Search results for: Random simple polygon generation.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7888

Search results for: Random simple polygon generation.

5158 Dynamic Pricing With Demand Response Managment in Smart Grid: Stackelberg Game Approach

Authors: Hasibe Berfu Demi̇r, Şakir Esnaf

Abstract:

In the past decade, extensive improvements have been done in electrical grid infrastructures. It is very important to make plans on supply, demand, transmission, distribution and pricing for the development of the electricity energy sector. Based on this perspective, in this study, Stackelberg game approach is proposed for demand participation management (DRM), which has become an important component in the smart grid to effectively reduce power generation costs and user bills. The purpose of this study is to examine electricity consumption from a dynamic pricing perspective. The results obtained were compared with the current situation and the results were interpreted.

Keywords: lectricity, stackelberg, smart grid, demand response managment, dynamic pricing

Procedia PDF Downloads 83
5157 Uplink Throughput Prediction in Cellular Mobile Networks

Authors: Engin Eyceyurt, Josko Zec

Abstract:

The current and future cellular mobile communication networks generate enormous amounts of data. Networks have become extremely complex with extensive space of parameters, features and counters. These networks are unmanageable with legacy methods and an enhanced design and optimization approach is necessary that is increasingly reliant on machine learning. This paper proposes that machine learning as a viable approach for uplink throughput prediction. LTE radio metric, such as Reference Signal Received Power (RSRP), Reference Signal Received Quality (RSRQ), and Signal to Noise Ratio (SNR) are used to train models to estimate expected uplink throughput. The prediction accuracy with high determination coefficient of 91.2% is obtained from measurements collected with a simple smartphone application.

Keywords: drive test, LTE, machine learning, uplink throughput prediction

Procedia PDF Downloads 140
5156 Optimal Classifying and Extracting Fuzzy Relationship from Query Using Text Mining Techniques

Authors: Faisal Alshuwaier, Ali Areshey

Abstract:

Text mining techniques are generally applied for classifying the text, finding fuzzy relations and structures in data sets. This research provides plenty text mining capabilities. One common application is text classification and event extraction, which encompass deducing specific knowledge concerning incidents referred to in texts. The main contribution of this paper is the clarification of a concept graph generation mechanism, which is based on a text classification and optimal fuzzy relationship extraction. Furthermore, the work presented in this paper explains the application of fuzzy relationship extraction and branch and bound method to simplify the texts.

Keywords: extraction, max-prod, fuzzy relations, text mining, memberships, classification, memberships, classification

Procedia PDF Downloads 562
5155 Automatic Segmentation of the Clean Speech Signal

Authors: M. A. Ben Messaoud, A. Bouzid, N. Ellouze

Abstract:

Speech Segmentation is the measure of the change point detection for partitioning an input speech signal into regions each of which accords to only one speaker. In this paper, we apply two features based on multi-scale product (MP) of the clean speech, namely the spectral centroid of MP, and the zero crossings rate of MP. We focus on multi-scale product analysis as an important tool for segmentation extraction. The multi-scale product is based on making the product of the speech wavelet transform coefficients at three successive dyadic scales. We have evaluated our method on the Keele database. Experimental results show the effectiveness of our method presenting a good performance. It shows that the two simple features can find word boundaries, and extracted the segments of the clean speech.

Keywords: multiscale product, spectral centroid, speech segmentation, zero crossings rate

Procedia PDF Downloads 483
5154 The Impact of Supply Chain Relationship Quality on Cooperative Strategy and Visibility

Authors: Jung-Hsuan Hsu

Abstract:

Due to intense competition within the industry, companies have increasingly recognized partnerships with other companies. In addition, with outsourcing and globalization of the supply chain, it leads to companies' increasing reliance on external resources. Consequently, supply chain network becomes complex, so that it reduces the visibility of the manufacturing process. Therefore, this study is going to focus on the impact of supply chain relationship quality (SCRQ) on cooperative strategy and visibility. Questionnaire survey is going to be conducted as research method, using the organic food industry as the research subject, and the sampling method is random sampling. Finally, the data analysis will use SPSS statistical software and AMOS software to analyze and verify the hypothesis. The expected results in this study is to evaluate the supply chain relationship quality between Taiwan's food manufacturing and their suppliers regarding whether it has a positive impact for the persistence, frequency and diversity of cooperative strategy, as well as the dimensions of supply chain relationship quality on visibility regarding whether it has a positive effect.

