Search results for: parameter linear programming
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 5904

Search results for: parameter linear programming

3144 Application of Refractometric Methodology for Simultaneous Determination of Alcohol and Residual Sugar Concentrations during Alcoholic Fermentation Bioprocess of Date Juice

Authors: Boukhiar Aissa, Halladj Fatima, Iguergaziz Nadia, Lamrani yasmina, Benamara Salem

Abstract:

Determining the alcohol content in alcoholic fermentation bioprocess is of great importance. In fact, it is a key indicator for monitoring this bioprocess. Several methodologies (chemical, spectrophotometric, chromatographic) are used to the determination of this parameter. However, these techniques are very long and they require: rigorous preparations, sometimes dangerous chemical reagents and/or expensive equipment. In the present study, the date juice is used as the substrate of alcoholic fermentation. The extracted juice undergoes an alcoholic fermentation by Saccharomyces cerevisiae. The study of the possible use of refractometry as a sole means for the in situ control of alcoholic fermentation revealed a good correlation (R2=0.98) between initial and final °Brix: °Brixf=0.377×°Brixi. In addition, the relationship between Δ°Brix and alcoholic content of the final product (A,%) has been determined: Δ°Brix/A=1.1. The obtained results allowed us to establish iso-responses abacus, which can be used for the determination of alcohol and residual sugar content, with a mean relative error (MRE) of 5.35%.

Keywords: alcoholic fermentation, date juice, refractometry, residual sugar

Procedia PDF Downloads 341
3143 X-Ray Analysis and Grain Size of CuInx Ga1-X Se2 Solar Cells

Authors: A. I. Al-Bassam, A. M. El-Nggar

Abstract:

Polycrystalline Cu In I-x GaxSe2 thin films have been fabricated. Some physical properties such as lattice parameters, crystal structure and microstructure of Cu In I-x GaxSe2 were determined using X-ray diffractometry and scanning electron microscopy. X-ray diffraction analysis showed that the films with x ≥ 0.5 have a chalcopyrite structure and the films with x ≤ 0.5 have a zinc blende structure. The lattice parameters were found to vary linearly with composition over a wide range from x = 0 to x =1.0. The variation of lattice parameters with composition was found to obey Vegard's law. The variation of the c/a with composition was also linear. The quality of a wide range of Cu In I-xGaxSe2 thin film absorbers from CuInSe to CuGaSe was evaluated by Photoluminescence (PL) measurements.

Keywords: grain size, polycrystalline, solar cells, lattice parameters

Procedia PDF Downloads 504
3142 Developing Model for Fuel Consumption Optimization in Aviation Industry

Authors: Somesh Kumar Sharma, Sunanad Gupta

Abstract:

The contribution of aviation to society and economy is undisputedly significant. The aviation industry drives economic and social progress by contributing prominently to tourism, commerce and improved quality of life. Identifying the amount of fuel consumed by an aircraft while moving in both airspace and ground networks is critical to air transport economics. Aviation fuel is a major operating cost parameter of the aviation industry and at the same time it is prone to various constraints. This article aims to develop a model for fuel consumption of aviation product. The paper tailors the information for the fuel consumption optimization in terms of information development, information evaluation and information refinement. The information is evaluated and refined using statistical package R and Factor Analysis which is further validated with neural networking. The study explores three primary dimensions which are finally summarized into 23 influencing variables in contrast to 96 variables available in literature. The 23 variables explored in this study should be considered as highly influencing variables for fuel consumption which will contribute significantly towards fuel optimization.

Keywords: fuel consumption, civil aviation industry, neural networking, optimization

Procedia PDF Downloads 340
3141 R Software for Parameter Estimation of Spatio-Temporal Model

Authors: Budi Nurani Ruchjana, Atje Setiawan Abdullah, I. Gede Nyoman Mindra Jaya, Eddy Hermawan

Abstract:

In this paper, we propose the application package to estimate parameters of spatiotemporal model based on the multivariate time series analysis using the R open-source software. We build packages mainly to estimate the parameters of the Generalized Space Time Autoregressive (GSTAR) model. GSTAR is a combination of time series and spatial models that have parameters vary per location. We use the method of Ordinary Least Squares (OLS) and use the Mean Average Percentage Error (MAPE) to fit the model to spatiotemporal real phenomenon. For case study, we use oil production data from volcanic layer at Jatibarang Indonesia or climate data such as rainfall in Indonesia. Software R is very user-friendly and it is making calculation easier, processing the data is accurate and faster. Limitations R script for the estimation of model parameters spatiotemporal GSTAR built is still limited to a stationary time series model. Therefore, the R program under windows can be developed either for theoretical studies and application.

