Search results for: Fourier series
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3399

Search results for: Fourier series

3159 Modelling Structural Breaks in Stock Price Time Series Using Stochastic Differential Equations

Authors: Daniil Karzanov

Abstract:

This paper studies the effect of quarterly earnings reports on the stock price. The profitability of the stock is modeled by geometric Brownian diffusion and the Constant Elasticity of Variance model. We fit several variations of stochastic differential equations to the pre-and after-report period using the Maximum Likelihood Estimation and Grid Search of parameters method. By examining the change in the model parameters after reports’ publication, the study reveals that the reports have enough evidence to be a structural breakpoint, meaning that all the forecast models exploited are not applicable for forecasting and should be refitted shortly.

Keywords: stock market, earnings reports, financial time series, structural breaks, stochastic differential equations

Procedia PDF Downloads 161
3158 Leadership and Whether It Stems from Innate Abilities or from Situation

Authors: Salwa Abdelbaki

Abstract:

This research investigated how leaders develop, asking whether they have been leaders due to their innate abilities or they gain leadership characteristics through interactions based on requirements of a situation. If the first is true, then a leader should be successful in any situation. Otherwise, a leader may succeed only in a specific situation. A series of experiments were carried out on three groups including of males and females. First; a group of 148 students with different specializations had to select a leader. Another group of 51 students had to recall their previous experiences and their knowledge of each other to identify who were leaders in different situations. Then a series of analytic tools were applied to the identified leaders and to the whole groups to find out how leaders were developed. A group of 40 young children was also experimented with to find young leaders among them and to analyze their characteristics.

Keywords: leadership, innate characteristics, situation, leadership theories

Procedia PDF Downloads 262
3157 Epistemic Uncertainty Analysis of Queue with Vacations

Authors: Baya Takhedmit, Karim Abbas, Sofiane Ouazine

Abstract:

The vacations queues are often employed to model many real situations such as computer systems, communication networks, manufacturing and production systems, transportation systems and so forth. These queueing models are solved at fixed parameters values. However, the parameter values themselves are determined from a finite number of observations and hence have uncertainty associated with them (epistemic uncertainty). In this paper, we consider the M/G/1/N queue with server vacation and exhaustive discipline where we assume that the vacation parameter values have uncertainty. We use the Taylor series expansions approach to estimate the expectation and variance of model output, due to epistemic uncertainties in the model input parameters.

Keywords: epistemic uncertainty, M/G/1/N queue with vacations, non-parametric sensitivity analysis, Taylor series expansion

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3156 Detailed Investigation of Thermal Degradation Mechanism and Product Characterization of Co-Pyrolysis of Indian Oil Shale with Rubber Seed Shell

Authors: Bhargav Baruah, Ali Shemsedin Reshad, Pankaj Tiwari

Abstract:

This work presents a detailed study on the thermal degradation kinetics of co-pyrolysis of oil shale of Upper Assam, India with rubber seed shell, and lab-scale pyrolysis to investigate the influence of pyrolysis parameters on product yield and composition of products. The physicochemical characteristics of oil shale and rubber seed shell were studied by proximate analysis, elemental analysis, Fourier transform infrared spectroscopy and X-ray diffraction. The physicochemical study showed the mixture to be of low moisture, high ash, siliceous, sour with the presence of aliphatic, aromatic, and phenolic compounds. The thermal decomposition of the oil shale with rubber seed shell was studied using thermogravimetric analysis at heating rates of 5, 10, 20, 30, and 50 °C/min. The kinetic study of the oil shale pyrolysis process was performed on the thermogravimetric (TGA) data using three model-free isoconversional methods viz. Friedman, Flynn Wall Ozawa (FWO), and Kissinger Akahira Sunnose (KAS). The reaction mechanisms were determined using the Criado master plot. The understanding of the composition of Indian oil shale and rubber seed shell and pyrolysis process kinetics can help to establish the experimental parameters for the extraction of valuable products from the mixture. Response surface methodology (RSM) was employed usinf central composite design (CCD) model to setup the lab-scale experiment using TGA data, and optimization of process parameters viz. heating rate, temperature, and particle size. The samples were pre-dried at 115°C for 24 hours prior to pyrolysis. The pyrolysis temperatures were set from 450 to 650 °C, at heating rates of 2 to 20°C/min. The retention time was set between 2 to 8 hours. The optimum oil yield was observed at 5°C/min and 550°C with a retention time of 5 hours. The pyrolytic oil and gas obtained at optimum conditions were subjected to characterization using Fourier transform infrared spectroscopy (FT-IR) gas chromatography and mass spectrometry (GC-MS) and nuclear magnetic resonance spectroscopy (NMR).

