Search results for: 1g physical model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 21737

Search results for: 1g physical model

19187 Optimal Hedging of a Portfolio of European Options in an Extended Binomial Model under Proportional Transaction Costs

Authors: Norm Josephy, Lucy Kimball, Victoria Steblovskaya

Abstract:

Hedging of a portfolio of European options under proportional transaction costs is considered. Our discrete time financial market model extends the binomial market model with transaction costs to the case where the underlying stock price ratios are distributed over a bounded interval rather than over a two-point set. An optimal hedging strategy is chosen from a set of admissible non-self-financing hedging strategies. Our approach to optimal hedging of a portfolio of options is based on theoretical foundation that includes determination of a no-arbitrage option price interval as well as on properties of the non-self-financing strategies and their residuals. A computational algorithm for optimizing an investor relevant criterion over the set of admissible non-self-financing hedging strategies is developed. Applicability of our approach is demonstrated using both simulated data and real market data.

Keywords: extended binomial model, non-self-financing hedging, optimization, proportional transaction costs

Procedia PDF Downloads 252
19186 Proposing a Failure Criterion for Cohesionless Media Considering Cyclic Fabric Anisotropy

Authors: Ali Noorzad, Ehsan Badakhshan, Shima Zameni

Abstract:

The present paper is focused on a generalized failure criterion for geomaterials with cross-anisotropy. The cyclic behavior of granular material primarily depends on the nature and arrangement of constituent particles, particle size, and shape that affect fabric anisotropy. To account for the influence of loading directions on strength variations, an anisotropic variable in terms of the invariants of the stress tensor and fabric into the failure criterion is proposed. In an extension to original CANAsand constitutive model two concepts namely critical state and compact state play paramount roles as all of the moduli and coefficients are related to these states. The applicability of the present model is evaluated through comparisons between the predicted and the measured results. All simulations have demonstrated that the proposed constitutive model is capable of modeling the cyclic behavior of sand with inherent anisotropy.

Keywords: fabric, cohesionless media, cyclic loading, critical state, compact state, CANAsand constitutive model

Procedia PDF Downloads 219
19185 Health Promoting Behaviors among Thai Older Adults: Trend and Association with Health Status

Authors: Alongkorn Pekalee, Rossarin Gray

Abstract:

Various determinants associated with older health include socio-demographic factors and health-promoting behaviors but lack in scholars recommended what factors associated with health status in specific sub-groups of older adults. The current study aims to explore the health-promoting behaviors and to examine and compare the associations of these factors with self-rated health status among three older age cohorts in Thai traditional context. Methods: This study is based on the Survey of Older Persons in Thailand (SOPT), in 2017, conducted by the National Statistical Office (NSO) of Thailand. Participants were classified into three groups by using the Thai contextual recommendation: youngest-old cohort (60-69), old-old cohort (70-79) and oldest old cohort (80 or older). Health promoting behaviors are the behaviors which associated with the health status of older adults include alcohol consumption, smoking, diet, and physical activity. Health status was defined as a subjective measurement by using self-rated health, a simple measure of general health. The socio-demographic factors, health-promoting behaviors, and health status were explained and summarized by descriptive statistics. The binary logistic regression was performed to analyze the data and evaluate the associations between independent and dependent variables. Results: Increase of age contributes to a higher proportion of health-promoting behaviors. All variables were associated with self-reported health status as good health among three older age cohorts statistically significant (p-value = 0.000). However, the influence of income sufficiency on health status is more notable, especially in older adults who aged 60-69 and 70-79. The influence of dietary and physical activity on health status became greater as age increased. Conclusion: the results suggest that income sufficiency should be noted in a plan to promote healthy aging, and co-residence should be more concerned especially in the oldest old cohort. Moreover, the interventions or policies to promote older health behaviors like diet and physical activity should be emphasized in the oldest old cohort more than others.

Keywords: health-promoting behaviors, older adults, self- rated health, Thailand

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19184 Identify and Prioritize the Sustainable Development of Sports Venues Using New and Degradable Energies with a Hierarchical Analysis Approach

Authors: Mahsaossadat Pourrahmati Khelejan

Abstract:

The purpose of this research was to identify and prioritize the sustainable development of sports venues using new and degradable energies with using the AHP Hierarchical Analysis approach. The research method is a descriptive strategy with regard to the direction of implementation and is a hierarchical research with a practical purpose. In this study, 30 experts (physical education faculty members, geography professors, accredited sports venues managers, and renewable energy engineers) were selected using purposeful sampling method as the research population. The research tool was a researcher-made questionnaire on the factors affecting the sustainable development of sports venues by using new technologies and degradable energy. Finally, the research questionnaire was designed with four components and 21 items. All steps were performed by using Expert Choice software. The importance of indicators that influence the sustainable development of sports venues is highlighted by the use of clean and degradable energy, for example: 1. Economic factor, weighing 0.420 2. Environmental index, weighing 0. 320 3. Physical index, weighing 0.148 4. Social index, weighing 0.122.