Keywords: GSTAR Model, MAPE, OLS method, oil production, R software

Procedia PDF Downloads 243
3140 Novel GPU Approach in Predicting the Directional Trend of the S&P500

Authors: A. J. Regan, F. J. Lidgey, M. Betteridge, P. Georgiou, C. Toumazou, K. Hayatleh, J. R. Dibble

Abstract:

Our goal is development of an algorithm capable of predicting the directional trend of the Standard and Poor’s 500 index (S&P 500). Extensive research has been published attempting to predict different financial markets using historical data testing on an in-sample and trend basis, with many authors employing excessively complex mathematical techniques. In reviewing and evaluating these in-sample methodologies, it became evident that this approach was unable to achieve sufficiently reliable prediction performance for commercial exploitation. For these reasons, we moved to an out-of-sample strategy based on linear regression analysis of an extensive set of financial data correlated with historical closing prices of the S&P 500. We are pleased to report a directional trend accuracy of greater than 55% for tomorrow (t+1) in predicting the S&P 500.

Keywords: financial algorithm, GPU, S&P 500, stock market prediction

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3139 Optimization of Electric Vehicle (EV) Charging Station Allocation Based on Multiple Data - Taking Nanjing (China) as an Example

Authors: Yue Huang, Yiheng Feng

Abstract:

Due to the global pressure on climate and energy, many countries are vigorously promoting electric vehicles and building charging (public) charging facilities. Faced with the supply-demand gap of existing electric vehicle charging stations and unreasonable space usage in China, this paper takes the central city of Nanjing as an example, establishes a site selection model through multivariate data integration, conducts multiple linear regression SPSS analysis, gives quantitative site selection results, and provides optimization models and suggestions for charging station layout planning.

Keywords: electric vehicle, charging station, allocation optimization, urban mobility, urban infrastructure, nanjing

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3138 The Inverse Problem in Energy Beam Processes Using Discrete Adjoint Optimization

Authors: Aitor Bilbao, Dragos Axinte, John Billingham

Abstract:

The inverse problem in Energy Beam (EB) Processes consists of defining the control parameters, in particular the 2D beam path (position and orientation of the beam as a function of time), to arrive at a prescribed solution (freeform surface). This inverse problem is well understood for conventional machining, because the cutting tool geometry is well defined and the material removal is a time independent process. In contrast, EB machining is achieved through the local interaction of a beam of particular characteristics (e.g. energy distribution), which leads to a surface-dependent removal rate. Furthermore, EB machining is a time-dependent process in which not only the beam varies with the dwell time, but any acceleration/deceleration of the machine/beam delivery system, when performing raster paths will influence the actual geometry of the surface to be generated. Two different EB processes, Abrasive Water Machining (AWJM) and Pulsed Laser Ablation (PLA), are studied. Even though they are considered as independent different technologies, both can be described as time-dependent processes. AWJM can be considered as a continuous process and the etched material depends on the feed speed of the jet at each instant during the process. On the other hand, PLA processes are usually defined as discrete systems and the total removed material is calculated by the summation of the different pulses shot during the process. The overlapping of these shots depends on the feed speed and the frequency between two consecutive shots. However, if the feed speed is sufficiently slow compared with the frequency, then consecutive shots are close enough and the behaviour can be similar to a continuous process. Using this approximation a generic continuous model can be described for both processes. The inverse problem is usually solved for this kind of process by simply controlling dwell time in proportion to the required depth of milling at each single pixel on the surface using a linear model of the process. However, this approach does not always lead to the good solution since linear models are only valid when shallow surfaces are etched. The solution of the inverse problem is improved by using a discrete adjoint optimization algorithm. Moreover, the calculation of the Jacobian matrix consumes less computation time than finite difference approaches. The influence of the dynamics of the machine on the actual movement of the jet is also important and should be taken into account. When the parameters of the controller are not known or cannot be changed, a simple approximation is used for the choice of the slope of a step profile. Several experimental tests are performed for both technologies to show the usefulness of this approach.

Keywords: abrasive waterjet machining, energy beam processes, inverse problem, pulsed laser ablation

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3137 The Effect of Initial Sample Size and Increment in Simulation Samples on a Sequential Selection Approach

Authors: Mohammad H. Almomani

Abstract:

In this paper, we argue the effect of the initial sample size, and the increment in simulation samples on the performance of a sequential approach that used in selecting the top m designs when the number of alternative designs is very large. The sequential approach consists of two stages. In the first stage the ordinal optimization is used to select a subset that overlaps with the set of actual best k% designs with high probability. Then in the second stage the optimal computing budget is used to select the top m designs from the selected subset. We apply the selection approach on a generic example under some parameter settings, with a different choice of initial sample size and the increment in simulation samples, to explore the impacts on the performance of this approach. The results show that the choice of initial sample size and the increment in simulation samples does affect the performance of a selection approach.

