Search results for: empirical Bayes method

Authors: Majid Galoie, Khodadad Safavi, Abdolreza Karami Nejad, Reza Roshan

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In this study, a comprehensive scouring model has been developed in order to evaluate the accuracy of various empirical relationships which were suggested for prediction of scour hole depth in plunge pools by Martins, Mason, Chian and Veronese. For this reason, scour hole depths caused by free falling jets from a flip bucket to a plunge pool were investigated. In this study various discharges, angles, scouring times, etc. have been considered. The final results demonstrated that the all mentioned empirical formulas, except Mason formula, were reasonably agreement with the experimental data.

Keywords: scour hole depth, plunge pool, physical model, reliability assessment

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Authors: Dong-Joong Kim, Sangho Choi, Woong Lim

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This paper discusses Sfard’s commognitive approach and provides an empirical study as an example to illustrate the theory as method. Traditionally, research in mathematics education focused on the acquisition of mathematical knowledge and the didactic process of knowledge transfer. Through attending to a distinctive form of language in mathematics, as well as mathematics as a discursive subject, alternative views of making meaning in mathematics have emerged; these views are therefore “critical,” as in critical discourse analysis. The commognitive discourse analysis method has the potential to bring more clarity to our understanding of students’ mathematical thinking and the process through which students are socialized into school mathematics.

Keywords: commognitive framework, discourse analysis, mathematical discourse, mathematics education

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Authors: A. N. Paithane, D. S. Bormane, S. D. Shirbahadurkar

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It has been seen that emotion recognition is an important research topic in the field of Human and computer interface. A novel technique for Feature Extraction (FE) has been presented here, further a new method has been used for human emotion recognition which is based on HHT method. This method is feasible for analyzing the nonlinear and non-stationary signals. Each signal has been decomposed into the IMF using the EMD. These functions are used to extract the features using fission and fusion process. The decomposition technique which we adopt is a new technique for adaptively decomposing signals. In this perspective, we have reported here potential usefulness of EMD based techniques.We evaluated the algorithm on Augsburg University Database; the manually annotated database.

Keywords: intrinsic mode function (IMF), Hilbert-Huang transform (HHT), empirical mode decomposition (EMD), emotion detection, electrocardiogram (ECG)

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Authors: Chokri Slim

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The relative failure of simultaneous equation models in the seventies has led researchers to turn to other approaches that take into account the dynamics of economic and financial systems. In this paper, we use an approach based on vector autoregressive model that is widely used in recent years. Their popularity is due to their flexible nature and ease of use to produce models with useful descriptive characteristics. It is also easy to use them to test economic hypotheses. The standard econometric techniques assume that the series studied are stable over time (stationary hypothesis). Most economic series do not verify this hypothesis, which assumes, when one wishes to study the relationships that bind them to implement specific techniques. This is cointegration which characterizes non-stationary series (integrated) with a linear combination is stationary, will also be presented in this paper. Since the work of Johansen, this approach is generally presented as part of a multivariate analysis and to specify long-term stable relationships while at the same time analyzing the short-term dynamics of the variables considered. In the empirical part, we have applied these concepts to study the dynamics of of the exchange rate in Tunisia, which is one of the most important economic policy of a country open to the outside. According to the results of the empirical study by the cointegration method, there is a cointegration relationship between the exchange rate and its determinants. This relationship shows that the variables have a significant influence in determining the exchange rate in Tunisia.

Keywords: stationarity, cointegration, dynamic models, causality, VECM models

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Authors: Serge B. Provost, Yishan Zhang

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A moment-based adjustment to the saddlepoint approximation is introduced in the context of density estimation. First applied to univariate distributions, this methodology is extended to the bivariate case. It then entails estimating the density function associated with each marginal distribution by means of the saddlepoint approximation and applying a bivariate adjustment to the product of the resulting density estimates. The connection to the distribution of empirical copulas will be pointed out. As well, a novel approach is proposed for estimating the support of distribution. As these results solely rely on sample moments and empirical cumulant-generating functions, they are particularly well suited for modeling massive data sets. Several illustrative applications will be presented.

