Search results for: shared parameter model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 18858

Search results for: shared parameter model

16488 A Stochastic Volatility Model for Optimal Market-Making

Authors: Zubier Arfan, Paul Johnson

Abstract:

The electronification of financial markets and the rise of algorithmic trading has sparked a lot of interest from the mathematical community, for the market making-problem in particular. The research presented in this short paper solves the classic stochastic control problem in order to derive the strategy for a market-maker. It also shows how to calibrate and simulate the strategy with real limit order book data for back-testing. The ambiguity of limit-order priority in back-testing is dealt with by considering optimistic and pessimistic priority scenarios. The model, although it does outperform a naive strategy, assumes constant volatility, therefore, is not best suited to the LOB data. The Heston model is introduced to describe the price and variance process of the asset. The Trader's constant absolute risk aversion utility function is optimised by numerically solving a 3-dimensional Hamilton-Jacobi-Bellman partial differential equation to find the optimal limit order quotes. The results show that the stochastic volatility market-making model is more suitable for a risk-averse trader and is also less sensitive to calibration error than the constant volatility model.

Keywords: market-making, market-microsctrucure, stochastic volatility, quantitative trading

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16487 Using Lean Six-Sigma in the Improvement of Service Quality at Aviation Industry: Case Study at the Departure Area in KKIA

Authors: Tareq Al Muhareb, Jasper Graham-Jones

Abstract:

The service quality is a significant element in aviation industry especially in the international airports. Through this paper, the researchers built a model based on Lean six sigma methodologies and applied it in the departure area at KKIA (King Khalid International Airport) in order to assess it. This model characterized with many special features that can become over the cultural differences in aviation industry since it is considered the most critical circumstance in this field. Applying the model of this study is depending on following the DMAIC procedure systemized in lean thinking aspects. This model of Lean-six-sigma as a managerial procedure is mostly focused on the change management culture that requires high level of planning, organizing, modifying, and controlling in order to benefit from strengths as well as revoke weaknesses.

Keywords: lean-six-sigma, service quality, aviation industry, KKIA (King Khalid International Airport), SERVQUAL

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16486 Optimization of Syngas Quality for Fischer-Tropsch Synthesis

Authors: Ali Rabah

Abstract:

This research received no grant or financial support from any public, commercial, or none governmental agency. The author conducted this work as part of his normal research activities as a professor of Chemical Engineering at the University of Khartoum, Sudan. Abstract While fossil oil reserves have been receding, the demand for diesel and gasoline has been growing. In recent years, syngas of biomass origin has been emerging as a viable feedstock for Fischer-Tropsch (FT) synthesis, a process for manufacturing synthetic gasoline and diesel. This paper reports the optimization of syngas quality to match FT synthesis requirements. The optimization model maximizes the thermal efficiency under the constraint of H2/CO≥2.0 and operating conditions of equivalent ratio (0 ≤ ER ≤ 1.0), steam to biomass ratio (0 ≤ SB ≤ 5), and gasification temperature (500 °C ≤ Tg ≤ 1300 °C). The optimization model is executed using the optimization section of the Model Analysis Tools of the Aspen Plus simulator. The model is tested using eleven (11) types of MSW. The optimum operating conditions under which the objective function and the constraint are satisfied are ER=0, SB=0.66-1.22, and Tg=679 - 763°C. Under the optimum operating conditions, the syngas quality is H2=52.38 - 58.67-mole percent, LHV=12.55 - 17.15 MJ/kg, N2=0.38 - 2.33-mole percent, and H2/CO≥2.15. The generalized optimization model reported could be extended to any other type of biomass and coal. Keywords: MSW, Syngas, Optimization, Fischer-Tropsch.

Keywords: syngas, MSW, optimization, Fisher-Tropsh

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16485 Research on Air pollution Spatiotemporal Forecast Model Based on LSTM

Authors: JingWei Yu, Hong Yang Yu

Abstract:

At present, the increasingly serious air pollution in various cities of China has made people pay more attention to the air quality index(hereinafter referred to as AQI) of their living areas. To face this situation, it is of great significance to predict air pollution in heavily polluted areas. In this paper, based on the time series model of LSTM, a spatiotemporal prediction model of PM2.5 concentration in Mianyang, Sichuan Province, is established. The model fully considers the temporal variability and spatial distribution characteristics of PM2.5 concentration. The spatial correlation of air quality at different locations is based on the Air quality status of other nearby monitoring stations, including AQI and meteorological data to predict the air quality of a monitoring station. The experimental results show that the method has good prediction accuracy that the fitting degree with the actual measured data reaches more than 0.7, which can be applied to the modeling and prediction of the spatial and temporal distribution of regional PM2.5 concentration.