Keywords: Sports Venues, Sustainable Development, Degradable Energies, Prioritize

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19183 Using Multi-Specialist Team to Care for a Breast Cancer Patient Who Received Total Mastectomy during Pregnancy

Authors: Yun-Tsuen Chen, Shih-Ting Huang, Pi-Fen Cheng, Heng-Hua Wang, Hui-Zhu Chen

Abstract:

This paper discusses the experience of caring for a patient diagnosed with breast cancer and later received total mastectomy during a 2nd trimester pregnancy. She was hospitalized from January 31 to February 4, 2018. Using 'Gordon’s 11 Functional Health Patterns' through physical exams and interviews, the researcher assessed the patient’s physical and mental health and determined the patient to have anxiety, acute pain, and body image disturbance. After establishing a strong relationship with the patient, the researcher helped the patient express her anxiety and personal feelings. A multi-specialist team was formed to evaluate both the patient and her unborn child, before, during, and after surgery. This individualized care allowed the patient and her child to optimize the post-operative results. Aside from medication, the patient also received non-medicinal treatment, including improvement of sleep quality with body positioning, diaphragmatic breathing exercises for pain and stress relief after surgery. Throughout hospitalization, the patient’s physical and emotional needs were addressed daily with listening sessions and empathy. The patient’s husband was also incorporated in the patient’s recovery by teaching both he and the patient how to change the sterile wound dressing, which may have the added benefit of improving marital relationships through shared activities of nurturing. The patient was also given advice about how to improve self-confidence through clothing. Lastly, the patient was encouraged to join a support group for breast cancer patients. Through the sharing of experience in groups and within the family, the patient was helped to adapt to the change of her appearance and re-establish her self-confidence. This level of care expedited the patient’s return to her family life and role of being a mother.

Keywords: anxiety, body image disturbance, breast cancer during pregnancy, multi-specialist team

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19182 Potential Effects of Green Infrastructures on the Land Surface Temperatures in Arid Areas

Authors: Adila Shafqat

Abstract:

Climate change and urbanization has changed the face of many cities in developing countries. Urbanization is linked with land use and land cover change, that is further intensify by the effects of changing climates. Green infrastructures provide numerous ecosystem services which effect the physical set up of the cities in the long run. Land surface temperatures is considered as defining parameter in the studies of the thermal impact on the land cover. Current study is conducted in the semi-arid urban areas of the Bahawalpur region. Accordingly, Land Surface Temperatures and land cover maps are derived from Landsat image through remote sensing techniques. The cooling impact of green infrastructure is determined by calculating land surface temperature of buffered zones around green infrastructures. A regression model is applied for results. It is seen that land surface temperature around green infrastructures in 1 to 3 degrees lower than the built up surroundings. The result indicates that the urban green infrastructures should be planned according to the local needs and characteristics of landuse so that they can effectively tackle land surface temperatures of urban areas.

Keywords: climate change, surface temperatures, green spaces, urban planning

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19181 An Overview of Domain Models of Urban Quantitative Analysis

Authors: Mohan Li

Abstract:

Nowadays, intelligent research technology is more and more important than traditional research methods in urban research work, and this proportion will greatly increase in the next few decades. Frequently such analyzing work cannot be carried without some software engineering knowledge. And here, domain models of urban research will be necessary when applying software engineering knowledge to urban work. In many urban plan practice projects, making rational models, feeding reliable data, and providing enough computation all make indispensable assistance in producing good urban planning. During the whole work process, domain models can optimize workflow design. At present, human beings have entered the era of big data. The amount of digital data generated by cities every day will increase at an exponential rate, and new data forms are constantly emerging. How to select a suitable data set from the massive amount of data, manage and process it has become an ability that more and more planners and urban researchers need to possess. This paper summarizes and makes predictions of the emergence of technologies and technological iterations that may affect urban research in the future, discover urban problems, and implement targeted sustainable urban strategies. They are summarized into seven major domain models. They are urban and rural regional domain model, urban ecological domain model, urban industry domain model, development dynamic domain model, urban social and cultural domain model, urban traffic domain model, and urban space domain model. These seven domain models can be used to guide the construction of systematic urban research topics and help researchers organize a series of intelligent analytical tools, such as Python, R, GIS, etc. These seven models make full use of quantitative spatial analysis, machine learning, and other technologies to achieve higher efficiency and accuracy in urban research, assisting people in making reasonable decisions.

