Search results for: Gaussian Mixture Model

Authors: Rachid Belhachemi, Pierre Rostan, Alexandra Rostan

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This paper develops a discrete-time option pricing model for index options. The model consists of two key ingredients. First, daily stock return innovations are driven by a continuous hidden threshold mixed skew-normal (HTSN) distribution which generates conditional non-normality that is needed to fit daily index return. The most important feature of the HTSN is the inclusion of a latent state variable with a continuum of states, unlike the traditional mixture distributions where the state variable is discrete with little number of states. The HTSN distribution belongs to the class of univariate probability distributions where parameters of the distribution capture the dependence between the variable of interest and the continuous latent state variable (the regime). The distribution has an interpretation in terms of a mixture distribution with time-varying mixing probabilities. It has been shown empirically that this distribution outperforms its main competitor, the mixed normal (MN) distribution, in terms of capturing the stylized facts known for stock returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence. Second, heteroscedasticity in the model is captured by a threeexogenous-factor GARCH model (GARCHX), where the factors are taken from the principal components analysis of various world indices and presents an application to option pricing. The factors of the GARCHX model are extracted from a matrix of world indices applying principal component analysis (PCA). The empirically determined factors are uncorrelated and represent truly different common components driving the returns. Both factors and the eight parameters inherent to the HTSN distribution aim at capturing the impact of the state of the economy on price levels since distribution parameters have economic interpretations in terms of conditional volatilities and correlations of the returns with the hidden continuous state. The PCA identifies statistically independent factors affecting the random evolution of a given pool of assets -in our paper a pool of international stock indices- and sorting them by order of relative importance. The PCA computes a historical cross asset covariance matrix and identifies principal components representing independent factors. In our paper, factors are used to calibrate the HTSN-GARCHX model and are ultimately responsible for the nature of the distribution of random variables being generated. We benchmark our model to the MN-GARCHX model following the same PCA methodology and the standard Black-Scholes model. We show that our model outperforms the benchmark in terms of RMSE in dollar losses for put and call options, which in turn outperforms the analytical Black-Scholes by capturing the stylized facts known for index returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence.

Keywords: continuous hidden threshold, factor models, GARCHX models, option pricing, risk-premium

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Authors: Leonard Maaya, Michel Meulders, Martina Vandebroek

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Discrete Choice Experiments (DCE) are used to investigate how product attributes affect decision-makers’ choices. In DCEs, choice situations consisting of several alternatives are presented from which choice-makers select the preferred alternative. Standard multinomial logit models based on random utility theory can be used to estimate the utilities for the attributes. The overarching principle in these models is that respondents understand and use all the attributes when making choices. However, studies suggest that respondents sometimes ignore some attributes (commonly referred to as Attribute Non-Attendance/ANA). The choice modeling literature presents ANA as a static process, i.e., respondents’ ANA behavior does not change throughout the experiment. However, respondents may ignore attributes due to changing factors like availability of information on attributes, learning/fatigue in experiments, etc. We develop a dynamic mixture latent Markov model to model changes in ANA when information on attributes is provided. The model is illustrated on e-consumers’ webshop choices. The results indicate that the dynamic ANA model describes the behavioral changes better than modeling the impact of information using changes in parameters. Further, we find that providing information on attributes leads to an increase in the attendance probabilities for the investigated attributes.

Keywords: choice models, discrete choice experiments, dynamic models, e-commerce, statistical modeling

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Authors: Ana Serafimovic, Karthik Devarajan

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Non-negative matrix factorization approximates a high dimensional non-negative matrix V as the product of two non-negative matrices, W and H, and allows only additive linear combinations of data, enabling it to learn parts with representations in reality. It has been successfully applied in the analysis and interpretation of high dimensional data arising in neuroscience, computational biology, and natural language processing, to name a few. The objective of this paper is to assess a hybrid algorithm for non-negative matrix factorization with multiplicative updates. The method aims to minimize the symmetric version of Kullback-Leibler divergence known as intrinsic information and assumes that the noise is signal-dependent and that it originates from an arbitrary distribution from the exponential family. It is a generalization of currently available algorithms for Gaussian, Poisson, gamma and inverse Gaussian noise. We demonstrate the potential usefulness of the new generalized algorithm by comparing its performance to the baseline methods which also aim to minimize symmetric divergence measures.