Keywords: supply chain relationship quality (SCRQ), cooperative strategy, visibility, competition

Procedia PDF Downloads 437
5153 A Double PWM Source Inverter Technique with Reduced Leakage Current for Application on Standalone Systems

Authors: Md.Noman Habib Khan, M. S. Tajul Islam, T. S. Gunawan, M. Hasanuzzaman

Abstract:

The photovoltaic (PV) panel with no galvanic isolation system is well-known technique in the world which is effective and deliver power with enhanced efficiency. The PV generation presented here is for stand-alone system installed in remote areas when as the resulting power gets connected to electronic load installation instead of being tied to the grid. Though very small, even then transformer-less topology is shown to be with leakage in pico-ampere range. By using PWM technique PWM, leakage current in different situations is shown. The results that are demonstrated in this paper show how the pico-ampere current is reduced to femto-ampere through use of inductors and capacitors of suitable values of inductor and capacitors with the load.

Keywords: photovoltaic (PV) panel, duty cycle, pulse duration modulation (PDM), leakage current

Procedia PDF Downloads 518
5152 Optimal Number of Reconfigurable Robots in a Transport System

Authors: Mari Chaikovskaia, Jean-Philippe Gayon, Alain Quilliot

Abstract:

We consider a fleet of elementary robots that can be connected in different ways to transport loads of different types. For instance, a single robot can transport a small load, and the association of two robots can either transport a large load or two small loads. We seek to determine the optimal number of robots to transport a set of loads in a given time interval, with or without reconfiguration. We show that the problem with reconfiguration is strongly NP-hard by a reduction to the bin-packing problem. Then, we study a special case with unit capacities and derive simple formulas for the minimum number of robots, up to 3 types of loads. For this special case, we compare the minimum number of robots with or without reconfiguration and show that the gain is limited in absolute value but may be significant for small fleets.

Keywords: fleet sizing, reconfigurability, robots, transportation

Procedia PDF Downloads 69
5151 Construction Information Visualization System Using nD CAD Model

Authors: Hyeon-seoung Kim, Sang-mi Park, Sun-ju Han, Leen-seok Kang

Abstract:

The visualization technology of construction information using 3D and nD modeling can satisfy the visualization needs of each construction project participant. The nD CAD system is a tool that the construction information, such as construction schedule, cost and resource utilization, are simulated by 4D, 5D and 6D object formats based on 3D object. This study developed a methodology and simulation engine for nD CAD system for construction project management. It has improved functions such as built-in schedule generation, cost simulation of changed budget and built-in resource allocation comparing with the current systems. To develop an integrated nD CAD system, this study attempts an integrated method to link 5D and 6D objects based on 4D object.

Keywords: building information modeling, visual simulation, 3D object, nD CAD augmented reality

Procedia PDF Downloads 293
5150 Symmetric Arabic Language Encryption Technique Based on Modified Playfair Algorithm

Authors: Fairouz Beggas

Abstract:

Due to the large number of exchanges in the networks, the security of communications is essential. Most ways of keeping communication secure rely on encryption. In this work, a symmetric encryption technique is offered to encrypt and decrypt simple Arabic scripts based on a multi-level security. A proposed technique uses an idea of Playfair encryption with a larger table size and an additional layer of encryption to ensure more security. The idea of the proposed algorithm aims to generate a dynamic table that depends on a secret key. The same secret key is also used to create other secret keys to over-encrypt the plaintext in three steps. The obtained results show that the proposed algorithm is faster in terms of encryption/decryption speed and can resist to many types of attacks.

Keywords: arabic data, encryption, playfair, symmetric algorithm

Procedia PDF Downloads 73
5149 Finite Element Modeling of Integral Abutment Bridge for Lateral Displacement

Authors: M. Naji, A. R. Khalim, M. Naji

Abstract:

Integral Abutment Bridges (IAB) are defined as simple or multiple span bridges in which the bridge deck is cast monolithically with the abutment walls. This kind of bridges are becoming very popular due to different aspects such as good response under seismic loading, low initial costs, elimination of bearings and less maintenance. However, the main issue related to the analysis of this type of structures is dealing with soil-structure interaction of the abutment walls and the supporting piles. A two-dimensional, non-linear finite element (FE) model of an integral abutment bridge has been developed to study the effect of lateral time history displacement loading on the soil system.