Keywords: big data, domain model, urban planning, urban quantitative analysis, machine learning, workflow design

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19180 Exploring the Activity Fabric of an Intelligent Environment with Hierarchical Hidden Markov Theory

Authors: Chiung-Hui Chen

Abstract:

The Internet of Things (IoT) was designed for widespread convenience. With the smart tag and the sensing network, a large quantity of dynamic information is immediately presented in the IoT. Through the internal communication and interaction, meaningful objects provide real-time services for users. Therefore, the service with appropriate decision-making has become an essential issue. Based on the science of human behavior, this study employed the environment model to record the time sequences and locations of different behaviors and adopted the probability module of the hierarchical Hidden Markov Model for the inference. The statistical analysis was conducted to achieve the following objectives: First, define user behaviors and predict the user behavior routes with the environment model to analyze user purposes. Second, construct the hierarchical Hidden Markov Model according to the logic framework, and establish the sequential intensity among behaviors to get acquainted with the use and activity fabric of the intelligent environment. Third, establish the intensity of the relation between the probability of objects’ being used and the objects. The indicator can describe the possible limitations of the mechanism. As the process is recorded in the information of the system created in this study, these data can be reused to adjust the procedure of intelligent design services.

Keywords: behavior, big data, hierarchical hidden Markov model, intelligent object

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19179 Leverage Effect for Volatility with Generalized Laplace Error

Authors: Farrukh Javed, Krzysztof Podgórski

Abstract:

We propose a new model that accounts for the asymmetric response of volatility to positive ('good news') and negative ('bad news') shocks in economic time series the so-called leverage effect. In the past, asymmetric powers of errors in the conditionally heteroskedastic models have been used to capture this effect. Our model is using the gamma difference representation of the generalized Laplace distributions that efficiently models the asymmetry. It has one additional natural parameter, the shape, that is used instead of power in the asymmetric power models to capture the strength of a long-lasting effect of shocks. Some fundamental properties of the model are provided including the formula for covariances and an explicit form for the conditional distribution of 'bad' and 'good' news processes given the past the property that is important for the statistical fitting of the model. Relevant features of volatility models are illustrated using S&P 500 historical data.

Keywords: heavy tails, volatility clustering, generalized asymmetric laplace distribution, leverage effect, conditional heteroskedasticity, asymmetric power volatility, GARCH models

Procedia PDF Downloads 386
19178 Evaluation of Coupled CFD-FEA Simulation for Fire Determination

Authors: Daniel Martin Fellows, Sean P. Walton, Jennifer Thompson, Oubay Hassan, Ella Quigley, Kevin Tinkham

Abstract:

Fire performance is a crucial aspect to consider when designing cladding products, and testing this performance is extremely expensive. Appropriate use of numerical simulation of fire performance has the potential to reduce the total number of fire tests required when designing a product by eliminating poor-performing design ideas early in the design phase. Due to the complexity of fire and the large spectrum of failures it can cause, multi-disciplinary models are needed to capture the complex fire behavior and its structural effects on its surroundings. Working alongside Tata Steel U.K., the authors have focused on completing a coupled CFD-FEA simulation model suited to test Polyisocyanurate (PIR) based sandwich panel products to gain confidence before costly experimental standards testing. The sandwich panels are part of a thermally insulating façade system primarily for large non-domestic buildings. The work presented in this paper compares two coupling methodologies of a replicated physical experimental standards test LPS 1181-1, carried out by Tata Steel U.K. The two coupling methodologies that are considered within this research are; one-way and two-way. A one-way coupled analysis consists of importing thermal data from the CFD solver into the FEA solver. A two-way coupling analysis consists of continuously importing the updated changes in thermal data, due to the fire's behavior, to the FEA solver throughout the simulation. Likewise, the mechanical changes will also be updated back to the CFD solver to include geometric changes within the solution. For CFD calculations, a solver called Fire Dynamic Simulator (FDS) has been chosen due to its adapted numerical scheme to focus solely on fire problems. Validation of FDS applicability has been achieved in past benchmark cases. In addition, an FEA solver called ABAQUS has been chosen to model the structural response to the fire due to its crushable foam plasticity model, which can accurately model the compressibility of PIR foam. An open-source code called FDS-2-ABAQUS is used to couple the two solvers together, using several python modules to complete the process, including failure checks. The coupling methodologies and experimental data acquired from Tata Steel U.K are compared using several variables. The comparison data includes; gas temperatures, surface temperatures, and mechanical deformation of the panels. Conclusions are drawn, noting improvements to be made on the current coupling open-source code FDS-2-ABAQUS to make it more applicable to Tata Steel U.K sandwich panel products. Future directions for reducing the computational cost of the simulation are also considered.

