Search results for: Gumbel distribution

Authors: C. R. Danielle, S. Erik, T. Patrick, M. Hugh

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In the last decade there has been an increase in demand for fine grinding due to the depletion of coarse-grained orebodies and an increase of processing fine disseminated minerals and complex orebodies. These ores have provided new challenges in concentrator design because fine and ultra-fine grinding is required to achieve acceptable recovery rates. Therefore, the correct design of a grinding circuit is important for minimizing unit costs and increasing product quality. The use of ball mills for grinding in fine size ranges is inefficient and, therefore, vertical stirred grinding mills are becoming increasingly popular in the mineral processing industry due to its already known high energy efficiency. This work presents a hypothesis of a methodology to predict the product size distribution of a vertical stirred mill using a Bond ball mill. The Population Balance Model (PBM) was used to empirically analyze the performance of a vertical mill and a Bond ball mill. The breakage parameters obtained for both grinding mills are compared to determine the possibility of predicting the product size distribution of a vertical mill based on the results obtained from the Bond ball mill. The biggest advantage of this methodology is that most of the minerals processing laboratories already have a Bond ball mill to perform the tests suggested in this study. Preliminary results show the possibility of predicting the performance of a laboratory vertical stirred mill using a Bond ball mill.

Keywords: bond ball mill, population balance model, product size distribution, vertical stirred mill

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Authors: A. Sebti Bouzid, S. Igoud, L. Aoudjit, H. Lebik

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Mathematical modeling and numerical simulation have emerged over the past two decades as one of the key tools for design and optimize performances of physical and chemical processes intended to water disinfection. Water photolysis is an efficient and economical technique to reduce bacterial contamination. It exploits the germicidal effect of solar ultraviolet irradiation to inactivate pathogenic microorganisms. The design of photo-reactor operating in continuous disinfection system, required tacking in account the hydrodynamic behavior of water in the reactor. Since the kinetic of disinfection depends on irradiation intensity distribution, coupling the hydrodynamic and solar radiation distribution is of crucial importance. In this work we propose a numerical simulation study for hydrodynamic and solar irradiation distribution in a tubular photo-reactor. We have used the Computational Fluid Dynamic code Fluent under the assumption of three-dimensional incompressible flow in unsteady turbulent regimes. The results of simulation concerned radiation, temperature and velocity fields are discussed and the effect of inclination angle of reactor relative to the horizontal is investigated.

Keywords: solar water disinfection, hydrodynamic modeling, solar irradiation modeling, CFD Fluent

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Authors: David Chao, John Lai, Alvin Wu, Carl Wang

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For lithium-ion batteries with multiple cell configurations, some use scenarios can cause uneven aging effects to each cell within the battery because of uneven current distribution. Hence the focus of the study is to explore the aging effect(s) on batteries with different construction designs. In order to systematically study the influence of various factors in some key battery configurations, a detailed analysis of three key battery construction factors is conducted. And those key factors are (1) terminal position; (2) cell alignment matrix; and (3) interconnect resistance between cells. In this study, the 2S2P circuitry has been set as a model multi-cell battery to set up different battery samples, and the aging behavior is studied by a cycling test to analyze the current distribution and recoverable capacity. According to the outcome of aging tests, some key findings are: (I) different cells alignment matrices can have an impact on the cycle life of the battery; (II) symmetrical structure has been identified as a critical factor that can influence the battery cycle life, and unbalanced resistance can lead to inconsistent cell aging status; (III) the terminal position has been found to contribute to the uneven current distribution, that can cause an accelerated battery aging effect; and (IV) the internal connection resistance increase can actually result in cycle life increase; however, it is noteworthy that such increase in cycle life is accompanied by a decline in battery performance. In summary, the key findings from the study can help to identify the key aging factor of multi-cell batteries, and it can be useful to effectively improve the accuracy of battery capacity predictions.