Keywords: LSTM, PM2.5, neural networks, spatio-temporal prediction

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16484 Mechanical Properties of Ternary Metal Nitride Ti1-xTaxN Alloys from First-Principles

Authors: M. Benhamida, Kh. Bouamama, P. Djemia

Abstract:

We investigate by first-principles pseudo-potential calculations the composition dependence of lattice parameter, hardness and elastic properties of ternary disordered solid solutions Ti(1-x)Ta(x)N (1>=x>=0) with B1-rocksalt structure. Calculations use the coherent potential approximation with the exact muffin-tin orbitals (EMTO) and hardness formula for multicomponent covalent solid solution proposed. Bulk modulus B shows a nearly linear behaviour whereas not C44 and C’=(C11-C12)/2 that are not monotonous. Influences of vacancies on hardness of off-stoichiometric transition-metal nitrides TiN(1−x) and TaN(1−x) are also considered.

Keywords: transition metal nitride materials, elastic constants, hardness, EMTO

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16483 Evaluation of Ceres Wheat and Rice Model for Climatic Conditions in Haryana, India

Authors: Mamta Rana, K. K. Singh, Nisha Kumari

Abstract:

The simulation models with its soil-weather-plant atmosphere interacting system are important tools for assessing the crops in changing climate conditions. The CERES-Wheat & Rice vs. 4.6 DSSAT was calibrated and evaluated for one of the major producers of wheat and rice state- Haryana, India. The simulation runs were made under irrigated conditions and three fertilizer applications dose of N-P-K to estimate crop yield and other growth parameters along with the phenological development of the crop. The genetic coefficients derived by iteratively manipulating the relevant coefficients that characterize the phenological process of wheat and rice crop to the best fit match between the simulated and observed anthesis, physological maturity and final grain yield. The model validated by plotting the simulated and remote sensing derived LAI. LAI product from remote sensing provides the edge of spatial, timely and accurate assessment of crop. For validating the yield and yield components, the error percentage between the observed and simulated data was calculated. The analysis shows that the model can be used to simulate crop yield and yield components for wheat and rice cultivar under different management practices. During the validation, the error percentage was less than 10%, indicating the utility of the calibrated model for climate risk assessment in the selected region.

Keywords: simulation model, CERES-wheat and rice model, crop yield, genetic coefficient

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16482 Single Ended Primary Inductance Converter with Internal Model Controller

Authors: Fatih Suleyman Taskincan, Ahmet Karaarslan

Abstract:

In this article, the study and analysis of Single Ended Primary Inductance Converter (SEPIC) are presented for battery charging applications that will be used in military applications. The usage of this kind of converters come from its advantage of non-reverse polarity at outputs. As capacitors charge and discharge through inductance, peak current does not occur on capacitors. Therefore, the efficiency will be high compared to buck-boost converters. In this study, the converter (SEPIC) is designed to be operated with Internal Model Controller (IMC). The traditional controllers like Proportional Integral Controller are not preferred as its linearity behavior. Hence IMC is designed for this converter. This controller is a model-based control and provides more robustness and better set point monitoring. Moreover, it can be used for an unstable process where the conventional controller cannot handle the dynamic operation. Matlab/Simulink environment is used to simulate the converter and its controller, then, the results are shown and discussed.

Keywords: DC/DC converter, single ended primary inductance converter, SEPIC, internal model controller, IMC, switched mode power supply

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16481 Web 2.0 in Higher Education: The Instructors’ Acceptance in Higher Educational Institutes in Kingdom of Bahrain

Authors: Amal M. Alrayes, Hayat M. Ali

Abstract:

Since the beginning of distance education with the rapid evolution of technology, the social network plays a vital role in the educational process to enforce the interaction been the learners and teachers. There are many Web 2.0 technologies, services and tools designed for educational purposes. This research aims to investigate instructors’ acceptance towards web-based learning systems in higher educational institutes in Kingdom of Bahrain. Questionnaire is used to investigate the instructors’ usage of Web 2.0 and the factors affecting their acceptance. The results confirm that instructors had high accessibility to such technologies. However, patterns of use were complex. Whilst most expressed interest in using online technologies to support learning activities, learners seemed cautious about other values associated with web-based system, such as the shared construction of knowledge in a public format. The research concludes that there are main factors that affect instructors’ adoption which are security, performance expectation, perceived benefits, subjective norm, and perceived usefulness.

Keywords: Web 2.0, higher education, acceptance, students' perception

Procedia PDF Downloads 337
16480 Study of Inhibition of the End Effect Based on AR Model Predict of Combined Data Extension and Window Function

Authors: Pan Hongxia, Wang Zhenhua

Abstract:

In this paper, the EMD decomposition in the process of endpoint effect adopted data based on AR model to predict the continuation and window function method of combining the two effective inhibition. Proven by simulation of the simulation signal obtained the ideal effect, then, apply this method to the gearbox test data is also achieved good effect in the process, for the analysis of the subsequent data processing to improve the calculation accuracy. In the end, under various working conditions for the gearbox fault diagnosis laid a good foundation.

