Search results for: conditional density estimation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 5295

Search results for: conditional density estimation

5055 Evaluating Performance of Value at Risk Models for the MENA Islamic Stock Market Portfolios

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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5054 Bayesian Using Markov Chain Monte Carlo and Lindley's Approximation Based on Type-I Censored Data

Authors: Al Omari Moahmmed Ahmed

Abstract:

These papers describe the Bayesian Estimator using Markov Chain Monte Carlo and Lindley’s approximation and the maximum likelihood estimation of the Weibull distribution with Type-I censored data. The maximum likelihood method can’t estimate the shape parameter in closed forms, although it can be solved by numerical methods. Moreover, the Bayesian estimates of the parameters, the survival and hazard functions cannot be solved analytically. Hence Markov Chain Monte Carlo method and Lindley’s approximation are used, where the full conditional distribution for the parameters of Weibull distribution are obtained via Gibbs sampling and Metropolis-Hastings algorithm (HM) followed by estimate the survival and hazard functions. The methods are compared to Maximum Likelihood counterparts and the comparisons are made with respect to the Mean Square Error (MSE) and absolute bias to determine the better method in scale and shape parameters, the survival and hazard functions.

Keywords: weibull distribution, bayesian method, markov chain mote carlo, survival and hazard functions

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5053 Soil Compaction by a Forwarder in Timber Harvesting

Authors: Juang R. Matangaran, Erianto I. Putra, Iis Diatin, Muhammad Mujahid, Qi Adlan

Abstract:

Industrial plantation forest is the producer of logs in Indonesia. Several companies of industrial plantation forest have been successfully planted with fast-growing species, and it entered their annual harvesting period. Heavy machines such as forwarders are used in timber harvesting to extract logs from stump to landing site. The negative impact of using such machines are loss of topsoil and soil compaction. Compacted soil is considered unfavorable for plant growth. The research objectives were to analyze the soil bulk density, rut, and cone index of the soil caused by a forwarder passes, to analyze the relation between several times of forwarder passes to the increase of soil bulk density. A Valmet forwarder was used in this research. Soil bulk density at soil surface and cone index from the soil surface to the 50 cm depth of soil were measured at the harvested area. The result showed that soil bulk density increase with the increase of the Valmet forwarder passes. Maximum soil bulk density occurred after 5 times forwarder Valmet passed. The cone index tended to increase from the surface until 50 cm depth of soil. Rut formed and high soil bulk density indicated the soil compaction occurred by the forwarder operation.

Keywords: bulk density, forwarder Valmet, plantation forest, soil compaction, timber harvesting

Procedia PDF Downloads 117
5052 Estimation of Longitudinal Dispersion Coefficient Using Tracer Data

Authors: K. Ebrahimi, Sh. Shahid, M. Mohammadi Ghaleni, M. H. Omid

Abstract:

The longitudinal dispersion coefficient is a crucial parameter for 1-D water quality analysis of riverine flows. So far, different types of empirical equations for estimation of the coefficient have been developed, based on various case studies. The main objective of this paper is to develop an empirical equation for estimation of the coefficient for a riverine flow. For this purpose, a set of tracer experiments was conducted, involving salt tracer, at three sections located in downstream of a lengthy canal. Tracer data were measured in three mixing lengths along the canal including; 45, 75 and 100m. According to the results, the obtained coefficients from new developed empirical equation gave an encouraging level of agreement with the theoretical values.

Keywords: coefficients, dispersion, river, tracer, water quality

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5051 Efficient Motion Estimation by Fast Three Step Search Algorithm

Authors: S. M. Kulkarni, D. S. Bormane, S. L. Nalbalwar

Abstract:

The rapid development in the technology have dramatic impact on the medical health care field. Medical data base obtained with latest machines like CT Machine, MRI scanner requires large amount of memory storage and also it requires large bandwidth for transmission of data in telemedicine applications. Thus, there is need for video compression. As the database of medical images contain number of frames (slices), hence while coding of these images there is need of motion estimation. Motion estimation finds out movement of objects in an image sequence and gets motion vectors which represents estimated motion of object in the frame. In order to reduce temporal redundancy between successive frames of video sequence, motion compensation is preformed. In this paper three step search (TSS) block matching algorithm is implemented on different types of video sequences. It is shown that three step search algorithm produces better quality performance and less computational time compared with exhaustive full search algorithm.