Keywords: integral abutment bridge, soil structure interaction, finite element modeling, soil-pile interaction

Procedia PDF Downloads 277
5148 Autophagy in the Midgut Epithelium of Spodoptera exigua Hübner (Lepidoptera: Noctuidae) Larvae Exposed to Various Cadmium Concentration - 6-Generational Exposure

Authors: Magdalena Maria Rost-Roszkowska, Alina Chachulska-Żymełka, Monika Tarnawska, Maria Augustyniak, Alina Kafel, Agnieszka Babczyńska

Abstract:

Autophagy is a form of cell remodeling in which an internalization of organelles into vacuoles that are called autophagosomes occur. Autophagosomes are the targets of lysosomes, thus causing digestion of cytoplasmic components. Eventually, it can lead to the death of the entire cell. However, in response to several stress factors, e.g., starvation, heavy metals (e.g., cadmium) autophagy can also act as a pro-survival factor, protecting the cell against its death. The main aim of our studies was to check if the process of autophagy, which could appear in the midgut epithelium after Cd treatment, can be fixed during the following generations of insects. As a model animal, we chose the beet armyworm Spodoptera exigua Hübner (Lepidoptera: Noctuidae), a well-known polyphagous pest of many vegetable crops. We analyzed specimens at final larval stage (5th larval stage), due to its hyperfagy, resulting in great amount of cadmium assimilate. The culture consisted of two strains: a control strain (K) fed a standard diet, and a cadmium strain (Cd), fed on standard diet supplemented with cadmium (44 mg Cd per kg of dry weight of food) for 146 generations, both strains. In addition, the control insects were transferred to the Cd supplemented diet (5 mg Cd per kg of dry weight of food, 10 mg Cd per kg of dry weight of food, 20 mg Cd per kg of dry weight of food, 44 mg Cd per kg of dry weight of food). Therefore, we obtained Cd1, Cd2, Cd3 and KCd experimental groups. Autophagy has been examined using transmission electron microscope. During this process, degenerated organelles were surrounded by a membranous phagophore and enclosed in an autophagosome. Eventually, after the autophagosome fused with a lysosome, an autolysosome was formed and the process of the digestion of organelles began. During the 1st year of the experiment, we analyzed specimens of 6 generations in all the lines. The intensity of autophagy depends significantly on the generation, tissue and cadmium concentration in the insect rearing medium. In the Ist, IInd, IIIrd, IVth, Vth and VIth generation the intensity of autophagy in the midguts from cadmium-exposed strains decreased gradually according to the following order of strains: Cd1, Cd2, Cd3 and KCd. The higher amount of cells with autophagy was observed in Cd1 and Cd2. However, it was still higher than the percentage of cells with autophagy in the same tissues of the insects from the control and multigenerational cadmium strain. This may indicate that during 6-generational exposure to various Cd concentration, a preserved tolerance to cadmium was not maintained. The study has been financed by the National Science Centre Poland, grant no 2016/21/B/NZ8/00831.

Keywords: autophagy, cell death, digestive system, ultrastructure

Procedia PDF Downloads 222
5147 The Impact of Innovation Catalog of Products to Achieve the Fulfillment of Customers

Authors: Azzi Mohammed Amin

Abstract:

The study aimed to measure the impact of the product for its size marketing innovation (the development of existing products, innovation of new products) in achieving customer loyalty from the perspective of a sample of consumers brand (Omar Ben Omar) food in the state of Biskra, and also measure the degree of customer loyalty to the brand. To achieve the objectives of the study, designed a form and distributed to a random sample of 280 consumers of the brand, has been relying on SPSS to analyze the results, the study revealed several findings; There is a strong customer loyalty to Omar bin Omar products. The presence of the impact of product innovation (development of existing products, the innovation of new products) on customer loyalty, with a Pearson correlation coefficient of 0.74 is a strong relationship. The presence of a statistically significant effect for the development of existing products in customer loyalty. The presence of a statistically significant effect for the innovation of new products to customer loyalty.