Keywords: Large Scale Problems, Optimal Computing Budget Allocation, ordinal optimization, simulation optimization

Procedia PDF Downloads 355
3136 Economic Development Process: A Compartmental Analysis of a Model with Two Delays

Authors: Amadou Banda Ndione, Charles Awono Onana

Abstract:

In this paper the compartmental approach is applied to build a macroeconomic model characterized by countries. We consider a total of N countries that are subdivided into three compartments according to their economic status: D(t) denotes the compartment of developing countries at time t, E(t) stands for the compartment of emerging countries at time t while A(t) represents advanced countries at time t. The model describes the process of economic development and includes the notion of openness through collaborations between countries. Two delays appear in this model to describe the average time necessary for collaborations between countries to become efficient for their development process. Our model represents the different stages of development. It further gives the conditions under which a country can change its economic status and demonstrates the short-term positive effect of openness on economic growth. In addition, we investigate bifurcation by considering the delay as a bifurcation parameter and examine the onset and termination of Hopf bifurcations from a positive equilibrium. Numerical simulations are provided in order to illustrate the theoretical part and to support discussion.

Keywords: compartmental systems, delayed dynamical system, economic development, fiscal policy, hopf bifurcation

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3135 Effect of Noise Reducing Headphones on the Short-Term Memory Recall of College Students

Authors: Gregory W. Smith, Paul J. Riccomini

Abstract:

The goal of this empirical inquiry is to explore the effect of noise reducing headphones on the short-term memory recall of college students. Immediately following the presentation (via PowerPoint) of 12 unrelated and randomly selected one- and two-syllable words, students were asked to recall as many words as possible. Using a linear model with conditions marked with binary indicators, we examined the frequency and accuracy of words that were recalled. The findings indicate that for some students, a reduction of noise has a significant positive impact on their ability to recall information. As classrooms become more aurally distracting due to the implementation of cooperative learning activities, these findings highlight the need for a quiet learning environment for some learners.

Keywords: auditory distraction, education, instruction, noise, working memory

Procedia PDF Downloads 334
3134 Mechanical Performances and Viscoelastic Behaviour of Starch-Grafted-Polypropylene/Kenaf Fibres Composites

Authors: A. Hamma, A. Pegoretti

Abstract:

The paper focuses on the evaluation of mechanical performances and viscoelastic behaviour of starch-grafted-PP reinforced with kenaf fibres. Investigations were carried out on composites prepared by melt compounding and compression molding. Two aspects have been taken into account, the effects of various fibres loading rates (10, 20 and 30 wt.%) and the fibres aspect ratios (L/D=30 and 160). Good fibres/matrix interaction has been evidenced by SEM observations. However, processing induced variation of fibre length quantified by optical microscopy observations. Tensile modulus and ultimate properties, hardness and tensile impact stress, were found to remarkably increase with fibre loading. Moreover, short term tensile creep tests have proven that kenaf fibres improved considerably the creep stability. Modelling of creep behaviour by a four parameter Burger model was successfully used. An empirical equation involving Halpin-Tsai semi empirical model was also used to predict the elastic modulus of composites.

Keywords: mechanical properties, creep, fibres, thermoplastic composites, starch-grafted-PP

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3133 Optimization of Heat Source Assisted Combustion on Solid Rocket Motors

Authors: Minal Jain, Vinayak Malhotra

Abstract:

Solid Propellant ignition consists of rapid and complex events comprising of heat generation and transfer of heat with spreading of flames over the entire burning surface area. Proper combustion and thus propulsion depends heavily on the modes of heat transfer characteristics and cavity volume. Fire safety is an integral component of a successful rocket flight failing to which may lead to overall failure of the rocket. This leads to enormous forfeiture in resources viz., money, time, and labor involved. When the propellant is ignited, thrust is generated and the casing gets heated up. This heat adds on to the propellant heat and the casing, if not at proper orientation starts burning as well, leading to the whole rocket being completely destroyed. This has necessitated active research efforts emphasizing a comprehensive study on the inter-energy relations involved for effective utilization of the solid rocket motors for better space missions. Present work is focused on one of the major influential aspects of this detrimental burning which is the presence of an external heat source, in addition to a potential heat source which is already ignited. The study is motivated by the need to ensure better combustion and fire safety presented experimentally as a simplified small-scale mode of a rocket carrying a solid propellant inside a cavity. The experimental setup comprises of a paraffin wax candle as the pilot fuel and incense stick as the external heat source. The candle is fixed and the incense stick position and location is varied to investigate the find the influence of the pilot heat source. Different configurations of the external heat source presence with separation distance are tested upon. Regression rates of the pilot thin solid fuel are noted to fundamentally understand the non-linear heat and mass transfer which is the governing phenomenon. An attempt is made to understand the phenomenon fundamentally and the mechanism governing it. Results till now indicate non-linear heat transfer assisted with the occurrence of flaming transition at selected critical distances. With an increase in separation distance, the effect is noted to drop in a non-monotonic trend. The parametric study results are likely to provide useful physical insight about the governing physics and utilization in proper testing, validation, material selection, and designing of solid rocket motors with enhanced safety.

Keywords: combustion, propellant, regression, safety

Procedia PDF Downloads 161
3132 Determination of Unknown Radionuclides Using High Purity Germanium Detectors

Authors: O. G. Onuk, L. S. Taura, C. M. Eze, S. M. Ngaram

Abstract:

The decay chain of radioactive elements in the laboratory and the verification of natural radioactivity of the human body was investigated using the High Purity Germanium (HPGe) detector. Properties of the HPGe detectors were also investigated. The efficiency and energy resolution of HPGe detector used in the laboratory was found to be excellent. The detector was calibrated three times so as to cover a wider energy range. Also the Centroid C of the detector was found to have a linear relationship with the energies of the known gamma-rays. Using the three calibrations of the detector, the energy of an unknown radionuclide was found to follow the decay chain of thorium-232 (232Th) and it was also found that an average adult has about 2.5g Potasium-40 (40K) in the body.

Keywords: detector, efficiency, energy, radionuclides, resolution

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3131 Prediction of California Bearing Ratio from Physical Properties of Fine-Grained Soils

Authors: Bao Thach Nguyen, Abbas Mohajerani

Abstract:

The California bearing ratio (CBR) has been acknowledged as an important parameter to characterize the bearing capacity of earth structures, such as earth dams, road embankments, airport runways, bridge abutments, and pavements. Technically, the CBR test can be carried out in the laboratory or in the field. The CBR test is time-consuming and is infrequently performed due to the equipment needed and the fact that the field moisture content keeps changing over time. Over the years, many correlations have been developed for the prediction of CBR by various researchers, including the dynamic cone penetrometer, undrained shear strength, and Clegg impact hammer. This paper reports and discusses some of the results from a study on the prediction of CBR. In the current study, the CBR test was performed in the laboratory on some fine-grained subgrade soils collected from various locations in Victoria. Based on the test results, a satisfactory empirical correlation was found between the CBR and the physical properties of the experimental soils.

Keywords: California bearing ratio, fine-grained soils, soil physical properties, pavement, soil test

Procedia PDF Downloads 511
3130 Torrefaction of Biomass Pellets: Modeling of the Process in a Fixed Bed Reactor

Authors: Ekaterina Artiukhina, Panagiotis Grammelis

Abstract:

Torrefaction of biomass pellets is considered as a useful pretreatment technology in order to convert them into a high quality solid biofuel that is more suitable for pyrolysis, gasification, combustion and co-firing applications. In the course of torrefaction the temperature varies across the pellet, and therefore chemical reactions proceed unevenly within the pellet. However, the uniformity of the thermal distribution along the pellet is generally assumed. The torrefaction process of a single cylindrical pellet is modeled here, accounting for heat transfer coupled with chemical kinetics. The drying sub-model was also introduced. The non-stationary process of wood pellet decomposition is described by the system of non-linear partial differential equations over the temperature and mass. The model captures well the main features of the experimental data.

Keywords: torrefaction, biomass pellets, model, heat, mass transfer

Procedia PDF Downloads 480
3129 Chaotic Semiflows with General Acting Topological Monoids

Authors: Alica Miller

Abstract:

A semiflow is a triple consisting of a Hausdorff topological space $X$, a commutative topological monoid $T$ and a continuous monoid action of $T$ on $X$. The acting monoid $T$ is usually either the discrete monoid $\N_0$ of nonnegative integers (in which case the semiflow can be defined as a pair $(X,f)$ consisting of a phase space $X$ and a continuous function $f:X\to X$), or the monoid $\R_+$ of nonnegative real numbers (the so-called one-parameter monoid). However, it turns out that there are real-life situations where it is useful to consider the acting monoids that are a combination of discrete and continuous monoids. That, for example, happens, when we are observing certain dynamical system at discrete moments, but after some time realize that it would be beneficial to continue our observations in real time. The acting monoid in that case would be $T=\{0, t_0, 2t_0, \dots, (n-1)t_0\} \cup [nt_0,\infty)$ with the operation and topology induced from real numbers. This partly explains the motivation for the level of generality which is pursued in our research. We introduce the PSP monoids, which include all but ``pathological'' monoids, and most of our statements hold for them. The topic of our presentation are some recent results about chaos-related properties in semiflows, indecomposability and sensitivity of semiflows in the described general context.

