Search results for: conditional proportional reversed hazard rate model
Commenced in January 2007
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Edition: International
Paper Count: 24061

Search results for: conditional proportional reversed hazard rate model

23851 Financial Markets Integration between Morocco and France: Implications on International Portfolio Diversification

Authors: Abdelmounaim Lahrech, Hajar Bousfiha

Abstract:

This paper examines equity market integration between Morocco and France and its consequent implications on international portfolio diversification. In the absence of stock market linkages, Morocco can act as a diversification destination to European investors, allowing higher returns at a comparable level of risk in developed markets. In contrast, this attractiveness is limited if both financial markets show significant linkage. The research empirically measures financial market’s integration in by capturing the conditional correlation between the two markets using the Generalized Autoregressive Conditionally Heteroscedastic (GARCH) model. Then, the research uses the Dynamic Conditional Correlation (DCC) model of Engle (2002) to track the correlations. The research findings show that there is no important increase over the years in the correlation between the Moroccan and the French equity markets, even though France is considered Morocco’s first trading partner. Failing to prove evidence of the stock index linkage between the two countries, the volatility series of each market were assumed to change over time separately. Yet, the study reveals that despite the important historical and economic linkages between Morocco and France, there is no evidence that equity markets follow. The small correlations and their stationarity over time show that over the 10 years studied, correlations were fluctuating around a stable mean with no significant change at their level. Different explanations can be attributed to the absence of market linkage between the two equity markets.

Keywords: equity market linkage, DCC GARCH, international portfolio diversification, Morocco, France

Procedia PDF Downloads 442
23850 Comparison Between PID and PD Controllers for 4 Cable-Based Robots

Authors: Fouad Inel, Lakhdar Khochemane

Abstract:

This article presents a comparative response specification performance between two controllers of three and four cable based robots for various applications. The main objective of this work is: the first is to use the direct and inverse geometric model to study and simulate the end effector position of the robot with three and four cables. A graphical user interface has been implemented in order to visualizing the position of the robot. Secondly, we present the determination of static and dynamic tensions and lengths of cables required to flow different trajectories. At the end, we study the response of our systems in closed loop with a Proportional-IntegratedDerivative (PID) and Proportional-Integrated (PD) controllers then this last are compared the results of the same examples using MATLAB/Simulink; we found that the PID method gives the better performance, such as rapidly speed response, settling time, compared to PD controller.

Keywords: dynamic modeling, geometric modeling, graphical user interface, open loop, parallel cable-based robots, PID/PD controllers

Procedia PDF Downloads 422
23849 Effects of Aromatase Inhibitor on Morphology and Body Shape in Sex-Reversal Chicken: Gimmizah Strain

Authors: Hatem Ashur Masoud Shreha

Abstract:

Aromatase inhibitors administered before sexual differentiation of the gonads in chicken embryo can induce sex reversal in female layer chickens (phenotypic male). To analyze the process of sex reversal, we have followed for several months the changes induced by Fadrozole, a nonsteroidal aromatase inhibitor on morphology of female sex-reversed and female sex-reversed supplemented with L-tyrosine which was previously shown to stimulate release of Gn Rh. Fadrozole (1mg/egg) was injected into eggs on day four of incubation before sex differentiation. phenotypic males and phenotypic males treated with L-tyrosine and males hatched from eggs injected Fadrozole were sacrificed by slaughtering at 16 weeks old and the remaining chicks were sacrificed at 28 weeks old. Both sexes from control chickens were sacrificed at the same age (16 &28 weeks). Hatchability, behavior, body weight, shank length, comb weight, testes weight, blood cells count and wattle weight of sex reversal were tested at 16 and 28 weeks. The results showed that body weight, comb weight, wattles weight and shank length of sex-reversed females were significantly different from control female. Behavior of phenotypic males and phenotypic males fed on L-tyrosine showed aggressive sexual behavior like that of control males and absence of laying behavior. In conclusion our results confirm that Fadrazole injection in eggs before sex differentiation produce a male behavior and morphological index of male in female chicken.

Keywords: sex-reversal, fadrozole, phenotypic male, L-tyrosine

Procedia PDF Downloads 452
23848 Examining Macroeconomics Determinants of Inflation Rate in Somalia

Authors: Farhia Hassan Mohamed

Abstract:

This study examined the macroeconomic factors that affect the inflation Rate in Somalia using quarterly time series data from 1991q1 to 2017q4 retired from World Development Indicators and SESRIC. It employed the vector error correction model (VECM) and Granger Causality method to measure the long-run and short-run causality of the GDP, inflation exchange rate, and unemployment. The study confirmed that there is one cointegration equation between GDP, exchange rate, inflation, and unemployment in Somalia. However, the VECM model's result indicates a long-run relationship among variables. The VEC Granger causality/Block Exogeneity Wald test result confirmed that all covariates are statistically significant at 5% and are Granger's cause of inflation in the short term. Finally, the impulse response result showed that inflation responds negatively to the shocks from the exchange rate and unemployment rate and positively to GDP and itself. Drawing from the empirical findings, the study makes several policy recommendations for both the monetary and Government sides.