Keywords: block matching, exhaustive search motion estimation, three step search, video compression

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5050 Environmental, Climate Change, and Health Outcomes in the World

Authors: Felix Aberu

Abstract:

The high rate of greenhouse gas (CO₂) emission and increased concentration of Carbon Dioxide in the atmosphere are not unconnected to both human and natural activities. This has caused climate change and global warming in the world. The adverse effect of these climatic changes has no doubt threatened human existence. Hence, this study examined the effects of environmental and climate influence on mortality and morbidity rates, with particular reference to the world’s leading CO₂ emission countries, using both the pre-estimation, estimation, and post-estimation techniques for more dependable outcomes. Hence, the System Generalized Method of Moments (SGMM) was adopted as the main estimation technique for the data analysis from 1996 to 2023. The coefficient of carbon emissions confirmed a positive and significant relationship among CO₂ emission, mortality, and morbidity rates in the world’s leading CO₂ emissions countries, which implies that carbon emission has contributed to mortality and morbidity rates in the world. Therefore, significant action should be taken to facilitate the expansion of environmental protection and sustainability initiatives in any CO₂ emissions nations of the world.

Keywords: environmental, mortality, morbidity, health outcomes, carbon emissions

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5049 Mesoporous RGO@(Co,Mn)3O4 Nanocomposite Prepared by Microwave Method and Its Electrochemical Performance

Authors: Charmaine Lamiel, Van Hoa Nguyen, Jae-Jin Shim

Abstract:

Supercapacitors are energy storage devices capable of storing more energy than conventional capacitors and have higher power density than batteries. The advantages of this method include the non-use of reducing agents and acidic medium, and no further use of a post-heat treatment unlike the conventional processes, in which calcination is generally employed after obtaining the initial product. Furthermore, it also offers a shorter reaction time at low temperatures and low power requirements, which allows low fabrication and energy cost. In this study, microwave irradiation was used for the facile and rapid synthesis of mesoporous RGO@(Co,Mn)3O4 nanosheets as an electrode material. The as-prepared electrode exhibited a high capacitance of 953 F•g^−1 at 1 A•g^−1 in a 6 M KOH electrolyte solution. Moreover, the electrode exhibited a high energy density of 76.2 Wh•kg^−1 at a power density of 720 W•kg^−1, and a high power density of 7200 W•kg^−1 at an energy density of 38 Wh•kg^−1. The successful methodology was considered to be efficient and cost-effective, thereby providing an active electrode material with very promising electrochemical performance.

Keywords: cobalt-manganese oxide, electrochemical, graphene, microwave synthesis, supercapacitor

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5048 A Data Driven Approach for the Degradation of a Lithium-Ion Battery Based on Accelerated Life Test

Authors: Alyaa M. Younes, Nermine Harraz, Mohammad H. Elwany

Abstract:

Lithium ion batteries are currently used for many applications including satellites, electric vehicles and mobile electronics. Their ability to store relatively large amount of energy in a limited space make them most appropriate for critical applications. Evaluation of the life of these batteries and their reliability becomes crucial to the systems they support. Reliability of Li-Ion batteries has been mainly considered based on its lifetime. However, another important factor that can be considered critical in many applications such as in electric vehicles is the cycle duration. The present work presents the results of an experimental investigation on the degradation behavior of a Laptop Li-ion battery (type TKV2V) and the effect of applied load on the battery cycle time. The reliability was evaluated using an accelerated life test. Least squares linear regression with median rank estimation was used to estimate the Weibull distribution parameters needed for the reliability functions estimation. The probability density function, failure rate and reliability function under each of the applied loads were evaluated and compared. An inverse power model is introduced that can predict cycle time at any stress level given.

Keywords: accelerated life test, inverse power law, lithium-ion battery, reliability evaluation, Weibull distribution

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5047 Characters of Developing Commercial Employment Sub-Centres and Employment Density in Ahmedabad City

Authors: Bhaumik Patel, Amit Gotecha

Abstract:

Commercial centres of different hierarchy and sizes play a vital role in the growth and development of the city. Economic uncertainty and demand for space leads to more urban sprawl and emerging more commercial spaces. The study was focused on the understanding of various indicators affecting the commercial development that can help to solve many issues related to commercial urban development and can guide for future employment growth centre development, Accessibility, Infrastructure, Planning and development regulations and Market forces. The aim of the study was to review characteristics and identifying employment density of Commercial Employment Sub-centres by achieving objectives Understanding various employment sub-centres, Identifying characteristics and deriving behaviour of employment densities and Evaluating and comparing employment sub-centres for the Ahmedabad city. Commercial employment sub-centres one in old city (Kalupur), second in highly developed commercial (C.G.road-Ashram road) and third in the latest developing commercial area (Prahladnagar) were identified by distance from city centre, Land use diversity, Access to Major roads and Public transport, Population density in proximity, Complimentary land uses in proximity and Land price. Commercial activities were categorised into retail, wholesale and service sector and sub categorised into various activities. From the study, Time period of establishment of the unit is a critical parameter for commercial activity, building height, and land-use diversity. Employment diversity is also one parameter for the commercial centre. The old city has retail, wholesale and trading and higher commercial density concerning units and employment both. Prahladnagar area functioned as commercial due to market pressure and developed as more units rather than a requirement. Employment density is higher in the centre of the city, as far as distance increases from city centre employment density and unit density decreases. Characters of influencing employment density and unit density are distance from city centre, development type, establishment time period, building density, unit density, public transport accessibility and road connectivity.

