Search results for: Gaussian copula

Authors: Jingwen Shi, Qi Wu

Abstract:

We study the role played interest rate risk in carry trade return in order to understand the forward premium puzzle. In this study, our goal is to investigate to what extent carry trade return is indeed due to compensation for risk taking and, more important, to reveal the nature of these risks. Using option data not only on exchange rates but also on interest rate swaps (swaptions), our first finding is that, besides the consensus currency risks, interest rate risks also contribute a non-negligible portion to the carry trade return. What strikes us is our second finding. We find that large downside risks of future exchange rate movements are, in fact, priced significantly in option market on interest rates. The role played by interest rate risk differs structurally from the currency risk. There is a unique premium associated with interest rate risk, though seemingly small in size, which compensates the tail risks, the left tail to be precise. On the technical front, our study relies on accurately retrieving implied distributions from currency options and interest rate swaptions simultaneously, especially the tail components of the two. For this purpose, our major modeling work is to build a new international asset pricing model where we use an orthogonal setup for pricing kernels and specify non-Gaussian dynamics in order to capture three sets of option skew accurately and consistently across currency options and interest rate swaptions, domestic and foreign, within one model. Our results open a door for studying forward premium anomaly through implied information from interest rate derivative market.

Keywords: carry trade, forward premium anomaly, FX option, interest rate swaption, implied volatility skew, uncovered interest rate parity

Procedia PDF Downloads 418

Authors: Vipul M. Patel, Hemantkumar B. Mehta

Abstract:

Technological innovations in electronic world demand novel, compact, simple in design, less costly and effective heat transfer devices. Closed Loop Pulsating Heat Pipe (CLPHP) is a passive phase change heat transfer device and has potential to transfer heat quickly and efficiently from source to sink. Thermal performance of a CLPHP is governed by various parameters such as number of U-turns, orientations, input heat, working fluids and filling ratio. The present paper is an attempt to predict the thermal performance of a CLPHP using Artificial Neural Network (ANN). Filling ratio and heat input are considered as input parameters while thermal resistance is set as target parameter. Types of neural networks considered in the present paper are radial basis, generalized regression, linear layer, cascade forward back propagation, feed forward back propagation; feed forward distributed time delay, layer recurrent and Elman back propagation. Linear, logistic sigmoid, tangent sigmoid and Radial Basis Gaussian Function are used as transfer functions. Prediction accuracy is measured based on the experimental data reported by the researchers in open literature as a function of Mean Absolute Relative Deviation (MARD). The prediction of a generalized regression ANN model with spread constant of 4.8 is found in agreement with the experimental data for MARD in the range of ±1.81%.

Keywords: ANN models, CLPHP, filling ratio, generalized regression, spread constant

Procedia PDF Downloads 261

Authors: Helnaz Soltani, J. N. Reddy

Abstract:

Presence of fluid medium interacting with a structure can lead to failure of the structure. Since developing efficient computational model for fluid-structure interaction (FSI) problems has broader impact to realistic problems encountered in aerospace industry, ship industry, oil and gas industry, and so on, one can find an increasing need to find a method in order to investigate the effect of fluid domain on structural response. A coupled finite element formulation of problems involving FSI issue is an accurate method to predict the response of structures in contact with a fluid medium. This study proposes a finite element approach in order to study the transient response of the structures interacting with a fluid medium. Since beam and plate are considered to be the fundamental elements of almost any structure, the developed method is applied to beams and plates benchmark problems in order to demonstrate its efficiency. The formulation is a combination of the various structure theories and the solid-fluid interface boundary condition, which is used to represent the interaction between the solid and fluid regimes. Here, three different beam theories as well as three different plate theories are considered to model the solid medium, and the Navier-Stokes equation is used as the theoretical equation governed the fluid domain. For each theory, a coupled set of equations is derived where the element matrices of both regimes are calculated by Gaussian quadrature integration. The main feature of the proposed methodology is to model the fluid domain as an added mass; the external distributed force due to the presence of the fluid. We validate the accuracy of such formulation by means of some numerical examples. Since the formulation presented in this study covers several theories in literature, the applicability of our proposed approach is independent of any structure geometry. The effect of varying parameters such as structure thickness ratio, fluid density and immersion depth, are studied using numerical simulations. The results indicate that maximum vertical deflection of the structure is affected considerably in the presence of a fluid medium.

