government spending, interest rate, consumer price index (CPI), export, import, and level of public debt. Investment multipliers are found to be positive and larger than the consumption multipliers. Consumption multipliers are either negative or not significantly different than zero. Results do not vary across the business cycle. However, the consumption multiplier estimated from pre-1980 data is positive.

Keywords: business cycle, consumption multipliers, forecasted government spending, investment multipliers, local projection method, zero lower bound

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18736 Ten Patterns of Organizational Misconduct and a Descriptive Model of Interactions

Authors: Ali Abbas

Abstract:

This paper presents a descriptive model of organizational misconduct based on observed patterns that occur before and after an ethical collapse. The patterns were classified by categorizing media articles in both "for-profit" and "not-for-profit" organizations. Based on the model parameters, the paper provides a descriptive model of various organizational deflection strategies under numerous scenarios, including situations where ethical complaints build-up, situations under which whistleblowers become more prevalent, situations where large scandals that relate to leadership occur, and strategies by which organizations deflect blame when pressure builds up or when media finds out. The model parameters start with the premise of a tolerance to double standards in unethical acts when conducted by leadership or by members of corporate governance. Following this premise, the model explains how organizations engage in discursive strategies to cover up the potential conflicts that arise, including secret agreements and weakening stakeholders who may oppose the organizational acts. Deflection strategies include "preemptive" and "post-complaint" secret agreements, absence of (or vague) documented procedures, engaging in blame and scapegoating, remaining silent on complaints until the media finds out, as well as being slow (if at all) to acknowledge misconduct and fast to cover it up. The results of this paper may be used to guide organizational leaders into the implications of such shortsighted strategies toward unethical acts, even if they are deemed legal. Validation of the model assumptions through numerous media articles is provided.

Keywords: ethical decision making, prediction, scandals, organizational strategies

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18735 Ideological Framing in Television News: The Case of “Settlement Process”

Authors: Mete Kazaz, Birol Gülnar

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Television news has gained a new dimension in terms of ideological approaches as a result of such factors as globalization, cross monopolization, presence of international companies etc. and certain strategies have been developed at the production, presentation and distribution stages of news. In this study, television news about a process called “settlement process” was investigated. In this framework, news about the settlement process on TV channels of TRT 1, ATV, FOX TV, NTV, HABERTÜRK, TRT HABER and STV was investigated using the content analysis method in terms of the strategies the ideology construction, attitude towards the party in power, attitude towards parties in opposition and attitude towards BDP (Peace and Democracy Part) and Imrali (the island where Abdullah Ocalan, head of PKK, is kept). First, the aforementioned TV channels were selected randomly from 3 groups in order to be able to reveal the representational capacity of commercial, news and public channels. The study covers 557 news items broadcast in the main news bulletins between the dates of 15 March 2013 and 15 March 2013. While there was a positive attitude towards the government in a sizable portion of the news about the settlement process (63.6%), the attitude of 25.3% of the news was impartial towards the government and 11.3% had a negative attitude. On the other hand, there was a negative attitude towards the Opposition in a considerable portion of the news about the settlement process (56.1%). The attitude of 35.9% of the news towards the Opposition was impartial whereas 8.0% had a positive attitude. While 34.9% of the news about the settlement process used the legitimization strategy from among the ideology construction strategies, 22.8% used the unification strategy, 15.7% the reification strategy, 15.6% fractional and 11% concealment/mystification strategy.

Keywords: attitude, ideological framing, television news, social sciences

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18734 A Qualitative Investigation on the Effect of COVID-19 on the Views Concerning Marriage and Divorce

Authors: Leman Korkmaz, Bahar Bahtiyar-Saygan

Abstract:

