Search results for: nonlinear mathematical model

Authors: Yuanjin Liu

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Retirement withdrawal strategies are very important to minimize the probability of ruin in retirement. The ruin probability is modeled as a function of initial withdrawal age, gender, asset allocation, inflation rate, and initial withdrawal rate. The ruin probability is obtained based on the 2019 period life table for the Social Security, IRS Required Minimum Distribution (RMD) Worksheets, US historical bond and equity returns, and inflation rates using simulation. Several popular machine learning algorithms of the generalized additive model, random forest, support vector machine, extreme gradient boosting, and artificial neural network are built. The model validation and selection are based on the test errors using hyperparameter tuning and train-test split. The optimal model is recommended for retirees to monitor the ruin probability. The optimal withdrawal strategy can be obtained based on the optimal predictive model.

Keywords: ruin probability, retirement withdrawal strategies, predictive models, optimal model

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Authors: P. C. Tewari, Rajiv Kumar, Dinesh Khanduja

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This paper discusses the performance modeling and availability analysis of Yarn Dyeing System of a Textile Industry. The Textile Industry is a complex and repairable engineering system. Yarn Dyeing System of Textile Industry consists of five subsystems arranged in series configuration. For performance modeling and analysis of availability, a performance evaluating model has been developed with the help of mathematical formulation based on Markov-Birth-Death Process. The differential equations have been developed on the basis of Probabilistic Approach using a Transition Diagram. These equations have further been solved using normalizing condition in order to develop the steady state availability, a performance measure of the system concerned. The system performance has been further analyzed with the help of decision matrices. These matrices provide various availability levels for different combinations of failure and repair rates for various subsystems. The findings of this paper are, therefore, considered to be useful for the analysis of availability and determination of the best possible maintenance strategies which can be implemented in future to enhance the system performance.

Keywords: performance modeling, markov process, steady state availability, availability analysis

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Authors: Karla E. Sanchez-Cazares, Kim H. Parker, Jennifer H. Tweedy

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The purpose of this work is to develop a simple compartmental model of cerebral fluid balance including blood and cerebrospinal-fluid (CSF). At the first level the cerebral arteries and veins are modelled as bifurcating trees with constant scaling factors between generations which are connected through a homogeneous microcirculation. The arteries and veins are assumed to be non-rigid and the cross-sectional area, resistance and mean pressure in each generation are determined as a function of blood volume flow rate. From the mean pressure and further assumptions about the variation of wall permeability, the transmural fluid flux can be calculated. The results suggest the next level of modelling where the cerebral vasculature is divided into three compartments; the large arteries, the small arteries, the capillaries and the veins with effective compliances and permeabilities derived from the detailed vascular model. These vascular compartments are then linked to other compartments describing the different CSF spaces, the cerebral ventricles and the subarachnoid space. This compartmental model is used to calculate the distribution of fluid in the cranium. Known volumes and flows for normal conditions are used to determine reasonable parameters for the model, which can then be used to help understand pathological behaviour and suggest clinical interventions.

Keywords: cerebrovascular, compartmental model, CSF model, vascular network

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Authors: Ilana Lavy, Rami Rashkovits

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In this study, we describe Information Systems students' learning model which was applied by students in order to cope with professional knowledge gaps in the context of their final project. The students needed to implement a software system according to specifications and design they have made beforehand. They had to select certain technologies and use them. Most of them decided to use programming environments that were learned during their academic studies. The students had to cope with various levels of knowledge gaps. For that matter they used learning strategies that were organized by us as a learning model which includes two phases each suitable for different learning tasks. We analyze the learning model, describing advantages and shortcomings as perceived by the students, and provide excerpts to support our findings.