Keywords: chaos, indecomposability, PSP monoids, semiflow, sensitivity

Procedia PDF Downloads 285
3128 Fracture Pressure Predict Based on Well Logs of Depleted Reservoir in Southern Iraqi Oilfield

Authors: Raed H. Allawi

Abstract:

Formation pressure is the most critical parameter in hydrocarbon exploration and exploitation. Specifically, predicting abnormal pressures (high formation pressures) and subnormal pressure zones can provide valuable information to minimize uncertainty for anticipated drilling challenges and risks. This study aims to interpret and delineate the pore and fracture pressure of the Mishrif reservoir in the southern Iraq Oilfield. The data required to implement this study included acoustic compression wave, gamma-ray, bulk density, and drilling events. Furthermore, supporting these models needs the pore pressure measurement from the Modular Formation Dynamics Tester (MDT). Many measured values of pore pressure were used to validate the accurate model. Using sonic velocity approaches, the mean absolute percentage error (MAPE) was about 4%. The fracture pressure results were consistent with the measurement data, actual drilling report, and events. The model's results will be a guide for successful drilling in future wells in the same oilfield.

Keywords: pore pressure, fracture pressure, overburden pressure, effective stress, drilling events

Procedia PDF Downloads 83
3127 Simulation of an Active Controlled Vibration Isolation System for Astronaut’s Exercise Platform

Authors: Shield B. Lin, Sameer Abdali

Abstract:

Computer simulations were performed using MATLAB/Simulink for a vibration isolation system for astronaut’s exercise platform. Simulation parameters initially were based on an on-going experiment in a laboratory at NASA Johnson Space Center. The authors expanded later simulations to include other parameters. A discrete proportional-integral-derivative controller with a low-pass filter commanding a linear actuator served as the active control unit to push and pull a counterweight in balancing the disturbance forces. A spring-damper device is used as an optional passive control unit. Simulation results indicated such design could achieve near complete vibration isolation with small displacements of the exercise platform.

Keywords: control, counterweight, isolation, vibration

Procedia PDF Downloads 149
3126 Detection of Epinephrine in Chicken Serum at Iron Oxide Screen Print Modified Electrode

Authors: Oluwole Opeyemi Dina, Saheed E. Elugoke, Peter Olutope Fayemi, Omolola E. Fayemi

Abstract:

This study presents the detection of epinephrine (EP) at Fe₃O₄ modified screen printed silver electrode (SPSE). The iron oxide (Fe₃O₄) nanoparticles were characterized with UV-visible spectroscopy, Fourier-Transform infrared spectroscopy (FT-IR) and Scanning electron microscopy (SEM) prior to the modification of the SPSE. The EP oxidation peak current (Iap) increased with an increase in the concentration of EP as well as the scan rate (from 25 - 400 mVs⁻¹). Using cyclic voltammetry (CV), the relationship between Iap and EP concentration was linear over a range of 3.8 -118.9 µM and 118.9-175 µM with a detection limit of 41.99 µM and 83.16 µM, respectively. Selective detection of EP in the presence of ascorbic acid was also achieved at this electrode.

Keywords: screenprint electrode, iron oxide nanoparticle, epinephrine, serum, cyclic voltametry

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3125 Application of Neuro-Fuzzy Technique for Optimizing the PVC Membrane Sensor

Authors: Majid Rezayi, Sh. Shahaboddin, HNM E. Mahmud, A. Yadollah, A. Saeid, A. Yatimah

Abstract:

In this study, the adaptive neuro-fuzzy inference system (ANFIS) was applied to obtain the membrane composition model affecting the potential response of our reported polymeric PVC sensor for determining the titanium (III) ions. The performance statistics of the artificial neural network (ANN) and linear regression models for potential slope prediction of membrane composition of titanium (III) ion selective electrode were compared with ANFIS technique. The results show that the ANFIS model can be used as a practical tool for obtaining the Nerntian slope of the proposed sensor in this study.

