Search results for: stochastic covariance process
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 15709

Search results for: stochastic covariance process

15499 Production Process of Coconut-Shell Product in Amphawa District

Authors: Wannee Sutthachaidee

Abstract:

The study of the production process of coconut-shell product in Amphawa, Samutsongkram Province is objected to study the pattern of the process of coconut-shell product by focusing in the 3 main processes which are inbound logistics process, production process and outbound process. The result of the research: There were 4 main results from the study. Firstly, most of the manufacturer of coconut-shell product is usually owned by a single owner and the quantity of the finished product is quite low and the main labor group is local people. Secondly, the production process can be divided into 4 stages which are pre-production process, production process, packaging process and distribution process. Thirdly, each 3 of the logistics process of coconut shell will find process which may cause the problem to the business but the process which finds the most problem is the production process because the production process needs the skilled labor and the quantity of the labor does not match with the demand from the customers. Lastly, the factors which affect the production process of the coconut shell can be founded in almost every process of the process such as production design, packaging design, sourcing supply and distribution management.

Keywords: production process, coconut-shell product, Amphawa District, inbound logistics process

Procedia PDF Downloads 522
15498 Modelling Water Usage for Farming

Authors: Ozgu Turgut

Abstract:

Water scarcity is a problem for many regions which requires immediate action, and solutions cannot be postponed for a long time. It is known that farming consumes a significant portion of usable water. Although in recent years, the efforts to make the transition to dripping or spring watering systems instead of using surface watering started to pay off. It is also known that this transition is not necessarily translated into an increase in the capacity dedicated to other water consumption channels such as city water or power usage. In order to control and allocate the water resource more purposefully, new watering systems have to be used with monitoring abilities that can limit the usage capacity for each farm. In this study, a decision support model which relies on a bi-objective stochastic linear optimization is proposed, which takes crop yield and price volatility into account. The model generates annual planting plans as well as water usage limits for each farmer in the region while taking the total value (i.e., profit) of the overall harvest. The mathematical model is solved using the L-shaped method optimally. The decision support model can be especially useful for regional administrations to plan next year's planting and water incomes and expenses. That is why not only a single optimum but also a set of representative solutions from the Pareto set is generated with the proposed approach.

Keywords: decision support, farming, water, tactical planning, optimization, stochastic, pareto

Procedia PDF Downloads 73
15497 Uncertainty Quantification of Crack Widths and Crack Spacing in Reinforced Concrete

Authors: Marcel Meinhardt, Manfred Keuser, Thomas Braml

Abstract:

Cracking of reinforced concrete is a complex phenomenon induced by direct loads or restraints affecting reinforced concrete structures as soon as the tensile strength of the concrete is exceeded. Hence it is important to predict where cracks will be located and how they will propagate. The bond theory and the crack formulas in the actual design codes, for example, DIN EN 1992-1-1, are all based on the assumption that the reinforcement bars are embedded in homogeneous concrete without taking into account the influence of transverse reinforcement and the real stress situation. However, it can often be observed that real structures such as walls, slabs or beams show a crack spacing that is orientated to the transverse reinforcement bars or to the stirrups. In most Finite Element Analysis studies, the smeared crack approach is used for crack prediction. The disadvantage of this model is that the typical strain localization of a crack on element level can’t be seen. The crack propagation in concrete is a discontinuous process characterized by different factors such as the initial random distribution of defects or the scatter of material properties. Such behavior presupposes the elaboration of adequate models and methods of simulation because traditional mechanical approaches deal mainly with average material parameters. This paper concerned with the modelling of the initiation and the propagation of cracks in reinforced concrete structures considering the influence of transverse reinforcement and the real stress distribution in reinforced concrete (R/C) beams/plates in bending action. Therefore, a parameter study was carried out to investigate: (I) the influence of the transversal reinforcement to the stress distribution in concrete in bending mode and (II) the crack initiation in dependence of the diameter and distance of the transversal reinforcement to each other. The numerical investigations on the crack initiation and propagation were carried out with a 2D reinforced concrete structure subjected to quasi static loading and given boundary conditions. To model the uncertainty in the tensile strength of concrete in the Finite Element Analysis correlated normally and lognormally distributed random filed with different correlation lengths were generated. The paper also presents and discuss different methods to generate random fields, e.g. the Covariance Matrix Decomposition Method. For all computations, a plastic constitutive law with softening was used to model the crack initiation and the damage of the concrete in tension. It was found that the distributions of crack spacing and crack widths are highly dependent of the used random field. These distributions are validated to experimental studies on R/C panels which were carried out at the Laboratory for Structural Engineering at the University of the German Armed Forces in Munich. Also, a recommendation for parameters of the random field for realistic modelling the uncertainty of the tensile strength is given. The aim of this research was to show a method in which the localization of strains and cracks as well as the influence of transverse reinforcement on the crack initiation and propagation in Finite Element Analysis can be seen.

