Search results for: conditional restricted boltzmann machine (CRBM)

Authors: Souhir Ben Amor, Heni Boubaker, Lotfi Belkacem

Abstract:

This aims of this paper is to forecast the electricity spot prices. First, we focus on modeling the conditional mean of the series so we adopt a generalized fractional -factor Gegenbauer process (k-factor GARMA). Secondly, the residual from the -factor GARMA model has used as a proxy for the conditional variance; these residuals were predicted using two different approaches. In the first approach, a local linear wavelet neural network model (LLWNN) has developed to predict the conditional variance using the Back Propagation learning algorithms. In the second approach, the Gegenbauer generalized autoregressive conditional heteroscedasticity process (G-GARCH) has adopted, and the parameters of the k-factor GARMA-G-GARCH model has estimated using the wavelet methodology based on the discrete wavelet packet transform (DWPT) approach. The empirical results have shown that the k-factor GARMA-G-GARCH model outperform the hybrid k-factor GARMA-LLWNN model, and find it is more appropriate for forecasts.

Keywords: electricity price, k-factor GARMA, LLWNN, G-GARCH, forecasting

Procedia PDF Downloads 206

Authors: Said Rabah Azzam, Andrew Graham

Abstract:

Fragmentation of packets caused by encryption applied on the network layer of the IOS model in Internet Protocol version 4 (IPv4) networks as well as the possibility of using fragmentation and Access Control Lists (ACLs) as a method of restricting network access to certain hosts or areas of a network.Using default settings, fragmentation is expected to occur and each fragment to be reassembled at the other end. If this does not occur then a high number of ICMP messages should be generated back towards the source host indicating that the packet is too large and that it needs to be made smaller. This result is also expected when the MTU is changed for certain links between devices.When using ACLs and packet fragments to restrict access to hosts or network segments it is possible that ACLs cannot be set up in this way. If ACLs cannot be setup to allow only fragments then it is a limitation of the hardware’s firmware holding back this particular method. If the ACL on the restricted switch can be set up in such a way to allow only fragments then a connection that forces packets to fragment should be allowed to pass through the ACL. This should then make a network connection to the destination machine allowing data to be sent to and from the destination machine. ICMP messages from the restricted access switch and host should also be blocked from being sent back across the link which will be shown in an SSH session into the switch.

Keywords: fragmentation, encryption, security, switch

Procedia PDF Downloads 304

Authors: Tobias Horstmann, Thomas Le Garrec, Daniel-Ciprian Mincu, Emmanuel Lévêque

Abstract:

Despite the efficiency and low dissipation of the stream-collide formulation of the Lattice Boltzmann (LB) algorithm, which is nowadays implemented in many commercial LBM solvers, there are certain situations, e.g. mesh transition, in which a classical finite-volume or finite-difference formulation of the LB algorithm still bear advantages. In this paper, we present an algorithm that combines the node-based streaming of the distribution functions with a second-order finite volume discretization of the advection term of the BGK-LB equation on a uniform D2Q9 lattice. It is shown that such a coupling is possible for a multi-domain approach as long as the overlap, or buffer zone, between two domains, is achieved on at least 2Δx. This also implies that a direct coupling (without buffer zone) of a stream-collide and finite-volume LB algorithm on a single grid is not stable. The critical parameter in the coupling is the CFL number equal to 1 that is imposed by the stream-collide algorithm. Nevertheless, an explicit filtering step on the finite-volume domain can stabilize the solution. In a further investigation, we demonstrate how such a coupling can be used for mesh transition, resulting in an intrinsic conservation of mass over the interface.

Keywords: algorithm coupling, finite volume formulation, grid refinement, Lattice Boltzmann method

Procedia PDF Downloads 351

Authors: Muhammad Yousaf, Shoaib Usman

Abstract:

Numerical studies were conducted using Lattice Boltzmann Method (LBM) to study the natural convection in a square cavity in the presence of roughness. An algorithm basedon a single relaxation time Bhatnagar-Gross-Krook (BGK) model of Lattice Boltzmann Method (LBM) was developed. Roughness was introduced on both the hot and cold walls in the form of sinusoidal roughness elements. The study was conducted for a Newtonian fluid of Prandtl number (Pr) 1.0. The range of Ra number was explored from 103 to 106 in a laminar region. Thermal and hydrodynamic behavior of fluid was analyzed using a differentially heated square cavity with roughness elements present on both the hot and cold wall. Neumann boundary conditions were introduced on horizontal walls with vertical walls as isothermal. The roughness elements were at the same boundary condition as corresponding walls. Computational algorithm was validated against previous benchmark studies performed with different numerical methods, and a good agreement was found to exist. Results indicate that the maximum reduction in the average heat transfer was16.66 percent at Ra number 105.