Keywords: gearbox, fault diagnosis, ar model, end effect

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16479 Media Planning Decisions and Preferences through a Goal Programming Model: An Application to a Media Campaign for a Mature Product in Italy

Authors: Cinzia Colapinto, Davide La Torre

Abstract:

Goal Programming (GP) and its variants were applied to marketing and specific marketing issues, such as media scheduling problems in the last decades. The concept of satisfaction functions has been widely utilized in the GP model to explicitly integrate the Decision-Maker’s preferences. These preferences can be guided by the available information regarding the decision-making situation. A GP model with satisfaction functions for media planning decisions is proposed and then illustrated through a case study related to a marketing/media campaign in the Italian market.

Keywords: goal programming, satisfaction functions, media planning, tourism management

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16478 Measurement Tools of the Maturity Model for IT Service Outsourcing in Higher Education Institutions

Authors: Victoriano Valencia García, Luis Usero Aragonés, Eugenio J. Fernández Vicente

Abstract:

Nowadays, the successful implementation of ICTs is vital for almost any kind of organization. Good governance and ICT management are essential for delivering value, managing technological risks, managing resources and performance measurement. In addition, outsourcing is a strategic IT service solution which complements IT services provided internally in organizations. This paper proposes the measurement tools of a new holistic maturity model based on standards ISO/IEC 20000 and ISO/IEC 38500, and the frameworks and best practices of ITIL and COBIT, with a specific focus on IT outsourcing. These measurement tools allow independent validation and practical application in the field of higher education, using a questionnaire, metrics tables, and continuous improvement plan tables as part of the measurement process. Guidelines and standards are proposed in the model for facilitating adaptation to universities and achieving excellence in the outsourcing of IT services.

Keywords: IT governance, IT management, IT services, outsourcing, maturity model, measurement tools

Procedia PDF Downloads 592
16477 Variability Management of Contextual Feature Model in Multi-Software Product Line

Authors: Muhammad Fezan Afzal, Asad Abbas, Imran Khan, Salma Imtiaz

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Software Product Line (SPL) paradigm is used for the development of the family of software products that share common and variable features. Feature model is a domain of SPL that consists of common and variable features with predefined relationships and constraints. Multiple SPLs consist of a number of similar common and variable features, such as mobile phones and Tabs. Reusability of common and variable features from the different domains of SPL is a complex task due to the external relationships and constraints of features in the feature model. To increase the reusability of feature model resources from domain engineering, it is required to manage the commonality of features at the level of SPL application development. In this research, we have proposed an approach that combines multiple SPLs into a single domain and converts them to a common feature model. Extracting the common features from different feature models is more effective, less cost and time to market for the application development. For extracting features from multiple SPLs, the proposed framework consists of three steps: 1) find the variation points, 2) find the constraints, and 3) combine the feature models into a single feature model on the basis of variation points and constraints. By using this approach, reusability can increase features from the multiple feature models. The impact of this research is to reduce the development of cost, time to market and increase products of SPL.

Keywords: software product line, feature model, variability management, multi-SPLs

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16476 Use of Two-Dimensional Hydraulics Modeling for Design of Erosion Remedy

Authors: Ayoub. El Bourtali, Abdessamed.Najine, Amrou Moussa. Benmoussa

Abstract:

One of the main goals of river engineering is river training, which is defined as controlling and predicting the behavior of a river. It is taking effective measurements to eliminate all related risks and thus improve the river system. In some rivers, the riverbed continues to erode and degrade; therefore, equilibrium will never be reached. Generally, river geometric characteristics and riverbed erosion analysis are some of the most complex but critical topics in river engineering and sediment hydraulics; riverbank erosion is the second answering process in hydrodynamics, which has a major impact on the ecological chain and socio-economic process. This study aims to integrate the new computer technology that can analyze erosion and hydraulic problems through computer simulation and modeling. Choosing the right model remains a difficult and sensitive job for field engineers. This paper makes use of the 5.0.4 version of the HEC-RAS model. The river section is adopted according to the gauged station and the proximity of the adjustment. In this work, we will demonstrate how 2D hydraulic modeling helped clarify the design and cover visuals to set up depth and velocities at riverbanks and throughout advanced structures. The hydrologic engineering center's-river analysis system (HEC-RAS) 2D model was used to create a hydraulic study of the erosion model. The geometric data were generated from the 12.5-meter x 12.5-meter resolution digital elevation model. In addition to showing eroded or overturned river sections, the model output also shows patterns of riverbank changes, which can help us reduce problems caused by erosion.