Keywords: beam and plate, finite element analysis, fluid-structure interaction, transient response

Procedia PDF Downloads 541

Authors: Paolo Sassi, Jorge Freiria, Gabriel Usera

Abstract:

In this work, a finite volume fluid flow solver is coupled with a discrete element method module for the simulation of the dynamics of free and elastic bodies in interaction with the fluid and between themselves. The open source fluid flow solver, caffa3d.MBRi, includes the capability to work with nested overlapping grids in order to easily refine the grid in the region where the bodies are moving. To do so, it is necessary to implement a recognition function able to identify the specific mesh block in which the device is moving in. The set of overlapping finer grids might be displaced along with the set of bodies being simulated. The interaction between the bodies and the fluid is computed through a two-way coupling. The velocity field of the fluid is first interpolated to determine the drag force on each object. After solving the objects displacements, subject to the elastic bonding among them, the force is applied back onto the fluid through a Gaussian smoothing considering the cells near the position of each object. The fishnet is represented as lumped masses connected by elastic lines. The internal forces are derived from the elasticity of these lines, and the external forces are due to drag, gravity, buoyancy and the load acting on each element of the system. When solving the ordinary differential equations system, that represents the motion of the elastic and flexible bodies, it was found that the Runge Kutta solver of fourth order is the best tool in terms of performance, but requires a finer grid than the fluid solver to make the system converge, which demands greater computing power. The coupled solver is demonstrated by simulating the interaction between the fluid, an elastic fishnet and a set of free bodies being captured by the net as they are dragged by the fluid. The deformation of the net, as well as the wake produced in the fluid stream are well captured by the method, without requiring the fluid solver mesh to adapt for the evolving geometry. Application of the same strategy to the simulation of elastic structures subject to the action of wind is also possible with the method presented, and one such application is currently under development.

Keywords: computational fluid dynamics, discrete element method, fishnets, nested overlapping grids

Procedia PDF Downloads 389

Authors: Asif Arshid, Ying Huang, Denver Tolliver

Abstract:

Finite Element (FE) method coupled with ever-increasing computational powers has substantially advanced the reliability of deterministic three dimensional structural analyses of a structure with uniform material properties. However, railways trackbed is made up of diverse group of materials including steel, wood, rock and soil, while each material has its own varying levels of heterogeneity and imperfections. It is observed that the application of probabilistic methods for trackbed structural analysis while incorporating the material and geometric variabilities is deeply underworked. The authors developed and validated a 3-dimensional FE based numerical trackbed model and in this study, they investigated the influence of variability in Young modulus and thicknesses of granular layers (Ballast and Subgrade) on the reliability index (-index) of the subgrade layer. The influence of these factors is accounted for by changing their Coefficients of Variance (COV) while keeping their means constant. These variations are formulated using Gaussian Normal distribution. Two failure mechanisms in subgrade namely Progressive Shear Failure and Excessive Plastic Deformation are examined. Preliminary results of risk-based probabilistic analysis for Progressive Shear Failure revealed that the variations in Ballast depth are the most influential factor for vertical stress at the top of subgrade surface. Whereas, in case of Excessive Plastic Deformations in subgrade layer, the variations in its own depth and Young modulus proved to be most important while ballast properties remained almost indifferent. For both these failure moods, it is also observed that the reliability index for subgrade failure increases with the increase in COV of ballast depth and subgrade Young modulus. The findings of this work is of particular significance in studying the combined effect of construction imperfections and variations in ground conditions on the structural performance of railroad trackbed and evaluating the associated risk involved. In addition, it also provides an additional tool to supplement the deterministic analysis procedures and decision making for railroad maintenance.

Keywords: finite element analysis, numerical modeling, probabilistic methods, risk and reliability analysis, subgrade

Procedia PDF Downloads 105

Authors: Thomas Bryan, Veton Kepuska, Ivica Kostanic

Abstract:

Speaker recognition is performed in high Additive White Gaussian Noise (AWGN) environments using principals of Computational Auditory Scene Analysis (CASA). CASA methods often classify sounds from images in the time-frequency (T-F) plane using spectrograms or cochleargrams as the image. In this paper atomic decomposition implemented by matching pursuit performs a transform from time series speech signals to the T-F plane. The atomic decomposition creates a sparsely populated T-F vector in “weight space” where each populated T-F position contains an amplitude weight. The weight space vector along with the atomic dictionary represents a denoised, compressed version of the original signal. The arraignment or of the atomic indices in the T-F vector are used for classification. Unsupervised feature learning implemented by a sparse autoencoder learns a single dictionary of basis features from a collection of envelope samples from all speakers. The approach is demonstrated using pairs of speakers from the TIMIT data set. Pairs of speakers are selected randomly from a single district. Each speak has 10 sentences. Two are used for training and 8 for testing. Atomic index probabilities are created for each training sentence and also for each test sentence. Classification is performed by finding the lowest Euclidean distance between then probabilities from the training sentences and the test sentences. Training is done at a 30dB Signal-to-Noise Ratio (SNR). Testing is performed at SNR’s of 0 dB, 5 dB, 10 dB and 30dB. The algorithm has a baseline classification accuracy of ~93% averaged over 10 pairs of speakers from the TIMIT data set. The baseline accuracy is attributable to short sequences of training and test data as well as the overall simplicity of the classification algorithm. The accuracy is not affected by AWGN and produces ~93% accuracy at 0dB SNR.

