Search results for: predictive distribution

Authors: Mario Zgela

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Application of Benford’s Law is very rarely covered in the field of stock market analysis, especially in percentage change of stock market indices. Deutscher Aktien IndeX (DAX) is very important stock market index of Frankfurt Deutsche Börse which serves as underlying basis for large number of financial instruments. It is calculated for selected 30 German blue chips stocks. In this paper, Benford's Law first digit test is applied on 10 year DAX daily percentage changes in order to check compliance. Deviations of 10 year DAX percentage changes set as well as distortions of certain subsets from Benford's Law distribution are detected. It is possible that deviations are the outcome of speculations; and psychological influence should not be eliminated.

Keywords: Benford's Law, DAX, index percentage changes, stock market

Procedia PDF Downloads 277

Authors: Safia Hocine, Zina Benouaret, Djamil A¨ıssani

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In this paper, we study the performance of the strong stability method of the univariate classical risk model. We interest to the stability bounds established using two approaches. The first based on the strong stability method developed for a general Markov chains. The second approach based on the regenerative processes theory . By adopting an algorithmic procedure, we study the performance of the stability method in the case of exponential distribution claim amounts. After presenting numerically and graphically the stability bounds, an interpretation and comparison of the results have been done.

Keywords: Marcov chain, regenerative process, risk model, ruin probability, strong stability

Procedia PDF Downloads 309

Authors: F. M. Ali, R. Nazar, N. M. Arifin, I. Pop

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In this paper, the problem of unsteady stagnation-point flow and heat transfer induced by a shrinking sheet in the presence of radiation effect is studied. The transformed boundary layer equations are solved numerically by the shooting method. The influence of radiation, unsteadiness and shrinking parameters, and the Prandtl number on the reduced skin friction coefficient and the heat transfer coefficient, as well as the velocity and temperature profiles are presented and discussed in detail. It is found that dual solutions exist and the temperature distribution becomes less significant with radiation parameter.

Keywords: heat transfer, radiation effect, shrinking sheet unsteady flow

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Authors: F. Lazzeri, I. Reiter

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Energy production optimization has been traditionally very important for utilities in order to improve resource consumption. However, load forecasting is a challenging task, as there are a large number of relevant variables that must be considered, and several strategies have been used to deal with this complex problem. This is especially true also in microgrids where many elements have to adjust their performance depending on the future generation and consumption conditions. The goal of this paper is to present a solution for short-term load forecasting in microgrids, based on three machine learning experiments developed in R and web services built and deployed with different components of Cortana Intelligence Suite: Azure Machine Learning, a fully managed cloud service that enables to easily build, deploy, and share predictive analytics solutions; SQL database, a Microsoft database service for app developers; and PowerBI, a suite of business analytics tools to analyze data and share insights. Our results show that Boosted Decision Tree and Fast Forest Quantile regression methods can be very useful to predict hourly short-term consumption in microgrids; moreover, we found that for these types of forecasting models, weather data (temperature, wind, humidity and dew point) can play a crucial role in improving the accuracy of the forecasting solution. Data cleaning and feature engineering methods performed in R and different types of machine learning algorithms (Boosted Decision Tree, Fast Forest Quantile and ARIMA) will be presented, and results and performance metrics discussed.

Keywords: time-series, features engineering methods for forecasting, energy demand forecasting, Azure Machine Learning

Procedia PDF Downloads 283

Authors: Dong Wu, Michael Grenn

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Managing software projects effectively is crucial for meeting deadlines, ensuring quality, and managing resources well. Traditional methods often struggle with predicting project timelines accurately due to uncertain schedules and complex data. This study addresses these challenges by combining time prediction algorithms with Large Language Models (LLMs). It makes use of real-world software project data to construct and validate a model. The model takes detailed project progress data such as task completion dynamic, team Interaction and development metrics as its input and outputs predictions of project timelines. To evaluate the effectiveness of this model, a comprehensive methodology is employed, involving simulations and practical applications in a variety of real-world software project scenarios. This multifaceted evaluation strategy is designed to validate the model's significant role in enhancing forecast accuracy and elevating overall management efficiency, particularly in complex software project environments. The results indicate that the integration of time prediction algorithms with LLMs has the potential to optimize software project progress management. These quantitative results suggest the effectiveness of the method in practical applications. In conclusion, this study demonstrates that integrating time prediction algorithms with LLMs can significantly improve the predictive accuracy and efficiency of software project management. This offers an advanced project management tool for the industry, with the potential to improve operational efficiency, optimize resource allocation, and ensure timely project completion.

