Search results for: ARCH and GARCH modeling
3710 Effect of Foot Posture and Fatigue on Static Balance and Electromyographic Activity of Selected Lower Limb Muscles in School Children Aged 12 to 14 Years
Authors: Riza Adriyani, Tommy Apriantono, Suprijanto
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Objective: Several studies have revealed that flatfoot posture has some effect on altered lower limb muscle function, in comparison to normal foot posture. There were still limited studies to examine the effect of fatigue on flatfoot posture in children. Therefore, this study was aimed to find out jumping fatiguing effect on static balance and to compare lower limb muscle function between flatfoot and normal foot in school children. Methods: Thirty junior high school children aged 12 to 14 years took part in this study. Of these all children, 15 had the normal foot (8 males and 7 females) and 15 had flatfoot (6 males and 9 females). Foot posture was classified based on an arch index of the footprint by a foot scanner which calculated the data using AUTOCAD 2013 software. Surface electromyography (EMG) activity was recorded from tibialis anterior, gastrocnemius medialis, and peroneus longus muscles while those participants were standing on one leg barefoot with opened eyes. All participants completed the entire protocol (pre-fatigue data collection, fatigue protocol, and post fatigue data collection) in a single session. Static balance and electromyographic data were collected before and after a functional fatigue protocol. Results: School children with normal foot had arch index 0.25±0.01 whereas those with flatfoot had 0.36±0.01. In fact, there were no significant differences for anthropometric characteristics between children with flatfoot and normal foot. This statistical analysis showed that fatigue could influence static balance in flatfoot school children (p < 0.05), but not in normal foot school children. Based on electromyographic data, the statistical analysis showed that there were significant differences (p < 0.05) of the decreased median frequency on tibialis anterior in flatfoot compared to normal foot school children after fatigue. However, there were no significant differences on the median frequency of gastrocnemius medialis and peroneus longus between both groups. After fatigue, median frequency timing was significantly different (p < 0.05) on tibialis anterior in flatfoot compared to normal foot children and tended to appear earlier on tibialis anterior, gastrocnemius medialis and peroneus longus (at 7s, 8s, 9s) in flatfoot compared to normal foot (at 15s, 11s , 12s). Conclusion: Fatigue influenced static balance and tended to appear earlier on selected lower limb muscles while performing static balance in flatfoot school children. After fatigue, tremor (median frequency decreased) showed more significant differences on tibialis anterior in flatfoot rather than in normal foot school children.Keywords: fatigue, foot postures, median frequency, static balance
Procedia PDF Downloads 4723709 Modeling Binomial Dependent Distribution of the Values: Synthesis Tables of Probabilities of Errors of the First and Second Kind of Biometrics-Neural Network Authentication System
Authors: B. S.Akhmetov, S. T. Akhmetova, D. N. Nadeyev, V. Yu. Yegorov, V. V. Smogoonov
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Estimated probabilities of errors of the first and second kind for nonideal biometrics-neural transducers 256 outputs, the construction of nomograms based error probability of 'own' and 'alien' from the mathematical expectation and standard deviation of the normalized measures Hamming.Keywords: modeling, errors, probability, biometrics, neural network, authentication
Procedia PDF Downloads 4613708 Modelling Causal Effects from Complex Longitudinal Data via Point Effects of Treatments
Authors: Xiaoqin Wang, Li Yin
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Background and purpose: In many practices, one estimates causal effects arising from a complex stochastic process, where a sequence of treatments are assigned to influence a certain outcome of interest, and there exist time-dependent covariates between treatments. When covariates are plentiful and/or continuous, statistical modeling is needed to reduce the huge dimensionality of the problem and allow for the estimation of causal effects. Recently, Wang and Yin (Annals of statistics, 2020) derived a new general formula, which expresses these causal effects in terms of the point effects of treatments in single-point causal inference. As a result, it is possible to conduct the modeling via point effects. The purpose of the work is to study the modeling of these causal effects via point effects. Challenges and solutions: The time-dependent covariates often have influences from earlier treatments as well as on subsequent treatments. Consequently, the standard parameters – i.e., the mean of the outcome given all treatments and covariates-- are essentially all different (null paradox). Furthermore, the dimension of the parameters is huge (curse of dimensionality). Therefore, it can be difficult to conduct the modeling in terms of standard parameters. Instead of standard parameters, we have use point effects of treatments to develop likelihood-based parametric approach to the modeling of these causal effects and are able to model the causal effects of a sequence of treatments by modeling a small number of point effects of individual treatment Achievements: We are able to conduct the modeling of the causal effects from a sequence of treatments in the familiar framework of single-point causal inference. The simulation shows that our method achieves not only an unbiased estimate for the causal effect but also the nominal level of type I error and a low level of type II error for the hypothesis testing. We have applied this method to a longitudinal study of COVID-19 mortality among Scandinavian countries and found that the Swedish approach performed far worse than the other countries' approach for COVID-19 mortality and the poor performance was largely due to its early measure during the initial period of the pandemic.Keywords: causal effect, point effect, statistical modelling, sequential causal inference