Keywords: adaptive neuro fuzzy inference, PVC sensor, titanium (III) ions, Nerntian slope

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3124 Understanding the Thermal Resistance of Active Dry Yeast by Differential Scanning Calorimetry Approach

Authors: Pauline Ribert, Gaelle Roudaut, Sebastien Dupont, Laurent Beney

Abstract:

Yeasts, anhydrobiotic organisms, can survive extreme water disturbances, thanks to the prolonged and reversible suspension of their cellular activity as well as the establishment of a defense arsenal. This property is exploited by many industrialists. One of the protection systems implemented by yeast is the vitrification of its cytoplasm by trehalose. The thermal resistance of dry yeasts is a crucial parameter for their use. However, studies on the thermal resistance of dry yeasts are often based on yeasts produced in laboratory conditions with non-optimal drying processes. We, therefore, propose a study on the thermal resistance of industrial dry yeasts in relation to their thermophysical properties. Heat stress was applied at three temperatures (50, 75, and 100°C) for 10, 30, or 60-minute treatments. The survival of yeasts to these treatments was estimated, and their thermophysical properties were studied by differential scanning calorimetry. The industrial dry yeasts resisted 60 minutes at 50°C and 75°C and 10 minutes at a temperature close to 100°C. At 100°C, yeast was above their glass transition temperature. Industrial dry yeasts are therefore capable of withstanding high thermal stress if maintained in a specific thermophysical state.

Keywords: dry yeast, glass transition, thermal resistance, vitrification

Procedia PDF Downloads 151
3123 Joint Path and Push Planning among Moveable Obstacles

Authors: Victor Emeli, Akansel Cosgun

Abstract:

This paper explores the navigation among movable obstacles (NAMO) problem and proposes joint path and push planning: which path to take and in what direction the obstacles should be pushed at, given a start and goal position. We present a planning algorithm for selecting a path and the obstacles to be pushed, where a rapidly-exploring random tree (RRT)-based heuristic is employed to calculate a minimal collision path. When it is necessary to apply a pushing force to slide an obstacle out of the way, the planners leverage means-end analysis through a dynamic physics simulation to determine the sequence of linear pushes to clear the necessary space. Simulation experiments show that our approach finds solutions in higher clutter percentages (up to 49%) compared to the straight-line push planner (37%) and RRT without pushing (18%).

Keywords: motion planning, path planning, push planning, robot navigation

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3122 A Regional Analysis on Co-movement of Sovereign Credit Risk and Interbank Risks

Authors: Mehdi Janbaz

Abstract:

The global financial crisis and the credit crunch that followed magnified the importance of credit risk management and its crucial role in the stability of all financial sectors and the whole of the system. Many believe that risks faced by the sovereign sector are highly interconnected with banking risks and most likely to trigger and reinforce each other. This study aims to examine (1) the impact of banking and interbank risk factors on the sovereign credit risk of Eurozone, and (2) how the EU Credit Default Swaps spreads dynamics are affected by the Crude Oil price fluctuations. The hypothesizes are tested by employing fitting risk measures and through a four-staged linear modeling approach. The sovereign senior 5-year Credit Default Swap spreads are used as a core measure of the credit risk. The monthly time-series data of the variables used in the study are gathered from the DataStream database for a period of 2008-2019. First, a linear model test the impact of regional macroeconomic and market-based factors (STOXX, VSTOXX, Oil, Sovereign Debt, and Slope) on the CDS spreads dynamics. Second, the bank-specific factors, including LIBOR-OIS spread (the difference between the Euro 3-month LIBOR rate and Euro 3-month overnight index swap rates) and Euribor, are added to the most significant factors of the previous model. Third, the global financial factors including EURO to USD Foreign Exchange Volatility, TED spread (the difference between 3-month T-bill and the 3-month LIBOR rate based in US dollars), and Chicago Board Options Exchange (CBOE) Crude Oil Volatility Index are added to the major significant factors of the first two models. Finally, a model is generated by a combination of the major factor of each variable set in addition to the crisis dummy. The findings show that (1) the explanatory power of LIBOR-OIS on the sovereign CDS spread of Eurozone is very significant, and (2) there is a meaningful adverse co-movement between the Crude Oil price and CDS price of Eurozone. Surprisingly, adding TED spread (the difference between the three-month Treasury bill and the three-month LIBOR based in US dollars.) to the analysis and beside the LIBOR-OIS spread (the difference between the Euro 3M LIBOR and Euro 3M OIS) in third and fourth models has been increased the predicting power of LIBOR-OIS. Based on the results, LIBOR-OIS, Stoxx, TED spread, Slope, Oil price, OVX, FX volatility, and Euribor are the determinants of CDS spreads dynamics in Eurozone. Moreover, the positive impact of the crisis period on the creditworthiness of the Eurozone is meaningful.