Keywords: CPI, OP, exchange rate, inflation ADF, Johansen, PP, VECM, impulse, ECT

Procedia PDF Downloads 49
23847 Calibration and Validation of ArcSWAT Model for Estimation of Surface Runoff and Sediment Yield from Dhangaon Watershed

Authors: M. P. Tripathi, Priti Tiwari

Abstract:

Soil and Water Assessment Tool (SWAT) is a distributed parameter continuous time model and was tested on daily and fortnightly basis for a small agricultural watershed (Dhangaon) of Chhattisgarh state in India. The SWAT model recently interfaced with ArcGIS and called as ArcSWAT. The watershed and sub-watershed boundaries, drainage networks, slope and texture maps were generated in the environment of ArcGIS of ArcSWAT. Supervised classification method was used for land use/cover classification from satellite imageries of the years 2009 and 2012. Manning's roughness coefficient 'n' for overland flow and channel flow and Fraction of Field Capacity (FFC) were calibrated for monsoon season of the years 2009 and 2010. The model was validated on a daily basis for the years 2011 and 2012 by using the observed daily rainfall and temperature data. Calibration and validation results revealed that the model was predicting the daily surface runoff and sediment yield satisfactorily. Sensitivity analysis showed that the annual sediment yield was inversely proportional to the overland and channel 'n' values whereas; annual runoff and sediment yields were directly proportional to the FFC. The model was also tested (calibrated and validated) for the fortnightly runoff and sediment yield for the year 2009-10 and 2011-12, respectively. Simulated values of fortnightly runoff and sediment yield for the calibration and validation years compared well with their observed counterparts. The calibration and validation results revealed that the ArcSWAT model could be used for identification of critical sub-watershed and for developing management scenarios for the Dhangaon watershed. Further, the model should be tested for simulating the surface runoff and sediment yield using generated rainfall and temperature before applying it for developing the management scenario for the critical or priority sub-watersheds.

Keywords: watershed, hydrologic and water quality, ArcSWAT model, remote sensing, GIS, runoff and sediment yield

Procedia PDF Downloads 381
23846 Iterative Panel RC Extraction for Capacitive Touchscreen

Authors: Chae Hoon Park, Jong Kang Park, Jong Tae Kim

Abstract:

Electrical characteristics of capacitive touchscreen need to be accurately analyzed to result in better performance for multi-channel capacitance sensing. In this paper, we extracted the panel resistances and capacitances of the touchscreen by comparing measurement data and model data. By employing a lumped RC model for driver-to-receiver paths in touchscreen, we estimated resistance and capacitance values according to the physical lengths of channel paths which are proportional to the RC model. As a result, we obtained the model having 95.54% accuracy of the measurement data.

Keywords: electrical characteristics of capacitive touchscreen, iterative extraction, lumped RC model, physical lengths of channel paths

Procedia PDF Downloads 335
23845 Control of an SIR Model for Basic Reproduction Number Regulation

Authors: Enrique Barbieri

Abstract:

The basic disease-spread model described by three states denoting the susceptible (S), infectious (I), and removed (recovered and deceased) (R) sub-groups of the total population N, or SIR model, has been considered. Heuristic mitigating action profiles of the pharmaceutical and non-pharmaceutical types may be developed in a control design setting for the purpose of reducing the transmission rate or improving the recovery rate parameters in the model. Even though the transmission and recovery rates are not control inputs in the traditional sense, a linear observer and feedback controller can be tuned to generate an asymptotic estimate of the transmission rate for a linearized, discrete-time version of the SIR model. Then, a set of mitigating actions is suggested to steer the basic reproduction number toward unity, in which case the disease does not spread, and the infected population state does not suffer from multiple waves. The special case of piecewise constant transmission rate is described and applied to a seventh-order SEIQRDP model, which segments the population into four additional states. The offline simulations in discrete time may be used to produce heuristic policies implemented by public health and government organizations.

Keywords: control of SIR, observer, SEIQRDP, disease spread

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23844 Fecundity and Egg Laying in Helicoverpa armigera (Hübner) (Lepidoptera: Noctuidae): Model Development and Field Validation

Authors: Muhammad Noor Ul Ane, Dong-Soon Kim, Myron P. Zalucki

Abstract:

Models can be useful to help understand population dynamics of insects under diverse environmental conditions and in developing strategies to manage pest species better. Adult longevity and fecundity of Helicoverpa armigera (Hübner) were evaluated against a wide range of constant temperatures (15, 20, 25, 30, 35 and 37.5ᵒC). The modified Sharpe and DeMichele model described adult aging rate and was used to estimate adult physiological age. Maximum fecundity of H. armigera was 973 egg/female at 25ᵒC decreasing to 72 eggs/female at 37.5ᵒC. The relationship between adult fecundity and temperature was well described by an extreme value function. Age-specific cumulative oviposition rate and age-specific survival rate were well described by a two-parameter Weibull function and sigmoid function, respectively. An oviposition model was developed using three temperature-dependent components: total fecundity, age-specific oviposition rate, and age-specific survival rate. The oviposition model was validated against independent field data and described the field occurrence pattern of egg population of H. armigera very well. Our model should be a useful component for population modeling of H. armigera and can be independently used for the timing of sprays in management programs of this key pest species.

Keywords: cotton bollworm, life table, temperature-dependent adult development, temperature-dependent fecundity

Procedia PDF Downloads 153
23843 Verification of a Simple Model for Rolling Isolation System Response

Authors: Aarthi Sridhar, Henri Gavin, Karah Kelly

Abstract:

Rolling Isolation Systems (RISs) are simple and effective means to mitigate earthquake hazards to equipment in critical and precious facilities, such as hospitals, network collocation facilities, supercomputer centers, and museums. The RIS works by isolating components acceleration the inertial forces felt by the subsystem. The RIS consists of two platforms with counter-facing concave surfaces (dishes) in each corner. Steel balls lie inside the dishes and allow the relative motion between the top and bottom platform. Formerly, a mathematical model for the dynamics of RISs was developed using Lagrange’s equations (LE) and experimentally validated. A new mathematical model was developed using Gauss’s Principle of Least Constraint (GPLC) and verified by comparing impulse response trajectories of the GPLC model and the LE model in terms of the peak displacements and accelerations of the top platform. Mathematical models for the RIS are tedious to derive because of the non-holonomic rolling constraints imposed on the system. However, using Gauss’s Principle of Least constraint to find the equations of motion removes some of the obscurity and yields a system that can be easily extended. Though the GPLC model requires more state variables, the equations of motion are far simpler. The non-holonomic constraint is enforced in terms of accelerations and therefore requires additional constraint stabilization methods in order to avoid the possibility that numerical integration methods can cause the system to go unstable. The GPLC model allows the incorporation of more physical aspects related to the RIS, such as contribution of the vertical velocity of the platform to the kinetic energy and the mass of the balls. This mathematical model for the RIS is a tool to predict the motion of the isolation platform. The ability to statistically quantify the expected responses of the RIS is critical in the implementation of earthquake hazard mitigation.