Keywords: multiple cells battery, current distribution, battery aging, cell connection

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Authors: Frappi Sofia, Nicolas Pilcher, Sander DenHaring, Royale Hardenstine, Luis Silva, Collin Williams, Mattie Rodrigue, Vincent Pieriborne, Mohammed Qurban, Carlos M. Duarte

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Nowadays, elasmobranch populations are disappearing at a dangerous rate, mainly due to overexploitation, extensive fisheries, as well as climate change. The decline of these species can trigger a cascade effect, which may eventually lead to detrimental impacts on local ecosystems. The Elasmobranch in the Red Sea is facing one of the highest risks of extinction, mainly due to unregulated fisheries activities. Thus, it is of paramount importance to assess their current distribution and unveil their environmental preferences in order to improve conservation measures. Important data have been collected throughout the whole red Sea during the Red Sea Decade Expedition (RSDE) to achieve this goal. Elasmobranch sightings were gathered through the use of submarines, remotely operated underwater vehicles (ROV), scuba diving operations, and helicopter surveys. Over a period of 5 months, we collected 891 sightings, 52 with submarines, 138 with the ROV, 67 with the scuba diving teams, and 634 from helicopters. In total, we observed 657 and 234 individuals from the superorder Batoidea and Selachimorpha, respectively. The most common shark encountered was Iago omanensis, a deep-water shark of the order Carcharhiniformes. To each sighting, data on temperature, salinity density, and dissolved oxygen were integrated to reveal favorable conditions for each species. Additionally, an extensive literature review on elasmobranch research in the Eastern Red Sea has been carried out in order to obtain more data on local populations and to be able to highlight patterns of their distribution.

Keywords: distribution, elasmobranchs, habitat, rays, red sea, sharks

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Authors: Quynhan Tran, Hong Fan, Quockhanh Pham

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Automatic map generalization is a well-known problem in cartography. The development of map generalization research accompanied the development of cartography. The traditional map is plotted manually by cartographic experts. The paper studies none-scale automation generalization of resident polygons and house marker symbol, proposes methodology to evaluate the result maps based on minimal spanning tree. In this paper, the minimal spanning tree before and after map generalization is compared to evaluate whether the generalization result maintain the geographical distribution of features. The minimal spanning tree in vector format is firstly converted into a raster format and the grid size is 2mm (distance on the map). The statistical number of matching grid before and after map generalization and the ratio of overlapping grid to the total grids is calculated. Evaluation experiments are conduct to verify the results. Experiments show that this methodology can give an objective evaluation for the feature distribution and give specialist an hand while they evaluate result maps of none-scale automation generalization with their eyes.

Keywords: automatic cartography generalization, evaluation model, geographic feature distribution, minimal spanning tree

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Authors: H. Abdolvand, M. Riazat, H. Sohrabi, G. Faraji

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An experimental investigation into the Tube Backward Extrusion (TBE) process on AZ31 magnesium alloy is studied. Microstructures and grain size distribution of the specimens before and after TBE process are investigated by optical microscopy. Tensile and Vickers microhardness tests along extrusion direction were performed at room temperature. It is found that the average grain size is refined remarkably from the initial 33 µm down to 3.5 µm after TBE process. Also, the microhardness increased significantly to 58 HV after the process from an initial value of 36 HV.

Keywords: tube backward extrusion, AZ31, grain size distribution, grain refinement

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Authors: Mahesh Balan U, Rohith Srinivaas Mohanakrishnan, Venkat Subramanian

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Positive and unlabeled learning (PU) has gained more attention in both academic and industry research literature recently because of its relevance to existing business problems today. Yet, there still seems to be some existing challenges in terms of validating the performance of PU learning, as the actual truth of unlabeled data points is still unknown in contrast to a binary classification where we know the truth. In this study, we propose a novel PU learning technique based on the Pseudo-F measure, where we address this research gap. In this approach, we train the PU model to discriminate the probability distribution of the positive and unlabeled in the validation and spy data. The predicted probabilities of the PU model have a two-fold validation – (a) the predicted probabilities of reliable positives and predicted positives should be from the same distribution; (b) the predicted probabilities of predicted positives and predicted unlabeled should be from a different distribution. We experimented with this approach on a credit marketing case study in one of the world’s biggest fintech platforms and found evidence for benchmarking performance and backtested using historical data. This study contributes to the existing literature on semi-supervised learning.