Procedia PDF Downloads 1743707 Nonparametric Estimation of Risk-Neutral Densities via Empirical Esscher Transform
Authors: Manoel Pereira, Alvaro Veiga, Camila Epprecht, Renato Costa
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This paper introduces an empirical version of the Esscher transform for risk-neutral option pricing. Traditional parametric methods require the formulation of an explicit risk-neutral model and are operational only for a few probability distributions for the returns of the underlying. In our proposal, we make only mild assumptions on the pricing kernel and there is no need for the formulation of the risk-neutral model for the returns. First, we simulate sample paths for the returns under the physical distribution. Then, based on the empirical Esscher transform, the sample is reweighted, giving rise to a risk-neutralized sample from which derivative prices can be obtained by a weighted sum of the options pay-offs in each path. We compare our proposal with some traditional parametric pricing methods in four experiments with artificial and real data.Keywords: esscher transform, generalized autoregressive Conditional Heteroscedastic (GARCH), nonparametric option pricing
Procedia PDF Downloads 4593706 Stochastic Richelieu River Flood Modeling and Comparison of Flood Propagation Models: WMS (1D) and SRH (2D)
Authors: Maryam Safrai, Tewfik Mahdi
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This article presents the stochastic modeling of the Richelieu River flood in Quebec, Canada, occurred in the spring of 2011. With the aid of the one-dimensional Watershed Modeling System (WMS (v.10.1) and HEC-RAS (v.4.1) as a flood simulator, the delineation of the probabilistic flooded areas was considered. Based on the Monte Carlo method, WMS (v.10.1) delineated the probabilistic flooded areas with corresponding occurrence percentages. Furthermore, results of this one-dimensional model were compared with the results of two-dimensional model (SRH-2D) for the evaluation of efficiency and precision of each applied model. Based on this comparison, computational process in two-dimensional model is longer and more complicated versus brief one-dimensional one. Although, two-dimensional models are more accurate than one-dimensional method, but according to existing modellers, delineation of probabilistic flooded areas based on Monte Carlo method is achievable via one-dimensional modeler. The applied software in this case study greatly responded to verify the research objectives. As a result, flood risk maps of the Richelieu River with the two applied models (1d, 2d) could elucidate the flood risk factors in hydrological, hydraulic, and managerial terms.Keywords: flood modeling, HEC-RAS, model comparison, Monte Carlo simulation, probabilistic flooded area, SRH-2D, WMS
Procedia PDF Downloads 1133705 Primary School Students’ Modeling Processes: Crime Problem
Authors: Neslihan Sahin Celik, Ali Eraslan
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As a result of PISA (Program for International Student Assessments) survey that tests how well students can apply the knowledge and skills they have learned at school to real-life challenges, the new and redesigned mathematics education programs in many countries emphasize the necessity for the students to face complex and multifaceted problem situations and gain experience in this sense allowing them to develop new skills and mathematical thinking to prepare them for their future life after school. At this point, mathematical models and modeling approaches can be utilized in the analysis of complex problems which represent real-life situations in which students can actively participate. In particular, model eliciting activities that bring about situations which allow the students to create solutions to problems and which involve mathematical modeling must be used right from primary school years, allowing them to face such complex, real-life situations from early childhood period. A qualitative study was conducted in a university foundation primary school in the city center of a big province in 2013-2014 academic years. The participants were 4th grade students in a primary school. After a four-week preliminary study applied to a fourth-grade classroom, three students included in the focus group were selected using criterion sampling technique. A focus group of three students was videotaped as they worked on the Crime Problem. The conversation of the group was transcribed, examined with students’ written work and then analyzed through the lens of Blum and Ferri’s modeling processing cycle. The results showed that primary fourth-grade students can successfully work with model eliciting problem while they encounter some difficulties in the modeling processes. In particular, they developed new ideas based on different assumptions, identified the patterns among variables and established a variety of models. On the other hand, they had trouble focusing on problems and occasionally had breaks in the process.Keywords: primary school, modeling, mathematical modeling, crime problem
Procedia PDF Downloads 3753704 Data Modeling and Calibration of In-Line Pultrusion and Laser Ablation Machine Processes
Authors: David F. Nettleton, Christian Wasiak, Jonas Dorissen, David Gillen, Alexandr Tretyak, Elodie Bugnicourt, Alejandro Rosales