Keywords: non-negative matrix factorization, dimension reduction, clustering, intrinsic information, symmetric information divergence, signal-dependent noise, exponential family, generalized Kullback-Leibler divergence, dual divergence

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Authors: Mary Joy B. Amoguis, Alonah Jane D. Labtic, Hyna Wary Namoca, Aira Jane V. Original

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Animal waste has been rapidly increasing due to the growing animal population and the lack of innovative waste management practices. In a country like the Philippines, animal waste is rampant. This study aims to minimize animal waste by producing garden bricks using cat stool as an additive. The research study analyzes different levels of concentration to determine the most efficient combination in terms of compressive strength and durability of cat stool as an additive to garden bricks. The researcher's first collects the cat stool and incinerates the different concentrations. The first concentration is 25% cat stool and 75% cement mixture. The second concentration is 50% cat stool and 50% cement mixture. And the third concentration is 75% cat stool and 25% cement mixture. The researchers analyze the statistical data using one-way ANOVA, and the statistical analysis revealed a significant difference compared to the controlled variable. The research findings show an inversely proportional relationship: the higher the concentration of cat stool additive, the lower the compressive strength of the bricks, and the lower the concentration of cat stool additive, the higher the compressive strength of the bricks.

Keywords: cat stool, garden bricks, cement, concentrations, animal wastes, compressive strength, durability, one-way ANOVA, additive, incineration, aggregates, stray cats

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Authors: Khalid Elbadawi Elshafea, Mahmoud Hassan Onsa

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This paper presents the results of the experiments to measure the impact of pasteurization cows dung on important parameter of anaerobic digestion (retention time) and measure the effect in daily production rate of biogas, were used local materials in these experiments, two experiments were carried out in two bio-digesters (1 and 2) (18.0 L), volume of the mixture 16.0-litre and the mass of dry matter in the mixture 4.0 Kg of cow dung. Pasteurization process has been conducted on the mixture into the digester 2, and put two digesters under room temperature. Digester (1) produced 268.5 liter of methane in period of 49 days with daily methane production rate 1.37L/Kg/day, and digester (2) produced 302.7-liter of methane in period of 26 days with daily methane production rate 2.91 L/Kg/day. This study concluded that the use of system pasteurization cows dung speed up hydrolysis in anaerobic process, because heat to certain temperature in certain time lead to speed up chemical reactions (transfer Protein to Amino acids, Carbohydrate to Sugars and Fat to Long chain fatty acids), this lead to reduce the retention time an therefore increase the daily methane production rate with 212%.

Keywords: methane, cow dung, daily production, pasteurization, increase

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Authors: Mohamed Islam Dahmani

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This research investigates the performance enhancement of semi-flexible pavements by incorporating self-compacting cement mortar as a cementitious grout. The study is divided into three phases for comprehensive evaluation. In the initial phase, a porous asphalt mixture is formulated with a target voids content of 25-30%. The goal is to achieve optimal interconnected voids that facilitate effective penetration of self-compacting cement mortar. The mixture's compliance with porous asphalt performance standards is ensured through tests such as marshal stability, indirect tensile strength, contabro test, and draindown test. The second phase focuses on creating a self-compacting cement mortar with high workability and superior penetration capabilities. This mortar is designed to fill the interconnected voids within the porous asphalt mixture. The formulated mortar's characteristics are assessed through tests like mini V funnel flow time, slump flow mini cone, as well as mechanical properties such as compressive strength, bending strength, and shrinkage strength. In the final phase, the performance of the semi-flexible pavement is thoroughly studied. Various tests, including marshal stability, indirect tensile strength, high-temperature bending, low-temperature bending, resistance to rutting, and fatigue life, are conducted to assess the effectiveness of the self-compacting cement mortar-enhanced pavement.

Keywords: semi-flexible pavements, cementitious grout, self-compacting cement mortar, porous asphalt mixture, interconnected voids, rutting resistance

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Authors: Duduku Krishnaiah, S. M. Anisuzzaman, Kumaran Govindaraj, Chiam Chel Ken, Zykamilia Kamin

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Pure essential oil is highly demanded in the market since most of the so-called pure essential oils in the market contains alcohol. This is because of the usage of alcohol in separating oil and water mixture. Removal of pure essential oil from water without using any chemical solvent has become a challenging issue. Adsorbents generally have the properties of separating hydrophobic oil from hydrophilic mixture. Polypropylen nanofiber is a thermoplastic polymer which is produced from propylene. It was used as an adsorbent in this study. Based on the research, it was found that the polypropylene nanofiber was able to adsorb peppermint oil from the aqueous solution over a wide range of concentration. Based on scanning electron microscope (SEM), nanofiber has very small nano diameter fiber size in average before the adsorption and larger scaled average diameter of fibers after adsorption which indicates that smaller diameter of nanofiber enhances the adsorption process. The adsorption capacity of peppermint oil increases as the initial concentration of peppermint oil and amount of polypropylene nanofiber used increases. The maximum adsorption capacity of polypropylene nanofiber was found to be 689.5 mg/g at (T= 30°C). Moreover, the adsorption capacity of peppermint oil decreases as the temperature of solution increases. The equilibrium data of polypropylene nanofiber is best represented by Freundlich isotherm with the maximum adsorption capacity of 689.5 mg/g. The adsorption kinetics of polypropylene nanofiber was best represented by pseudo-second order model.