Objective: The COVID-19 pandemic has been affecting the whole world since the beginning of 2020. In addition to health-related and financial effects, there seem to be significant psychological effects as well, among them those related to people’s views and representations of marriage and divorce. Background: Although various impacts of COVID-19 have been investigated since the beginning of the pandemic, there is a limited number of studies on its effects concerning relationships. This research aims to understand how the COVID-19 pandemic affects the views on and representations of marriage and divorce by conducting two studies. Method: In the first study, one-to-one semi-structured interviews were conducted with 31 participants (20 single and 11 married individuals) to investigate their evaluations regarding the effect of COVID-19 on people’s views of marriage in general and their own views of marriage in particular. In the second study, 298 entries on the most frequently used online social platform in Turkey (EkşiSözlük) under two separate headings for COVID-19 impact on marriage and divorce were analyzed, and meaningful thematic units were formed. Results: The findings of the thematic analysis indicated that participants mostly mentioned both the positive and negative effects of COVID-19 on the views and representations of marriage. There were both common (e.g., loneliness, violence, etc.) and distinct (e.g., sexuality, positive and negative effects on attitudes towards marriage, etc.) thematic units between the results of the two studies. Implications: There are considerable implications discussed in light of the literature on Terror Management Theory, Attachment Theory, stress research, and growth perspective.

Keywords: COVID-19 pandemic, divorce, marriage, relationships, representations, views

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18733 Prediction of Mental Health: Heuristic Subjective Well-Being Model on Perceived Stress Scale

Authors: Ahmet Karakuş, Akif Can Kilic, Emre Alptekin

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A growing number of studies have been conducted to determine how well-being may be predicted using well-designed models. It is necessary to investigate the backgrounds of features in order to construct a viable Subjective Well-Being (SWB) model. We have picked the suitable variables from the literature on SWB that are acceptable for real-world data instructions. The goal of this work is to evaluate the model by feeding it with SWB characteristics and then categorizing the stress levels using machine learning methods to see how well it performs on a real dataset. Despite the fact that it is a multiclass classification issue, we have achieved significant metric scores, which may be taken into account for a specific task.

Keywords: machine learning, multiclassification problem, subjective well-being, perceived stress scale

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18732 Licensing in a Hotelling Model with Quadratic Transportation Costs

Authors: Fehmi Bouguezzi

Abstract:

This paper studies optimal licensing regimes in a linear Hotelling model where firms are located at the end points of the city and where the transportation cost is not linear but quadratic. We study for that a more general cost function and we try to compare the findings with the results of the linear cost. We find the same optimal licensing regimes. A per unit royalty is optimal when innovation is not drastic and no licensing is better when innovation is drastic. We also find that no licensing is always better than fixed fee licensing.

Keywords: Hotelling model, technology transfer, patent licensing, quadratic transportation cost

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18731 Extreme Value Modelling of Ghana Stock Exchange Indices

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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18730 Half Model Testing for Canard of a Hybrid Buoyant Aircraft

Authors: Anwar U. Haque, Waqar Asrar, Ashraf Ali Omar, Erwin Sulaeman, Jaffer Sayed Mohamed Ali

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Due to the interference effects, the intrinsic aerodynamic parameters obtained from the individual component testing are always fundamentally different than those obtained for complete model testing. Consideration and limitation for such testing need to be taken into account in any design work related to the component buildup method. In this paper, the scaled model of a straight rectangular canard of a hybrid buoyant aircraft is tested at 50 m/s in IIUM-LSWT (Low-Speed Wind Tunnel). Model and its attachment with the balance are kept rigid to have results free from the aeroelastic distortion. Based on the velocity profile of the test section’s floor; the height of the model is kept equal to the corresponding boundary layer displacement. Balance measurements provide valuable but limited information of the overall aerodynamic behavior of the model. Zero lift coefficient is obtained at -2.2o and the corresponding drag coefficient was found to be less than that at zero angles of attack. As a part of the validation of low fidelity tool, the plot of lift coefficient plot was verified by the experimental data and except the value of zero lift coefficient, the overall trend has under-predicted the lift coefficient. Based on this comparative study, a correction factor of 1.36 is proposed for lift curve slope obtained from the panel method.