Keywords: time-frequency plane, atomic decomposition, envelope sampling, Gabor atoms, matching pursuit, sparse dictionary learning, sparse autoencoder

Procedia PDF Downloads 262

Authors: Mohd Ayyub Khan, Nadeem Akhtar

Abstract:

Due to recent advances in wireless communication technologies and hand-held devices, there is a huge demand for video-based applications such as video surveillance, video conferencing, remote surgery, Digital Video Broadcast (DVB), IPTV, online learning courses, YouTube, WhatsApp, Instagram, Facebook, Interactive Video Games. However, the raw videos posses very high bandwidth which makes the compression a must before its transmission over the wireless channels. The High Efficiency Video Codec (HEVC) (also called H.265) is latest state-of-the-art video coding standard developed by the Joint effort of ITU-T and ISO/IEC teams. HEVC is targeted for high resolution videos such as 4K or 8K resolutions that can fulfil the recent demands for video services. The compression ratio achieved by the HEVC is twice as compared to its predecessor H.264/AVC for same quality level. The compression efficiency is generally increased by removing more correlation between the frames/pixels using complex techniques such as extensive intra and inter prediction techniques. As more correlation is removed, the chances of interdependency among coded bits increases. Thus, bit errors may have large effect on the reconstructed video. Sometimes even single bit error can lead to catastrophic failure of the reconstructed video. In this paper, we study the performance of HEVC bitstream over additive white Gaussian noise (AWGN) channel. Moreover, HEVC over Quadrature Amplitude Modulation (QAM) combined with forward error correction (FEC) schemes are also explored over the noisy channel. The video will be encoded using HEVC, and the coded bitstream is channel coded to provide some redundancies. The channel coded bitstream is then modulated using QAM and transmitted over AWGN channel. At the receiver, the symbols are demodulated and channel decoded to obtain the video bitstream. The bitstream is then used to reconstruct the video using HEVC decoder. It is observed that as the signal to noise ratio of channel is decreased the quality of the reconstructed video decreases drastically. Using proper FEC codes, the quality of the video can be restored up to certain extent. Thus, the performance analysis of HEVC presented in this paper may assist in designing the optimized code rate of FEC such that the quality of the reconstructed video is maximized over wireless channels.

Keywords: AWGN, forward error correction, HEVC, video coding, QAM

Procedia PDF Downloads 124

Authors: Gabriela D. Silva, Rodrigo L. O. R. Cunha, Mauricio D. Coutinho-Neto

Abstract:

In the last four decades the biological activities of selenium compounds has received great attention, particularly for hypervalent derivates from selenium (IV) used as enzyme inhibitors. The unregulated activity of cysteine proteases are related to the development of several pathologies, such as neurological disorders, cardiovascular diseases, obesity, rheumatoid arthritis, cancer and parasitic infections. These enzymes are therefore a valuable target for designing new small molecule inhibitors such as selenuranes. Even tough there has been advances in the synthesis and design of new selenuranes based inhibitors, little is known about their mechanism of action. It is a given that inhibition occurs through the reaction between the thiol group of the enzyme and the chalcogen atom. However, several open questions remain about the nature of the mechanism (associative vs. dissociative) and about the nature of the reactive species in solution under physiological conditions. In this work we performed a theoretical investigation on model systems to study the possible routes of substitution reactions. Nucleophiles may be present in biological systems, our interest is centered in the thiol groups from the cysteine proteases and the hydroxyls from the aqueous environment. We therefore expect this study to clarify the possibility of a route reaction in two stages, the first consisting of the substitution of chloro atoms by hydroxyl groups and then replacing these hydroxyl groups per thiol groups in selenuranes. The structures of selenuranes and nucleophiles were optimized using density function theory along the B3LYP functional and a 6-311+G(d) basis set. Solvent was treated using the IEFPCM method as implemented in the Gaussian 09 code. Our results indicate that hydrolysis from water react preferably with selenuranes, and then, they are replaced by the thiol group. It show the energy values of -106,0730423 kcal/mol for dople substituition by hydroxyl group and 96,63078511 kcal/mol for thiol group. The solvatation and pH reduction promotes this route, increasing the energy value for reaction with hydroxil group to -50,75637672 kcal/mol and decreasing the energy value for thiol to 7,917767189 kcal/mol. Alternative ways were analyzed for monosubstitution (considering the competition between Cl, OH and SH groups) and they suggest the same route. Similar results were obtained for aliphatic and aromatic selenuranes studied.

