Search results for: background probability
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 5484

Search results for: background probability

5214 Forecasting 24-Hour Ahead Electricity Load Using Time Series Models

Authors: Ramin Vafadary, Maryam Khanbaghi

Abstract:

Forecasting electricity load is important for various purposes like planning, operation, and control. Forecasts can save operating and maintenance costs, increase the reliability of power supply and delivery systems, and correct decisions for future development. This paper compares various time series methods to forecast 24 hours ahead of electricity load. The methods considered are the Holt-Winters smoothing, SARIMA Modeling, LSTM Network, Fbprophet, and Tensorflow probability. The performance of each method is evaluated by using the forecasting accuracy criteria, namely, the mean absolute error and root mean square error. The National Renewable Energy Laboratory (NREL) residential energy consumption data is used to train the models. The results of this study show that the SARIMA model is superior to the others for 24 hours ahead forecasts. Furthermore, a Bagging technique is used to make the predictions more robust. The obtained results show that by Bagging multiple time-series forecasts, we can improve the robustness of the models for 24 hours ahead of electricity load forecasting.

Keywords: bagging, Fbprophet, Holt-Winters, LSTM, load forecast, SARIMA, TensorFlow probability, time series

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5213 Exploring the Activity Fabric of an Intelligent Environment with Hierarchical Hidden Markov Theory

Authors: Chiung-Hui Chen

Abstract:

The Internet of Things (IoT) was designed for widespread convenience. With the smart tag and the sensing network, a large quantity of dynamic information is immediately presented in the IoT. Through the internal communication and interaction, meaningful objects provide real-time services for users. Therefore, the service with appropriate decision-making has become an essential issue. Based on the science of human behavior, this study employed the environment model to record the time sequences and locations of different behaviors and adopted the probability module of the hierarchical Hidden Markov Model for the inference. The statistical analysis was conducted to achieve the following objectives: First, define user behaviors and predict the user behavior routes with the environment model to analyze user purposes. Second, construct the hierarchical Hidden Markov Model according to the logic framework, and establish the sequential intensity among behaviors to get acquainted with the use and activity fabric of the intelligent environment. Third, establish the intensity of the relation between the probability of objects’ being used and the objects. The indicator can describe the possible limitations of the mechanism. As the process is recorded in the information of the system created in this study, these data can be reused to adjust the procedure of intelligent design services.

Keywords: behavior, big data, hierarchical hidden Markov model, intelligent object

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5212 Risk Assessment of Flood Defences by Utilising Condition Grade Based Probabilistic Approach

Authors: M. Bahari Mehrabani, Hua-Peng Chen

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Management and maintenance of coastal defence structures during the expected life cycle have become a real challenge for decision makers and engineers. Accurate evaluation of the current condition and future performance of flood defence structures is essential for effective practical maintenance strategies on the basis of available field inspection data. Moreover, as coastal defence structures age, it becomes more challenging to implement maintenance and management plans to avoid structural failure. Therefore, condition inspection data are essential for assessing damage and forecasting deterioration of ageing flood defence structures in order to keep the structures in an acceptable condition. The inspection data for flood defence structures are often collected using discrete visual condition rating schemes. In order to evaluate future condition of the structure, a probabilistic deterioration model needs to be utilised. However, existing deterioration models may not provide a reliable prediction of performance deterioration for a long period due to uncertainties. To tackle the limitation, a time-dependent condition-based model associated with a transition probability needs to be developed on the basis of condition grade scheme for flood defences. This paper presents a probabilistic method for predicting future performance deterioration of coastal flood defence structures based on condition grading inspection data and deterioration curves estimated by expert judgement. In condition-based deterioration modelling, the main task is to estimate transition probability matrices. The deterioration process of the structure related to the transition states is modelled according to Markov chain process, and a reliability-based approach is used to estimate the probability of structural failure. Visual inspection data according to the United Kingdom Condition Assessment Manual are used to obtain the initial condition grade curve of the coastal flood defences. The initial curves then modified in order to develop transition probabilities through non-linear regression based optimisation algorithms. The Monte Carlo simulations are then used to evaluate the future performance of the structure on the basis of the estimated transition probabilities. Finally, a case study is given to demonstrate the applicability of the proposed method under no-maintenance and medium-maintenance scenarios. Results show that the proposed method can provide an effective predictive model for various situations in terms of available condition grading data. The proposed model also provides useful information on time-dependent probability of failure in coastal flood defences.

Keywords: condition grading, flood defense, performance assessment, stochastic deterioration modelling

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5211 Implicit Transaction Costs and the Fundamental Theorems of Asset Pricing

Authors: Erindi Allaj

Abstract:

This paper studies arbitrage pricing theory in financial markets with transaction costs. We extend the existing theory to include the more realistic possibility that the price at which the investors trade is dependent on the traded volume. The investors in the market always buy at the ask and sell at the bid price. Transaction costs are composed of two terms, one is able to capture the implicit transaction costs and the other the price impact. Moreover, a new definition of a self-financing portfolio is obtained. The self-financing condition suggests that continuous trading is possible, but is restricted to predictable trading strategies which have left and right limit and finite quadratic variation. That is, predictable trading strategies of infinite variation and of finite quadratic variation are allowed in our setting. Within this framework, the existence of an equivalent probability measure is equivalent to the absence of arbitrage opportunities, so that the first fundamental theorem of asset pricing (FFTAP) holds. It is also proved that, when this probability measure is unique, any contingent claim in the market is hedgeable in an L2-sense. The price of any contingent claim is equal to the risk-neutral price. To better understand how to apply the theory proposed we provide an example with linear transaction costs.