Keywords: nanofiber, adsorption, peppermint essential oil, isotherms, adsorption kinetics

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Authors: Mina Adel Shokry Fahim, Jūratė Sužiedelytė Visockienė

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With the growing concern over air pollution (AP), it is clear that this has gained more prominence than ever before. The level of consciousness has increased and a sense of knowledge now has to be forwarded as a duty by those enlightened enough to disseminate it to others. This realisation often comes after an understanding of how poor air quality indices (AQI) damage human health. The study focuses on assessing air pollution prediction models specifically for Lithuania, addressing a substantial need for empirical research within the region. Concentrating on Vilnius, it specifically examines particulate matter concentrations 10 micrometers or less in diameter (PM10). Utilizing Gaussian Process Regression (GPR) and Regression Tree Ensemble, and Regression Tree methodologies, predictive forecasting models are validated and tested using hourly data from January 2020 to December 2022. The study explores the classification of AP data into anthropogenic and natural sources, the impact of AP on human health, and its connection to cardiovascular diseases. The study revealed varying levels of accuracy among the models, with GPR achieving the highest accuracy, indicated by an RMSE of 4.14 in validation and 3.89 in testing.

Keywords: air pollution, anthropogenic and natural sources, machine learning, Gaussian process regression, tree ensemble, forecasting models, particulate matter

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Authors: Lucas Wilman Crispim, Patrícia Hallack, Maikel Ballester

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This work aims at modeling electric discharges in gas mixtures. The mathematical model mimics the ignition process in a commercial spark-plug when a high voltage is applied to the plug terminals. A longitudinal unidimensional Cartesian domain is chosen for the simulation region. Energy and mass transfer are considered for a macroscopic fluid representation, while energy transfer in molecular collisions and chemical reactions are contemplated at microscopic level. The macroscopic model is represented by a set of uncoupled partial differential equations. Microscopic effects are studied within a discrete model for electronic and molecular collisions in the frame of ZDPlasKin, a plasma modeling numerical tool. The BOLSIG+ solver is employed in solving the electronic Boltzmann equation. An operator splitting technique is used to separate microscopic and macroscopic models. The simulation gas is a mixture of atomic Argon neutral, excited and ionized. Spatial and temporal evolution of such species and temperature are presented and discussed.

Keywords: CFD, electronic discharge, ignition, spark plug

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Authors: Mohsen Danesh Mesgaran, Ali Hodjatpanah Montazeri, Alireza Vakili, Mansoor Tahmasbei

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To compare peppermint essential oil versus a mixture of formic and propionic acids a study was conducted to their effects on volatile fatty acid proportion and VFA score of corn silage. Chopped whole crop corn (control) was treated with peppermint essential oil (240 mg kg-1 DM) or a mixture of formic and propionic acids (2:1) at 0.4% of fresh forage weight, and ensiled for 30 days. Then, silage extract was provided and the concentration of each VFA was determined using gas chromatography. The VFA score was calculated according to the patented formula proposed by Dairy One Scientific Committee. The score is calculated based on the positive impact of lactic and acetic acids versus the negative effect of butyric acid to achieve a single value for evaluating silage quality. The essential oil declined pH and increased the concentration of lactic and acetic acids in the silage extract. All corn silages evaluated in this study had a VFA score between 6 through 8. However, silage with peppermint essential oils had lower volatile fatty acids score than those of the other treatments. Both of applied additives caused a significant improvement in silage aerobic stability.

Keywords: peppermint, essential oil, corn silage, VFA (volatile fatty acids)

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Authors: M. I. Nicolas, J. C. Cruz, Ysmael Verde, A.Yeladaqui-Tello

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The manufacture of Portland cement has revolutionized the construction industry since the nineteenth century; however, the high cost and large amount of energy required on its manufacturing encouraged, from the seventies, the search of alternative materials to replace it partially or completely. Among the materials studied to replace the cement are the ashes. In the city of Chetumal, south of the Yucatan Peninsula in Mexico, there are no natural sources of pozzolanic ash. In the present study, the cementitious properties of artificial ash resulting from the combustion of waste pine wood were analyzed. The ash obtained was sieved through the screen and No.200 a fraction was analyzed using the technique of X-ray diffraction; with the aim of identifying the crystalline phases and particle sizes of pozzolanic material by the Debye-Scherrer equation. From the characterization of materials, mixtures for a concrete of f'c = 250 kg / cm2 were designed with the method ACI 211.1; for the pattern mixture and for partial replacements of Portland cement by 5%, 10% and 12% pine wood ash mixture. Simple resistance to axial compression of specimens prepared with each concrete mixture, at 3, 14 and 28 days of curing was evaluated. Pozzolanic activity was observed in the ash obtained, checking the presence of crystalline silica (SiO2 of 40.24 nm) and alumina (Al2O3 of 35.08 nm). At 28 days of curing, the specimens prepared with a 5% ash, reached a compression resistance 63% higher than design; for specimens with 10% ash, was 45%; and for specimens with 12% ash, only 36%. Compared to Pattern mixture, which after 28 days showed a f'c = 423.13 kg/cm2, the specimens reached only 97%, 86% and 82% of the compression resistance, for mixtures containing 5%, 10% ash and 12% respectively. The pozzolanic activity of pine wood ash influences the compression resistance, which indicates that it can replace up to 12% of Portland cement by ash without compromising its design strength, however, there is a decrease in strength compared to the pattern concrete.