Keywords: chalcogenes, computational study, cysteine proteases, enzyme inhibitors

Procedia PDF Downloads 276

Authors: Gómez R. Marta, Martín M. Jesús María

Abstract:

The general aim of this paper identifies the areas of highest concentration of polychlorinated dibenzo-p-dioxins and dibenzofurans (PCDD/Fs) around the incinerator through the use of dispersion models. Atmospheric dispersion models are useful tools for estimating and prevent the impact of emissions from a particular source in air quality. These models allow considering different factors that influence in air pollution: source characteristics, the topography of the receiving environment and weather conditions to predict the pollutants concentration. The PCDD/Fs, after its emission into the atmosphere, are deposited on water or land, near or far from emission source depending on the size of the associated particles and climatology. In this way, they are transferred and mobilized through environmental compartments. The modelling of PCDD/Fs was carried out with following tools: Atmospheric Dispersion Model Software (ADMS) and Surfer. ADMS is a dispersion model Gaussian plume, used to model the impact of air quality industrial facilities. And Surfer is a program of surfaces which is used to represent the dispersion of pollutants on a map. For the modelling of emissions, ADMS software requires the following input parameters: characterization of emission sources (source type, height, diameter, the temperature of the release, flow rate, etc.) meteorological and topographical data (coordinate system), mainly. The study area was set at 5 Km around the incinerator and the first population center nearest to focus PCDD/Fs emission is about 2.5 Km, approximately. Data were collected during one year (2013) both PCDD/Fs emissions of the incinerator as meteorology in the study area. The study has been carried out during period's average that legislation establishes, that is to say, the output parameters are taking into account the current legislation. Once all data required by software ADMS, described previously, are entered, and in order to make the representation of the spatial distribution of PCDD/Fs concentration and the areas affecting them, the modelling was proceeded. In general, the dispersion plume is in the direction of the predominant winds (Southwest and Northeast). Total levels of PCDD/Fs usually found in air samples, are from <2 pg/m3 for remote rural areas, from 2-15 pg/m3 in urban areas and from 15-200 pg/m3 for areas near to important sources, as can be an incinerator. The results of dispersion maps show that maximum concentrations are the order of 10-8 ng/m3, well below the values considered for areas close to an incinerator, as in this case.

Keywords: atmospheric dispersion, dioxin, furan, incinerator

Procedia PDF Downloads 181

Authors: Mohd Khairul Bazli Mohd Aziz, Fadhilah Yusof, Zulkifli Yusop, Zalina Mohd Daud, Mohammad Afif Kasno

Abstract:

Recent developed rainfall network design techniques have been discussed and compared by many researchers worldwide due to the demand of acquiring higher levels of accuracy from collected data. In many studies, rain-gauge networks are designed to provide good estimation for areal rainfall and for flood modelling and prediction. In a certain study, even using lumped models for flood forecasting, a proper gauge network can significantly improve the results. Therefore existing rainfall network in Johor must be optimized and redesigned in order to meet the required level of accuracy preset by rainfall data users. The well-known geostatistics method (variance-reduction method) that is combined with simulated annealing was used as an algorithm of optimization in this study to obtain the optimal number and locations of the rain gauges. Rain gauge network structure is not only dependent on the station density; station location also plays an important role in determining whether information is acquired accurately. The existing network of 84 rain gauges in Johor is optimized and redesigned by using rainfall, humidity, solar radiation, temperature and wind speed data during monsoon season (November – February) for the period of 1975 – 2008. Three different semivariogram models which are Spherical, Gaussian and Exponential were used and their performances were also compared in this study. Cross validation technique was applied to compute the errors and the result showed that exponential model is the best semivariogram. It was found that the proposed method was satisfied by a network of 64 rain gauges with the minimum estimated variance and 20 of the existing ones were removed and relocated. An existing network may consist of redundant stations that may make little or no contribution to the network performance for providing quality data. Therefore, two different cases were considered in this study. The first case considered the removed stations that were optimally relocated into new locations to investigate their influence in the calculated estimated variance and the second case explored the possibility to relocate all 84 existing stations into new locations to determine the optimal position. The relocations of the stations in both cases have shown that the new optimal locations have managed to reduce the estimated variance and it has proven that locations played an important role in determining the optimal network.