Keywords: knowledge gaps, independent learner skills, self-regulated learning, final project

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Authors: R. M. Chandima Ratnayake, Daniel Dyakov

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Super steel materials play vital role in construction and fabrication of structural, piping and pipeline components. They enable to minimize the life cycle costs in assuring the integrity of onshore and offshore operating systems. In this context, Duplex stainless steel (DSS) material related welding on constructions and fabrications play a significant role in maintaining and assuring integrity at an optimal expenditure over the life cycle of production and process systems as well as associated structures. In DSS welding, the factors such as gap geometry, shielding gas supply rate, welding current, and type of the welding process play a vital role on the final joint performance. Hence, an experimental investigation has been performed using engineering robust design approach (ERDA) to investigate the optimal settings that generate optimal super DSS (i.e. UNS S32750) joint performance. This manuscript illustrates the mathematical approach and experimental design, optimal parameter settings and results of verification experiment.

Keywords: duplex stainless steel welding, engineering robust design, mathematical framework, optimal parameter settings

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Authors: Hari Sharan Pandit

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Mathematics teaching in Nepal has been centralized and guided by the notion of transfer of knowledge and skills from teachers to students. The overemphasis on an algorithm-centric approach of mathematics teaching and the focus on ‘rote–learning’ as the ultimate way of solving mathematical problems since the early years of schooling have been creating severe problems in school-level mathematics in Nepal. In this context, the author argues that students should learn real-world mathematical problems through various interesting, creative and collaborative, as well as artistic and alternative ways of knowing. The collaboration-incorporated pedagogy is an distinct pedagogical approach that offers a better alternative as an integrated and interdisciplinary approach to learning that encourages students to think more broadly and critically about real-world problems. The paper, as a summarized report of action research designed, developed and implemented by the author, focuses on the needs and usefulness of collaboration-incorporated pedagogy in the Nepali context to make mathematics teaching more meaningful for producing creative and critical citizens. This paper is useful for mathematics teachers, teacher educators and researchers who argue on arts integration in mathematics teaching.

Keywords: algorithm-centric, rote-learning, collaboration - incorporated pedagogy, action research

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Authors: Hyun-Woo Cho

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Detection of incipient abnormal events in production processes is important to improve safety and reliability of manufacturing operations and reduce losses caused by failures. The construction of calibration models for predicting faulty conditions is quite essential in making decisions on when to perform preventive maintenance. This paper presents a multivariate calibration monitoring approach based on the statistical analysis of process measurement data. The calibration model is used to predict faulty conditions from historical reference data. This approach utilizes variable selection techniques, and the predictive performance of several prediction methods are evaluated using real data. The results shows that the calibration model based on supervised probabilistic model yielded best performance in this work. By adopting a proper variable selection scheme in calibration models, the prediction performance can be improved by excluding non-informative variables from their model building steps.

Keywords: calibration model, monitoring, quality improvement, feature selection

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Authors: Hayder H. Kareem, Shunqi Pan

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The geological environment where the groundwater is collected represents the most important element that affects the behaviour of groundwater aquifer. As groundwater is a worldwide vital resource, it requires knowing the parameters that affect this source accurately so that the conceptualized mathematical models would be acceptable to the broadest ranges. Therefore, groundwater models have recently become an effective and efficient tool to investigate groundwater aquifer behaviours. Groundwater aquifer may contain aquitards, aquicludes, or interfaces within its geological formations. Aquitards and aquicludes have geological formations that forced the modellers to include those formations within the conceptualized groundwater models, while interfaces are commonly neglected from the conceptualization process because the modellers believe that the interface has no effect on aquifer behaviour. The current research highlights the impact of an interface existing in a real unconfined groundwater aquifer called Dibdibba, located in Al-Najaf City, Iraq where it has a river called the Euphrates River that passes through the eastern part of this city. Dibdibba groundwater aquifer consists of two types of soil layers separated by an interface soil layer. A groundwater model is built for Al-Najaf City to explore the impact of this interface. Calibration process is done using PEST 'Parameter ESTimation' approach and the best Dibdibba groundwater model is obtained. When the soil interface is conceptualized, results show that the groundwater tables are significantly affected by that interface through appearing dry areas of 56.24 km² and 6.16 km² in the upper and lower layers of the aquifer, respectively. The Euphrates River will also leak water into the groundwater aquifer of 7359 m³/day. While these results are changed when the soil interface is neglected where the dry area became 0.16 km², the Euphrates River leakage became 6334 m³/day. In addition, the conceptualized models (with and without interface) reveal different responses for the change in the recharge rates applied on the aquifer through the uncertainty analysis test. The aquifer of Dibdibba in Al-Najaf City shows a slight deficit in the amount of water supplied by the current pumping scheme and also notices that the Euphrates River suffers from stresses applied to the aquifer. Ultimately, this study shows a crucial need to represent the interface soil layer in model conceptualization to be the intended and future predicted behaviours more reliable for consideration purposes.