Keywords: fire engineering, numerical coupling, sandwich panels, thermo fluids

Procedia PDF Downloads 90
19177 Replicating Brain’s Resting State Functional Connectivity Network Using a Multi-Factor Hub-Based Model

Authors: B. L. Ho, L. Shi, D. F. Wang, V. C. T. Mok

Abstract:

The brain’s functional connectivity while temporally non-stationary does express consistency at a macro spatial level. The study of stable resting state connectivity patterns hence provides opportunities for identification of diseases if such stability is severely perturbed. A mathematical model replicating the brain’s spatial connections will be useful for understanding brain’s representative geometry and complements the empirical model where it falls short. Empirical computations tend to involve large matrices and become infeasible with fine parcellation. However, the proposed analytical model has no such computational problems. To improve replicability, 92 subject data are obtained from two open sources. The proposed methodology, inspired by financial theory, uses multivariate regression to find relationships of every cortical region of interest (ROI) with some pre-identified hubs. These hubs acted as representatives for the entire cortical surface. A variance-covariance framework of all ROIs is then built based on these relationships to link up all the ROIs. The result is a high level of match between model and empirical correlations in the range of 0.59 to 0.66 after adjusting for sample size; an increase of almost forty percent. More significantly, the model framework provides an intuitive way to delineate between systemic drivers and idiosyncratic noise while reducing dimensions by more than 30 folds, hence, providing a way to conduct attribution analysis. Due to its analytical nature and simple structure, the model is useful as a standalone toolkit for network dependency analysis or as a module for other mathematical models.

Keywords: functional magnetic resonance imaging, multivariate regression, network hubs, resting state functional connectivity

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19176 From the Sharing Economy to Social Manufacturing: Analyzing Collaborative Service Networks in the Manufacturing Domain

Authors: Babak Mohajeri

Abstract:

In recent years, the conventional business model of ownership has been changed towards accessibility in a variety of markets. Two trends can be observed in the evolution of this rental-like business model. Firstly, the technological development that enables the emergence of new business models. These new business models increasingly become agile and flexible. For example Spotify, an online music stream company provides consumers access to over millions of music tracks, conveniently through the smartphone, tablet or computer. Similarly, Car2Go, the car sharing company accesses its members with flexible and nearby sharing cars. The second trend is the increasing communication and connections via social networks. This trend enables a shift to peer-to-peer accessibility based business models. Conventionally, companies provide access for their customers to own companies products or services. In peer-to-peer model, nonetheless, companies facilitate access and connection across their customers to use other customers owned property or skills, competencies or services .The is so-called the sharing economy business model. The aim of this study is to investigate into a new and emerging type of the sharing economy model in which role of customers and service providers may dramatically change. This new model is called Collaborative Service Networks. We propose a mechanism for Collaborative Service Networks business model. Uber and Airbnb, two successful growing companies, have been selected for our case studies and their business models are analyzed. Finally, we study the emergence of the collaborative service networks in the manufacturing domain. Our finding results to a new manufacturing paradigm called social manufacturing.

Keywords: sharing economy, collaborative service networks, social manufacturing, manufacturing development

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19175 Volatility Model with Markov Regime Switching to Forecast Baht/USD

Authors: Nop Sopipan

Abstract:

In this paper, we forecast the volatility of Baht/USDs using Markov Regime Switching GARCH (MRS-GARCH) models. These models allow volatility to have different dynamics according to unobserved regime variables. The main purpose of this paper is to find out whether MRS-GARCH models are an improvement on the GARCH type models in terms of modeling and forecasting Baht/USD volatility. The MRS-GARCH is the best performance model for Baht/USD volatility in short term but the GARCH model is best perform for long term.

Keywords: volatility, Markov Regime Switching, forecasting, Baht/USD

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19174 Implementation of Free-Field Boundary Condition for 2D Site Response Analysis in OpenSees

Authors: M. Eskandarighadi, C. R. McGann

Abstract:

It is observed from past experiences of earthquakes that local site conditions can significantly affect the strong ground motion characteristics experience at the site. One-dimensional seismic site response analysis is the most common approach for investigating site response. This approach assumes that soil is homogeneous and infinitely extended in the horizontal direction. Therefore, tying side boundaries together is one way to model this behavior, as the wave passage is assumed to be only vertical. However, 1D analysis cannot capture the 2D nature of wave propagation, soil heterogeneity, and 2D soil profile with features such as inclined layer boundaries. In contrast, 2D seismic site response modeling can consider all of the mentioned factors to better understand local site effects on strong ground motions. 2D wave propagation and considering that the soil profile on the two sides of the model may not be identical clarifies the importance of a boundary condition on each side that can minimize the unwanted reflections from the edges of the model and input appropriate loading conditions. Ideally, the model size should be sufficiently large to minimize the wave reflection, however, due to computational limitations, increasing the model size is impractical in some cases. Another approach is to employ free-field boundary conditions that take into account the free-field motion that would exist far from the model domain and apply this to the sides of the model. This research focuses on implementing free-field boundary conditions in OpenSees for 2D site response analysisComparisons are made between 1D models and 2D models with various boundary conditions, and details and limitations of the developed free-field boundary modeling approach are discussed.