Keywords: arbitrage pricing theory, transaction costs, fundamental theorems of arbitrage, financial markets

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5210 Disaggregation the Daily Rainfall Dataset into Sub-Daily Resolution in the Temperate Oceanic Climate Region

Authors: Mohammad Bakhshi, Firas Al Janabi

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High resolution rain data are very important to fulfill the input of hydrological models. Among models of high-resolution rainfall data generation, the temporal disaggregation was chosen for this study. The paper attempts to generate three different rainfall resolutions (4-hourly, hourly and 10-minutes) from daily for around 20-year record period. The process was done by DiMoN tool which is based on random cascade model and method of fragment. Differences between observed and simulated rain dataset are evaluated with variety of statistical and empirical methods: Kolmogorov-Smirnov test (K-S), usual statistics, and Exceedance probability. The tool worked well at preserving the daily rainfall values in wet days, however, the generated data are cumulated in a shorter time period and made stronger storms. It is demonstrated that the difference between generated and observed cumulative distribution function curve of 4-hourly datasets is passed the K-S test criteria while in hourly and 10-minutes datasets the P-value should be employed to prove that their differences were reasonable. The results are encouraging considering the overestimation of generated high-resolution rainfall data.

Keywords: DiMoN Tool, disaggregation, exceedance probability, Kolmogorov-Smirnov test, rainfall

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5209 An Insite to the Probabilistic Assessment of Reserves in Conventional Reservoirs

Authors: Sai Sudarshan, Harsh Vyas, Riddhiman Sherlekar

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The oil and gas industry has been unwilling to adopt stochastic definition of reserves. Nevertheless, Monte Carlo simulation methods have gained acceptance by engineers, geoscientists and other professionals who want to evaluate prospects or otherwise analyze problems that involve uncertainty. One of the common applications of Monte Carlo simulation is the estimation of recoverable hydrocarbon from a reservoir.Monte Carlo Simulation makes use of random samples of parameters or inputs to explore the behavior of a complex system or process. It finds application whenever one needs to make an estimate, forecast or decision where there is significant uncertainty. First, the project focuses on performing Monte-Carlo Simulation on a given data set using U. S Department of Energy’s MonteCarlo Software, which is a freeware e&p tool. Further, an algorithm for simulation has been developed for MATLAB and program performs simulation by prompting user for input distributions and parameters associated with each distribution (i.e. mean, st.dev, min., max., most likely, etc.). It also prompts user for desired probability for which reserves are to be calculated. The algorithm so developed and tested in MATLAB further finds implementation in Python where existing libraries on statistics and graph plotting have been imported to generate better outcome. With PyQt designer, codes for a simple graphical user interface have also been written. The graph so plotted is then validated with already available results from U.S DOE MonteCarlo Software.

Keywords: simulation, probability, confidence interval, sensitivity analysis

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5208 Assortative Education and Working Arrangement among Married Couples in Indonesia

Authors: Ratu Khabiba, Qisha Quarina

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This study aims to analyse the effect of married couples’ assortative educational attainments on the division of economic activities among themselves in the household. This study contributes to the literature on women’s participation in employment, especially among married women, to see whether the traditional values about gender roles in the household still continue to shape the employment participation among married women in Indonesia, despite increasing women’s human capital through education. This study utilizes the Indonesian National Socioeconomic Survey (SUSENAS) 2016 and estimates the results using the multinomial logit model. Our results show that compared to high-educated educational homogamy couples, educational heterogamy couples, especially hypergamy, have a higher probability of being a single-worker type. Moreover, the high-educated educational homogamy couples have the highest probability of being a dual-worker type. Thus, we found evidence that the traditional values of gender role segregation seem to still play a significant role in married women’s employment decision in Indonesia, particularly for couples’ with educational heterogamy and low-educated educational homogamy couples.

Keywords: assortative education, dual-worker, hypergamy, homogamy, traditional values, women labor participation

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5207 A Hybrid Based Algorithm to Solve the Multi-objective Minimum Spanning Tree Problem

Authors: Boumesbah Asma, Chergui Mohamed El-amine

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Since it has been shown that the multi-objective minimum spanning tree problem (MOST) is NP-hard even with two criteria, we propose in this study a hybrid NSGA-II algorithm with an exact mutation operator, which is only used with low probability, to find an approximation to the Pareto front of the problem. In a connected graph G, a spanning tree T of G being a connected and cycle-free graph, if k edges of G\T are added to T, we obtain a partial graph H of G inducing a reduced size multi-objective spanning tree problem compared to the initial one. With a weak probability for the mutation operator, an exact method for solving the reduced MOST problem considering the graph H is then used to give birth to several mutated solutions from a spanning tree T. Then, the selection operator of NSGA-II is activated to obtain the Pareto front approximation. Finally, an adaptation of the VNS metaheuristic is called for further improvements on this front. It allows finding good individuals to counterbalance the diversification and the intensification during the optimization search process. Experimental comparison studies with an exact method show promising results and indicate that the proposed algorithm is efficient.