Keywords: commercial employment sub-centres, employment density, employment diversity, unit density

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5046 The Reach of Shopping Center Layout Form on Subway Based on Kernel Density Estimate

Authors: Wen Liu

Abstract:

With the rapid progress of modern cities, the railway construction must be developing quickly in China. As a typical high-density country, shopping center on the subway should be one important factor during the process of urban development. The paper discusses the influence of the layout of shopping center on the subway, and put it in the time and space’s axis of Shanghai urban development. We use the digital technology to establish the database of relevant information. And then get the change role about shopping center on subway in Shanghaiby the Kernel density estimate. The result shows the development of shopping center on subway has a relationship with local economic strength, population size, policy support, and city construction. And the suburbanization trend of shopping center would be increasingly significant. By this case research, we could see the Kernel density estimate is an efficient analysis method on the spatial layout. It could reveal the characters of layout form of shopping center on subway in essence. And it can also be applied to the other research of space form.

Keywords: Shanghai, shopping center on the subway, layout form, Kernel density estimate

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5045 Explore Urban Spatial Density with Boltzmann Statistical Distribution

Authors: Jianjia Wang, Tong Yu, Haoran Zhu, Kun Liu, Jinwei Hao

Abstract:

The underlying pattern in the modern city is agglomeration. To some degree, the distribution of urban spatial density can be used to describe the status of this assemblage. There are three intrinsic characteristics to measure urban spatial density, namely, Floor Area Ratio (FAR), Building Coverage Ratio (BCR), and Average Storeys (AS). But the underlying mechanism that contributes to these quantities is still vague in the statistical urban study. In this paper, we explore the corresponding extrinsic factors related to spatial density. These factors can further provide the potential influence on the intrinsic quantities. Here, we take Shanghai Inner Ring Area and Manhattan in New York as examples to analyse the potential impacts on urban spatial density with six selected extrinsic elements. Ebery single factor presents the correlation to the spatial distribution, but the overall global impact of all is still implicit. To handle this issue, we attempt to develop the Boltzmann statistical model to explicitly explain the mechanism behind that. We derive a corresponding novel quantity, called capacity, to measure the global effects of all other extrinsic factors to the three intrinsic characteristics. The distribution of capacity presents a similar pattern to real measurements. This reveals the nonlinear influence on the multi-factor relations to the urban spatial density in agglomeration.

Keywords: urban spatial density, Boltzmann statistics, multi-factor correlation, spatial distribution

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5044 Bayesian Value at Risk Forecast Using Realized Conditional Autoregressive Expectiel Mdodel with an Application of Cryptocurrency

Authors: Niya Chen, Jennifer Chan

Abstract:

In the financial market, risk management helps to minimize potential loss and maximize profit. There are two ways to assess risks; the first way is to calculate the risk directly based on the volatility. The most common risk measurements are Value at Risk (VaR), sharp ratio, and beta. Alternatively, we could look at the quantile of the return to assess the risk. Popular return models such as GARCH and stochastic volatility (SV) focus on modeling the mean of the return distribution via capturing the volatility dynamics; however, the quantile/expectile method will give us an idea of the distribution with the extreme return value. It will allow us to forecast VaR using return which is direct information. The advantage of using these non-parametric methods is that it is not bounded by the distribution assumptions from the parametric method. But the difference between them is that expectile uses a second-order loss function while quantile regression uses a first-order loss function. We consider several quantile functions, different volatility measures, and estimates from some volatility models. To estimate the expectile of the model, we use Realized Conditional Autoregressive Expectile (CARE) model with the bayesian method to achieve this. We would like to see if our proposed models outperform existing models in cryptocurrency, and we will test it by using Bitcoin mainly as well as Ethereum.