Keywords: Al-Najaf City, groundwater aquifer behaviour, groundwater modelling, interface soil layer, Visual MODFLOW

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Authors: Mahdi Saadat, Abbas Taheri

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Understanding the cracking response of crystalline rocks at mineralogical scale is of great importance during the design procedure of mining structures. A grain-based distinct element model (GBM) is employed to numerically study the cracking response of Barre granite at micro- and macro-scales. The GBM framework is augmented with a proposed distinct element-based cohesive model to reproduce the micro-cracking response of the inter- and intra-grain contacts. The cohesive GBM framework is implemented in PFC2D distinct element codes. The microstructural properties of Barre granite are imported in PFC2D to generate synthetic specimens. The microproperties of the model is calibrated against the laboratory uniaxial compressive and Brazilian split tensile tests. The calibrated model is then used to simulate the fracturing behaviour of pre-cracked Barre granite with different flaw configurations. The numerical results of the proposed model demonstrate a good agreement with the experimental counterparts. The GBM framework proposed thus appears promising for further investigation of the influence of grain microstructure and mineralogical properties on the cracking behaviour of crystalline rocks.

Keywords: discrete element modelling, cohesive grain-based model, crystalline rock, fracturing behavior

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Authors: O. B. Iskender, K. V. Ling, V. Dubanchet, L. Simonini

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This paper discusses the recent advances and future prospects of spacecraft position and attitude control using Model Predictive Control (MPC). First, the challenges of the space missions are summarized, in particular, taking into account the errors, uncertainties, and constraints imposed by the mission, spacecraft and, onboard processing capabilities. The summary of space mission errors and uncertainties provided in categories; initial condition errors, unmodeled disturbances, sensor, and actuator errors. These previous constraints are classified into two categories: physical and geometric constraints. Last, real-time implementation capability is discussed regarding the required computation time and the impact of sensor and actuator errors based on the Hardware-In-The-Loop (HIL) experiments. The rationales behind the scenarios’ are also presented in the scope of space applications as formation flying, attitude control, rendezvous and docking, rover steering, and precision landing. The objectives of these missions are explained, and the generic constrained MPC problem formulations are summarized. Three key design elements used in MPC design: the prediction model, the constraints formulation and the objective cost function are discussed. The prediction models can be linear time invariant or time varying depending on the geometry of the orbit, whether it is circular or elliptic. The constraints can be given as linear inequalities for input or output constraints, which can be written in the same form. Moreover, the recent convexification techniques for the non-convex geometrical constraints (i.e., plume impingement, Field-of-View (FOV)) are presented in detail. Next, different objectives are provided in a mathematical framework and explained accordingly. Thirdly, because MPC implementation relies on finding in real-time the solution to constrained optimization problems, computational aspects are also examined. In particular, high-speed implementation capabilities and HIL challenges are presented towards representative space avionics. This covers an analysis of future space processors as well as the requirements of sensors and actuators on the HIL experiments outputs. The HIL tests are investigated for kinematic and dynamic tests where robotic arms and floating robots are used respectively. Eventually, the proposed algorithms and experimental setups are introduced and compared with the authors' previous work and future plans. The paper concludes with a conjecture that MPC paradigm is a promising framework at the crossroads of space applications while could be further advanced based on the challenges mentioned throughout the paper and the unaddressed gap.