Keywords: PU learning, semi-supervised learning, pseudo f measure, classification

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Authors: Eva L. Suarez, Daniel E. Meeroff, Yan Yong

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Current flooding risk modeling focuses on resilience, defined as the probability of recovery from a severe flooding event. However, the long-term damage to property and well-being by nuisance flooding and its long-term effects on communities are not typically included in risk assessments. An approach was developed to address the probability of recovering from a severe flooding event combined with the probability of community performance during a nuisance event. A consolidated model, namely the conflation flooding recovery (&FR) model, evaluates risk-coping mitigation strategies for communities based on the recovery time from catastrophic events, such as hurricanes or extreme surges, and from everyday nuisance flooding events. The &FR model assesses the variation contribution of each independent input and generates a weighted output that favors the distribution with minimum variation. This approach is especially useful if the input distributions have dissimilar variances. The &FR is defined as a single distribution resulting from the product of the individual probability density functions. The resulting conflated distribution resides between the parent distributions, and it infers the recovery time required by a community to return to basic functions, such as power, utilities, transportation, and civil order, after a flooding event. The &FR model is more accurate than averaging individual observations before calculating the mean and variance or averaging the probabilities evaluated at the input values, which assigns the same weighted variation to each input distribution. The main disadvantage of these traditional methods is that the resulting measure of central tendency is exactly equal to the average of the input distribution’s means without the additional information provided by each individual distribution variance. When dealing with exponential distributions, such as resilience from severe flooding events and from nuisance flooding events, conflation results are equivalent to the weighted least squares method or best linear unbiased estimation. The combination of severe flooding risk with nuisance flooding improves flood risk management for highly populated coastal communities, such as in South Florida, USA, and provides a method to estimate community flood recovery time more accurately from two different sources, severe flooding events and nuisance flooding events.

Keywords: community resilience, conflation, flood risk, nuisance flooding

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Authors: Madaki Umar Yusuf, Mohd Rizam B. Abubakar

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The survival censored data with incomplete covariate data is a common occurrence in many studies in which the outcome is survival time. With model when the missing covariates are categorical, a useful technique for obtaining parameter estimates is the EM by the method of weights. The survival outcome for the class of generalized linear model is applied and this method requires the estimation of the parameters of the distribution of the covariates. In this paper, we propose some clinical trials with ve covariates, four of which have some missing values which clearly show that they were fully censored data.

Keywords: EM algorithm, incomplete categorical covariates, ignorable missing data, missing at random (MAR), Weibull Distribution

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Authors: Riccardo Patriarca, Giulio Di Gravio, Francesco Costantino, Massimo Tronci

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An accurate inventory management policy acquires a crucial role in the several high-availability sectors. In these sectors, due to the high-cost of spares and backorders, an (S-1, S) replenishment policy is necessary for high-availability items. The policy enables the shipment of a substitute efficient item anytime the inventory size decreases by one. This policy can be modelled following the Multi-Echelon Technique for Recoverable Item Control (METRIC). The METRIC is a system-based technique that allows defining the optimum stock level in a multi-echelon network, adopting measures in line with the decision-maker’s perspective. The METRIC defines an availability-cost function with inventory costs and required service levels, using as inputs data about the demand trend, the supplying and maintenance characteristics of the network and the budget/availability constraints. The traditional METRIC relies on the hypothesis that a Poisson distribution well represents the demand distribution in case of items with a low failure rate. However, in this research, we will explore the effects of using a Poisson distribution to model the demand of low failure rate items characterized by an irregular demand trend. This characteristic of a demand is not included in the traditional METRIC formulation leading to the need of revising its traditional formulation. Using the CV (Coefficient of Variation) and ADI (Average inter-Demand Interval) classification, we will define the inherent flaws of Poisson-based METRIC for irregular demand items, defining an innovative ad hoc distribution which can better fit the irregular demands. This distribution will allow defining proper stock levels to reduce stocking and backorder costs due to the high irregularities in the demand trend. A case study in the aviation domain will clarify the benefits of this innovative METRIC approach.

Keywords: METRIC, inventory management, irregular demand, spare parts

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Authors: Ibrahim Alsendid, Rob Sturman, Benjamin Sharp

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In this paper, we consider a family of 2-dimensional nonlinear area-preserving transformations on the torus. A single parameter η varies between 0 and 1, taking the transformation from a hyperbolic toral automorphism to the “Cerbelli-Giona” map, a system known to exhibit multifractal properties. Here we study the multifractal properties of the family of maps. We apply a box-counting method by defining a grid of boxes Bi(δ), where i is the index and δ is the size of the boxes, to quantify the distribution of stable and unstable manifolds of the map. When the parameter is in the range 0.51< η <0.58 and 0.68< η <1 the map is ergodic; i.e., the unstable and stable manifolds eventually cover the whole torus, although not in a uniform distribution. For accurate numerical results, we require correspondingly accurate construction of the stable and unstable manifolds. Here we use the piecewise linearity of the map to achieve this, by computing the endpoints of line segments that define the global stable and unstable manifolds. This allows the generalized fractal dimension Dq, and spectrum of dimensions f(α), to be computed with accuracy. Finally, the intersection of the unstable and stable manifold of the map will be investigated and compared with the distribution of periodic points of the system.