Keywords: Indian oil shale, rubber seed shell, co-pyrolysis, isoconversional methods, gas chromatography, nuclear magnetic resonance, Fourier transform infrared spectroscopy

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3155 Geochemical Characteristics of Aromatic Hydrocarbons in the Crude Oils from the Chepaizi Area, Junggar Basin, China

Authors: Luofu Liu, Fei Xiao Jr., Fei Xiao

Abstract:

Through the analysis technology of gas chromatography-mass spectrometry (GC-MS), the composition and distribution characteristics of aromatic hydrocarbons in the Chepaizi area of the Junggar Basin were analyzed in detail. Based on that, the biological input, maturity of crude oils and sedimentary environment of the corresponding source rocks were determined and the origin types of crude oils were divided. The results show that there are three types of crude oils in the study area including Type I, Type II and Type III oils. The crude oils from the 1st member of the Neogene Shawan Formation are the Type I oils; the crude oils from the 2nd member of the Neogene Shawan Formation are the Type II oils; the crude oils from the Cretaceous Qingshuihe and Jurassic Badaowan Formations are the Type III oils. For the Type I oils, they show a single model in the late retention time of the chromatogram of total aromatic hydrocarbons. The content of triaromatic steroid series is high, and the content of dibenzofuran is low. Maturity parameters related to alkyl naphthalene, methylphenanthrene and alkyl dibenzothiophene all indicate low maturity for the Type I oils. For the Type II oils, they have also a single model in the early retention time of the chromatogram of total aromatic hydrocarbons. The content of naphthalene and phenanthrene series is high, and the content of dibenzofuran is medium. The content of polycyclic aromatic hydrocarbon representing the terrestrial organic matter is high. The aromatic maturity parameters indicate high maturity for the Type II oils. For the Type III oils, they have a bi-model in the chromatogram of total aromatic hydrocarbons. The contents of naphthalene series, phenanthrene series, and dibenzofuran series are high. The aromatic maturity parameters indicate medium maturity for the Type III oils. The correlation results of triaromatic steroid series fingerprint show that the Type I and Type III oils have similar source and are both from the Permian Wuerhe source rocks. Because of the strong biodegradation and mixing from other source, the Type I oils are very different from the Type III oils in aromatic hydrocarbon characteristics. The Type II oils have the typical characteristics of terrestrial organic matter input under oxidative environment, and are the coal oil mainly generated by the mature Jurassic coal measure source rocks. However, the overprinting effect from the low maturity Cretaceous source rocks changed the original distribution characteristics of aromatic hydrocarbons to some degree.

Keywords: oil source, geochemistry, aromatic hydrocarbons, crude oils, chepaizi area, Junggar Basin

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3154 Flood Predicting in Karkheh River Basin Using Stochastic ARIMA Model

Authors: Karim Hamidi Machekposhti, Hossein Sedghi, Abdolrasoul Telvari, Hossein Babazadeh

Abstract:

Floods have huge environmental and economic impact. Therefore, flood prediction is given a lot of attention due to its importance. This study analysed the annual maximum streamflow (discharge) (AMS or AMD) of Karkheh River in Karkheh River Basin for flood predicting using ARIMA model. For this purpose, we use the Box-Jenkins approach, which contains four-stage method model identification, parameter estimation, diagnostic checking and forecasting (predicting). The main tool used in ARIMA modelling was the SAS and SPSS software. Model identification was done by visual inspection on the ACF and PACF. SAS software computed the model parameters using the ML, CLS and ULS methods. The diagnostic checking tests, AIC criterion, RACF graph and RPACF graphs, were used for selected model verification. In this study, the best ARIMA models for Annual Maximum Discharge (AMD) time series was (4,1,1) with their AIC value of 88.87. The RACF and RPACF showed residuals’ independence. To forecast AMD for 10 future years, this model showed the ability of the model to predict floods of the river under study in the Karkheh River Basin. Model accuracy was checked by comparing the predicted and observation series by using coefficient of determination (R2).

Keywords: time series modelling, stochastic processes, ARIMA model, Karkheh river

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3153 Chaotic Analysis of Acid Rains with Times Series of pH Degree, Nitrate and Sulphate Concentration on Wet Samples

Authors: Aysegul Sener, Gonca Tuncel Memis, Mirac Kamislioglu

Abstract:

Chaos theory is one of the new paradigms of science since the last century. After determining chaos in the weather systems by Edward Lorenz the popularity of the theory was increased. Chaos is observed in many natural systems and studies continue to defect chaos to other natural systems. Acid rain is one of the environmental problems that have negative effects on environment and acid rains values are monitored continuously. In this study, we aim that analyze the chaotic behavior of acid rains in Turkey with the chaotic defecting approaches. The data of pH degree of rain waters, concentration of sulfate and nitrate data of wet rain water samples in the rain collecting stations which are located in different regions of Turkey are provided by Turkish State Meteorology Service. Lyapunov exponents, reconstruction of the phase space, power spectrums are used in this study to determine and predict the chaotic behaviors of acid rains. As a result of the analysis it is found that acid rain time series have positive Lyapunov exponents and wide power spectrums and chaotic behavior is observed in the acid rain time series.

Keywords: acid rains, chaos, chaotic analysis, Lypapunov exponents

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3152 Rapid Discrimination of Porcine and Tilapia Fish Gelatin by Fourier Transform Infrared- Attenuated Total Reflection Combined with 2 Dimensional Infrared Correlation Analysis

Authors: Norhidayu Muhamad Zain

Abstract:

Gelatin, a purified protein derived mostly from porcine and bovine sources, is used widely in food manufacturing, pharmaceutical, and cosmetic industries. However, the presence of any porcine-related products are strictly forbidden for Muslim and Jewish consumption. Therefore, analytical methods offering reliable results to differentiate the sources of gelatin are needed. The aim of this study was to differentiate the sources of gelatin (porcine and tilapia fish) using Fourier transform infrared- attenuated total reflection (FTIR-ATR) combined with two dimensional infrared (2DIR) correlation analysis. Porcine gelatin (PG) and tilapia fish gelatin (FG) samples were diluted in distilled water at concentrations ranged from 4-20% (w/v). The samples were then analysed using FTIR-ATR and 2DIR correlation software. The results showed a significant difference in the pattern map of synchronous spectra at the region of 1000 cm⁻¹ to 1100 cm⁻¹ between PG and FG samples. The auto peak at 1080 cm⁻¹ that attributed to C-O functional group was observed at high intensity in PG samples compared to FG samples. Meanwhile, two auto peaks (1080 cm⁻¹ and 1030 cm⁻¹) at lower intensity were identified in FG samples. In addition, using 2D correlation analysis, the original broad water OH bands in 1D IR spectra can be effectively differentiated into six auto peaks located at 3630, 3340, 3230, 3065, 2950 and 2885 cm⁻¹ for PG samples and five auto peaks at 3630, 3330, 3230, 3060 and 2940 cm⁻¹ for FG samples. Based on the rule proposed by Noda, the sequence of the spectral changes in PG samples is as following: NH₃⁺ amino acid > CH₂ and CH₃ aliphatic > OH stretch > carboxylic acid OH stretch > NH in secondary amide > NH in primary amide. In contrast, the sequence was totally in the opposite direction for FG samples and thus both samples provide different 2D correlation spectra ranged from 2800 cm-1 to 3700 cm⁻¹. This method may provide a rapid determination of gelatin source for application in food, pharmaceutical, and cosmetic products.

Keywords: 2 dimensional infrared (2DIR) correlation analysis, Fourier transform infrared- attenuated total reflection (FTIR-ATR), porcine gelatin, tilapia fish gelatin

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3151 X-Ray Dynamical Diffraction Rocking Curves in Case of Third Order Nonlinear Renninger Effect

Authors: Minas Balyan

Abstract:

In the third-order nonlinear Takagi’s equations for monochromatic waves and in the third-order nonlinear time-dependent dynamical diffraction equations for X-ray pulses for forbidden reflections the Fourier-coefficients of the linear and the third order nonlinear susceptibilities are zero. The dynamical diffraction in the nonlinear case is related to the presence in the nonlinear equations the terms proportional to the zero order and the second order nonzero Fourier coefficients of the third order nonlinear susceptibility. Thus in the third order nonlinear Bragg diffraction case a nonlinear analogue of the well known Renninger effect takes place. In this work, the ‘third order nonlinear Renninger effect’ is considered theoretically and numerically. If the reflection exactly is forbidden the diffracted wave’s amplitude is zero both in Laue and Bragg cases since the boundary conditions and dynamical diffraction equations are compatible with zero solution. But in real crystals due to some percent of dislocations and other localized defects, the atoms are displaced with respect to their equilibrium positions. Thus in real crystals susceptibilities of forbidden reflection are by some order small than for usual not forbidden reflections but are not exactly equal to zero. The numerical calculations for susceptibilities two order less than for not forbidden reflection show that in Bragg geometry case the nonlinear reflection curve’s behavior is the same as for not forbidden reflection, but for forbidden reflection the rocking curves’ width, center and boundaries are two order sensitive on the input intensity value. This gives an opportunity to investigate third order nonlinear X-ray dynamical diffraction for not intense beams – 0.001 in the units of critical intensity.

Keywords: third order nonlinearity, Bragg diffraction, nonlinear Renninger effect, rocking curves

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3150 Thermal Fatigue Behavior of 400 Series Ferritic Stainless Steels

Authors: Seok Hong Min, Tae Kwon Ha

Abstract:

In this study, thermal fatigue properties of 400 series ferritic stainless steels have been evaluated in the temperature ranges of 200-800oC and 200-900oC. Systematic methods for control of temperatures within the predetermined range and measurement of load applied to specimens as a function of temperature during thermal cycles have been established. Thermal fatigue tests were conducted under fully constrained condition, where both ends of specimens were completely fixed. It has been revealed that load relaxation behavior at the temperatures of thermal cycle was closely related with the thermal fatigue property. Thermal fatigue resistance of 430J1L stainless steel is found to be superior to the other steels.

Keywords: ferritic stainless steel, automotive exhaust, thermal fatigue, microstructure, load relaxation

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3149 Fault Detection and Diagnosis of Broken Bar Problem in Induction Motors Base Wavelet Analysis and EMD Method: Case Study of Mobarakeh Steel Company in Iran

Authors: M. Ahmadi, M. Kafil, H. Ebrahimi

Abstract:

Nowadays, induction motors have a significant role in industries. Condition monitoring (CM) of this equipment has gained a remarkable importance during recent years due to huge production losses, substantial imposed costs and increases in vulnerability, risk, and uncertainty levels. Motor current signature analysis (MCSA) is one of the most important techniques in CM. This method can be used for rotor broken bars detection. Signal processing methods such as Fast Fourier transformation (FFT), Wavelet transformation and Empirical Mode Decomposition (EMD) are used for analyzing MCSA output data. In this study, these signal processing methods are used for broken bar problem detection of Mobarakeh steel company induction motors. Based on wavelet transformation method, an index for fault detection, CF, is introduced which is the variation of maximum to the mean of wavelet transformation coefficients. We find that, in the broken bar condition, the amount of CF factor is greater than the healthy condition. Based on EMD method, the energy of intrinsic mode functions (IMF) is calculated and finds that when motor bars become broken the energy of IMFs increases.