Keywords: convex optimization, model predictive control, rendezvous and docking, spacecraft autonomy

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Authors: Zainab Fadil, Mouath Alawadhi, Abdullah Alhusainan, Fahad Alqadiri, Abdulaziz Alqadiri

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This study investigates how lightweight a fire resistance door will perform with under types of insulation materials. Data is initially collected from various websites, scientific books and research papers. Results show that different layers of insulation in a single door can perform better than one insulator. Furthermore, insulation materials that are lightweight, high strength and low thermal conductivity are the most preferred for fire-rated doors. Whereas heavy weight, low strength, and high thermal conductivity are least preferred for fire-resistance doors. Fire-rated doors specifications, theoretical test methodology, structural analysis, and comparison between five different models with diverse layers insulations are presented. Five different door models are being investigated with different insulation materials and arrangements. Model 1 contains an air gap between door layers. Model 2 includes phenolic foam, mild steel and polyurethane. Model 3 includes phenolic foam and glass wool. Model 4 includes polyurethane and glass wool. Model 5 includes only rock wool between the door layers. It is noticed that model 5 is the most efficient model and its design is simple compared to other models. For this model, numerical calculations are performed to check its efficiency and the results are compared to data from experiments for validation. Good agreement was noticed.

Keywords: fire resistance, insulation, strength, thermal conductivity, lightweight, layers

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Authors: Samara E., Kilintzis P., Katsoras E., Martinidis G.

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Regions play an important role in the global economy by driving research and innovation policies through a major tool, the Regional Innovation System (RIS). RIS is a social system that encompasses the systematic interaction of the various organizations that comprise it in order to improve local knowledge and innovation. This article describes the methodological framework for developing and validating a RIS model utilizing system dynamics. This model focuses on the functional structure of the RIS, separating it in six diverse, interacting sub-systems.

Keywords: innovations, regional development, systems thinking, social system

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Authors: Manoj Kumar Mahapatra, Arvind Kumar

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Batch adsorption experiments were carried out for the removal of phenol from its aqueous solution using water hyancith activated carbon (WHAC) as an adsorbent. The sorption kinetics were analysed using pseudo-first order kinetics and pseudo-second order model, and it was observed that the sorption data tend to fit very well in pseudo-second order model for the entire sorption time. The experimental data were analyzed by the Langmuir and Freundlich isotherm models. Equilibrium data fitted well to the Freundlich model with a maximum biosorption capacity of 31.45 mg/g estimated using Langmuir model. The adsorption intensity 3.7975 represents a favorable adsorption condition.

Keywords: adsorption, isotherm, kinetics, phenol

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Authors: S. Yelubayev, V. Ten, B. Albazarov, E. Sarsenbayev, К. Аlipbayev, A. Shamro, Т. Bopeyev, А. Sukhenko

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Currently in Kazakhstan much attention is paid to the development of space branch. Successful launch of two Earth remote sensing satellite is carried out, projects on development of components for satellite are being carried out. In particular, the project on development of star tracker experimental model is completed. In the future it is planned to use this experimental model for development of star tracker prototype. Main stages of star tracker experimental model development are considered in this article.

Keywords: development, prototype, satellite, star tracker

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Authors: Kamyar Tolouei, Ehsan Moosavi

