Search results for: overlapping generations model

Authors: Niya Chen, Jennifer Chan

Abstract:

In the financial market, risk management helps to minimize potential loss and maximize profit. There are two ways to assess risks; the first way is to calculate the risk directly based on the volatility. The most common risk measurements are Value at Risk (VaR), sharp ratio, and beta. Alternatively, we could look at the quantile of the return to assess the risk. Popular return models such as GARCH and stochastic volatility (SV) focus on modeling the mean of the return distribution via capturing the volatility dynamics; however, the quantile/expectile method will give us an idea of the distribution with the extreme return value. It will allow us to forecast VaR using return which is direct information. The advantage of using these non-parametric methods is that it is not bounded by the distribution assumptions from the parametric method. But the difference between them is that expectile uses a second-order loss function while quantile regression uses a first-order loss function. We consider several quantile functions, different volatility measures, and estimates from some volatility models. To estimate the expectile of the model, we use Realized Conditional Autoregressive Expectile (CARE) model with the bayesian method to achieve this. We would like to see if our proposed models outperform existing models in cryptocurrency, and we will test it by using Bitcoin mainly as well as Ethereum.

Keywords: expectile, CARE Model, CARR Model, quantile, cryptocurrency, Value at Risk

Procedia PDF Downloads 110

Authors: Abdelhadi Elharfi

Abstract:

A problem of boundary feedback (exponential) stabilization of an overhead crane model represented by a PDE is considered. For any $r>0$, the exponential stability at the desired decay rate $r$ is solved in semi group setting by a collocated-type stabiliser of a target system combined with a term involving the solution of an appropriate PDE.

Keywords: feedback stabilization, semi group and generator, overhead crane system

Procedia PDF Downloads 406

Authors: Nicola Rubino

Abstract:

This paper presents an analysis of a group of commodity exporting countries' nominal exchange rate movements in relationship to the US dollar. Using a series of Unrestricted Self-exciting Threshold Autoregressive models (SETAR), we model and evaluate sixteen national CPI price differentials relative to the US dollar CPI. Out-of-sample forecast accuracy is evaluated through calculation of mean absolute error measures on the basis of two-hundred and fifty-three months rolling window forecasts and extended to three additional models, namely a logistic smooth transition regression (LSTAR), an additive non linear autoregressive model (AAR) and a simple linear Neural Network model (NNET). Our preliminary results confirm presence of some form of TAR non linearity in the majority of the countries analyzed, with a relatively higher goodness of fit, with respect to the linear AR(1) benchmark, in five countries out of sixteen considered. Although no model appears to statistically prevail over the other, our final out-of-sample forecast exercise shows that SETAR models tend to have quite poor relative forecasting performance, especially when compared to alternative non-linear specifications. Finally, by analyzing the implied half-lives of the > coefficients, our results confirms the presence, in the spirit of arbitrage band adjustment, of band convergence with an inner unit root behaviour in five of the sixteen countries analyzed.

Keywords: transition regression model, real exchange rate, nonlinearities, price differentials, PPP, commodity points

Procedia PDF Downloads 278

Authors: Ezeamagu M.U, Madu B.C

Abstract:

This study was designed to investigate the efficacy of 5Es constructivist-based instructional model on students’ retention in primary Mathematics. 5Es stands for Engagement, Exploration, Explanation, Elaboration and Evaluation. The study adopted the pre test post test non-equivalent control group quasi-experimental research design. The sample size for the study was one hundred and thirty four pupils (134), seventy six male (76) and fifty eight female (58) from two primary schools in Nsukka education zone. Two intact classes in each of the sampled schools comprising all the primary four pupils were used. Each of the schools was given the opportunity of being assigned randomly to either experimental or control group. The Experimental group was taught using 5Es model while the control group was taught using the conventional method. Two research questions were formulated to guide the study and three hypotheses were tested at p ≤ 0. 05. A Fraction Achievement Test (FAT) of ten (10) questions were used to obtain data on pupils’ retention. Research questions were answered using mean and standard deviation while hypotheses were tested using analysis of covariance (ANCOVA). The result revealed that the 5Es model was more effective than the conventional method of teaching in enhancing pupils’ performance and retention in mathematics, secondly there is no significant difference in the mean retention scores of male and female students taught using 5Es instructional model. Based on the findings, it was recommended among other things, that the 5Es instructional model should be adopted in the teaching of mathematics in primary level of the educational system. Seminar, workshops and conferences should be mounted by professional bodies, federal and state ministries of education on the use of 5Es model. This will enable the mathematics educator, serving teachers, students and all to benefit from the approach.