Keywords: minimum spanning tree, multiple objective linear optimization, combinatorial optimization, non-sorting genetic algorithm, variable neighborhood search

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5206 Energy Detection Based Sensing and Primary User Traffic Classification for Cognitive Radio

Authors: Urvee B. Trivedi, U. D. Dalal

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As wireless communication services grow quickly; the seriousness of spectrum utilization has been on the rise gradually. An emerging technology, cognitive radio has come out to solve today’s spectrum scarcity problem. To support the spectrum reuse functionality, secondary users are required to sense the radio frequency environment, and once the primary users are found to be active, the secondary users are required to vacate the channel within a certain amount of time. Therefore, spectrum sensing is of significant importance. Once sensing is done, different prediction rules apply to classify the traffic pattern of primary user. Primary user follows two types of traffic patterns: periodic and stochastic ON-OFF patterns. A cognitive radio can learn the patterns in different channels over time. Two types of classification methods are discussed in this paper, by considering edge detection and by using autocorrelation function. Edge detection method has a high accuracy but it cannot tolerate sensing errors. Autocorrelation-based classification is applicable in the real environment as it can tolerate some amount of sensing errors.

Keywords: cognitive radio (CR), probability of detection (PD), probability of false alarm (PF), primary user (PU), secondary user (SU), fast Fourier transform (FFT), signal to noise ratio (SNR)

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5205 Misophonia and Its Relationship with Obsessive-compulsive Disorder, Anxiety, and Depression

Authors: Shahrzad Yektatalab, Agrin Mohammadi, Ladan Zarshenas

Abstract:

Background: Misophonia is a severe emotional response to repetitive sounds. This disorder may limit a person's communication, reduce their ability, or disrupt their social and personal life. This study aims to determine the prevalence of Misophonia and its relationship with obsessive-compulsive disorder, anxiety, and depression in undergraduate students of XXX University of Medical Sciences. Methods: The present study is an analytical descriptive study conducted in October 2020. The study samples are 390 undergraduate students of XXX University of medical sciences. A relative and systematic sampling method was used. In this study, a demographic questionnaire, misophonia questionnaire (A score of 7 or higher is considered as misophonia), Beck anxiety questionnaire, Beck depression questionnaire, and Maudsley questionnaire were used, and the data were analyzed using SPSS 24 software. Due to the non-normality of the data, the Spearman correlation coefficient was used for analyzing data. The significance level was considered less than 0.05. Results: 23.8% of students have misophonia. Of the 390 participants in the study, 93 had experienced misophonia. Among these 93 students, 37 (39.8%) had obsessive-compulsive disorder, 8 (8.6%) had anxiety and 9 (9.7%) had depression. There was a significant and direct relationship between all variables (p <0.001), which means that with the increase of each disorder, the probability of an increase in other disorders increases. Conclusion: Due to the high prevalence of misophonia in students and its direct relationship with obsessive-compulsive disorder, anxiety, and depression, It is recommended that future studies be conducted to identify ways to prevent and reduce the incidence of misophonia.

Keywords: misophonia, obsessive-compulsive disorder, anxiety, depression

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5204 Occupational Diseases in the Automotive Industry in Czechia

Authors: J. Jarolímek, P. Urban, P. Pavlínek, D. Dzúrová

Abstract:

The industry constitutes a dominant economic sector in Czechia. The automotive industry represents the most important industrial sector in terms of gross value added and the number of employees. The objective of this study was to analyse the occurrence of occupational diseases (OD) in the automotive industry in Czechia during the 2001-2014 period. Whereas the occurrence of OD in other sectors has generally been decreasing, it has been increasing in the automotive industry, including growing spatial discrepancies. Data on OD cases were retrieved from the National Registry of Occupational Diseases. Further, we conducted a survey in automotive companies with a focus on occupational health services and positions of the companies in global production networks (GPNs). An analysis of OD distribution in the automotive industry was performed (age, gender, company size and its role in GPNs, regional distribution of studied companies, and regional unemployment rate), and was accompanied by an assessment of the quality and range of occupational health services. The employees older than 40 years had nearly 2.5 times higher probability of OD occurrence compared with employees younger than 40 years (OR 2.41; 95% CI: 2.05-2.85). The OD occurrence probability was 3 times higher for women than for men (OR 3.01; 95 % CI: 2.55-3.55). The OD incidence rate was increasing with the size of the company. An association between the OD incidence and the unemployment rate was not confirmed.

Keywords: occupational diseases, automotive industry, health geography, unemployment

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5203 Cultural Background as Moderator of the Association Between Personal Bonding Social Capital and Well-Being: An Association Study in a Sample of Dutch and Turkish Older Adults in the Netherlands

Authors: Marianne Simons, Sinan Kurt, Marjolein Stefens, Kai Karos, Johan Lataster

Abstract:

As cultural diversity within older populations in European countries increases, the role of cultural background should be taken account of in aging studies. Bonding social capital (BSC), containing someone’s socio-emotional resources, is recognised as an important ingredient for wellbeing in old age and found to be associated with someone’s cultural background. The current study examined the association between BSC, loneliness and wellbeing in a sample including older Turkish migrants with a collectivistic cultural background and native Dutch older adults, both living in the Netherlands, characterised by an individualistic culture. A sample of 119 Turkish migrants (64.7% male; age 65-87, M(SD)=71.13(5.04) and 124 native Dutch adults (32.3% male, age 65-94, M(SD)= 71.9(5.32) filled out either an online or printed questionnaire measuring BSC, psychological, social and emotional well-being, loneliness and relevant demographic covariates. Regression analysis - including confounders age, gender, level of education, physical health and relationship - showed positive associations between BSC and respectively emotional, social and psychological well-being and a negative association with loneliness in both samples. Moderation analyses showed that these associations were significantly stronger for the Turkish older migrants than for their native peers. Measurement invariance analysis indicated partial metric invariance for the measurement of BSC and loneliness and non-invariance for wellbeing, calling for caution comparing means between samples. The results stress the importance of BSC for wellbeing of older migrants from collectivistic cultures living in individualistic countries. Previous research, shows a trend of older migrants displaying lower levels of BSC as well as associated variables, such as education, physical health, and financial income. This calls for more research of the interplay between demographic and psychosocial factors restraining mental wellbeing of older migrant populations. Measurement invariance analyses further emphasize the importance of taking cultural background into account in positive aging studies.