Keywords: empirical cumulant-generating function, endpoints identification, saddlepoint approximation, sample moments, density estimation

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Authors: Mahshid Rezaei, Zahra Tajari, Zahra Esmaeily, Atefeh Eyvazkhani, Shahrzad Daei, Marjan Mansouri Dara, Mohaddesh Rezaei, Abolghassem Djazayeri, Ahmadreza Dorosti Motlagh

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Background: Musculoskeletal pain is one of the most prevalent symptoms in elderly age. Nutrition and diet are considered important underlying factors that could affect chronic musculoskeletal pain. The purpose of this study was to identify the relationship between empirical dietary inflammatory patterns (EDII) and musculoskeletal pain. Method: In this cross-sectional study, 213 elderly individuals were selected from several health centers. The usual dietary intake was evaluated by a valid and reliable 147-items food frequency questionnaire (FFQ). To measure the intensity of pain, Visual Analogue Scale (VAS) was used. Multiple Linear Regression was applied to assess the association between EDII and musculoskeletal pain. Results: The results of multiple linear regression analysis indicate that a higher EDII score was associated with higher musculoskeletal pain (β= 0.21: 95% CI: 0.24-1.87: P= 0.003). These results stayed significant even after adjusting for covariates such as sex, marital status, height, family number, sleep, BMI, physical activity duration, waist circumference, protector, and medication use (β= 0.16: 95% CI: 0.11-1.04: P= 0.02). Conclusion: Study findings indicated that higher inflammation of diet might have a direct association with musculoskeletal pains in elderlies. However, further investigations are required to confirm these findings.

Keywords: musculoskeletal pain, empirical dietary inflammatory pattern, elderlies, dietary pattern

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Authors: Roham Rafiee, Behzad Mazhari

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Composite structures, having incredible properties, have gained considerable popularity in the last few decades. Among all types, polymer matrix composites are being used extensively due to their unique characteristics including low weight, convenient fabrication process and low cost. Having polymer as matrix, these type of composites show different creep behavior when compared to metals and even other types of composites since most polymers undergo creep even in room temperature. One of the most challenging topics in creep is to introduce new techniques for predicting long term creep behavior of materials. Depending on the material which is being studied the appropriate method would be different. Methods already proposed for predicting long term creep behavior of polymer matrix composites can be divided into five categories: (1) Analytical Modeling, (2) Empirical Modeling, (3) Superposition Based Modeling (Semi-empirical), (4) Rheological Modeling, (5) Finite Element Modeling. Each of these methods has individual characteristics. Studies have shown that none of the mentioned methods can predict long term creep behavior of all PMC composites in all circumstances (loading, temperature, etc.) but each of them has its own priority in different situations. The reason to this issue can be found in theoretical basis of these methods. In this study after a brief review over the background theory of each method, they are compared in terms of their applicability in predicting long-term behavior of composite structures. Finally, the explained materials are observed through some experimental studies executed by other researchers.

Keywords: creep, comparative study, modeling, composite materials

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Authors: Thomas Yeboah, Gifty Akouko Sarpong

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Every learner has a specific learning style that helps him/her to study best. This means that any learning method (e-learning method or traditional face-to-face method) a learner chooses should address the learning style of the learner. Therefore, the main purpose of this research is to investigate whether learners’ grade achievement in e-learning environment is improved for learners with a particular learning style. In this research, purposive sampling technique was employed for selecting the sample size of three hundred and twenty (320) students studying a course UGRC 140 Science and Technology in our Lives at Christian Service University College. Data were analyzed by using, percentages, T -test, and one-way ANOVA. A thorough analysis was done on the data collected and the results revealed that learners with the Assimilator learning style and the converger learning style obtained higher grade achievement than both diverger learning style and accommodative learning style. Again, the results also revealed that accommodative learning style was not good enough for e-learning method.