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In this work, preliminary results are given for the modeling and calibration of two inline processes, pultrusion, and laser ablation, using machine learning techniques. The end product of the processes is the core of a medical guidewire, manufactured to comply with a user specification of diameter and flexibility. An ensemble approach is followed which requires training several models. Two state of the art machine learning algorithms are benchmarked: Kernel Recursive Least Squares (KRLS) and Support Vector Regression (SVR). The final objective is to build a precise digital model of the pultrusion and laser ablation process in order to calibrate the resulting diameter and flexibility of a medical guidewire, which is the end product while taking into account the friction on the forming die. The result is an ensemble of models, whose output is within a strict required tolerance and which covers the required range of diameter and flexibility of the guidewire end product. The modeling and automatic calibration of complex in-line industrial processes is a key aspect of the Industry 4.0 movement for cyber-physical systems.Keywords: calibration, data modeling, industrial processes, machine learning
Procedia PDF Downloads 2523703 Fault Ride Through Management in Renewable Power Park
Authors: Mohd Zamri Che Wanik
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This paper presents the management of the Fault Ride Through event within a Solar Farm during a grid fault. The modeling and simulation of a photovoltaic (PV) with battery energy storage connected to the power network will be described. The modeling approach and the study analysis performed are described. The model and operation scenarios are simulated using a digital simulator for different scenarios. The dynamic response of the system when subjected to sudden self-clearance temporary fault is presented. The capability of the PV system and battery storage riding through the power system fault and, at the same time, supporting the local grid by injecting fault current is demonstrated. For each case, the different control methods to achieve the objective of supporting the grid according to grid code requirements are presented and explained. The inverter modeling approach is presented and described.Keywords: faut ride through, solar farm, grid code, power network
Procedia PDF Downloads 223702 Turbulence Modeling and Wave-Current Interactions
Authors: A. C. Bennis, F. Dumas, F. Ardhuin, B. Blanke
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The mechanics of rip currents are complex, involving interactions between waves, currents, water levels and the bathymetry, that present particular challenges for numerical models. Here, the effects of a grid-spacing dependent horizontal mixing on the wave-current interactions are studied. Near the shore, wave rays diverge from channels towards bar crests because of refraction by topography and currents, in a way that depends on the rip current intensity which is itself modulated by the horizontal mixing. At low resolution with the grid-spacing dependent horizontal mixing, the wave motion is the same for both coupling modes because the wave deviation by the currents is weak. In high-resolution case, however, classical results are found with the stabilizing effect of the flow by feedback of waves on currents. Lastly, wave-current interactions and the horizontal mixing strongly affect the intensity of the three-dimensional rip velocity.Keywords: numerical modeling, wave-current interactions, turbulence modeling, rip currents
Procedia PDF Downloads 4343701 A Stock Exchange Analysis in Turkish Logistics Sector: Modeling, Forecasting, and Comparison with Logistics Indices
Authors: Eti Mizrahi, Gizem İntepe
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The geographical location of Turkey that stretches from Asia to Europe and Russia to Africa makes it an important logistics hub in the region. Although logistics is a developing sector in Turkey, the stock market representation is still low with only two companies listed in Turkey’s stock exchange since 2010. In this paper, we use the daily values of these two listed stocks as a benchmark for the logistics sector. After modeling logistics stock prices, an empirical examination is conducted between the existing logistics indices and these stock prices. The paper investigates whether the measures of logistics stocks are correlated with newly available logistics indices. It also shows the reflection of the economic activity in the logistics sector on the stock exchange market. The results presented in this paper are the first analysis of the behavior of logistics indices and logistics stock prices for Turkey.Keywords: forecasting, logistic stock exchange, modeling, Africa
Procedia PDF Downloads 5093700 Development of Building Information Modeling for Cultural Heritage: The Case of West Theater in Gadara (Umm Qais), Jordan
Authors: Amal Alatar
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The architectural legacy is considered a significant factor, which left its features on the shape of buildings and historical and archaeological sites all over the world. In this framework, this paper focuses on Umm Qais town, located in Northern Jordan, which includes archaeological remains of the ancient Decapolis city of Gadara, still the witness of the originality and architectural identity of the city. 3D modeling is a public asset and a valuable resource for cultural heritage. This technique allows the possibility to make accurate representations of objects, structures, and surfaces. Hence, these representations increase valuable assets when thinking about cultural heritage. The Heritage Building Information Modeling (HBIM) is considered an effective tool to represent information on Cultural Heritage (CH) which can be used for documentation, restoration, conservation, presentation, and research purposes. Therefore, this paper focus on the interdisciplinary project of the virtualization of the West Theater in Gadara (Umm Qais) for 3D documentation and structural studies. The derived 3D model of the cultural heritage is the basis for further archaeological studies; the challenges of the work stay in the acquisition, processing, and integration of the multi-resolution data as well as their interactive visualization.Keywords: archaeology, 3D modeling, Umm Qais, culture heritage, Jordan
