Search results for: drift
231 Nonparametric Specification Testing for the Drift of the Short Rate Diffusion Process Using a Panel of Yields
Authors: John Knight, Fuchun Li, Yan Xu
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Based on a new method of the nonparametric estimator of the drift function, we propose a consistent test for the parametric specification of the drift function in the short rate diffusion process using observations from a panel of yields. The test statistic is shown to follow an asymptotic normal distribution under the null hypothesis that the parametric drift function is correctly specified, and converges to infinity under the alternative. Taking the daily 7-day European rates as a proxy of the short rate, we use our test to examine whether the drift of the short rate diffusion process is linear or nonlinear, which is an unresolved important issue in the short rate modeling literature. The testing results indicate that none of the drift functions in this literature adequately captures the dynamics of the drift, but nonlinear specification performs better than the linear specification.Keywords: diffusion process, nonparametric estimation, derivative security price, drift function and volatility function
Procedia PDF Downloads 368230 Design of a Drift Assist Control System Applied to Remote Control Car
Authors: Sheng-Tse Wu, Wu-Sung Yao
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In this paper, a drift assist control system is proposed for remote control (RC) cars to get the perfect drift angle. A steering servo control scheme is given powerfully to assist the drift driving. A gyroscope sensor is included to detect the machine's tail sliding and to achieve a better automatic counter-steering to prevent RC car from spinning. To analysis tire traction and vehicle dynamics is used to obtain the dynamic track of RC cars. It comes with a control gain to adjust counter-steering amount according to the sensor condition. An illustrated example of 1:10 RC drift car is given and the real-time control algorithm is realized by Arduino Uno.Keywords: drift assist control system, remote control cars, gyroscope, vehicle dynamics
Procedia PDF Downloads 397229 Concept Drifts Detection and Localisation in Process Mining
Authors: M. V. Manoj Kumar, Likewin Thomas, Annappa
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Process mining provides methods and techniques for analyzing event logs recorded in modern information systems that support real-world operations. While analyzing an event-log, state-of-the-art techniques available in process mining believe that the operational process as a static entity (stationary). This is not often the case due to the possibility of occurrence of a phenomenon called concept drift. During the period of execution, the process can experience concept drift and can evolve with respect to any of its associated perspectives exhibiting various patterns-of-change with a different pace. Work presented in this paper discusses the main aspects to consider while addressing concept drift phenomenon and proposes a method for detecting and localizing the sudden concept drifts in control-flow perspective of the process by using features extracted by processing the traces in the process log. Our experimental results are promising in the direction of efficiently detecting and localizing concept drift in the context of process mining research discipline.Keywords: abrupt drift, concept drift, sudden drift, control-flow perspective, detection and localization, process mining
Procedia PDF Downloads 345228 Estimation of Seismic Deformation Demands of Tall Buildings with Symmetric Setbacks
Authors: Amir Alirezaei, Shahram Vahdani
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This study estimates the seismic demands of tall buildings with central symmetric setbacks by using nonlinear time history analysis. Three setback structures, all 60-story high with setback in three levels, are used for evaluation. The effects of irregularities occurred by setback, are evaluated by determination of global-drift, story-displacement and story drift. Story-displacement is modified by roof displacement and first story displacement and story drift is modified by global drift. All results are calculated at the center of mass and in x and y direction. Also the absolute values of these quantities are determined. The results show that increasing of vertical irregularities increases the global drift of the structure and enlarges the deformations in the height of the structure. It is also observed that the effects of geometry irregularity in the seismic deformations of setback structures are higher than those of mass irregularity.Keywords: deformation demand, drift, setback, tall building
Procedia PDF Downloads 424227 Estimation of Seismic Drift Demands for Inelastic Shear Frame Structures
Authors: Ali Etemadi, Polat H. Gulkan
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The drift spectrum derived through the continuous shear-beam and wave propagation theory is known to be useful appliance to measure of the demand of pulse like near field ground motions on building structures. As regards, many of old frame buildings with poor or non-ductile column elements, pass the elastic limits and blurt the post yielding hysteresis degradation responses when subjected to such impulsive ground motions. The drift spectrum which, is based on a linear system cannot be predicted the overestimate drift demands arising from inelasticity in an elastic plastic systems. A simple procedure to estimate the drift demands in shear-type frames which, respond over the elastic limits is described and effect of hysteresis degradation behavior on seismic demands is clarified. Whereupon the modification factors are proposed to incorporate the hysteresis degradation effects parametrically. These factors are defined with respected to the linear systems. The method can be applicable for rapid assessment of existing poor detailed, non-ductile buildings.Keywords: drift spectrum, shear-type frame, stiffness and strength degradation, pinching, smooth hysteretic model, quasi static analysis