Keywords: Lattice Boltzmann method, natural convection, nusselt number, rayleigh number, roughness

Procedia PDF Downloads 506

Authors: Longqing Li

Abstract:

The paper addresses the inefficiency of the classical model in measuring the Value-at-Risk (VaR) using a normal distribution or a Student’s t distribution. Specifically, the paper focuses on the one day ahead Value-at-Risk (VaR) of major stock market’s daily returns in US, UK, China and Hong Kong in the most recent ten years under 95% confidence level. To improve the predictable power and search for the best performing model, the paper proposes using two leading alternatives, Extreme Value Theory (EVT) and a family of GARCH models, and compares the relative performance. The main contribution could be summarized in two aspects. First, the paper extends the GARCH family model by incorporating EGARCH and TGARCH to shed light on the difference between each in estimating one day ahead Value-at-Risk (VaR). Second, to account for the non-normality in the distribution of financial markets, the paper applies Generalized Error Distribution (GED), instead of the normal distribution, to govern the innovation term. A dynamic back-testing procedure is employed to assess the performance of each model, a family of GARCH and the conditional EVT. The conclusion is that Exponential GARCH yields the best estimate in out-of-sample one day ahead Value-at-Risk (VaR) forecasting. Moreover, the discrepancy of performance between the GARCH and the conditional EVT is indistinguishable.

Keywords: Value-at-Risk, Extreme Value Theory, conditional EVT, backtesting

Procedia PDF Downloads 300

Authors: Denys Osipenko, Jonathan Crook

Abstract:

Because of the variety of the card holders’ behaviour types and income sources each consumer account can be transferred to a variety of states. Each consumer account can be inactive, transactor, revolver, delinquent, defaulted and requires an individual model for the income prediction. The estimation of transition probabilities between statuses at the account level helps to avoid the memorylessness of the Markov Chains approach. This paper investigates the transition probabilities estimation approaches to credit cards income prediction at the account level. The key question of empirical research is which approach gives more accurate results: multinomial logistic regression or multistage conditional logistic regression with binary target. Both models have shown moderate predictive power. Prediction accuracy for conditional logistic regression depends on the order of stages for the conditional binary logistic regression. On the other hand, multinomial logistic regression is easier for usage and gives integrate estimations for all states without priorities. Thus further investigations can be concentrated on alternative modeling approaches such as discrete choice models.

Keywords: multinomial regression, conditional logistic regression, credit account state, transition probability

Procedia PDF Downloads 463

Authors: Aysegul Alyamac, Sukru Gulec

Abstract:

Ankaferd Blood Stopper (ABS) is a plant extract used to stop bleeding caused by injuries and surgical interventions. ABS also involved in wound healing of intestinal mucosal damage due to oxidative stress and inflammation. Inflammatory Bowel Disease (IBD) is a common chronic disorder of the gastrointestinal tract that causes abdominal pain, diarrhea, and gastrointestinal bleeding, and increases the risk of colon cancer. Inflammation is an essential factor in the development of IBD. The various studies have been performed about the physiological effects of ABS; however, ABS dependent mechanism on colonic inflammation has not been elucidated. Thus, the protective effect of ABS on colonic inflammation was investigated in this study. The Caco-2 and RAW 264.7 murine macrophage cells were used as a model of in vitro colonic inflammation. RAW 264.7 cells were treated with lipopolysaccharide (LPS) for 12 hours to induce the inflammation, and a conditional medium was obtained. Caco-2 cells were treated with 15 µl/ml ABS for 4 hours, then incubated with conditional medium and the cells also were incubated with 15 µl/ml ABS and conditional medium together for 4 hours. Tumor necrosis factor alpha (TNF-α) protein levels were targeted in testing inflammatory condition and its level was significantly increased (25 fold, p<0.001) compared to the control group by using Enzyme-Linked Immunosorbent Assay (ELISA) method. The COX-2 mRNA level was used as a marker gene to show the possible anti-inflammatory effect of ABS in Caco-2 cells. RAW cells-derived conditional medium significantly (3.3 fold, p<0.001) induced cyclooxygenase-2 (COX-2) mRNA levels in Caco-2 cells. The pretreatment of Caco-2 cells caused a significant decrease (3.3 fold, p<0.001) in COX-2 mRNA levels relative to conditional medium given group. Furthermore, COX-2 mRNA level was significantly reduced (4,7 fold, p<0.001) in ABS and conditional medium treated group. These results suggest that ABS might have an anti-inflammatory effect in vitro.