Keywords: wind tunnel testing, boundary layer displacement, lift curve slope, canard, aerodynamics

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18729 Pressure-Controlled Dynamic Equations of the PFC Model: A Mathematical Formulation

Authors: Jatupon Em-Udom, Nirand Pisutha-Arnond

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The phase-field-crystal, PFC, approach is a density-functional-type material model with an atomic resolution on a diffusive timescale. Spatially, the model incorporates periodic nature of crystal lattices and can naturally exhibit elasticity, plasticity and crystal defects such as grain boundaries and dislocations. Temporally, the model operates on a diffusive timescale which bypasses the need to resolve prohibitively small atomic-vibration time steps. The PFC model has been used to study many material phenomena such as grain growth, elastic and plastic deformations and solid-solid phase transformations. In this study, the pressure-controlled dynamic equation for the PFC model was developed to simulate a single-component system under externally applied pressure; these coupled equations are important for studies of deformable systems such as those under constant pressure. The formulation is based on the non-equilibrium thermodynamics and the thermodynamics of crystalline solids. To obtain the equations, the entropy variation around the equilibrium point was derived. Then the resulting driving forces and flux around the equilibrium were obtained and rewritten as conventional thermodynamic quantities. These dynamics equations are different from the recently-proposed equations; the equations in this study should provide more rigorous descriptions of the system dynamics under externally applied pressure.

Keywords: driving forces and flux, evolution equation, non equilibrium thermodynamics, Onsager’s reciprocal relation, phase field crystal model, thermodynamics of single-component solid

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18728 Best Responses for the Dynamic Model of Hotel Room Rate

Authors: Xuan Tran

Abstract:

The purpose of this paper is to present a comprehensive dynamic model for pricing strategies in the hotel competition to find a win-win situation for the competitive set. By utilizing the Cobb-Douglas utility model, the study establishes room rates by analyzing the price elasticity of demand across a competitive set of four hotels, with a focus on occupancy rates. To further enhance the analysis, game theory is applied to identify the best response for each competitive party, which illustrates the optimal pricing strategy for each hotel in the competitive landscape. This approach offers valuable insights into how hotels can strategically adjust their room rates in response to market conditions and competitor actions. The primary contributions of this research include as follows: (1) advantages for both individual hotels and the broader competitive hotel market, (2) benefits for hotel management overseeing multiple brands, and (3) positive impacts on the local community.

Keywords: dynamic model, game theory, best response, Cobb-Douglas

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18727 Experimental Investigation and Constitutive Modeling of Volume Strain under Uniaxial Strain Rate Jump Test in HDPE

Authors: Rida B. Arieby, Hameed N. Hameed

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In this work, tensile tests on high density polyethylene have been carried out under various constant strain rate and strain rate jump tests. The dependency of the true stress and specially the variation of volume strain have been investigated, the volume strain due to the phenomena of damage was determined in real time during the tests by an optical extensometer called Videotraction. A modified constitutive equations, including strain rate and damage effects, are proposed, such a model is based on a non-equilibrium thermodynamic approach called (DNLR). The ability of the model to predict the complex nonlinear response of this polymer is examined by comparing the model simulation with the available experimental data, which demonstrate that this model can represent the deformation behavior of the polymer reasonably well.

Keywords: strain rate jump tests, volume strain, high density polyethylene, large strain, thermodynamics approach

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18726 Hidden Markov Model for the Simulation Study of Neural States and Intentionality

Authors: R. B. Mishra

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Hidden Markov Model (HMM) has been used in prediction and determination of states that generate different neural activations as well as mental working conditions. This paper addresses two applications of HMM; one to determine the optimal sequence of states for two neural states: Active (AC) and Inactive (IA) for the three emission (observations) which are for No Working (NW), Waiting (WT) and Working (W) conditions of human beings. Another is for the determination of optimal sequence of intentionality i.e. Believe (B), Desire (D), and Intention (I) as the states and three observational sequences: NW, WT and W. The computational results are encouraging and useful.

Keywords: hiden markov model, believe desire intention, neural activation, simulation

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18725 A Prediction Method for Large-Size Event Occurrences in the Sandpile Model

Authors: S. Channgam, A. Sae-Tang, T. Termsaithong

Abstract:

In this research, the occurrences of large size events in various system sizes of the Bak-Tang-Wiesenfeld sandpile model are considered. The system sizes (square lattice) of model considered here are 25×25, 50×50, 75×75 and 100×100. The cross-correlation between the ratio of sites containing 3 grain time series and the large size event time series for these 4 system sizes are also analyzed. Moreover, a prediction method of the large-size event for the 50×50 system size is also introduced. Lastly, it can be shown that this prediction method provides a slightly higher efficiency than random predictions.