Keywords: earthquake hazard mitigation, earthquake isolation, Gauss’s Principle of Least Constraint, nonlinear dynamics, rolling isolation system

Procedia PDF Downloads 252
23842 Comparison Performance between PID and PD Controllers for 3 and 4 Cable-Based Robots

Authors: Fouad. Inel, Lakhdar. Khochemane

Abstract:

This article presents a comparative response specification performance between two controllers of three and four cable based robots for various applications. The main objective of this work is: The first is to use the direct and inverse geometric model to study and simulate the end effector position of the robot with three and four cables. A graphical user interface has been implemented in order to visualizing the position of the robot. Secondly, we present the determination of static and dynamic tensions and lengths of cables required to flow different trajectories. At the end, we study the response of our systems in closed loop with a Proportional-Integrated Derivative (PID) and Proportional-Integrated (PD) controllers then this last are compared the results of the same examples using MATLAB/Simulink; we found that the PID method gives the better performance, such as rapidly speed response, settling time, compared to PD controller.

Keywords: parallel cable-based robots, geometric modeling, dynamic modeling, graphical user interface, open loop, PID/PD controllers

Procedia PDF Downloads 451
23841 Measurement of Radon Exhalation Rate, Natural Radioactivity, and Radiation Hazard Assessment in Soil Samples from the Surrounding Area of Kasimpur Thermal Power Plant Kasimpur (U. P.), India

Authors: Anil Sharma, Ajay Kumar Mahur, R. G. Sonkawade, A. C. Sharma, R. Prasad

Abstract:

In coal fired thermal power stations, large amount of fly ash is produced after burning of coal. Fly ash is spread and distributed in the surrounding area by air and may be deposited on the soil of the region surrounding the power plant. Coal contains increased levels of these radionuclides and fly ash may increase the radioactivity in the soil around the power plant. Radon atoms entering into the pore space from the mineral grain are transported by diffusion and advection through this space until they in turn decay or are released into the atmosphere. In the present study, Soil samples were collected from the region around a Kasimpur Thermal Power Plant, Kasimpur, Aligarh (U.P.). Radon activity, radon surface exhalation and mass exhalation rates were measured using “sealed can technique” using LR 115-type II nuclear track detectors. Radon activities vary from 92.9 to 556.8 Bq m-3 with mean value of 279.8 Bq m-3. Surface exhalation rates (EX) in these samples are found to vary from 33.4 to 200.2 mBq m-2 h-1 with an average value of 100.5 mBq m-2 h-1 whereas, Mass exhalation rates (EM) vary from 1.2 to 7.7 mBq kg-1 h-1 with an average value of 3.8 mBq kg-1 h-1. Activity concentrations of radionuclides were measured in these samples by using a low level NaI (Tl) based gamma ray spectrometer. Activity concentrations of 226Ra 232Th and 40K vary from 12 to 49 Bq kg-1, 24 to 49 Bq kg-1 and 135 to 546 Bq kg-1 with overall mean values of 30.3 Bq kg-1, 38.5 Bq kg-1 and 317.8 Bq kg-1, respectively. Radium equivalent activity has been found to vary from 80.0 to 143.7 Bq kg-1 with an average value of 109.7 Bq kg-1. Absorbed dose rate varies from 36.1 to 66.4 nGy h-1 with an average value of 50.4 nGy h-1 and corresponding outdoor annual effective dose varies from 0.044 to 0.081 mSv with an average value of 0.061 mSv. Values of external and internal hazard index Hex, Hin in this study vary from 0.21 to 0.38 and 0.27 to 0.50 with an average value of 0.29 and 0.37, Respectively. The results will be discussed in light of various factors.

Keywords: natural radioactivity, radium equivalent activity, absorbed dose rate, gamma ray spectroscopy

Procedia PDF Downloads 363
23840 The Use of Authentic Videos to Change Learners’ Negative Attitudes and Perceptions toward Grammar Learning

Authors: Khaldi Youcef

Abstract:

This investigation seeks to inquire into the effectiveness of using authentic videos for grammar teaching purposes. In this investigation, an English animated situation, Hercules, was used as a type of authentic multimedia to teach a particular grammatical structure, namely conditional sentences. This study also aims at investigating the EFL learners’ attitudes toward grammar learning after being exposed to such an authentic video. To reach that purpose, 56 EFL learners were required ultimately to respond to a questionnaire with an aim to reveal their attitudes towards grammar as a language entity and as a subject for being learned. Then, as a second stage of the investigation, the EFL learners were divided into a control group and an experimental group with 28 learners in each. The first group was taught grammar -conditional sentences- using a deductive-inductive approach, while the second group was exposed to an authentic video to learn conditional sentences. There was a post-lesson stage that included a questionnaire to be answered by learners of each group. The aim of this stage is to capture any change in learners' attitudes shown in the pre-lesson questionnaire. The findings of the first stage revealed learners' negative attitudes towards grammar learning. And the third stage results showed the effectiveness of authentic videos in entirely turning learners' attitudes toward grammar learning to be significantly positive. Also, the utility of authentic videos in highly motivating EFL learners can be deduced. The findings of this survey asserted the need for incorporation and integration of authentic videos in EFL classrooms as they resulted in rising effectively learners’ awareness of grammar and looking at it from a communicative perspective.