Keywords: software project management, time prediction algorithms, large language models (LLMS), forecast accuracy, project progress prediction

Procedia PDF Downloads 62

Authors: Luofu Liu, Fei Xiao Jr., Fei Xiao

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Through the analysis technology of gas chromatography-mass spectrometry (GC-MS), the composition and distribution characteristics of aromatic hydrocarbons in the Chepaizi area of the Junggar Basin were analyzed in detail. Based on that, the biological input, maturity of crude oils and sedimentary environment of the corresponding source rocks were determined and the origin types of crude oils were divided. The results show that there are three types of crude oils in the study area including Type I, Type II and Type III oils. The crude oils from the 1st member of the Neogene Shawan Formation are the Type I oils; the crude oils from the 2nd member of the Neogene Shawan Formation are the Type II oils; the crude oils from the Cretaceous Qingshuihe and Jurassic Badaowan Formations are the Type III oils. For the Type I oils, they show a single model in the late retention time of the chromatogram of total aromatic hydrocarbons. The content of triaromatic steroid series is high, and the content of dibenzofuran is low. Maturity parameters related to alkyl naphthalene, methylphenanthrene and alkyl dibenzothiophene all indicate low maturity for the Type I oils. For the Type II oils, they have also a single model in the early retention time of the chromatogram of total aromatic hydrocarbons. The content of naphthalene and phenanthrene series is high, and the content of dibenzofuran is medium. The content of polycyclic aromatic hydrocarbon representing the terrestrial organic matter is high. The aromatic maturity parameters indicate high maturity for the Type II oils. For the Type III oils, they have a bi-model in the chromatogram of total aromatic hydrocarbons. The contents of naphthalene series, phenanthrene series, and dibenzofuran series are high. The aromatic maturity parameters indicate medium maturity for the Type III oils. The correlation results of triaromatic steroid series fingerprint show that the Type I and Type III oils have similar source and are both from the Permian Wuerhe source rocks. Because of the strong biodegradation and mixing from other source, the Type I oils are very different from the Type III oils in aromatic hydrocarbon characteristics. The Type II oils have the typical characteristics of terrestrial organic matter input under oxidative environment, and are the coal oil mainly generated by the mature Jurassic coal measure source rocks. However, the overprinting effect from the low maturity Cretaceous source rocks changed the original distribution characteristics of aromatic hydrocarbons to some degree.

Keywords: oil source, geochemistry, aromatic hydrocarbons, crude oils, chepaizi area, Junggar Basin

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Authors: Pu Ying-Chih, Yang Yin-Ju, Hang Jian-Yi, Jang Guang-Way

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Organic-Inorganic hybrid materials consisting of graded distributions of inorganic nano particles in organic polymer matrices were successfully prepared by the sol-gel process. Optical and surface properties of the resulting nano composites can be manipulated by changing their compositions and nano particle distribution gradients. Applications of gradient nano composite materials include sealants for LED packaging and screen lenses for smartphones. Optical transparency, prism coupler, TEM, SEM, Energy Dispersive X-ray Spectrometer (EDX), Izod impact strength, conductivity, pencil hardness, and thermogravimetric characterizations of the nano composites were performed and the results will be presented.

Keywords: Gradient, Hybrid, Nanocomposite, Organic-Inorganic

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Authors: Y. Heyrani Birak, R. Hizaji, J. Shahkarami

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Reinforced Concrete (RC) deep beams are special structural elements because of their geometry and behavior under loads. For example, assumption of strain- stress distribution is not linear in the cross section. These types of beams may have simple supports or fixed supports. A lot of research works have been conducted on simply supported deep beams, but little study has been done in the fixed-end RC deep beams behavior. Recently, using of fixed-ended deep beams has been widely increased in structures. In this study, the behavior of fixed-ended deep beams is investigated, and the important parameters in capacity of this type of beams are mentioned.

Keywords: deep beam, capacity, reinforced concrete, fixed-ended

Procedia PDF Downloads 322

Authors: Mahmoud I. Syam, Kamarulzaman Ibrahim, Amer I. Al-Omari

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Stratified double extreme ranked set sampling (SDERSS) method is introduced and considered for estimating the population mean. The SDERSS is compared with the simple random sampling (SRS), stratified ranked set sampling (SRSS) and stratified simple set sampling (SSRS). It is shown that the SDERSS estimator is an unbiased of the population mean and more efficient than the estimators using SRS, SRSS and SSRS when the underlying distribution of the variable of interest is symmetric or asymmetric.

Keywords: double extreme ranked set sampling, extreme ranked set sampling, ranked set sampling, stratified double extreme ranked set sampling

Procedia PDF Downloads 445

Authors: Taha SamadSoltani, Peyman Rezaei Hachesu, Marjan GhaziSaeedi, Maryam Zolnoori

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Introduction: Data mining defined as a process to find patterns and relationships along data in the database to build predictive models. Application of data mining extended in vast sectors such as the healthcare services. Medical data mining aims to solve real-world problems in the diagnosis and treatment of diseases. This method applies various techniques and algorithms which have different accuracy and precision. The purpose of this study was to apply knowledge discovery and data mining techniques for the diagnosis of asthma based on patient symptoms and history. Method: Data mining includes several steps and decisions should be made by the user which starts by creation of an understanding of the scope and application of previous knowledge in this area and identifying KD process from the point of view of the stakeholders and finished by acting on discovered knowledge using knowledge conducting, integrating knowledge with other systems and knowledge documenting and reporting.in this study a stepwise methodology followed to achieve a logical outcome. Results: Sensitivity, Specifity and Accuracy of KNN, SVM, Naïve bayes, NN, Classification tree and CN2 algorithms and related similar studies was evaluated and ROC curves were plotted to show the performance of the system. Conclusion: The results show that we can accurately diagnose asthma, approximately ninety percent, based on the demographical and clinical data. The study also showed that the methods based on pattern discovery and data mining have a higher sensitivity compared to expert and knowledge-based systems. On the other hand, medical guidelines and evidence-based medicine should be base of diagnostics methods, therefore recommended to machine learning algorithms used in combination with knowledge-based algorithms.