Keywords: Ankaferd blood stopper, CaCo-2, colonic inflammation, RAW 264.7

Procedia PDF Downloads 114

Authors: Sanjit Kumar Paul, A. A. Mamun, M. R. Amin

Abstract:

The Linear propagation of the dust-acoustic wave in a dusty plasma consisting of Boltzmann distributed electrons and ions and mobile charge fluctuating positive dust grains has been investigated by employing the reductive perturbation method. It has been shown that the dust charge fluctuation is a source of dissipation and its responsible for the formation of the dust-acoustic waves in such a dusty plasma. The basic features of such dust-acoustic waves have been identified. It has been proposed to design a new laboratory experiment which will be able to identify the basic features of the dust-acoustic waves predicted in this theoretical investigation.

Keywords: dust acoustic waves, dusty plasma, Boltzmann distributed electrons, charge fluctuation

Procedia PDF Downloads 613

Authors: Amel Oueslati, Olfa Benouda

Abstract:

New Value at Risk (VaR) estimation is proposed and investigated. The well-known two stages Garch-EVT approach uses conditional volatility to generate one step ahead forecasts of VaR. With daily data for twelve stocks that decompose the Dow Jones Industrial Average (DJIA) index, this paper incorporates the volume in the first stage volatility estimation. Afterwards, the forecasting ability of this conditional volatility concerning the VaR estimation is compared to that of a basic volatility model without considering any trading component. The results are significant and bring out the importance of the trading volume in the VaR measure.

Keywords: Garch-EVT, value at risk, volume, volatility

Procedia PDF Downloads 259

Authors: Ganesh Meshram, Gloria Biswal

Abstract:

In this study, we present the numerical investigation of surface wettability on triangular micropillar surfaces by using a two-dimensional (2D) pseudo-potential multiphase lattice Boltzmann method with a D2Q9 model for various interaction parameters of the range varies from -1.40 to -2.50. Initially, simulation of the equilibrium state of a water droplet on a flat surface is considered for various interaction parameters to examine the accuracy of the present numerical model. We then imposed the microscale pillars on the bottom wall of the surface with different heights of the pillars to form the hydrophobic and superhydrophobic surfaces which enable the higher contact angle. The wettability of surfaces is simulated with water droplets of radius 100 lattice units in the domain of 800x800 lattice units. The present study shows that increasing the interaction parameter of the pillared hydrophobic surfaces dramatically reduces the contact area between water droplets and solid walls due to the momentum redirection phenomenon. Contact angles for different values of interaction strength have been validated qualitatively with the analytical results.

Keywords: contact angle, lattice boltzmann method, d2q9 model, pseudo-potential multiphase method, hydrophobic surfaces, wenzel state, cassie-baxter state, wettability

Procedia PDF Downloads 51

Authors: Mokhtar Kouki Inès Rekik

Abstract:

This paper focuses on the assessment of the air pollution and morbidity relationship in Tunisia. Air pollution is measured by ozone air concentration and the morbidity is measured by the number of respiratory-related restricted activity days during the 2-week period prior to the interview. Socioeconomic data are also collected in order to adjust for any confounding covariates. Our sample is composed by 407 Tunisian respondents; 44.7% are women, the average age is 35.2, near 69% are living in a house built after the 1980, and 27.8% have reported at least one day of respiratory-related restricted activity. The model consists on the regression of the number of respiratory-related restricted activity days on the air quality measure and the socioeconomic covariates. In order to correct for zero-inflation and heterogeneity, we estimate several models (Poisson, Negative binomial, Zero inflated Poisson, Poisson hurdle, Negative binomial hurdle and finite mixture Poisson models). Bootstrapping and post-stratification techniques are used in order to correct for any sample bias. According to the Akaike information criteria, the hurdle negative binomial model has the greatest goodness of fit. The main result indicates that, after adjusting for socioeconomic data, the ozone concentration increases the probability of positive number of restricted activity days.