Keywords: crack initiation, crack modelling, crack propagation, cracks, numerical simulation, random fields, reinforced concrete, stochastic

Procedia PDF Downloads 157
15496 Variability of Covariance of Selected Skeletal Diameters of Female in a Longitudinal Physical Training Programme

Authors: Dhananjoy Shaw, Seema Sharma (Kaushik)

Abstract:

Anthropometry helps in associating the physical properties of an individual with their racial, cultural, and psychological attributes. Numerous research studies have included different skeletal diameters as a variable. However, most of the studies suggest their inclusion describing specific characteristics/traits of the body. However, there seems to be a scarcity of literature related to the effect of any kind of longitudinal physical training on human skeletal diameters. Hence, the present investigation was conducted to study the variability of covariance of selected skeletal diameters of females in a longitudinal physical training programme. The sample for the study was 78 college going students of the University of Delhi, classified equally in three groups, i.e. viz. (a) Progressive load of training or conditioning group coded as PLT; (b) Constant load of training or non-conditioning group coded as CLT; and (c) No-load or control or sedentary group coded as NL. Collectively, mean age of the sample was 19.54±1.79 years. The randomly selected samples were given maximum consideration to maintain their homogeneity. The variables included biacromial diameter, biiliocristal diameter, bitrochantaerion diameter, humeral bicondylar, femoral bicondylar, wrist diameter, ankle diameter, and foot breadth. Multi-group repeated measure design was adopted for the experimentation. Each group was measured four times after completion of each of the three meso-cycles of six-weeks duration. The measurements were taken following the standard landmarks and procedures. Mean, standard deviation, analysis of co-variance and its post-hoc analysis were computed to analyze the data statistically. The study concluded that both the progressive and constant load of physical training bring changes in the selected skeletal diameters of females. It also reflected the increase due to growth also along with training.

Keywords: longitudinal, physical training, skeletal diameters, step progression load

Procedia PDF Downloads 131
15495 The Martingale Options Price Valuation for European Puts Using Stochastic Differential Equation Models

Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

Abstract:

In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: equivalent martingale measure, European put option, girsanov theorem, martingales, monte carlo method, option price valuation formula

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15494 Stochastic Model Predictive Control for Linear Discrete-Time Systems with Random Dither Quantization

Authors: Tomoaki Hashimoto

Abstract:

Recently, feedback control systems using random dither quantizers have been proposed for linear discrete-time systems. However, the constraints imposed on state and control variables have not yet been taken into account for the design of feedback control systems with random dither quantization. Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial and terminal time. An important advantage of model predictive control is its ability to handle constraints imposed on state and control variables. Based on the model predictive control approach, the objective of this paper is to present a control method that satisfies probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization. In other words, this paper provides a method for solving the optimal control problems subject to probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization.

Keywords: optimal control, stochastic systems, random dither, quantization

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15493 An Optimal Algorithm for Finding (R, Q) Policy in a Price-Dependent Order Quantity Inventory System with Soft Budget Constraint

Authors: S. Hamid Mirmohammadi, Shahrazad Tamjidzad

Abstract:

This paper is concerned with the single-item continuous review inventory system in which demand is stochastic and discrete. The budget consumed for purchasing the ordered items is not restricted but it incurs extra cost when exceeding specific value. The unit purchasing price depends on the quantity ordered under the all-units discounts cost structure. In many actual systems, the budget as a resource which is occupied by the purchased items is limited and the system is able to confront the resource shortage by charging more costs. Thus, considering the resource shortage costs as a part of system costs, especially when the amount of resource occupied by the purchased item is influenced by quantity discounts, is well motivated by practical concerns. In this paper, an optimization problem is formulated for finding the optimal (R, Q) policy, when the system is influenced by the budget limitation and a discount pricing simultaneously. Properties of the cost function are investigated and then an algorithm based on a one-dimensional search procedure is proposed for finding an optimal (R, Q) policy which minimizes the expected system costs .

Keywords: (R, Q) policy, stochastic demand, backorders, limited resource, quantity discounts

Procedia PDF Downloads 641
15492 The Response of the Central Bank to the Exchange Rate Movement: A Dynamic Stochastic General Equilibrium-Vector Autoregressive Approach for Tunisian Economy

Authors: Abdelli Soulaima, Belhadj Besma

Abstract:

The paper examines the choice of the central bank toward the movements of the nominal exchange rate and evaluates its effects on the volatility of the output growth and the inflation. The novel hybrid method of the dynamic stochastic general equilibrium called the DSGE-VAR is proposed for analyzing this policy experiment in a small scale open economy in particular Tunisia. The contribution is provided to the empirical literature as we apply the Tunisian data with this model, which is rarely used in this context. Note additionally that the issue of treating the degree of response of the central bank to the exchange rate in Tunisia is special. To ameliorate the estimation, the Bayesian technique is carried out for the sample 1980:q1 to 2011 q4. Our results reveal that the central bank should not react or softly react to the exchange rate. The variance decomposition displayed that the overall inflation volatility is more pronounced with the fixed exchange rate regime for most of the shocks except for the productivity and the interest rate. The output volatility is also higher with this regime with the majority of the shocks exempting the foreign interest rate and the interest rate shocks.