Keywords: boundary condition, free-field, opensees, site response analysis, wave propagation

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19173 Cuckoo Search Optimization for Black Scholes Option Pricing

Authors: Manas Shah

Abstract:

Black Scholes option pricing model is one of the most important concepts in modern world of computational finance. However, its practical use can be challenging as one of the input parameters must be estimated; implied volatility of the underlying security. The more precisely these values are estimated, the more accurate their corresponding estimates of theoretical option prices would be. Here, we present a novel model based on Cuckoo Search Optimization (CS) which finds more precise estimates of implied volatility than Particle Swarm Optimization (PSO) and Genetic Algorithm (GA).

Keywords: black scholes model, cuckoo search optimization, particle swarm optimization, genetic algorithm

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19172 Disidentification of Historical City Centers: A Comparative Study of the Old and New Settlements of Mardin, Turkey

Authors: Fatma Kürüm Varolgüneş, Fatih Canan

Abstract:

Mardin is one of the unique cities in Turkey with its rich cultural and historical heritage. Mardin’s traditional dwellings have been affected both by natural data such as climate and topography and by cultural data like lifestyle and belief. However, in the new settlements, housing is formed with modern approaches and unsuitable forms clashing with Mardin’s culture and environment. While the city is expanding, traditional textures are ignored. Thus, traditional settlements are losing their identity and are vanishing because of the rapid change and transformation. The main aim of this paper is to determine the physical and social data needed to define the characteristic features of Mardin’s old and new settlements. In this context, based on social and cultural data, old and new settlement formations of Mardin have been investigated from various aspects. During this research, the following methods have been utilized: observations, interviews, public surveys, literature review, as well as site examination via maps, photographs and questionnaire methodology. In conclusion, this paper focuses on how changes in the physical forms of cities affect the typology and the identity of cities, as in the case of Mardin.

Keywords: urban and local identity, historical city center, traditional settlements, Mardin

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19171 Marketing Mix for Tourism in the Chonburi Province

Authors: Pisit Potjanajaruwit

Abstract:

The objectives of the study were to determine the marketing mix factors that influencing tourist’s destination decision making for cultural tourism in the Chonburi province. Both quantitative and qualitative data were applied in this study. The samples of 400 cases for quantitative analysis were tourists (both Thai and foreign) who were interested in cultural tourism in the Chonburi province, and traveled to cultural sites in Chonburi and 14 representatives from provincial tourism committee of Chonburi and local tourism experts. Statistics utilized in this research included frequency, percentage, mean, standard deviation, and multiple regression analysis. The study found that Thai and foreign tourists are influenced by different important marketing mix factors. The important factors for Thai respondents were physical evidence, price, people, and place at high importance level. For foreign respondents, physical evidence, price, people, and process were high importance level, whereas, product, place, and promotion were moderate importance level.

Keywords: Chonburi Province, decision making, cultural tourism, marketing mixed

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19170 The Emergence of Memory at the Nanoscale

Authors: Victor Lopez-Richard, Rafael Schio Wengenroth Silva, Fabian Hartmann

Abstract:

Memcomputing is a computational paradigm that combines information processing and storage on the same physical platform. Key elements for this topic are devices with an inherent memory, such as memristors, memcapacitors, and meminductors. Despite the widespread emergence of memory effects in various solid systems, a clear understanding of the basic microscopic mechanisms that trigger them is still a puzzling task. We report basic ingredients of the theory of solid-state transport, intrinsic to a wide range of mechanisms, as sufficient conditions for a memristive response that points to the natural emergence of memory. This emergence should be discernible under an adequate set of driving inputs, as highlighted by our theoretical prediction and general common trends can be thus listed that become a rule and not the exception, with contrasting signatures according to symmetry constraints, either built-in or induced by external factors at the microscopic level. Explicit analytical figures of merit for the memory modulation of the conductance are presented, unveiling very concise and accessible correlations between general intrinsic microscopic parameters such as relaxation times, activation energies, and efficiencies (encountered throughout various fields in Physics) with external drives: voltage pulses, temperature, illumination, etc. These building blocks of memory can be extended to a vast universe of materials and devices, with combinations of parallel and independent transport channels, providing an efficient and unified physical explanation for a wide class of resistive memory devices that have emerged in recent years. Its simplicity and practicality have also allowed a direct correlation with reported experimental observations with the potential of pointing out the optimal driving configurations. The main methodological tools used to combine three quantum transport approaches, Drude-like model, Landauer-Buttiker formalism, and field-effect transistor emulators, with the microscopic characterization of nonequilibrium dynamics. Both qualitative and quantitative agreements with available experimental responses are provided for validating the main hypothesis. This analysis also shades light on the basic universality of complex natural impedances of systems out of equilibrium and might help pave the way for new trends in the area of memory formation as well as in its technological applications.