Keywords: asthma, datamining, classification, machine learning

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Authors: Vaclav Sadilek, Miroslav Vorechovsky

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The paper deals with the classical fiber bundle model of equal load sharing, sometimes referred to as the Daniels' bundle or the democratic bundle. Daniels formulated a multidimensional integral and also a recursive formula for evaluation of the strength cumulative distribution function. This paper describes three algorithms for evaluation of the recursive formula and also their implementations with source codes in high-level programming language Python. A comparison of the algorithms are provided with respect to execution time. Analysis of orders of magnitudes of addends in the recursion is also provided.

Keywords: equal load sharing, mpmath, python, strength of Daniels' bundle

Procedia PDF Downloads 395

Authors: Luca Lezzerini

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Albania is suffering a continuous shrinking of its population and demographic distribution that faces all the problems connected with age increase. The paper examines the case of Gjirokastër, a city in the south of Albania that, despite having a UNESCO label as a world heritage site, is experimenting with the same shrinking phenomenon. The paper analyses in detail the current situation and propose an interdisciplinary approach based on smart technologies and sunset tourism to restart Gjirokastër’s economy and invert bad demographic trends. The proposed approach needs to review the current urban planning, reshaping and connecting some areas. It also proposes a smart city architecture to support this process.

Keywords: smart city, sunset tourism, shrinking city, Gjirokastër

Procedia PDF Downloads 79

Authors: Erin M. Durke, Monica L. McEntee, Meilu He, Suresh Dhaniyala

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Aerosols are one of the most important and significant surfaces in the atmosphere. They can influence weather, absorption, and reflection of light, and reactivity of atmospheric constituents. A notable feature of aerosol particles is the presence of a surface charge, a characteristic imparted via the aerosolization process. The existence of charge can complicate the interrogation of aerosol particles, so many researchers remove or neutralize aerosol particles before characterization. However, the charge is present in real-world samples, and likely has an effect on the physical and chemical properties of an aerosolized material. In our studies, we aerosolized different materials in an attempt to characterize the charge imparted via the aerosolization process and determine what impact it has on the aerosolized materials’ properties. The metal oxides, TiO₂ and SiO₂, were aerosolized expulsively and then characterized, using several different techniques, in an effort to determine the surface charge imparted upon the particles via the aerosolization process. Particle charge distribution measurements were conducted via the employment of a custom scanning mobility particle sizer. The results of the charge distribution measurements indicated that expulsive generation of 0.2 µm SiO₂ particles produced aerosols with upwards of 30+ charges on the surface of the particle. Determination of the degree of surface charging led to the use of non-traditional techniques to explore the impact of additional surface charge on the overall reactivity of the metal oxides, specifically TiO₂. TiO₂ was aerosolized, again expulsively, onto a gold-coated tungsten mesh, which was then evaluated with transmission infrared spectroscopy in an ultra-high vacuum environment. The TiO₂ aerosols were exposed to O₂, H₂, and CO, respectively. Exposure to O₂ resulted in a decrease in the overall baseline of the aerosol spectrum, suggesting O₂ removed some of the surface charge imparted during aerosolization. Upon exposure to H₂, there was no observable rise in the baseline of the IR spectrum, as is typically seen for TiO₂, due to the population of electrons into the shallow trapped states and subsequent promotion of the electrons into the conduction band. This result suggests that the additional charge imparted via aerosolization fills the trapped states, therefore no rise is seen upon exposure to H₂. Dosing the TiO₂ aerosols with CO showed no adsorption of CO on the surface, even at lower temperatures (~100 K), indicating the additional charge on the aerosol surface prevents the CO molecules from adsorbing to the TiO₂ surface. The results observed during exposure suggest that the additional charge imparted via aerosolization impacts the interaction with each probe gas.

Keywords: aerosols, charge, reactivity, infrared

Procedia PDF Downloads 115

Authors: Dilek Saritas Atalar, Cansu Alsancak Akbulut, İrem Metin Orta, Feyza Yön, Zeynep Yenen, Joan Grusec

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Objective: The aim of this study was to develop semi-structured Domains of Socialization Interview and its coding manual and to test their psychometric properties. Domains of Socialization Interview was designed to assess maternal awareness regarding effective parenting in five socialization domains (protection, mutual reciprocity, control, guided learning, and group participation) within the framework of the domains-of-socialization approach. Method: A series of two studies were conducted to develop and validate the interview and its coding manual. The pilot study, sampled 13 mothers of preschool-aged children, was conducted to develop the assessment tools and to test their function and clarity. Participants of the main study were 82 Turkish mothers (Xage = 34.25, SD = 3.53) who have children aged between 35-76 months (Xage = 50.75, SD = 11.24). Mothers filled in a questionnaire package including Coping with Children’s Negative Emotions Questionnaire, Social Competence and Behavior Evaluation-30, Child Rearing Questionnaire, and Two Dimensional Social Desirability Questionnaire. Afterward, interviews were conducted online by a single interviewer. Interviews were rated independently by two graduate students based on the coding manual. Results: The relationships of the awareness of effective parenting scores to the other measures demonstrate convergent, discriminant, and predictive validity of the coding manual. Intra-class correlation coefficient estimates were ranged between 0.82 and 0.90, showing high interrater reliability of the coding manual. Conclusion: Taken as a whole, the results of these studies demonstrate the validity and reliability of a new and useful interview to measure maternal awareness regarding effective parenting within the framework of the domains-of-socialization approach.