Procedia PDF Downloads 524226 Adaptive Online Object Tracking via Positive and Negative Models Matching
Authors: Shaomei Li, Yawen Wang, Chao Gao
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To improve tracking drift which often occurs in adaptive tracking, an algorithm based on the fusion of tracking and detection is proposed in this paper. Firstly, object tracking is posed as a binary classification problem and is modeled by partial least squares (PLS) analysis. Secondly, tracking object frame by frame via particle filtering. Thirdly, validating the tracking reliability based on both positive and negative models matching. Finally, relocating the object based on SIFT features matching and voting when drift occurs. Object appearance model is updated at the same time. The algorithm cannot only sense tracking drift but also relocate the object whenever needed. Experimental results demonstrate that this algorithm outperforms state-of-the-art algorithms on many challenging sequences.Keywords: object tracking, tracking drift, partial least squares analysis, positive and negative models matching
Procedia PDF Downloads 529225 The Estimation Method of Inter-Story Drift for Buildings Based on Evolutionary Learning
Authors: Kyu Jin Kim, Byung Kwan Oh, Hyo Seon Park
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The seismic responses-based structural health monitoring system has been performed to reduce seismic damage. The inter-story drift ratio which is the major index of the seismic capacity assessment is employed for estimating the seismic damage of buildings. Meanwhile, seismic response analysis to estimate the structural responses of building demands significantly high computational cost due to increasing number of high-rise and large buildings. To estimate the inter-story drift ratio of buildings from the earthquake efficiently, this paper suggests the estimation method of inter-story drift for buildings using an artificial neural network (ANN). In the method, the radial basis function neural network (RBFNN) is integrated with optimization algorithm to optimize the variable through evolutionary learning that refers to evolutionary radial basis function neural network (ERBFNN). The estimation method estimates the inter-story drift without seismic response analysis when the new earthquakes are subjected to buildings. The effectiveness of the estimation method is verified through a simulation using multi-degree of freedom system.Keywords: structural health monitoring, inter-story drift ratio, artificial neural network, radial basis function neural network, genetic algorithm
Procedia PDF Downloads 327224 TransDrift: Modeling Word-Embedding Drift Using Transformer
Authors: Nishtha Madaan, Prateek Chaudhury, Nishant Kumar, Srikanta Bedathur
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In modern NLP applications, word embeddings are a crucial backbone that can be readily shared across a number of tasks. However, as the text distributions change and word semantics evolve over time, the downstream applications using the embeddings can suffer if the word representations do not conform to the data drift. Thus, maintaining word embeddings to be consistent with the underlying data distribution is a key problem. In this work, we tackle this problem and propose TransDrift, a transformer-based prediction model for word embeddings. Leveraging the flexibility of the transformer, our model accurately learns the dynamics of the embedding drift and predicts future embedding. In experiments, we compare with existing methods and show that our model makes significantly more accurate predictions of the word embedding than the baselines. Crucially, by applying the predicted embeddings as a backbone for downstream classification tasks, we show that our embeddings lead to superior performance compared to the previous methods.Keywords: NLP applications, transformers, Word2vec, drift, word embeddings
Procedia PDF Downloads 90223 Linear Study of Electrostatic Ion Temperature Gradient Mode with Entropy Gradient Drift and Sheared Ion Flows
Authors: M. Yaqub Khan, Usman Shabbir
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History of plasma reveals that continuous struggle of experimentalists and theorists are not fruitful for confinement up to now. It needs a change to bring the research through entropy. Approximately, all the quantities like number density, temperature, electrostatic potential, etc. are connected to entropy. Therefore, it is better to change the way of research. In ion temperature gradient mode with the help of Braginskii model, Boltzmannian electrons, effect of velocity shear is studied inculcating entropy in the magnetoplasma. New dispersion relation is derived for ion temperature gradient mode, and dependence on entropy gradient drift is seen. It is also seen velocity shear enhances the instability but in anomalous transport, its role is not seen significantly but entropy. This work will be helpful to the next step of tokamak and space plasmas.Keywords: entropy, velocity shear, ion temperature gradient mode, drift
Procedia PDF Downloads 386222 Long Short-Term Memory Stream Cruise Control Method for Automated Drift Detection and Adaptation
Authors: Mohammad Abu-Shaira, Weishi Shi