Keywords: marketing innovation, product innovation, customer loyalty, products

Procedia PDF Downloads 513
5146 Surgical Management of Cystic Lesions in the Sellar and Suprasellar Region

Authors: Hakim Derradji, Abdelkader Yahi, Abdelmalek Sabrou, Nacer Tabet

Abstract:

Introduction: Cystic lesions located in the sellar and suprasellar region cause a diagnostic and therapeutic problem, given their location and their impact on neighboring structures. The patient's symptomatology varies from a simple headache to serious visual and endocrine disorders, involving the functional prognosis, sometimes even the vital prognosis. Surgery in this region remains a therapeutic challenge, and several surgical techniques have been described and used. Material and Methods: We treated 15 patients during the period from 2015 to 2022, whose clinical, biological, radiological, and therapeutic characteristics will be presented in detail in this work, and in whom the surgical technique differs from one case to another. Conclusion: We will discuss in this work the different techniques used to treat these lesions and the different objectives to be achieved for each case, as well as the complications and our conduct to be taken per and post-operative.

Keywords: cystic lesions, adenomas, sellar and suprasellar region, neuroendoscopy

Procedia PDF Downloads 92
5145 Dynamic Performance Analysis of Distribution/ Sub-Transmission Networks with High Penetration of PV Generation

Authors: Cristian F.T. Montenegro, Luís F. N. Lourenço, Maurício B. C. Salles, Renato M. Monaro

Abstract:

More PV systems have been connected to the electrical network each year. As the number of PV systems increases, some issues affecting grid operations have been identified. This paper studied the impacts related to changes in solar irradiance on a distribution/sub-transmission network, considering variations due to moving clouds and daily cycles. Using MATLAB/Simulink software, a solar farm of 30 MWp was built and then implemented to a test network. From simulations, it has been determined that irradiance changes can have a significant impact on the grid by causing voltage fluctuations outside the allowable thresholds. This work discussed some local control strategies and grid reinforcements to mitigate the negative effects of the irradiance changes on the grid.

Keywords: reactive power control, solar irradiance, utility-scale PV systems, voltage fluctuations

Procedia PDF Downloads 443
5144 Classification of Generative Adversarial Network Generated Multivariate Time Series Data Featuring Transformer-Based Deep Learning Architecture

Authors: Thrivikraman Aswathi, S. Advaith

Abstract:

As there can be cases where the use of real data is somehow limited, such as when it is hard to get access to a large volume of real data, we need to go for synthetic data generation. This produces high-quality synthetic data while maintaining the statistical properties of a specific dataset. In the present work, a generative adversarial network (GAN) is trained to produce multivariate time series (MTS) data since the MTS is now being gathered more often in various real-world systems. Furthermore, the GAN-generated MTS data is fed into a transformer-based deep learning architecture that carries out the data categorization into predefined classes. Further, the model is evaluated across various distinct domains by generating corresponding MTS data.

Keywords: GAN, transformer, classification, multivariate time series

Procedia PDF Downloads 112
5143 Measuring Multi-Class Linear Classifier for Image Classification

Authors: Fatma Susilawati Mohamad, Azizah Abdul Manaf, Fadhillah Ahmad, Zarina Mohamad, Wan Suryani Wan Awang

Abstract:

A simple and robust multi-class linear classifier is proposed and implemented. For a pair of classes of the linear boundary, a collection of segments of hyper planes created as perpendicular bisectors of line segments linking centroids of the classes or part of classes. Nearest Neighbor and Linear Discriminant Analysis are compared in the experiments to see the performances of each classifier in discriminating ripeness of oil palm. This paper proposes a multi-class linear classifier using Linear Discriminant Analysis (LDA) for image identification. Result proves that LDA is well capable in separating multi-class features for ripeness identification.

Keywords: multi-class, linear classifier, nearest neighbor, linear discriminant analysis

Procedia PDF Downloads 516
5142 Pond Site Diagnosis: Monoclonal Antibody-Based Farmer Level Tests to Detect the Acute Hepatopancreatic Necrosis Disease in Shrimp

Authors: B. T. Naveen Kumar, Anuj Tyagi, Niraj Kumar Singh, Visanu Boonyawiwat, A. H. Shanthanagouda, Orawan Boodde, K. M. Shankar, Prakash Patil, Shubhkaramjeet Kaur

Abstract:

Early mortality syndrome (EMS)/Acute Hepatopancreatic Necrosis Disease (AHPND) has emerged as a major obstacle for the shrimp farming around the world. It is caused by a strain of Vibrio parahaemolyticus. The possible preventive and control measure is, early and rapid detection of the pathogen in the broodstock, post-larvae and monitoring the shrimp during the culture period. Polymerase chain reaction (PCR) based early detection methods are good, but they are costly, time taking and requires a sophisticated laboratory. The present study was conducted to develop a simple, sensitive and rapid diagnostic farmer level kit for the reliable detection of AHPND in shrimp. A panel of monoclonal antibodies (MAbs) were raised against the recombinant Pir B protein (rPirB). First, an immunodot was developed by using MAbs G3B8 and Mab G3H2 which showed specific reactivity to purified r-PirB protein with no cross-reactivity to other shrimp bacterial pathogens (AHPND free Vibrio parahaemolyticus (Indian strains), V. anguillarum, WSSV, Aeromonas hydrophila, and Aphanomyces invadans). Immunodot developed using Mab G3B8 is more sensitive than that with the Mab G3H2. However, immunodot takes almost 2.5 hours to complete with several hands-on steps. Therefore, the flow-through assay (FTA) was developed by using a plastic cassette containing the nitrocellulose membrane with absorbing pads below. The sample was dotted in the test zone on the nitrocellulose membrane followed by continuos addition of five solutions in the order of i) blocking buffer (BSA) ii) primary antibody (MAb) iii) washing Solution iv) secondary antibody and v) chromogen substrate (TMB) clear purple dots against a white background were considered as positive reactions. The FTA developed using MAbG3B8 is more sensitive than that with MAb G3H2. In FTA the two MAbs showed specific reactivity to purified r-PirB protein and not to other shrimp bacterial pathogens. The FTA is simple to farmer/field level, sensitive and rapid requiring only 8-10 min for completion. Tests can be developed to kits, which will be ideal for use in biosecurity, for the first line of screening (at the port or pond site) and during monitoring and surveillance programmes overall for the good management practices to reduce the risk of the disease.

Keywords: acute hepatopancreatic necrosis disease, AHPND, flow-through assay, FTA, farmer level, immunodot, pond site, shrimp

Procedia PDF Downloads 160
5141 Most Recent Lifespan Estimate for the Itaipu Hydroelectric Power Plant Computed by Using Borland and Miller Method and Mass Balance in Brazil, Paraguay

Authors: Anderson Braga Mendes

Abstract:

Itaipu Hydroelectric Power Plant is settled on the Paraná River, which is a natural boundary between Brazil and Paraguay; thus, the facility is shared by both countries. Itaipu Power Plant is the biggest hydroelectric generator in the world, and provides clean and renewable electrical energy supply for 17% and 76% of Brazil and Paraguay, respectively. The plant started its generation in 1984. It counts on 20 Francis turbines and has installed capacity of 14,000 MWh. Its historic generation record occurred in 2016 (103,098,366 MWh), and since the beginning of its operation until the last day of 2016 the plant has achieved the sum of 2,415,789,823 MWh. The distinct sedimentologic aspects of the drainage area of Itaipu Power Plant, from its stretch upstream (Porto Primavera and Rosana dams) to downstream (Itaipu dam itself), were taken into account in order to best estimate the increase/decrease in the sediment yield by using data from 2001 to 2016. Such data are collected through a network of 14 automatic sedimentometric stations managed by the company itself and operating in an hourly basis, covering an area of around 136,000 km² (92% of the incremental drainage area of the undertaking). Since 1972, a series of lifespan studies for the Itaipu Power Plant have been made, being first assessed by Sir Hans Albert Einstein, at the time of the feasibility studies for the enterprise. From that date onwards, eight further studies were made through the last 44 years aiming to confer more precision upon the estimates based on more updated data sets. From the analysis of each monitoring station, it was clearly noticed strong increase tendencies in the sediment yield through the last 14 years, mainly in the Iguatemi, Ivaí, São Francisco Falso and Carapá Rivers, the latter situated in Paraguay, whereas the others are utterly in Brazilian territory. Five lifespan scenarios considering different sediment yield tendencies were simulated with the aid of the softwares SEDIMENT and DPOSIT, both developed by the author of the present work. Such softwares thoroughly follow the Borland & Miller methodology (empirical method of area-reduction). The soundest scenario out of the five ones under analysis indicated a lifespan foresight of 168 years, being the reservoir only 1.8% silted by the end of 2016, after 32 years of operation. Besides, the mass balance in the reservoir (water inflows minus outflows) between 1986 and 2016 shows that 2% of the whole Itaipu lake is silted nowadays. Owing to the convergence of both results, which were acquired by using different methodologies and independent input data, it is worth concluding that the mathematical modeling is satisfactory and calibrated, thus assigning credibility to this most recent lifespan estimate.