Keywords: DSGE-VAR modeling, exchange rate, monetary policy, Bayesian estimation

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15491 Technical Efficiency of Small-Scale Honey Producer in Ethiopia: A Stochastic Frontier Analysis

Authors: Kaleb Shiferaw, Berhanu Geberemedhin

Abstract:

Ethiopian farmers have a long tradition of beekeeping and the country has huge potential for honey production. However traditional mode of production still dominates the sub sector which negatively affect the total production and productivity. A number of studies have been conducted to better understand the working honey production, however, none of them systematically investigate the extent of technical efficiency of the sub-sector. This paper uses Stochastic Frontier production model to quantifying the extent of technical efficiency and identify exogenous determinant of inefficiency. The result showed that consistent with other studies traditional practice dominate small scale honey production in Ethiopia. The finding also revealed that use of purchased inputs such as bee forage and other supplement is very limited among honey producers indicating that natural bee forage is the primary source of bee forage. The immediate consequence of all these is low production and productivity. The number of hives the household owns, whether the household used improved apiculture technologies, availability of natural forest which is the primary sources of nectar for bees and amount of land owned by the households were found to have a significant influence on the amount of honey produced by beekeeper. Our result further showed that the mean technical efficiency of honey producers is 0.79 implying that, on average honey producer produce 80 percent of the maximum output. The implication is that 20 percent of the potential output is lost due to technical inefficiency. Number of hives owned by a honey produces, distance to district town-a proxy to market access, household wealth, and whether the household head has a leadership role in the PA affect the technical efficiency of honey producers. The finding suggest that policies that aim to expand the use of improved hives is expected to increase the honey production at household level. The result also suggest that investment on rural infrastructure would be instrumental in improving technical efficiency of honey producer.

Keywords: small-scale honey producer, Ethiopia, technical efficiency in apiculture, stochastic frontier analysis

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15490 A Stochastic Vehicle Routing Problem with Ordered Customers and Collection of Two Similar Products

Authors: Epaminondas G. Kyriakidis, Theodosis D. Dimitrakos, Constantinos C. Karamatsoukis

Abstract:

The vehicle routing problem (VRP) is a well-known problem in Operations Research and has been widely studied during the last fifty-five years. The context of the VRP is that of delivering or collecting products to or from customers who are scattered in a geographical area and have placed orders for these products. A vehicle or a fleet of vehicles start their routes from a depot and visit the customers in order to satisfy their demands. Special attention has been given to the capacitated VRP in which the vehicles have limited carrying capacity for the goods that are delivered or collected. In the present work, we present a specific capacitated stochastic vehicle routing problem which has many realistic applications. We develop and analyze a mathematical model for a specific vehicle routing problem in which a vehicle starts its route from a depot and visits N customers according to a particular sequence in order to collect from them two similar but not identical products. We name these products, product 1 and product 2. Each customer possesses items either of product 1 or product 2 with known probabilities. The number of the items of product 1 or product 2 that each customer possesses is a discrete random variable with known distribution. The actual quantity and the actual type of product that each customer possesses are revealed only when the vehicle arrives at the customer’s site. It is assumed that the vehicle has two compartments. We name these compartments, compartment 1 and compartment 2. It is assumed that compartment 1 is suitable for loading product 1 and compartment 2 is suitable for loading product 2. However, it is permitted to load items of product 1 into compartment 2 and items of product 2 into compartment 1. These actions cause costs that are due to extra labor. The vehicle is allowed during its route to return to the depot to unload the items of both products. The travel costs between consecutive customers and the travel costs between the customers and the depot are known. The objective is to find the optimal routing strategy, i.e. the routing strategy that minimizes the total expected cost among all possible strategies for servicing all customers. It is possible to develop a suitable dynamic programming algorithm for the determination of the optimal routing strategy. It is also possible to prove that the optimal routing strategy has a specific threshold-type strategy. Specifically, it is shown that for each customer the optimal actions are characterized by some critical integers. This structural result enables us to design a special-purpose dynamic programming algorithm that operates only over these strategies having this structural property. Extensive numerical results provide strong evidence that the special-purpose dynamic programming algorithm is considerably more efficient than the initial dynamic programming algorithm. Furthermore, if we consider the same problem without the assumption that the customers are ordered, numerical experiments indicate that the optimal routing strategy can be computed if N is smaller or equal to eight.

Keywords: dynamic programming, similar products, stochastic demands, stochastic preferences, vehicle routing problem

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15489 Coupling Random Demand and Route Selection in the Transportation Network Design Problem

Authors: Shabnam Najafi, Metin Turkay

Abstract:

Network design problem (NDP) is used to determine the set of optimal values for certain pre-specified decision variables such as capacity expansion of nodes and links by optimizing various system performance measures including safety, congestion, and accessibility. The designed transportation network should improve objective functions defined for the system by considering the route choice behaviors of network users at the same time. The NDP studies mostly investigated the random demand and route selection constraints separately due to computational challenges. In this work, we consider both random demand and route selection constraints simultaneously. This work presents a nonlinear stochastic model for land use and road network design problem to address the development of different functional zones in urban areas by considering both cost function and air pollution. This model minimizes cost function and air pollution simultaneously with random demand and stochastic route selection constraint that aims to optimize network performance via road capacity expansion. The Bureau of Public Roads (BPR) link impedance function is used to determine the travel time function in each link. We consider a city with origin and destination nodes which can be residential or employment or both. There are set of existing paths between origin-destination (O-D) pairs. Case of increasing employed population is analyzed to determine amount of roads and origin zones simultaneously. Minimizing travel and expansion cost of routes and origin zones in one side and minimizing CO emission in the other side is considered in this analysis at the same time. In this work demand between O-D pairs is random and also the network flow pattern is subject to stochastic user equilibrium, specifically logit route choice model. Considering both demand and route choice, random is more applicable to design urban network programs. Epsilon-constraint is one of the methods to solve both linear and nonlinear multi-objective problems. In this work epsilon-constraint method is used to solve the problem. The problem was solved by keeping first objective (cost function) as the objective function of the problem and second objective as a constraint that should be less than an epsilon, where epsilon is an upper bound of the emission function. The value of epsilon should change from the worst to the best value of the emission function to generate the family of solutions representing Pareto set. A numerical example with 2 origin zones and 2 destination zones and 7 links is solved by GAMS and the set of Pareto points is obtained. There are 15 efficient solutions. According to these solutions as cost function value increases, emission function value decreases and vice versa.