Keywords: 2D hydraulics model, erosion, floodplain, hydrodynamic, HEC-RAS, riverbed erosion, river morphology, resolution digital data, sediment

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16475 Numerical Simulation of the Kurtosis Effect on the EHL Problem

Authors: S. Gao, S. Srirattayawong

Abstract:

In this study, a computational fluid dynamics (CFD) model has been developed for studying the effect of surface roughness profile on the EHL problem. The cylinders contact geometry, meshing and calculation of the conservation of mass and momentum equations are carried out by using the commercial software packages ICEMCFD and ANSYS Fluent. The user defined functions (UDFs) for density, viscosity and elastic deformation of the cylinders as the functions of pressure and temperature have been defined for the CFD model. Three different surface roughness profiles are created and incorporated into the CFD model. It is found that the developed CFD model can predict the characteristics of fluid flow and heat transfer in the EHL problem, including the leading parameters such as the pressure distribution, minimal film thickness, viscosity, and density changes. The obtained results show that the pressure profile at the center of the contact area directly relates to the roughness amplitude. The rough surface with kurtosis value over 3 influences the fluctuated shape of pressure distribution higher than other cases.

Keywords: CFD, EHL, kurtosis, surface roughness

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16474 Risk of Fatal and Non-Fatal Coronary Heart Disease and Stroke Events among Adult Patients with Hypertension: Basic Markov Model Inputs for Evaluating Cost-Effectiveness of Hypertension Treatment: Systematic Review of Cohort Studies

Authors: Mende Mensa Sorato, Majid Davari, Abbas Kebriaeezadeh, Nizal Sarrafzadegan, Tamiru Shibru, Behzad Fatemi

Abstract:

Markov model, like cardiovascular disease (CVD) policy model based simulation, is being used for evaluating the cost-effectiveness of hypertension treatment. Stroke, angina, myocardial infarction (MI), cardiac arrest, and all-cause mortality were included in this model. Hypertension is a risk factor for a number of vascular and cardiac complications and CVD outcomes. Objective: This systematic review was conducted to evaluate the comprehensiveness of this model across different regions globally. Methods: We searched articles written in the English language from PubMed/Medline, Ovid/Medline, Embase, Scopus, Web of Science, and Google scholar with a systematic search query. Results: Thirteen cohort studies involving a total of 2,165,770 (1,666,554 hypertensive adult population and 499,226 adults with treatment-resistant hypertension) were included in this scoping review. Hypertension is clearly associated with coronary heart disease (CHD) and stroke mortality, unstable angina, stable angina, MI, heart failure (HF), sudden cardiac death, transient ischemic attack, ischemic stroke, subarachnoid hemorrhage, intracranial hemorrhage, peripheral arterial disease (PAD), and abdominal aortic aneurism (AAA). Association between HF and hypertension is variable across regions. Treatment resistant hypertension is associated with a higher relative risk of developing major cardiovascular events and all-cause mortality when compared with non-resistant hypertension. However, it is not included in the previous CVD policy model. Conclusion: The CVD policy model used can be used in most regions for the evaluation of the cost-effectiveness of hypertension treatment. However, hypertension is highly associated with HF in Latin America, the Caribbean, Eastern Europe, and Sub-Saharan Africa. Therefore, it is important to consider HF in the CVD policy model for evaluating the cost-effectiveness of hypertension treatment in these regions. We do not suggest the inclusion of PAD and AAA in the CVD policy model for evaluating the cost-effectiveness of hypertension treatment due to a lack of sufficient evidence. Researchers should consider the effect of treatment-resistant hypertension either by including it in the basic model or during setting the model assumptions.

Keywords: cardiovascular disease policy model, cost-effectiveness analysis, hypertension, systematic review, twelve major cardiovascular events

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16473 Verification & Validation of Map Reduce Program Model for Parallel K-Mediod Algorithm on Hadoop Cluster

Authors: Trapti Sharma, Devesh Kumar Srivastava

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This paper is basically a analysis study of above MapReduce implementation and also to verify and validate the MapReduce solution model for Parallel K-Mediod algorithm on Hadoop Cluster. MapReduce is a programming model which authorize the managing of huge amounts of data in parallel, on a large number of devices. It is specially well suited to constant or moderate changing set of data since the implementation point of a position is usually high. MapReduce has slowly become the framework of choice for “big data”. The MapReduce model authorizes for systematic and instant organizing of large scale data with a cluster of evaluate nodes. One of the primary affect in Hadoop is how to minimize the completion length (i.e. makespan) of a set of MapReduce duty. In this paper, we have verified and validated various MapReduce applications like wordcount, grep, terasort and parallel K-Mediod clustering algorithm. We have found that as the amount of nodes increases the completion time decreases.

Keywords: hadoop, mapreduce, k-mediod, validation, verification

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16472 An Energy-Efficient Model of Integrating Telehealth IoT Devices with Fog and Cloud Computing-Based Platform

Authors: Yunyong Guo, Sudhakar Ganti, Bryan Guo

Abstract:

The rapid growth of telehealth Internet of Things (IoT) devices has raised concerns about energy consumption and efficient data processing. This paper introduces an energy-efficient model that integrates telehealth IoT devices with a fog and cloud computing-based platform, offering a sustainable and robust solution to overcome these challenges. Our model employs fog computing as a localized data processing layer while leveraging cloud computing for resource-intensive tasks, significantly reducing energy consumption. We incorporate adaptive energy-saving strategies. Simulation analysis validates our approach's effectiveness in enhancing energy efficiency for telehealth IoT systems integrated with localized fog nodes and both private and public cloud infrastructures. Future research will focus on further optimization of the energy-saving model, exploring additional functional enhancements, and assessing its broader applicability in other healthcare and industry sectors.