Keywords: constructivist, education, mathematics, primary, retention

Procedia PDF Downloads 451

Authors: Haikal Achmad Thaha, Pujo Laksono, Dhamma Nibbana Putra

Abstract:

Customer service is one of the core interest in a service sector of a company, whether as the core business or as service part of the operation. Most of the time, the people and the previous research in service industry is focused on finding the best business model solution for the service sector, usually to decide between total in house customer service, outsourcing, or something in between. Conventionally, to take this decision is some important part of the management job, and this is a process that usually takes some time and staff effort, meanwhile market condition and overall company needs may change and cause loss of income and temporary disturbance in the companies operation . However, in this paper we have offer a new concept model to assist decision making process in service industry. This model will featured information platform as central tool to integrate service industry operation. The result is service information model which would ideally increase response time and effectivity of the decision making. it will also help service industry in switching the service solution system quickly through machine learning when the companies growth and the service solution needed are changing.

Keywords: service industry, customer service, machine learning, decision making, information platform

Procedia PDF Downloads 622

Authors: Engin Berber, Nurettin Canakoglu, Ibrahim Sozdutmaz, Merve Caliskan, Shaikh Terkis Islam Pavel, Hazel Yetiskin, Aykut Ozdarendeli

Abstract:

Crimean-Congo hemorrhagic fever virus (CCHFV) is a tick-borne virus in the family Bunyaviridae, genus Nairovirus. The CCHFV genome consists of three molecules of negative-sense single-stranded RNA, each encapsulated separately. The virion particle contains viral RNA polymerase (L segment), surface glycoproteins Gn and Gc (Msegment), and a nucleocapsid protein NP (S segment). CCHF is characterized by high case mortality, occurring in Asia, Africa, the Middle East and Eastern Europe. Clinical CCHF was first recognized in Turkey in 2002. The numbers of CCHF cases have gradually increased in Turkey making the virus a public health concern. Between 2002 and 2014, more than 8000 the CCHF cases have been reported in Turkey and mortality rate is around 5%. So, Turkey is one of the countries where the epidemy has become spread to the wider geography and the biggest outbreaks of CCHF have occurred in the world. We have recently developed an inactivated cell-culture based vaccine against CCHF. We have showed that the Balb/c mice immunized with the CCHF vaccine induced the high level of neutralizing antibodies. In this study, we aimed to determine the immunodominant regions of nucleoprotein (NP) CCHFV Kelkit06 strain which stimulate T cells. For this purpose, pools of overlapping NP were used for an IFN- γ ELISPOT assay. Balb/c mice were divided into two groups for the experiment. Two groups (n = 10 each) were immunized via the intraperitoneal route with 5, or 10μg of the cell culture-based vaccine. The control group (n = 6) was mock immunized with PBS. Booster injections with the same formulation were given on days 21 and 42 after the first immunization. The higher reactivity against the CCHFV NP pools 31-40 and 80-90 was determined in the two dose groups. In order to analyze the vaccine-induced T cell responses in Balb/c mice immunized with varying doses of the vaccine, we have been also currently working on CD4+, CD8+ and CD3 + T cells by flow cytometry.

Keywords: Crimean-Congo hemorrhagic fever virus, immunodominant regions of NP, T cell response, vaccine

Procedia PDF Downloads 346

Authors: Jason West

Abstract:

Low profitability in agriculture production along with increasing scrutiny over environmental effects is limiting food production at scale. In contrast, the mining sector offers access to resources including energy, water, transport and chemicals for food production at low marginal cost. Scalable agricultural production can benefit from the nexus of resources (water, energy, transport) offered by mining activity in remote locations. A decision support bioeconomic model for controlled environment vertical farms was used. Four submodels were used: crop structure, nutrient requirements, resource-crop integration, and economic. They escalate to a macro mathematical model. A demonstrable dynamic systems framework is needed to prove productive outcomes are feasible. We demonstrate a generalized bioeconomic macro model for controlled environment production systems in minesites using systems dynamics modeling methodology. Despite the complexity of bioeconomic modelling of resource-agricultural dynamic processes and interactions, the economic potential greater than general economic models would assume. Scalability of production as an input becomes a key success feature.

Keywords: crop production systems, mathematical model, mining, agriculture, dynamic systems

Procedia PDF Downloads 77

Authors: Dino Carpentras, Alejandro Dinkelberg, Michael Quayle

Abstract:

Opinion dynamics models use an agent-based modeling approach to model people’s opinions. Model's properties are usually explored by testing the two 'degrees of freedom': the interaction rule and the network topology. The latter defines the connection, and thus the possible interaction, among agents. The interaction rule, instead, determines how agents select each other and update their own opinion. Here we show the existence of the third degree of freedom. This can be used for turning one model into each other or to change the model’s output up to 100% of its initial value. Opinion dynamics models represent the evolution of real-world opinions parsimoniously. Thus, it is fundamental to know how real-world opinion (e.g., supporting a candidate) could be turned into a number. Specifically, we want to know if, by choosing a different opinion-to-number transformation, the model’s dynamics would be preserved. This transformation is typically not addressed in opinion dynamics literature. However, it has already been studied in psychometrics, a branch of psychology. In this field, real-world opinions are converted into numbers using abstract objects called 'scales.' These scales can be converted one into the other, in the same way as we convert meters to feet. Thus, in our work, we analyze how this scale transformation may affect opinion dynamics models. We perform our analysis both using mathematical modeling and validating it via agent-based simulations. To distinguish between scale transformation and measurement error, we first analyze the case of perfect scales (i.e., no error or noise). Here we show that a scale transformation may change the model’s dynamics up to a qualitative level. Meaning that a researcher may reach a totally different conclusion, even using the same dataset just by slightly changing the way data are pre-processed. Indeed, we quantify that this effect may alter the model’s output by 100%. By using two models from the standard literature, we show that a scale transformation can transform one model into the other. This transformation is exact, and it holds for every result. Lastly, we also test the case of using real-world data (i.e., finite precision). We perform this test using a 7-points Likert scale, showing how even a small scale change may result in different predictions or a number of opinion clusters. Because of this, we think that scale transformation should be considered as a third-degree of freedom for opinion dynamics. Indeed, its properties have a strong impact both on theoretical models and for their application to real-world data.

Keywords: degrees of freedom, empirical validation, opinion scale, opinion dynamics

Procedia PDF Downloads 155

Authors: Tauha Hussain Ali, Shabir Hussain Khahro, Nafees Ahmed Memon

Abstract:

Accurate prediction of project time for planning and bid preparation stage should contain realistic dates. Constructors use their experience to estimate the project duration for the new projects, which is based on intuitions. It has been a constant concern to both researchers and constructors to analyze the accurate prediction of project duration for bid preparation stage. In Pakistan, such study for time cost relationship has been lacked to predict duration performance for the construction projects. This study is an attempt to explore the time cost relationship that would conclude with a mathematical model to predict the time for the drainage rehabilitation projects in the province of Sindh, Pakistan. The data has been collected from National Engineering Services (NESPAK), Pakistan and regression analysis has been carried out for the analysis of results. Significant relationship has been found between time and cost of the construction projects in Sindh and the generated mathematical model can be used by the constructors to predict the project duration for the upcoming projects of same nature. This study also provides the professionals with a requisite knowledge to make decisions regarding project duration, which is significantly important to win the projects at the bid stage.

Keywords: BTC Model, project time, relationship of time cost, regression

Procedia PDF Downloads 382

Authors: Cafer Görkem Pınar, İlker Coşar, Serkan Uzun, Atahan Çelebi, Mehmet Ali Ersoy, Ali Pınarbaşı

Abstract:

In this study, it was numerically investigated that a 1:1 scale model of the Renault Clio MK4 SW brand vehicle aerodynamic analysis was performed in the commercial computational fluid dynamics (CFD) package program of ANSYS CFX 2021 R1 under steady, subsonic, and 3-D conditions. The model of vehicle used for the analysis was made independent of the number of mesh elements, and the k-epsilon turbulence model was applied during the analysis. Results were interpreted as streamlines, pressure gradient, and turbulent kinetic energy contours around the vehicle at 50 km/h and 100 km/h speeds. In addition, the validity of the analysis was decided by comparing the drag coefficient of the vehicle with the values in the literature. As a result, the pressure gradient contours of the taillight of the Renault Clio MK4 SW vehicle were examined, and the behavior of the total force at speeds of 50 km/h and 100 km/h was interpreted.

Keywords: CFD, k-epsilon, aerodynamics, drag coefficient, taillight

Procedia PDF Downloads 143

Authors: Arnab Mondal, Sanjeev Kumar Sharma, Ranjit Kumar Upadhyay

Abstract:

We study the spatiotemporal dynamics of a neuronal cable. The processes of one- dimensional (1D) and 2D diffusion are considered for a single variable, which is the membrane voltage, i.e., membrane voltage diffusively interacts for spatiotemporal pattern formalism. The recovery and other variables interact through the membrane voltage. A 3D Leech-Heart (LH) model is introduced to investigate the nonlinear responses of an excitable neuronal cable. The deterministic LH model shows different types of firing properties. We explore the parameter space of the uncoupled LH model and based on the bifurcation diagram, considering v_k2_ashift as a bifurcation parameter, we analyze the 1D diffusion dynamics in three regimes: bursting, regular spiking, and a quiescent state. Depending on parameters, it is shown that the diffusive system may generate regular and irregular bursting or spiking behavior. Further, it is explored a 2D diffusion acting on the membrane voltage, where different types of patterns can be observed. The results show that the LH neurons with different firing characteristics depending on the control parameters participate in a collective behavior of an information processing system that depends on the overall network.