Keywords: CDS, crude oil, interbank risk, LIBOR-OIS, OVX, sovereign credit risk, TED

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3121 Single-Crystal Kerfless 2D Array Transducer for Volumetric Medical Imaging: Theoretical Study

Authors: Jurij Tasinkiewicz

Abstract:

The aim of this work is to present a theoretical analysis of a 2D ultrasound transducer comprised of crossed arrays of metal strips placed on both sides of thin piezoelectric layer (a). Such a structure is capable of electronic beam-steering of generated wave beam both in elevation and azimuth. In this paper, a semi-analytical model of the considered transducer is developed. It is based on generalization of the well-known BIS-expansion method. Specifically, applying the electrostatic approximation, the electric field components on the surface of the layer are expanded into fast converging series of double periodic spatial harmonics with corresponding amplitudes represented by the properly chosen Legendre polynomials. The problem is reduced to numerical solving of certain system of linear equations for unknown expansion coefficients.

Keywords: beamforming, transducer array, BIS-expansion, piezoelectric layer

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3120 Optimization of Fourth Order Discrete-Approximation Inclusions

Authors: Elimhan N. Mahmudov

Abstract:

The paper concerns the necessary and sufficient conditions of optimality for Cauchy problem of fourth order discrete (PD) and discrete-approximate (PDA) inclusions. The main problem is formulation of the fourth order adjoint discrete and discrete-approximate inclusions and transversality conditions, which are peculiar to problems including fourth order derivatives and approximate derivatives. Thus the necessary and sufficient conditions of optimality are obtained incorporating the Euler-Lagrange and Hamiltonian forms of inclusions. Derivation of optimality conditions are based on the apparatus of locally adjoint mapping (LAM). Moreover in the application of these results we consider the fourth order linear discrete and discrete-approximate inclusions.

Keywords: difference, optimization, fourth, approximation, transversality

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3119 Navigating Government Finance Statistics: Effortless Retrieval and Comparative Analysis through Data Science and Machine Learning

Authors: Kwaku Damoah

Abstract:

This paper presents a methodology and software application (App) designed to empower users in accessing, retrieving, and comparatively exploring data within the hierarchical network framework of the Government Finance Statistics (GFS) system. It explores the ease of navigating the GFS system and identifies the gaps filled by the new methodology and App. The GFS, embodies a complex Hierarchical Network Classification (HNC) structure, encapsulating institutional units, revenues, expenses, assets, liabilities, and economic activities. Navigating this structure demands specialized knowledge, experience, and skill, posing a significant challenge for effective analytics and fiscal policy decision-making. Many professionals encounter difficulties deciphering these classifications, hindering confident utilization of the system. This accessibility barrier obstructs a vast number of professionals, students, policymakers, and the public from leveraging the abundant data and information within the GFS. Leveraging R programming language, Data Science Analytics and Machine Learning, an efficient methodology enabling users to access, navigate, and conduct exploratory comparisons was developed. The machine learning Fiscal Analytics App (FLOWZZ) democratizes access to advanced analytics through its user-friendly interface, breaking down expertise barriers.

Keywords: data science, data wrangling, drilldown analytics, government finance statistics, hierarchical network classification, machine learning, web application.

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3118 Artificial Intelligent Methodology for Liquid Propellant Engine Design Optimization

Authors: Hassan Naseh, Javad Roozgard

Abstract:

This paper represents the methodology based on Artificial Intelligent (AI) applied to Liquid Propellant Engine (LPE) optimization. The AI methodology utilized from Adaptive neural Fuzzy Inference System (ANFIS). In this methodology, the optimum objective function means to achieve maximum performance (specific impulse). The independent design variables in ANFIS modeling are combustion chamber pressure and temperature and oxidizer to fuel ratio and output of this modeling are specific impulse that can be applied with other objective functions in LPE design optimization. To this end, the LPE’s parameter has been modeled in ANFIS methodology based on generating fuzzy inference system structure by using grid partitioning, subtractive clustering and Fuzzy C-Means (FCM) clustering for both inferences (Mamdani and Sugeno) and various types of membership functions. The final comparing optimization results shown accuracy and processing run time of the Gaussian ANFIS Methodology between all methods.