Keywords: Discrete-time dynamical systems, Fractal geometry, Multifractal behaviour of the Perturbed map, Multifractal of Dynamical systems

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Authors: Ruslan Safarov, Zhanat Shomanova, Yuri Nossenko, Zhandos Mussayev, Ayana Baltabek

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Geochemical maps of distribution of polluting elements V, Cr, Mn, Co, Ni, Cu, Zn, Mo, Cd, Pb on the territory of the Pavlodar city (Kazakhstan), which is an industrial hub were designed. The samples of soil were taken from 100 locations. Elemental analysis has been performed using XRF. The obtained data was used for training of the computational model with gradient boosting algorithm. The optimal parameters of model as well as the loss function were selected. The computational model was used for prediction of polluting elements concentration for 1000 evenly distributed points. Based on predicted data geochemical maps were created. Additionally, the total pollution index Zc was calculated for every from 1000 point. The spatial distribution of the Zc index was visualized using GIS (QGIS). It was calculated that the maximum coverage area of the territory of the Pavlodar city belongs to the moderately hazardous category (89.7%). The visualization of the obtained data allowed us to conclude that the main source of contamination goes from the industrial zones where the strategic metallurgical and refining plants are placed.

Keywords: Pavlodar, geochemical map, gradient boosting, CatBoost, QGIS, spatial distribution, heavy metals

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Authors: Ayman Baklizi

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Based on type II censored data, we consider interval estimation of the quantiles of the two-parameter exponential distribution and the difference between the quantiles of two independent two-parameter exponential distributions. We derive asymptotic intervals, Bayesian, as well as intervals based on the generalized pivot variable. We also include some bootstrap intervals in our comparisons. The performance of these intervals is investigated in terms of their coverage probabilities and expected lengths.

Keywords: asymptotic intervals, Bayes intervals, bootstrap, generalized pivot variables, two-parameter exponential distribution, quantiles

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Authors: Qiuhua Miao, Peng Huang, Yifei Ding

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Particles with different properties tend to be unevenly distributed along an axial direction of the rotating drum, which is usually ignored. Therefore, it is important to study the relationship between axial segregation characteristics and particle crushing efficiency in longer drums. In this paper, a relative area total energy (RRTE) index is proposed, which aims to evaluate the overall crushing energy distribution characteristics. Based on numerical simulation verification, the proposed RRTE index can reflect the overall grinding effect more comprehensively, clearly representing crushing energy distribution in different drum areas. Furthermore, the proposed method is applied to the relation between axial segregation and crushing energy in drums. Compared with the radial section, the collision loss energy of the axial section can better reflect the overall crushing effect in long drums. The axial segregation characteristics directly affect the total energy distribution between medium and abrasive, reducing overall crushing efficiency. Therefore, the axial segregation characteristics should be avoided as much as possible in the crushing of the long rotary drum.

Keywords: relative regional total energy, crushing energy, axial segregation characteristics, rotary drum

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Authors: Yousef Bakhbakhi

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Crystallization with supercritical fluids (SCFs), as a developed technology to produce particles of micron and sub-micron size with narrow size distribution, has found appreciable importance as an environmentally friendly technology. Particle synthesis using SCFs can be achieved employing a number of special processes involving solvent and antisolvent mechanisms. In this study, the compressed antisolvent (PCA) process is utilized as a model to analyze the theoretical complexity of crystallization with supercritical fluids. The population balance approach has proven to be an effectual technique to simulate and predict the particle size and size distribution. The nucleation and growth mechanisms of the particles formation in the PCA process is investigated using the population balance equation, which describes the evolution of the particle through coalescence and breakup levels with time. The employed mathematical population balance model contains a set of the partial differential equation with algebraic constraints, which demands a rigorous numerical approach. The combined Collocation and Galerkin finite element method are proposed as a high-resolution technique to solve the dynamics of the PCA process.