Keywords: bootstrapping, hurdle negbin model, overdispersion, ozone concentration, respiratory-related restricted activity days

Procedia PDF Downloads 234

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

Procedia PDF Downloads 101

Authors: Panudet Saengseedam, Nanthachai Kantanantha

Abstract:

This paper proposes a linear mixed model (LMM) with spatial effects to forecast rice and cassava yields in Thailand at the same time. A multivariate conditional autoregressive (MCAR) model is assumed to present the spatial effects. A Bayesian method is used for parameter estimation via Gibbs sampling Markov Chain Monte Carlo (MCMC). The model is applied to the rice and cassava yields monthly data which have been extracted from the Office of Agricultural Economics, Ministry of Agriculture and Cooperatives of Thailand. The results show that the proposed model has better performance in most provinces in both fitting part and validation part compared to the simple exponential smoothing and conditional auto regressive models (CAR) from our previous study.

Keywords: Bayesian method, linear mixed model, multivariate conditional autoregressive model, spatial time series

Procedia PDF Downloads 375

Authors: Zainab A. Bu Sinnah, David I. Graham

Abstract:

The Lattice Boltzmann Method has been developed and used to simulate both steady and unsteady fluid flow problems such as turbulent flows, multiphase flow and flows in the vascular system. As an example, the study of blood flow and its properties can give a greater understanding of atherosclerosis and the flow parameters which influence this phenomenon. The blood flow in the vascular system is driven by a pulsating pressure gradient which is produced by the heart. As a very simple model of this, we simulate plane channel flow under periodic forcing. This pulsatile flow is essentially the standard Poiseuille flow except that the flow is driven by the periodic forcing term. Moment boundary conditions, where various moments of the particle distribution function are specified, are applied at solid walls. We used a second-order single relaxation time model and investigated grid convergence using two distinct approaches. In the first approach, we fixed both Reynolds and Womersley numbers and varied relaxation time with grid size. In the second approach, we fixed the Womersley number and relaxation time. The expected second-order convergence was obtained for the second approach. For the first approach, however, the numerical method converged, but not necessarily to the appropriate analytical result. An explanation is given for these observations.

Keywords: Lattice Boltzmann method, single relaxation time, pulsatile flow, moment based boundary condition

Procedia PDF Downloads 211

Authors: W. H. Zheng, J. Li, F. J. Hong

Abstract:

Thin liquid film evaporation in ultrathin nanoporous membranes, which reduce the viscous resistance while still maintaining high capillary pressure and efficient liquid delivery, is a promising thermal management approach for high-power electronic devices cooling. Given the challenges and technical limitations of experimental studies for accurate interface temperature sensing, complex manufacturing process, and short duration of membranes, a dimensionless lattice Boltzmann method capable of restoring thermophysical properties of working fluid is particularly derived. The evaporation of R134a to its pure vapour ambient in nanoporous membranes with the pore diameter of 80nm, thickness of 472nm, and three porosities of 0.25, 0.33 and 0.5 are numerically simulated. The numerical results indicate that the highest heat transfer coefficient is about 1740kW/m²·K; the highest heat flux is about 1.49kW/cm² with only about the wall superheat of 8.59K in the case of porosity equals to 0.5. The dissipated heat flux scaled with porosity because of the increasing effective evaporative area. Additionally, the self-regulation of the shape and curvature of the meniscus under different operating conditions is also observed. This work shows a promising approach to forecast the membrane performance for different geometry and working fluids.

Keywords: high heat flux, ultrathin nanoporous membrane, thin film evaporation, lattice Boltzmann method

Procedia PDF Downloads 137

Authors: Sarita Agarwal, Deepika Delsa Dean

Abstract:

Like the task of transferring photo images to artistic images, image-to-image translation aims to translate the data to the imitated data which belongs to the target domain. Neural Style Transfer and CycleGAN are two well-known deep learning architectures used for photo image-to-art image transfer. However, studies involving these two models concentrate on one-to-one domain translation, not one-to-multi domains translation. Our study tries to investigate deep learning architectures, which can be controlled to yield multiple artistic style translation only by adding a conditional vector. We have expanded CycleGAN and constructed Conditional CycleGAN for 5 kinds of categories translation. Our study found that the architecture inserting conditional vector into the middle layer of the Generator could output multiple artistic images.