Keywords: concrete, pine wood ash, pozzolanic activity, X-ray

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Authors: Entisar A. Elgmati

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Recurrent infant diarrhea is studied using daily data collected in Salvador, Brazil over one year and three months. A logistic regression model is fitted instead of Aalen's additive model using the same covariates that were used in the analysis with the additive model. The model gives reasonably similar results to that using additive regression model. In addition, the problem with the estimated conditional probabilities not being constrained between zero and one in additive model is solved here. Also martingale residuals that have been used to judge the goodness of fit for the additive model are shown to be useful for judging the goodness of fit of the logistic model.

Keywords: additive model, cumulative probabilities, infant diarrhoea, recurrent event

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Authors: Amir T. Payandeh Najafabadi

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This article considers the problem of evaluating infinite-time (or finite-time) ruin probability under a given compound Poisson surplus process by approximating the claim size distribution by a finite mixture exponential, say Hyperexponential, distribution. It restates the infinite-time (or finite-time) ruin probability as a solvable ordinary differential equation (or a partial differential equation). Application of our findings has been given through a simulation study.

Keywords: ruin probability, compound poisson processes, mixture exponential (hyperexponential) distribution, heavy-tailed distributions

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Authors: Prudhvinath Reddy Ankireddy, Narasimha Mangadoddy

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Spiral concentrators are commonly used in various industries, including mineral and coal processing, to efficiently separate materials based on their density and size. In these concentrators, a mixture of solid particles and fluid (usually water) is introduced as feed at the top of a spiral channel. As the mixture flows down the spiral, centrifugal and gravitational forces act on the particles, causing them to stratify based on their density and size. Spiral flows exhibit complex fluid dynamics, and interactions involve multiple phases and components in the process. Understanding the behavior of these phases within the spiral concentrator is crucial for achieving efficient separation. An experimental bi-component particle interaction study is conducted in this work utilizing magnetite (heavier density) and silica (lighter density) with different proportions processed in the spiral concentrator. The observation separation reveals that denser particles accumulate towards the inner region of the spiral trough, while a significant concentration of lighter particles are found close to the outer edge. The 5th turn of the spiral trough is partitioned into five zones to achieve a comprehensive distribution analysis of bicomponent particle segregation. Samples are then gathered from these individual streams using an in-house sample collector, and subsequent analysis is conducted to assess component segregation. Along the trough, there was a decline in the concentration of coarser particles, accompanied by an increase in the concentration of lighter particles. The segregation pattern indicates that the heavier coarse component accumulates in the inner zone, whereas the lighter fine component collects in the outer zone. The middle zone primarily consists of heavier fine particles and lighter coarse particles. The zone-wise results reveal that there is a significant fraction of segregation occurs in inner and middle zones. Finer magnetite and silica particles predominantly accumulate in outer zones with the smallest fraction of segregation. Additionally, numerical simulations are also carried out using the computational fluid dynamics (CFD) model based on the volume of fluid (VOF) approach incorporating the RSM turbulence model. The discrete phase model (DPM) is employed for particle tracking, thereby understanding the particle segregation of magnetite and silica along the spiral trough.

Keywords: spiral concentrator, bi-component particle segregation, computational fluid dynamics, discrete phase model

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Authors: Liseane Padilha Thives, Mayara S. S. Lima, João Victor Staub De Melo, Glicério Trichês

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Red mud is a waste resulting from the processing of bauxite to alumina, the raw material of the production of aluminum. The large quantity of red mud generated and inadequately disposed in the environment has motivated researchers to develop methods for reinsertion of this waste into the productive cycle. This work aims to evaluate the resistance to permanent deformation of dense asphalt mixtures with red mud filler. The red mud was characterized by tests of X-ray diffraction, fluorescence, specific mass, laser granulometry, pH and scanning electron microscopy. For the analysis of the influence of the quantity of red mud in the mechanical performance of asphalt mixtures, a total filler content of 7% was established. Asphalt mixtures with 3%, 5% and 7% red mud were produced. A conventional mixture with 7% stone powder filler was used as reference. The asphalt mixtures were evaluated for performance to permanent deformation in the French Rutting Tester (FRT) traffic simulator. The mixture with 5% red mud presented greater resistance to permanent deformation with rutting depth at 30,000 cycles of 3.50%. The asphalt mixtures with red mud presented better performance, with reduction of the rutting of 12.63 to 42.62% in relation to the reference mixture. This study confirmed the viability of reinserting the red mud in the production chain and possible usage in the construction industry. The red mud as filler in asphalt mixtures is a reuse option of this waste and mitigation of the disposal problems, as well as being an environmentally friendly alternative.