Keywords: particle formation, particle size and size distribution, PCA, supercritical carbon dioxide

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Authors: Shorena Tsiklauri, Avtandil Sulaberidze, Nino Gomelauri

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In the years followed independence, an economic crisis and some conflicts led to the displacement of many people inside Georgia. The growing poverty, unemployment, low income and its unequal distribution limited access to basic social service have had a clear direct impact on Georgian population dynamics and its age-sex structure. Factors influencing the changing population age structure and urbanization include mortality, fertility, migration and expansion of urban. In this paper presents the main factors of changing the distribution by urban and rural areas. How different are the urban and rural age and sex structures? Does Georgia have the same age-sex structure among their urban and rural populations since 1950s?

Keywords: age and sex structure of population, georgia, migration, urban-rural population

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Authors: Bentoutou Houari, Boutte Aissa, Belaidi El Yazid, Limam Lakhdar

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The integration of a load switch with a DC/DC buck converter using LM2596 for power distribution in low-cost educational nanosatellites is a technique that aims to efficiently manage the power distribution system in these small spacecraft. The converter is based on the LM2596 regulator and designed to step down the input voltage of +16.8V to +12V, +5V, and +3.3V output, which are suitable for the nanosatellite's various subsystems. The load switch is based on MOSFET and is used to turn on or off the power supply to a particular load and protect the nanosatellite from power surges. A prototype of a +12V DC/DC buck converter with a high side load switch has been realized and tested, which meets our requirements and shows a good efficiency of 89%. In addition, the prototype features a capacitor between the source and gate of the MOSFET, which has effectively reduced the inrush current, demonstrating the effectiveness of this approach in reducing surges of current when the load is connected. The output current and voltage were measured at 0.7A and 11.89V, respectively, making this design suitable for use in low-cost educational nanosatellites.

Keywords: DC/DC buck converter, load switch, LM2596, electrical power subsystems, nanosatellite, inrush current

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Authors: Sosina Adedayo O., Babyemi Olaniyi J.

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The location, population, and distribution pattern of sheep are severe challenges to agribusiness investment and policy formulation in the livestock industry. There is a significant disconnect between farmers' needs and the policy framework towards ameliorating the sheep production constraints. Information on the population, production, and distribution pattern of sheep remains very scanty. A multi-stage sampling technique was used to elicit information from 180 purposively selected respondents from the study area comprised of Oluyole, Ona-ara, Akinyele, Egbeda, Ido and Ibarapa East LGA. The Global Positioning Systems (GPS) of the farmers' location (distribution), and average sheep herd size (Total Livestock Unit, TLU) (population) were recorded, taking the longitude and latitude of the locations in question. The recorded GPS data of the study area were transferred into the ARC-GIS. The ARC-GIS software processed the data using the ARC-GIS model 10.0. Sheep production and distribution (TLU) ranged from 4.1 (Oluyole) to 25.0 (Ibarapa East), with Oluyole, Akinyele, Ona-ara and Egbeda having TLU of 5, 7, 8 and 20, respectively. The herd sizes were classified as less than 8 (smallholders), 9-25 (medium), 26-50 (large), and above 50 (commercial). The majority (45%) of farmers were smallholders. The FR CP (%) ranged from 5.81±0.26 (cassava leaf) to 24.91±0.91 (Amaranthus spinosus), NDF (%) ranged from 22.38±4.43 (Amaranthus spinosus) to 67.96 ± 2.58 (Althemanthe dedentata) while ME ranged from 7.88±0.24 (Althemanthe dedentata) to 10.68±0.18 (cassava leaf). The smallholders’ sheep farmers were the majority, evenly distributed across rural areas due to the availability of abundant feed resources (crop residues, tree crops, shrubs, natural pastures, and feed ingredients) coupled with a large expanse of land in the study area. Most feed resources available were below sheep protein requirement level, hence supplementation is necessary for productivity. Bio-informatics can provide relevant information for sheep production for policy framework and intervention strategies.