Keywords: Borland and Miller method, hydroelectricity, Itaipu Power Plant, lifespan, mass balance

Procedia PDF Downloads 260
5140 CE Method for Development of Japan's Stochastic Earthquake Catalogue

Authors: Babak Kamrani, Nozar Kishi

Abstract:

Stochastic catalog represents the events module of the earthquake loss estimation models. It includes series of events with different magnitudes and corresponding frequencies/probabilities. For the development of the stochastic catalog, random or uniform sampling methods are used to sample the events from the seismicity model. For covering all the Magnitude Frequency Distribution (MFD), a huge number of events should be generated for the above-mentioned methods. Characteristic Event (CE) method chooses the events based on the interest of the insurance industry. We divide the MFD of each source into bins. We have chosen the bins based on the probability of the interest by the insurance industry. First, we have collected the information for the available seismic sources. Sources are divided into Fault sources, subduction, and events without specific fault source. We have developed the MFD for each of the individual and areal source based on the seismicity of the sources. Afterward, we have calculated the CE magnitudes based on the desired probability. To develop the stochastic catalog, we have introduced uncertainty to the location of the events too.

Keywords: stochastic catalogue, earthquake loss, uncertainty, characteristic event

Procedia PDF Downloads 283
5139 Study of Phenotypic Polymorphism and Detection of Genotypic Polymorphism in Menochilus sexmaculatus (Coleoptera: Insecta) Using RAPD PCR

Authors: Huma Balouch

Abstract:

Menochilus sexmaculatus commonly known as six spotted zig zag ladybird, is an aphidophagus and the most misidentified Coccinellids due to the occurrence of numerous color variants. The correct identification of Menochilus sexmaculatus and its strains is necessary to implement the use of biological control. In the present study phenotypic and genotypic polymorphism was investigated in Menochilus sexmaculatus collected from Punjab, NWFP and Sindh provinces of Pakistan. Six different morphs of the species were distinguished by analyzing its Elytral color and spot pattern and then Polymerase Chain Reaction was used to generate random amplification of polymorphic DNA (RAPD) from six different types of Menochilus sexmaculatus. Forty primers (OPA & OPC Kit) were used to perform RAPD PCR on six different types of Menochilus sexmaculatus of which, seven primers revealed different patterns related to the Menochilus sexmaculatus types. These seven primers (OPA-04, OPA-09, OPA-18, OPC-04, OPC-12, OPC-15 and OPC-18) produced 111 clear polymorphic bands and 6 scorable strain specific markers. The cluster analysis applied to RAPD data showed high polymorphism among six types and it can be concluded that these six types are six polymorphic strains of the same species.

Keywords: Menochilus sexmaculatus, aphidophagus, coccinellids, phenotypic and genotypic polymorphism, RAPD-PCR, strain specific markers

Procedia PDF Downloads 477
5138 Predicting the Effect of Silicon Electrode Design Parameters on Thermal Performance of a Lithium-Ion Battery

Authors: Harika Dasari, Eric Eisenbraun

Abstract:

The present study models the role of electrode structural characteristics on the thermal behavior of lithium-ion batteries. Preliminary modeling runs have employed a 1D lithium-ion battery coupled to a two-dimensional axisymmetric model using silicon as the battery anode material. The two models are coupled by the heat generated and the average temperature. Our study is focused on the silicon anode particle sizes and it is observed that silicon anodes with nano-sized particles reduced the temperature of the battery in comparison to anodes with larger particles. These results are discussed in the context of the relationship between particle size and thermal transport properties in the electrode.

Keywords: particle size, NMC, silicon, heat generation, separator

Procedia PDF Downloads 269
5137 Normalizing Logarithms of Realized Volatility in an ARFIMA Model

Authors: G. L. C. Yap

Abstract:

Modelling realized volatility with high-frequency returns is popular as it is an unbiased and efficient estimator of return volatility. A computationally simple model is fitting the logarithms of the realized volatilities with a fractionally integrated long-memory Gaussian process. The Gaussianity assumption simplifies the parameter estimation using the Whittle approximation. Nonetheless, this assumption may not be met in the finite samples and there may be a need to normalize the financial series. Based on the empirical indices S&P500 and DAX, this paper examines the performance of the linear volatility model pre-treated with normalization compared to its existing counterpart. The empirical results show that by including normalization as a pre-treatment procedure, the forecast performance outperforms the existing model in terms of statistical and economic evaluations.