Keywords: broken bar, condition monitoring, diagnostics, empirical mode decomposition, fourier transform, wavelet transform

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3148 Visible-Light-Driven OVs-BiOCl Nanoplates with Enhanced Photocatalytic Activity toward NO Oxidation

Authors: Jiazhen Liao, Xiaolan Zeng

Abstract:

A series of BiOCl nanoplates with different oxygen vacancies (OVs) concentrations were successfully synthesized via a facile solvothermal method. The concentration of OVs of BiOCl can be tuned by the ratios of water/ethylene glycol. Such nanoplates containing oxygen vacancies served as an efficient visible-light-driven photocatalyst for NO oxidation. Compared with pure BiOCl, the enhanced photocatalytic performance was mainly attributed to the introduction of OVs, which greatly enhanced light absorption, promoted electron transfer, activated oxygen molecules. The present work could provide insights into the understanding of the role of OVs in photocatalysts for reference. Combined with characterization analysis, such as XRD(X-ray diffraction), XPS(X-ray photoelectron spectroscopy), TEM(Transmission Electron Microscopy), PL(Fluorescence Spectroscopy), and DFT (Density Functional Theory) calculations, the effect of vacancies on photoelectrochemical properties of BiOCl photocatalysts are shown. Furthermore, the possible reaction mechanisms of photocatalytic NO oxidation were also revealed. According to the results of in situ DRIFTS ( Diffused Reflectance Infrared Fourier Transform Spectroscopy), various intermediates were produced during different time intervals of NO photodegradation. The possible pathways are summarized below. First, visible light irradiation induces electron-hole pairs on the surface of OV-BOC (BiOCl with oxygen vacancies). Second, photogenerated electrons form superoxide radical with the contacted oxygen. Then, the NO molecules adsorbed on the surface of OV-BOC are attacked by superoxide radical and form nitrate instead of NO₂ (by-products). Oxygen vacancies greatly improve the photocatalytic oxidation activity of NO and effectively inhibit the production of harmful by-products during the oxidation of NO.

Keywords: OVs-BiOCl nanoplate, oxygen vacancies, NO oxidation, photocatalysis

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3147 Development of Time Series Forecasting Model for Dengue Cases in Nakhon Si Thammarat, Southern Thailand

Authors: Manit Pollar

Abstract:

Identifying the dengue epidemic periods early would be helpful to take necessary actions to prevent the dengue outbreaks. Providing an accurate prediction on dengue epidemic seasons will allow sufficient time to take the necessary decisions and actions to safeguard the situation for local authorities. This study aimed to develop a forecasting model on number of dengue incidences in Nakhon Si Thammarat Province, Southern Thailand using time series analysis. We develop Seasonal Autoregressive Moving Average (SARIMA) models on the monthly data collected between 2003-2011 and validated the models using data collected between January-September 2012. The result of this study revealed that the SARIMA(1,1,0)(1,2,1)12 model closely described the trends and seasons of dengue incidence and confirmed the existence of dengue fever cases in Nakhon Si Thammarat for the years between 2003-2011. The study showed that the one-step approach for predicting dengue incidences provided significantly more accurate predictions than the twelve-step approach. The model, even if based purely on statistical data analysis, can provide a useful basis for allocation of resources for disease prevention.

Keywords: SARIMA, time series model, dengue cases, Thailand

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3146 Vibration Damping Properties of Electrorheological Materials Based on Chitosan/Perlite Composite

Authors: M. Cabuk, M. Yavuz, T. A. Yesil, H. I. Unal

Abstract:

Electrorheological (ER) fluids are a class of smart materials exhibiting reversible changes in their rheological and mechanical properties under an applied electric field (E). ER fluids generally are composed of polarisable solid particles dispersed in non-conducting oil. ER fluids are fluids which exhibit. The resistance to motion of the ER fluid can be controlled by adjusting the applied E, due to their fast and reversible changes in their rheological properties presence of E. In this study, a series of chitosan/expanded perlite (CS/EP) composites with different chitosan mass fractions (10%, 20%, and 50%) was used. Characterizations of the composites were carried out by Fourier Transform Infrared (FTIR), X-ray diffraction (XRD) and Scanning electron microscopy with energy dispersive X-ray spectroscopy (SEM-EDX) techniques. Antisedimentation stability and dielectric properties of the composites were also determined. The effects of volume fraction, electric field strength, shear rate, shear stress, and temperature onto ER properties of the CS/EP composite particles dispersed in silicone oil (SO) were investigated in detail. Vibration damping behavior of the CS/EP composites were determined as a function of frequence, storage (Gʹ) and loss (Gʹ ʹ) moduli. It was observed that ER response of the CS/EP/SO ER fluids increased with increasing electric field strength and exhibited the typical shear thinning non-Newtonian viscoelastic behaviors with increasing shear rate. The maximum yield stress was obtained with 1250 Pa under E = 3 kV/mm. Further, the CS/EP/SO ER fluids were observed to sensitive to vibration control by showing reversible viscosity enhancements (Gʹ > Gʹ ʹ). Acknowledgements: The authors thank the TÜBİTAK (214Z199) for the financial support of this work.