Keywords: bifurcation, pattern formation, spatio-temporal dynamics, stability analysis

Procedia PDF Downloads 222

Authors: Marine Segui, Ruxandra Mihaela Botez

Abstract:

OpenVSP is an aerodynamic solver developed by National Aeronautics and Space Administration (NASA) that allows building a reliable model of an aircraft. This software performs an aerodynamic simulation according to the angle of attack of the aircraft makes between the incoming airstream, and its speed. A reliable aerodynamic model of the Cessna Citation X was designed but it required a lot of computation time. As a consequence, a prediction method was established that allowed predicting lift and drag coefficients for all Mach numbers and for all angles of attack, exclusively for stall conditions, from a computation of three angles of attack and only one Mach number. Aerodynamic coefficients given by the prediction method for a Cessna Citation X model were finally compared with aerodynamics coefficients obtained using a complete OpenVSP study.

Keywords: aerodynamic, coefficient, cruise, improving, longitudinal, openVSP, solver, time

Procedia PDF Downloads 235

Authors: Mark Watson, J.-F. Bousquet, Adam Forget

Abstract:

A magnetic induction based underwater communication link is evaluated using an analytical model and a custom Finite-Difference Time-Domain (FDTD) simulation tool. The analytical model is based on the Sommerfeld integral, and a full-wave simulation tool evaluates Maxwell’s equations using the FDTD method in cylindrical coordinates. The analytical model and FDTD simulation tool are then compared and used to predict the system performance for various transmitter depths and optimum frequencies of operation. To this end, the system bandwidth, signal to noise ratio, and the magnitude of the induced voltage are used to estimate the expected channel capacity. The models show that in seawater, a relatively low-power and small coils may be capable of obtaining a throughput of 40 to 300 kbps, for the case where a transmitter is at depths of 1 to 3 m and a receiver is at a height of 1 m.

Keywords: magnetic induction, FDTD, underwater communication, Sommerfeld

Procedia PDF Downloads 125

Authors: Adeniyi G. Adeogun, Bolaji F. Sule, Adebayo W. Salami, Michael O. Daramola

Abstract:

Estimation of water yield and water balance in a river catchment is critical to the sustainable management of water resources at watershed level in any country. Therefore, in the present study, Soil and Water Assessment Tool (SWAT) interfaced with Geographical Information System (GIS) was applied as a tool to predict water balance and water yield of a catchment area in Nigeria. The catchment area, which was 12,992km2, is located upstream Jebba hydropower dam in North central part of Nigeria. In this study, data on the observed flow were collected and compared with simulated flow using SWAT. The correlation between the two data sets was evaluated using statistical measures, such as, Nasch-Sucliffe Efficiency (NSE) and coefficient of determination (R2). The model output shows a good agreement between the observed flow and simulated flow as indicated by NSE and R2, which were greater than 0.7 for both calibration and validation period. A total of 42,733 mm of water was predicted by the calibrated model as the water yield potential of the basin for a simulation period 1985 to 2010. This interesting performance obtained with SWAT model suggests that SWAT model could be a promising tool to predict water balance and water yield in sustainable management of water resources. In addition, SWAT could be applied to other water resources in other basins in Nigeria as a decision support tool for sustainable water management in Nigeria.

Keywords: GIS, modeling, sensitivity analysis, SWAT, water yield, watershed level

Procedia PDF Downloads 439

Authors: Pitchaon Maisuthisakul, Ladawan Changchub

Abstract:

Rice (Oryza sativa L.) is a staple diet in Thailand. Rice cultivation is traditional occupation of Thailand which passed down through generations. The 1 Rai 1 san project is new agricultural theory according to sufficient economy using green technology without using chemical substances. This study was conducted to evaluate total phenolics using HPLC and colorimetric methods including total anthocyanin content of Thai rice extracting by simulated gastric and intestinal condition and to estimate antioxidant capacity using DPPH and thiocyanate methods. Color and visible spectrum of rice grains were also investigated. Rice grains were classified into three groups according to their color appearance. The light brown grain genotypes are Sin Lek, Jasmine 105, Lao Tek and Hawm Ubon. The red group is Sang Yod and Red Jasmine. Genotypes Kum, Hawm Kanya and Hawm Nil are black rice grains. Cyanidin-3-O-glucoside was found in only black rice genotypes, whereas chlorogenic acid was found in all rice grains. The black rice had higher phenolic content than red and light brown samples. Phenolic acids constitute a small portion of phenolic compounds after digestion in human and contribute to the antioxidant activity of Thai rice grains. Anthocyanin contents of all rice extracts ranged from 45.9 to 442.1 mg CGE/kg. All rice extracts showed the antioxidant efficiency lower than ferulic acid. Genotype Kum and Hawm nil exhibited the ability of antioxidant efficiency higher than α-tocopherol. Interestingly, the visible spectrum of only black rice genotypes showed the maximum peak at 530-540 nm. The results suggest that consumption of black rice gives more health benefits of grain to consumer.