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Adaptive learning, a commonly employed solution to drift, involves updating predictive models online during their operation to react to concept drifts, thereby serving as a critical component and natural extension for online learning systems that learn incrementally from each example. This paper introduces LSTM-SCCM “Long Short-Term Memory Stream Cruise Control Method”, a drift adaptation-as-a-service framework for online learning. LSTM-SCCM automates drift adaptation through prompt detection, drift magnitude quantification, dynamic hyperparameter tuning, performing shortterm optimization and model recalibration for immediate adjustments, and, when necessary, conducting long-term model recalibration to ensure deeper enhancements in model performance. LSTM-SCCM is incorporated into a suite of cutting-edge online regression models, assessing their performance across various types of concept drift using diverse datasets with varying characteristics. The findings demonstrate that LSTM-SCCM represents a notable advancement in both model performance and efficacy in handling concept drift occurrences. LSTM-SCCM stands out as the sole framework adept at effectively tackling concept drifts within regression scenarios. Its proactive approach to drift adaptation distinguishes it from conventional reactive methods, which typically rely on retraining after significant degradation to model performance caused by drifts. Additionally, LSTM-SCCM employs an in-memory approach combined with the Self-Adjusting Memory (SAM) architecture to enhance real-time processing and adaptability. The framework incorporates variable thresholding techniques and does not assume any particular data distribution, making it an ideal choice for managing high-dimensional datasets and efficiently handling large-scale data. Our experiments, which include abrupt, incremental, and gradual drifts across both low- and high-dimensional datasets with varying noise levels, and applied to four state-of-the-art online regression models, demonstrate that LSTM-SCCM is versatile and effective, rendering it a valuable solution for online regression models to address concept drift.Keywords: automated drift detection and adaptation, concept drift, hyperparameters optimization, online and adaptive learning, regression
Procedia PDF Downloads 11221 Drift-Wave Turbulence in a Tokamak Edge Plasma
Authors: S. Belgherras Bekkouche, T. Benouaz, S. M. A. Bekkouche
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Tokamak plasma is far from having a stable background. The study of turbulent transport is an important part of the current research and advanced scenarios were devised to minimize it. To do this, we used a three-wave interaction model which allows to investigate the occurrence drift-wave turbulence driven by pressure gradients in the edge plasma of a tokamak. In order to simulate the energy redistribution among different modes, the growth/decay rates for the three waves was added. After a numerical simulation, we can determine certain aspects of the temporal dynamics exhibited by the model. Indeed for a wide range of the wave decay rate, an intermittent transition from periodic behavior to chaos is observed. Then, a control strategy of chaos was introduced with the aim of reducing or eliminating the weak turbulence.Keywords: wave interaction, plasma drift waves, wave turbulence, tokamak, edge plasma, chaos
Procedia PDF Downloads 552220 Seismic Performance of Two-Storey RC Frame Designed EC8 under In-Plane Cyclic Loading
Authors: N. H. Hamid, A. Azmi, M. I. Adiyanto
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This main purpose of this paper is to evaluate the seismic performance of double bay two-storey reinforced concrete frame under in-plane lateral cyclic loading which designed using Eurocode 8 (EC8) by taking into account of seismic loading. The prototype model of reinforced concrete frame was constructed in one-half scale tested under in-plane lateral cyclic loading starts with ±0.2% drift, ±0.25% up to ±3.0% drift with the increment of ±0.25%. The performance of the RC frame is evaluated in terms of the hysteresis loop (load vs. displacement), stiffness, ductility, lateral strength, stress-strain relationship and equivalent viscous damping. Visual observation of the crack pattern after testing were observed where the beam- column joint suffer the most severe damage as it is the critical part in moment resisting frame. Spalling of concrete starts occurred at ±2.0% drift and become worse at ±2.5% drift. The experimental result shows that the maximum lateral strength of specimen is 99.98 kN and ductility of the specimen is µ=4.07 which lies between 3≤µ≤6 in order to withstand moderate to severe earthquakes.Keywords: ductility, equivalent viscous damping, hysteresis loops, lateral strength, stiffness
Procedia PDF Downloads 357219 Development of a Non-Dispersive Infrared Multi Gas Analyzer for a TMS
Authors: T. V. Dinh, I. Y. Choi, J. W. Ahn, Y. H. Oh, G. Bo, J. Y. Lee, J. C. Kim
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A Non-Dispersive Infrared (NDIR) multi-gas analyzer has been developed to monitor the emission of carbon monoxide (CO) and sulfur dioxide (SO2) from various industries. The NDIR technique for gas measurement is based on the wavelength absorption in the infrared spectrum as a way to detect particular gasses. NDIR analyzers have popularly applied in the Tele-Monitoring System (TMS). The advantage of the NDIR analyzer is low energy consumption and cost compared with other spectroscopy methods. However, zero/span drift and interference are its urgent issues to be solved. Multi-pathway technique based on optical White cell was employed to improve the sensitivity of the analyzer in this work. A pyroelectric detector was used to detect the Infrared radiation. The analytical range of the analyzer was 0 ~ 200 ppm. The instrument response time was < 2 min. The detection limits of CO and SO2 were < 4 ppm and < 6 ppm, respectively. The zero and span drift of 24 h was less than 3%. The linearity of the analyzer was less than 2.5% of reference values. The precision and accuracy of both CO and SO2 channels were < 2.5% of relative standard deviation. In general, the analyzer performed well. However, the detection limit and 24h drift should be improved to be a more competitive instrument.Keywords: analyzer, CEMS, monitoring, NDIR, TMS