Keywords: epsilon-constraint, multi-objective, network design, stochastic

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15488 Flood Predicting in Karkheh River Basin Using Stochastic ARIMA Model

Authors: Karim Hamidi Machekposhti, Hossein Sedghi, Abdolrasoul Telvari, Hossein Babazadeh

Abstract:

Floods have huge environmental and economic impact. Therefore, flood prediction is given a lot of attention due to its importance. This study analysed the annual maximum streamflow (discharge) (AMS or AMD) of Karkheh River in Karkheh River Basin for flood predicting using ARIMA model. For this purpose, we use the Box-Jenkins approach, which contains four-stage method model identification, parameter estimation, diagnostic checking and forecasting (predicting). The main tool used in ARIMA modelling was the SAS and SPSS software. Model identification was done by visual inspection on the ACF and PACF. SAS software computed the model parameters using the ML, CLS and ULS methods. The diagnostic checking tests, AIC criterion, RACF graph and RPACF graphs, were used for selected model verification. In this study, the best ARIMA models for Annual Maximum Discharge (AMD) time series was (4,1,1) with their AIC value of 88.87. The RACF and RPACF showed residuals’ independence. To forecast AMD for 10 future years, this model showed the ability of the model to predict floods of the river under study in the Karkheh River Basin. Model accuracy was checked by comparing the predicted and observation series by using coefficient of determination (R2).

Keywords: time series modelling, stochastic processes, ARIMA model, Karkheh river

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15487 Enhancing Temporal Extrapolation of Wind Speed Using a Hybrid Technique: A Case Study in West Coast of Denmark

Authors: B. Elshafei, X. Mao

Abstract:

The demand for renewable energy is significantly increasing, major investments are being supplied to the wind power generation industry as a leading source of clean energy. The wind energy sector is entirely dependable and driven by the prediction of wind speed, which by the nature of wind is very stochastic and widely random. This s0tudy employs deep multi-fidelity Gaussian process regression, used to predict wind speeds for medium term time horizons. Data of the RUNE experiment in the west coast of Denmark were provided by the Technical University of Denmark, which represent the wind speed across the study area from the period between December 2015 and March 2016. The study aims to investigate the effect of pre-processing the data by denoising the signal using empirical wavelet transform (EWT) and engaging the vector components of wind speed to increase the number of input data layers for data fusion using deep multi-fidelity Gaussian process regression (GPR). The outcomes were compared using root mean square error (RMSE) and the results demonstrated a significant increase in the accuracy of predictions which demonstrated that using vector components of the wind speed as additional predictors exhibits more accurate predictions than strategies that ignore them, reflecting the importance of the inclusion of all sub data and pre-processing signals for wind speed forecasting models.

Keywords: data fusion, Gaussian process regression, signal denoise, temporal extrapolation

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15486 A Study on Unix Process Crash Based on Efficient Process Management Method

Authors: Guo Haonan, Chen Peiyu, Zhao Hanyu, Burra Venkata Durga Kumar

Abstract:

Unix and Unix-like operating systems are widely used due to their high stability but are limited by the parent-child process structure, and the child process depends on the parent process, so the crash of a single process may cause the entire process group or even the entire system to fail. Another possibility of unexpected process termination is that the system administrator inadvertently closed the terminal or pseudo-terminal where the application was launched, causing the application process to terminate unexpectedly. This paper mainly analyzes the reasons for the problems and proposes two solutions.

Keywords: process management, daemon, login-bash and non-login bash, process group

Procedia PDF Downloads 136
15485 Understanding the Impact of Climate Change on Farmer's Technical Efficiency in Mali

Authors: Christelle Tchoupé Makougoum

Abstract:

In the context of agriculture, differences across localities in term of climate change can create systematic variation among farmers technical efficiency. Failure to account for climate variability could lead to wrong conclusions about farmers’ technical efficiency and also it could bias the ranking of farmers according to their managerial performance. The literature on agricultural productivity has given little attention to this issue whereas it is necessary for establishing to what extent climate affects farmers efficiency. This article contributes to the preview literature by two ways. First, it proposed a new econometric model that accounting for the climate change influences on technical efficiency in the specific area of agriculture. Second it estimates the inefficiency due to climate change and the real managerial performance of Malian farmers. Using the Mali’s data from agricultural census and CRU TS3 climatic database we implemented an adjusted stochastic frontier methodology to account for the impact of environmental factors. The results yield three main findings. First, instability in temperatures and rainfall decreases technical efficiency on average. Second, the climate change modifies the classification of the farmers according to their efficiency scores. Thirdly it is noted that, although climate changes are partly responsible for the deviation from the border, the capacity of farmers to combine inputs into the optimal proportion is more to undermine. The study concluded that improving farmer efficiency should include fostering their resilience to climate change.