Keywords: Bak-Tang-Wiesenfeld sandpile model, cross-correlation, avalanches, prediction method

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18724 Modelling of Heating and Evaporation of Biodiesel Fuel Droplets

Authors: Mansour Al Qubeissi, Sergei S. Sazhin, Cyril Crua, Morgan R. Heikal

Abstract:

This paper presents the application of the Discrete Component Model for heating and evaporation to multi-component biodiesel fuel droplets in direct injection internal combustion engines. This model takes into account the effects of temperature gradient, recirculation and species diffusion inside droplets. A distinctive feature of the model used in the analysis is that it is based on the analytical solutions to the temperature and species diffusion equations inside the droplets. Nineteen types of biodiesel fuels are considered. It is shown that a simplistic model, based on the approximation of biodiesel fuel by a single component or ignoring the diffusion of components of biodiesel fuel, leads to noticeable errors in predicted droplet evaporation time and time evolution of droplet surface temperature and radius.

Keywords: heat/mass transfer, biodiesel, multi-component fuel, droplet

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18723 Modification of a Commercial Ultrafiltration Membrane by Electrospray Deposition for Performance Adjustment

Authors: Elizaveta Korzhova, Sebastien Deon, Patrick Fievet, Dmitry Lopatin, Oleg Baranov

Abstract:

Filtration with nanoporous ultrafiltration membranes is an attractive option to remove ionic pollutants from contaminated effluents. Unfortunately, commercial membranes are not necessarily suitable for specific applications, and their modification by polymer deposition is a fruitful way to adapt their performances accordingly. Many methods are usually used for surface modification, but a novel technique based on electrospray is proposed here. Various quantities of polymers were deposited on a commercial membrane, and the impact of the deposit is investigated on filtration performances and discussed in terms of charge and hydrophobicity. The electrospray deposition is a technique which has not been used for membrane modification up to now. It consists of spraying small drops of polymer solution under a high voltage between the needle containing the solution and the metallic support on which membrane is stuck. The advantage of this process lies in the small quantities of polymer that can be coated on the membrane surface compared with immersion technique. In this study, various quantities (from 2 to 40 μL/cm²) of solutions containing two charged polymers (13 mmol/L of monomer unit), namely polyethyleneimine (PEI) and polystyrene sulfonate (PSS), were sprayed on a negatively charged polyethersulfone membrane (PLEIADE, Orelis Environment). The efficacy of the polymer deposition was then investigated by estimating ion rejection, permeation flux, zeta-potential and contact angle before and after the polymer deposition. Firstly, contact angle (θ) measurements show that the surface hydrophilicity is notably improved by coating both PEI and PSS. Moreover, it was highlighted that the contact angle decreases monotonously with the amount of sprayed solution. Additionally, hydrophilicity enhancement was proved to be better with PSS (from 62 to 35°) than PEI (from 62 to 53°). Values of zeta-potential (ζ were estimated by measuring the streaming current generated by a pressure difference on both sides of a channel made by clamping two membranes. The ζ-values demonstrate that the deposits of PSS (negative at pH=5.5) allow an increase of the negative membrane charge, whereas the deposits of PEI (positive) lead to a positive surface charge. Zeta-potentials measurements also emphasize that the sprayed quantity has little impact on the membrane charge, except for very low quantities (2 μL/m²). The cross-flow filtration of salt solutions containing mono and divalent ions demonstrate that polymer deposition allows a strong enhancement of ion rejection. For instance, it is shown that rejection of a salt containing a divalent cation can be increased from 1 to 20 % and even to 35% by deposing 2 and 4 μL/cm² of PEI solution, respectively. This observation is coherent with the reversal of the membrane charge induced by PEI deposition. Similarly, the increase of negative charge induced by PSS deposition leads to an increase of NaCl rejection from 5 to 45 % due to electrostatic repulsion of the Cl- ion by the negative surface charge. Finally, a notable fall in the permeation flux due to the polymer layer coated at the surface was observed and the best polymer concentration in the sprayed solution remains to be determined to optimize performances.