Procedia PDF Downloads 257218 Improved Non-Ideal Effects in AlGaN/GaN-Based Ion-Sensitive Field-Effect Transistors
Authors: Wei-Chou Hsu, Ching-Sung Lee, Han-Yin Liu
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This work uses H2O2 oxidation technique to improve the pH sensitivity of the AlGaN/GaN-based ion-sensitive field-effect transistors (ISFETs). 10-nm-thick Al2O3 was grown on the surface of the AlGaN. It was found that the pH sensitivity was improved from 41.6 mV/pH to 55.2 mV/pH. Since the H2O2-grown Al2O3 was served as a passivation layer and the problem of Fermi-level pinning was suppressed for the ISFET with the H2O2 oxidation process. Hysteresis effect in the ISFET with the H2O2 treatment also became insignificant. The hysteresis effect was observed by dipping the ISFETs into different pH value solutions and comparing the voltage difference between the initial and final conditions. The hysteresis voltage (Vhys) of the ISFET with the H2O2 oxidation process was improved from 8.7 mV to 4.8 mV. The hysteresis effect is related to the buried binding sites which are related to the material defects like threading dislocations in the AlGaN/GaN heterostructure which was grown by the hetero-epitaxy technique. The H2O2-grown Al2O3 passivate these material defects and the Al2O3 has less material defects. The long-term stability of the ISFET is estimated by the drift effect measurement. The drift measurement was conducted by dipping the ISFETs into a specific pH value solution for 12 hours and the ISFETs were operating at a specific quiescent point. The drift rate is estimated by the drift voltage divided by the total measuring time. It was found that the drift rate of the ISFET was improved from 10.1 mV/hour to 1.91 mV/hour in the pH 7 solution, from 14.06 mV/hour to 6.38 mV/pH in the pH 2 solution, and from 12.8 mV/hour to 5.48 mV/hour in the pH 12 solution. The drift effect results from the capacitance variation in the electric double layer. The H2O2-grown Al2O3 provides an additional capacitance connection in series with the electric double layer. Therefore, the capacitance variation of the electric double layer became insignificant. Generally, the H2O2 oxidation process is a simple, fast, and cost-effective method for the AlGaN/GaN-based ISFET. Furthermore, the performance of the AlGaN/GaN ISFET was improved effectively and the non-ideal effects were suppressed.Keywords: AlGaN/GaN, Al2O3, hysteresis effect, drift effect, reliability, passivation, pH sensors
Procedia PDF Downloads 325217 A Novel NRIS Index to Evaluate Brain Activity in Prefrontal Regions While Listening to First and Second Languages for Long Time Periods
Authors: Kensho Takahashi, Ko Watanabe, Takashi Kaburagi, Hiroshi Tanaka, Kajiro Watanabe, Yosuke Kurihara
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Near-infrared spectroscopy (NIRS) has been widely used as a non-invasive method to measure brain activity, but it is corrupted by baseline drift noise. Here we present a method to measure regional cerebral blood flow as a derivative of NIRS output. We investigate whether, when listening to languages, blood flow can reasonably localize and represent regional brain activity or not. The prefrontal blood flow distribution pattern when advanced second-language listeners listened to a second language (L2) was most similar to that when listening to their first language (L1) among the patterns of mean and standard deviation. In experiments with 25 healthy subjects, the maximum blood flow was localized to the left BA46 of advanced listeners. The blood flow presented is robust to baseline drift and stably localizes regional brain activity.Keywords: NIRS, oxy-hemoglobin, baseline drift, blood flow, working memory, BA46, first language, second language
Procedia PDF Downloads 558216 An Assessment into the Drift in Direction of International Migration of Labor: Changing Aspirations for Religiosity and Cultural Assimilation
Authors: Syed Toqueer Akhter, Rabia Zulfiqar
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This paper attempts to trace the determining factor- as far as individual preferences and expectations are concerned- of what causes the direction of international migration to drift in certain ways owing to factors such as Religiosity and Cultural Assimilation. The narrative on migration has graduated from the age long ‘push/pull’ debate to that of complex factors that may vary across each individual. We explore the longstanding factor of religiosity widely acknowledged in mentioned literature as a key variable in the assessment of migration, wherein the impact of religiosity in the form of a drift into the intent of migration has been analyzed. A more conventional factor cultural assimilation is used in a contemporary way to estimate how it plays a role in affecting the drift in direction. In particular what our research aims at achieving is to isolate the effect our key variables: Cultural Assimilation and Religiosity have on direction of migration, and to explore how they interplay as a composite unit- and how we may be able to justify the change in behavior displayed by these key variables. In order to establish a true sense of what drives individual choices we employ the method of survey research and use a questionnaire to conduct primary research. The questionnaire was divided into six sections covering subjects including household characteristics, perceptions and inclinations of the respondents relevant to our study. Religiosity was quantified using a proxy of Migration Network that utilized secondary data to estimate religious hubs in recipient countries. To estimate the relationship between Intent of Migration and its variants three competing econometric models namely: the Ordered Probit Model, the Ordered Logit Model and the Tobit Model were employed. For every model that included our key variables, a highly significant relationship with the intent of migration was estimated.Keywords: international migration, drift in direction, cultural assimilation, religiosity, ordered probit model