Keywords: chitosan, electrorheology, perlite, vibration control

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3145 Investigating the Formation of Nano-Hydroxyapatite on a Biocompatible and Antibacterial Cu/Mg-Substituted Bioglass

Authors: Elhamalsadat Ghaffari, Moghan Amirhosseinian, Amir Khaleghipour

Abstract:

Multifunctional bioactive glasses (BGs) are designed with a focus on the provision of bactericidal and biological properties desired for angiogenesis, osteogenesis, and ultimately potential applications in bone tissue engineering. To achieve these, six sol-gel copper/magnesium substituted derivatives of 58S-BG, i.e. a mol% series of 60SiO2-4P2O5-5CuO-(31-x) CaO/xMgO (where x=0, 1, 3, 5, 8, and 10), were synthesized. Afterwards, the effect of MgO/CaO substitution on the in vitro formation of nano-hydroxyapatite (HA), osteoblast-like cell responses and BGs antibacterial performance were studied. During the BGs synthesis, the elimination of nitrates was achieved at 700 °C that prevented the BGs crystallization and stabilized the obtained dried gels. The structural and morphological evaluations were performed with X-ray diffraction (XRD), Fourier transform infrared spectroscopy (FTIR), and scanning electron microscopy (SEM). These characterizations revealed that Cu-substituted 58S-BG consisting of 5 mol% MgO (BG-5/5) slightly had retarded the formation of HA. In addition, Cu-substituted 58S-BGs consisting 8 mol% and 10 mol% MgO (BG-5/8 and BG-5/10) displayed lower bioactivity probably due to the lower ion release rate of Ca–Si into the simulated body fluid (SBF). The determination of 3-(4, 5 dimethylthiazol-2-yl)-2, 5-diphenyltetrazolium bromide (MTT) and alkaline phosphate (ALP) activities proved that the highest values of both differentiation and proliferation of MC3T3-E1 cells can be obtained from a 5 mol% MgO substituted BG, while the over addition of MgO (8 mol% and 10 mol%) decreased the bioactivity. Furthermore, these novel Cu/Mg-substituted 58S-BGs displayed antibacterial effect against methicillin-resistant Staphylococcus aureus bacteria. Taken together, the results suggest the equally-substituted BG-5/5 (i.e. the one consists of 5 mol% of both CuO and MgO) as a promising candidate for bone tissue engineering, among all newly designed BGs in this work, owing to its desirable cell proliferation, ALP activity and antibacterial properties.

Keywords: apatite, bioactivity, biomedical applications, sol-gel processes

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3144 Association Between Short-term NOx Exposure and Asthma Exacerbations in East London: A Time Series Regression Model

Authors: Hajar Hajmohammadi, Paul Pfeffer, Anna De Simoni, Jim Cole, Chris Griffiths, Sally Hull, Benjamin Heydecker

Abstract:

Background: There is strong interest in the relationship between short-term air pollution exposure and human health. Most studies in this field focus on serious health effects such as death or hospital admission, but air pollution exposure affects many people with less severe impacts, such as exacerbations of respiratory conditions. A lack of quantitative analysis and inconsistent findings suggest improved methodology is needed to understand these effectsmore fully. Method: We developed a time series regression model to quantify the relationship between daily NOₓ concentration and Asthma exacerbations requiring oral steroids from primary care settings. Explanatory variables include daily NOₓ concentration measurements extracted from 8 available background and roadside monitoring stations in east London and daily ambient temperature extracted for London City Airport, located in east London. Lags of NOx concentrations up to 21 days (3 weeks) were used in the model. The dependent variable was the daily number of oral steroid courses prescribed for GP registered patients with asthma in east London. A mixed distribution model was then fitted to the significant lags of the regression model. Result: Results of the time series modelling showed a significant relationship between NOₓconcentrations on each day and the number of oral steroid courses prescribed in the following three weeks. In addition, the model using only roadside stations performs better than the model with a mixture of roadside and background stations.

Keywords: air pollution, time series modeling, public health, road transport

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3143 Short Life Cycle Time Series Forecasting

Authors: Shalaka Kadam, Dinesh Apte, Sagar Mainkar

Abstract:

The life cycle of products is becoming shorter and shorter due to increased competition in market, shorter product development time and increased product diversity. Short life cycles are normal in retail industry, style business, entertainment media, and telecom and semiconductor industry. The subject of accurate forecasting for demand of short lifecycle products is of special enthusiasm for many researchers and organizations. Due to short life cycle of products the amount of historical data that is available for forecasting is very minimal or even absent when new or modified products are launched in market. The companies dealing with such products want to increase the accuracy in demand forecasting so that they can utilize the full potential of the market at the same time do not oversupply. This provides the challenge to develop a forecasting model that can forecast accurately while handling large variations in data and consider the complex relationships between various parameters of data. Many statistical models have been proposed in literature for forecasting time series data. Traditional time series forecasting models do not work well for short life cycles due to lack of historical data. Also artificial neural networks (ANN) models are very time consuming to perform forecasting. We have studied the existing models that are used for forecasting and their limitations. This work proposes an effective and powerful forecasting approach for short life cycle time series forecasting. We have proposed an approach which takes into consideration different scenarios related to data availability for short lifecycle products. We then suggest a methodology which combines statistical analysis with structured judgement. Also the defined approach can be applied across domains. We then describe the method of creating a profile from analogous products. This profile can then be used for forecasting products with historical data of analogous products. We have designed an application which combines data, analytics and domain knowledge using point-and-click technology. The forecasting results generated are compared using MAPE, MSE and RMSE error scores. Conclusion: Based on the results it is observed that no one approach is sufficient for short life-cycle forecasting and we need to combine two or more approaches for achieving the desired accuracy.