Keywords: sheep enterprise, agribusiness investment, policy, bio-informatics, ecological zone

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Authors: Contimi Kenfack Mouafo, Sebastian Klick

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In the rural and remote areas of Cameroon, access to electricity is very limited since most of the population is not connected to the main utility grid. Throughout the country, efforts are underway to not only expand the utility grid to these regions but also to provide reliable off-grid access to electricity. The Cameroonian company Solahydrowatt is currently working on the design and planning of one of the first hybrid solar-hydropower plants of Cameroon in Fotetsa, in the western region of the country, to provide the population with reliable access to electricity. This paper models and proposes a design for the low-voltage network with a hybrid solar-hydropower plant in Fotetsa. The modelling takes into consideration the voltage compliance of the distribution network, the maximum load of operating equipment, and most importantly, the ability for the network to operate as an off-grid system. The resulting modelled distribution network does not only comply with the Cameroonian voltage deviation standard, but it is also capable of being operated as a stand-alone network independent of the main utility grid.

Keywords: Cameroon, rural electrification, hybrid solar-hydro, off-grid electricity supply, network simulation

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Authors: Vinicius R. Domingues, Luan C. S. M. Ozelim

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The statistical study has become indispensable for various fields of knowledge. Not any different, in Geotechnics the study of probabilistic and statistical methods has gained power considering its use in characterizing the uncertainties inherent in soil properties. One of the situations where engineers are constantly faced is the definition of a probability distribution that represents significantly the sampled data. To be able to discard bad distributions, goodness-of-fit tests are necessary. In this paper, three non-parametric goodness-of-fit tests are applied to a data set computationally generated to test the goodness-of-fit of them to a series of known distributions. It is shown that the use of normal distribution does not always provide satisfactory results regarding physical and behavioral representation of the modeled parameters.

Keywords: Kolmogorov-Smirnov test, Anderson-Darling test, Cramer-Von-Mises test, nonparametric adherence tests

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Authors: Serife Gulden Yilmaz, Suleyman Karaman

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Sheep breeding is important in terms of meeting both the demand of red meat consumption and the availability of industrial raw materials and the employment of the rural sector in Turkey. It is also very important to ensure the selection and continuity of the breeds that are raised in order to increase quality and productive products related to sheep breeding. The protection of local breeds and crossbreds also enables the development of the sector in the region and the reduction of imports. In this study, the data were obtained from the records of the Turkish Statistical Institute and Antalya Sheep & Goat Breeders' Association. Spatial distribution of sheep breeds in Antalya is reviewed statistically in terms of concentration at the local level for 2015 period spatially. For this reason; mapping, box plot, linear regression are used in this study. Concentration is introduced by means of studbook data on sheep breeding as locals and total sheep farm by mapping. It is observed that Pırlak breed (17.5%) and Merinos crossbreed (16.3%) have the highest concentration in the region. These breeds are respectively followed by Akkaraman breed (11%), Pirlak crossbreed (8%), Merinos breed (7.9%) Akkaraman crossbreed (7.9%) and Ivesi breed (7.2%).

Keywords: sheep breeds, local, spatial distribution, agglomeration, Antalya

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Authors: Javed Younas

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Fiscal challenges pervade the electricity sector in many developing countries. Low bill payment and high theft mean utility customers have little incentive to conserve. It also means electricity distribution companies have less to invest in infrastructure maintenance, modernization, and technical upgrades. The low-quality electricity services can result impair the economic benefits from connections to the electrical grid. We study the impacts of two interventions implemented in Karachi, Pakistan, with the goal of reducing distribution losses and increasing revenue recovery: infrastructure improvements that made illegal connections physically more difficult and institutional innovations designed to increase communities’ trust in and cooperation with the utility. Using differences in implementation timing across space, we estimate the interventions’ impacts before the COVID-19 pandemic and their role in mitigating the pandemic’s effects on electricity services. Results indicate that the infrastructure improvements reduced losses, as well as the electricity delivered to the distribution system, a proxy for a generation. The institutional innovations significantly impacted revenue recovery, but not losses in their initial months; however, the efforts mitigated the pandemic’s negative effect on the utility finances.