Keywords: energy-efficient, fog computing, IoT, telehealth

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16471 Interactions within the School Setting and Their Potential Impact on the Wellbeing or Educational Success of High Ability Students: A Literature Review

Authors: Susan Burkett-McKee, Bruce Knight, Michelle Vanderburg

Abstract:

The wellbeing and educational success of high ability students are interrelated concepts with each potentially hindering or enhancing the other. A student’s well-being and educational success are also influenced by intrapersonal and interpersonal factors. This presentation begins with an exploration of the literature pertinent to the wellbeing and educational success of this cohort before an ecological perspective is taken to discuss research into the impact of interactions within the school context. While the literature consistently states that interactions exchanged between high ability students and school community members impact the students’ wellbeing or educational success, no consensus has been reached about whether the impact is positive or negative. Findings from the review shared in this presentation inform an interpretative phenomenological study involving senior secondary students enrolled in inclusive Australian schools to highlight, from the students’ perspective, the ways school-based interactions impact their wellbeing or educational success.

Keywords: educational success, interactions, literature review, wellbeing

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16470 Petri Net Modeling and Simulation of a Call-Taxi System

Authors: T. Godwin

Abstract:

A call-taxi system is a type of taxi service where a taxi could be requested through a phone call or mobile app. A schematic functioning of a call-taxi system is modeled using Petri net, which provides the necessary conditions for a taxi to be assigned by a dispatcher to pick a customer as well as the conditions for the taxi to be released by the customer. A Petri net is a graphical modeling tool used to understand sequences, concurrences, and confluences of activities in the working of discrete event systems. It uses tokens on a directed bipartite multi-graph to simulate the activities of a system. The Petri net model is translated into a simulation model and a call-taxi system is simulated. The simulation model helps in evaluating the operation of a call-taxi system based on the fleet size as well as the operating policies for call-taxi assignment and empty call-taxi repositioning. The developed Petri net based simulation model can be used to decide the fleet size as well as the call-taxi assignment policies for a call-taxi system.

Keywords: call-taxi, discrete event system, petri net, simulation modeling

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16469 Understanding Social Networks in Community's Coping Capacity with Floods: A Case Study of a Community in Cambodia

Authors: Ourn Vimoil, Kallaya Suntornvongsagul

Abstract:

Cambodia is considered as one of the most disaster prone countries in South East Asia, and most of natural disasters are related to floods. Cambodia, a developing country, faces significant impacts from floods, such as environmental, social, and economic losses. Using data accessed from focus group discussions and field surveys with villagers in Ba Baong commune, prey Veng province, Cambodia, the research would like to examine roles of social networks in raising community’s coping capacity with floods. The findings indicate that social capital play crucial roles in three stages of floods, namely preparedness, response, and recovery to overcome the crisis. People shared their information and resources, and extent their assistances to one another in order to adapt to floods. The study contribute to policy makers, national and international agencies working on this issue to pay attention on social networks as one factors to accelerate flood coping capacity at community level.

Keywords: social network, community, coping capacity, flood, Cambodia

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16468 Modeling Waiting and Service Time for Patients: A Case Study of Matawale Health Centre, Zomba, Malawi

Authors: Moses Aron, Elias Mwakilama, Jimmy Namangale

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Spending more time on long queues for a basic service remains a common challenge to most developing countries, including Malawi. For health sector in particular, Out-Patient Department (OPD) experiences long queues. This puts the lives of patients at risk. However, using queuing analysis to under the nature of the problems and efficiency of service systems, such problems can be abated. Based on a kind of service, literature proposes different possible queuing models. However, unlike using generalized assumed models proposed by literature, use of real time case study data can help in deeper understanding the particular problem model and how such a model can vary from one day to the other and also from each case to another. As such, this study uses data obtained from one urban HC for BP, Pediatric and General OPD cases to investigate an average queuing time for patients within the system. It seeks to highlight the proper queuing model by investigating the kind of distributions functions over patient’s arrival time, inter-arrival time, waiting time and service time. Comparable with the standard set values by WHO, the study found that patients at this HC spend more waiting times than service times. On model investigation, different days presented different models ranging from an assumed M/M/1, M/M/2 to M/Er/2. As such, through sensitivity analysis, in general, a commonly assumed M/M/1 model failed to fit the data but rather an M/Er/2 demonstrated to fit well. An M/Er/3 model seemed to be good in terms of measuring resource utilization, proposing a need to increase medical personnel at this HC. However, an M/Er/4 showed to cause more idleness of human resources.