Keywords: multimedia, authentic videos, negative attitudes, grammar learning, EFL learners

Procedia PDF Downloads 100
23839 Risk of Androgen Deprivation Therapy-Induced Metabolic Syndrome-Related Complications for Prostate Cancer in Taiwan

Authors: Olivia Rachel Hwang, Yu-Hsuan Joni Shao

Abstract:

Androgen Deprivation Therapy (ADT) has been a primary treatment for patients with advanced prostate cancer. However, it is associated with numerous adverse effects related to Metabolic Syndrome (MetS), including hypertension, diabetes, hyperlipidaemia, heart diseases and ischemic strokes. However, complications associated with ADT for prostate cancer in Taiwan is not well documented. The purpose of this study is to utilize the data from NHIRD (National Health Insurance Research Database) to examine the trajectory changes of MetS-related complications in men receiving ADT. The risks of developing complications after the treatment were analyzed with multivariate Cox regression model. Covariates including in the model were the complications before the diagnosis of prostate cancer, the age, and the year at cancer diagnosis. A total number of 17268 patients from 1997-2013 were included in this study. The exclusion criteria were patients with any other types of cancer or with the existing MetS-related complications. Changes in MetS-related complications were observed among two treatment groups: 1) ADT (n=9042), and 2) non-ADT (n=8226). The ADT group appeared to have an increased risk in hypertension (hazard ratio 1.08, 95% confidence interval 1.03-1.13, P = 0.001) and hyperlipidemia (hazard ratio 1.09, 95% confidence interval 1.01-1.17, P = 0.02) when compared with non-ADT group in the multivariate Cox regression analyses. In the risk of diabetes, heart diseases, and ischemic strokes, ADT group appeared to have an increased but not significant hazard ratio. In conclusion, ADT was associated with an increased risk in hypertension and hyperlipidemia in prostate cancer patients in Taiwan. The risk of hypertension and hyperlipidemia should be considered while deciding on ADT, especially those with the known history of hypertension and hyperlipidemia.

Keywords: androgen deprivation therapy, ADT, complications, metabolic syndrome, MetS, prostate cancer

Procedia PDF Downloads 289
23838 Assessing the Survival Time of Hospitalized Patients in Eastern Ethiopia During 2019–2020 Using the Bayesian Approach: A Retrospective Cohort Study

Authors: Chalachew Gashu, Yoseph Kassa, Habtamu Geremew, Mengestie Mulugeta

Abstract:

Background and Aims: Severe acute malnutrition remains a significant health challenge, particularly in low‐ and middle‐income countries. The aim of this study was to determine the survival time of under‐five children with severe acute malnutrition. Methods: A retrospective cohort study was conducted at a hospital, focusing on under‐five children with severe acute malnutrition. The study included 322 inpatients admitted to the Chiro hospital in Chiro, Ethiopia, between September 2019 and August 2020, whose data was obtained from medical records. Survival functions were analyzed using Kaplan‒Meier plots and log‐rank tests. The survival time of severe acute malnutrition was further analyzed using the Cox proportional hazards model and Bayesian parametric survival models, employing integrated nested Laplace approximation methods. Results: Among the 322 patients, 118 (36.6%) died as a result of severe acute malnutrition. The estimated median survival time for inpatients was found to be 2 weeks. Model selection criteria favored the Bayesian Weibull accelerated failure time model, which demonstrated that age, body temperature, pulse rate, nasogastric (NG) tube usage, hypoglycemia, anemia, diarrhea, dehydration, malaria, and pneumonia significantly influenced the survival time of severe acute malnutrition. Conclusions: This study revealed that children below 24 months, those with altered body temperature and pulse rate, NG tube usage, hypoglycemia, and comorbidities such as anemia, diarrhea, dehydration, malaria, and pneumonia had a shorter survival time when affected by severe acute malnutrition under the age of five. To reduce the death rate of children under 5 years of age, it is necessary to design community management for acute malnutrition to ensure early detection and improve access to and coverage for children who are malnourished.

Keywords: Bayesian analysis, severe acute malnutrition, survival data analysis, survival time

Procedia PDF Downloads 53
23837 Design, Construction and Characterization of a 3He Proportional Counter for Detecting Thermal Neutron

Authors: M. Fares, S. Mameri, I. Abdlani, K. Negara

Abstract:

Neutron detectors in general, proportional counters gas filling based isotope 3He in particular are going to be essential for monitoring and control of certain nuclear facilities, monitoring of experimentation around neutron beams and channels nuclear research reactors, radiation protection instruments and other tools multifaceted exploration and testing of materials, etc. This work consists of a measurement campaign features two Proportional Counters 3He (3He: LND252/USA CP, CP prototype: 3He LND/DDM). This is to make a comparison study of a CP 3He LND252/USA reference one hand, and in the context of routine periodic monitoring of the characteristics of the detectors for controlling the operation especially for laboratory prototypes. In this paper, we have described the different characteristics of the detectors and the experimental protocols used. Tables of measures have been developed and the different curves were plotted. The experimental campaign at stake: 2 PC 3He were thus characterized: Their characteristics (sensitivity, energy pulse height distribution spectra, gas amplification etc.) Were identified: 01 PC 3He 1'' Type: prototype DEDIN/DDM, 01 PC 3He 1'' Type: LND252/USA.