Keywords: electricity, infrastructure, losses, revenue recovery

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Authors: Yosiya Chanta, Jantrararuk Tovaranont

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Species distribution model (SDMs) is one of the powerful tools used to create a suitability map used to predict and address ecology and conservation approaches. MaxEnt is a tool used among SDMs that is highly popular because it only uses presence data. Zanthoxylum rhetsa has more than 200 species distributed in the tropics. Most commonly found in cooler forest environments, there are 8-9 species found in Thailand. In northern Thailand, 3 varieties are commonly grown: Zanthoxylum myriacanthum, Zanthoxylum rhetsa and Zanthoxylum armatum. In the northern regions, these varieties are mainly used as a spice and as a cooking ingredient. MaxEnt has been used in this study to predict potential habitats for these Zanthoxylums in current and future times (2041and 2060). Suitable habitats are predicted using data from the EC-Earth3-Veg general circulation model with 19 climatic variables. The results indicate that the suitability of future habitats of Zanthoxylum rhetsa may expand into the lower northern part of Thailand. The habitat suitability map obtained from the MaxEnt tool shows that the Precipitation of Wettest Quarter (Bio16) is the most important climatic variable influencing the current and future spread of Zanthoxylum rhetsa.

Keywords: MaxEnt, Zanthoxylum rhets, species distribution modelling, climate change

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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: Fatima Alkhayat, Abu Hassan Ahmed

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Qatar as the one of Middle East and Gulf country is growing rapidly due to urbanization. Urbanization, population’s movement and goods transportation in addition to climatic change all together create suitable environments for remerging and/or introduction of new disease vectors species. Unfortunately, knowledge on mosquito species composition and their geographical distribution in Qatar is extremely limited. The objective of present study is to provide update information on species composition and distribution. Mosquito larval survey carried out in six sentinel sites in Qatar. The collection was made on monthly basis in period from October 2013 to May 2015 using dipping techniques and identified to species level using appropriate pictorial keys. In total about 3,085 mosquito larvae were collected and identified to species compromising three mosquito genera, Culex 87.4% (n=2697), Ochlerotatus 9.9% (n= 305) and Anopheles 2.6% (n= 81). Among Culex genera; Culex quinquefasciatus represent 87.8% (n= 2369), Cx. pipiens 8.7% (n=237), and Cx. mattinglyi 3.4% (n=91). Culex quinquefasciatus was the most commonly collected species, representing 93.5% in Alwakra (n= 2216) which was observed in November, December, March, April and May when reached the peak. 6.4% in Nuaija (n= 151) was found in February and March and reached the peak in March. 0.1% in Alkaraana (n=2) only observed in April. Cx. pipiens was observed 50.2% in Rwdat Alfaras (n=120) and 48.9% in Hazm Almurkhiya (n=117). While in Rowdat Alfaras it was observed in Oct-May and in Hazm Almurkhiya from Oct-April. Cx. mattinglyi (n= 91) was only found in Nuaija from October to December. Ochlerotatus genera account 1 species Oc. dorsalis (n=305). The majority of Oc. dorsalis were observed in March and May, 98% in Nuaija (n= 299), followed by 2% in Alkhor (n=6) which was observed in January and February. Anopheles was only represented by An. stephensi which was found 69% in Alwakra (n= 56) in November, December, April and May, while 25.9% in Hazm Almurkhiya (n=21) and found in May and November. 6.2% in Rwadat Alfaras and was observed only in November and 1.2% in Nuaija (n=1) and observed in October. Further investigation is required on the composition and distribution of mosquito for implementing a surveillance program and control of mosquito-borne diseases in Qatar.

Keywords: composition, distribution, mosquito, Qatar

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Authors: Kyere Vincent Nartey, Klaus Greve, Atiemo Sampson

Abstract:

E-waste is discarded electrical electronic equipment inclusive of all components, sub-assemblies and consumables which are part of the product at the time of discarding and known to contain both hazardous and valuable fractions. E-waste is recycled within the proposed ecological restoration of the Agbogbloshie enclave using crude and rudimental recycling procedures such as open burning and manual dismantling which result in pollution and contamination of soil, water and air. Using GIS, this study was conducted to examine the spatial distribution and extent of soil contamination by heavy metals from the e-waste recycling site in Agbogbloshie. From the month of August to November 2013, 146 soil samples were collected in addition to their coordinates using GPS. Elemental analysis performed on the collected soil samples using X-Ray fluorescence revealed over 30 elements including, Ni, Cr, Zn, Cu, Pb and Mn. Using geostatistical techniques in ArcGIS 10.1 spatial assessment and distribution maps were generated. Mathematical models or equations were used to estimate the degree of contamination and pollution index. Results from soil analysis from the Agbogbloshie enclave showed that levels of measured or observed elements were significantly higher than the Canadian EPA and Dutch environmental standards.