Keywords: rice, phenolic, antioxidant, anthocyanin

Procedia PDF Downloads 359

Authors: Anna Ouskova Leonteva, Michel Risser, Anne Jeannin-Girardon, Pierre Parrend, Pierre Collet

Abstract:

This paper proposes an efficient optimization tool for an active magnetic regenerator (AMR) model, operating in two modes: magnetic refrigeration system (MRS) and thermo-magnetic generator (TMG). The aim of this optimizer is to improve the design of the AMR by applying a multi-physics multi-scales numerical model as a core of evaluation functions to achieve industrial requirements for refrigeration and energy conservation systems. Based on the multi-objective non-dominated sorting genetic algorithm 3 (NSGA3), it maximizes four different objectives: efficiency and power density for MRS and TMG. The main contribution of this work is in the simultaneously application of a CPU-parallel NSGA3 version to the AMR model in both modes for studying impact of control and design parameters on the performance. The parametric study of the optimization results are presented. The main conclusion is that the common (for TMG and MRS modes) optimal parameters can be found by the proposed tool.

Keywords: ecological refrigeration systems, active magnetic regenerator, thermo-magnetic generator, multi-objective evolutionary optimization, industrial optimization problem, real-world application

Procedia PDF Downloads 114

Authors: Fazlul Karim, Esa Al-Islam

Abstract:

Many problems in oceanography and environmental sciences require the solution of shallow water equations on physical domains having curvilinear coastlines and abrupt changes of ocean depth near the shore. Finite-difference technique for the shallow water equations representing the boundary as stair step may give inaccurate results near the coastline where results are of greatest interest for various applications. This suggests the use of methods which are capable of incorporating the irregular boundary in coastal belts. At the same time, large velocity gradient is expected near the beach and islands as water depth vary abruptly near the coast. A nested numerical scheme with fine resolution is the best resort to enhance the numerical accuracy with the least grid numbers for the region of interests where the velocity changes rapidly and which is unnecessary for the away of the region. This paper describes the development of a boundary fitted nested grid (BFNG) model to compute tsunami propagation of 2004 Indonesian tsunami in Southern Thailand coastal waters. In this paper, we develop a numerical model employing the shallow water nested model and an orthogonal boundary fitted grid to investigate the tsunami impact on the Southern Thailand due to the Indonesian tsunami of 2004. Comparisons of water surface elevation obtained from numerical simulations and field measurements are made.

Keywords: Indonesian tsunami of 2004, Boundary-fitted nested grid model, Southern Thailand, finite difference method

Procedia PDF Downloads 441

Authors: Juan Harold Sosa-Arnao, Daniel José de Oliveira Ferreira, Caice Guarato Santos, Justo Emílio Alvarez, Leonardo Paes Rangel, Song Won Park

Abstract:

A comprehensive CFD model is developed to represent heterogeneous combustion and two burner designs of supply sugar-cane bagasse into a furnace. The objective of this work is to compare the insertion and burning of a Brazilian south-eastern sugar-cane bagasse using a new swirl burner design against an actual geometry under operation. The new design allows control the particles penetration and scattering inside furnace by adjustment of axial/tangential contributions of air feed without change their mass flow. The model considers turbulence using RNG k-, combustion using EDM, radiation heat transfer using DTM with 16 ray directions and bagasse particle tracking represented by Schiller-Naumann model. The obtained results are favorable to use of new design swirl burner because its axial/tangential control promotes more penetration or more scattering than actual design and allows reproduce the actual design operation without change the overall mass flow supply.

Keywords: comprehensive CFD model, sugar-cane bagasse combustion, swirl burner, contributions

Procedia PDF Downloads 440

Authors: Ramin Mansouri

Abstract:

Due to the contrast of rivers discharge regime with water demands, one of the best ways to use water resources is to regulate the natural flow of the rivers and supplying water needs to construct dams. Optimal utilization of reservoirs, consideration of multiple important goals together at the same is of very high importance. To study about analyzing this method, statistical data of Bakhtiari and Roudbar dam over 46 years (1955 until 2001) is used. Initially an appropriate objective function was specified and using DE algorithm, the rule curve was developed. In continue, operation policy using rule curves was compared to standard comparative operation policy. The proposed method distributed the lack to the whole year and lowest damage was inflicted to the system. The standard deviation of monthly shortfall of each year with the proposed algorithm was less deviated than the other two methods. The Results show that median values for the coefficients of F and Cr provide the optimum situation and cause DE algorithm not to be trapped in local optimum. The most optimal answer for coefficients are 0.6 and 0.5 for F and Cr coefficients, respectively. After finding the best combination of coefficients values F and CR, algorithms for solving the independent populations were examined. For this purpose, the population of 4, 25, 50, 100, 500 and 1000 members were studied in two generations (G=50 and 100). result indicates that the generation number 200 is suitable for optimizing. The increase in time per the number of population has almost a linear trend, which indicates the effect of population in the runtime algorithm. Hence specifying suitable population to obtain an optimal results is very important. Standard operation policy had better reversibility percentage, but inflicts severe vulnerability to the system. The results obtained in years of low rainfall had very good results compared to other comparative methods.