Keywords: asphalt mixtures, permanent deformation, red mud, pavements

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Authors: Seema Paul, Jesper Oppelstrup, Roger Thunvik, Vladimir Cvetkovic

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Lake Victoria is the second largest fresh water body in the world, located in East Africa with a catchment area of 250,000 km², of which 68,800 km² is the actual lake surface. The hydrodynamic processes of the shallow (40–80 m deep) water system are unique due to its location at the equator, which makes Coriolis effects weak. The paper describes a St.Venant shallow water model of Lake Victoria developed in COMSOL Multiphysics software, a general purpose finite element tool for solving partial differential equations. Depth soundings taken in smaller parts of the lake were combined with recent more extensive data to resolve the discrepancies of the lake shore coordinates. The topography model must have continuous gradients, and Delaunay triangulation with Gaussian smoothing was used to produce the lake depth model. The model shows large-scale flow patterns, passive tracer concentration and water level variations in response to river and tracer inflow, rain and evaporation, and wind stress. Actual data of precipitation, evaporation, in- and outflows were applied in a fifty-year simulation model. It should be noted that the water balance is dominated by rain and evaporation and model simulations are validated by Matlab and COMSOL. The model conserves water volume, the celerity gradients are very small, and the volume flow is very slow and irrotational except at river mouths. Numerical experiments show that the single outflow can be modelled by a simple linear control law responding only to mean water level, except for a few instances. Experiments with tracer input in rivers show very slow dispersion of the tracer, a result of the slow mean velocities, in turn, caused by the near-balance of rain with evaporation. The numerical and hydrodynamical model can evaluate the effects of wind stress which is exerted by the wind on the lake surface that will impact on lake water level. Also, model can evaluate the effects of the expected climate change, as manifest in changes to rainfall over the catchment area of Lake Victoria in the future.

Keywords: bathymetry, lake flow and steady state analysis, water level validation and concentration, wind stress

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Authors: P. G. Siddheshwar, B. N. Veena

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Rayleigh-B´enard convection of a nanoliquid in shallow, square and tall enclosures is studied using the Khanafer-Vafai-Lightstone single-phase model. The thermophysical properties of water, copper, copper-oxide, alumina, silver and titania at 3000 K under stagnant conditions that are collected from literature are used in calculating thermophysical properties of water-based nanoliquids. Phenomenological laws and mixture theory are used for calculating thermophysical properties. Free-free, rigid-rigid and rigid-free boundary conditions are considered in the study. Intractable Lorenz model for each boundary combination is derived and then reduced to the tractable Ginzburg-Landau model. The amplitude thus obtained is used to quantify the heat transport in terms of Nusselt number. Addition of nanoparticles is shown not to alter the influence of the nature of boundaries on the onset of convection as well as on heat transport. Amongst the three enclosures considered, it is found that tall and shallow enclosures transport maximum and minimum energy respectively. Enhancement of heat transport due to nanoparticles in the three enclosures is found to be in the range 3% - 11%. Comparison of results in the case of rigid-rigid boundaries is made with those of an earlier work and good agreement is found. The study has limitations in the sense that thermophysical properties are calculated by using various quantities modelled for static condition.

Keywords: enclosures, free-free, rigid-rigid, rigid-free boundaries, Ginzburg-Landau model, Lorenz model

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Authors: Aleksandra Y. Sazonova, Valentina M. Raeva

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The aim of this work was to apply extractive distillation for acetonitrile removal from water solutions, to validate thermodynamic criterion based on excess Gibbs energy to entrainer selection process for acetonitrile – water mixture separation and show its potential efficiency at isothermal conditions as well as at isobaric (conditions of real distillation process), to simulate and analyze an extractive distillation process with chosen entrainers: optimize amount of trays and feeds, entrainer/original mixture and reflux ratios. Equimolar composition of the feed stream was chosen for the process, comparison of the energy consumptions was carried out. Glycerol was suggested as the most energetically and ecologically suitable entrainer.

Keywords: acetonitrile, entrainer, extractive distillation, water

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Authors: Aiche Mohamed Amine, Mallem Leila, Yahia El Khansa, Boulakoud Mohamed Salah

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Until recently, toxicological studies focused on the effects of individual chemicals. However, humans and wildlife are exposed to a complex milieu of chemicals from different sources including food and water, personal care products and the environment. The aim of this study is to detect the toxicity of two fungicides and their mixtures in the fertility and oxidative damge induced in the rat. The male of rats (28) were used, they were divided in four groups (7 rats of each group) and one group was used as control. Rats were dosed orally with Propiconazole 60mg/Kg/day, Propinebe 100mg/Kg/day and their mixture 30mg Propiconazole/kg/day + 50mg Propineb/kg/day for 4 weeks. Animals were observed for clinical toxicity. At the end of treatment period, animals of all groups were scarified, blood was collected for hematological and biochemical’s analysis and desired organs were removed and weighted. The results indicated that the fungicide and their mixture were toxic in the treated animals. The semen study showed a decrease in the count and mobility of spermatozoa in all treated group, it was also a decrease in the weight of the testis and epidydimis in the treated group as compared with control. Reduced glutathione (GSH), Glutathione peroxidase (GPx) level was decreased in all treated groups.