Keywords: PC 3He, sensitivity, pulse height distribution spectra, gas amplification

Procedia PDF Downloads 444
23836 Effect of Environmental Changes in Working Heart Rate among Industrial Workers: An Ergonomic Interpretation

Authors: P. Mukhopadhyay, N. C. Dey

Abstract:

Occupational health hazard is a very common term in every emerging country. Along with the unorganized sector, most organized sectors including government industries are suffering from this affliction. In addition to workload, the seasonal changes also have some impacts on working environment. With this focus in mind, one hundred male industrial workers, who are directly involved to the task of Periodic Overhauling (POH) in a fabricating workshop in the public domain are selected for this research work. They have been studied during work periods throughout different seasons in a year. For each and every season, the participants working heart rate (WHR) is measured and compared with the standards given by different national and internationally recognized agencies i.e., World Health Organization (WHO) and American Conference of Governmental Industrial Hygienists (ACGIH) etc. The different environmental parameters i.e. dry bulb temperature (DBT), wet bulb temperature (WBT), globe temperature (GT), natural wet bulb temperature (NWB), relative humidity (RH), wet bulb globe temperature (WBGT), air velocity (AV), effective temperature (ET) are recorded throughout the seasons to critically observe the effect of seasonal changes on the WHR of the workers. The effect of changes in environment to the WHR of the workers is very much surprising. It is found that the percentages of workers who belong to the ‘very heavy’ workload category are 83.33%, 66.66% and 16.66% in the summer, rainy and winter seasons, respectively. Ongoing undertaking of this type of job profile forces the worker towards occupational disorders causing absenteeism. This occurrence results in lower production rates, and on the other hand, costs due to medical claims also weaken the industry’s economic condition. In this circumstance, the authors are trying to focus on some remedial measures from the ergonomic angle by proposing a new work/ rest regimen and introducing engineering controls along with management controls which may help the worker, and consequently, the management also.

Keywords: workload, working heart rate, occupational health hazard, industrial worker

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23835 Financial Centers and BRICS Stock Markets: The Effect of the Recent Crises

Authors: Marco Barassi, Nicola Spagnolo

Abstract:

This paper uses a DCC-GARCH model framework to examine mean and volatility spillovers (i.e. causality in mean and variance) dynamics between financial centers and the stock market indexes of the BRICS countries. In addition, tests for changes in the transmission mechanism are carried out by first testing for structural breaks and then setting a dummy variable to control for the 2008 financial crises. We use weekly data for nine countries, four financial centers (Germany, Japan, UK and USA) and the five BRICS countries (Brazil, Russia, India, China and South Africa). Furthermore, we control for monetary policy using domestic interest rates (90-day Treasury Bill interest rate) over the period 03/1/1990 - 04/2/2014, for a total of 1204 observations. Results show that the 2008 financial crises changed the causality dynamics for most of the countries considered. The same pattern can also be observed in conditional correlation showing a shift upward following the turbulence associated to the 2008 crises. The magnitude of these effects suggests a leading role played by the financial centers in effecting Brazil and South Africa, whereas Russia, India and China show a higher degree of resilience.

Keywords: financial crises, DCC-GARCH model, volatility spillovers, economics

Procedia PDF Downloads 358
23834 Cognitive Characteristics of Industrial Workers in Fuzzy Risk Assessment

Authors: Hyeon-Kyo Lim, Sang-Hun Byun

Abstract:

Risk assessment is carried out in most industrial plants for accident prevention, but there exists insufficient data for statistical decision making. It is commonly said that risk can be expressed as a product of consequence and likelihood of a corresponding hazard factor. Eventually, therefore, risk assessment involves human decision making which cannot be objective per se. This study was carried out to comprehend perceptive characteristics of human beings in industrial plants. Subjects were shown a set of illustrations describing scenes of industrial plants, and were asked to assess the risk of each scene with not only linguistic variables but also numeric scores in the aspect of consequence and likelihood. After that, their responses were formulated as fuzzy membership functions, and compared with those of university students who had no experience of industrial works. The results showed that risk level of industrial workers were lower than those of any other groups, which implied that the workers might generally have a tendency to neglect more hazard factors in their work fields.

Keywords: fuzzy, hazard, linguistic variable, risk assessment

Procedia PDF Downloads 255
23833 Geospatial Multi-Criteria Evaluation to Predict Landslide Hazard Potential in the Catchment of Lake Naivasha, Kenya

Authors: Abdel Rahman Khider Hassan

Abstract:

This paper describes a multi-criteria geospatial model for prediction of landslide hazard zonation (LHZ) for Lake Naivasha catchment (Kenya), based on spatial analysis of integrated datasets of location intrinsic parameters (slope stability factors) and external landslides triggering factors (natural and man-made factors). The intrinsic dataset included: lithology, geometry of slope (slope inclination, aspect, elevation, and curvature) and land use/land cover. The landslides triggering factors included: rainfall as the climatic factor, in addition to the destructive effects reflected by proximity of roads and drainage network to areas that are susceptible to landslides. No published study on landslides has been obtained for this area. Thus, digital datasets of the above spatial parameters were conveniently acquired, stored, manipulated and analyzed in a Geographical Information System (GIS) using a multi-criteria grid overlay technique (in ArcGIS 10.2.2 environment). Deduction of landslide hazard zonation is done by applying weights based on relative contribution of each parameter to the slope instability, and finally, the weighted parameters grids were overlaid together to generate a map of the potential landslide hazard zonation (LHZ) for the lake catchment. From the total surface of 3200 km² of the lake catchment, most of the region (78.7 %; 2518.4 km²) is susceptible to moderate landslide hazards, whilst about 13% (416 km²) is occurring under high hazards. Only 1.0% (32 km²) of the catchment is displaying very high landslide hazards, and the remaining area (7.3 %; 233.6 km²) displays low probability of landslide hazards. This result confirms the importance of steep slope angles, lithology, vegetation land cover and slope orientation (aspect) as the major determining factors of slope failures. The information provided by the produced map of landslide hazard zonation (LHZ) could lay the basis for decision making as well as mitigation and applications in avoiding potential losses caused by landslides in the Lake Naivasha catchment in the Kenya Highlands.