Keywords: reservoirs, differential evolution, dam, Optimal operation

Procedia PDF Downloads 78

Authors: Daniel S. Brox

Abstract:

Starting from earthquake fault dynamic equations, a correspondence between earthquake occurrence statistics in a seismic region before a major earthquake and eigenvalue statistics of a differential operator whose bound state eigenfunctions characterize the distribution of stress in the seismic region is derived. Modeling these eigenvalue statistics with a 2D Coulomb gas statistical physics model, previously reported deviation of seismic activation earthquake occurrence statistics from Gutenberg-Richter statistics in time intervals preceding the major earthquake is derived. It also explains how statistical physics modeling predicts a finite-dimensional nonlinear dynamic system that describes real-time velocity model evolution in the region undergoing seismic activation and how this prediction can be tested experimentally.

Keywords: seismic activation, statistical physics, geodynamics, signal processing

Procedia PDF Downloads 18

Authors: Sawsan Eissa, Momen Gharib, Omnia Kabbany

Abstract:

A flushing numerical study has been performed for intended artificial islands on the Persian Gulf coast in Abu Dhabi, UAE. The island masterplan was tested for flushing using the DELFT 3D hydrodynamic model, and it was found that its residence time exceeds the acceptable PIANC flushing Criteria. Therefore, a number of mitigation measures were applied and tested one by one using the flushing model. Namely, changing the location of the entrance opening, dredging, removing part of the mangrove existing in the near vicinity to create a channel, removing the mangrove altogether, using culverts of different numbers and locations, and pumping at selected points. The pumping option gave the best solution, but it was disregarded due to high capital and running costs. Therefore, it opted for a combination of other solutions, including removing mangroves, introducing culverts, and adjusting island boundaries and types of protection.

Keywords: hydrodynamics, flushing, delft 3d, Persian Gulf, artificial islands.

Procedia PDF Downloads 61

Authors: Jingwei Du

Abstract:

The need of optimizing air conditioning systems for existing buildings calls for control methods designed with energy-efficiency as a primary goal. The majority of current control methods boil down to two categories: empirical and model-based. To be effective, the former heavily relies on engineering expertise and the latter requires extensive historical data. Reinforcement Learning (RL), on the other hand, is a model-free approach that explores the environment to obtain an optimal control strategy often referred to as “policy”. This research adopts Proximal Policy Optimization (PPO) to improve chiller plant control, and enable the RL agent to collaborate with experienced engineers. It exploits the fact that while the industry lacks historical data, abundant operational data is available and allows the agent to learn and evolve safely under human supervision. Thanks to the development of language models, renewed interest in RL has led to modern, online, policy-based RL algorithms such as the PPO. This research took inspiration from “alignment”, a process that utilizes human feedback to finetune the pretrained model in case of unsafe content. The methodology can be summarized into three steps. First, an initial policy model is generated based on minimal prior knowledge. Next, the prepared PPO agent is deployed so feedback from both critic model and human experts can be collected for future finetuning. Finally, the agent learns and adapts itself to the specific chiller plant, updates the policy model and is ready for the next iteration. Besides the proposed approach, this study also used traditional RL methods to optimize the same simulated chiller plants for comparison, and it turns out that the proposed method is safe and effective at the same time and needs less to no historical data to start up.

Keywords: chiller plant, control methods, energy efficiency, proximal policy optimization, reinforcement learning

Procedia PDF Downloads 29

Authors: V. Diaz, B. Pardo , D. Villegas

Abstract:

In premature births most babies have complications at birth, these complications can be reduced, if an atmosphere of relaxation is provided and is also similar to intrauterine life, for this, there are programs where their mothers lull and sway them; however, the conditions in which they do so and the way in they do it may not be the indicated. Here we describe an investigation based on the biomimics of the kinematics of human fetal movement, which consists of determining the movements that the fetus experiences and the deformations of the components that surround the fetus during a gentle walk at week 32 of the gestation stage. This research is based on a 3D model that has the anatomical structure of the pelvis, fetus, muscles, uterus and its most important supporting elements (ligaments). Normal load conditions are applied to this model according to the stage of gestation and the kinematics of a gentle walk of a pregnant mother, which focuses on the pelvic bone, this allows to receive a response from the other elements of the model. To accomplish this modeling and subsequent simulation Solidworks software was used. From this analysis, the curves that describe the movement of the fetus at three different points were obtained. Additionally, we could found the deformation of the uterus and the ligaments that support it, showing the characteristics that these tissues can have in the face of the support of the fetus. These data can be used for the construction of artifacts that help the normal development of premature infants.