Keywords: Gaussian process, long-memory, normalization, value-at-risk, volatility, Whittle estimator

Procedia PDF Downloads 344
5136 Family Values and Honest Attitudes in Pakistan: The Role of Tolerance and Justice Attitudes

Authors: Muhammad Shoaib

Abstract:

The aim of the study is to examine the effects of family values on honest attitudes by the mediation of tolerance attitudes and justice attitudes among family members. As many other developing settings, Pakistani society is undergoing a rapid and multifaceted social changes, in which traditional thinking coexists and often clashes with modern thinking. Family values have great effects on the honest attitudes among family members as well as all the members of Pakistani society. Tolerance attitudes, justice attitudes, personal experiences and modernity factors are contributing to the development of honest attitudes among family members. Family values attitudes enhance the concept of honesty feelings, fairness, and less thinking towards theft. For the present study 520 respondents were sampled from two urban areas of Punjab province; Lahore and Faisalabad, through proportionate random sampling technique. A survey method was used as a technique of data collection and an interview schedule was administered to collect information from the respondents. The results shows similar positive effects of tolerance and justice attitudes on honest attitude by the mediation of family values attitudes.

Keywords: family values, tolerance, justice, honesty, attitudes, Pakistan

Procedia PDF Downloads 423
5135 Modeling the Impacts of Road Construction on Lands Values

Authors: Maha Almumaiz, Harry Evdorides

Abstract:

Change in land value typically occurs when a new interurban road construction causes an increase in accessibility; this change in the adjacent lands values differs according to land characteristics such as geographic location, land use type, land area and sale time (appraisal time). A multiple regression model is obtained to predict the percent change in land value (CLV) based on four independent variables namely land distance from the constructed road, area of land, nature of land use and time from the works completion of the road. The random values of percent change in land value were generated using Microsoft Excel with a range of up to 35%. The trend of change in land value with the four independent variables was determined from the literature references. The statistical analysis and model building process has been made by using the IBM SPSS V23 software. The Regression model suggests, for lands that are located within 3 miles as the straight distance from the road, the percent CLV is between (0-35%) which is depending on many factors including distance from the constructed road, land use, land area and time from works completion of the new road.

Keywords: interurban road, land use types, new road construction, percent CLV, regression model

Procedia PDF Downloads 257
5134 A Deterministic Approach for Solving the Hull and White Interest Rate Model with Jump Process

Authors: Hong-Ming Chen

Abstract:

This work considers the resolution of the Hull and White interest rate model with the jump process. A deterministic process is adopted to model the random behavior of interest rate variation as deterministic perturbations, which is depending on the time t. The Brownian motion and jumps uncertainty are denoted as the integral functions piecewise constant function w(t) and point function θ(t). It shows that the interest rate function and the yield function of the Hull and White interest rate model with jump process can be obtained by solving a nonlinear semi-infinite programming problem. A relaxed cutting plane algorithm is then proposed for solving the resulting optimization problem. The method is calibrated for the U.S. treasury securities at 3-month data and is used to analyze several effects on interest rate prices, including interest rate variability, and the negative correlation between stock returns and interest rates. The numerical results illustrate that our approach essentially generates the yield functions with minimal fitting errors and small oscillation.

Keywords: optimization, interest rate model, jump process, deterministic

Procedia PDF Downloads 153
5133 Macrobenthic Fauna in the Intertidal Zone of Carmen, Agusan Del Norte

Authors: Maricris I. Abuan

Abstract:

This assessment of macrobenthic fauna found in the intertidal zone of Brgy. Poblacion, Carmen Agusan del Norte was conducted during the lowest tides of the month of June 2008. Transect-quadrat method was employed during the sampling. Twenty-transect lines were established in the area with lengths depending on the topography of the intertidal zone and were laid perpendicular to the shore, at intervals of fifty meters. Twenty-six (26) macrobenthic species with a total of seventy (70) individuals were identified in the study area. These species belong to the four Phyla -Arthropoda, Mollusca, Echinodermata and Annelida. The three most abundant macrobenthos were hermit crabs (Phylum Arthropoda) , Archaster typicus (Phylum Echinodermata), and Nassarius pullus (Phylum Mollusca). The diversity index value was 2.36. Most species exhibited random distribution And only few species had regular and clumped distribution. The pH, salinity, and sea water temperature readings were within the normal range. Results showed a very scarce macrobenthic species present in the study area.