Procedia PDF Downloads 307215 Multi-Objective Random Drift Particle Swarm Optimization Algorithm Based on RDPSO and Crowding Distance Sorting
Authors: Yiqiong Yuan, Jun Sun, Dongmei Zhou, Jianan Sun
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In this paper, we presented a Multi-Objective Random Drift Particle Swarm Optimization algorithm (MORDPSO-CD) based on RDPSO and crowding distance sorting to improve the convergence and distribution with less computation cost. MORDPSO-CD makes the most of RDPSO to approach the true Pareto optimal solutions fast. We adopt the crowding distance sorting technique to update and maintain the archived optimal solutions. Introducing the crowding distance technique into MORDPSO can make the leader particles find the true Pareto solution ultimately. The simulation results reveal that the proposed algorithm has better convergence and distributionKeywords: multi-objective optimization, random drift particle swarm optimization, crowding distance sorting, pareto optimal solution
Procedia PDF Downloads 255214 Optimization of Temperature Coefficients for MEMS Based Piezoresistive Pressure Sensor
Authors: Vijay Kumar, Jaspreet Singh, Manoj Wadhwa
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Piezo-resistive pressure sensors were one of the first developed micromechanical system (MEMS) devices and still display a significant growth prompted by the advancements in micromachining techniques and material technology. In MEMS based piezo-resistive pressure sensors, temperature can be considered as the main environmental condition which affects the system performance. The study of the thermal behavior of these sensors is essential to define the parameters that cause the output characteristics to drift. In this work, a study on the effects of temperature and doping concentration in a boron implanted piezoresistor for a silicon-based pressure sensor is discussed. We have optimized the temperature coefficient of resistance (TCR) and temperature coefficient of sensitivity (TCS) values to determine the effect of temperature drift on the sensor performance. To be more precise, in order to reduce the temperature drift, a high doping concentration is needed. And it is well known that the Wheatstone bridge in a pressure sensor is supplied with a constant voltage or a constant current input supply. With a constant voltage supply, the thermal drift can be compensated along with an external compensation circuit, whereas the thermal drift in the constant current supply can be directly compensated by the bridge itself. But it would be beneficial to also compensate the temperature coefficient of piezoresistors so as to further reduce the temperature drift. So, with a current supply, the TCS is dependent on both the TCπ and TCR. As TCπ is a negative quantity and TCR is a positive quantity, it is possible to choose an appropriate doping concentration at which both of them cancel each other. An exact cancellation of TCR and TCπ values is not readily attainable; therefore, an adjustable approach is generally used in practical applications. Thus, one goal of this work has been to better understand the origin of temperature drift in pressure sensor devices so that the temperature effects can be minimized or eliminated. This paper describes the optimum doping levels for the piezoresistors where the TCS of the pressure transducers will be zero due to the cancellation of TCR and TCπ values. Also, the fabrication and characterization of the pressure sensor are carried out. The optimized TCR value obtained for the fabricated die is 2300 ± 100ppm/ᵒC, for which the piezoresistors are implanted at a doping concentration of 5E13 ions/cm³ and the TCS value of -2100ppm/ᵒC is achieved. Therefore, the desired TCR and TCS value is achieved, which are approximately equal to each other, so the thermal effects are considerably reduced. Finally, we have calculated the effect of temperature and doping concentration on the output characteristics of the sensor. This study allows us to predict the sensor behavior against temperature and to minimize this effect by optimizing the doping concentration.Keywords: piezo-resistive, pressure sensor, doping concentration, TCR, TCS
Procedia PDF Downloads 180213 Model Observability – A Monitoring Solution for Machine Learning Models
Authors: Amreth Chandrasehar
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Machine Learning (ML) Models are developed and run in production to solve various use cases that help organizations to be more efficient and help drive the business. But this comes at a massive development cost and lost business opportunities. According to the Gartner report, 85% of data science projects fail, and one of the factors impacting this is not paying attention to Model Observability. Model Observability helps the developers and operators to pinpoint the model performance issues data drift and help identify root cause of issues. This paper focuses on providing insights into incorporating model observability in model development and operationalizing it in production.Keywords: model observability, monitoring, drift detection, ML observability platform
Procedia PDF Downloads 112212 High Frequency Memristor-Based BFSK and 8QAM Demodulators
Authors: Nahla Elazab, Mohamed Aboudina, Ghada Ibrahim, Hossam Fahmy, Ahmed Khalil