Keywords: ANFIS methodology, artificial intelligent, liquid propellant engine, optimization

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3117 Production of Bricks Using Mill Waste and Tyre Crumbs at a Low Temperature by Alkali-Activation

Authors: Zipeng Zhang, Yat C. Wong, Arul Arulrajah

Abstract:

Since automobiles became widely popular around the early 20th century, end-of-life tyres have been one of the major types of waste humans encounter. Every minute, there are considerable quantities of tyres being disposed of around the world. Most end-of-life tyres are simply landfilled or simply stockpiled, other than recycling. To address the potential issues caused by tyre waste, incorporating it into construction materials can be a possibility. This research investigated the viability of manufacturing bricks using mill waste and tyre crumb by alkali-activation at a relatively low temperature. The mill waste was extracted from a brick factory located in Melbourne, Australia, and the tyre crumbs were supplied by a local recycling company. As the main precursor, the mill waste was activated by the alkaline solution, which was comprised of sodium hydroxide (8m) and sodium silicate (liquid). The introduction ratio of alkaline solution (relative to the solid weight) and the weight ratio between sodium hydroxide and sodium silicate was fixed at 20 wt.% and 1:1, respectively. The tyre crumb was introduced to substitute part of the mill waste at four ratios by weight, namely 0, 5, 10 and 15%. The mixture of mill waste and tyre crumbs were firstly dry-mixed for 2 min to ensure the homogeneity, followed by a 2.5-min wet mixing after adding the solution. The ready mixture subsequently was press-moulded into blocks with the size of 109 mm in length, 112.5 mm in width and 76 mm in height. The blocks were cured at 50°C with 95% relative humidity for 2 days, followed by a 110°C oven-curing for 1 day. All the samples were then placed under the ambient environment until the age of 7 and 28 days for testing. A series of tests were conducted to evaluate the linear shrinkage, compressive strength and water absorption of the samples. In addition, the microstructure of the samples was examined via the scanning electron microscope (SEM) test. The results showed the highest compressive strength was 17.6 MPa, found in the 28-day-old group using 5 wt.% tyre crumbs. Such strength has been able to satisfy the requirement of ASTM C67. However, the increasing addition of tyre crumb weakened the compressive strength of samples. Apart from the strength, the linear shrinkage and water absorption of all the groups can meet the requirements of the standard. It is worth noting that the use of tyre crumbs tended to decrease the shrinkage and even caused expansion when the tyre content was over 15 wt.%. The research also found that there was a significant reduction in compressive strength for the samples after water absorption tests. In conclusion, the tyre crumbs have the potential to be used as a filler material in brick manufacturing, but more research needs to be done to tackle the durability problem in the future.

Keywords: bricks, mill waste, tyre crumbs, waste recycling

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3116 Path Planning for Collision Detection between two Polyhedra

Authors: M. Khouil, N. Saber, M. Mestari

Abstract:

This study aimed to propose, a different architecture of a Path Planning using the NECMOP. where several nonlinear objective functions must be optimized in a conflicting situation. The ability to detect and avoid collision is very important for mobile intelligent machines. However, many artificial vision systems are not yet able to quickly and cheaply extract the wealth information. This network, which has been particularly reviewed, has enabled us to solve with a new approach the problem of collision detection between two convex polyhedra in a fixed time (O (1) time). We used two types of neurons linear and threshold logic, which simplified the actual implementation of all the networks proposed. This article represents a comprehensive algorithm that determine through the AMAXNET network a measure (a mini-maximum point) in a fixed time, which allows us to detect the presence of a potential collision.

Keywords: path planning, collision detection, convex polyhedron, neural network

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3115 Developing Logistics Indices for Turkey as an an Indicator of Economic Activity

Authors: Gizem İntepe, Eti Mizrahi

Abstract:

Investment and financing decisions are influenced by various economic features. Detailed analysis should be conducted in order to make decisions not only by companies but also by governments. Such analysis can be conducted either at the company level or on a sectoral basis to reduce risks and to maximize profits. Sectoral disaggregation caused by seasonality effects, subventions, data advantages or disadvantages may appear in sectors behaving parallel to BIST (Borsa Istanbul stock exchange) Index. Proposed logistic indices could serve market needs as a decision parameter in sectoral basis and also helps forecasting activities in import export volume changes. Also it is an indicator of logistic activity, which is also a sign of economic mobility at the national level. Publicly available data from “Ministry of Transport, Maritime Affairs and Communications” and “Turkish Statistical Institute” is utilized to obtain five logistics indices namely as; exLogistic, imLogistic, fLogistic, dLogistic and cLogistic index. Then, efficiency and reliability of these indices are tested.

Keywords: economic activity, export trade data, import trade data, logistics indices

Procedia PDF Downloads 337