Keywords: e-learning, learning style, grade achievement, accomodative, divergent, convergent, assimilative

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Authors: Linlong Mu, Maosong Huang

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Considering excavations in urban areas, the soil deformation induced by the excavations usually causes damage to the surrounding structures. Displacement control becomes a critical indicator of foundation design in order to protect the surrounding structures. Evaluation, the damage potential of the surrounding structures induced by the excavations, usually depends on the finite element method (FEM) because of the complexity of the excavation and the variety of the surrounding structures. Besides, evaluation the influence of the excavation on surrounding structures is a three-dimensional problem. And it is now well recognized that small strain behaviour of the soil influences the responses of the excavation significantly. Three-dimensional FEM considering small strain behaviour of the soil is a very complex method, which is hard for engineers to use. Thus, it is important to obtain a simplified method for engineers to predict the influence of the excavations on the surrounding structures. Based on large-scale finite element calculation with small-strain based soil model coupling with inverse analysis, an empirical method is proposed to calculate the three-dimensional soil movement induced by braced excavation. The empirical method is able to capture the small-strain behaviour of the soil. And it is suitable to be used in layered soil. Then the free-field soil movement is applied to the pile to calculate the responses of the pile in both vertical and horizontal directions. The asymmetric solutions for problems in layered elastic half-space are employed to solve the interactions between soil points. Both vertical and horizontal pile responses are solved through finite difference method based on elastic theory. Interactions among the nodes along a single pile, pile-pile interactions, pile-soil-pile interaction action and soil-soil interactions are counted to improve the calculation accuracy of the method. For passive piles, the shadow effects are also calculated in the method. Finally, the restrictions of the raft on the piles and the soils are summarized as: (1) the summations of the internal forces between the elements of the raft and the elements of the foundation, including piles and soil surface elements, is equal to 0; (2) the deformations of pile heads or of the soil surface elements are the same as the deformations of the corresponding elements of the raft. Validations are carried out by comparing the results from the proposed method with the results from the model tests, FEM and other existing literatures. From the comparisons, it can be seen that the results from the proposed method fit with the results from other methods very well. The method proposed herein is suitable to predict the responses of the pile-raft foundation induced by braced excavation in layered soil in both vertical and horizontal directions when the deformation is small. However, more data is needed to verify the method before it can be used in practice.

Keywords: excavation, pile-raft foundation, passive piles, deformation control, soil movement

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Authors: Soumia Merat, Lynda Djerbal, Ramdane Bahar, Mohammed Amin Benbouras

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Along with shear wave, many soil parameters are associated with the standard penetration test (SPT) as a dynamic in situ experiment. Both SPT-N data and geophysical data do not often exist in the same area. Statistical analysis of correlation between these parameters is an alternate method to estimate Vₛ conveniently and without additional investigations or data acquisition. Shear wave velocity is a basic engineering tool required to define dynamic properties of soils. In many instances, engineers opt for empirical correlations between shear wave velocity (Vₛ) and reliable static field test data like standard penetration test (SPT) N value, CPT (Cone Penetration Test) values, etc., to estimate shear wave velocity or dynamic soil parameters. The relation between Vs and SPT- N values of Algiers area is predicted using the collected data, and it is also compared with the previously suggested formulas of Vₛ determination by measuring Root Mean Square Error (RMSE) of each model. Algiers area is situated in high seismic zone (Zone III [RPA 2003: réglement parasismique algerien]), therefore the study is important for this region. The principal aim of this paper is to compare the field measurements of Down-hole test and the empirical models to show which one of these proposed formulas are applicable to predict and deduce shear wave velocity values.