Keywords: domains of socialization, parenting, interview, assessment

Procedia PDF Downloads 173

Authors: Mahdiyeh Zafaranchi

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With rapid development of urbanization and improvement of living standards in the world, energy consumption and carbon emissions of the building sector are expected to increase in the near future; because of that, energy-saving issues have become more important among the engineers. Besides, the building sector is a major contributor to energy consumption and carbon emissions. The concept of efficient building appeared as a response to the need for reducing energy demand in this sector which has the main purpose of shifting from standard buildings to low-energy buildings. Although energy-saving should happen in all steps of a building during the life cycle (material production, construction, demolition), the main concept of efficient energy building is saving energy during the life expectancy of a building by using passive and active systems, and should not sacrifice comfort and quality to reach these goals. The main aim of this study is to investigate passive strategies (do not need energy consumption or use renewable energy) to achieve energy-efficient buildings. Energy retrofit measures were explored by eQuest software using a case study as a base model. The study investigates predictive accuracy for the major factors like thermal transmittance (U-value) of the material, windows, shading devices, thermal insulation, rate of the exposed envelope, window/wall ration, lighting system in the energy consumption of the building. The base model was located in Istanbul, Turkey. The impact of eight passive parameters on energy consumption had been indicated. After analyzing the base model by eQuest, a final scenario was suggested which had a good energy performance. The results showed a decrease in the U-values of materials, the rate of exposing buildings, and windows had a significant effect on energy consumption. Finally, savings in electric consumption of about 10.5%, and gas consumption by about 8.37% in the suggested model were achieved annually.

Keywords: efficient building, electric and gas consumption, eQuest, Passive parameters

Procedia PDF Downloads 104

Authors: Alvarez Barrantes, Robert Dorrell, Christopher Hackney, Anne Baar, Roberto Fernandez, Daniel Parsons

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Microplastic particles entering fluvial environments are deposited with natural sediments. Their settling properties can change by the absorption or adsorption of contaminants, organic matter, and organisms. These deposits include positively, neutrally, and negatively buoyant particles. This study aims to understand how plastic particles of different densities interact with natural sediments as they settle and how they are stored within the sediment deposit. The results of this study contribute to a better understanding of the deposition of microplastic particles and associated pollution in rivers. A set of 48 experiments was designed to investigate the settling process of microplastic particles in freshwater. The experimental work describes the vertical variation of cohesive and/or non-cohesive sediment versus microplastic densities in deposited sediment. The experiment consisted of adding microplastic particles, sediment, and water in a waterproof carton tube of a height of 24 cm and a diameter of 5 cm. The plastic selected is positively, neutrally, and negatively buoyant. The sediments consist of sand and clay with four different concentrations. The mixture of materials was shaken until is thoroughly mixed and left to settle for 24 hours. After the settlement, the tubes were frozen at -20 °C to be able to cut them and measure the thickness of the deposits and analyze the sediment and plastic distribution. The most representative experiments were repeated in a glass tube of the same size; to analyse the influences of current flows and depositional process. Finally, the glass tube experiments were used to study organic materials adsorption in plastic, settling the sample for four months. Defined microplastic layers were identified as the density of the plastic change. Preliminary results show that most of the positive buoyancy particles floated, neutral buoyancy particles form a layer above the sediment and negative buoyancy particles mixed with the sediment. The vertical grain size distribution of the deposits was analysed to determine deposition variation with and without plastic. It is expected that the positively buoyant particles are trapped in the sediment by the currents flows and sink due to organic material adsorption. Finally, the experiments will explain how microplastic particles, including positively buoyant ones, are stored in natural sediment deposits.

Keywords: microplastic adsorption process, microplastic deposition in natural sediment, microplastic pollution in rivers, storages of positive buoyancy microplastic particles