Keywords: expectile, CARE Model, CARR Model, quantile, cryptocurrency, Value at Risk

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5043 Low Density Lipoprotein: The Culprit in the Development of Obesity

Authors: Ojiegbe Ikenna Nathan

Abstract:

Obesity is a medical condition in which excess body fat has accumulated to the extent that it leads to reduced life expectancy and or increased health problems. Obesity as a worldwide problem is seen clustered in the families and it moves from generation to generation. It causes some disabilities, mortality and morbidity if left unattended to. The predisposing factors to obesity are either genetic or environment in origin. Nevertheless, the main predisposing factor to obesity is the excessive consumption of food rich in low-density lipoprotein (LDL) such as organ meats, saturated fats etc. This low-density lipoprotein causes an increase in adipose tissue and complicates to obesity. There are varieties of obesity which one needs to take appropriate measures to avoid; such as android, gynoid and morbid obesity. Nonetheless, studies have shown that there is hope for the obese individuals, despite the cause, type and degree of their obesity. This is through the use of the different available treatment measures which increase in physical activities, caloric restrictions, drug therapy and surgical intervention.

Keywords: low-density, lipoprotein, culprit, obesity

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5042 Developing Fuzzy Logic Model for Reliability Estimation: Case Study

Authors: Soroor K. H. Al-Khafaji, Manal Mohammad Abed

Abstract:

The research aim of this paper is to evaluate the reliability of a complex engineering system and to design a fuzzy model for the reliability estimation. The designed model has been applied on Vegetable Oil Purification System (neutralization system) to help the specialist user based on the concept of FMEA (Failure Mode and Effect Analysis) to estimate the reliability of the repairable system at the vegetable oil industry. The fuzzy model has been used to predict the system reliability for a future time period, depending on a historical database for the two past years. The model can help to specify the system malfunctions and to predict its reliability during a future period in more accurate and reasonable results compared with the results obtained by the traditional method of reliability estimation.

Keywords: fuzzy logic, reliability, repairable systems, FMEA

Procedia PDF Downloads 582
5041 The Contribution of Density Fluctuations in Ultrasound Scattering in Cancellous Bone

Authors: A. Elsariti, T. Evans

Abstract:

An understanding of the interaction between acoustic waves and cancellous bone is needed in order to realize the full clinical potential of ultrasonic bone measurements. Scattering is likely to be of central importance but has received little attention to date. Few theoretical approaches have been described to explain scattering of ultrasound from bone. In this study, a scattering model based on velocity and density fluctuations in a binary mixture (marrow fat and cortical matrix) was used to estimate the ultrasonic attenuation in cancellous bone as a function of volume fraction. Predicted attenuation and backscatter coefficient were obtained for a range of porosities and scatterer size. At 600 kHZ and for different scatterer size the effect of velocity and density fluctuations in the predicted attenuation was approximately 60% higher than velocity fluctuations.

Keywords: ultrasound scattering, sound speed, density fluctuations, attenuation coefficient

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5040 Ethical Investment Instruments for Financial Sustainability

Authors: Sarkar Humayun Kabir

Abstract:

This paper aims to investigate whether ethical investment instruments could contribute to stability in financial markets. In order to address the main issue, the study investigates the stability of return in seven conventional and Islamic equity markets of Asia, Europe and North America and in five major commodity markets starting from 1996 to June 2012. In addition, the study examines the unconditional correlation between returns of the assets under review to investigate portfolio diversification benefits of investors. Applying relevant methods, the study finds that investors may enjoy sustainable returns from their portfolios by investing in ethical financial instruments such as Islamic equities. In addition, it should be noted that most of the commodities, gold in particular, are either low or negatively correlated with equity returns. These results suggest that investors would be better off by investing in portfolios combining Islamic equities and commodities in general. The sustainable returns of ethical investments has important implications for the investors and markets since these investments can provide stable returns while the investors can avoid production of goods and services which believes to be harmful for human and the society as a whole.

Keywords: financial sustainability, ethical investment instruments, islamic equity, dynamic conditional correlation, conditional volatility

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5039 Development and Emerging Risks in the Derivative Market: A Comparison of Impact of Futures Trading on Spot Price Volatility and a Case of Developed, Emerging and Less Developed Economies

Authors: Rancy Chepchirchir Kosgey, John Olukuru

Abstract:

This study examines the impact of introduction of futures trading on the spot price volatility in the commodity market. The paper considers the United States of America, South Africa and Ethiopian economies. Three commodities i.e. coffee, maize and wheat from New York Merchantile Exchange, South African Futures Exchange and Ethiopian Commodity Exchange are analyzed. ARCH LM test is used to check for heteroskedasticity and GARCH and EGARCH are used to check for the behavior of volatility between the pre- and post-futures periods. For all the three economies, the results indicate presence of the ARCH effect in the log returns. For conditional and unconditional variances; spot price volatility for coffee has decreased after futures trading in all the economies and the EGARCH has also shown reduction in persistence of volatility in the post-futures period in the three economies; while that of maize has reduced for the Ethiopian economy while there has been an increase in both the US and South African economies. For wheat, the conditional variance has been found to rise in the post-futures period in all the three economies.