Keywords: empirical models, RMSE, shear wave velocity, standard penetration test

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Authors: Sujeet Kumar, Arun Prasad

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The present work investigates the effect of multiple parameters on the unconfined compressive strength of the bauxite residue-lime mix. A number of unconfined compressive strength tests considering various curing time, lime content, dry density and moisture content were carried out. The results show that an empirical correlation may be successfully developed using volumetric lime content, porosity, moisture content, curing time unconfined compressive strength for the range of the bauxite residue-lime mix studied. The proposed empirical correlations efficiently predict the strength of bauxite residue-lime mix, and it can be used as a generalized empirical equation to estimate unconfined compressive strength.

Keywords: bauxite residue, curing time, porosity/volumetric lime ratio, unconfined compressive strength

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Authors: Hyun-Woo Cho

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Automatic process monitoring schemes are designed to give early warnings for unusual process events or abnormalities as soon as possible. For this end, various techniques have been developed and utilized in various industrial processes. It includes multivariate statistical methods, representation skills in reduced spaces, kernel-based nonlinear techniques, etc. This work presents a nonlinear empirical monitoring scheme for batch type production processes with incomplete process measurement data. While normal operation data are easy to get, unusual fault data occurs infrequently and thus are difficult to collect. In this work, noise filtering steps are added in order to enhance monitoring performance by eliminating irrelevant information of the data. The performance of the monitoring scheme was demonstrated using batch process data. The results showed that the monitoring performance was improved significantly in terms of detection success rate of process fault.

Keywords: batch process, monitoring, measurement, kernel method

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Authors: Hana Rabbouch

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In recent years, there has been considerable growth of denoising techniques mainly devoted to medical imaging. This important evolution is not only due to the progress of computing techniques, but also to the emergence of multi-resolution analysis (MRA) on both mathematical and algorithmic bases. In this paper, a comparative study is conducted between the two best-known MRA-based decomposition techniques: the Empirical Mode Decomposition (EMD) and the Discrete Wavelet Transform (DWT). The comparison is carried out in a framework of multi-scale denoising, where a Non-Local Means (NLM) filter is performed scale-by-scale to a sample of benchmark medical images. The results prove the effectiveness of the multiscaled denoising, especially when the NLM filtering is coupled with the EMD.

Keywords: medical imaging, non local means, denoising, multiscaled analysis, empirical mode decomposition, wavelets

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Authors: Hamid Goharnejad, Milad Sadeghpoor Moalem, Mahmood Zakeri Niri, Leili Sadeghi Khalegh Abadi

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While there are many benefits to using reservoir dams, their break leads to destructive effects. From the viewpoint of International Committee of Large Dams (ICOLD), dam break means the collapse of whole or some parts of a dam; thereby the dam will be unable to hold water. Therefore, studying dam break phenomenon and prediction of its behavior and effects reduces losses and damages of the mentioned phenomenon. One of the most common types of reservoir dams is embankment dam. Overtopping in embankment dams occurs because of flood discharge system inability in release inflows to reservoir. One of the most important issues among managers and engineers to evaluate the performance of the reservoir dam rim when sliding into the storage, creating waves is large and long. In this study, the effects of floods which caused the overtopping of the dam have been investigated. It was assumed that spillway is unable to release the inflow. To determine outflow hydrograph resulting from dam break, numerical model using Flow-3D software and empirical equations was used. Results of numerical models and their comparison with empirical equations show that numerical model and empirical equations can be used to study the flood resulting from dam break.

Keywords: embankment dam break, empirical equations, Taleghan dam, Flow-3D numerical model

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Authors: Alfredo R. Roa-Henriquez

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This paper is about organizational-level resilience and decision-making in the face of natural hazards. Research on resilience emerged to explain systems’ ability to absorb and recover in the midst of adversity and uncertainty from natural disasters, crises, and other disruptive events. While interest in resilience has accelerated, research multiplied, and the number of policies and implementations of resilience to natural hazards has increased over the last several years, mainly at the level of communities and regions, there has been a dearth of empirical work on resilience at the level of the firm. This paper uses empirical data and a sample selection model to test some hypotheses related to the firm’s dependence on critical resources, the sharing of resources and its economic resilience. The objective is to understand how the sharing of resources among organizations is related to economic resilience. Empirical results that are obtained from a sample of firms affected by Superstorm Sandy and Hurricane Harvey indicate that there is unobserved heterogeneity that explains the strategic behavior of firms in the post-disaster and that those firms that are more likely to resource share are also the ones that exhibit higher economic resilience. The impact of property damage on the sharing of resources and economic resilience is explored.