Keywords: forecast, short life cycle product, structured judgement, time series

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3142 Influence of Water Reservoir Parameters on the Climate and Coastal Areas

Authors: Lia Matchavariani

Abstract:

Water reservoir construction on the rivers flowing into the sea complicates the coast protection, seashore starts to degrade causing coast erosion and disaster on the backdrop of current climate change. The instruments of the impact of a water reservoir on the climate and coastal areas are its contact surface with the atmosphere and the area irrigated with its water or humidified with infiltrated waters. The Black Sea coastline is characterized by the highest ecological vulnerability. The type and intensity of the water reservoir impact are determined by its morphometry, type of regulation, level regime, and geomorphological and geological characteristics of the adjoining area. Studies showed the impact of the water reservoir on the climate, on its comfort parameters is positive if it is located in the zone of insufficient humidity and vice versa, is negative if the water reservoir is found in the zone with abundant humidity. There are many natural and anthropogenic factors determining the peculiarities of the impact of the water reservoir on the climate, which can be assessed with maximum accuracy by the so-called “long series” method, which operates on the meteorological elements (temperature, wind, precipitations, etc.) with the long series formed with the stationary observation data. This is the time series, which consists of two periods with statistically sufficient duration. The first period covers the observations up to the formation of the water reservoir and another period covers the observations accomplished during its operation. If no such data are available, or their series is statistically short, “an analog” method is used. Such an analog water reservoir is selected based on the similarity of the environmental conditions. It must be located within the zone of the designed water reservoir, under similar environmental conditions, and besides, a sufficient number of observations accomplished in its coastal zone.

Keywords: coast-constituent sediment, eustasy, meteorological parameters, seashore degradation, water reservoirs impact

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3141 Green Synthesis of Magnetic, Silica Nanocomposite and Its Adsorptive Performance against Organochlorine Pesticides

Authors: Waleed A. El-Said, Dina M. Fouad, Mohamed H. Aly, Mohamed A. El-Gahami

Abstract:

Green synthesis of nanomaterials has received increasing attention as an eco-friendly technology in materials science. Here, we have used two types of extractions from green tea leaf (i.e. total extraction and tannin extraction) as reducing agents for a rapid, simple and one step synthesis method of mesoporous silica nanoparticles (MSNPs)/iron oxide (Fe3O4) nanocomposite based on deposition of Fe3O4 onto MSNPs. MSNPs/Fe3O4 nanocomposite were characterized by X-ray diffraction, Fourier transform infrared spectroscopy, scanning electron microscopy, energy dispersive X-ray, vibrating sample magnetometer, N2 adsorption, and high-resolution transmission electron microscopy. The average mesoporous silica particle diameter was found to be around 30 nm with high surface area (818 m2/gm). MSNPs/Fe3O4 nanocomposite was used for removing lindane pesticide (an environmental hazard material) from aqueous solutions. Fourier transform infrared, UV-vis, High-performance liquid chromatography and gas chromatography techniques were used to confirm the high ability of MSNPs/Fe3O4 nanocomposite for sensing and capture of lindane molecules with high sorption capacity (more than 89%) that could develop a new eco-friendly strategy for detection and removing of pesticide and as a promising material for water treatment application.

Keywords: green synthesis, mesoporous silica, magnetic iron oxide NPs, adsorption Lindane

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3140 The Underestimate of the Annual Maximum Rainfall Depths Due to Coarse Time Resolution Data

Authors: Renato Morbidelli, Carla Saltalippi, Alessia Flammini, Tommaso Picciafuoco, Corrado Corradini

Abstract:

A considerable part of rainfall data to be used in the hydrological practice is available in aggregated form within constant time intervals. This can produce undesirable effects, like the underestimate of the annual maximum rainfall depth, Hd, associated with a given duration, d, that is the basic quantity in the development of rainfall depth-duration-frequency relationships and in determining if climate change is producing effects on extreme event intensities and frequencies. The errors in the evaluation of Hd from data characterized by a coarse temporal aggregation, ta, and a procedure to reduce the non-homogeneity of the Hd series are here investigated. Our results indicate that: 1) in the worst conditions, for d=ta, the estimation of a single Hd value can be affected by an underestimation error up to 50%, while the average underestimation error for a series with at least 15-20 Hd values, is less than or equal to 16.7%; 2) the underestimation error values follow an exponential probability density function; 3) each very long time series of Hd contains many underestimated values; 4) relationships between the non-dimensional ratio ta/d and the average underestimate of Hd, derived from continuous rainfall data observed in many stations of Central Italy, may overcome this issue; 5) these equations should allow to improve the Hd estimates and the associated depth-duration-frequency curves at least in areas with similar climatic conditions.