Keywords: geostatistics, simulated annealing, semivariogram, optimization

Procedia PDF Downloads 273

Authors: Weikang Gong, Chunhua Li

Abstract:

Dynamics plays an essential role in function exertion of proteins. Elastic network model (ENM), a harmonic potential-based and cost-effective computational method, is a valuable and efficient tool for characterizing the intrinsic dynamical properties encoded in biomacromolecule structures and has been widely used to detect the large-amplitude collective motions of proteins. Gaussian network model (GNM) and anisotropic network model (ANM) are the two often-used ENM models. In recent years, many ENM variants have been proposed. Here, we propose a small but effective modification (denoted as modified mENM) to the multiscale ENM (mENM) where fitting weights of Kirchhoff/Hessian matrixes with the least square method (LSM) is modified since it neglects the details of pairwise interactions. Then we perform its comparisons with the original mENM, traditional ENM, and parameter-free ENM (pfENM) on reproducing dynamical properties for the six representative proteins whose molecular dynamics (MD) trajectories are available in http://mmb.pcb.ub.es/MoDEL/. In the results, for B-factor prediction, mENM achieves the best performance among the four ENM models. Additionally, it is noted that with the weights of the multiscale Kirchhoff/Hessian matrixes modified, interestingly, the modified mGNM/mANM still has a much better performance than the corresponding traditional ENM and pfENM models. As to dynamical cross-correlation map (DCCM) calculation, taking the data obtained from MD trajectories as the standard, mENM performs the worst while the results produced by the modified mENM and pfENM models are close to those from MD trajectories with the latter a little better than the former. Generally, ANMs perform better than the corresponding GNMs except for the mENM. Thus, pfANM and the modified mANM, especially the former, have an excellent performance in dynamical cross-correlation calculation. Compared with GNMs (except for mGNM), the corresponding ANMs can capture quite a number of positive correlations for the residue pairs nearly largest distances apart, which is maybe due to the anisotropy consideration in ANMs. Furtherly, encouragingly the modified mANM displays the best performance in capturing the functional motional modes, followed by pfANM and traditional ANM models, while mANM fails in all the cases. This suggests that the consideration of long-range interactions is critical for ANM models to produce protein functional motions. Based on the analyses, the modified mENM is a promising method in capturing multiple dynamical characteristics encoded in protein structures. This work is helpful for strengthening the understanding of the elastic network model and provides a valuable guide for researchers to utilize the model to explore protein dynamics.

Keywords: elastic network model, ENM, multiscale ENM, molecular dynamics, parameter-free ENM, protein structure

Procedia PDF Downloads 102

Authors: Ramiz M. Shubbar, Dong In Lee, Hatem A. Gzar, Arthur S. Rood

Abstract:

Air pollution is one of the biggest environmental problems in Baghdad, Iraq. The Daura refinery located nearest the center of Baghdad, represents the largest industrial area, which transmits enormous amounts of pollutants, therefore study the gaseous pollutants and particulate matter are very important to the environment and the health of the workers in refinery and the people whom leaving in areas around the refinery. Actually, some studies investigated the studied area before, but it depended on the basic Gaussian equation in a simple computer programs, however, that kind of work at that time is very useful and important, but during the last two decades new largest production units were added to the Daura refinery such as, PU_3 (Power unit_3 (Boiler 11&12)), CDU_1 (Crude Distillation unit_70000 barrel_1), and CDU_2 (Crude Distillation unit_70000 barrel_2). Therefore, it is necessary to use new advanced model to study air pollution at the region for the new current years, and calculation the monthly emission rate of pollutants through actual amounts of fuel which consumed in production unit, this may be lead to accurate concentration values of pollutants and the behavior of dispersion or transport in study area. In this study to the best of author’s knowledge CALPUFF model was used and examined for first time in Iraq. CALPUFF is an advanced non-steady-state meteorological and air quality modeling system, was applied to investigate the pollutants concentration of SO2, NO2, CO, and PM1-10μm, at areas adjacent to Daura refinery which located in the center of Baghdad in Iraq. The CALPUFF modeling system includes three main components: CALMET is a diagnostic 3-dimensional meteorological model, CALPUFF (an air quality dispersion model), CALPOST is a post processing package, and an extensive set of preprocessing programs produced to interface the model to standard routinely available meteorological and geophysical datasets. The targets of this work are modeling and simulation the four pollutants (SO2, NO2, CO, and PM1-10μm) which emitted from Daura refinery within one year. Emission rates of these pollutants were calculated for twelve units includes thirty plants, and 35 stacks by using monthly average of the fuel amount consumption at this production units. Assess the performance of CALPUFF model in this study and detect if it is appropriate and get out predictions of good accuracy compared with available pollutants observation. CALPUFF model was investigated at three stability classes (stable, neutral, and unstable) to indicate the dispersion of the pollutants within deferent meteorological conditions. The simulation of the CALPUFF model showed the deferent kind of dispersion of these pollutants in this region depends on the stability conditions and the environment of the study area, monthly, and annual averages of pollutants were applied to view the dispersion of pollutants in the contour maps. High values of pollutants were noticed in this area, therefore this study recommends to more investigate and analyze of the pollutants, reducing the emission rate of pollutants by using modern techniques and natural gas, increasing the stack height of units, and increasing the exit gas velocity from stacks.