Keywords: agriculture, climate change, stochastic production function, technical efficiency

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15484 Performance Degradation for the GLR Test-Statistics for Spatial Signal Detection

Authors: Olesya Bolkhovskaya, Alexander Maltsev

Abstract:

Antenna arrays are widely used in modern radio systems in sonar and communications. The solving of the detection problems of a useful signal on the background of noise is based on the GLRT method. There is a large number of problem which depends on the known a priori information. In this work, in contrast to the majority of already solved problems, it is used only difference spatial properties of the signal and noise for detection. We are analyzing the influence of the degree of non-coherence of signal and noise unhomogeneity on the performance characteristics of different GLRT statistics. The description of the signal and noise is carried out by means of the spatial covariance matrices C in the cases of different number of known information. The partially coherent signal is simulated as a plane wave with a random angle of incidence of the wave concerning a normal. Background noise is simulated as random process with uniform distribution function in each element. The results of investigation of degradation of performance characteristics for different cases are represented in this work.

Keywords: GLRT, Neumann-Pearson’s criterion, Test-statistics, degradation, spatial processing, multielement antenna array

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15483 Tree-Based Inference for Regionalization: A Comparative Study of Global Topological Perturbation Methods

Authors: Orhun Aydin, Mark V. Janikas, Rodrigo Alves, Renato Assuncao

Abstract:

In this paper, a tree-based perturbation methodology for regionalization inference is presented. Regionalization is a constrained optimization problem that aims to create groups with similar attributes while satisfying spatial contiguity constraints. Similar to any constrained optimization problem, the spatial constraint may hinder convergence to some global minima, resulting in spatially contiguous members of a group with dissimilar attributes. This paper presents a general methodology for rigorously perturbing spatial constraints through the use of random spanning trees. The general framework presented can be used to quantify the effect of the spatial constraints in the overall regionalization result. We compare several types of stochastic spanning trees used in inference problems such as fuzzy regionalization and determining the number of regions. Performance of stochastic spanning trees is juxtaposed against the traditional permutation-based hypothesis testing frequently used in spatial statistics. Inference results for fuzzy regionalization and determining the number of regions is presented on the Local Area Personal Incomes for Texas Counties provided by the Bureau of Economic Analysis.

Keywords: regionalization, constrained clustering, probabilistic inference, fuzzy clustering

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15482 A Stochastic Model to Predict Earthquake Ground Motion Duration Recorded in Soft Soils Based on Nonlinear Regression

Authors: Issam Aouari, Abdelmalek Abdelhamid

Abstract:

For seismologists, the characterization of seismic demand should include the amplitude and duration of strong shaking in the system. The duration of ground shaking is one of the key parameters in earthquake resistant design of structures. This paper proposes a nonlinear statistical model to estimate earthquake ground motion duration in soft soils using multiple seismicity indicators. Three definitions of ground motion duration proposed by literature have been applied. With a comparative study, we select the most significant definition to use for predict the duration. A stochastic model is presented for the McCann and Shah Method using nonlinear regression analysis based on a data set for moment magnitude, source to site distance and site conditions. The data set applied is taken from PEER strong motion databank and contains shallow earthquakes from different regions in the world; America, Turkey, London, China, Italy, Chili, Mexico...etc. Main emphasis is placed on soft site condition. The predictive relationship has been developed based on 600 records and three input indicators. Results have been compared with others published models. It has been found that the proposed model can predict earthquake ground motion duration in soft soils for different regions and sites conditions.

Keywords: duration, earthquake, prediction, regression, soft soil

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15481 Effect of Three Resistance Training Methods on Performance-Related Variables of Powerlifters

Authors: K. Shyamnath, K. Suresh Kutty

Abstract:

The purpose of the study was to find out the effect of three resistance training methods on performance-related variables of powerlifters. A total of forty male students (N=40) who had participated in Kannur University powerlifting championship were selected as subjects. The age group of the subjects ranged from 18 years old to 25 years old. The selected subjects were equally divided into four groups (n=10) of three experimental groups and a control group. The experimental Group I underwent traditional resistance training (TRTG), Group II underwent combined traditional resistance training and plyometrics (TRTPG), and Group III underwent combined traditional resistance training and resistance training with high rhythm (TRTHRG). Group IV acted as the control group (CG) receiving no training during the experimental period. The duration of the experimental period was sixteen weeks, five days per week. Powerlifting performance was assessed by the 1RM test in the squat, bench press and deadlift. Performance-related variables assessed were chest girth, arm girth, forearm girth, thigh girth, and calf girth. Pre-test and post-test were conducted a day before and two days after the experimental period on all groups. Analysis of covariance (ANCOVA) was applied to analyze the significant difference. The 0.05 level of confidence was fixed as the level of significance to test the F ratio obtained by the analysis of covariance. The result indicates that there is a significant effect of all the selected resistance training methods on the performance and selected performance-related variables of powerlifters. Combined traditional resistance training and plyometrics and combined traditional resistance training and resistance training with high rhythm proved better than the traditional resistance training in improving performance and selected performance-related variables of powerlifters. There was no significant difference between combined traditional resistance training and plyometrics and combined traditional resistance training and resistance training with high rhythm in improving performance and selected performance-related variables of powerlifters.