Keywords: genetic counseling, FMR1 gene, fragile x-associated primary ovarian insufficiency, premutation

Procedia PDF Downloads 92

Authors: Tet H. Yeap

Abstract:

An analog restricted Hopfield Network is presented in this paper. It consists of two layers of nodes, visible and hidden nodes, connected by directional weighted paths forming a bipartite graph with no intralayer connection. An energy or Lyapunov function was derived to show that the proposed network will converge to stable states. By introducing hidden nodes, the proposed network can be trained to store patterns and has increased memory capacity. Training to be an associative memory, simulation results show that the associative memory performs better than a classical Hopfield network by being able to perform better memory recall when the input is noisy.

Keywords: restricted Hopfield network, Lyapunov function, simultaneous perturbation stochastic approximation

Procedia PDF Downloads 105

Authors: Seungho Shin, Keunwoo Choi, Ali Akbar, Sukkee Um

Abstract:

In this study, the nanoscale transport properties and catalyst utilization of vertically aligned carbon nanotube (VACNT) catalyst layers are computationally predicted by the three-dimensional lattice Boltzmann simulation based on the quasi-random nanostructural model in pursuance of fuel cell catalyst performance improvement. A series of catalyst layers are randomly generated with statistical significance at the 95% confidence level to reflect the heterogeneity of the catalyst layer nanostructures. The nanoscale gas transport phenomena inside the catalyst layers are simulated by the D3Q19 (i.e., three-dimensional, 19 velocities) lattice Boltzmann method, and the corresponding mass transport characteristics are mathematically modeled in terms of structural properties. Considering the nanoscale reactant transport phenomena, a transport-based effective catalyst utilization factor is defined and statistically analyzed to determine the structure-transport influence on catalyst utilization. The tortuosity of the reactant mass transport path of VACNT catalyst layers is directly calculated from the streaklines. Subsequently, the corresponding effective mass diffusion coefficient is statistically predicted by applying the pre-estimated tortuosity factors to the Knudsen diffusion coefficient in the VACNT catalyst layers. The statistical estimation results clearly indicate that the morphological structures of VACNT catalyst layers reduce the tortuosity of reactant mass transport path when compared to conventional catalyst layer and significantly improve consequential effective mass diffusion coefficient of VACNT catalyst layer. Furthermore, catalyst utilization of the VACNT catalyst layer is substantially improved by enhanced mass diffusion and electric current paths despite the relatively poor interconnections of the ion transport paths.

Keywords: Lattice Boltzmann method, nano transport phenomena, polymer electrolyte fuel cells, vertically aligned carbon nanotube

Procedia PDF Downloads 175

Authors: Jean Yves Trepanier, Sami Ammar, Sagnik Banik

Abstract:

Lattice Boltzmann Method has been advantageous in simulating complex boundary conditions and solving for fluid flow parameters by streaming and collision processes. This paper includes the study of three different test cases in a confined domain using the method of the Lattice Boltzmann model. 1. An SRT (Single Relaxation Time) approach in the Lattice Boltzmann model is used to simulate Lid Driven Cavity flow for different Reynolds Number (100, 400 and 1000) with a domain aspect ratio of 1, i.e., square cavity. A moment-based boundary condition is used for more accurate results. 2. A Thermal Lattice BGK (Bhatnagar-Gross-Krook) Model is developed for the Rayleigh Benard convection for both test cases - Horizontal and Vertical Temperature difference, considered separately for a Boussinesq incompressible fluid. The Rayleigh number is varied for both the test cases (10^3 ≤ Ra ≤ 10^6) keeping the Prandtl number at 0.71. A stability criteria with a precise forcing scheme is used for a greater level of accuracy. 3. The phase change problem governed by the heat-conduction equation is studied using the enthalpy based Lattice Boltzmann Model with a single iteration for each time step, thus reducing the computational time. A double distribution function approach with D2Q9 (density) model and D2Q5 (temperature) model are used for two different test cases-the conduction dominated melting and the convection dominated melting. The solidification process is also simulated using the enthalpy based method with a single distribution function using the D2Q5 model to provide a better understanding of the heat transport phenomenon. The domain for the test cases has an aspect ratio of 2 with some exceptions for a square cavity. An approximate velocity scale is chosen to ensure that the simulations are within the incompressible regime. Different parameters like velocities, temperature, Nusselt number, etc. are calculated for a comparative study with the existing works of literature. The simulated results demonstrate excellent agreement with the existing benchmark solution within an error limit of ± 0.05 implicates the viability of this method for complex fluid flow problems.