Keywords: CALPUFF, daura refinery, Iraq, pollutants

Procedia PDF Downloads 174

Authors: Yi Li, Rui Lu, Lianjun Wang

Abstract:

With the rapid development of chemical industry, the consumption of volatile organic compounds (VOCs) has increased extensively. In the process of VOCs production and application, plenty of them have been transferred to environment. As a result, it has led to pollution problems not only in soil and ground water but also to human beings. Thus, it is important to develop a sensitive and cost-effective analytical method for trace VOCs detection in environment. Surface-enhanced Raman Spectroscopy (SERS), as one of the most sensitive optical analytical technique with rapid response, pinpoint accuracy and noninvasive detection, has been widely used for ultratrace analysis. Based on the plasmon resonance on the nanoscale metallic surface, SERS technology can even detect single molecule due to abundant nanogaps (i.e. 'hot spots') on the nanosubstrate. In this work, a self-supported flexible silver nitrate (AgNO3)/ethylene-propylene copolymer (EPM) hybrid nanofibers was fabricated by electrospinning. After an in-situ chemical reduction using ice-cold sodium borohydride as reduction agent, numerous silver nanoparticles were formed on the nanofiber surface. By adjusting the reduction time and AgNO3 content, the morphology and dimension of silver nanoparticles could be controlled. According to the principles of solid-phase extraction, the hydrophobic substance is more likely to partition into the hydrophobic EPM membrane in an aqueous environment while water and other polar components are excluded from the analytes. By the enrichment of EPM fibers, the number of hydrophobic molecules located on the 'hot spots' generated from criss-crossed nanofibers is greatly increased, which further enhances SERS signal intensity. The as-prepared Ag/EPM hybrid nanofibers were first employed to detect common SERS probe molecule (p-aminothiophenol) with the detection limit down to 10-12 M, which demonstrated an excellent SERS performance. To further study the application of the fabricated substrate for monitoring hydrophobic substance in water, several typical VOCs, such as benzene, toluene and p-xylene, were selected as model compounds. The results showed that the characteristic peaks of these target analytes in the mixed aqueous solution could be distinguished even at a concentration of 10-6 M after multi-peaks gaussian fitting process, including C-H bending (850 cm-1), C-C ring stretching (1581 cm-1, 1600 cm-1) of benzene, C-H bending (844 cm-1 ,1151 cm-1), C-C ring stretching (1001 cm-1), CH3 bending vibration (1377 cm-1) of toluene, C-H bending (829 cm-1), C-C stretching (1614 cm-1) of p-xylene. The SERS substrate has remarkable advantages which combine the enrichment capacity from EPM and the Raman enhancement of Ag nanoparticles. Meanwhile, the huge specific surface area resulted from electrospinning is benificial to increase the number of adsoption sites and promotes 'hot spots' formation. In summary, this work provides powerful potential in rapid, on-site and accurate detection of trace VOCs using a portable Raman.