Keywords: memories, memdevices, memristors, nonequilibrium states

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19169 Solar Energy Applications in Seawater Distillation

Authors: Yousef Abdulaziz Almolhem

Abstract:

Geographically, the most Arabic countries locate in areas confined to arid or semiarid regions. For this reason, most of our countries have adopted the seawater desalination as a strategy to overcome this problem. For example, the water supply of AUE, Kuwait, and Saudi Arabia is almost 100% from the seawater desalination plants. Many areas in Saudia Arabia and other countries in the world suffer from lack of fresh water which hinders the development of these areas, despite the availability of saline water and high solar radiation intensity. Furthermore, most developing countries do not have sufficient meteorological data to evaluate if the solar radiation is enough to meet the solar desalination. A mathematical model was developed to simulate and predict the thermal behavior of the solar still which used direct solar energy for distillation of seawater. Measurement data were measured in the Environment and Natural Resources Department, Faculty of Agricultural and Food sciences, King Faisal University, Saudi Arabia, in order to evaluate the present model. The simulation results obtained from this model were compared with the measured data. The main results of this research showed that there are slight differences between the measured and predicted values of the elements studied, which is resultant from the change of some factors considered constants in the model such as the sky clearance, wind velocity and the salt concentration in the water in the basin of the solar still. It can be concluded that the present model can be used to estimate the average total solar radiation and the thermal behavior of the solar still in any area with consideration to the geographical location.

Keywords: mathematical model, sea water, distillation, solar radiation

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19168 Lineup Optimization Model of Basketball Players Based on the Prediction of Recursive Neural Networks

Authors: Wang Yichen, Haruka Yamashita

Abstract:

In recent years, in the field of sports, decision making such as member in the game and strategy of the game based on then analysis of the accumulated sports data are widely attempted. In fact, in the NBA basketball league where the world's highest level players gather, to win the games, teams analyze the data using various statistical techniques. However, it is difficult to analyze the game data for each play such as the ball tracking or motion of the players in the game, because the situation of the game changes rapidly, and the structure of the data should be complicated. Therefore, it is considered that the analysis method for real time game play data is proposed. In this research, we propose an analytical model for "determining the optimal lineup composition" using the real time play data, which is considered to be difficult for all coaches. In this study, because replacing the entire lineup is too complicated, and the actual question for the replacement of players is "whether or not the lineup should be changed", and “whether or not Small Ball lineup is adopted”. Therefore, we propose an analytical model for the optimal player selection problem based on Small Ball lineups. In basketball, we can accumulate scoring data for each play, which indicates a player's contribution to the game, and the scoring data can be considered as a time series data. In order to compare the importance of players in different situations and lineups, we combine RNN (Recurrent Neural Network) model, which can analyze time series data, and NN (Neural Network) model, which can analyze the situation on the field, to build the prediction model of score. This model is capable to identify the current optimal lineup for different situations. In this research, we collected all the data of accumulated data of NBA from 2019-2020. Then we apply the method to the actual basketball play data to verify the reliability of the proposed model.

Keywords: recurrent neural network, players lineup, basketball data, decision making model

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19167 Elasto-Plastic Behavior of Rock during Temperature Drop

Authors: N. Reppas, Y. L. Gui, B. Wetenhall, C. T. Davie, J. Ma

Abstract:

A theoretical constitutive model describing the stress-strain behavior of rock subjected to different confining pressures is presented. A bounding surface plastic model with hardening effects is proposed which includes the effect of temperature drop. The bounding surface is based on a mapping rule and the temperature effect on rock is controlled by Poisson’s ratio. Validation of the results against available experimental data is also presented. The relation of deviatoric stress and axial strain is illustrated at different temperatures to analyze the effect of temperature decrease in terms of stiffness of the material.

Keywords: bounding surface, cooling of rock, plasticity model, rock deformation, elasto-plastic behavior

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19166 Application of Artificial Neural Network in Initiating Cleaning Of Photovoltaic Solar Panels

Authors: Mohamed Mokhtar, Mostafa F. Shaaban

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Among the challenges facing solar photovoltaic (PV) systems in the United Arab Emirates (UAE), dust accumulation on solar panels is considered the most severe problem that faces the growth of solar power plants. The accumulation of dust on the solar panels significantly degrades output from these panels. Hence, solar PV panels have to be cleaned manually or using costly automated cleaning methods. This paper focuses on initiating cleaning actions when required to reduce maintenance costs. The cleaning actions are triggered only when the dust level exceeds a threshold value. The amount of dust accumulated on the PV panels is estimated using an artificial neural network (ANN). Experiments are conducted to collect the required data, which are used in the training of the ANN model. Then, this ANN model will be fed by the output power from solar panels, ambient temperature, and solar irradiance, and thus, it will be able to estimate the amount of dust accumulated on solar panels at these conditions. The model was tested on different case studies to confirm the accuracy of the developed model.