Keywords: derivatives, futures exchange, agricultural commodities, spot price volatility

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5038 Applying the Crystal Model Approach on Light Nuclei for Calculating Radii and Density Distribution

Authors: A. Amar

Abstract:

A new model, namely the crystal model, has been modified to calculate the radius and density distribution of light nuclei up to ⁸Be. The crystal model has been modified according to solid-state physics, which uses the analogy between nucleon distribution and atoms distribution in the crystal. The model has analytical analysis to calculate the radius where the density distribution of light nuclei has obtained from analogy of crystal lattice. The distribution of nucleons over crystal has been discussed in a general form. The equation that has been used to calculate binding energy was taken from the solid-state model of repulsive and attractive force. The numbers of the protons were taken to control repulsive force, where the atomic number was responsible for the attractive force. The parameter has been calculated from the crystal model was found to be proportional to the radius of the nucleus. The density distribution of light nuclei was taken as a summation of two clusters distribution as in ⁶Li=alpha+deuteron configuration. A test has been done on the data obtained for radius and density distribution using double folding for d+⁶,⁷Li with M3Y nucleon-nucleon interaction. Good agreement has been obtained for both the radius and density distribution of light nuclei. The model failed to calculate the radius of ⁹Be, so modifications should be done to overcome discrepancy.

Keywords: nuclear physics, nuclear lattice, study nucleus as crystal, light nuclei till to ⁸Be

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5037 Analyses and Optimization of Physical and Mechanical Properties of Direct Recycled Aluminium Alloy (AA6061) Wastes by ANOVA Approach

Authors: Mohammed H. Rady, Mohd Sukri Mustapa, S Shamsudin, M. A. Lajis, A. Wagiman

Abstract:

The present study is aimed at investigating microhardness and density of aluminium alloy chips when subjected to various settings of preheating temperature and preheating time. Three values of preheating temperature were taken as 450 °C, 500 °C, and 550 °C. On the other hand, three values of preheating time were chosen (1, 2, 3) hours. The influences of the process parameters (preheating temperature and time) were analyzed using Design of Experiments (DOE) approach whereby full factorial design with center point analysis was adopted. The total runs were 11 and they comprise of two factors of full factorial design with 3 center points. The responses were microhardness and density. The results showed that the density and microhardness increased with decreasing the preheating temperature. The results also found that the preheating temperature is more important to be controlled rather than the preheating time in microhardness analysis while both the preheating temperature and preheating time are important in density analysis. It can be concluded that setting temperature at 450 °C for 1 hour resulted in the optimum responses.

Keywords: AA6061, density, DOE, hot extrusion, microhardness

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5036 Monitoring Synthesis of Biodiesel through Online Density Measurements

Authors: Arnaldo G. de Oliveira, Jr, Matthieu Tubino

Abstract:

The transesterification process of triglycerides with alcohols that occurs during the biodiesel synthesis causes continuous changes in several physical properties of the reaction mixture, such as refractive index, viscosity and density. Amongst them, density can be an useful parameter to monitor the reaction, in order to predict the composition of the reacting mixture and to verify the conversion of the oil into biodiesel. In this context, a system was constructed in order to continuously determine changes in the density of the reacting mixture containing soybean oil, methanol and sodium methoxide (30 % w/w solution in methanol), stirred at 620 rpm at room temperature (about 27 °C). A polyethylene pipe network connected to a peristaltic pump was used in order to collect the mixture and pump it through a coil fixed on the plate of an analytical balance. The collected mass values were used to trace a curve correlating the mass of the system to the reaction time. The density variation profile versus the time clearly shows three different steps: 1) the dispersion of methanol in oil causes a decrease in the system mass due to the lower alcohol density followed by stabilization; 2) the addition of the catalyst (sodium methoxide) causes a larger decrease in mass compared to the first step (dispersion of methanol in oil) because of the oil conversion into biodiesel; 3) the final stabilization, denoting the end of the reaction. This density variation profile provides information that was used to predict the composition of the mixture over the time and the reaction rate. The precise knowledge of the duration of the synthesis means saving time and resources on a scale production system. This kind of monitoring provides several interesting features such as continuous measurements without collecting aliquots.