Keywords: e-waste, geostatistics, soil contamination, spatial distribution

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Authors: Meriem Bahij, Ahmed Nafidi, Boujemâa Achchab, Sílvio M. A. Gama, José A. O. Matos

Abstract:

Stochastic modeling concerns the use of probability to model real-world situations in which uncertainty is present. Therefore, the purpose of stochastic modeling is to estimate the probability of outcomes within a forecast, i.e. to be able to predict what conditions or decisions might happen under different situations. In the present study, we present a model of a stochastic diffusion process based on the bi-Weibull distribution function (its trend is proportional to the bi-Weibull probability density function). In general, the Weibull distribution has the ability to assume the characteristics of many different types of distributions. This has made it very popular among engineers and quality practitioners, who have considered it the most commonly used distribution for studying problems such as modeling reliability data, accelerated life testing, and maintainability modeling and analysis. In this work, we start by obtaining the probabilistic characteristics of this model, as the explicit expression of the process, its trends, and its distribution by transforming the diffusion process in a Wiener process as shown in the Ricciaardi theorem. Then, we develop the statistical inference of this model using the maximum likelihood methodology. Finally, we analyse with simulated data the computational problems associated with the parameters, an issue of great importance in its application to real data with the use of the convergence analysis methods. Overall, the use of a stochastic model reflects only a pragmatic decision on the part of the modeler. According to the data that is available and the universe of models known to the modeler, this model represents the best currently available description of the phenomenon under consideration.

Keywords: diffusion process, discrete sampling, likelihood estimation method, simulation, stochastic diffusion process, trends functions, bi-parameters weibull density function

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Authors: Abderrazek Ben Maatoug, Ibrahim Fatnassi, Wassim Ben Ayed

Abstract:

In this paper we investigate the issue of market risk quantification for Middle East and North Africa (MENA) Islamic market equity. We use Value-at-Risk (VaR) as a measure of potential risk in Islamic stock market, for long and short position, based on Riskmetrics model and the conditional parametric ARCH class model volatility with normal, student and skewed student distribution. The sample consist of daily data for the 2006-2014 of 11 Islamic stock markets indices. We conduct Kupiec and Engle and Manganelli tests to evaluate the performance for each model. The main finding of our empirical results show that (i) the superior performance of VaR models based on the Student and skewed Student distribution, for the significance level of α=1% , for all Islamic stock market indices, and for both long and short trading positions (ii) Risk Metrics model, and VaR model based on conditional volatility with normal distribution provides the best accurate VaR estimations for both long and short trading positions for a significance level of α=5%.

Keywords: value-at-risk, risk management, islamic finance, GARCH models

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Authors: Boguslaw Schreyer

Abstract:

In some types of wheeled robots it is important to secure starting acceleration and deceleration maxima while at the same time maintaining transversal stability. In this paper torque distribution between the front and rear wheels as well as the timing of torque application have been calculated. Both secure an optimum traction coefficient. This paper also identifies required input signals to a control unit, which controls the torque values and timing. Using a three dimensional, two mass model of a robot developed by the author a computer simulation was performed confirming the calculations presented in this paper. These calculations were also implemented and confirmed during military robot testing.

Keywords: robot dynamics, torque distribution, traction coefficient, wheeled robots

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Authors: Spandan Sahu, Amiya Kumar Pati, Kishanjit Kumar Khatua

Abstract:

Rivers are the backbone of human civilization as well as one of the most important components of nature. In this paper, a method for predicting lateral depth-averaged velocity distribution in a two-flow braided compound channel is proposed. Experiments were conducted to study the boundary shear stress in the tip of the two flow path. The cross-section of the channel is divided into several panels to study the flow phenomenon on both the main channel and the flood plain. It can be inferred from the study that the flow coefficients get affected by boundary shear stress. In this study, the analytical solution of Shiono and knight (SKM) for lateral distributions of depth-averaged velocity and bed shear stress has been taken into account. The SKM is based on hydraulic parameters, which signify the bed friction factor (f), lateral eddy viscosity, and depth-averaged flow. While applying the SKM to different panels, the equations are solved considering the boundary conditions between panels. The boundary shear stress data, which are obtained from experimentation, are compared with CES software, which is based on quasi-one-dimensional Reynold's Averaged Navier-Stokes (RANS) approach.

Keywords: boundary shear stress, lateral depth-averaged velocity, two-flow braided compound channel, velocity distribution

Procedia PDF Downloads 100