Keywords: electrospinning, ethylene-propylene copolymer, silver nanoparticles, SERS, VOCs

Procedia PDF Downloads 137

Authors: V. Saccà, A. Sarica, F. Novellino, S. Barone, T. Tallarico, E. Filippelli, A. Granata, P. Valentino, A. Quattrone

Abstract:

The work aim was to evaluate how well Random Forest (RF) and Support Vector Machine (SVM) algorithms could support the early diagnosis of Multiple Sclerosis (MS) from resting-state functional connectivity data. In particular, we wanted to explore the ability in distinguishing between controls and patients of mean signals extracted from ICA components corresponding to 15 well-known networks. Eighteen patients with early-MS (mean-age 37.42±8.11, 9 females) were recruited according to McDonald and Polman, and matched for demographic variables with 19 healthy controls (mean-age 37.55±14.76, 10 females). MRI was acquired by a 3T scanner with 8-channel head coil: (a)whole-brain T1-weighted; (b)conventional T2-weighted; (c)resting-state functional MRI (rsFMRI), 200 volumes. Estimated total lesion load (ml) and number of lesions were calculated using LST-toolbox from the corrected T1 and FLAIR. All rsFMRIs were pre-processed using tools from the FMRIB's Software Library as follows: (1) discarding of the first 5 volumes to remove T1 equilibrium effects, (2) skull-stripping of images, (3) motion and slice-time correction, (4) denoising with high-pass temporal filter (128s), (5) spatial smoothing with a Gaussian kernel of FWHM 8mm. No statistical significant differences (t-test, p < 0.05) were found between the two groups in the mean Euclidian distance and the mean Euler angle. WM and CSF signal together with 6 motion parameters were regressed out from the time series. We applied an independent component analysis (ICA) with the GIFT-toolbox using the Infomax approach with number of components=21. Fifteen mean components were visually identified by two experts. The resulting z-score maps were thresholded and binarized to extract the mean signal of the 15 networks for each subject. Statistical and machine learning analysis were then conducted on this dataset composed of 37 rows (subjects) and 15 features (mean signal in the network) with R language. The dataset was randomly splitted into training (75%) and test sets and two different classifiers were trained: RF and RBF-SVM. We used the intrinsic feature selection of RF, based on the Gini index, and recursive feature elimination (rfe) for the SVM, to obtain a rank of the most predictive variables. Thus, we built two new classifiers only on the most important features and we evaluated the accuracies (with and without feature selection) on test-set. The classifiers, trained on all the features, showed very poor accuracies on training (RF:58.62%, SVM:65.52%) and test sets (RF:62.5%, SVM:50%). Interestingly, when feature selection by RF and rfe-SVM were performed, the most important variable was the sensori-motor network I in both cases. Indeed, with only this network, RF and SVM classifiers reached an accuracy of 87.5% on test-set. More interestingly, the only misclassified patient resulted to have the lowest value of lesion volume. We showed that, with two different classification algorithms and feature selection approaches, the best discriminant network between controls and early MS, was the sensori-motor I. Similar importance values were obtained for the sensori-motor II, cerebellum and working memory networks. These findings, in according to the early manifestation of motor/sensorial deficits in MS, could represent an encouraging step toward the translation to the clinical diagnosis and prognosis.

Keywords: feature selection, machine learning, multiple sclerosis, random forest, support vector machine

Procedia PDF Downloads 217

Authors: Abderrazak Bannari

Abstract:

Acid Mine Drainage (AMD) from mine wastes and contaminations of soils and water with metals are considered as a major environmental problem in mining areas. It is produced by interactions of water, air, and sulphidic mine wastes. This environment problem results from a series of chemical and biochemical oxidation reactions of sulfide minerals e.g. pyrite and pyrrhotite. These reactions lead to acidity as well as the dissolution of toxic and heavy metals (Fe, Mn, Cu, etc.) from tailings waste rock piles, and open pits. Soil and aquatic ecosystems could be contaminated and, consequently, human health and wildlife will be affected. Furthermore, secondary minerals, typically formed during weathering of mine waste storage areas when the concentration of soluble constituents exceeds the corresponding solubility product, are also important. The most common secondary mineral compositions are hydrous iron oxide (goethite, etc.) and hydrated iron sulfate (jarosite, etc.). The objectives of this study focus on the detection and mapping of MIOP in the soil using Hyperion EO-1 (Earth Observing - 1) hyperspectral data and constrained linear spectral mixture analysis (CLSMA) algorithm. The abandoned Kettara mine, located approximately 35 km northwest of Marrakech city (Morocco) was chosen as study area. During 44 years (from 1938 to 1981) this mine was exploited for iron oxide and iron sulphide minerals. Previous studies have shown that Kettara surrounding soils are contaminated by heavy metals (Fe, Cu, etc.) as well as by secondary minerals. To achieve our objectives, several soil samples representing different MIOP classes have been resampled and located using accurate GPS ( ≤ ± 30 cm). Then, endmembers spectra were acquired over each sample using an Analytical Spectral Device (ASD) covering the spectral domain from 350 to 2500 nm. Considering each soil sample separately, the average of forty spectra was resampled and convolved using Gaussian response profiles to match the bandwidths and the band centers of the Hyperion sensor. Moreover, the MIOP content in each sample was estimated by geochemical analyses in the laboratory, and a ground truth map was generated using simple Kriging in GIS environment for validation purposes. The acquired and used Hyperion data were corrected for a spatial shift between the VNIR and SWIR detectors, striping, dead column, noise, and gain and offset errors. Then, atmospherically corrected using the MODTRAN 4.2 radiative transfer code, and transformed to surface reflectance, corrected for sensor smile (1-3 nm shift in VNIR and SWIR), and post-processed to remove residual errors. Finally, geometric distortions and relief displacement effects were corrected using a digital elevation model. The MIOP fraction map was extracted using CLSMA considering the entire spectral range (427-2355 nm), and validated by reference to the ground truth map generated by Kriging. The obtained results show the promising potential of the proposed methodology for the detection and mapping of mine iron oxide pollution in the soil.