Keywords: positive aging, cultural background, wellbeing, social capital, loneliness

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5202 Exploratory Tests on Structures Resistance during Forest Fires

Authors: Luis M. Ribeiro, Jorge Raposo, Ricardo Oliveira, David Caballero, Domingos X. Viegas

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Under the scope of European project WUIWATCH a set of experimental tests on house vulnerability was performed in order to assess the resistance of selected house components during the passage of a forest fire. Among the individual elements most affected by the passage of a wildfire the windows are the ones with greater exposure. In this sense, a set of exploratory experimental tests was designed to assess some particular aspects related to the vulnerability of windows and blinds. At the same time, the importance of leaving them closed (as well as the doors inside a house) during a wild fire was explored in order to give some scientific background to guidelines for homeowners. Three sets of tests were performed: 1. Windows and blinds resistance to heat. Three types of protective blinds were tested (aluminium, PVC and wood) on 2 types of windows (single and double pane). The objective was to assess the structures resistance. 2. The influence of air flow on the transport of burning embers inside a house. A room was built to scale, and placed inside a wind tunnel, with one window and one door on opposite sides. The objective was to assess the importance of leaving an inside door opened on the probability of burning embers entering the room. 3. The influence of the dimension of openings on a window or door related to the probability of ignition inside a house. The objective was to assess the influence of different window openings in relation to the amount of burning particles that can enter a house. The main results were: 1. The purely radiative heat source provides 1.5 KW/m2 of heat impact in the structure, while the real fire generates 10 Kw/m2. When protected by the blind, the single pane window reaches 30ºC on both sides, and the double pane window has a differential of 10º from the side facing the heat (30ºC) and the opposite side (40ºC). Unprotected window constantly increases temperature until the end of the test. Window blinds reach considerably higher temperatures. PVC loses its consistency above 150ºC and melts. 2. Leaving the inside door closed results in a positive pressure differential of +1Pa from the outside to the inside, inhibiting the air flow. Opening the door in half or full reverts the pressure differential to -6 and -8 times respectively, favouring the air flow from the outside to the inside. The number of particles entering the house follows the same tendency. 3. As the bottom opening in a window increases from 0,5 cm to 4 cm the number of particles that enter the house per second also increases greatly. From 5 cm until 80cm there is no substantial increase in the number of entering particles. This set of exploratory tests proved to be an added value in supporting guidelines for home owners, regarding self-protection in WUI areas.

Keywords: forest fire, wildland urban interface, house vulnerability, house protective elements

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5201 Macular Ganglion Cell Inner Plexiform Layer Thinning

Authors: Hye-Young Shin, Chan Kee Park

Abstract:

Background: To compare the thinning patterns of the ganglion cell-inner plexiform layer (GCIPL) and peripapillary retinal nerve fiber layer (pRNFL) as measured using Cirrus high-definition optical coherence tomography (HD-OCT) in patients with visual field (VF) defects that respect the vertical meridian. Methods: Twenty eyes of eleven patients with VF defects that respect the vertical meridian were enrolled retrospectively. The thicknesses of the macular GCIPL and pRNFL were measured using Cirrus HD-OCT. The 5% and 1% thinning area index (TAI) was calculated as the proportion of abnormally thin sectors at the 5% and 1% probability level within the area corresponding to the affected VF. The 5% and 1% TAI were compared between the GCIPL and pRNFL measurements. Results: The color-coded GCIPL deviation map showed a characteristic vertical thinning pattern of the GCIPL, which is also seen in the VF of patients with brain lesions. The 5% and 1% TAI were significantly higher in the GCIPL measurements than in the pRNFL measurements (all P < 0.01). Conclusions: Macular GCIPL analysis clearly visualized a characteristic topographic pattern of retinal ganglion cell (RGC) loss in patients with VF defects that respect the vertical meridian, unlike pRNFL measurements. Macular GCIPL measurements provide more valuable information than pRNFL measurements for detecting the loss of RGCs in patients with retrograde degeneration of the optic nerve fibers.

Keywords: brain lesion, macular ganglion cell, inner plexiform layer, spectral-domain optical coherence tomography

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5200 Mentoring Writing Skills: A Classroom Friendly Approach

Authors: Pradeep Kumar Sahoo

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Facilitating writing skill among the young techies seems a bit challenging. Various factors may owe to this difficulty. Inappropriate syllabus, inadequate infrastructure, to some extent, untrained faculty members and above all the background of learners may be treated as the components that make the process challenging. In order to convert/create/prepare writing skill friendly, the focused items will have to be different from the classroom the present day traditional classroom situation. This paper focuses on the multiple contemporary strategies for approaching a wide range of typical problems that the writers face in a specific technical university of Odisha.