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Authors: Betul Altinok

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The aim of this study is researching servant leadership behaviors of sports managers. For this purpose, Servant Leadership behaviors of Sport Managers (N=69) working as Dean, School Principal and Head of Department in Sport Sciences Faculties, Physical Education and Sport Schools and Departments educating Physical Education and Sport investigated via questionnaires applied to academicians (N=1185) working in these institutions. Servant Leadership Questionnaire sent via e-mail to all Academicians working in Physical Education and Sport educating Faculties, Schools of Universities and Departments in Turkey. 406 survey which is responded and accurately completed by Academicians were evaluated. In this study, Servant Leadership Questionnaire developed and conducted validity and reliability analysis by Barbuto and Wheeler (2006) used to investigate sports managers servant leadership behaviors. Scale translated into Turkish then validity and reliability analysis were conducted. After measurement model of servant leadership questionnaire verified, Shapiro Wilk normality test was applied to obtained data to determine whether has got a normal distribution or not, depending on gender, job title, profession time, department and evaluated manager. Results of practiced normality test showed that data has not got a normal distribution (nonparametric). After normality test, Mann Whitney-U test applied at 0.05 value for determining whether there is a difference between servant leadership scores according to gender and Kruskal Wallis Test applied at 0.05 value for determining whether there is a difference between servant leadership scores according to job title, profession time, department and evaluated manager. Test results showed that there were not differences between Altruistic Calling (p>0.05), Emotional Healing (p>0.05), Wisdom (p>0.05), Persuasive Mapping (p>0.05) and (p>0.05), Organizational Stewardship sub-dimensions according to gender. Test results showed that there were not differences between Altruistic Calling (p>0.05), Emotional Healing (p>0.05), Wisdom (p>0.05), Persuasive Mapping (p>0.05) and (p>0.05), Organizational Stewardship sub-dimensions according to job title, profession time, department and evaluated manager. In the light of study results, it can be said that applied survey is objective and unfurls evaluated managers servant leadership behaviors. Empirical and practical contribution of this study is to test sports managers servant leadership behaviors in Turkey for the very first time.

Keywords: academicians, management, servant leadership, sport

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Authors: Y. S. Yusoff, G. Streftaris, H. R Waters

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Death within 30 days is an important factor to be looked into, as there is a significant risk of deaths immediately following or soon after, Myocardial Infarction (MI) or stroke. In this paper, we will model the deaths within 30 days following a Myocardial Infarction (MI) or stroke in the UK. We will see how the probabilities of sudden deaths from MI or stroke have changed over the period 1981-2000. We will model the sudden deaths using a Generalized Linear Model (GLM), fitted using the R statistical package, under a Binomial distribution for the number of sudden deaths. We parameterize our model using the extensive and detailed data from the Framingham Heart Study, adjusted to match UK rates. The results show that there is a reduction for the sudden deaths following a MI over time but no significant improvement for sudden deaths following a stroke.

Keywords: sudden deaths, myocardial infarction, stroke, ischemic heart disease

Procedia PDF Downloads 281

Authors: Neha Singh, Shristi Singh

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Accidents involving motor vehicles are more likely to cause serious injuries and fatalities. It also has a host of other perpetual issues, such as the regular loss of life and goods in accidents. To solve these issues, appropriate measures must be implemented, such as establishing an autonomous incident detection system that makes use of machine learning and artificial intelligence. In order to reduce traffic accidents, this article examines the overview of artificial intelligence and machine learning in autonomous event detection systems. The paper explores the major issues, prospective solutions, and use of artificial intelligence and machine learning in road transportation systems for minimising traffic accidents. There is a lot of discussion on additional, fresh, and developing approaches that less frequent accidents in the transportation industry. The study structured the following subtopics specifically: traffic management using machine learning and artificial intelligence and an incident detector with these two technologies. The internet of vehicles and vehicle ad hoc networks, as well as the use of wireless communication technologies like 5G wireless networks and the use of machine learning and artificial intelligence for the planning of road transportation systems, are elaborated. In addition, safety is the primary concern of road transportation. Route optimization, cargo volume forecasting, predictive fleet maintenance, real-time vehicle tracking, and traffic management, according to the review's key conclusions, are essential for ensuring the safety of road transportation networks. In addition to highlighting research trends, unanswered problems, and key research conclusions, the study also discusses the difficulties in applying artificial intelligence to road transport systems. Planning and managing the road transportation system might use the work as a resource.

Keywords: artificial intelligence, machine learning, incident detector, road transport systems, traffic management, automatic incident detection, deep learning

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Authors: Dariusz Jacek Jakóbczak

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Mathematics and computer science are interested in methods of 2D curve interpolation and extrapolation using the set of key points (knots). A proposed method of Hurwitz- Radon Matrices (MHR) is such a method. This novel method is based on the family of Hurwitz-Radon (HR) matrices which possess columns composed of orthogonal vectors. Two-dimensional curve is interpolated via different functions as probability distribution functions: polynomial, sinus, cosine, tangent, cotangent, logarithm, exponent, arcsin, arccos, arctan, arcctg or power function, also inverse functions. It is shown how to build the orthogonal matrix operator and how to use it in a process of curve reconstruction.

Keywords: 2D data interpolation, hurwitz-radon matrices, MHR method, probabilistic modeling, curve extrapolation

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Authors: Yegnanew A. Shiferaw