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This paper presents the developed memristor based demodulators for eight circular Quadrature Amplitude Modulation (QAM) and Binary Frequency Shift Keying (BFSK) operating at relatively high frequency. In our implementations, the experimental-based ‘nonlinear’ dopant drift model is adopted along with the proposed circuits providing incorporation of all known non-idealities of practically realized memristor and gaining high operation frequency. The suggested designs leverage the distinctive characteristics of the memristor device, definitely, its changeable average memristance versus the frequency, phase and amplitude of the periodic excitation input. The proposed demodulators feature small integration area, low power consumption, and easy implementation. Moreover, the proposed QAM demodulator precludes the requirement for the carrier recovery circuits. In doing so, the designs were validated by transient simulations using the nonlinear dopant drift memristor model. The simulations results show high agreement with the theory presented.Keywords: BFSK, demodulator, high frequency memristor applications, memristor based analog circuits, nonlinear dopant drift model, QAM
Procedia PDF Downloads 167211 Gas Pressure Evaluation through Radial Velocity Measurement of Fluid Flow Modeled by Drift Flux Model
Authors: Aicha Rima Cheniti, Hatem Besbes, Joseph Haggege, Christophe Sintes
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In this paper, we consider a drift flux mixture model of the blood flow. The mixture consists of gas phase which is carbon dioxide and liquid phase which is an aqueous carbon dioxide solution. This model was used to determine the distributions of the mixture velocity, the mixture pressure, and the carbon dioxide pressure. These theoretical data are used to determine a measurement method of mean gas pressure through the determination of radial velocity distribution. This method can be applicable in experimental domain.Keywords: mean carbon dioxide pressure, mean mixture pressure, mixture velocity, radial velocity
Procedia PDF Downloads 324210 Distribution of Maximum Loss of Fractional Brownian Motion with Drift
Authors: Ceren Vardar Acar, Mine Caglar
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In finance, the price of a volatile asset can be modeled using fractional Brownian motion (fBm) with Hurst parameter H>1/2. The Black-Scholes model for the values of returns of an asset using fBm is given as, 〖Y_t=Y_0 e^((r+μ)t+σB)〗_t^H, 0≤t≤T where Y_0 is the initial value, r is constant interest rate, μ is constant drift and σ is constant diffusion coefficient of fBm, which is denoted by B_t^H where t≥0. Black-Scholes model can be constructed with some Markov processes such as Brownian motion. The advantage of modeling with fBm to Markov processes is its capability of exposing the dependence between returns. The real life data for a volatile asset display long-range dependence property. For this reason, using fBm is a more realistic model compared to Markov processes. Investors would be interested in any kind of information on the risk in order to manage it or hedge it. The maximum possible loss is one way to measure highest possible risk. Therefore, it is an important variable for investors. In our study, we give some theoretical bounds on the distribution of maximum possible loss of fBm. We provide both asymptotical and strong estimates for the tail probability of maximum loss of standard fBm and fBm with drift and diffusion coefficients. In the investment point of view, these results explain, how large values of possible loss behave and its bounds.Keywords: maximum drawdown, maximum loss, fractional brownian motion, large deviation, Gaussian process
Procedia PDF Downloads 483209 A Case Study on the Collapse Assessment of the Steel Moment-Frame Setback High-Rise Tower
Authors: Marzie Shahini, Rasoul Mirghaderi
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This paper describes collapse assessments of a steel moment-frame high-rise tower with setback irregularity, designed per the 2010 ASCE7 code, under spectral-matched ground motion records. To estimate a safety margin against life-threatening collapse, an analytical model of the tower is subjected to a suite of ground motions with incremental intensities from maximum considered earthquake hazard level to the incipient collapse level. Capability of the structural system to collapse prevention is evaluated based on the similar methodology reported in FEMA P695. Structural performance parameters in terms of maximum/mean inter-story drift ratios, residual drift ratios, and maximum plastic hinge rotations are also compared to the acceptance criteria recommended by the TBI Guidelines. The results demonstrate that the structural system satisfactorily safeguards the building against collapse. Moreover, for this tower, the code-specified requirements in ASCE7-10 are reasonably adequate to satisfy seismic performance criteria developed in the TBI Guidelines for the maximum considered earthquake hazard level.Keywords: high-rise buildings, set back, residual drift, seismic performance
Procedia PDF Downloads 260208 Strategic Shear Wall Arrangement in Buildings under Seismic Loads
Authors: Akram Khelaifia, Salah Guettala, Nesreddine Djafar Henni, Rachid Chebili