Keywords: machine learning, dust, PV panels, renewable energy

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19165 A Bayesian Multivariate Microeconometric Model for Estimation of Price Elasticity of Demand

Authors: Jefferson Hernandez, Juan Padilla

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Estimation of price elasticity of demand is a valuable tool for the task of price settling. Given its relevance, it is an active field for microeconomic and statistical research. Price elasticity in the industry of oil and gas, in particular for fuels sold in gas stations, has shown to be a challenging topic given the market and state restrictions, and underlying correlations structures between the types of fuels sold by the same gas station. This paper explores the Lotka-Volterra model for the problem for price elasticity estimation in the context of fuels; in addition, it is introduced multivariate random effects with the purpose of dealing with errors, e.g., measurement or missing data errors. In order to model the underlying correlation structures, the Inverse-Wishart, Hierarchical Half-t and LKJ distributions are studied. Here, the Bayesian paradigm through Markov Chain Monte Carlo (MCMC) algorithms for model estimation is considered. Simulation studies covering a wide range of situations were performed in order to evaluate parameter recovery for the proposed models and algorithms. Results revealed that the proposed algorithms recovered quite well all model parameters. Also, a real data set analysis was performed in order to illustrate the proposed approach.

Keywords: price elasticity, volume, correlation structures, Bayesian models

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19164 Physicochemical Characterization of Coastal Aerosols over the Mediterranean Comparison with Weather Research and Forecasting-Chem Simulations

Authors: Stephane Laussac, Jacques Piazzola, Gilles Tedeschi

Abstract:

Estimation of the impact of atmospheric aerosols on the climate evolution is an important scientific challenge. One of a major source of particles is constituted by the oceans through the generation of sea-spray aerosols. In coastal areas, marine aerosols can affect air quality through their ability to interact chemically and physically with other aerosol species and gases. The integration of accurate sea-spray emission terms in modeling studies is then required. However, it was found that sea-spray concentrations are not represented with the necessary accuracy in some situations, more particularly at short fetch. In this study, the WRF-Chem model was implemented on a North-Western Mediterranean coastal region. WRF-Chem is the Weather Research and Forecasting (WRF) model online-coupled with chemistry for investigation of regional-scale air quality which simulates the emission, transport, mixing, and chemical transformation of trace gases and aerosols simultaneously with the meteorology. One of the objectives was to test the ability of the WRF-Chem model to represent the fine details of the coastal geography to provide accurate predictions of sea spray evolution for different fetches and the anthropogenic aerosols. To assess the performance of the model, a comparison between the model predictions using a local emission inventory and the physicochemical analysis of aerosol concentrations measured for different wind direction on the island of Porquerolles located 10 km south of the French Riviera is proposed.

Keywords: sea-spray aerosols, coastal areas, sea-spray concentrations, short fetch, WRF-Chem model

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19163 Capital Accumulation, Technology Diffusion and Economic Growth: An Empirical Application to Tunisian Case

Authors: Ahmed Bellakhdhar

Abstract:

This paper aims to test the impact of various variables-namely, investment in physical capital, investment in human capital, openness to trade and foreign direct investments, and distance from the technology frontier-on economic growth in the Tunisian context during the period 1976-2010. Empirical results identify that the impact of human capital is significantly positive. This finding confirms the hypothesis that human capital is a main driver of economic performance through its role of improving the internal productive capacity and the absorption of foreign technology especially via foreign direct investments. The effect of FDI is significantly positive in all alternative regressions and the coefficient associated to physical capital variable is positive, but not significant overall. Concerning the import of technologically advanced equipments, our estimates show the absence of a significant direct impact on economic growth in Tunisia. Our empirical results also support the assumption of a non linear relationship between tax and growth and demonstrate the existence of an inverted-U curve between the two variables, in the spirit of the “Laffer curve”.

Keywords: Endogenous growth, Human capital, Technology transfer, Absorptive capacity

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19162 Mathematical Model for Defection between Two Political Parties

Authors: Abdullahi Mohammed Auwal

Abstract:

Formation and change or decamping from one political party to another have now become a common trend in Nigeria. Many of the parties’ members who could not secure positions and or win elections in their parties or are not very much satisfied with the trends occurring in the party’s internal democratic principles and mechanisms, change their respective parties. This paper developed/presented and analyzed the used of non linear mathematical model for defections between two political parties using epidemiological approach. The whole population was assumed to be a constant and homogeneously mixed. Equilibria have been analytically obtained and their local and global stability discussed. Conditions for the co-existence of both the political parties have been determined, in the study of defections between People Democratic Party (PDP) and All Progressive Congress (APC) in Nigeria using numerical simulations to support the analytical results.