Keywords: fungicides, mixtures, fertility, oxidative stress

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Authors: Magdalena Igras, Joanna Grzybowska, Mariusz Ziółko

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The study of emotions expressed in emergency phone call is presented, covering both statistical analysis of emotions configurations and an attempt to automatically classify emotions. An emergency call is a situation usually accompanied by intense, authentic emotions. They influence (and may inhibit) the communication between caller and responder. In order to support responders in their responsible and psychically exhaustive work, we studied when and in which combinations emotions appeared in calls. A corpus of 45 hours of conversations (about 3300 calls) from emergency call center was collected. Each recording was manually tagged with labels of emotions valence (positive, negative or neutral), type (sadness, tiredness, anxiety, surprise, stress, anger, fury, calm, relief, compassion, satisfaction, amusement, joy) and arousal (weak, typical, varying, high) on the basis of perceptual judgment of two annotators. As we concluded, basic emotions tend to appear in specific configurations depending on the overall situational context and attitude of speaker. After performing statistical analysis we distinguished four main types of emotional behavior of callers: worry/helplessness (sadness, tiredness, compassion), alarm (anxiety, intense stress), mistake or neutral request for information (calm, surprise, sometimes with amusement) and pretension/insisting (anger, fury). The frequency of profiles was respectively: 51%, 21%, 18% and 8% of recordings. A model of presenting the complex emotional profiles on the two-dimensional (tension-insecurity) plane was introduced. In the stage of acoustic analysis, a set of prosodic parameters, as well as Mel-Frequency Cepstral Coefficients (MFCC) were used. Using these parameters, complex emotional states were modeled with machine learning techniques including Gaussian mixture models, decision trees and discriminant analysis. Results of classification with several methods will be presented and compared with the state of the art results obtained for classification of basic emotions. Future work will include optimization of the algorithm to perform in real time in order to track changes of emotions during a conversation.

Keywords: acoustic analysis, complex emotions, emotion recognition, machine learning

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Authors: Danladi Ali, Abdullahi Mukaila

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In this work, GSM signal strength (power) was monitored in an indoor environment. Samples of the GSM signal strength was measured on mobile equipment (ME). One-dimensional multilevel wavelet is used to predict the fading phenomenon of the GSM signal measured and neural network clustering to determine the average power received in the study area. The wavelet prediction revealed that the GSM signal is attenuated due to the fast fading phenomenon which fades about 7 times faster than the radio wavelength while the neural network clustering determined that -75dBm appeared more frequently followed by -85dBm. The work revealed that significant part of the signal measured is dominated by weak signal and the signal followed more of Rayleigh than Gaussian distribution. This confirmed the wavelet prediction.

Keywords: decomposition, clustering, propagation, model, wavelet, signal strength and spectral efficiency

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Authors: Wikanda Phaphan

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Mixture generalized gamma distribution is a combination of two distributions: generalized gamma distribution and length biased generalized gamma distribution. These two distributions were presented by Suksaengrakcharoen and Bodhisuwan in 2014. The findings showed that probability density function (pdf) had fairly complexities, so it made problems in estimating parameters. The problem occurred in parameter estimation was that we were unable to calculate estimators in the form of critical expression. Thus, we will use numerical estimation to find the estimators. In this study, we presented a new method of the parameter estimation by using the expectation – maximization algorithm (EM), the conjugate gradient method, and the quasi-Newton method. The data was generated by acceptance-rejection method which is used for estimating α, β, λ and p. λ is the scale parameter, p is the weight parameter, α and β are the shape parameters. We will use Monte Carlo technique to find the estimator's performance. Determining the size of sample equals 10, 30, 100; the simulations were repeated 20 times in each case. We evaluated the effectiveness of the estimators which was introduced by considering values of the mean squared errors and the bias. The findings revealed that the EM-algorithm had proximity to the actual values determined. Also, the maximum likelihood estimators via the conjugate gradient and the quasi-Newton method are less precision than the maximum likelihood estimators via the EM-algorithm.