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Reinforced concrete shear walls are pivotal in protecting buildings from seismic forces by providing strength and stiffness. This study highlights the importance of strategically placing shear walls and optimizing the shear wall-to-floor area ratio in building design. Nonlinear analyses were conducted on an eight-story building situated in a high seismic zone, exploring various scenarios of shear wall positioning and ratios to floor area. Employing the performance-based seismic design (PBSD) approach, the study aims to meet acceptance criteria such as inter-story drift ratio and damage levels. The results indicate that concentrating shear walls in the middle of the structure during the design phase yields superior performance compared to peripheral distributions. Utilizing shear walls that fully infill the frame and adopting compound shapes (e.g., Box, U, and L) enhances reliability in terms of inter-story drift. Conversely, the absence of complete shear walls within the frame leads to decreased stiffness and degradation of shorter beams. Increasing the shear wall-to-floor area ratio in building design enhances structural rigidity and reliability regarding inter-story drift, facilitating the attainment of desired performance levels. The study suggests that a shear wall ratio of 1.0% is necessary to meet validation criteria for inter-story drift and structural damage, as exceeding this percentage leads to excessive performance levels, proving uneconomical as structural elements operate near the elastic range.Keywords: nonlinear analyses, pushover analysis, shear wall, plastic hinge, performance level
Procedia PDF Downloads 50207 Electro-Hydrodynamic Analysis of Low-Pressure DC Glow Discharge by Lattice Boltzmann Method
Authors: Ji-Hyok Kim, Il-Gyong Paek, Yong-Jun Kim
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We propose a numerical model based on drift-diffusion theory and lattice Boltzmann method (LBM) to analyze the electro-hydrodynamic behavior in low-pressure direct current (DC) glow discharge plasmas. We apply the drift-diffusion theory for 4-species and employ the standard lattice Boltzmann model (SLBM) for the electron, the finite difference-lattice Boltzmann model (FD-LBM) for heavy particles, and the finite difference model (FDM) for the electric potential, respectively. Our results are compared with those of other methods, and emphasize the necessity of a two-dimensional analysis for glow discharge.Keywords: glow discharge, lattice Boltzmann method, numerical analysis, plasma simulation, electro-hydrodynamic
Procedia PDF Downloads 119206 The Influence of Shear Wall Position on Seismic Performance in Buildings
Authors: Akram Khelaifia, Nesreddine Djafar Henni
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Reinforced concrete shear walls are essential components in protecting buildings from seismic forces by providing both strength and stiffness. This study focuses on optimizing the placement of shear walls in a high seismic zone. Through nonlinear analyses conducted on an eight-story building, various scenarios of shear wall positions are investigated to evaluate their impact on seismic performance. Employing a performance-based seismic design (PBSD) approach, the study aims to meet acceptance criteria related to inter-story drift ratio and damage levels. The findings emphasize the importance of concentrating shear walls in the central area of the building during the design phase. This strategic placement proves more effective compared to peripheral distributions, resulting in reduced inter-story drift and mitigated potential damage during seismic events. Additionally, the research explores the use of shear walls that completely infill the frame, forming compound shapes like Box configurations. It is discovered that incorporating such complete shear walls significantly enhances the structure's reliability concerning inter-story drift. Conversely, the absence of complete shear walls within the frame leads to reduced stiffness and the potential deterioration of short beams.Keywords: performance level, pushover analysis, shear wall, plastic hinge, nonlinear analyses
Procedia PDF Downloads 53205 Seismic Behavior of a Jumbo Container Crane in the Low Seismicity Zone Using Time-History Analyses
Authors: Huy Q. Tran, Bac V. Nguyen, Choonghyun Kang, Jungwon Huh
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Jumbo container crane is an important part of port structures that needs to be designed properly, even when the port locates in low seismicity zone such as in Korea. In this paper, 30 artificial ground motions derived from the elastic response spectra of Korean Building Code (2005) are used for time history analysis. It is found that the uplift might not occur in this analysis when the crane locates in the low seismic zone. Therefore, a selection of a pinned or a gap element for base supporting has not much effect on the determination of the total base shear. The relationships between the total base shear and peak ground acceleration (PGA) and the relationships between the portal drift and the PGA are proposed in this study.Keywords: jumbo container crane, portal drift, time history analysis, total base shear
Procedia PDF Downloads 189204 Depth to Basement Determination Sculpting of a Magnetic Mineral Using Magnetic Survey
Authors: A. Ikusika, O. I. Poppola
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This study was carried out to delineate possible structures that may favour the accumulation of tantalite, a magnetic mineral. A ground based technique was employed using proton precision magnetometer G-856 AX. A total of ten geophysical traverses were established in the study area. The acquired magnetic field data were corrected for drift. The trend analysis was adopted to remove the regional gradient from the observed data and the resulting results were presented as profiles. Quantitative interpretation only was adopted to obtain the depth to basement using Peter half slope method. From the geological setting of the area and the information obtained from the magnetic survey, a conclusion can be made that the study area is underlain by a rock unit of accumulated minerals. It is therefore suspected that the overburden is relatively thin within the study area and the metallic minerals are in disseminated quantity and at a shallow depth.Keywords: basement, drift, magnetic field data, tantalite, traverses
Procedia PDF Downloads 475203 Influence of High-Resolution Satellites Attitude Parameters on Image Quality
Authors: Walid Wahballah, Taher Bazan, Fawzy Eltohamy