Keywords: model, political parties, deffection, stability, equilibrium, epidemiology

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19161 The Psychological Impact of Memorials on People: The Case of Northern-Cyprus

Authors: Ma'in Abushaikha

Abstract:

Memorials are usually a landmark could be either an object, sculpture or a statue. They are built for a specific group or person who has died with historical contribution, or it could refer to an important hub, event or a specific culture, therefore to keep past events alive in the common memory through this kind of physical representation in public areas, or even to satisfy the desire to honour something either it is a person who suffered or died during a conflict or just to honour a group of people or even a whole society in a specific character they used to possess during a specific period of time. The aim behind the research is to look more deeply about the importance of memorials placement and environment for more successful outcomes towards people's psychology, therefore, behavior, manners and characteristics, knowing that in the main, they are usually set for function able purposes so people could be involved meaningfully therefore psychologically more than aesthetically. What contribution either positive or negative does memorialization through its physical/urban elements has towards people? Is it towards locals social reconstruction over time including either their understanding to the current conflicts or is it toward their general behavior, manners and characteristics in terms of psychology? And how important Memorial's placement is for the observer? Moreover, how does that either reduces or increases its value, attractiveness, and its effectiveness? This paper considers taking north Cyprus memorials as the main case study, is good enough as a choice to support the research hypothesis where a comparison between deferent memorials is going to be done as the main approach in trying to address the mentioned questions, by that, the research requires field survey in terms of interviewing both dwellers and general observers as well as library survey by viewing similar studies. As a significant result, this research is about to come up assesses how important memorials placements are, in order to apply its impact to the observers, whereas the most successful placed ones have its more effectiveness on observers psychology by time by introducing several mental reflects by this kind of physical representation.

Keywords: memorials, placement, environment, impact, psychology, characteristics, manners, behavior

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19160 Analysis of Brain Signals Using Neural Networks Optimized by Co-Evolution Algorithms

Authors: Zahra Abdolkarimi, Naser Zourikalatehsamad,

Abstract:

Up to 40 years ago, after recognition of epilepsy, it was generally believed that these attacks occurred randomly and suddenly. However, thanks to the advance of mathematics and engineering, such attacks can be predicted within a few minutes or hours. In this way, various algorithms for long-term prediction of the time and frequency of the first attack are presented. In this paper, by considering the nonlinear nature of brain signals and dynamic recorded brain signals, ANFIS model is presented to predict the brain signals, since according to physiologic structure of the onset of attacks, more complex neural structures can better model the signal during attacks. Contribution of this work is the co-evolution algorithm for optimization of ANFIS network parameters. Our objective is to predict brain signals based on time series obtained from brain signals of the people suffering from epilepsy using ANFIS. Results reveal that compared to other methods, this method has less sensitivity to uncertainties such as presence of noise and interruption in recorded signals of the brain as well as more accuracy. Long-term prediction capacity of the model illustrates the usage of planted systems for warning medication and preventing brain signals.

Keywords: co-evolution algorithms, brain signals, time series, neural networks, ANFIS model, physiologic structure, time prediction, epilepsy suffering, illustrates model

Procedia PDF Downloads 283
19159 Fuzzy Logic Based Fault Tolerant Model Predictive MLI Topology

Authors: Abhimanyu Kumar, Chirag Gupta

Abstract:

This work presents a comprehensive study on the employment of Model Predictive Control (MPC) for a three-phase voltage-source inverter to regulate the output voltage efficiently. The inverter is modeled via the Clarke Transformation, considering a scenario where the load is unknown. An LC filter model is developed, demonstrating its efficacy in Total Harmonic Distortion (THD) reduction. The system, when implemented with fault-tolerant multilevel inverter topologies, ensures reliable operation even under fault conditions, a requirement that is paramount with the increasing dependence on renewable energy sources. The research also integrates a Fuzzy Logic based fault tolerance system which identifies and manages faults, ensuring consistent inverter performance. The efficacy of the proposed methodology is substantiated through rigorous simulations and comparative results, shedding light on the voltage prediction efficiency and the robustness of the model even under fault conditions.

Keywords: total harmonic distortion, fuzzy logic, renewable energy sources, MLI

Procedia PDF Downloads 131
19158 Calibration and Validation of ArcSWAT Model for Estimation of Surface Runoff and Sediment Yield from Dhangaon Watershed

Authors: M. P. Tripathi, Priti Tiwari

Abstract:

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

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

Procedia PDF Downloads 379