Procedia PDF Downloads 643699 A Method for Modeling Flexible Manipulators: Transfer Matrix Method with Finite Segments
Authors: Haijie Li, Xuping Zhang
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This paper presents a computationally efficient method for the modeling of robot manipulators with flexible links and joints. This approach combines the Discrete Time Transfer Matrix Method with the Finite Segment Method, in which the flexible links are discretized by a number of rigid segments connected by torsion springs; and the flexibility of joints are modeled by torsion springs. The proposed method avoids the global dynamics and has the advantage of modeling non-uniform manipulators. Experiments and simulations of a single-link flexible manipulator are conducted for verifying the proposed methodologies. The simulations of a three-link robot arm with links and joints flexibility are also performed.Keywords: flexible manipulator, transfer matrix method, linearization, finite segment method
Procedia PDF Downloads 4033698 Analysis of School Burnout and Academic Motivation through Structural Equation Modeling
Authors: Ismail Seçer
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The purpose of this study is to analyze the relationship between school burnout and academic motivation in high school students. The working group of the study consists of 455 students from the high schools in Erzurum city center, selected with appropriate sampling method. School Burnout Scale and Academic Motivation Scale were used in the study to collect data. Correlation analysis and structural equation modeling were used in the analysis of the data collected through the study. As a result of the study, it was determined that there are significant and negative relations between school burnout and academic motivation, and the school burnout has direct and indirect significant effects on the getting over himself, using knowledge and exploration dimension through the latent variable of academic motivation. Lastly, it was determined that school burnout is a significant predictor of academic motivation.Keywords: school burnout, motivation, structural equation modeling, university
Procedia PDF Downloads 2823697 An Extension of the Generalized Extreme Value Distribution
Authors: Serge Provost, Abdous Saboor
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A q-analogue of the generalized extreme value distribution which includes the Gumbel distribution is introduced. The additional parameter q allows for increased modeling flexibility. The resulting distribution can have a finite, semi-infinite or infinite support. It can also produce several types of hazard rate functions. The model parameters are determined by making use of the method of maximum likelihood. It will be shown that it compares favourably to three related distributions in connection with the modeling of a certain hydrological data set.Keywords: extreme value theory, generalized extreme value distribution, goodness-of-fit statistics, Gumbel distribution
Procedia PDF Downloads 3133696 Mathematical Modeling of Carotenoids and Polyphenols Content of Faba Beans (Vicia faba L.) during Microwave Treatments
Authors: Ridha Fethi Mechlouch, Ahlem Ayadi, Ammar Ben Brahim
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Given the importance of the preservation of polyphenols and carotenoids during thermal processing, we attempted in this study to investigate the variation of these two parameters in faba beans during microwave treatment using different power densities (1; 2; and 3W/g), then to perform a mathematical modeling by using non-linear regression analysis to evaluate the models constants. The variation of the carotenoids and polyphenols ratio of faba beans and the models are tested to validate the experimental results. Exponential models were found to be suitable to describe the variation of caratenoid ratio (R²= 0.945, 0.927 and 0.946) for power densities (1; 2; and 3W/g) respectively, and polyphenol ratio (R²= 0.931, 0.989 and 0.982) for power densities (1; 2; and 3W/g) respectively. The effect of microwave power density Pd(W/g) on the coefficient k of models were also investigated. The coefficient is highly correlated (R² = 1) and can be expressed as a polynomial function.Keywords: microwave treatment, power density, carotenoid, polyphenol, modeling
Procedia PDF Downloads 2273695 Dynamic Modeling of a Robot for Playing a Curved 3D Percussion Instrument Utilizing a Finite Element Method
Authors: Prakash Persad, Kelvin Loutan, Trichelle Seepersad
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The Finite Element Method is commonly used in the analysis of flexible manipulators to predict elastic displacements and develop joint control schemes for reducing positioning error. In order to preserve simplicity, regular geometries, ideal joints and connections are assumed. This paper presents the dynamic FE analysis of a 4- degrees of freedom open chain manipulator, intended for striking a curved 3D surface percussion musical instrument. This was done utilizing the new MultiBody Dynamics Module in COMSOL, capable of modeling the elastic behavior of a body undergoing rigid body type motion.Keywords: dynamic modeling, entertainment robots, finite element method, flexible robot manipulators, multibody dynamics, musical robots