Keywords: decision making, geospatial, landslide, multi-criteria, Naivasha

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23832 Hybrid GA-PSO Based Pitch Controller Design for Aircraft Control System

Authors: Vaibhav Singh Rajput, Ravi Kumar Jatoth, Nagu Bhookya, Bhasker Boda

Abstract:

In this paper proportional, integral, derivative (PID) controller is used to control the pitch angle of the aircraft when the elevation angle is changed or modified. The pitch angle is dependent on elevation angle; a change in one corresponds to a change in the other. The PID controller helps in restricted change of pitch rate in response to the elevation angle. The PID controller is dependent on different parameters like Kp, Ki, Kd which change the pitch rate as they change. Various methodologies are used for changing those parameters for getting a perfect time response pitch angle, as desired or wished by a concerned person. While reckoning the values of those parameters, trial and guessing may prove to be futile in order to provide comfort to passengers. So, using some metaheuristic techniques can be useful in handling these errors. Hybrid GA-PSO is one such powerful algorithm which can improve transient and steady state response and can give us more reliable results for PID gain scheduling problem.

Keywords: pitch rate, elevation angle, PID controller, genetic algorithm, particle swarm optimization, phugoid

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23831 Residual Analysis and Ground Motion Prediction Equation Ranking Metrics for Western Balkan Strong Motion Database

Authors: Manuela Villani, Anila Xhahysa, Christopher Brooks, Marco Pagani

Abstract:

The geological structure of Western Balkans is strongly affected by the collision between Adria microplate and the southwestern Euroasia margin, resulting in a considerably active seismic region. The Harmonization of Seismic Hazard Maps in the Western Balkan Countries Project (BSHAP) (2007-2011, 2012-2015) by NATO supported the preparation of new seismic hazard maps of the Western Balkan, but when inspecting the seismic hazard models produced later by these countries on a national scale, significant differences in design PGA values are observed in the border, for instance, North Albania-Montenegro, South Albania- Greece, etc. Considering the fact that the catalogues were unified and seismic sources were defined within BSHAP framework, obviously, the differences arise from the Ground Motion Prediction Equations selection, which are generally the component with highest impact on the seismic hazard assessment. At the time of the project, a modest database was present, namely 672 three-component records, whereas nowadays, this strong motion database has increased considerably up to 20,939 records with Mw ranging in the interval 3.7-7 and epicentral distance distribution from 0.47km to 490km. Statistical analysis of the strong motion database showed the lack of recordings in the moderate-to-large magnitude and short distance ranges; therefore, there is need to re-evaluate the Ground Motion Prediction Equation in light of the recently updated database and the new generations of GMMs. In some cases, it was observed that some events were more extensively documented in one database than the other, like the 1979 Montenegro earthquake, with a considerably larger number of records in the BSHAP Analogue SM database when compared to ESM23. Therefore, the strong motion flat-file provided from the Harmonization of Seismic Hazard Maps in the Western Balkan Countries Project was merged with the ESM23 database for the polygon studied in this project. After performing the preliminary residual analysis, the candidate GMPE-s were identified. This process was done using the GMPE performance metrics available within the SMT in the OpenQuake Platform. The Likelihood Model and Euclidean Distance Based Ranking (EDR) were used. Finally, for this study, a GMPE logic tree was selected and following the selection of candidate GMPEs, model weights were assigned using the average sample log-likelihood approach of Scherbaum.

Keywords: residual analysis, GMPE, western balkan, strong motion, openquake

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23830 Bayesian Estimation of Hierarchical Models for Genotypic Differentiation of Arabidopsis thaliana

Authors: Gautier Viaud, Paul-Henry Cournède

Abstract:

Plant growth models have been used extensively for the prediction of the phenotypic performance of plants. However, they remain most often calibrated for a given genotype and therefore do not take into account genotype by environment interactions. One way of achieving such an objective is to consider Bayesian hierarchical models. Three levels can be identified in such models: The first level describes how a given growth model describes the phenotype of the plant as a function of individual parameters, the second level describes how these individual parameters are distributed within a plant population, the third level corresponds to the attribution of priors on population parameters. Thanks to the Bayesian framework, choosing appropriate priors for the population parameters permits to derive analytical expressions for the full conditional distributions of these population parameters. As plant growth models are of a nonlinear nature, individual parameters cannot be sampled explicitly, and a Metropolis step must be performed. This allows for the use of a hybrid Gibbs--Metropolis sampler. A generic approach was devised for the implementation of both general state space models and estimation algorithms within a programming platform. It was designed using the Julia language, which combines an elegant syntax, metaprogramming capabilities and exhibits high efficiency. Results were obtained for Arabidopsis thaliana on both simulated and real data. An organ-scale Greenlab model for the latter is thus presented, where the surface areas of each individual leaf can be simulated. It is assumed that the error made on the measurement of leaf areas is proportional to the leaf area itself; multiplicative normal noises for the observations are therefore used. Real data were obtained via image analysis of zenithal images of Arabidopsis thaliana over a period of 21 days using a two-step segmentation and tracking algorithm which notably takes advantage of the Arabidopsis thaliana phyllotaxy. Since the model formulation is rather flexible, there is no need that the data for a single individual be available at all times, nor that the times at which data is available be the same for all the different individuals. This allows to discard data from image analysis when it is not considered reliable enough, thereby providing low-biased data in large quantity for leaf areas. The proposed model precisely reproduces the dynamics of Arabidopsis thaliana’s growth while accounting for the variability between genotypes. In addition to the estimation of the population parameters, the level of variability is an interesting indicator of the genotypic stability of model parameters. A promising perspective is to test whether some of the latter should be considered as fixed effects.