Keywords: BGK, Nusselt, Prandtl, Rayleigh, SRT

Procedia PDF Downloads 106

Authors: M. Yousaf, S. Usman

Abstract:

The present study focused on the investigation of the effects of roughness elements on heat transfer during natural convection in a rectangular cavity using a numerical technique. Roughness elements were introduced on the bottom hot wall with a normalized amplitude (A*/H) of 0.1. Thermal and hydrodynamic behavior was studied using a computational method based on Lattice Boltzmann method (LBM). Numerical studies were performed for a laminar natural convection in the range of Rayleigh number (Ra) from 103 to 106 for a rectangular cavity of aspect ratio (L/H) 2 with a fluid of Prandtl number (Pr) 1.0. The presence of the sinusoidal roughness elements caused a minimum to the maximum decrease in the heat transfer as 7% to 17% respectively compared to the smooth enclosure. The results are presented for mean Nusselt number (Nu), isotherms, and streamlines.

Keywords: natural convection, Rayleigh number, surface roughness, Nusselt number, Lattice Boltzmann method

Procedia PDF Downloads 510

Authors: Lakshmi Prayaga, Chandra Prayaga. Aaron Wade, Gopi Shankar Mallu, Harsha Satya Pola

Abstract:

Synthetic data generated by Generative Adversarial Networks and Autoencoders is becoming more common to combat the problem of insufficient data for research purposes. However, generating synthetic data is a tedious task requiring extensive mathematical and programming background. Open-source platforms such as the Synthetic Data Vault (SDV) and Mostly AI have offered a platform that is user-friendly and accessible to non-technical professionals to generate synthetic data to augment existing data for further analysis. The SDV also provides for additions to the generic GAN, such as the Gaussian copula. We present the results from two synthetic data sets (CTGAN data and CTGAN with Gaussian Copula) generated by the SDV and report the findings. The results indicate that the ROC and AUC curves for the data generated by adding the layer of Gaussian copula are much higher than the data generated by the CTGAN.

Keywords: synthetic data generation, generative adversarial networks, conditional tabular GAN, Gaussian copula

Procedia PDF Downloads 36

Authors: Annunziata D’Orazio, Arash Karimipour, Iman Moradi

Abstract:

The size and arrangement of the obstacles in the porous media has an influential effect on the fluid flow and heat transfer, even in the same porosity. Regarding to this, in the present study, several different amounts of obstacles, in both regular and stagger arrangements, in the analogous porosity have been simulated through a channel. In order to compare the effect of stagger and regular arrangements, as well as different quantity of obstacles in the same porosity, on fluid flow and heat transfer. In the present study, the Single Relaxation Time Lattice Boltzmann Method, with Bhatnagar-Gross-Ktook (BGK) approximation and D2Q9 model, is implemented for the numerical simulation. Also, the temperature field is modeled through a Double Distribution Function (DDF) approach. Results are presented in terms of velocity and temperature fields, streamlines, percentage of pressure drop and Nusselt number of the obstacles walls. Also, the correlation between tortuosity and Nusselt number of the obstacles walls, for both regular and staggered arrangements, has been proposed. On the other hand, the results illustrated that by increasing the amount of obstacles, as well as changing their arrangement from regular to staggered, in the same porosity, the rate of tortuosity and Nusselt number of the obstacles walls increased.