Procedia PDF Downloads 3133694 Model Based Development of a Processing Map for Friction Stir Welding of AA7075
Authors: Elizabeth Hoyos, Hernán Alvarez, Diana Lopez, Yesid Montoya
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The main goal of this research relates to the modeling of FSW from a different or unusual perspective coming from mechanical engineering, particularly looking for a way to establish process windows by assessing soundness of the joints as a priority and with the added advantage of lower computational time. This paper presents the use of a previously developed model applied to specific aspects of soundness evaluation of AA7075 FSW welds. EMSO software (Environment for Modeling, Simulation, and Optimization) was used for simulation and an adapted CNC machine was used for actual welding. This model based approach showed good agreement with the experimental data, from which it is possible to set a window of operation for commercial aluminum alloy AA7075, all with low computational costs and employing simple quality indicators that can be used by non-specialized users in process modeling.Keywords: aluminum AA7075, friction stir welding, phenomenological based semiphysical model, processing map
Procedia PDF Downloads 2303693 Presentation of the Model of Reliability of the Signaling System with Emphasis on Determining Best Time Schedule for Repairments and Preventive Maintenance in the Iranian Railway
Authors: Maziar Yazdani, Ahmad Khodaee, Fatemeh Hajizadeh
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The purpose of this research was analysis of the reliability of the signaling system in the railway and planning repair and maintenance of its subsystems. For this purpose, it will be endeavored to introduce practical strategies for activities control and appropriate planning for repair and preventive maintenance by statistical modeling of reliability. Therefore, modeling, evaluation, and promotion of reliability of the signaling system appear very critical. Among the key goals of the railway is provision of quality service for passengers and this purpose is gained by increasing reliability, availability, maintainability and safety of (RAMS). In this research, data were analyzed, and the reliability of the subsystems and entire system was calculated and with emphasis on preservation of performance of each of the subsystems with a reliability of 80%, a plan for repair and preventive maintenance of the subsystems of the signaling system was introduced.Keywords: reliability, modeling reliability, plan for repair and preventive maintenance, signaling system
Procedia PDF Downloads 1433692 Co-Movement between Financial Assets: An Empirical Study on Effects of the Depreciation of Yen on Asia Markets
Authors: Yih-Wenn Laih
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In recent times, the dependence and co-movement among international financial markets have become stronger than in the past, as evidenced by commentaries in the news media and the financial sections of newspapers. Studying the co-movement between returns in financial markets is an important issue for portfolio management and risk management. The realization of co-movement helps investors to identify the opportunities for international portfolio management in terms of asset allocation and pricing. Since the election of the new Prime Minister, Shinzo Abe, in November 2012, the yen has weakened against the US dollar from the 80 to the 120 level. The policies, known as “Abenomics,” are to encourage private investment through a more aggressive mix of monetary and fiscal policy. Given the close economic relations and competitions among Asia markets, it is interesting to discover the co-movement relations, affected by the depreciation of yen, between stock market of Japan and 5 major Asia stock markets, including China, Hong Kong, Korea, Singapore, and Taiwan. Specifically, we devote ourselves to measure the co-movement of stock markets between Japan and each one of the 5 Asia stock markets in terms of rank correlation coefficients. To compute the coefficients, return series of each stock market is first fitted by a skewed-t GARCH (generalized autoregressive conditional heteroscedasticity) model. Secondly, to measure the dependence structure between matched stock markets, we employ the symmetrized Joe-Clayton (SJC) copula to calculate the probability density function of paired skewed-t distributions. The joint probability density function is then utilized as the scoring scheme to optimize the sequence alignment by dynamic programming method. Finally, we compute the rank correlation coefficients (Kendall's and Spearman's ) between matched stock markets based on their aligned sequences. We collect empirical data of 6 stock indexes from Taiwan Economic Journal. The data is sampled at a daily frequency covering the period from January 1, 2013 to July 31, 2015. The empirical distributions of returns indicate fatter tails than the normal distribution. Therefore, the skewed-t distribution and SJC copula are appropriate for characterizing the data. According to the computed Kendall’s τ, Korea has the strongest co-movement relation with Japan, followed by Taiwan, China, and Singapore; the weakest is Hong Kong. On the other hand, the Spearman’s ρ reveals that the strength of co-movement between markets with Japan in decreasing order are Korea, China, Taiwan, Singapore, and Hong Kong. We explore the effects of “Abenomics” on Asia stock markets by measuring the co-movement relation between Japan and five major Asia stock markets in terms of rank correlation coefficients. The matched markets are aligned by a hybrid method consisting of GARCH, copula and sequence alignment. Empirical experiments indicate that Korea has the strongest co-movement relation with Japan. The strength of China and Taiwan are better than Singapore. The Hong Kong market has the weakest co-movement relation with Japan.Keywords: co-movement, depreciation of Yen, rank correlation, stock market