Keywords: background of learners, classroom friendly approach, inappropriate syllabus, traditional classroom situation

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5199 Status and Results from EXO-200

Authors: Ryan Maclellan

Abstract:

EXO-200 has provided one of the most sensitive searches for neutrinoless double-beta decay utilizing 175 kg of enriched liquid xenon in an ultra-low background time projection chamber. This detector has demonstrated excellent energy resolution and background rejection capabilities. Using the first two years of data, EXO-200 has set a limit of 1.1x10^25 years at 90% C.L. on the neutrinoless double-beta decay half-life of Xe-136. The experiment has experienced a brief hiatus in data taking during a temporary shutdown of its host facility: the Waste Isolation Pilot Plant. EXO-200 expects to resume data taking in earnest this fall with upgraded detector electronics. Results from the analysis of EXO-200 data and an update on the current status of EXO-200 will be presented.

Keywords: double-beta, Majorana, neutrino, neutrinoless

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5198 The 10-year Risk of Major Osteoporotic and Hip Fractures Among Indonesian People Living with HIV

Authors: Iqbal Pramukti, Mamat Lukman, Hasniatisari Harun, Kusman Ibrahim

Abstract:

Introduction: People living with HIV had a higher risk of osteoporotic fracture than the general population. The purpose of this study was to predict the 10-year risk of fracture among people living with HIV (PLWH) using FRAX™ and to identify characteristics related to the fracture risk. Methodology: This study consisted of 75 subjects. The ten-year probability of major osteoporotic fractures (MOF) and hip fractures was assessed using the FRAX™ algorithm. A cross-tabulation was used to identify the participant’s characteristics related to fracture risk. Results: The overall mean 10-year probability of fracture was 2.4% (1.7) for MOF and 0.4% (0.3) for hip fractures. For MOF score, participants with parents’ hip fracture history, smoking behavior and glucocorticoid use showed a higher MOF score than those who were not (3.1 vs. 2.5; 4.6 vs 2.5; and 3.4 vs 2.5, respectively). For HF score, participants with parents’ hip fracture history, smoking behavior and glucocorticoid use also showed a higher HF score than those who were not (0.5 vs. 0.3; 0.8 vs. 0.3; and 0.5 vs. 0.3, respectively). Conclusions: The 10-year risk of fracture was higher among PLWH with several factors, including the parent’s hip. Fracture history, smoking behavior and glucocorticoid used. Further analysis on determining factors using multivariate regression analysis with a larger sample size is required to confirm the factors associated with the high fracture risk.

Keywords: HIV, PLWH, osteoporotic fractures, hip fractures, 10-year risk of fracture, FRAX

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5197 The Influence of Language and Background Culture on Speakers from the Viewpoint of Gender and Identity

Authors: Yuko Tomoto

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The purpose of this research is to examine the assumption that female bilingual speakers more often change the way they talk or think depending on the language they use compared with male bilingual speakers. The author collected data through questionnaires on 241 bilingual speakers. Also, in-depth interview surveys were conducted with 13 Japanese/English bilingual speakers whose native language is Japanese and 16 English/Japanese bilingual speakers whose native language is English. The results indicate that both male and female bilingual speakers are more or less influenced consciously and unconsciously by the language they use, as well as by the background cultural values of each language. At the same time, it was found that female speakers are much more highly affected by the language they use, its background culture and also by the interlocutors they were talking to. This was probably due to the larger cultural expectations on women. Through conversations, speakers are not only conveying a message but also attempting to express who they are, and what they want to be like. In other words, they are constantly building up and updating their own identities by choosing the most appropriate language and descriptions to express themselves in the dialogues. It has been claimed that the images of ideal L2 self could strongly motivate learners. The author hopes to make the best use of the fact that bilingual speakers change their presence depending on the language they use, in order to motivate Japanese learners of English, especially female learners from the viewpoint of finding their new selves in English.

Keywords: cultural influence, gender expectation, language learning, L2 self

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5196 An Empirical Investigation into the Effect of Macroeconomic Policy on Economic Growth in Nigeria

Authors: Rakiya Abba

Abstract:

This paper investigates the effect of the money supply, exchange and interest rate on economic growth in Nigeria through the application of Augmented Dickey-Fuller technique in testing the unit root property of the series and Granger causality test of causation between GDP, money supply, the exchange, and interest rate. The results of unit root suggest that all the variables in the model are stationary at 1, 5 and 10 percent level of significance, and the results of Causality suggest that money supply and exchange granger cause IR, the result further reveals two – way causation existed between M2 and EXR while IR granger cause GDP the null hypothesis is rejected and GDP does not granger cause IR as indicated by their probability values of 0.4805 and confirmed by F-statistics values of 0.75483. The results revealed that M2 and EXR do not granger causes GDP, the null hypothesis is accepted at 75percent 18percent respectively as indicated by their probability values of 0.7472 and 0.1830 respectively; also, GDP does not granger cause M2 and EXR. The Johansen cointegration result indicates that despite GDP does not granger cause M2, IR, and EXR, but there existed 1 cointegrating equation, implying the existence of long-run relationship between GDP, M2 IR, and EXR. A major policy implication of this result is that economic growth is function of and money supply and exchange rate, effective monetary policies should direct on manipulating instruments and importance should be placed on justification for adopting a particular policy be rationalized in order to increase growth in economy