Keywords: hyperion eo-1, hyperspectral, mine iron oxide pollution, environmental impact, unmixing

Procedia PDF Downloads 203

Authors: Jeremie Coullon, Robert J. Webber

Abstract:

We introduce a Markov chain Monte Carlo (MCMC) sam-pler for infinite-dimensional inverse problems. Our sam-pler is based on the affine invariant ensemble sampler, which uses interacting walkers to adapt to the covariance structure of the target distribution. We extend this ensem-ble sampler for the first time to infinite-dimensional func-tion spaces, yielding a highly efficient gradient-free MCMC algorithm. Because our ensemble sampler does not require gradients or posterior covariance estimates, it is simple to implement and broadly applicable. In many Bayes-ian inverse problems, Markov chain Monte Carlo (MCMC) meth-ods are needed to approximate distributions on infinite-dimensional function spaces, for example, in groundwater flow, medical imaging, and traffic flow. Yet designing efficient MCMC methods for function spaces has proved challenging. Recent gradi-ent-based MCMC methods preconditioned MCMC methods, and SMC methods have improved the computational efficiency of functional random walk. However, these samplers require gradi-ents or posterior covariance estimates that may be challenging to obtain. Calculating gradients is difficult or impossible in many high-dimensional inverse problems involving a numerical integra-tor with a black-box code base. Additionally, accurately estimating posterior covariances can require a lengthy pilot run or adaptation period. These concerns raise the question: is there a functional sampler that outperforms functional random walk without requir-ing gradients or posterior covariance estimates? To address this question, we consider a gradient-free sampler that avoids explicit covariance estimation yet adapts naturally to the covariance struc-ture of the sampled distribution. This sampler works by consider-ing an ensemble of walkers and interpolating and extrapolating between walkers to make a proposal. This is called the affine in-variant ensemble sampler (AIES), which is easy to tune, easy to parallelize, and efficient at sampling spaces of moderate dimen-sionality (less than 20). The main contribution of this work is to propose a functional ensemble sampler (FES) that combines func-tional random walk and AIES. To apply this sampler, we first cal-culate the Karhunen–Loeve (KL) expansion for the Bayesian prior distribution, assumed to be Gaussian and trace-class. Then, we use AIES to sample the posterior distribution on the low-wavenumber KL components and use the functional random walk to sample the posterior distribution on the high-wavenumber KL components. Alternating between AIES and functional random walk updates, we obtain our functional ensemble sampler that is efficient and easy to use without requiring detailed knowledge of the target dis-tribution. In past work, several authors have proposed splitting the Bayesian posterior into low-wavenumber and high-wavenumber components and then applying enhanced sampling to the low-wavenumber components. Yet compared to these other samplers, FES is unique in its simplicity and broad applicability. FES does not require any derivatives, and the need for derivative-free sam-plers has previously been emphasized. FES also eliminates the requirement for posterior covariance estimates. Lastly, FES is more efficient than other gradient-free samplers in our tests. In two nu-merical examples, we apply FES to challenging inverse problems that involve estimating a functional parameter and one or more scalar parameters. We compare the performance of functional random walk, FES, and an alternative derivative-free sampler that explicitly estimates the posterior covariance matrix. We conclude that FES is the fastest available gradient-free sampler for these challenging and multimodal test problems.

Keywords: Bayesian inverse problems, Markov chain Monte Carlo, infinite-dimensional inverse problems, dimensionality reduction

Procedia PDF Downloads 128