Keywords: biodiesel, density measurements, online continuous monitoring, synthesis

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5035 Spatiotemporal Neural Network for Video-Based Pose Estimation

Authors: Bin Ji, Kai Xu, Shunyu Yao, Jingjing Liu, Ye Pan

Abstract:

Human pose estimation is a popular research area in computer vision for its important application in human-machine interface. In recent years, 2D human pose estimation based on convolution neural network has got great progress and development. However, in more and more practical applications, people often need to deal with tasks based on video. It’s not far-fetched for us to consider how to combine the spatial and temporal information together to achieve a balance between computing cost and accuracy. To address this issue, this study proposes a new spatiotemporal model, namely Spatiotemporal Net (STNet) to combine both temporal and spatial information more rationally. As a result, the predicted keypoints heatmap is potentially more accurate and spatially more precise. Under the condition of ensuring the recognition accuracy, the algorithm deal with spatiotemporal series in a decoupled way, which greatly reduces the computation of the model, thus reducing the resource consumption. This study demonstrate the effectiveness of our network over the Penn Action Dataset, and the results indicate superior performance of our network over the existing methods.

Keywords: convolutional long short-term memory, deep learning, human pose estimation, spatiotemporal series

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5034 The Ability of Forecasting the Term Structure of Interest Rates Based on Nelson-Siegel and Svensson Model

Authors: Tea Poklepović, Zdravka Aljinović, Branka Marasović

Abstract:

Due to the importance of yield curve and its estimation it is inevitable to have valid methods for yield curve forecasting in cases when there are scarce issues of securities and/or week trade on a secondary market. Therefore in this paper, after the estimation of weekly yield curves on Croatian financial market from October 2011 to August 2012 using Nelson-Siegel and Svensson models, yield curves are forecasted using Vector auto-regressive model and Neural networks. In general, it can be concluded that both forecasting methods have good prediction abilities where forecasting of yield curves based on Nelson Siegel estimation model give better results in sense of lower Mean Squared Error than forecasting based on Svensson model Also, in this case Neural networks provide slightly better results. Finally, it can be concluded that most appropriate way of yield curve prediction is neural networks using Nelson-Siegel estimation of yield curves.

Keywords: Nelson-Siegel Model, neural networks, Svensson Model, vector autoregressive model, yield curve

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5033 Bulk-Density and Lignocellulose Composition: Influence of Changing Lignocellulosic Composition on Bulk-Density during Anaerobic Digestion and Implication of Compacted Lignocellulose Bed on Mass Transfer

Authors: Aastha Paliwal, H. N. Chanakya, S. Dasappa

Abstract:

Lignocellulose, as an alternate feedstock for biogas production, has been an active area of research. However, lignocellulose poses a lot of operational difficulties- widespread variation in the structural organization of lignocellulosic matrix, amenability to degradation, low bulk density, to name a few. Amongst these, the low bulk density of the lignocellulosic feedstock is crucial to the process operation and optimization. Low bulk densities render the feedstock floating in conventional liquid/wet digesters. Low bulk densities also restrict the maximum achievable organic loading rate in the reactor, decreasing the power density of the reactor. However, during digestion, lignocellulose undergoes very high compaction (up to 26 times feeding density). This first reduces the achievable OLR (because of low feeding density) and compaction during digestion, then renders the reactor space underutilized and also imposes significant mass transfer limitations. The objective of this paper was to understand the effects of compacting lignocellulose on mass transfer and the influence of loss of different components on the bulk density and hence structural integrity of the digesting lignocellulosic feedstock. 10 different lignocellulosic feedstocks (monocots and dicots) were digested anaerobically in a fed-batch, leach bed reactor -solid-state stratified bed reactor (SSBR). Percolation rates of the recycled bio-digester liquid (BDL) were also measured during the reactor run period to understand the implication of compaction on mass transfer. After 95 ds, in a destructive sampling, lignocellulosic feedstocks digested at different SRT were investigated to quantitate the weekly changes in bulk density and lignocellulosic composition. Further, percolation rate data was also compared to bulk density data. Results from the study indicate loss of hemicellulose (r²=0.76), hot water extractives (r²=0.68), and oxalate extractives (r²=0.64) had dominant influence on changing the structural integrity of the studied lignocellulose during anaerobic digestion. Further, feeding bulk density of the lignocellulose can be maintained between 300-400kg/m³ to achieve higher OLR, and bulk density of 440-500kg/m³ incurs significant mass transfer limitation for high compacting beds of dicots.