Keywords: economic growth, money supply, interest rate, exchange rate, causality

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5195 Democratic Political Culture of the 5th and 6th Graders under the Authority of Dusit District Office, Bangkok

Authors: Vilasinee Jintalikhitdee, Phusit Phukamchanoad, Sakapas Saengchai

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This research aims to study the level of democratic political culture and the factors that affect the democratic political culture of 5th and 6th graders under the authority of Dusit District Office, Bangkok by using stratified sampling for probability sampling and using purposive sampling for non-probability sampling to collect data toward the distribution of questionnaires to 300 respondents. This covers all of the schools under the authority of Dusit District Office. The researcher analyzed the data by using descriptive statistics which include arithmetic mean, standard deviation, and inferential statistics which are Independent Samples T-test (T-test) and One-Way ANOVA (F-test). The researcher also collected data by interviewing the target groups, and then analyzed the data by the use of descriptive analysis. The result shows that 5th and 6th graders under the authority of Dusit District Office, Bangkok have exposed to democratic political culture at high level in overall. When considering each part, it found out that the part that has highest mean is “the constitutional democratic governmental system is suitable for Thailand” statement. The part with the lowest mean is “corruption (cheat and defraud) is normal in Thai society” statement. The factor that affects democratic political culture is grade levels, occupations of mothers, and attention in news and political movements.

Keywords: democratic, political culture, political movements, democratic governmental system

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5194 Failure Probability Assessment of Concrete Spherical Domes Subjected to Ventilation Controlled Fires Using BIM Tools

Authors: A. T. Kassem

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Fires areconsidered a common hazardous action that any building may face. Most buildings’ structural elements are designed, taking into consideration precautions for fire safety, using deterministic design approaches. Public and highly important buildings are commonly designed considering standard fire rating and, in many cases, contain large compartments with central domes. Real fire scenarios are not commonly brought into action in structural design of buildings because of complexities in both scenarios and analysis tools. This paper presents a modern approach towards analysis of spherical domes in real fire condition via implementation of building information modelling, and adopting a probabilistic approach. BIMhas been implemented to bridge the gap between various software packages enabling them to function interactively to model both real fire and corresponding structural response. Ventilation controlled fires scenarios have been modeled using both “Revit” and “Pyrosim”. Monte Carlo simulation has been adopted to engage the probabilistic analysis approach in dealing with various parameters. Conclusions regarding failure probability and fire endurance, in addition to the effects of various parameters, have been extracted.

Keywords: concrete, spherical domes, ventilation controlled fires, BIM, monte carlo simulation, pyrosim, revit

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5193 From Shop-Floor to Classroom and from Classroom to Shop-Floor: A Way to Bridge Gap between Industry and Academy

Authors: Muhammad Haris Aziz, Shoaib Sarfraz, Chanchal Saha

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The basic functions of a university are research and education. Research develops theories and education provides the link between the theory and the practical. Being an applied science, the link between theory and practice needs to be strong in engineering disciplines. But there remains a gap between industry and academy due lack of understanding and awareness from both sides. This gap is been shorten with an industrial engineering graduate class composed of a mix of students from industrial background and from theoretical background. Results are four industrial case studies which are the outcome of group projects in a course on operations research.

Keywords: industrial-academia linkage, operations research, industrial engineering, engineering education.

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5192 Impact of Violence against Women on Small and Medium Enterprises (SMEs) in Rural Sindh: A Case Study of Kandhkot

Authors: Mohammad Shoaib Khan, Abdul Sattar Bahalkani

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This research investigates the violence and their impact on SMEs in Sindh. The main objective of current research is to examine the women empowerment through women participation in small and medium enterprises in upper Sindh. The data were collected from 500 respondents from Kandhkot District, by using simple random technique. A structural questionnaire was designed as an instrument for measuring the impact of SMEs business in women empowerment in rural Sindh. It was revealed that the rural women is less confident and their husbands were always given them hard time once they are exposing themselves to outside the boundaries of the house. It was revealed that rural women have a major contribution in social, economic, and political development. It was further revealed that women are getting low wages and due to non-availability of market facility they are paying low wages. The negative impact of husbands’ income and having children at the age of 0-6 years old are also significant. High income of other household member raises the reservation wage of mothers, thus lowers the probability of participation when the objective of working is to help family’s financial need. The impact of childcare on mothers’ labor force participation is significant but not as the theory predicted. The probability of participation in labor force is significantly higher for women who lived in the urban areas where job opportunities are greater compared to the rural.

Keywords: empowerment, violence against women, SMEs, rural

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5191 Merging Appeal to Ignorance, Composition, and Division Argument Schemes with Bayesian Networks

Authors: Kong Ngai Pei

Abstract:

The argument scheme approach to argumentation has two components. One is to identify the recurrent patterns of inferences used in everyday discourse. The second is to devise critical questions to evaluate the inferences in these patterns. Although this approach is intuitive and contains many insightful ideas, it has been noted to be not free of problems. One is that due to its disavowing the probability calculus, it cannot give the exact strength of an inference. In order to tackle this problem, thereby paving the way to a more complete normative account of argument strength, it has been proposed, the most promising way is to combine the scheme-based approach with Bayesian networks (BNs). This paper pursues this line of thought, attempting to combine three common schemes, Appeal to Ignorance, Composition, and Division, with BNs. In the first part, it is argued that most (if not all) formulations of the critical questions corresponding to these schemes in the current argumentation literature are incomplete and not very informative. To remedy these flaws, more thorough and precise formulations of these questions are provided. In the second part, how to use graphical idioms (e.g. measurement and synthesis idioms) to translate the schemes as well as their corresponding critical questions to graphical structure of BNs, and how to define probability tables of the nodes using functions of various sorts are shown. In the final part, it is argued that many misuses of these schemes, traditionally called fallacies with the same names as the schemes, can indeed be adequately accounted for by the BN models proposed in this paper.