Keywords: girth, plyometrics, powerlifting, resistance training

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15480 Mining Diagnostic Investigation Process

Authors: Sohail Imran, Tariq Mahmood

Abstract:

In complex healthcare diagnostic investigation process, medical practitioners have to focus on ways to standardize their processes to perform high quality care and optimize the time and costs. Process mining techniques can be applied to extract process related knowledge from data without considering causal and dynamic dependencies in business domain and processes. The application of process mining is effective in diagnostic investigation. It is very helpful where a treatment gives no dispositive evidence favoring it. In this paper, we applied process mining to discover important process flow of diagnostic investigation for hepatitis patients. This approach has some benefits which can enhance the quality and efficiency of diagnostic investigation processes.

Keywords: process mining, healthcare, diagnostic investigation process, process flow

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15479 Accelerated Structural Reliability Analysis under Earthquake-Induced Tsunamis by Advanced Stochastic Simulation

Authors: Sai Hung Cheung, Zhe Shao

Abstract:

Recent earthquake-induced tsunamis in Padang, 2004 and Tohoku, 2011 brought huge losses of lives and properties. Maintaining vertical evacuation systems is the most crucial strategy to effectively reduce casualty during the tsunami event. Thus, it is of our great interest to quantify the risk to structural dynamic systems due to earthquake-induced tsunamis. Despite continuous advancement in computational simulation of the tsunami and wave-structure interaction modeling, it still remains computationally challenging to evaluate the reliability (or its complement failure probability) of a structural dynamic system when uncertainties related to the system and its modeling are taken into account. The failure of the structure in a tsunami-wave-structural system is defined as any response quantities of the system exceeding specified thresholds during the time when the structure is subjected to dynamic wave impact due to earthquake-induced tsunamis. In this paper, an approach based on a novel integration of the Subset Simulation algorithm and a recently proposed moving least squares response surface approach for stochastic sampling is proposed. The effectiveness of the proposed approach is discussed by comparing its results with those obtained from the Subset Simulation algorithm without using the response surface approach.

Keywords: response surface model, subset simulation, structural reliability, Tsunami risk

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15478 Estimation of Thermal Conductivity of Nanofluids Using MD-Stochastic Simulation-Based Approach

Authors: Sujoy Das, M. M. Ghosh

Abstract:

The thermal conductivity of a fluid can be significantly enhanced by dispersing nano-sized particles in it, and the resultant fluid is termed as "nanofluid". A theoretical model for estimating the thermal conductivity of a nanofluid has been proposed here. It is based on the mechanism that evenly dispersed nanoparticles within a nanofluid undergo Brownian motion in course of which the nanoparticles repeatedly collide with the heat source. During each collision a rapid heat transfer occurs owing to the solid-solid contact. Molecular dynamics (MD) simulation of the collision of nanoparticles with the heat source has shown that there is a pulse-like pick up of heat by the nanoparticles within 20-100 ps, the extent of which depends not only on thermal conductivity of the nanoparticles, but also on the elastic and other physical properties of the nanoparticle. After the collision the nanoparticles undergo Brownian motion in the base fluid and release the excess heat to the surrounding base fluid within 2-10 ms. The Brownian motion and associated temperature variation of the nanoparticles have been modeled by stochastic analysis. Repeated occurrence of these events by the suspended nanoparticles significantly contributes to the characteristic thermal conductivity of the nanofluids, which has been estimated by the present model for a ethylene glycol based nanofluid containing Cu-nanoparticles of size ranging from 8 to 20 nm, with Gaussian size distribution. The prediction of the present model has shown a reasonable agreement with the experimental data available in literature.

Keywords: brownian dynamics, molecular dynamics, nanofluid, thermal conductivity

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15477 Airport Check-In Optimization by IP and Simulation in Combination

Authors: Ahmed Al-Sultan

Abstract:

The check-in area of airport terminal is one of the busiest sections at airports at certain periods. The passengers are subjected to queues and delays during the check-in process. These delays and queues are due to constraints in the capacity of service facilities. In this project, the airport terminal is decomposed into several check-in areas. The airport check-in scheduling problem requires both a deterministic (integer programming) and stochastic (simulation) approach. Integer programming formulations are provided to minimize the total number of counters in each check-in area under the realistic constraint that counters for one and the same flight should be adjacent and the desired number of counters remaining in each area should be fixed during check-in operations. By using simulation, the airport system can be modeled to study the effects of various parameters such as number of passengers on a flight and check-in counter opening and closing time.