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In open-pit mines, the long-term production scheduling optimization problem (LTPSOP) is a complicated problem that contains constraints, large datasets, and uncertainties. Uncertainty in the output is caused by several geological, economic, or technical factors. Due to its dimensions and NP-hard nature, it is usually difficult to find an ideal solution to the LTPSOP. The optimal schedule generally restricts the ore, metal, and waste tonnages, average grades, and cash flows of each period. Past decades have witnessed important measurements of long-term production scheduling and optimal algorithms since researchers have become highly cognizant of the issue. In fact, it is not possible to consider LTPSOP as a well-solved problem. Traditional production scheduling methods in open-pit mines apply an estimated orebody model to produce optimal schedules. The smoothing result of some geostatistical estimation procedures causes most of the mine schedules and production predictions to be unrealistic and imperfect. With the expansion of simulation procedures, the risks from grade uncertainty in ore reserves can be evaluated and organized through a set of equally probable orebody realizations. In this paper, to synthesize grade uncertainty into the strategic mine schedule, a stochastic integer programming framework is presented to LTPSOP. The objective function of the model is to maximize the net present value and minimize the risk of deviation from the production targets considering grade uncertainty simultaneously while satisfying all technical constraints and operational requirements. Instead of applying one estimated orebody model as input to optimize the production schedule, a set of equally probable orebody realizations are applied to synthesize grade uncertainty in the strategic mine schedule and to produce a more profitable and risk-based production schedule. A mixture of metaheuristic procedures and mathematical methods paves the way to achieve an appropriate solution. This paper introduced a hybrid model between the augmented Lagrangian relaxation (ALR) method and the metaheuristic algorithm, the Harris Hawks optimization (HHO), to solve the LTPSOP under grade uncertainty conditions. In this study, the HHO is experienced to update Lagrange coefficients. Besides, a machine learning method called Random Forest is applied to estimate gold grade in a mineral deposit. The Monte Carlo method is used as the simulation method with 20 realizations. The results specify that the progressive versions have been considerably developed in comparison with the traditional methods. The outcomes were also compared with the ALR-genetic algorithm and ALR-sub-gradient. To indicate the applicability of the model, a case study on an open-pit gold mining operation is implemented. The framework displays the capability to minimize risk and improvement in the expected net present value and financial profitability for LTPSOP. The framework could control geological risk more effectively than the traditional procedure considering grade uncertainty in the hybrid model framework.

Keywords: grade uncertainty, metaheuristic algorithms, open-pit mine, production scheduling optimization

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Authors: Otman Jai, Otman Elhajjaji, Jaouad Tajmouati

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Several neutronic calculation codes must be used to solve the equation for different levels of discretization which all necessitate a specific modelisation. This chain of such models, known as a calculation scheme, leads to the knowledge of the neutron flux in a reactor from its own geometry, its isotopic compositions and a cross-section library. Being small in size, the 'Slowpoke-2' reactor is difficult to model due to the importance of the leaking neutrons. In the paper, the simulation model is presented (geometry, cross section library, assumption, etc.), and the results obtained by DRAGON4/DONJON4 codes were compared to the calculations performed with Monte Carlo code MCNP using detailed geometrical model of the reactor and the experimental data. Criticality calculations have been performed to verify and validate the model. Since created model properly describes the reactor core, it can be used for calculations of reactor core parameters and for optimization of research reactor application.

Keywords: transport equation, Dragon4, Donjon4, neutron flux, effective multiplication factor

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Authors: Riki Dutta, Sagardeep Talukdar, Gautam Kumar Saharia, Sudipta Nandy

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Fokas-Lenells equation (FLE) is one of the integrable nonlinear equations use to describe the propagation of ultrashort optical pulses in an optical medium. A 2x2 Lax pair has been introduced for the FLE and from that solving the Riccati equation yields infinitely many conserved quantities. Thereafter for a new field function (S) of the Landau-Lifshitz (LL) system, a gauge equivalence of the FLE with the generalised LL equation has been derived. We hope our findings are useful for the application purpose of FLE in optics and other branches of physics.

Keywords: conserved quantities, fokas-lenells equation, landau-lifshitz equation, lax pair

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Authors: Preeti Aghalayam, Jay Shah

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Underground coal gasification (UCG) is the in-situ gasification of unmineable coals to produce syngas. In UCG, gasifying agents are injected into the coal seam, and a reactive cavity is formed due to coal consumption. The cavity formed is typically hemispherical, and this report consists of the MATLAB model of the UCG cavity to predict the composition of the output gases. There are seven radial and two time-variant ODEs. A MATLAB solver (ode15s) is used to solve the radial ODEs from the above equations. Two for-loops are implemented in the model, i.e., one for time variations and another for radial variation. In the time loop, the radial odes are solved using the MATLAB solver. The radial loop is nested inside the time loop, and the density odes are numerically solved using the Euler method. The model is validated by comparing it with the literature results of laboratory-scale experiments. The model predicts the radial and time variation of the product gases inside the cavity.