Keywords: simulation, biomimic, uterine model, fetal movement study

Procedia PDF Downloads 165

Authors: Giovanni Masala, Stefania Marica

Abstract:

Forecasting electricity load plays a crucial role regards decision making and planning for economical purposes. Besides, in the light of the recent privatization and deregulation of the power industry, the forecasting of future electricity load turned out to be a very challenging problem. Empirical data about electricity load highlights a clear seasonal behavior (higher load during the winter season), which is partly due to climatic effects. We also emphasize the presence of load periodicity at a weekly basis (electricity load is usually lower on weekends or holidays) and at daily basis (electricity load is clearly influenced by the hour). Finally, a long-term trend may depend on the general economic situation (for example, industrial production affects electricity load). All these features must be captured by the model. The purpose of this paper is then to build an hourly electricity load model. The deterministic component of the model requires non-linear regression and Fourier series while we will investigate the stochastic component through econometrical tools. The calibration of the parameters’ model will be performed by using data coming from the Italian market in a 6 year period (2007- 2012). Then, we will perform a Monte Carlo simulation in order to compare the simulated data respect to the real data (both in-sample and out-of-sample inspection). The reliability of the model will be deduced thanks to standard tests which highlight a good fitting of the simulated values.

Keywords: ARMA-GARCH process, electricity load, fitting tests, Fourier series, Monte Carlo simulation, non-linear regression

Procedia PDF Downloads 395

Authors: Hamish Love, Navjot Bhullar, Nicola Schutte

Abstract:

Self-control and related psychological constructs have been shown to have a large role in the improvement and maintenance of healthful dietary behaviour. However, self-control for diet, and related constructs such as motivation, level of conflict between tempting desires and dietary goals, and attentional bias for tempting food, have not been studied together to establish their relationships, to the author’s best knowledge. Therefore the aim of this paper was to conduct model testing on these constructs and evaluate how they relate to affect dietary outcomes. 400 Australian adult participants will be recruited via the Qualtrics platform and will be representative across age and gender. They will complete survey and reaction timing surveys to gather data on the five target constructs: Trait Self-control, Attentional Bias for Food, Dietary Goal-Desire Incongruence, Motivation for Dietary Self-control, and Satisfaction with Dietary Behaviour. A model of moderated mediation is predicted, whereby the initial predictor (Dietary Goal-Desire Incongruence) predicts the level of the outcome variable, Satisfaction with Dietary Behaviour. We hypothesise that the relationship between these two variables will be mediated by Trait Self-Control and that the extent that Trait Self-control is allowed to mediate dietary outcome is moderated by both Attentional Bias for Food and Motivation for Dietary Self-control. The analysis will be conducted using the PROCESS module in SPSS 23. The results of model testing in this current study will be valuable to direct future research and inform which constructs could be important targets for intervention to improve dietary outcomes.

Keywords: self-control, diet, model testing, attentional bias, motivation

Procedia PDF Downloads 170

Authors: Yuyang Cheng, Marcos Escobar-Anel

Abstract:

This paper introduces a multivariate 4/2 stochastic covariance process generalizing the one-dimensional counterparts presented in Grasselli (2017). Our construction permits stochastic correlation not only among stocks but also among volatilities, also known as co-volatility movements, both driven by more convenient 4/2 stochastic structures. The parametrization is flexible enough to separate these types of correlation, permitting their individual study. Conditions for proper changes of measure and closed-form characteristic functions under risk-neutral and historical measures are provided, allowing for applications of the model to risk management and derivative pricing. We apply the model to an expected utility theory problem in incomplete markets. Our analysis leads to closed-form solutions for the optimal allocation and value function. Conditions are provided for well-defined solutions together with a verification theorem. Our numerical analysis highlights and separates the impact of key statistics on equity portfolio decisions, in particular, volatility, correlation, and co-volatility movements, with the latter being the least important in an incomplete market.