Keywords: ultrafiltration, electrospray deposition, ion rejection, permeation flux, zeta-potential, hydrophobicity

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18722 Elaboration and Physico-Chemical Characterization of Edible Films Made from Chitosan and Spray Dried Ethanolic Extracts of Propolis

Authors: David Guillermo Piedrahita Marquez, Hector Suarez Mahecha, Jairo Humberto Lopez

Abstract:

It was necessary to establish which formulation is suitable for the preservation of aquaculture products, that why edible films were made. These were to a characterization in order to meet their morphology physicochemical and mechanical properties, optical. Six Formulations of chitosan and propolis ethanolic extract encapsulated were developed because of their activity against pathogens and due to their properties, which allows the creation waterproof polymer networks against gasses, vapor, and physical damage. In the six Formulations, the concentration of comparison material (1% w/v, 2% pv) and the bioactive concentrations (0.5% w/v, 1% w/v, 1.5% pv) were changed and the results obtained were compared with statistical and multivariate analysis methods. It was observed that the matrices showed a mayor impermeability and thickness control samples and the samples reported in the literature. Also, these films showed a notorious uniformity of the films and a bigger resistance to the physical damage compared with other edible films made of other biopolymers. However the action of some compounds had a negative effect on the mechanical properties and changed drastically the optical properties, the bioactive has an effect on Polymer Matrix and it was determined that the films with 2% w / v of chitosan and 1.5% w/v encapsulated, exhibited the best properties and suffered to a lesser extent the negative impact of immiscible substances.

Keywords: chitosan, edible films, ethanolic extract of propolis, mechanical properties, optical properties, physical characterization, scanning electron microscopy (SEM)

Procedia PDF Downloads 446
18721 A Mixture Vine Copula Structures Model for Dependence Wind Speed among Wind Farms and Its Application in Reactive Power Optimization

Authors: Yibin Qiu, Yubo Ouyang, Shihan Li, Guorui Zhang, Qi Li, Weirong Chen

Abstract:

This paper aims at exploring the impacts of high dimensional dependencies of wind speed among wind farms on probabilistic optimal power flow. To obtain the reactive power optimization faster and more accurately, a mixture vine Copula structure model combining the K-means clustering, C vine copula and D vine copula is proposed in this paper, through which a more accurate correlation model can be obtained. Moreover, a Modified Backtracking Search Algorithm (MBSA), the three-point estimate method is applied to probabilistic optimal power flow. The validity of the mixture vine copula structure model and the MBSA are respectively tested in IEEE30 node system with measured data of 3 adjacent wind farms in a certain area, and the results indicate effectiveness of these methods.

Keywords: mixture vine copula structure model, three-point estimate method, the probability integral transform, modified backtracking search algorithm, reactive power optimization

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18720 Geopotential Models Evaluation in Algeria Using Stochastic Method, GPS/Leveling and Topographic Data

Authors: M. A. Meslem

Abstract:

For precise geoid determination, we use a reference field to subtract long and medium wavelength of the gravity field from observations data when we use the remove-compute-restore technique. Therefore, a comparison study between considered models should be made in order to select the optimal reference gravity field to be used. In this context, two recent global geopotential models have been selected to perform this comparison study over Northern Algeria. The Earth Gravitational Model (EGM2008) and the Global Gravity Model (GECO) conceived with a combination of the first model with anomalous potential derived from a GOCE satellite-only global model. Free air gravity anomalies in the area under study have been used to compute residual data using both gravity field models and a Digital Terrain Model (DTM) to subtract the residual terrain effect from the gravity observations. Residual data were used to generate local empirical covariance functions and their fitting to the closed form in order to compare their statistical behaviors according to both cases. Finally, height anomalies were computed from both geopotential models and compared to a set of GPS levelled points on benchmarks using least squares adjustment. The result described in details in this paper regarding these two models has pointed out a slight advantage of GECO global model globally through error degree variances comparison and ground-truth evaluation.

Keywords: quasigeoid, gravity aomalies, covariance, GGM

Procedia PDF Downloads 137