Keywords: economic resilience, resource sharing, critical resources, strategic management

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Authors: Nirupma Bhatti

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This empirical study was aimed to compare the effectiveness of Computer Assisted Instruction (CAI) and Conventional Method (CM) in attaining and retaining mathematical concepts. Instructional and measuring tools were developed for five units of Matrix Algebra, two of Calculus and five of Numerical Analysis. Reliability and validity of these tools were also examined in pilot study. Ninety undergraduates participated in this study. Pre-test – post-test equivalent – groups research design was used. SPSS v.16 was used for data analysis. Findings supported CAI as better mode of instruction for attainment and retention of basic mathematical concepts. Administrators should motivate faculty members to develop Computer Assisted Instructional Material (CAIM) in mathematics for higher education.

Keywords: attainment, CAI, CAIM, conventional method, retention

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Authors: Abdullah Al Farwan, Ya Zhang

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In today’s educational arena, it is critical to understand educational data and be able to evaluate important aspects, particularly data on student achievement. Educational Data Mining (EDM) is a research area that focusing on uncovering patterns and information in data from educational institutions. Teachers, if they are able to predict their students' class performance, can use this information to improve their teaching abilities. It has evolved into valuable knowledge that can be used for a wide range of objectives; for example, a strategic plan can be used to generate high-quality education. Based on previous data, this paper recommends employing data mining techniques to forecast students' final grades. In this study, five data mining methods, Decision Tree, JRip, Naive Bayes, Multi-layer Perceptron, and Random Forest with wrapper feature selection, were used on two datasets relating to Portuguese language and mathematics classes lessons. The results showed the effectiveness of using data mining learning methodologies in predicting student academic success. The classification accuracy achieved with selected algorithms lies in the range of 80-94%. Among all the selected classification algorithms, the lowest accuracy is achieved by the Multi-layer Perceptron algorithm, which is close to 70.45%, and the highest accuracy is achieved by the Random Forest algorithm, which is close to 94.10%. This proposed work can assist educational administrators to identify poor performing students at an early stage and perhaps implement motivational interventions to improve their academic success and prevent educational dropout.

Keywords: classification algorithms, decision tree, feature selection, multi-layer perceptron, Naïve Bayes, random forest, students’ academic performance

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Authors: Christopher Reichstein, Ralf-Christian Härting, Martina Häußler

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With a continuously increasing speed of information exchange on the World Wide Web, retailers in the E-Commerce sector are faced with immense possibilities regarding different online purchase processes like dynamic price settings. By use of Dynamic Pricing, retailers are able to set short time price changes in order to optimize producer surplus. The empirical research illustrates the basics of Dynamic Pricing and identifies six influencing factors of Dynamic Pricing. The results of a structural equation modeling approach show five main drivers increasing the potential of dynamic price settings in the E-Commerce. Influencing factors are the knowledge of customers’ individual willingness to pay, rising sales, the possibility of customization, the data volume and the information about competitors’ pricing strategy.