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One of the important functions of the satellite attitude control system is to provide the required pointing accuracy and attitude stability for optical remote sensing satellites to achieve good image quality. Although offering noise reduction and increased sensitivity, time delay and integration (TDI) charge coupled devices (CCDs) utilized in high-resolution satellites (HRS) are prone to introduce large amounts of pixel smear due to the instability of the line of sight. During on-orbit imaging, as a result of the Earth’s rotation and the satellite platform instability, the moving direction of the TDI-CCD linear array and the imaging direction of the camera become different. The speed of the image moving on the image plane (focal plane) represents the image motion velocity whereas the angle between the two directions is known as the drift angle (β). The drift angle occurs due to the rotation of the earth around its axis during satellite imaging; affecting the geometric accuracy and, consequently, causing image quality degradation. Therefore, the image motion velocity vector and the drift angle are two important factors used in the assessment of the image quality of TDI-CCD based optical remote sensing satellites. A model for estimating the image motion velocity and the drift angle in HRS is derived. The six satellite attitude control parameters represented in the derived model are the (roll angle φ, pitch angle θ, yaw angle ψ, roll angular velocity φ֗, pitch angular velocity θ֗ and yaw angular velocity ψ֗ ). The influence of these attitude parameters on the image quality is analyzed by establishing a relationship between the image motion velocity vector, drift angle and the six satellite attitude parameters. The influence of the satellite attitude parameters on the image quality is assessed by the presented model in terms of modulation transfer function (MTF) in both cross- and along-track directions. Three different cases representing the effect of pointing accuracy (φ, θ, ψ) bias are considered using four different sets of pointing accuracy typical values, while the satellite attitude stability parameters are ideal. In the same manner, the influence of satellite attitude stability (φ֗, θ֗, ψ֗) on image quality is also analysed for ideal pointing accuracy parameters. The results reveal that cross-track image quality is influenced seriously by the yaw angle bias and the roll angular velocity bias, while along-track image quality is influenced only by the pitch angular velocity bias.Keywords: high-resolution satellites, pointing accuracy, attitude stability, TDI-CCD, smear, MTF
Procedia PDF Downloads 402202 Effects of Foreign-language Learning on Bilinguals' Production in Both Their Languages
Authors: Natalia Kartushina
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Foreign (second) language (L2) learning is highly promoted in modern society. Students are encouraged to study abroad (SA) to achieve the most effective learning outcomes. However, L2 learning has side effects for native language (L1) production, as L1 sounds might show a drift from the L1 norms towards those of the L2, and this, even after a short period of L2 learning. L1 assimilatory drift has been attributed to a strong perceptual association between similar L1 and L2 sounds in the mind of L2 leaners; thus, a change in the production of an L2 target leads to the change in the production of the related L1 sound. However, nowadays, it is quite common that speakers acquire two languages from birth, as, for example, it is the case for many bilingual communities (e.g., Basque and Spanish in the Basque Country). Yet, it remains to be established how FL learning affects native production in individuals who have two native languages, i.e., in simultaneous or very early bilinguals. Does FL learning (here a third language, L3) affect bilinguals’ both languages or only one? What factors determine which of the bilinguals’ languages is more susceptible to change? The current study examines the effects of L3 (English) learning on the production of vowels in the two native languages of simultaneous Spanish-Basque bilingual adolescents enrolled into the Erasmus SA English program. Ten bilingual speakers read five Spanish and Basque consonant-vowel-consonant-vowel words two months before their SA and the next day after their arrival back to Spain. Each word contained the target vowel in the stressed syllable and was repeated five times. Acoustic analyses measuring vowel openness (F1) and backness (F2) were performed. Two possible outcomes were considered. First, we predicted that L3 learning would affect the production of only one language and this would be the language that would be used the most in contact with English during the SA period. This prediction stems from the results of recent studies showing that early bilinguals have separate phonological systems for each of their languages; and that late FL learner (as it is the case of our participants), who tend to use their L1 in language-mixing contexts, have more L2-accented L1 speech. The second possibility stated that L3 learning would affect both of the bilinguals’ languages in line with the studies showing that bilinguals’ L1 and L2 phonologies interact and constantly co-influence each other. The results revealed that speakers who used both languages equally often (balanced users) showed an F1 drift in both languages toward the F1 of the English vowel space. Unbalanced speakers, however, showed a drift only in the less used language. The results are discussed in light of recent studies suggesting that the amount of language use is a strong predictor of the authenticity in speech production with less language use leading to more foreign-accented speech and, eventually, to language attrition.Keywords: language-contact, multilingualism, phonetic drift, bilinguals' production
Procedia PDF Downloads 109