Keywords: bayesian, genotypic differentiation, hierarchical models, plant growth models

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23829 Investigations on the Application of Avalanche Simulations: A Survey Conducted among Avalanche Experts

Authors: Korbinian Schmidtner, Rudolf Sailer, Perry Bartelt, Wolfgang Fellin, Jan-Thomas Fischer, Matthias Granig

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This study focuses on the evaluation of snow avalanche simulations, based on a survey that has been carried out among avalanche experts. In the last decades, the application of avalanche simulation tools has gained recognition within the realm of hazard management. Traditionally, avalanche runout models were used to predict extreme avalanche runout and prepare avalanche maps. This has changed rather dramatically with the application of numerical models. For safety regulations such as road safety simulation tools are now being coupled with real-time meteorological measurements to predict frequent avalanche hazard. That places new demands on model accuracy and requires the simulation of physical processes that previously could be ignored. These simulation tools are based on a deterministic description of the avalanche movement allowing to predict certain quantities (e.g. pressure, velocities, flow heights, runout lengths etc.) of the avalanche flow. Because of the highly variable regimes of the flowing snow, no uniform rheological law describing the motion of an avalanche is known. Therefore, analogies to fluid dynamical laws of other materials are stated. To transfer these constitutional laws to snow flows, certain assumptions and adjustments have to be imposed. Besides these limitations, there exist high uncertainties regarding the initial and boundary conditions. Further challenges arise when implementing the underlying flow model equations into an algorithm executable by a computer. This implementation is constrained by the choice of adequate numerical methods and their computational feasibility. Hence, the model development is compelled to introduce further simplifications and the related uncertainties. In the light of these issues many questions arise on avalanche simulations, on their assets and drawbacks, on potentials for improvements as well as their application in practice. To address these questions a survey among experts in the field of avalanche science (e.g. researchers, practitioners, engineers) from various countries has been conducted. In the questionnaire, special attention is drawn on the expert’s opinion regarding the influence of certain variables on the simulation result, their uncertainty and the reliability of the results. Furthermore, it was tested to which degree a simulation result influences the decision making for a hazard assessment. A discrepancy could be found between a large uncertainty of the simulation input parameters as compared to a relatively high reliability of the results. This contradiction can be explained taking into account how the experts employ the simulations. The credibility of the simulations is the result of a rather thoroughly simulation study, where different assumptions are tested, comparing the results of different flow models along with the use of supplemental data such as chronicles, field observation, silent witnesses i.a. which are regarded as essential for the hazard assessment and for sanctioning simulation results. As the importance of avalanche simulations grows within the hazard management along with their further development studies focusing on the modeling fashion could contribute to a better understanding how knowledge of the avalanche process can be gained by running simulations.

Keywords: expert interview, hazard management, modeling, simulation, snow avalanche

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23828 Wildland Fire in Terai Arc Landscape of Lesser Himalayas Threatning the Tiger Habitat

Authors: Amit Kumar Verma

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The present study deals with fire prediction model in Terai Arc Landscape, one of the most dramatic ecosystems in Asia where large, wide-ranging species such as tiger, rhinos, and elephant will thrive while bringing economic benefits to the local people. Forest fires cause huge economic and ecological losses and release considerable quantities of carbon into the air and is an important factor inflating the global burden of carbon emissions. Forest fire is an important factor of behavioral cum ecological habit of tiger in wild. Post fire changes i.e. micro and macro habitat directly affect the tiger habitat or land. Vulnerability of fire depicts the changes in microhabitat (humus, soil profile, litter, vegetation, grassland ecosystem). Microorganism like spider, annelids, arthropods and other favorable microorganism directly affect by the forest fire and indirectly these entire microorganisms are responsible for the development of tiger (Panthera tigris) habitat. On the other hand, fire brings depletion in prey species and negative movement of tiger from wild to human- dominated areas, which may leads the conflict i.e. dangerous for both tiger & human beings. Early forest fire prediction through mapping the risk zones can help minimize the fire frequency and manage forest fires thereby minimizing losses. Satellite data plays a vital role in identifying and mapping forest fire and recording the frequency with which different vegetation types are affected. Thematic hazard maps have been generated by using IDW technique. A prediction model for fire occurrence is developed for TAL. The fire occurrence records were collected from state forest department from 2000 to 2014. Disciminant function models was used for developing a prediction model for forest fires in TAL, random points for non-occurrence of fire have been generated. Based on the attributes of points of occurrence and non-occurrence, the model developed predicts the fire occurrence. The map of predicted probabilities classified the study area into five classes very high (12.94%), high (23.63%), moderate (25.87%), low(27.46%) and no fire (10.1%) based upon the intensity of hazard. model is able to classify 78.73 percent of points correctly and hence can be used for the purpose with confidence. Overall, also the model works correctly with almost 69% of points. This study exemplifies the usefulness of prediction model of forest fire and offers a more effective way for management of forest fire. Overall, this study depicts the model for conservation of tiger’s natural habitat and forest conservation which is beneficial for the wild and human beings for future prospective.

Keywords: fire prediction model, forest fire hazard, GIS, landsat, MODIS, TAL

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23827 3D CFD Modelling of the Airflow and Heat Transfer in Cold Room Filled with Dates

Authors: Zina Ghiloufi, Tahar Khir

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A transient three-dimensional computational fluid dynamics (CFD) model is developed to determine the velocity and temperature distribution in different positions cold room during pre-cooling of dates. The turbulence model used is the k-ω Shear Stress Transport (SST) with the standard wall function, the air. The numerical results obtained show that cooling rate is not uniform inside the room; the product at the medium of room has a slower cooling rate. This cooling heterogeneity has a large effect on the energy consumption during cold storage.

Keywords: CFD, cold room, cooling rate, dDates, numerical simulation, k-ω (SST)

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23826 Development of Sleep Quality Index Using Heart Rate

Authors: Dongjoo Kim, Chang-Sik Son, Won-Seok Kang

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Adequate sleep affects various parts of one’s overall physical and mental life. As one of the methods in determining the appropriate amount of sleep, this research presents a heart rate based sleep quality index. In order to evaluate sleep quality using the heart rate, sleep data from 280 subjects taken over one month are used. Their sleep data are categorized by a three-part heart rate range. After categorizing, some features are extracted, and the statistical significances are verified for these features. The results show that some features of this sleep quality index model have statistical significance. Thus, this heart rate based sleep quality index may be a useful discriminator of sleep.