Keywords: health care, out-patient department, queuing model, sensitivity analysis

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16467 An Improved Multiple Scattering Reflectance Model Based on Specular V-Cavity

Authors: Hongbin Yang, Mingxue Liao, Changwen Zheng, Mengyao Kong, Chaohui Liu

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Microfacet-based reflection models are widely used to model light reflections for rough surfaces. Microfacet models have become the standard surface material building block for describing specular components with varying roughness; and yet, while they possess many desirable properties as well as produce convincing results, their design ignores important sources of scattering, which can cause a significant loss of energy. Specifically, they only simulate the single scattering on the microfacets and ignore the subsequent interactions. As the roughness increases, the interaction will become more and more important. So a multiple-scattering microfacet model based on specular V-cavity is presented for this important open problem. However, it spends much unnecessary rendering time because of setting the same number of scatterings for different roughness surfaces. In this paper, we design a geometric attenuation term G to compute the BRDF (Bidirectional reflection distribution function) of multiple scattering of rough surfaces. Moreover, we consider determining the number of scattering by deterministic heuristics for different roughness surfaces. As a result, our model produces a similar appearance of the objects with the state of the art model with significantly improved rendering efficiency. Finally, we derive a multiple scattering BRDF based on the original microfacet framework.

Keywords: bidirectional reflection distribution function, BRDF, geometric attenuation term, multiple scattering, V-cavity model

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16466 Predicting Returns Volatilities and Correlations of Stock Indices Using Multivariate Conditional Autoregressive Range and Return Models

Authors: Shay Kee Tan, Kok Haur Ng, Jennifer So-Kuen Chan

Abstract:

This paper extends the conditional autoregressive range (CARR) model to multivariate CARR (MCARR) model and further to the two-stage MCARR-return model to model and forecast volatilities, correlations and returns of multiple financial assets. The first stage model fits the scaled realised Parkinson volatility measures using individual series and their pairwise sums of indices to the MCARR model to obtain in-sample estimates and forecasts of volatilities for these individual and pairwise sum series. Then covariances are calculated to construct the fitted variance-covariance matrix of returns which are imputed into the stage-two return model to capture the heteroskedasticity of assets’ returns. We investigate different choices of mean functions to describe the volatility dynamics. Empirical applications are based on the Standard and Poor 500, Dow Jones Industrial Average and Dow Jones United States Financial Service Indices. Results show that the stage-one MCARR models using asymmetric mean functions give better in-sample model fits than those based on symmetric mean functions. They also provide better out-of-sample volatility forecasts than those using CARR models based on two robust loss functions with the scaled realised open-to-close volatility measure as the proxy for the unobserved true volatility. We also find that the stage-two return models with constant means and multivariate Student-t errors give better in-sample fits than the Baba, Engle, Kraft, and Kroner type of generalized autoregressive conditional heteroskedasticity (BEKK-GARCH) models. The estimates and forecasts of value-at-risk (VaR) and conditional VaR based on the best MCARR-return models for each asset are provided and tested using Kupiec test to confirm the accuracy of the VaR forecasts.

Keywords: range-based volatility, correlation, multivariate CARR-return model, value-at-risk, conditional value-at-risk

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16465 Analysis of Aerodynamic Forces Acting on a Train Passing Through a Tornado

Authors: Masahiro Suzuki, Nobuyuki Okura

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The crosswind effect on ground transportations has been extensively investigated for decades. The effect of tornado, however, has been hardly studied in spite of the fact that even heavy ground vehicles, namely, trains were overturned by tornadoes with casualties in the past. Therefore, aerodynamic effects of the tornado on the train were studied by several approaches in this study. First, an experimental facility was developed to clarify aerodynamic forces acting on a vehicle running through a tornado. Our experimental set-up consists of two apparatus. One is a tornado simulator, and the other is a moving model rig. PIV measurements showed that the tornado simulator can generate a swirling-flow field similar to those of the natural tornadoes. The flow field has the maximum tangential velocity of 7.4 m/s and the vortex core radius of 96 mm. The moving model rig makes a 1/40 scale model train of single-car/three-car unit run thorough the swirling flow with the maximum speed of 4.3 m/s. The model car has 72 pressure ports on its surface to estimate the aerodynamic forces. The experimental results show that the aerodynamic forces vary its magnitude and direction depends on the location of the vehicle in the flow field. Second, the aerodynamic forces on the train were estimated by using Rankin vortex model. The Rankin vortex model is a simple tornado model which widely used in the field of civil engineering. The estimated aerodynamic forces on the middle car were fairly good agreement with the experimental results. Effects of the vortex core radius and the path of the train on the aerodynamic forces were investigated using the Rankin vortex model. The results shows that the side and lift forces increases as the vortex core radius increases, while the yawing moment is maximum when the core radius is 0.3875 times of the car length. Third, a computational simulation was conducted to clarify the flow field around the train. The simulated results qualitatively agreed with the experimental ones.