Keywords: airport terminal, integer programming, scheduling, simulation

Procedia PDF Downloads 389
15476 Stochastic Fleet Sizing and Routing in Drone Delivery

Authors: Amin Karimi, Lele Zhang, Mark Fackrell

Abstract:

Rural-to-urban population migrations are a global phenomenon, with projections indicating that by 2050, 68% of the world's population will inhabit densely populated urban centers. Concurrently, the popularity of e-commerce shopping has surged, evidenced by a 51% increase in total e-commerce sales from 2017 to 2021. Consequently, distribution and logistics systems, integral to effective supply chain management, confront escalating hurdles in efficiently delivering and distributing products within bustling urban environments. Additionally, events like environmental challenges and the COVID-19 pandemic have indicated that decision-makers are facing numerous sources of uncertainty. Therefore, to design an efficient and reliable logistics system, uncertainty must be considered. In this study, it examine fleet sizing and routing while considering uncertainty in demand rate. Fleet sizing is typically a strategic-level decision, while routing is an operational-level one. In this study, a carrier must make two types of decisions: strategic-level decisions regarding the number and types of drones to be purchased, and operational-level decisions regarding planning routes based on available fleet and realized demand. If the available fleets are insufficient to serve some customers, the carrier must outsource that delivery at a relatively high cost, calculated per order. With this hierarchy of decisions, it can model the problem using two-stage stochastic programming. The first-stage decisions involve planning the number and type of drones to be purchased, while the second-stage decisions involve planning routes. To solve this model, it employ logic-based benders decomposition, which decomposes the problem into a master problem and a set of sub-problems. The master problem becomes a mixed integer programming model to find the best fleet sizing decisions, and the sub-problems become capacitated vehicle routing problems considering battery status. Additionally, it assume a heterogeneous fleet based on load and battery capacity, and it consider that battery health deteriorates over time as it plan for multiple periods.

Keywords: drone-delivery, stochastic demand, VRP, fleet sizing

Procedia PDF Downloads 56
15475 Transition Dynamic Analysis of the Urban Disparity in Iran “Case Study: Iran Provinces Center”

Authors: Marzieh Ahmadi, Ruhullah Alikhan Gorgani

Abstract:

The usual methods of measuring regional inequalities can not reflect the internal changes of the country in terms of their displacement in different development groups, and the indicators of inequalities are not effective in demonstrating the dynamics of the distribution of inequality. For this purpose, this paper examines the dynamics of the urban inertial transport in the country during the period of 2006-2016 using the CIRD multidimensional index and stochastic kernel density method. it firstly selects 25 indicators in five dimensions including macroeconomic conditions, science and innovation, environmental sustainability, human capital and public facilities, and two-stage Principal Component Analysis methodology are developed to create a composite index of inequality. Then, in the second stage, using a nonparametric analytical approach to internal distribution dynamics and a stochastic kernel density method, the convergence hypothesis of the CIRD index of the Iranian provinces center is tested, and then, based on the ergodic density, long-run equilibrium is shown. Also, at this stage, for the purpose of adopting accurate regional policies, the distribution dynamics and process of convergence or divergence of the Iranian provinces for each of the five. According to the results of the first Stage, in 2006 & 2016, the highest level of development is related to Tehran and zahedan is at the lowest level of development. The results show that the central cities of the country are at the highest level of development due to the effects of Tehran's knowledge spillover and the country's lower cities are at the lowest level of development. The main reason for this may be the lack of access to markets in the border provinces. Based on the results of the second stage, which examines the dynamics of regional inequality transmission in the country during 2006-2016, the first year (2006) is not multifaceted and according to the kernel density graph, the CIRD index of about 70% of the cities. The value is between -1.1 and -0.1. The rest of the sequence on the right is distributed at a level higher than -0.1. In the kernel distribution, a convergence process is observed and the graph points to a single peak. Tends to be a small peak at about 3 but the main peak at about-0.6. According to the chart in the final year (2016), the multidimensional pattern remains and there is no mobility in the lower level groups, but at the higher level, the CIRD index accounts for about 45% of the provinces at about -0.4 Take it. That this year clearly faces the twin density pattern, which indicates that the cities tend to be closely related to each other in terms of development, so that the cities are low in terms of development. Also, according to the distribution dynamics results, the provinces of Iran follow the single-density density pattern in 2006 and the double-peak density pattern in 2016 at low and moderate inequality index levels and also in the development index. The country diverges during the years 2006 to 2016.

Keywords: Urban Disparity, CIRD Index, Convergence, Distribution Dynamics, Random Kernel Density

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15474 Production Planning for Animal Food Industry under Demand Uncertainty

Authors: Pirom Thangchitpianpol, Suttipong Jumroonrut

Abstract:

This research investigates the distribution of food demand for animal food and the optimum amount of that food production at minimum cost. The data consist of customer purchase orders for the food of laying hens, price of food for laying hens, cost per unit for the food inventory, cost related to food of laying hens in which the food is out of stock, such as fine, overtime, urgent purchase for material. They were collected from January, 1990 to December, 2013 from a factory in Nakhonratchasima province. The collected data are analyzed in order to explore the distribution of the monthly food demand for the laying hens and to see the rate of inventory per unit. The results are used in a stochastic linear programming model for aggregate planning in which the optimum production or minimum cost could be obtained. Programming algorithms in MATLAB and tools in Linprog software are used to get the solution. The distribution of the food demand for laying hens and the random numbers are used in the model. The study shows that the distribution of monthly food demand for laying has a normal distribution, the monthly average amount (unit: 30 kg) of production from January to December. The minimum total cost average for 12 months is Baht 62,329,181.77. Therefore, the production planning can reduce the cost by 14.64% from real cost.