Keywords: gasification agent, MATLAB model, syngas, underground coal gasification (UCG)

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Authors: Belalia Douma Omar, Bakhta Boukhatem, Mohamed Ghrici

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Self-compacting concrete (SCC) developed in Japan in the late 80s has enabled the construction industry to reduce demand on the resources, improve the work condition and also reduce the impact of environment by elimination of the need for compaction. Fuzzy logic (FL) approaches has recently been used to model some of the human activities in many areas of civil engineering applications. Especially from these systems in the model experimental studies, very good results have been obtained. In the present study, a model for predicting compressive strength of SCC containing various proportions of fly ash, as partial replacement of cement has been developed by using Adaptive Neuro-Fuzzy Inference System (ANFIS). For the purpose of building this model, a database of experimental data were gathered from the literature and used for training and testing the model. The used data as the inputs of fuzzy logic models are arranged in a format of five parameters that cover the total binder content, fly ash replacement percentage, water content, super plasticizer and age of specimens. The training and testing results in the fuzzy logic model have shown a strong potential for predicting the compressive strength of SCC containing fly ash in the considered range.

Keywords: self-compacting concrete, fly ash, strength prediction, fuzzy logic

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Authors: Mortez Alijani, Anas Osman

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Recently, the popularity of Unmanned aerial vehicles (UAVs) has skyrocketed amidst the unprecedented events and the global pandemic, as they play a key role in both the security and health sectors, through surveillance, taking test samples, transportation of crucial goods and spreading awareness among civilians. However, the process of designing and producing such aerial robots is suppressed by the internal and external constraints that pose serious challenges. Landing is one of the key operations during flight, especially, the autonomous landing of UAVs on a moving platform is a scientifically complex engineering problem. Typically having a successful automatic landing of UAV on a moving platform requires accurate localization of landing, fast trajectory planning, and robust control planning. To achieve these goals, the information about the autonomous landing process such as the intersection point, the position of platform/UAV and inclination angle are more necessary. In this study, the mathematical approach to this problem in the X-Y axis based on the inclination angle and position of UAV in the landing process have been presented. The experimental results depict the accurate position of the UAV, intersection between UAV and moving platform and inclination angle in the landing process, allowing prediction of the intersection point.

Keywords: autonomous landing, inclination angle, unmanned aerial vehicles, moving platform, X-Y axis, intersection point

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Authors: B. Selma

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The aim of this study is to test the feasibility of SIPINA method to predict the harmfulness parameters controlling the seismic response. The approach developed takes into consideration both the focal depth and the peak ground acceleration. The parameter to determine is displacement. The data used for the learning of this method and analysis nonlinear seismic are described and applied to a class of models damaged to some typical structures of the existing urban infrastructure of Jassy, Romania. The results obtained indicate an influence of the focal depth and the peak ground acceleration on the displacement.

Keywords: SIPINA algorithm, seism, focal depth, peak ground acceleration, displacement

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Authors: Arzu K. Kamberli

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This article examines the relationship between economics and physics, starting with Adam Smith, with a new econophysics approach in Economics-Physics with the Gauss Law model proposal using for the Electric Field calculation, which will allow us to anticipate the Global Financial Crisis. For this purpose, the similarities between the Gauss Law using the electric field calculations and the global financial crisis have been explained on the formula, and a model has been suggested to predict the risks of the financial systems from the electricity field calculations. Thus, this study is expected to help for preventing the Global Financial Crisis with the contribution of the science of economics and physics from the aspect of econophysics.