Keywords: aerodynamic force, experimental method, tornado, train

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16464 Calibration Model of %Titratable Acidity (Citric Acid) for Intact Tomato by Transmittance SW-NIR Spectroscopy

Authors: K. Petcharaporn, S. Kumchoo

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The acidity (citric acid) is one of the chemical contents that can refer to the internal quality and the maturity index of tomato. The titratable acidity (%TA) can be predicted by a non-destructive method prediction by using the transmittance short wavelength (SW-NIR). Spectroscopy in the wavelength range between 665-955 nm. The set of 167 tomato samples divided into groups of 117 tomatoes sample for training set and 50 tomatoes sample for test set were used to establish the calibration model to predict and measure %TA by partial least squares regression (PLSR) technique. The spectra were pretreated with MSC pretreatment and it gave the optimal result for calibration model as (R = 0.92, RMSEC = 0.03%) and this model obtained high accuracy result to use for %TA prediction in test set as (R = 0.81, RMSEP = 0.05%). From the result of prediction in test set shown that the transmittance SW-NIR spectroscopy technique can be used for a non-destructive method for %TA prediction of tomatoes.

Keywords: tomato, quality, prediction, transmittance, titratable acidity, citric acid

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16463 After Schubert’s Winterreise: Contemporary Aesthetic Journeys

Authors: Maria de Fátima Lambert

Abstract:

Following previous studies about Writing and Seeing, this paper focuses on the aesthetic assumptions within the concept of Winter Journey (Voyage d’Hiver/Winterreise) both in Georges Perec’s Saga and the Oulipo Group vis-à-vis with the creations by William Kentridge and Michael Borremans. The aesthetic and artistic connections are widespread. Nevertheless, we can identify common poetical principles shared by these different authors, not only according to the notion of ekphrasis, but also following the procedures of contemporary creation in literature and visual arts. The analysis of the ongoing process of the French writers as individuals and as group and the visual artists’ acting might contribute for another crossed definition of contemporary conception. The same title/theme was a challenge and a goal for them. Let’s wonder how deep the concept encouraged them and which symbolic upbringings were directing their poetical achievements. The idea of an inner journey became the main point, and got “over” and “across” a shared path worth to be followed. The authors were chosen due to the resilient contents of their visual and written images, and looking for the reasons that might had driven their conceptual basis to be. In Pérec’s “Winter Journey” as for the following fictions by Jacques Roubaud, Hervé le Tellier, Jacques Jouet and Hugo Vernier (that emerges from Perec’s fiction and becomes a real author) powerful aesthetic and enigmatic reflections grow connected with a poetic (and aesthetic) understanding of Walkscapes. They might be assumed as ironic fictions and poetical drifts. Outstanding from different logics, the overwhelming impact of Winterreise Lied by Schubert after Wilhelm Müller’s poems is a major reference in present authorship creations. Both Perec and Oulipo’s author’s texts are powerfully ekphrastic, although we should not forget they follow goals, frameworks and identities. When acting as a reader, they induce powerful imageries - cinematic or cinematographic - that flow in our minds. It was well-matched with William Kentridge animated video Winter Journey (2014) and the creations (sharing the same title) of Michael Borremans (2014) for the KlaraFestival, Bozar, Cité de la musique, in Belgium. Both were taken by the foremost Schubert’s Winterreise. Several metaphors fulfil new Winter Journeys (or Travels) that were achieved in contemporary art and literature, as it once succeeded in the 19th century. Maybe the contemporary authors and artists were compelled by the consciousness of nothingness, although outstanding different aesthetics and ontological sources. The unbearable knowledge of the road’s end, and also the urge of fulfilling the void might be a common element to all of them. As Schopenhauer once wrote, after all, Art is the only human subjective power that we can call upon in life. These newer aesthetic meanings, released from these winter journeys are surely open to wider approaches that might happen in other poetic makings to be.

Keywords: Aesthetic, voyage D’Hiver, George Perec & Oulipo, William Kentridge & Michael Borreman, Schubert's Winterreise

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16462 Computational Fluid Dynamics Analysis of Convergent–Divergent Nozzle and Comparison against Theoretical and Experimental Results

Authors: Stewart A. Keir, Faik A. Hamad

Abstract:

This study aims to use both analytical and experimental methods of analysis to examine the accuracy of Computational Fluid Dynamics (CFD) models that can then be used for more complex analyses, accurately representing more elaborate flow phenomena such as internal shockwaves and boundary layers. The geometry used in the analytical study and CFD model is taken from the experimental rig. The analytical study is undertaken using isentropic and adiabatic relationships and the output of the analytical study, the 'shockwave location tool', is created. The results from the analytical study are then used to optimize the redesign an experimental rig for more favorable placement of pressure taps and gain a much better representation of the shockwaves occurring in the divergent section of the nozzle. The CFD model is then optimized through the selection of different parameters, e.g. turbulence models (Spalart-Almaras, Realizable k-epsilon & Standard k-omega) in order to develop an accurate, robust model. The results from the CFD model can then be directly compared to experimental and analytical results in order to gauge the accuracy of each method of analysis. The CFD model will be used to visualize the variation of various parameters such as velocity/Mach number, pressure and turbulence across the shock. The CFD results will be used to investigate the interaction between the shock wave and the boundary layer. The validated model can then be used to modify the nozzle designs which may offer better performance and ease of manufacture and may present feasible improvements to existing high-speed flow applications.