Keywords: diversity index, macrobenthic fauna, macrobenthos, phyla

Procedia PDF Downloads 298
5132 Penetration Analysis for Composites Applicable to Military Vehicle Armors, Aircraft Engines and Nuclear Power Plant Structures

Authors: Dong Wook Lee

Abstract:

This paper describes a method for analyzing penetration for composite material using an explicit nonlinear Finite Element Analysis (FEA). This method may be used in the early stage of design for the protection of military vehicles, aircraft engines and nuclear power plant structures made of composite materials. This paper deals with simple ballistic penetration tests for composite materials and the FEA modeling method and results. The FEA was performed to interpret the ballistic field test phenomenon regarding the damage propagation in the structure subjected to local foreign object impact.

Keywords: computer aided engineering, finite element analysis, impact analysis, penetration analysis, composite material

Procedia PDF Downloads 110
5131 A Forearm-Wrist Rehabilitation Module for Stroke and Spinal Cord Injuries

Authors: Vahid Mehrabi, Iman Sharifi, H. A. Talebi

Abstract:

The automation of rehabilitation procedure by the implementation of robotic devices can overcome the limitation in conventional physiotherapy methods by increasing training sessions and duration of process. In this paper, the design of a simple rehabilitation robot for forearm-wrist therapy in stroke and spinal cord injuries is presented. Wrist’s biological joint motion is modeled by a gimbal-like mechanism which resembles the human arm anatomy. Presented device is an exoskeleton robot with rotation axes corresponding to human skeleton anatomy. The mechanical structure, actuator and sensor selection, system kinematics and comparison between our device range of motion and required active daily life values is illustrated.

Keywords: rehabilitation, robotic devices, physiotherapy, forearm-wrist

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5130 Replacing MOSFETs with Single Electron Transistors (SET) to Reduce Power Consumption of an Inverter Circuit

Authors: Ahmed Shariful Alam, Abu Hena M. Mustafa Kamal, M. Abdul Rahman, M. Nasmus Sakib Khan Shabbir, Atiqul Islam

Abstract:

According to the rules of quantum mechanics there is a non-vanishing probability of for an electron to tunnel through a thin insulating barrier or a thin capacitor which is not possible according to the laws of classical physics. Tunneling of electron through a thin insulating barrier or tunnel junction is a random event and the magnitude of current flowing due to the tunneling of electron is very low. As the current flowing through a Single Electron Transistor (SET) is the result of electron tunneling through tunnel junctions of its source and drain the supply voltage requirement is also very low. As a result, the power consumption across a Single Electron Transistor is ultra-low in comparison to that of a MOSFET. In this paper simulations have been done with PSPICE for an inverter built with both SETs and MOSFETs. 35mV supply voltage was used for a SET built inverter circuit and the supply voltage used for a CMOS inverter was 3.5V.

Keywords: ITRS, enhancement type MOSFET, island, DC analysis, transient analysis, power consumption, background charge co-tunneling

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5129 Rasch Analysis in the Development of 'Kohesif-Ques': An Instrument to Measure Social Cohesion

Authors: Paramita Sekar Ayu, Sunjaya Deni Kurniadi, Yamazaki Chiho, Hilfi Lukman, Koyama Hiroshi

Abstract:

Social cohesion, or closeness among members of society, is an important determinant of population health. A cohesive society is a crucial societal condition for a positive life evaluation and subjective wellbeing, and people living in a cohesive society are happier and more satisfied with life and achieve better health status. The objective of this study was to compose and validate a questionnaire for measuring social cohesion with Rasch analysis. We develop a set of 13 questions to measure 4 dimensions of social cohesion. Random samples of 166 Bandung citizens’ were selected to answer the questionnaire. To evaluate the questionnaire’s validity and reliability, Rasch analysis (a psychometric model for analyzing categorical data on questionnaire responses) was carried out using Winsteps version 3.75.0. Rasch analysis was performed on the response given to 13 items included in the questionnaire. The reliability coefficient, Cronbach’s alpha was 0.70, model RMSE 0.08, SD 0.54, separation 7.14, and reliability of 0.98. ‘Kohesif-Ques’ is a useful instrument to assess social cohesion.

Keywords: rasch analysis, rasch model, social cohesion, quesionnaire

Procedia PDF Downloads 154