Keywords: central Italy, extreme events, rainfall data, underestimation errors

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3139 Dynamic EEG Desynchronization in Response to Vicarious Pain

Authors: Justin Durham, Chanda Rooney, Robert Mather, Mickie Vanhoy

Abstract:

The psychological construct of empathy is to understand a person’s cognitive perspective and experience the other person’s emotional state. Deciphering emotional states is conducive for interpreting vicarious pain. Observing others' physical pain activates neural networks related to the actual experience of pain itself. The study addresses empathy as a nonlinear dynamic process of simulation for individuals to understand the mental states of others and experience vicarious pain, exhibiting self-organized criticality. Such criticality follows from a combination of neural networks with an excitatory feedback loop generating bistability to resonate permutated empathy. Cortical networks exhibit diverse patterns of activity, including oscillations, synchrony and waves, however, the temporal dynamics of neurophysiological activities underlying empathic processes remain poorly understood. Mu rhythms are EEG oscillations with dominant frequencies of 8-13 Hz becoming synchronized when the body is relaxed with eyes open and when the sensorimotor system is in idle, thus, mu rhythm synchrony is expected to be highest in baseline conditions. When the sensorimotor system is activated either by performing or simulating action, mu rhythms become suppressed or desynchronize, thus, should be suppressed while observing video clips of painful injuries if previous research on mirror system activation holds. Twelve undergraduates contributed EEG data and survey responses to empathy and psychopathy scales in addition to watching consecutive video clips of sports injuries. Participants watched a blank, black image on a computer monitor before and after observing a video of consecutive sports injuries incidents. Each video condition lasted five-minutes long. A BIOPAC MP150 recorded EEG signals from sensorimotor and thalamocortical regions related to a complex neural network called the ‘pain matrix’. Physical and social pain are activated in this network to resonate vicarious pain responses to processing empathy. Five EEG single electrode locations were applied to regions measuring sensorimotor electrical activity in microvolts (μV) to monitor mu rhythms. EEG signals were sampled at a rate of 200 Hz. Mu rhythm desynchronization was measured via 8-13 Hz at electrode sites (F3 & F4). Data for each participant’s mu rhythms were analyzed via Fast Fourier Transformation (FFT) and multifractal time series analysis.

Keywords: desynchronization, dynamical systems theory, electroencephalography (EEG), empathy, multifractal time series analysis, mu waveform, neurophysiology, pain simulation, social cognition

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3138 Forecasting Model for Rainfall in Thailand: Case Study Nakhon Ratchasima Province

Authors: N. Sopipan

Abstract:

In this paper, we study of rainfall time series of weather stations in Nakhon Ratchasima province in Thailand using various statistical methods enabled to analyse the behaviour of rainfall in the study areas. Time-series analysis is an important tool in modelling and forecasting rainfall. ARIMA and Holt-Winter models based on exponential smoothing were built. All the models proved to be adequate. Therefore, could give information that can help decision makers establish strategies for proper planning of agriculture, drainage system and other water resource applications in Nakhon Ratchasima province. We found the best perform for forecasting is ARIMA(1,0,1)(1,0,1)12.

Keywords: ARIMA Models, exponential smoothing, Holt-Winter model

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3137 Determining the Number of Single Models in a Combined Forecast

Authors: Serkan Aras, Emrah Gulay

Abstract:

Combining various forecasting models is an important tool for researchers to attain more accurate forecasts. A great number of papers have shown that selecting single models as dissimilar models, or methods based on different information as possible leads to better forecasting performances. However, there is not a certain rule regarding the number of single models to be used in any combining methods. This study focuses on determining the optimal or near optimal number for single models with the help of statistical tests. An extensive experiment is carried out by utilizing some well-known time series data sets from diverse fields. Furthermore, many rival forecasting methods and some of the commonly used combining methods are employed. The obtained results indicate that some statistically significant performance differences can be found regarding the number of the single models in the combining methods under investigation.

Keywords: combined forecast, forecasting, M-competition, time series

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3136 Experimental Characterization of Flowable Cement Pastes Made with Marble Waste

Authors: F. Messaoudi, O. Haddad, R. Bouras, S. Kaci

Abstract:

The development of self-compacting concrete (SCC) marks a huge step towards improved efficiency and working conditions on construction sites and in the precast industry. SCC flows easily into more complex shapes and through reinforcement bars, reduces the manpower required for the placement; no vibration is required to ensure correct compaction of concrete. This concrete contains a high volume of binder which is controlled by their rheological behavior. The paste consists of binders (Portland cement with or without supplementary cementitious materials), water, chemical admixtures and fillers. In this study, two series of tests were performed on self-compacting cement pastes made with marble waste additions as the mineral addition. The first series of this investigation was to determine the flow time of paste using Marsh cone, the second series was to determine the rheological parameters of the same paste namely yield stress and plastic viscosity using the rheometer Haake RheoStress 1. The results of this investigation allowed us to study the evolution of the yield stress, viscosity and the flow time Marsh cone paste as a function of the composition of the paste. A correlation between the results obtained on the flow test Marsh cone and those of the plastic viscosity on the mottled different cement pastes is proposed.

Keywords: adjuvant, rheological parameter, self-compacting cement pastes, waste marble

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3135 Peak Frequencies in the Collective Membrane Potential of a Hindmarsh-Rose Small-World Neural Network

Authors: Sun Zhe, Ruggero Micheletto

Abstract:

As discussed extensively in many studies, noise in neural networks have an important role in the functioning and time evolution of the system. The mechanism by which noise induce stochastic resonance enhancing and influencing certain operations is not clarified nor is the mechanism of information storage and coding. With the present research we want to study the role of noise, especially focusing on the frequency peaks in a three variable Hindmarsh−Rose Small−World network. We investigated the behaviour of the network to external noises. We demonstrate that a variation of signal to noise ratio of about 10 dB induces an increase in membrane potential signal of about 15%, averaged over the whole network. We also considered the integral of the whole membrane potential as a paradigm of internal noise, the one generated by the brain network. We showed that this internal noise is attenuated with the size of the network or with the number of random connections. By means of Fourier analysis we found that it has distinct peaks of frequencies, moreover, we showed that increasing the size of the network introducing more neurons, reduced the maximum frequencies generated by the network, whereas the increase in the number of random connections (determined by the small-world probability p) led to a trend toward higher frequencies. This study may give clues on how networks utilize noise to alter the collective behaviour of the system in their operations.