Procedia PDF Downloads 2113691 Multiscale Modeling of Damage in Textile Composites
Authors: Jaan-Willem Simon, Bertram Stier, Brett Bednarcyk, Evan Pineda, Stefanie Reese
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Textile composites, in which the reinforcing fibers are woven or braided, have become very popular in numerous applications in aerospace, automotive, and maritime industry. These textile composites are advantageous due to their ease of manufacture, damage tolerance, and relatively low cost. However, physics-based modeling of the mechanical behavior of textile composites is challenging. Compared to their unidirectional counterparts, textile composites introduce additional geometric complexities, which cause significant local stress and strain concentrations. Since these internal concentrations are primary drivers of nonlinearity, damage, and failure within textile composites, they must be taken into account in order for the models to be predictive. The macro-scale approach to modeling textile-reinforced composites treats the whole composite as an effective, homogenized material. This approach is very computationally efficient, but it cannot be considered predictive beyond the elastic regime because the complex microstructural geometry is not considered. Further, this approach can, at best, offer a phenomenological treatment of nonlinear deformation and failure. In contrast, the mesoscale approach to modeling textile composites explicitly considers the internal geometry of the reinforcing tows, and thus, their interaction, and the effects of their curved paths can be modeled. The tows are treated as effective (homogenized) materials, requiring the use of anisotropic material models to capture their behavior. Finally, the micro-scale approach goes one level lower, modeling the individual filaments that constitute the tows. This paper will compare meso- and micro-scale approaches to modeling the deformation, damage, and failure of textile-reinforced polymer matrix composites. For the mesoscale approach, the woven composite architecture will be modeled using the finite element method, and an anisotropic damage model for the tows will be employed to capture the local nonlinear behavior. For the micro-scale, two different models will be used, the one being based on the finite element method, whereas the other one makes use of an embedded semi-analytical approach. The goal will be the comparison and evaluation of these approaches to modeling textile-reinforced composites in terms of accuracy, efficiency, and utility.Keywords: multiscale modeling, continuum damage model, damage interaction, textile composites
Procedia PDF Downloads 3223690 Copula Markov Switching Multifractal Models for Forecasting Value-at-Risk
Authors: Giriraj Achari, Malay Bhattacharyya
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In this paper, the effectiveness of Copula Markov Switching Multifractal (MSM) models at forecasting Value-at-Risk of a two-stock portfolio is studied. The innovations are allowed to be drawn from distributions that can capture skewness and leptokurtosis, which are well documented empirical characteristics observed in financial returns. The candidate distributions considered for this purpose are Johnson-SU, Pearson Type-IV and α-Stable distributions. The two univariate marginal distributions are combined using the Student-t copula. The estimation of all parameters is performed by Maximum Likelihood Estimation. Finally, the models are compared in terms of accurate Value-at-Risk (VaR) forecasts using tests of unconditional coverage and independence. It is found that Copula-MSM-models with leptokurtic innovation distributions perform slightly better than Copula-MSM model with Normal innovations. Copula-MSM models, in general, produce better VaR forecasts as compared to traditional methods like Historical Simulation method, Variance-Covariance approach and Copula-Generalized Autoregressive Conditional Heteroscedasticity (Copula-GARCH) models.Keywords: Copula, Markov Switching, multifractal, value-at-risk
Procedia PDF Downloads 1423689 Evaluation of Salivary Nickel Level During Orthodontic Treatment
Authors: Mudafara S. Bengleil, Juma M. Orfi, Iman Abdelgader
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Since nickel is a known toxic and carcinogenic metal, the present study was designed to evaluate the level of nickel released into the saliva of orthodontic patients. Non-stimulated saliva was collected from 18 patients attending The Orthodontic Clinic of Dental Faculty of Benghazi University. Patients were divided into two groups and level of nickel was determined by atomic absorption spectrophotometry. Nickel concentration values (mg/L) in first group prior to starting treatment was 0.097± 0.071. An increase in level of nickel was followed by decrease 4 and 8 weeks after applying the arch wire (0.208± 0.112) and (0.077±0.056 mg/L) respectively. Nickel levels in saliva of the second group were showed minimal variation and ranged from 0.061± 0.044mg/L to 0.083±0.054 throughout period of study. It may be concluded that there could be a release of nickel from the appliance used in first group but it doesn't reach toxic level in saliva.Keywords: atomic absorption spectrophotometry, nickel, orthodontic treatment, saliva, toxicity