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Background: commodity price volatility originating from excessive commodity price fluctuation has been a global problem especially after the recent financial crises. Volatility is a measure of risk or uncertainty in financial analysis. It plays a vital role in risk management, portfolio management, and pricing equity. Objectives: the core objective of this paper is to examine the relationship between the prices of agricultural commodities with oil price, gas price, coal price and exchange rate (USD/Rand). In addition, the paper tries to fit an appropriate model that best describes the log return price volatility and estimate Value-at-Risk and expected shortfall. Data and methods: the data used in this study are the daily returns of agricultural commodity prices from 02 January 2007 to 31st October 2016. The data sets consists of the daily returns of agricultural commodity prices namely: white maize, yellow maize, wheat, sunflower, soya, corn, and sorghum. The paper applies the three-state Markov-switching (MS) regression, the standard single-regime GARCH and the two regime Markov-switching GARCH (MS-GARCH) models. Results: to choose the best fit model, the log-likelihood function, Akaike information criterion (AIC), Bayesian information criterion (BIC) and deviance information criterion (DIC) are employed under three distributions for innovations. The results indicate that: (i) the price of agricultural commodities was found to be significantly associated with the price of coal, price of natural gas, price of oil and exchange rate, (ii) for all agricultural commodities except sunflower, k=3 had higher log-likelihood values and lower AIC and BIC values. Thus, the three-state MS regression model outperformed the two-state MS regression model (iii) MS-GARCH(1,1) with generalized error distribution (ged) innovation performs best for white maize and yellow maize; MS-GARCH(1,1) with student-t distribution (std) innovation performs better for sorghum; MS-gjrGARCH(1,1) with ged innovation performs better for wheat, sunflower and soya and MS-GARCH(1,1) with std innovation performs better for corn. In conclusion, this paper provided a practical guide for modelling agricultural commodity prices by MS regression and MS-GARCH processes. This paper can be good as a reference when facing modelling agricultural commodity price problems.

Keywords: commodity prices, MS-GARCH model, MS regression model, South Africa, volatility

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Authors: Mona Heydari, Ehsan Motamedian, Seyed Abbas Shojaosadati

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Prediction of perturbations after genetic manipulation (especially gene knockout) is one of the important challenges in systems biology. In this paper, a new algorithm is introduced that integrates microarray data into the metabolic model. The algorithm was used to study the change in the cell phenotype after knockout of Gss gene in Escherichia coli BW25113. Algorithm implementation indicated that gene deletion resulted in more activation of the metabolic network. Growth yield was more and less regulating gene were identified for mutant in comparison with the wild-type strain.

Keywords: metabolic network, gene knockout, flux balance analysis, microarray data, integration

Procedia PDF Downloads 571

Authors: Pierre-Andre Mudry, Jean Decaix, Jeremy Schmid, Cesar Papilloud, Cecile Munch-Alligne

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In most of the Swiss Alpine regions, the availability of water resources is usually adequate even in times of drought, as evidenced by the 2003 and 2018 summers. Indeed, important natural stocks are for the moment available in the form of snow and ice, but the situation is likely to change in the future due to global and regional climate change. In addition, alpine mountain regions are areas where climate change will be felt very rapidly and with high intensity. For instance, the ice regime of these regions has already been affected in recent years with a modification of the monthly availability and extreme events of precipitations. The current research, focusing on the municipality of Val de Bagnes, located in the canton of Valais, Switzerland, is part of a project led by the Altis company and achieved in collaboration with WSL, BlueArk Entremont, and HES-SO Valais-Wallis. In this region, water occupies a key position notably for winter and summer tourism. Thus, multiple actors want to apprehend the future needs and availabilities of water, on both the 2050 and 2100 horizons, in order to plan the modifications to the water supply and distribution networks. For those changes to be salient and efficient, a good knowledge of the current water distribution networks is of most importance. In the current case, the water drinking network is well documented, but this is not the case for the irrigation one. Since the water consumption for irrigation is ten times higher than for drinking water, data acquisition on the irrigation network is a major point to determine future scenarios. This paper first presents the instrumentation and simulation of the irrigation network using custom-designed IoT devices, which are coupled with a digital clone simulated to reduce the number of measuring locations. The developed IoT ad-hoc devices are energy-autonomous and can measure flows and pressures using industrial sensors such as calorimetric water flow meters. Measurements are periodically transmitted using the LoRaWAN protocol over a dedicated infrastructure deployed in the municipality. The gathered values can then be visualized in real-time on a dashboard, which also provides historical data for analysis. In a second phase, a digital clone of the irrigation network was modeled using EPANET, a software for water distribution systems that performs extended-period simulations of flows and pressures in pressurized networks composed of reservoirs, pipes, junctions, and sinks. As a preliminary work, only a part of the irrigation network was modelled and validated by comparisons with the measurements. The simulations are carried out by imposing the consumption of water at several locations. The validation is performed by comparing the simulated pressures are different nodes with the measured ones. An accuracy of +/- 15% is observed on most of the nodes, which is acceptable for the operator of the network and demonstrates the validity of the approach. Future steps will focus on the deployment of the measurement devices on the whole network and the complete modelling of the network. Then, scenarios of future consumption will be investigated. Acknowledgment— The authors would like to thank the Swiss Federal Office for Environment (FOEN), the Swiss Federal Office for Agriculture (OFAG) for their financial supports, and ALTIS for the technical support, this project being part of the Swiss Pilot program 'Adaptation aux changements climatiques'.