Keywords: neural networks, stochastic processes, small-world networks, discrete Fourier analysis

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3134 Significance of Square Non-Spiral Microcoils for Biomedical Applications

Authors: Himanshu Chandrakar, Krishnapriya S., Rama Komaragiri, Suja K. J.

Abstract:

Micro coils are significant components for micro magnetic sensors and actuators especially in biomedical devices. Non-spiral planar microcoils of square, hexagonal and octagonal shapes are introduced for the first time in this paper. Comparison between different planar spiral and non-spiral coils are also discussed. The fabrication advantages and low power dissipation of non-spiral structures make them a strong alternative for conventional spiral planar coils. Series resistance of non-spiral coil is lesser than that of spiral coils though magnetic field is slightly lesser for non-spiral coils. Comparison of different planar microcoils shows that the proposed square non-spiral coil gives better performance than other structures.

Keywords: non-spiral planar microcoil, power dissipation, series resistance, spiral

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3133 One Period Loops of Memristive Circuits with Mixed-Mode Oscillations

Authors: Wieslaw Marszalek, Zdzislaw Trzaska

Abstract:

Interesting properties of various one-period loops of singularly perturbed memristive circuits with mixed-mode oscillations (MMOs) are analyzed in this paper. The analysis is mixed, both analytical and numerical and focused on the properties of pinched hysteresis of the memristive element and other one-period loops formed by pairs of time-series solutions for various circuits' variables. The memristive element is the only nonlinear element in the two circuits. A theorem on periods of mixed-mode oscillations of the circuits is formulated and proved. Replacements of memristors by parallel G-C or series R-L circuits for a MMO response with equivalent RMS values is also discussed.

Keywords: mixed-mode oscillations, memristive circuits, pinched hysteresis, one-period loops, singularly perturbed circuits

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3132 Simulation of Photovoltaic Array for Specified Ratings of Converter

Authors: Smita Pareek, Ratna Dahiya

Abstract:

The power generated by solar photovoltaic (PV) module depends on surrounding irradiance, temperature, shading conditions, and shading pattern. This paper presents a simulation of photovoltaic module using Matlab/Simulink. PV Array is also simulated by series and parallel connections of modules and their characteristics curves are given. Further PV module topology/configuration are proposed for 5.5kW inverter available in the literature. Shading of a PV array either complete or partial can have a significant impact on its power output and energy yield; therefore, the simulated model characteristics curves (I-V and P-V) are drawn for uniform shading conditions (USC) and then output power, voltage and current are calculated for variation in insolation for shading conditions. Additionally the characteristics curves are also given for a predetermined shadowing condition.

Keywords: array, series, parallel, photovoltaic, partial shading

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3131 Research of Interaction between Layers of Compressed Composite Columns

Authors: Daumantas Zidanavicius

Abstract:

In order to investigate the bond between concrete and steel in the circular steel tube column filled with concrete, the 7 series of specimens were tested with the same geometrical parameters but different concrete properties. Two types of specimens were chosen. For the first type, the expansive additives to the concrete mixture were taken to increase internal forces. And for the second type, mechanical components were used. All 7 series of the short columns were modeled by FEM and tested experimentally. In the work, big attention was taken to the bond-slip models between steel and concrete. Results show that additives to concrete let increase the bond strength up to two times and the mechanical anchorage –up to 6 times compared to control specimens without additives and anchorage.

Keywords: concrete filled steel tube, push-out test, bond slip relationship, bond stress distribution

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3130 Tracking of Linarin from the Ethyl Acetate Fraction of Melinjo (Gnetum gnemon L.) Seeds Using Preparative High Performance Liquid Chromatography

Authors: Asep Sukohar, Ramadhan Triyandi, Muhammad Iqbal, Sahidin, Suharyani

Abstract:

Introduction: Resveratrol is a class of bioactive chemicals found in melinjo, which has a wide range of biological actions. The purpose of this study is to determine the linarin content of the melinjo fraksi by using preparative-high-performance liquid chromatography (prep-HPLC). Method: Extraction used the soxhletation method with 96% ethanol solvent. Fractionation used ethyl acetate and ethanol in a ratio of 1:1. Tracing of linarin compound used prep-HPLC with a mobile phase ratio of distilled water: methanol (55: 45, v/v). The presence of linarin was detected using a wavelength of 215 nm. Fourier Transform Infrared (FTIR) was used to identify the functional groups of compound. Result: The retention time required to elute the ethyl acetate fraction was 2.601 minutes. Compound separation identification using Fourier Transform Infrared Spectroscopy - Quest Attenuated Total Reflectance (FTIR - QATR) has a similarity value range with standards from 0 to 1000. The elution results of the ethyl acetate fraction have similar values with the standard compounds linarin (668), resveratrol (578), and catechin (455). Conclusion: Tracing for active compound in the ethyl acetate fraction of Gnetum Gnemon L. using prep-HPLC showed a strong suspicion of the presence of linarin compound.

Keywords: Gnetum gnemon L., linarin, prep-HPLC, fraction ethyl acetate

Procedia PDF Downloads 57