Keywords: stochastic covariance process, 4/2 stochastic volatility model, stochastic co-volatility movements, characteristic function, expected utility theory, verication theorem

Procedia PDF Downloads 152

Authors: Mochamad Nuruz Zaman, Mangatur Rudolf Nababan, M. A. Djatmika

Abstract:

Both society and education areas teach to have good communication for building the interpersonal skills up. Everyone has the capacity to understand something new, either well comprehension or worst understanding. Worst understanding makes the language errors when the interactions are done by someone in the first meeting, and they do not know before it because of distance area. “The Space between Us” movie delivers the love-adventure story between Mars Boy and Earth Girl. They are so many missing conversations because of the different climate and environment. As the moviegoer also must be focused on the subtitle in order to enjoy well the movie. Furthermore, Indonesia subtitle and English conversation on the movie still have overlapping understanding in the translation. Translation hereby consists of source language -SL- (English conversation) and target language -TL- (Indonesia subtitle). These research gap above is formulated in research question by how the language errors happened in that movie and their effects on translation quality which is deepest analyzed by translation study toward discourse analysis approach. The research goal is to expand the language errors and their translation qualities in order to create a good atmosphere in movie media. The research is studied by embedded research in qualitative design. The research locations consist of setting, participant, and event as focused determined boundary. Sources of datum are “The Space between Us” movie and informant (translation quality rater). The sampling is criterion-based sampling (purposive sampling). Data collection techniques use content analysis and questioner. Data validation applies data source and method triangulation. Data analysis delivers domain, taxonomy, componential, and cultural theme analysis. Data findings on the language errors happened in the movie are referential, register, society, textual, receptive, expressive, individual, group, analogical, transfer, local, and global errors. Data discussions on their effects to translation quality are concentrated by translation techniques on their data findings; they are amplification, borrowing, description, discursive creation, established equivalent, generalization, literal, modulation, particularization, reduction, substitution, and transposition.

Keywords: discourse analysis, language errors, The Space between Us movie, translation techniques, translation quality instruments

Procedia PDF Downloads 219

Authors: Tomasz L. Nawrocki, Danuta Szwajca

Abstract:

The growing importance of reputation in building enterprise value and achieving long-term competitive advantage creates the need for its measurement and evaluation for the management purposes (effective reputation and its risk management). The paper presents practical application of self-developed corporate reputation assessment model from the viewpoint of stock market investors. The model has a pioneer character and example analysis performed for selected industry is a form of specific test for this tool. In the proposed solution, three aspects - informational, financial and development, as well as social ones - were considered. It was also assumed that the individual sub-criteria will be based on public sources of information, and as the calculation apparatus, capable of obtaining synthetic final assessment, fuzzy logic will be used. The main reason for developing this model was to fulfill the gap in the scope of synthetic measure of corporate reputation that would provide higher degree of objectivity by relying on "hard" (not from surveys) and publicly available data. It should be also noted that results obtained on the basis of proposed corporate reputation assessment method give possibilities of various internal as well as inter-branch comparisons and analysis of corporate reputation impact.

Keywords: corporate reputation, fuzzy logic, fuzzy model, stock market investors

Procedia PDF Downloads 247

Authors: A. Porshnev, A. Zaporozhtchuk

Abstract:

Motivation regarded as a key factor of labor turnover, is especially important for volunteers working on an altruistic basis in NGO. Despite the motivational letter, candidate selection depends on the impression of the selection committee, which can be subject to human bias. We expect that structured and unstructured information provided in motivation letters could be used to improve candidate selection procedures. In our paper, we perform qualitative and quantitative analysis of 2280 motivation letters, create logistic regression, and build a decision tree to improve selection procedures. Our analysis showed that motivation factors are significant and enable human resources department to forecast labor turnover and provide extra information to demographic, professional and timing questions. In spite of the average level of accuracy the model demonstrates the selection procedures of company of under consideration can be improved. We also discuss interrelation between answers to open and closed motivation questions, recommend changes in motivational letter templates to ensure more relevant information about applicants and further steps to create more accurate model.

Keywords: decision trees, logistic regression, model, motivational letter, non-governmental organization, retention, turnover

Procedia PDF Downloads 177

Authors: Ghada Abo-Zaid

Abstract:

Introduction: Oil is one of the most income source in Bahrain. Low oil price influence on the economy growth and the investment rate in Bahrain. For example, the economic growth was 3.7% in 2012, and it reduced to 2.9% in 2015. Investment rate was 9.8% in 2012, and it is reduced to be 5.9% and -12.1% in 2014 and 2015, respectively. The inflation rate is increased to the peak point in 2013 with 3.3 %. Objectives: The objectives here are to build statistical models to examine the effect of the interest rate inflation rate on the growth economy in Bahrain from 2000 to 2018. Methods: This study based on 18 years, and the multiple regression model is used for the analysis. All of the missing data are omitted from the analysis. Results: Regression model is used to examine the association between the Growth national product (GNP), the inflation rate, and real interest rate. We found that (i) Increase the real interest rate decrease the GNP. (ii) Increase the inflation rate does not effect on the growth economy in Bahrain since the average of the inflation rate was almost 2%, and this is considered as a low percentage. Conclusion: There is a positive impact of the real interest rate on the GNP in Bahrain. While the inflation rate does not show any negative influence on the GNP as the inflation rate was not large enough to effect negatively on the economy growth rate in Bahrain.

Keywords: growth national product, egypt, regression model, interest rate

Procedia PDF Downloads 166