Keywords: hydraulic digital clone, IoT water monitoring, LoRaWAN water measurements, EPANET, irrigation network

Procedia PDF Downloads 133

Authors: Aihong Zhao, Priya Sastry, Mark L Field, Mohamad Bashir, Arvind Singh, David Richens

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Objectives: Intramural haematoma (IMH) is one of the pathologies, along with acute aortic dissection, that present as Acute Aortic Syndrome (AAS). Evidence suggests that unlike aortic dissection, some intramural haematomas may regress with medical management. However, intramural haematomas have been traditionally managed like acute aortic dissections. Given that some of these pathologies may regress with conservative management, it would be useful to be able to identify which of these may not need high risk emergency intervention. A computational aortic model was used in this study to try and identify intramural haematomas with risk of progression to aortic dissection. Methods: We created a computational model of the aorta with luminal blood flow. Reports in the literature have identified 11 mm as the radial clot thickness that is associated with heightened risk of progression of intramural haematoma. Accordingly, haematomas of varying sizes were implanted in the modeled aortic wall to test this hypothesis. The model was exposed to physiological blood flows and the stresses and strains in each layer of the aortic wall were recorded. Results: Size and shape of clot were seen to affect the magnitude of aortic stresses. The greatest stresses and strains were recorded in the intima of the model. When the haematoma exceeded 10 mm in all dimensions, the stress on the intima reached breaking point. Conclusion: Intramural clot size appears to be a contributory factor affecting aortic wall stress. Our computer simulation corroborates clinical evidence in the literature proposing that IMH diameter greater than 11 mm may be predictive of progression. This preliminary report suggests finite element modelling of the aortic wall may be a useful process by which to examine putative variables important in predicting progression or regression of intramural haematoma.

Keywords: intramural haematoma, acute aortic syndrome, finite element analysis,

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Authors: Ajay Mandal, Jitendar Kumar Tiwari, N. Sathish, A. K. Srivastava

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A fundamental investigation is performed on the development of graphene (Gr) reinforced stainless steel 316L (SS 316L) metal matrix composite via selective laser melting (SLM) in order to improve specific strength and wear resistance property of SS 316L. Firstly, SS 316L powder and graphene were mixed in a fixed ratio using low energy planetary ball milling. The milled powder is then subjected to the SLM process to fabricate composite samples at a laser power of 320 W and exposure time of 100 µs. The prepared composite was mechanically tested (hardness and tensile test) at ambient temperature, and obtained results indicate that the properties of the composite increased significantly with the addition of 0.2 wt. % Gr. Increment of about 25% (from 194 to 242 HV) and 70% (from 502 to 850 MPa) is obtained in hardness and yield strength of composite, respectively. Raman mapping and XRD were performed to see the distribution of Gr in the matrix and its effect on the formation of carbide, respectively. Results of Raman mapping show the uniform distribution of graphene inside the matrix. Electron back scatter diffraction (EBSD) map of the prepared composite was analyzed under FESEM in order to understand the microstructure and grain orientation. Due to thermal gradient, elongated grains were observed along the building direction, and grains get finer with the addition of Gr. Most of the mechanical components are subjected to several types of wear conditions. Therefore, it is very necessary to improve the wear property of the component, and hence apart from strength and hardness, a tribological property of composite was also measured under dry sliding condition. Solid lubrication property of Gr plays an important role during the sliding process due to which the wear rate of composite reduces up to 58%. Also, the surface roughness of worn surface reduces up to 70% as measured by 3D surface profilometry. Finally, it can be concluded that SLM is an efficient method of fabricating cutting edge metal matrix nano-composite having Gr like reinforcement, which was very difficult to fabricate through conventional manufacturing techniques. Prepared composite has superior mechanical and tribological properties and can be used for a wide variety of engineering applications. However, due to the unavailability of a considerable amount of literature in a similar domain, more experimental works need to perform, such as thermal property analysis, and is a part of ongoing study.

Keywords: selective laser melting, graphene, composite, mechanical property, tribological property

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Authors: Dawit Abay Tesfamariam

Abstract:

Ethiopia’s Climate- Resilient Green Economy (ECRGE) strategy focuses mainly on generating and proper utilization of renewable energy (RE). Nonetheless, the current electricity generation of the country is dominated by hydropower. The data collected in 2016 by Ethiopian Electric Power (EEP) indicates that the intermittent RE sources from solar and wind energy were only 8 %. On the other hand, the EEP electricity generation plan in 2030 indicates that 36.1 % of the energy generation share will be covered by solar and wind sources. Thus, a case study was initiated to model and compute the balance and consumption of electricity in three different scenarios: 2016, 2025, and 2030 using the EnergyPLAN Model (EPM). Initially, the model was validated using the 2016 annual power-generated data to conduct the EnergyPLAN (EP) analysis for two predictive scenarios. The EP simulation analysis using EPM for 2016 showed that there was no significant excess power generated. Thus, the EPM was applied to analyze the role of energy storage in RE in Ethiopian grid systems. The results of the EP simulation analysis showed there will be excess production of 402 /7963 MW average and maximum, respectively, in 2025. The excess power was in the three rainy months of the year (June, July, and August). The outcome of the model also showed that in the dry seasons of the year, there would be excess power production in the country. Consequently, based on the validated outcomes of EP indicates, there is a good reason to think about other alternatives for the utilization of excess energy and storage of RE. Thus, from the scenarios and model results obtained, it is realistic to infer that if the excess power is utilized with a storage system, it can stabilize the grid system and be exported to support the economy. Therefore, researchers must continue to upgrade the current and upcoming storage system to synchronize with potentials that can be generated from renewable energy.