Keywords: lattice boltzmann method, heat transfer, porous media, pore-scale, porosity, tortuosity

Procedia PDF Downloads 58

Authors: Ender Su, Kai Wen Wong, I-Ling Ju, Ya-Ling Wang

Abstract:

In this study, the systemic risk change of Taiwan’s banking sector is analyzed during the financial crisis. The risk expose of each financial institutions to the whole Taiwan banking systemic risk or vice versa under financial distress are measured by conditional Value-at-Risk (CoVaR) and conditional coherent expected shortfall (CoES). The CoVaR and CoES are estimated by using vector quantile autoregression (MVMQ-CaViaR) with the daily stock returns of each banks included domestic and foreign banks in Taiwan. The daily in-sample data covered the period from 05/20/2002 to 07/31/2007 and the out-of-sample period until 12/31/2013 spanning the 2008 U.S. subprime crisis, 2010 Greek debt crisis, and post risk duration. All banks in Taiwan are categorised into several groups according to their size of market capital, leverage and domestic/foreign to find out what the extent of changes of the systemic risk as the risk changes between the individuals in the bank groups and vice versa. The final results can provide a guidance to financial supervisory commission of Taiwan to gauge the downside risk in the system of financial institutions and determine the minimum capital requirement hold by financial institutions due to the sensibility changes in CoVaR and CoES of each banks.

Keywords: bank financial distress, vector quantile autoregression, CoVaR, CoES

Procedia PDF Downloads 352

Authors: K. N. Dinesh Babu, R. Ramaprabha, V. Rajini, V. Nagarajan

Abstract:

In this paper, the various methods of providing restricted earth fault protection are discussed. The proper operation of high and low impedance restricted earth fault (REF) protection for various applications has been discussed. The mal operation of a relay due to improper placement of CTs has been identified and a simple/unique solution has been proposed in this work with a case study. Moreover, it is found that the proper placement of CT in high impedance method will provide the same result with reduced CT. This methododlocy has been successfully implemented in Al Takreer refinery for a 2000 KVA transformer. The outcome of the paper may be included in IEEEC37.91 standard to give the proper guidance for protection engineers to sort out the problems related to mal functioning of REF relays.

Keywords: relay mal operation, transformer, low impedance REF, MATLAB, 64R, IEEE C37.91

Procedia PDF Downloads 510

Authors: Athmane Bakhta, Sebastien Leclaire, David Vidal, Francois Bertrand, Mohamed Cheriet

Abstract:

This work presents a new three-dimensional variational model proposed for the simulation of ink seepage into paper sheets at the fiber level. The model, inspired by the Hising model, takes into account a finite volume of ink and describes the system state through gravity, cohesion, and adhesion force interactions. At the mesoscopic scale, the paper substrate is modeled using a discretized fiber structure generated using a numerical deposition procedure. A modified Monte Carlo method is introduced for the simulation of the ink dynamics. Besides, a multiphase lattice Boltzmann method is suggested to fine-tune the mesoscopic variational model parameters, and it is shown that the ink seepage behaviors predicted by the proposed model can resemble those predicted by a method relying on first principles.

Keywords: fibrous media, lattice Boltzmann, modelling and simulation, Monte Carlo, variational model

Procedia PDF Downloads 127

Authors: Abdul Amir Hazbavi

Abstract:

The present study is an attempt to provide a relatively comprehensive preview of the Iranian English translators’ perception on Machine Translation. Furthermore, the study tries to shed light on the status of implementation of Machine Translation among the Iranian English Translators. To reach the aforementioned objectives, the Localization Industry Standards Association’s questioner for measuring perceptions with regard to the adoption of a technology innovation was adapted and used to investigate three parameter among the participants of the study, namely familiarity with Machine Translation, general perception on Machine Translation and implementation of Machine Translation systems in translation tasks. The participants of the study were 224 last-year undergraduate Iranian students of English translation at 10 universities across the country. The study revealed a very low level of adoption and a very high level of willingness to get familiar with and learn about Machine Translation, as well as a positive perception of and attitude toward Machine Translation by the Iranian English translators.

Keywords: translation technology, machine translation, perception, implementation

Procedia PDF Downloads 496

Authors: Devatha Kalyan Kumar, Aravindraj D., Sadathulla A.

Abstract:

Big data are now rapidly expanding in all engineering and science and many other domains. The potential of large or massive data is undoubtedly significant, make sense to require new ways of thinking and learning techniques to address the various big data challenges. Machine learning is continuously unleashing its power in a wide range of applications. In this paper, the latest advances and advancements in the researches on machine learning for big data processing. First, the machine learning techniques methods in recent studies, such as deep learning, representation learning, transfer learning, active learning and distributed and parallel learning. Then focus on the challenges and possible solutions of machine learning for big data.