Procedia PDF Downloads 3223688 Comparison of Elastic and Viscoelastic Modeling for Asphalt Concrete Surface Layer
Authors: Fouzieh Rouzmehr, Mehdi Mousavi
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Hot mix asphalt concrete (HMAC) is a mixture of aggregates and bitumen. The primary ingredient that determines the mechanical properties of HMAC is the bitumen in it, which displays viscoelastic behavior under normal service conditions. For simplicity, asphalt concrete is considered an elastic material, but this is far from reality at high service temperatures and longer loading times. Viscoelasticity means that the material's stress-strain relationship depends on the strain rate and loading duration. The goal of this paper is to simulate the mechanical response of flexible pavements using linear elastic and viscoelastic modeling of asphalt concrete and predict pavement performance. Falling Weight Deflectometer (FWD) load will be simulated and the results for elastic and viscoelastic modeling will be evaluated. The viscoelastic simulation is performed by the Prony series, which will be modeled by using ANSYS software. Inflexible pavement design, tensile strain at the bottom of the surface layer and compressive strain at the top of the last layer plays an important role in the structural response of the pavement and they will imply the number of loads for fatigue (Nf) and rutting (Nd) respectively. The differences of these two modelings are investigated on fatigue cracking and rutting problem, which are the two main design parameters in flexible pavement design. Although the differences in rutting problem between the two models were negligible, in fatigue cracking, the viscoelastic model results were more accurate. Results indicate that modeling the flexible pavement with elastic material is efficient enough and gives acceptable results.Keywords: flexible pavement, asphalt, FEM, viscoelastic, elastic, ANSYS, modeling
Procedia PDF Downloads 1083687 Modeling and Simulation Methods Using MATLAB/Simulink
Authors: Jamuna Konda, Umamaheswara Reddy Karumuri, Sriramya Muthugi, Varun Pishati, Ravi Shakya,
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This paper investigates the challenges involved in mathematical modeling of plant simulation models ensuring the performance of the plant models much closer to the real time physical model. The paper includes the analysis performed and investigation on different methods of modeling, design and development for plant model. Issues which impact the design time, model accuracy as real time model, tool dependence are analyzed. The real time hardware plant would be a combination of multiple physical models. It is more challenging to test the complete system with all possible test scenarios. There are possibilities of failure or damage of the system due to any unwanted test execution on real time.Keywords: model based design (MBD), MATLAB, Simulink, stateflow, plant model, real time model, real-time workshop (RTW), target language compiler (TLC)
Procedia PDF Downloads 3193686 Legal Considerations in Fashion Modeling: Protecting Models' Rights and Ensuring Ethical Practices
Authors: Fatemeh Noori
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The fashion industry is a dynamic and ever-evolving realm that continuously shapes societal perceptions of beauty and style. Within this industry, fashion modeling plays a crucial role, acting as the visual representation of brands and designers. However, behind the glamorous façade lies a complex web of legal considerations that govern the rights, responsibilities, and ethical practices within the field. This paper aims to explore the legal landscape surrounding fashion modeling, shedding light on key issues such as contract law, intellectual property, labor rights, and the increasing importance of ethical considerations in the industry. Fashion modeling involves the collaboration of various stakeholders, including models, designers, agencies, and photographers. To ensure a fair and transparent working environment, it is imperative to establish a comprehensive legal framework that addresses the rights and obligations of each party involved. One of the primary legal considerations in fashion modeling is the contractual relationship between models and agencies. Contracts define the terms of engagement, including payment, working conditions, and the scope of services. This section will delve into the essential elements of modeling contracts, the negotiation process, and the importance of clarity to avoid disputes. Models are not just individuals showcasing clothing; they are integral to the creation and dissemination of artistic and commercial content. Intellectual property rights, including image rights and the use of a model's likeness, are critical aspects of the legal landscape. This section will explore the protection of models' image rights, the use of their likeness in advertising, and the potential for unauthorized use. Models, like any other professionals, are entitled to fair and ethical treatment. This section will address issues such as working conditions, hours, and the responsibility of agencies and designers to prioritize the well-being of models. Additionally, it will explore the global movement toward inclusivity, diversity, and the promotion of positive body image within the industry. The fashion industry has faced scrutiny for perpetuating harmful standards of beauty and fostering a culture of exploitation. This section will discuss the ethical responsibilities of all stakeholders, including the promotion of diversity, the prevention of exploitation, and the role of models as influencers for positive change. In conclusion, the legal considerations in fashion modeling are multifaceted, requiring a comprehensive approach to protect the rights of models and ensure ethical practices within the industry. By understanding and addressing these legal aspects, the fashion industry can create a more transparent, fair, and inclusive environment for all stakeholders involved in the art of modeling.Keywords: fashion modeling contracts, image rights in modeling, labor rights for models, ethical practices in fashion, diversity and inclusivity in modeling