Keywords: appeal to ignorance, argument schemes, Bayesian networks, composition, division

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5190 Feasibility Study of Wind Energy Potential in Turkey: Case Study of Catalca District in Istanbul

Authors: Mohammed Wadi, Bedri Kekezoglu, Mustafa Baysal, Mehmet Rida Tur, Abdulfetah Shobole

Abstract:

This paper investigates the technical evaluation of the wind potential for present and future investments in Turkey taking into account the feasibility of sites, installments, operation, and maintenance. This evaluation based on the hourly measured wind speed data for the three years 2008–2010 at 30 m height for Çatalca district. These data were obtained from national meteorology station in Istanbul–Republic of Turkey are analyzed in order to evaluate the feasibility of wind power potential and to assure supreme assortment of wind turbines installing for the area of interest. Furthermore, the data are extrapolated and analyzed at 60 m and 80 m regarding the variability of roughness factor. Weibull bi-parameter probability function is used to approximate monthly and annually wind potential and power density based on three calculation methods namely, the approximated, the graphical and the energy pattern factor methods. The annual mean wind power densities were to be 400.31, 540.08 and 611.02 W/m² for 30, 60, and 80 m heights respectively. Simulation results prove that the analyzed area is an appropriate place for constructing large-scale wind farms.

Keywords: wind potential in Turkey, Weibull bi-parameter probability function, the approximated method, the graphical method, the energy pattern factor method, capacity factor

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5189 The Long-Term Impact of Health Conditions on Social Mobility Outcomes: A Modelling Study

Authors: Lise Retat, Maria Carmen Huerta, Laura Webber, Franco Sassi

Abstract:

Background: Intra-generational social mobility (ISM) can be defined as the extent to which individuals change their socio-economic position over a period of time or during their entire life course. The relationship between poor health and ISM is established. Therefore, quantifying the impact that potential health policies have on ISM now and into the future would provide evidence for how social inequality could be reduced. This paper takes the condition of overweight and obesity as an example and estimates the mean earning change per individual if the UK were to introduce policies to effectively reduce overweight and obesity. Methods: The HealthLumen individual-based model was used to estimate the impact of obesity on social mobility measures, such as earnings, occupation, and wealth. The HL tool models each individual's probability of experiencing downward ISM as a result of their overweight and obesity status. For example, one outcome of interest was the cumulative mean earning per person of implementing a policy which would reduce adult overweight and obesity by 1% each year between 2020 and 2030 in the UK. Results: Preliminary analysis showed that by reducing adult overweight and obesity by 1% each year between 2020 and 2030, the cumulative additional mean earnings would be ~1,000 Euro per adult by 2030. Additional analysis will include other social mobility indicators. Conclusions: These projections are important for illustrating the role of health in social mobility and for providing evidence for how health policy can make a difference to social mobility outcomes and, in turn, help to reduce inequality.

Keywords: modelling, social mobility, obesity, health

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5188 Social Ties and the Prevalence of Single Chronic Morbidity and Multimorbidity among the Elderly Population in Selected States of India

Authors: Sree Sanyal

Abstract:

Research in ageing often highlights the age-related health dimension more than the psycho-social characteristics of the elderly, which also influences and challenges the health outcomes. Multimorbidity is defined as the person having more than one chronic non-communicable diseases and their prevalence increases with ageing. The study aims to evaluate the influence of social ties on self-reported prevalence of multimorbidity (selected chronic non-communicable diseases) among the selected states of elderly population in India. The data is accessed from Building Knowledge Base on Population Ageing in India (BKPAI), collected in 2011 covering the self-reported chronic non-communicable diseases like arthritis, heart disease, diabetes, lung disease with asthma, hypertension, cataract, depression, dementia, Alzheimer’s disease, and cancer. The data of the above diseases were taken together and categorized as: ‘no disease’, ‘one disease’ and ‘multimorbidity’. The predicted variables were demographic, socio-economic, residential types, and the variable of social ties includes social support, social engagement, perceived support, connectedness, and importance of the elderly. Predicted probability for multiple logistic regression was used to determine the background characteristics of the old in association with chronic morbidities showing multimorbidity. The finding suggests that 24.35% of the elderly are suffering from multimorbidity. Research shows that with reference to ‘no disease’, according to the socio-economic characteristics of the old, the female oldest old (80+) from others in caste and religion, widowed, never had any formal education, ever worked in their life, coming from the second wealth quintile standard, from rural Maharashtra are more prone with ‘one disease’. From the social ties background, the elderly who perceives they are important to the family, after getting older their decision-making status has been changed, prefer to stay with son and spouse only, satisfied with the communication from their children are more likely to have less single morbidity and the results are significant. Again, with respect to ‘no disease’, the female oldest old (80+), who are others in caste, Christian in religion, widowed, having less than 5 years of education completed, ever worked, from highest wealth quintile, residing in urban Kerala are more associated with multimorbidity. The elderly population who are more socially connected through family visits, public gatherings, gets support in decision making, who prefers to spend their later years with son and spouse only but stays alone shows lesser prevalence of multimorbidity. In conclusion, received and perceived social integration and support from associated neighborhood in the older days, knowing about their own needs in life facilitates better health and wellbeing of the elderly population in selected states of India.