Keywords: sleep, sleep quality, heart rate, statistical analysis

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23825 Application of Stochastic Models on the Portuguese Population and Distortion to Workers Compensation Pensioners Experience

Authors: Nkwenti Mbelli Njah

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This research was motivated by a project requested by AXA on the topic of pensions payable under the workers compensation (WC) line of business. There are two types of pensions: the compulsorily recoverable and the not compulsorily recoverable. A pension is compulsorily recoverable for a victim when there is less than 30% of disability and the pension amount per year is less than six times the minimal national salary. The law defines that the mathematical provisions for compulsory recoverable pensions must be calculated by applying the following bases: mortality table TD88/90 and rate of interest 5.25% (maybe with rate of management). To manage pensions which are not compulsorily recoverable is a more complex task because technical bases are not defined by law and much more complex computations are required. In particular, companies have to predict the amount of payments discounted reflecting the mortality effect for all pensioners (this task is monitored monthly in AXA). The purpose of this research was thus to develop a stochastic model for the future mortality of the worker’s compensation pensioners of both the Portuguese market workers and AXA portfolio. Not only is past mortality modeled, also projections about future mortality are made for the general population of Portugal as well as for the two portfolios mentioned earlier. The global model was split in two parts: a stochastic model for population mortality which allows for forecasts, combined with a point estimate from a portfolio mortality model obtained through three different relational models (Cox Proportional, Brass Linear and Workgroup PLT). The one-year death probabilities for ages 0-110 for the period 2013-2113 are obtained for the general population and the portfolios. These probabilities are used to compute different life table functions as well as the not compulsorily recoverable reserves for each of the models required for the pensioners, their spouses and children under 21. The results obtained are compared with the not compulsory recoverable reserves computed using the static mortality table (TD 73/77) that is currently being used by AXA, to see the impact on this reserve if AXA adopted the dynamic tables.

Keywords: compulsorily recoverable, life table functions, relational models, worker’s compensation pensioners

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23824 The Profit Trend of Cosmetics Products Using Bootstrap Edgeworth Approximation

Authors: Edlira Donefski, Lorenc Ekonomi, Tina Donefski

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Edgeworth approximation is one of the most important statistical methods that has a considered contribution in the reduction of the sum of standard deviation of the independent variables’ coefficients in a Quantile Regression Model. This model estimates the conditional median or other quantiles. In this paper, we have applied approximating statistical methods in an economical problem. We have created and generated a quantile regression model to see how the profit gained is connected with the realized sales of the cosmetic products in a real data, taken from a local business. The Linear Regression of the generated profit and the realized sales was not free of autocorrelation and heteroscedasticity, so this is the reason that we have used this model instead of Linear Regression. Our aim is to analyze in more details the relation between the variables taken into study: the profit and the finalized sales and how to minimize the standard errors of the independent variable involved in this study, the level of realized sales. The statistical methods that we have applied in our work are Edgeworth Approximation for Independent and Identical distributed (IID) cases, Bootstrap version of the Model and the Edgeworth approximation for Bootstrap Quantile Regression Model. The graphics and the results that we have presented here identify the best approximating model of our study.

Keywords: bootstrap, edgeworth approximation, IID, quantile

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23823 Metamorphic Computer Virus Classification Using Hidden Markov Model

Authors: Babak Bashari Rad

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A metamorphic computer virus uses different code transformation techniques to mutate its body in duplicated instances. Characteristics and function of new instances are mostly similar to their parents, but they cannot be easily detected by the majority of antivirus in market, as they depend on string signature-based detection techniques. The purpose of this research is to propose a Hidden Markov Model for classification of metamorphic viruses in executable files. In the proposed solution, portable executable files are inspected to extract the instructions opcodes needed for the examination of code. A Hidden Markov Model trained on portable executable files is employed to classify the metamorphic viruses of the same family. The proposed model is able to generate and recognize common statistical features of mutated code. The model has been evaluated by examining the model on a test data set. The performance of the model has been practically tested and evaluated based on False Positive Rate, Detection Rate and Overall Accuracy. The result showed an acceptable performance with high average of 99.7% Detection Rate.

Keywords: malware classification, computer virus classification, metamorphic virus, metamorphic malware, Hidden Markov Model

Procedia PDF Downloads 315
23822 Further Development in Predicting Post-Earthquake Fire Ignition Hazard

Authors: Pegah Farshadmanesh, Jamshid Mohammadi, Mehdi Modares

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In nearly all earthquakes of the past century that resulted in moderate to significant damage, the occurrence of postearthquake fire ignition (PEFI) has imposed a serious hazard and caused severe damage, especially in urban areas. In order to reduce the loss of life and property caused by post-earthquake fires, there is a crucial need for predictive models to estimate the PEFI risk. The parameters affecting PEFI risk can be categorized as: 1) factors influencing fire ignition in normal (non-earthquake) condition, including floor area, building category, ignitability, type of appliance, and prevention devices, and 2) earthquake related factors contributing to the PEFI risk, including building vulnerability and earthquake characteristics such as intensity, peak ground acceleration, and peak ground velocity. State-of-the-art statistical PEFI risk models are solely based on limited available earthquake data, and therefore they cannot predict the PEFI risk for areas with insufficient earthquake records since such records are needed in estimating the PEFI model parameters. In this paper, the correlation between normal condition ignition risk, peak ground acceleration, and PEFI risk is examined in an effort to offer a means for predicting post-earthquake ignition events. An illustrative example is presented to demonstrate how such correlation can be employed in a seismic area to predict PEFI hazard.

Keywords: fire risk, post-earthquake fire ignition (PEFI), risk management, seismicity

Procedia PDF Downloads 383