Keywords: econophysics, electric field, financial system, Gauss law, global financial crisis

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Authors: Keneilwe Maremi, Marlien Herselman, Adele Botha

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The main purpose and focus of this paper are to determine the Interoperability Maturity Models to consider when using School Management Systems (SMS). The importance of this is to inform and help schools with knowing which Interoperability Maturity Model is best suited for their SMS. To address the purpose, this paper will apply a scoping review to ensure that all aspects are provided. The scoping review will include papers written from 2012-2019 and a comparison of the different types of Interoperability Maturity Models will be discussed in detail, which includes the background information, the levels of interoperability, and area for consideration in each Maturity Model. The literature was obtained from the following databases: IEEE Xplore and Scopus, the following search engines were used: Harzings, and Google Scholar. The topic of the paper was used as a search term for the literature and the term ‘Interoperability Maturity Models’ was used as a keyword. The data were analyzed in terms of the definition of Interoperability, Interoperability Maturity Models, and levels of interoperability. The results provide a table that shows the focus area of concern for each Maturity Model (based on the scoping review where only 24 papers were found to be best suited for the paper out of 740 publications initially identified in the field). This resulted in the most discussed Interoperability Maturity Model for consideration (Information Systems Interoperability Maturity Model (ISIMM) and Organizational Interoperability Maturity Model for C2 (OIM)).

Keywords: interoperability, interoperability maturity model, school management system, scoping review

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Authors: Zina Benouaret, Djamil Aissani

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In this work, we introduce the qualitative and quantitative concept of the strong stability method in the risk process modeling two lines of business of the same insurance company or an insurance and re-insurance companies that divide between them both claims and premiums with a certain proportion. The approach proposed is based on the identification of the ruin probability associate to the model considered, with a stationary distribution of a Markov random process called a reversed process. Our objective, after clarifying the condition and the perturbation domain of parameters, is to obtain the stability inequality of the ruin probability which is applied to estimate the approximation error of a model with disturbance parameters by the considered model. In the stability bound obtained, all constants are explicitly written.

Keywords: Markov chain, risk models, ruin probabilities, strong stability analysis

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Authors: E. Channol, O. Collet, N. Kostyuchyk, T. Mesbah, Quoc Hoang Long Nguyen

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In this paper, a pricing model is proposed for co-integrated commodities extending Larsson model. The futures formulae have been derived and tests have been performed with non-constant volatility. The model has been applied to energy commodities (gas, CO2, energy) and soft commodities (corn, wheat). Results show that non-constant volatility leads to more accurate short term prices, which provides better evaluation of value-at-risk and more generally improve the risk management.

Keywords: co-integration, soft commodities, risk management, value-at-risk

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Authors: Khaled S. Abdallah, Abdel-Aziz M. Mohamed

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Moving industries consume numerous resources and dispose masses of used packaging materials. Proper sorting, recycling and disposing the packaging materials is necessary to avoid a sever pollution disaster. This research paper presents a conceptual model to propose sustainable truck rental operations instead of the regular one. An optimization model was developed to select the locations of truck rental centers, collection sites, maintenance and repair sites, and identify the rental fees to be charged for all routes that maximize the total closed supply chain profits. Fixed costs of vehicle purchasing, costs of constructing collection centers and repair centers, as well as the fixed costs paid to use disposal and recycling centers are considered. Operating costs include the truck maintenance, repair costs as well as the cost of recycling and disposing the packing materials, and the costs of relocating the truck are presented in the model. A mixed integer model is developed followed by a simulation model to examine the factors affecting the operation of the model.

Keywords: modeling, truck rental, supply chains management.