Keywords: morbidity, multi-morbidity, prevalence, social ties

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5187 Quality of Service of Transportation Networks: A Hybrid Measurement of Travel Time and Reliability

Authors: Chin-Chia Jane

Abstract:

In a transportation network, travel time refers to the transmission time from source node to destination node, whereas reliability refers to the probability of a successful connection from source node to destination node. With an increasing emphasis on quality of service (QoS), both performance indexes are significant in the design and analysis of transportation systems. In this work, we extend the well-known flow network model for transportation networks so that travel time and reliability are integrated into the QoS measurement simultaneously. In the extended model, in addition to the general arc capacities, each intermediate node has a time weight which is the travel time for per unit of commodity going through the node. Meanwhile, arcs and nodes are treated as binary random variables that switch between operation and failure with associated probabilities. For pre-specified travel time limitation and demand requirement, the QoS of a transportation network is the probability that source can successfully transport the demand requirement to destination while the total transmission time is under the travel time limitation. This work is pioneering, since existing literatures that evaluate travel time reliability via a single optimization path, the proposed QoS focuses the performance of the whole network system. To compute the QoS of transportation networks, we first transfer the extended network model into an equivalent min-cost max-flow network model. In the transferred network, each arc has a new travel time weight which takes value 0. Each intermediate node is replaced by two nodes u and v, and an arc directed from u to v. The newly generated nodes u and v are perfect nodes. The new direct arc has three weights: travel time, capacity, and operation probability. Then the universal set of state vectors is recursively decomposed into disjoint subsets of reliable, unreliable, and stochastic vectors until no stochastic vector is left. The decomposition is made possible by applying existing efficient min-cost max-flow algorithm. Because the reliable subsets are disjoint, QoS can be obtained directly by summing the probabilities of these reliable subsets. Computational experiments are conducted on a benchmark network which has 11 nodes and 21 arcs. Five travel time limitations and five demand requirements are set to compute the QoS value. To make a comparison, we test the exhaustive complete enumeration method. Computational results reveal the proposed algorithm is much more efficient than the complete enumeration method. In this work, a transportation network is analyzed by an extended flow network model where each arc has a fixed capacity, each intermediate node has a time weight, and both arcs and nodes are independent binary random variables. The quality of service of the transportation network is an integration of customer demands, travel time, and the probability of connection. We present a decomposition algorithm to compute the QoS efficiently. Computational experiments conducted on a prototype network show that the proposed algorithm is superior to existing complete enumeration methods.

Keywords: quality of service, reliability, transportation network, travel time

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5186 Statistical Analysis of Extreme Flow (Regions of Chlef)

Authors: Bouthiba Amina

Abstract:

The estimation of the statistics bound to the precipitation represents a vast domain, which puts numerous challenges to meteorologists and hydrologists. Sometimes, it is necessary, to approach in value the extreme events for sites where there is little, or no datum, as well as their periods of return. The search for a model of the frequency of the heights of daily rains dresses a big importance in operational hydrology: It establishes a basis for predicting the frequency and intensity of floods by estimating the amount of precipitation in past years. The most known and the most common approach is the statistical approach, It consists in looking for a law of probability that fits best the values observed by the random variable " daily maximal rain " after a comparison of various laws of probability and methods of estimation by means of tests of adequacy. Therefore, a frequent analysis of the annual series of daily maximal rains was realized on the data of 54 pluviometric stations of the pond of high and average. This choice was concerned with five laws usually applied to the study and the analysis of frequent maximal daily rains. The chosen period is from 1970 to 2013. It was of use to the forecast of quantiles. The used laws are the law generalized by extremes to three components, those of the extreme values to two components (Gumbel and log-normal) in two parameters, the law Pearson typifies III and Log-Pearson III in three parameters. In Algeria, Gumbel's law has been used for a long time to estimate the quantiles of maximum flows. However, and we will check and choose the most reliable law.

Keywords: return period, extreme flow, statistics laws, Gumbel, estimation

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5185 Performance Evaluation of a Prioritized, Limited Multi-Server Processor-Sharing System that Includes Servers with Various Capacities

Authors: Yoshiaki Shikata, Nobutane Hanayama

Abstract:

We present a prioritized, limited multi-server processor sharing (PS) system where each server has various capacities, and N (≥2) priority classes are allowed in each PS server. In each prioritized, limited server, different service ratio is assigned to each class request, and the number of requests to be processed is limited to less than a certain number. Routing strategies of such prioritized, limited multi-server PS systems that take into account the capacity of each server are also presented, and a performance evaluation procedure for these strategies is discussed. Practical performance measures of these strategies, such as loss probability, mean waiting time, and mean sojourn time, are evaluated via simulation. In the PS server, at the arrival (or departure) of a request, the extension (shortening) of the remaining sojourn time of each request receiving service can be calculated by using the number of requests of each class and the priority ratio. Utilising a simulation program which executes these events and calculations, the performance of the proposed prioritized, limited multi-server PS rule can be analyzed. From the evaluation results, most suitable routing strategy for the loss or waiting system is clarified.

Keywords: processor sharing, multi-server, various capacity, N-priority classes, routing strategy, loss probability, mean sojourn time, mean waiting time, simulation

Procedia PDF Downloads 304