Keywords: anaerobic digestion, bulk density, feed compaction, lignocellulose, lignocellulosic matrix, cellulose, hemicellulose, lignin, extractives, mass transfer

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5032 A Computational Diagnostics for Dielectric Barrier Discharge Plasma

Authors: Zainab D. Abd Ali, Thamir H. Khalaf

Abstract:

In this paper, the characteristics of electric discharge in gap between two (parallel-plate) dielectric plates are studies, the gap filled with Argon gas in atm pressure at ambient temperature, the thickness of gap typically less than 1 mm and dielectric may be up 10 cm in diameter. One of dielectric plates a sinusoidal voltage is applied with Rf frequency, the other plates is electrically grounded. The simulation in this work depending on Boltzmann equation solver in first few moments, fluid model and plasma chemistry, in one dimensional modeling. This modeling have insight into characteristics of Dielectric Barrier Discharge through studying properties of breakdown of gas, electric field, electric potential, and calculating electron density, mean electron energy, electron current density ,ion current density, total plasma current density. The investigation also include: 1. The influence of change in thickness of gap between two plates if we doubled or reduced gap to half. 2. The effect of thickness of dielectric plates. 3. The influence of change in type and properties of dielectric material (gass, silicon, Teflon).

Keywords: computational diagnostics, Boltzmann equation, electric discharge, electron density

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5031 Indian Road Traffic Flow Analysis Using Blob Tracking from Video Sequences

Authors: Balaji Ganesh Rajagopal, Subramanian Appavu alias Balamurugan, Ayyalraj Midhun Kumar, Krishnan Nallaperumal

Abstract:

Intelligent Transportation System is an Emerging area to solve multiple transportation problems. Several forms of inputs are needed in order to solve ITS problems. Advanced Traveler Information System (ATIS) is a core and important ITS area of this modern era. This involves travel time forecasting, efficient road map analysis and cost based path selection, Detection of the vehicle in the dynamic conditions and Traffic congestion state forecasting. This Article designs and provides an algorithm for traffic data generation which can be used for the above said ATIS application. By inputting the real world traffic situation in the form of video sequences, the algorithm determines the Traffic density in terms of congestion, number of vehicles in a given path which can be fed for various ATIS applications. The Algorithm deduces the key frame from the video sequences and follows the Blob detection, Identification and Tracking using connected components algorithm to determine the correlation between the vehicles moving in the real road scene.

Keywords: traffic transportation, traffic density estimation, blob identification and tracking, relative velocity of vehicles, correlation between vehicles

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5030 Beyond Information Failure and Misleading Beliefs in Conditional Cash Transfer Programs: A Qualitative Account of Structural Barriers Explaining Why the Poor Do Not Invest in Human Capital in Northern Mexico

Authors: Francisco Fernandez de Castro

Abstract:

The Conditional Cash Transfer (CCT) model gives monetary transfers to beneficiary families on the condition that they take specific education and health actions. According to the economic rationale of CCTs the poor need incentives to invest in their human capital because they are trapped by a lack of information and misleading beliefs. If left to their own decision, the poor will not be able to choose what is in their best interests. The basic assumption of the CCT model is that the poor need incentives to take care of their own education and health-nutrition. Due to the incentives (income cash transfers and conditionalities), beneficiary families are supposed to attend doctor visits and health talks. Children would stay in the school. These incentivized behaviors would produce outcomes such as better health and higher level of education, which in turn will reduce poverty. Based on a grounded theory approach to conduct a two-year period of qualitative data collection in northern Mexico, this study shows that this explanation is incomplete. In addition to the information failure and inadequate beliefs, there are structural barriers in everyday life of households that make health-nutrition and education investments difficult. In-depth interviews and observation work showed that the program takes for granted local conditions in which beneficiary families should fulfill their co-responsibilities. Data challenged the program’s assumptions and unveiled local obstacles not contemplated in the program’s design. These findings have policy and research implications for the CCT agenda. They bring elements for late programming due to the gap between the CCT strategy as envisioned by policy designers, and the program that beneficiary families experience on the ground. As for research consequences, these findings suggest new avenues for scholarly work regarding the causal mechanisms and social processes explaining CCT outcomes.

Keywords: conditional cash transfers, incentives, poverty, structural barriers

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5029 Applicability of Cameriere’s Age Estimation Method in a Sample of Turkish Adults

Authors: Hatice Boyacioglu, Nursel Akkaya, Humeyra Ozge Yilanci, Hilmi Kansu, Nihal Avcu

Abstract:

The strong relationship between the reduction in the size of the pulp cavity and increasing age has been reported in the literature. This relationship can be utilized to estimate the age of an individual by measuring the pulp cavity size using dental radiographs as a non-destructive method. The purpose of this study is to develop a population specific regression model for age estimation in a sample of Turkish adults by applying Cameriere’s method on panoramic radiographs. The sample consisted of 100 panoramic radiographs of Turkish patients (40 men, 60 women) aged between 20 and 70 years. Pulp and tooth area ratios (AR) of the maxilla¬¬ry canines were measured by two maxillofacial radiologists and then the results were subjected to regression analysis. There were no statistically significant intra-observer and inter-observer differences. The correlation coefficient between age and the AR of the maxillary canines was -0.71 and the following regression equation was derived: Estimated Age = 77,365 – ( 351,193 × AR ). The mean prediction error was 4 years which is within acceptable errors limits for age estimation. This shows that the pulp/tooth area ratio is a useful variable for assessing age with reasonable accuracy. Based on the results of this research, it was concluded that Cameriere’s method is suitable for dental age estimation and it can be used for forensic procedures in Turkish adults. These instructions give you guidelines for preparing papers for conferences or journals.

Keywords: age estimation by teeth, forensic dentistry, panoramic radiograph, Cameriere's method

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5028 Identification of Wiener Model Using Iterative Schemes

Authors: Vikram Saini, Lillie Dewan

Abstract:

This paper presents the iterative schemes based on Least square, Hierarchical Least Square and Stochastic Approximation Gradient method for the Identification of Wiener model with parametric structure. A gradient method is presented for the parameter estimation of wiener model with noise conditions based on the stochastic approximation. Simulation results are presented for the Wiener model structure with different static non-linear elements in the presence of colored noise to show the comparative analysis of the iterative methods. The stochastic gradient method shows improvement in the estimation performance and provides fast convergence of the parameters estimates.

Keywords: hard non-linearity, least square, parameter estimation, stochastic approximation gradient, Wiener model

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5027 Theoretical and Experimental Electrostatic Parameters Determination of 4-Methyl-N-[(5- Nitrothiophen-2-Ylmethylidene)] Aniline Compound

Authors: N. Boukabcha, Y. Megrouss, N. Benhalima, S. Yahiaoui, A. Chouaih, F. Hamzaoui

Abstract:

We present the electron density analysis of organic compound 4-methyl-N-[(5- nitrothiophen-2-ylmethylidene)] aniline with chemical formula C12H10N2O2S. Indeed, determining the electrostatic properties of nonlinear optical organic compounds requires knowledge of the distribution of the electron density with high precision. On the other hand, a structural analysis is performed. Two methods are used to obtain the structure, X-ray diffraction and theoretical calculation with density functional theory (DFT). The electron density study is performed using the Mopro program1503 based on the multipolar model of Hansen and Coppens. Electron density analysis allows determination of the value and orientation of the dipole moment. The net atomic charges, electrostatic potential and the molecular dipole moment have been determined in order to understand the nature of inter- and intramolecular charge transfer. The study reveals the nature of intermolecular interactions including charge transfer and hydrogen bonds in the title compound. Crystallographic data: monoclinic system - space group P21 / n. Celle parameters: a = 4.7606 (4) Å, b = 22.415 (2) Å, c = 10.7008 (15) Å, β = 92.566 (13) 0, V = 1140.7 (2) Å3, Z = 4, R = 0.0034 for 2693 observed reflections.

Keywords: electron density, dipole moment, electrostatic potential, DFT, Mopro

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5026 Density of Introduced Birds (Sturnidae: Mynas) in Urban Areas of Kuching and Samarahan, Sarawak, Malaysia

Authors: Mustafa Abdul Rahman, Maisarah Abdullah, Nurfarahin Azizan, Mohd-Azlan Jayasilan, Andrew Alek Tuen

Abstract:

Common myna (Acridotheres tristis) and Javan myna (A. javanicus) belong to the family Sturnidae. These two species range from Iran, Afghanistan, and east through the Indian subcontinent to south China, Indochina and the mainland Southeast Asia. It was introduced to Sarawak in 1980’s and since then the population has increased tremendously. A study to determine the density of these two species was conducted in the Kuching and Samarahan Districts, Sarawak, Malaysian Borneo between November 2013 and January 2014. In Kuching City a total of 12 transect lines of 500 m each were established totaling 6 km. In Samarahan District, six 500 m transect lines were established both within Universiti Malaysia Sarawak (UNIMAS) campus and in Serian Town totaling 6 km. The results showed that the density of Javan myna in Kuching City (east) was 13.9 birds/ha, Kuching City (center) was 21.3 birds/ha and Kuching City (west) was 43.1 birds/ha. The density of common myna at UNIMAS campus was 20.3 birds/ha and Serian Town was 13.2 birds/ha. The density of human population probably plays an important role in determining the density of mynas in an area as it is associated with the availability of food sources, roosting and nesting places originating from human activity.

Keywords: density, myna, transect, invasive, Sarawak, Borneo

Procedia PDF Downloads 547