Procedia PDF Downloads 363685 Modeling and Optimal Control of Hybrid Unmanned Aerial Vehicles with Wind Disturbance
Authors: Sunsoo Kim, Niladri Das, Raktim Bhattacharya
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This paper addresses modeling and control of a six-degree-of-freedom unmanned aerial vehicle capable of vertical take-off and landing in the presence of wind disturbances. We design a hybrid vehicle that combines the benefits of both the fixed-wing and the rotary-wing UAVs. A non-linear model for the hybrid vehicle is rapidly built, combining rigid body dynamics, aerodynamics of wing, and dynamics of the motor and propeller. Further, we design a H₂ optimal controller to make the UAV robust to wind disturbances. We compare its results against that of proportional-integral-derivative and linear-quadratic regulator based control. Our proposed controller results in better performance in terms of root mean squared errors and time responses during two scenarios: hover and level- flight.Keywords: hybrid UAVs, VTOL, aircraft modeling, H2 optimal control, wind disturbances
Procedia PDF Downloads 1233684 Modeling of Water Erosion in the M'Goun Watershed Using OpenGIS Software
Authors: M. Khal, Ab. Algouti, A. Algouti
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Water erosion is the major cause of the erosion that shapes the earth's surface. Modeling water erosion requires the use of software and GIS programs, commercial or closed source. The very high prices for commercial GIS licenses, motivates users and researchers to find open source software as relevant and applicable as the proprietary GIS. The objective of this study is the modeling of water erosion and the hydrogeological and morphophysical characterization of the Oued M'Goun watershed (southern flank of the Central High Atlas) developed by free programs of GIS. The very pertinent results are obtained by executing tasks and algorithms in a simple and easy way. Thus, the various geoscientific and geostatistical analyzes of a digital elevation model (SRTM 30 m resolution) and their combination with the treatments and interpretation of satellite imagery information allowed us to characterize the region studied and to map the area most vulnerable to water erosion.Keywords: central High-Atlas, hydrogeology, M’Goun watershed, OpenGis, water erosion
Procedia PDF Downloads 1233683 A Comparative Study of the Modeling and Quality Control of the Propylene-Propane Classical Distillation and Distillation Column with Heat Pump
Authors: C. Patrascioiu, Cao Minh Ahn
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The paper presents the research evolution in the propylene – propane distillation process, especially for the distillation columns equipped with heat pump. The paper is structured in three parts: separation of the propylene-propane mixture, steady state process modeling, and quality control systems. The first part is dedicated to state of art of the two distillation processes. The second part continues the author’s researches of the steady state process modeling. There has been elaborated a software simulation instrument that may be used to dynamic simulation of the process and to design the quality control systems. The last part presents the research of the control systems, especially for quality control systems.Keywords: absorption, distillation, heat pump, Unisim design
Procedia PDF Downloads 3073682 The Effects of a Thin Liquid Layer on the Hydrodynamic Machine Rotor
Authors: Jaroslav Krutil, František Pochylý, Simona Fialová, Vladimír Habán
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A mathematical model of the additional effects of the liquid in the hydrodynamic gap is presented in the paper. An in-compressible viscous fluid is considered. Based on computational modeling are determined the matrices of mass, stiffness and damping. The mathematical model is experimentally verified.Keywords: computational modeling, mathematical model, hydrodynamic gap, matrices of mass, stiffness and damping
Procedia PDF Downloads 5203681 Acausal and Causal Model Construction with FEM Approach Using Modelica
Authors: Oke Oktavianty, Tadayuki Kyoutani, Shigeyuki Haruyama, Junji Kaneko, Ken Kaminishi
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Modelica has many advantages and it is very useful in modeling and simulation especially for the multi-domain with a complex technical system. However, the big obstacle for a beginner is to understand the basic concept and to build a new system model for a real system. In order to understand how to solve the simple circuit model by hand translation and to get a better understanding of how modelica works, we provide a detailed explanation about solver ordering system in horizontal and vertical sorting and make some proposals for improvement. In this study, some difficulties in using modelica software with the original concept and the comparison with Finite Element Method (FEM) approach is discussed. We also present our textual modeling approach using FEM concept for acausal and causal model construction. Furthermore, simulation results are provided that demonstrate the comparison between using textual modeling with original coding in modelica and FEM concept.Keywords: FEM, a causal model, modelica, horizontal and vertical sorting
Procedia PDF Downloads 283