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Authors: Todd Zhou, Mikhail Yurochkin

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Out-of-distribution (OOD) detection is receiving increasing amounts of attention in the machine learning research community, boosted by recent technologies, such as autonomous driving and image processing. This newly-burgeoning field has called for the need for more effective and efficient methods for out-of-distribution generalization methods. Without accessing the label information, deploying machine learning models to out-of-distribution domains becomes extremely challenging since it is impossible to evaluate model performance on unseen domains. To tackle this out-of-distribution detection difficulty, we designed a model selection pipeline algorithm and developed a model selection framework with different impurity and randomness measurements to evaluate and choose the best-performing models for out-of-distribution data. By exploring different randomness scores based on predicted probabilities, we adopted the out-of-distribution entropy and developed a custom-designed score, ”CombinedScore,” as the evaluation criterion. This proposed score was created by adding labeled source information into the judging space of the uncertainty entropy score using harmonic mean. Furthermore, the prediction bias was explored through the equality of opportunity violation measurement. We also improved machine learning model performance through model calibration. The effectiveness of the framework with the proposed evaluation criteria was validated on the Folktables American Community Survey (ACS) datasets.

Keywords: model selection, domain generalization, model fairness, randomness measurements, bias index

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Authors: Ghassan Al-Dulaimi

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This paper studied the biochemical parameter (BOD5) and (DO) for the Thames River (Canada-Ontario). Water samples have been collected from Thames River along different points between Chatham to Woodstock and were analysed for various water quality parameters during the low flow season (April). The study involves the application of the stream water quality model QUAL2K model to simulate and predict the dissolved oxygen (DO) and biochemical oxygen demand (BOD5) profiles for Thames River in a stretch of 251 kilometers. The model output showed that DO in the entire river was within the limit of not less than 4 mg/L. For Carbonaceous Biochemical Oxygen Demand CBOD, the entire river may be divided into two main reaches; the first one is extended from Chatham City (0 km) to London (150 km) and has a CBOD concentration of 2 mg/L, and the second reach has CBOD range (2–4) mg/L in which begins from London city and extend to near Woodstock city (73km).

Keywords: biochemical oxygen demand, dissolved oxygen, Thames river, QUAL2K model

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Authors: Usiobaifo Agharese Rosemary, Osaseri Roseline Oghogho

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Diabetes is a complex group of disease with a variety of causes; it is a disorder of the body metabolism in the digestion of carbohydrates food. The application of machine learning in the field of medical diagnosis has been the focus of many researchers and the use of recognition and classification model as a decision support tools has help the medical expert in diagnosis of diseases. Considering the large volume of medical data which require special techniques, experience, and high diagnostic skill in the diagnosis of diseases, the application of an artificial intelligent system to assist medical personnel in order to enhance their efficiency and accuracy in diagnosis will be an invaluable tool. In this study will propose a diabetes diagnosis model using rough set and K-nearest Neighbor classifier algorithm. The system consists of two modules: the feature extraction module and predictor module, rough data set is used to preprocess the attributes while K-nearest neighbor classifier is used to classify the given data. The dataset used for this model was taken for University of Benin Teaching Hospital (UBTH) database. Half of the data was used in the training while the other half was used in testing the system. The proposed model was able to achieve over 80% accuracy.

Keywords: classifier algorithm, diabetes, diagnostic model, machine learning

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Authors: Roselyn Zaman, Mobarak Hossain

Abstract:

A new mathematical model is developed to study crack breathing behavior considering effect of angular position of unbalanced force at different crack locations. Crack breathing behavior has been determined using effectual bending angle by studying the transient change of the crack area. Different crack breathing behavior of the unbalanced shaft has been observed for different combination of angular position of unbalanced force with crack location except crack locations 0.3L and 0.8335L, where L is the total length of the shaft, where unbalanced shaft behave completely like the balanced shaft. Based on different combination of angular position of unbalanced force with crack location, the stiffness of unbalanced shaft can be divided into three regions. An unbalanced shaft is overall stiffer than a balanced shaft when angular position of unbalance force is between 90° to 270° and crack located between 0.3L and 0.8335L, and it is overall flexible when the crack located in outside this crack region. On the other hand, it is overall flexible when angular position of unbalanced force is between 0° to 90° or 270° to 360° and crack located in middle region and it is overall stiffer for outside this crack region.

Keywords: cracked shaft, crack location, shaft stiffness, unbalanced force, and unbalanced force orientation

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