Keywords: animal food, stochastic linear programming, aggregate planning, production planning, demand uncertainty

Procedia PDF Downloads 380
15473 Multivariate Rainfall Disaggregation Using MuDRain Model: Malaysia Experience

Authors: Ibrahim Suliman Hanaish

Abstract:

Disaggregation daily rainfall using stochastic models formulated based on multivariate approach (MuDRain) is discussed in this paper. Seven rain gauge stations are considered in this study for different distances from the referred station starting from 4 km to 160 km in Peninsular Malaysia. The hourly rainfall data used are covered the period from 1973 to 2008 and July and November months are considered as an example of dry and wet periods. The cross-correlation among the rain gauges is considered for the available hourly rainfall information at the neighboring stations or not. This paper discussed the applicability of the MuDRain model for disaggregation daily rainfall to hourly rainfall for both sources of cross-correlation. The goodness of fit of the model was based on the reproduction of fitting statistics like the means, variances, coefficients of skewness, lag zero cross-correlation of coefficients and the lag one auto correlation of coefficients. It is found the correlation coefficients based on extracted correlations that was based on daily are slightly higher than correlations based on available hourly rainfall especially for neighboring stations not more than 28 km. The results showed also the MuDRain model did not reproduce statistics very well. In addition, a bad reproduction of the actual hyetographs comparing to the synthetic hourly rainfall data. Mean while, it is showed a good fit between the distribution function of the historical and synthetic hourly rainfall. These discrepancies are unavoidable because of the lowest cross correlation of hourly rainfall. The overall performance indicated that the MuDRain model would not be appropriate choice for disaggregation daily rainfall.

Keywords: rainfall disaggregation, multivariate disaggregation rainfall model, correlation, stochastic model

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15472 Simulation of a Fluid Catalytic Cracking Process

Authors: Sungho Kim, Dae Shik Kim, Jong Min Lee

Abstract:

Fluid catalytic cracking (FCC) process is one of the most important process in modern refinery indusrty. This paper focuses on the fluid catalytic cracking (FCC) process. As the FCC process is difficult to model well, due to its nonlinearities and various interactions between its process variables, rigorous process modeling of whole FCC plant is demanded for control and plant-wide optimization of the plant. In this study, a process design for the FCC plant includes riser reactor, main fractionator, and gas processing unit was developed. A reactor model was described based on four-lumped kinetic scheme. Main fractionator, gas processing unit and other process units are designed to simulate real plant data, using a process flowsheet simulator, Aspen PLUS. The custom reactor model was integrated with the process flowsheet simulator to develop an integrated process model.

Keywords: fluid catalytic cracking, simulation, plant data, process design

Procedia PDF Downloads 456
15471 Blind Channel Estimation for Frequency Hopping System Using Subspace Based Method

Authors: M. M. Qasaymeh, M. A. Khodeir

Abstract:

Subspace channel estimation methods have been studied widely. It depends on subspace decomposition of the covariance matrix to separate signal subspace from noise subspace. The decomposition normally is done by either Eigenvalue Decomposition (EVD) or Singular Value Decomposition (SVD) of the Auto-Correlation matrix (ACM). However, the subspace decomposition process is computationally expensive. In this paper, the multipath channel estimation problem for a Slow Frequency Hopping (SFH) system using noise space based method is considered. An efficient method to estimate multipath the time delays basically is proposed, by applying MUltiple Signal Classification (MUSIC) algorithm which used the null space extracted by the Rank Revealing LU factorization (RRLU). The RRLU provides accurate information about the rank and the numerical null space which make it a valuable tool in numerical linear algebra. The proposed novel method decreases the computational complexity approximately to the half compared with RRQR methods keeping the same performance. Computer simulations are also included to demonstrate the effectiveness of the proposed scheme.

Keywords: frequency hopping, channel model, time delay estimation, RRLU, RRQR, MUSIC, LS-ESPRIT

Procedia PDF Downloads 410
15470 Pricing, Production and Inventory Policies Manufacturing under Stochastic Demand and Continuous Prices

Authors: Masoud Rabbani, Majede Smizadeh, Hamed Farrokhi-Asl

Abstract:

We study jointly determining prices and production in a multiple period horizon under a general non-stationary stochastic demand with continuous prices. In some periods we need to increase capacity of production to satisfy demand. This paper presents a model to aid multi-period production capacity planning by quantifying the trade-off between product quality and production cost. The product quality is estimated as the statistical variation from the target performances obtained from the output tolerances of the production machines that manufacture the components. We consider different tolerance for different machines that use to increase capacity. The production cost is estimated as the total cost of owning and operating a production facility during the planning horizon.so capacity planning has cost that impact on price. Pricing products often turns out to be difficult to measure them because customers have a reservation price to pay that impact on price and demand. We decide to determine prices and production for periods after enhance capacity and consider reservation price to determine price. First we use an algorithm base on fuzzy set of the optimal objective function values to determine capacity planning by determine maximize interval from upper bound in minimum objectives and define weight for objectives. Then we try to determine inventory and pricing policies. We can use a lemma to solve a problem in MATLAB and find exact answer.

Keywords: price policy, inventory policy, capacity planning, product quality, epsilon -constraint

Procedia PDF Downloads 569