Keywords: renewable energy, power, storage, wind, energy plan

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Authors: Al Omari Moahmmed Ahmed

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In the Bayesian, we developed an approach by using non-informative prior with covariate and obtained by using Gauss quadrature method to estimate the parameters of the covariate and reliability function of the Weibull regression distribution with Type-I censored data. The maximum likelihood seen that the estimators obtained are not available in closed forms, although they can be solved it by using Newton-Raphson methods. The comparison criteria are the MSE and the performance of these estimates are assessed using simulation considering various sample size, several specific values of shape parameter. The results show that Bayesian with non-informative prior is better than Maximum Likelihood Estimator.

Keywords: non-informative prior, Bayesian method, type-I censoring, Gauss quardature

Procedia PDF Downloads 491

Authors: Mads Schultz, Galice Hoarau, Marvin Choquet

Abstract:

Members of the genus Calanus are key species in the North Atlantic and Arctic marine ecosystems due to their vast abundance and their ability to accumulate high amounts of lipid. As a link between primary producers and higher trophic levels, the temporal presence of each Calanus species is important in a time of changing communities and northward distribution shifts. This study focused on the temporal niches of the sympatric species Calanus helgolandicus, Calanus finmarchicus, Calanus glacialis, and Calanus hyperboreus in Skjerstad fjord, a Norwegian fjord (67˚14’N, 14 ˚44’E). Three depth intervals were sampled monthly over a year, targeting copepodite stages of the genus Calanus. Species determination was carried out genetically using insertion/deletion markers. In addition, during the reproductive season (Jan-May), weekly samples of the upper 50 meters of the water column targeting nauplii and 5 depth intervals targeting copepodites were collected. Nauplii samples were sorted into two groups (NI-NIII and NIV-NVI), and species were genetically identified. Specimens from stage CIV to adults from each depth interval of copepodite sampling were photographed in order to generate a supporting timeline of visual traits, including gonad maturation stage, presence of stomach content, and total lipid content. The most abundant species were Calanus finmarchicus and Calanus glacialis, followed by Calanus hyperboreus. These species were present in the water column throughout the year, whereas Calanus helgolandicus, the least abundant species, was only present during the summer and autumn period. Each species showed distinct temporal niches, with Calanus finmarchicus occupying the upper 50 meters longer than any of the other species. Calanus hyperboreus dominates in abundance early in the spring but are outnumbered by Calanus glacialis and Calanus finmarchicus after spring bloom sets in. In Skjerstad fjord, Calanus hyperboreus is a clear capital breeder with a long period of nauplii presence before the spring bloom. Calanus glacialis and Calanus finmarchicus both utilize income breeding, with Calanus glacialis developing to the larger nauplii stages quicker than Calanus finmarchicus, but also having a shorter reproduction period. Indeed, the “traditional Arctic” species Calanus hyperboreus and Calanus glacialis appear to end their reproduction period earlier than the North Atlantic Calanus finmarchicus.

Keywords: calanus, depth distribution, reproduction, stage composition, temporal niches

Procedia PDF Downloads 143

Authors: B. Ladghem Chikouche

Abstract:

The influence of slot wedges permeability on the electromagnetic performance of three-phase permanent magnet synchronous machine is investigated in this paper. It is shown that the back-EMF waveform, electromagnetic torque and electromagnetic torque ripple are all significantly affected by slot wedges permeability. The paper presents an accurate analytical subdomain model and confirmed by finite-element analyses.

Keywords: exact analytical calculation, finite-element method, magnetic field distribution, permanent magnet machines performance, stator slot wedges permeability

Procedia PDF Downloads 315

Authors: Abdesselem Dakhli, Wajdi Bellil, Chokri Ben Amar

Abstract:

DNA Barcode, a short mitochondrial DNA fragment, made up of three subunits; a phosphate group, sugar and nucleic bases (A, T, C, and G). They provide good sources of information needed to classify living species. Such intuition has been confirmed by many experimental results. Species classification with DNA Barcode sequences has been studied by several researchers. The classification problem assigns unknown species to known ones by analyzing their Barcode. This task has to be supported with reliable methods and algorithms. To analyze species regions or entire genomes, it becomes necessary to use similarity sequence methods. A large set of sequences can be simultaneously compared using Multiple Sequence Alignment which is known to be NP-complete. To make this type of analysis feasible, heuristics, like progressive alignment, have been developed. Another tool for similarity search against a database of sequences is BLAST, which outputs shorter regions of high similarity between a query sequence and matched sequences in the database. However, all these methods are still computationally very expensive and require significant computational infrastructure. Our goal is to build predictive models that are highly accurate and interpretable. This method permits to avoid the complex problem of form and structure in different classes of organisms. On empirical data and their classification performances are compared with other methods. Our system consists of three phases. The first is called transformation, which is composed of three steps; Electron-Ion Interaction Pseudopotential (EIIP) for the codification of DNA Barcodes, Fourier Transform and Power Spectrum Signal Processing. The second is called approximation, which is empowered by the use of Multi Llibrary Wavelet Neural Networks (MLWNN).The third is called the classification of DNA Barcodes, which is realized by applying the algorithm of hierarchical classification.

Keywords: DNA barcode, electron-ion interaction pseudopotential, Multi Library Wavelet Neural Networks (MLWNN)

Procedia PDF Downloads 303