Keywords: conjugate gradient method, quasi-Newton method, EM-algorithm, generalized gamma distribution, length biased generalized gamma distribution, maximum likelihood method

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Authors: Huseyin A. Yavasoglu, Yusuf Ziya Tengiz, Ali Göksenli

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In this study, an automatic feeding machine for different type and class of bovine animals is designed. Daily nutrition of a bovine consists of grass, corn, straw, silage, oat, wheat and different vitamins and minerals. The amount and mixture amount of each of the nutrition depends on different parameters of the bovine. These parameters are; age, sex, weight and maternity of the bovine, also outside temperature. The problem in a farm is to constitute the correct mixture and amount of nutrition for each animal. Faulty nutrition will cause an insufficient feeding of the animal concluding in an unhealthy bovine. To solve this problem, a new automatic feeding machine is designed. Travelling of the machine is performed by four tires, which is pulled by a tractor. The carrier consists of eight bins, which each of them carries a nutrition type. Capacity of each unit is 250 kg. At the bottom of each chamber is a sensor measuring the weight of the food inside. A funnel is at the bottom of each chamber by which open/close function is controlled by a valve. Each animal will carry a RFID tag including ID on its ear. A receiver on the feeding machine will read this ID and by given previous information by the operator (veterinarian), the system will detect the amount of each nutrition unit which will be given to the selected animal for feeding. In the system, each bin will open its exit gate by the help of the valve under the control of PLC (Programmable Logic Controller). The amount of each nutrition type will be controlled by measuring the open/close time. The exit canals of the bins are collected in a reservoir. To achieve a homogenous nitration, the collected feed will be mixed by a worm gear. Further the mixture will be transported by a help of a funnel to the feeding unit of the animal. The feeding process can be performed in 100 seconds. After feeding of the animal, the tractor pulls the travelling machine to the next animal. By the help of this system animals can be feeded by right amount and mixture of nutrition

Keywords: bovine, feeding, nutrition, transportation, automatic

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Authors: Morteza Karami, Soheila Dayani

Abstract:

Deep Soil Mixing (DSM) is a soil improvement technique that involves mechanically mixing the soil with a binder material to improve its strength, stiffness, and durability. This technique is typically used in geotechnical engineering applications where weak or unstable soil conditions exist, such as in building foundations, embankment support, or ground improvement projects. In this study, the settlement of the foundation on the improved soil using the wet DSM technique has been analyzed for a case study. Before DSM production, the initial soil mixture has been determined based on the laboratory tests and then, the proper mix designs have been optimized based on the pilot scale tests. The results show that the spacing and depth of the DSM columns depend on the soil properties, the intended loading conditions, and other factors such as the available space and equipment limitations. Moreover, monitoring instruments installed in the pilot area verify that the settlement of the foundation has been placed in an acceptable range to ensure that the soil mixture is providing the required strength and stiffness to support the structure or load. As an important result, if the DSM columns touch or penetrate into the stiff soil layer, the settlement of the foundation can be significantly decreased. Furthermore, the DSM columns should be allowed to cure sufficiently before placing any significant loads on the structure to prevent excessive deformation or settlement.

Keywords: deep soil mixing, soil mixture, settlement, instrumentation, curing age

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Authors: Suboohi Shervani, Jingjing Ling, Jiabin Liu, Tahir Husain

Abstract:

Offshore oil-spill has become the most emerging problem in the world. In the current paper, a graphene/ZnO/polymer nanocomposite thin film is coated on stainless steel mesh via layer by layer deposition method. The structural characterization of materials is determined by Scanning Electron Microscopy (SEM) and X-ray diffraction (XRD). The total petroleum hydrocarbons (TPHs) and separation efficiency have been measured via gas chromatography – flame ionization detector (GC-FID). TPHs are reduced to 2 ppm and separation efficiency of the nanocomposite coated mesh is reached ≥ 99% for the final sample. The nanocomposite coated mesh acts as a promising candidate for the separation of oil- water mixture.

Keywords: oil spill, graphene, oil-water separation, nanocomposite

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Authors: Sameh Frikha, Mohamed Salah Abid

Abstract:

We investigate the performance of an integrated cascade (IC) refrigeration system which uses environment friendly zeotropic mixtures. Computational calculation has been carried out by varying pressure level at the evaporator and the condenser of the system. Effects of mass flow rate of the refrigerant on the coefficient of performance (COP) are presented. We show that the integrated cascade system produces ultra-low temperatures in the evaporator by using environment friendly zeotropic mixture.

Keywords: coefficient of performance, environment friendly zeotropic mixture, integrated cascade, ultra low temperature, vapor compression refrigeration cycles

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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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Authors: I. Hosni, L. Bennaceur Farah, N. Saber, R Bennaceur

Abstract:

Soil moisture content is a key variable in many environmental sciences. Even though it represents a small proportion of the liquid freshwater on Earth, it modulates interactions between the land surface and the atmosphere, thereby influencing climate and weather. Accurate modeling of the above processes depends on the ability to provide a proper spatial characterization of soil moisture. The measurement of soil moisture content allows assessment of soil water resources in the field of hydrology and agronomy. The second parameter in interaction with the radar signal is the geometric structure of the soil. Most traditional electromagnetic models consider natural surfaces as single scale zero mean stationary Gaussian random processes. Roughness behavior is characterized by statistical parameters like the Root Mean Square (RMS) height and the correlation length. Then, the main problem is that the agreement between experimental measurements and theoretical values is usually poor due to the large variability of the correlation function, and as a consequence, backscattering models have often failed to predict correctly backscattering. In this study, surfaces are considered as band-limited fractal random processes corresponding to a superposition of a finite number of one-dimensional Gaussian process each one having a spatial scale. Multiscale roughness is characterized by two parameters, the first one is proportional to the RMS height, and the other one is related to the fractal dimension. Soil moisture is related to the complex dielectric constant. This multiscale description has been adapted to two-dimensional profiles using the bi-dimensional wavelet transform and the Mallat algorithm to describe more correctly natural surfaces. We characterize the soil surfaces and sub-surfaces by a three layers geo-electrical model. The upper layer is described by its dielectric constant, thickness, a multiscale bi-dimensional surface roughness model by using the wavelet transform and the Mallat algorithm, and volume scattering parameters. The lower layer is divided into three fictive layers separated by an assumed plane interface. These three layers were modeled by an effective medium characterized by an apparent effective dielectric constant taking into account the presence of air pockets in the soil. We have adopted the 2D multiscale three layers small perturbations model including, firstly air pockets in the soil sub-structure, and then a vegetable canopy in the soil surface structure, that is to simulate the radar backscattering. A sensitivity analysis of backscattering coefficient dependence on multiscale roughness and new soil moisture has been performed. Later, we proposed to change the dielectric constant of the multilayer medium because it takes into account the different moisture values of each layer in the soil. A sensitivity analysis of the backscattering coefficient, including the air pockets in the volume structure with respect to the multiscale roughness parameters and the apparent dielectric constant, was carried out. Finally, we proposed to study the behavior of the backscattering coefficient of the radar on a soil having a vegetable layer in its surface structure.

Keywords: multiscale, bidimensional, wavelets, backscattering, multilayer, SPM, air pockets

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Authors: Sonia Besbes, Mahmoud El Hajem, Habib Ben Aissia, Jean Yves Champagne, Jacques Jay

Abstract:

In this work, we present a computational study for the characterization of the flow in a rectangular bubble column. To simulate the dynamic characteristics of the flow, a three-dimensional transient numerical simulations based on a coupled discrete phase model (DPM) and Volume of Fluid (VOF) model are performed. Modeling of bubble column reactor is often carried out under the assumption of a flat liquid surface with a degassing boundary condition. However, the dynamic behavior of the top surface surmounting the liquid phase will to some extent influence the meandering oscillations of the bubble plume. Therefore it is important to capture the surface behavior, and the assumption of a flat surface may not be applicable. So, the modeling approach needs to account for a dynamic liquid surface induced by the rising bubble plume. The volume of fluid (VOF) model was applied for the liquid and top gas which both interacts with bubbles implemented with a discrete phase model. This model treats the bubbles as Lagrangian particles and the liquid and the top gas as Eulerian phases with a sharp interface. Two-way coupling between Eulerian phases and Lagrangian bubbles are accounted for in a single set continuous phase momentum equation for the mixture of the two Eulerian phases. The effect of gas flow rate on the dynamic and time-averaged flow properties was studied. The time averaged liquid velocity field predicted from simulations and from our previous PIV measurements shows that the liquid is entrained up flow in the wake of the bubbles and down flow near the walls. The simulated and measured vertical velocity profiles exhibit a reasonable agreement looking at the minimum velocity values near the walls and the maximum values at the column center.

Keywords: bubble column, computational fluid dynamics (CFD), coupled DPM and VOF model, hydrodynamics

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Authors: Armin Rahimi

Abstract:

The Gravity Recovery and Climate Experiment (GRACE) has been a very successful project in determining math redistribution within the Earth system. Large deformations caused by earthquakes are in the high frequency band. Unfortunately, GRACE is only capable to provide reliable estimate at the low-to-medium frequency band for the gravitational changes. In this study, we computed the gravity changes after the 2012 Mw8.6 Indian Ocean earthquake off-Sumatra using the GRACE Level-2 monthly spherical harmonic (SH) solutions released by the University of Texas Center for Space Research (UTCSR). Moreover, we calculated gravity changes using different fault models derived from teleseismic data. The model predictions showed non-negligible discrepancies in gravity changes. However, after removing high-frequency signals, using Gaussian filtering 350 km commensurable GRACE spatial resolution, the discrepancies vanished, and the spatial patterns of total gravity changes predicted from all slip models became similar at the spatial resolution attainable by GRACE observations, and predicted-gravity changes were consistent with the GRACE-detected gravity changes. Nevertheless, the fault models, in which give different slip amplitudes, proportionally lead to different amplitude in the predicted gravity changes.

Keywords: undersea earthquake, GRACE observation, gravity change, dislocation model, slip distribution

Procedia PDF Downloads 327