Keywords: active learning, big data, deep learning, machine learning

Procedia PDF Downloads 409

Authors: Nastaran Ahmadpour Samani, Shahram Talebi

Abstract:

Added mass is an important quantity in analysis of the motion of a submerged object ,which can be calculated by solving the equation of potential flow around the object . Here, we consider systems in which a square object is submerged in a channel of fluid and moves parallel to the wall. The corresponding added mass at a given distance from the wall d and for the object size s (which is the side of square object) is calculated via lattice Blotzmann simulation . By changing d and s separately, their effect on the added mass is studied systematically. The simulation results reveal that for the systems in which d > 4s, the distance does not influence the added mass any more. The added mass increases when the object approaches the wall and reaches its maximum value as it moves on the wall (d -- > 0). In this case, the added mass is about 73% larger than which of the case d=4s. In addition, it is observed that the added mass increases by increasing of the object size s and vice versa.

Keywords: Lattice Boltzmann simulation , added mass, square, variable size

Procedia PDF Downloads 444

Authors: Salman Mohamadi, Seyed Mohammad Ali Tayaranian Hosseini, Hamidreza Amindavar

Abstract:

In this paper, we provide a procedure to analyze and model EEG (electroencephalogram) signal as a time series using ARIMA-GARCH to predict an epileptic attack. The heteroskedasticity of EEG signal is examined through the ARCH or GARCH, (Autore- gressive conditional heteroskedasticity, Generalized autoregressive conditional heteroskedasticity) test. The best ARIMA-GARCH model in AIC sense is utilized to measure the volatility of the EEG from epileptic canine subjects, to forecast the future values of EEG. ARIMA-only model can perform prediction, but the ARCH or GARCH model acting on the residuals of ARIMA attains a con- siderable improved forecast horizon. First, we estimate the best ARIMA model, then different orders of ARCH and GARCH modelings are surveyed to determine the best heteroskedastic model of the residuals of the mentioned ARIMA. Using the simulated conditional variance of selected ARCH or GARCH model, we suggest the procedure to predict the oncoming seizures. The results indicate that GARCH modeling determines the dynamic changes of variance well before the onset of seizure. It can be inferred that the prediction capability comes from the ability of the combined ARIMA-GARCH modeling to cover the heteroskedastic nature of EEG signal changes.

Keywords: epileptic seizure prediction , ARIMA, ARCH and GARCH modeling, heteroskedasticity, EEG

Procedia PDF Downloads 381

Authors: Shay Kee Tan, Kok Haur Ng, Jennifer So-Kuen Chan

Abstract:

This paper extends the conditional autoregressive range (CARR) model to multivariate CARR (MCARR) model and further to the two-stage MCARR-return model to model and forecast volatilities, correlations and returns of multiple financial assets. The first stage model fits the scaled realised Parkinson volatility measures using individual series and their pairwise sums of indices to the MCARR model to obtain in-sample estimates and forecasts of volatilities for these individual and pairwise sum series. Then covariances are calculated to construct the fitted variance-covariance matrix of returns which are imputed into the stage-two return model to capture the heteroskedasticity of assets’ returns. We investigate different choices of mean functions to describe the volatility dynamics. Empirical applications are based on the Standard and Poor 500, Dow Jones Industrial Average and Dow Jones United States Financial Service Indices. Results show that the stage-one MCARR models using asymmetric mean functions give better in-sample model fits than those based on symmetric mean functions. They also provide better out-of-sample volatility forecasts than those using CARR models based on two robust loss functions with the scaled realised open-to-close volatility measure as the proxy for the unobserved true volatility. We also find that the stage-two return models with constant means and multivariate Student-t errors give better in-sample fits than the Baba, Engle, Kraft, and Kroner type of generalized autoregressive conditional heteroskedasticity (BEKK-GARCH) models. The estimates and forecasts of value-at-risk (VaR) and conditional VaR based on the best MCARR-return models for each asset are provided and tested using Kupiec test to confirm the accuracy of the VaR forecasts.

Keywords: range-based volatility, correlation, multivariate CARR-return model, value-at-risk, conditional value-at-risk

Procedia PDF Downloads 76