Keywords: CFD, nozzle, fluent, gas dynamics, shock-wave

Procedia PDF Downloads 233
16461 Simulation-Based Validation of Safe Human-Robot-Collaboration

Authors: Titanilla Komenda

Abstract:

Human-machine-collaboration defines a direct interaction between humans and machines to fulfil specific tasks. Those so-called collaborative machines are used without fencing and interact with humans in predefined workspaces. Even though, human-machine-collaboration enables a flexible adaption to variable degrees of freedom, industrial applications are rarely found. The reasons for this are not technical progress but rather limitations in planning processes ensuring safety for operators. Until now, humans and machines were mainly considered separately in the planning process, focusing on ergonomics and system performance respectively. Within human-machine-collaboration, those aspects must not be seen in isolation from each other but rather need to be analysed in interaction. Furthermore, a simulation model is needed that can validate the system performance and ensure the safety for the operator at any given time. Following on from this, a holistic simulation model is presented, enabling a simulative representation of collaborative tasks – including both, humans and machines. The presented model does not only include a geometry and a motion model of interacting humans and machines but also a numerical behaviour model of humans as well as a Boole’s probabilistic sensor model. With this, error scenarios can be simulated by validating system behaviour in unplanned situations. As these models can be defined on the basis of Failure Mode and Effects Analysis as well as probabilities of errors, the implementation in a collaborative model is discussed and evaluated regarding limitations and simulation times. The functionality of the model is shown on industrial applications by comparing simulation results with video data. The analysis shows the impact of considering human factors in the planning process in contrast to only meeting system performance. In this sense, an optimisation function is presented that meets the trade-off between human and machine factors and aids in a successful and safe realisation of collaborative scenarios.

Keywords: human-machine-system, human-robot-collaboration, safety, simulation

Procedia PDF Downloads 361
16460 Self-Awareness on Social Work Courses: A Study of Students Perceptions of Teaching Methods in an English University

Authors: Deborah Amas

Abstract:

Global accreditation standards require Higher Education Institutions to ensure social work students develop self-awareness by reflecting on their personal values and critically evaluating how these influence their thinking for professional practice. The knowledge base indicates there are benefits and vulnerabilities for students when they self-reflect and more needs to be understood about the learning environments that nurture self-awareness. The connection between teaching methods and self-awareness is of interest in this paper which reports findings from an on-line survey with students on BA and MA qualifying social work programs in an English university (n=120). Students were asked about the importance of self-awareness and their experiences of teaching methods for self-reflection. Generally, students thought that self-awareness is of high importance in their education. Students also shared stories that illuminated deeper feelings about the potential risks associated with self-disclosure. The findings indicate that students appreciate safe opportunities for self-reflection, but can be wary of associated assessments or feeling judged. The research supports arguments to qualitatively improve facilitation of self-awareness through the curriculum.

Keywords: reflection, self-awareness, self-reflection, social work education

Procedia PDF Downloads 300
16459 Investigating a Deterrence Function for Work Trips for Perth Metropolitan Area

Authors: Ali Raouli, Amin Chegenizadeh, Hamid Nikraz

Abstract:

The Perth metropolitan area and its surrounding regions have been expanding rapidly in recent decades and it is expected that this growth will continue in the years to come. With this rapid growth and the resulting increase in population, consideration should be given to strategic planning and modelling for the future expansion of Perth. The accurate estimation of projected traffic volumes has always been a major concern for the transport modelers and planners. Development of a reliable strategic transport model depends significantly on the inputs data into the model and the calibrated parameters of the model to reflect the existing situation. Trip distribution is the second step in four-step modelling (FSM) which is complex due to its behavioral nature. Gravity model is the most common method for trip distribution. The spatial separation between the Origin and Destination (OD) zones will be reflected in gravity model by applying deterrence functions which provide an opportunity to include people’s behavior in choosing their destinations based on distance, time and cost of their journeys. Deterrence functions play an important role for distribution of the trips within a study area and would simulate the trip distances and therefore should be calibrated for any particular strategic transport model to correctly reflect the trip behavior within the modelling area. This paper aims to review the most common deterrence functions and propose a calibrated deterrence function for work trips within the Perth Metropolitan Area based on the information obtained from the latest available Household data and Perth and Region Travel Survey (PARTS) data. As part of this study, a four-step transport model using EMME software has been developed for Perth Metropolitan Area to assist with the analysis and findings.

Keywords: deterrence function, four-step modelling, origin destination, transport model

Procedia PDF Downloads 168