Keywords: e-commerce, empirical research, experts, dynamic pricing (DP), influencing factors, potentials

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Authors: Yanjie Zhu, André Jesus, Irwanda Laory

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Structural Health Monitoring (SHM), involving data acquisition, data interpretation and decision-making system aim to continuously monitor the structural performance of civil infrastructures under various in-service circumstances. The main value and purpose of SHM is identifying damages through data interpretation system. Research on SHM has been expanded in the last decades and a large volume of data is recorded every day owing to the dramatic development in sensor techniques and certain progress in signal processing techniques. However, efficient and reliable data interpretation for damage detection under environmental variations is still a big challenge. Structural damages might be masked because variations in measured data can be the result of environmental variations. This research reports a novel method based on single-channel Blind Signal Separation (BSS), which extracts environmental effects from measured data directly without any prior knowledge of the structure loading and environmental conditions. Despite the successful application in audio processing and bio-medical research fields, BSS has never been used to detect damage under varying environmental conditions. This proposed method optimizes and combines Ensemble Empirical Mode Decomposition (EEMD), Principal Component Analysis (PCA) and Independent Component Analysis (ICA) together to separate structural responses due to different loading conditions respectively from a single channel input signal. The ICA is applying on dimension-reduced output of EEMD. Numerical simulation of a truss bridge, inspired from New Joban Line Arakawa Railway Bridge, is used to validate this method. All results demonstrate that the single-channel BSS-based method can recover temperature effects from mixed structural response recorded by a single sensor with a convincing accuracy. This will be the foundation of further research on direct damage detection under varying environment.

Keywords: damage detection, ensemble empirical mode decomposition (EEMD), environmental variations, independent component analysis (ICA), principal component analysis (PCA), structural health monitoring (SHM)

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Authors: Rouaz Idriss, Bourahla Nour-Eddine, Kahlouche Farah, Rafa Sid Ali

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The stability of structures made of light-gauge steel depends highly on the contribution of Shear Wall Panel (SWP) systems under horizontal forces due to wind or earthquake loads. Steel plate sheathing is often used with these panels made of cold formed steel (CFS) to improve its shear strength. In order to predict the shear strength resistance, two methods are presented in this paper. In the first method, the steel plate sheathing is modeled with plats strip taking into account only the tension and compression force due to the horizontal load, where both track and stud are modeled according to the geometrical and mechanical characteristics of the specimen used in the experiments. The theoretical background and empirical formulations of this method are presented in this paper. However, the second method is based on a micro modeling of the cold formed steel Shear Wall Panel “CFS-SWP” using Abaqus software. A nonlinear analysis was carried out with an in-plan monotonic load. Finally, the comparison between these two methods shows that the micro modeling with Abaqus gives better prediction of shear resistance of SWP than strips method. However, the latter is easier and less time consuming than the micro modeling method.

Keywords: cold formed steel 'CFS', shear wall panel, strip method, finite elements

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Authors: Norah Mohammed Alshahrani, Abdulaziz Almaleh

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Autism Spectrum Disorder (ASD) is a condition related to issues with brain development that affects how a person recognises and communicates with others which results in difficulties with interaction and communication socially and it is constantly growing. Early recognition of ASD allows children to lead safe and healthy lives and helps doctors with accurate diagnoses and management of conditions. Therefore, it is crucial to develop a method that will achieve good results and with high accuracy for the measurement of ASD in children. In this paper, ASD datasets of toddlers and children have been analyzed. We employed the following machine learning techniques to attempt to explore ASD and they are Random Forest (RF), Decision Tree (DT), Na¨ıve Bayes (NB) and Support Vector Machine (SVM). Then Feature selection was used to provide fewer attributes from ASD datasets while preserving model performance. As a result, we found that the best result has been provided by the Support Vector Machine (SVM), achieving 0.98% in the toddler dataset and 0.99% in the children dataset.

Keywords: autism spectrum disorder, machine learning, feature selection, support vector machine

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Authors: D. Nam Kim, D. Jin Kim, Jeonghwan Jeon

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Defense Defensive Modeling and Simulation (M&S) is a system which enables impracticable training for reducing constraints of time, space and financial resources. The necessity of defensive M&S has been increasing not only for education and training but also virtual fight. Soldiers who are using defensive M&S for education and training will obtain empirical knowledge and know-how. However, the obtained knowledge of individual soldiers have not been managed and utilized yet since the nature of military organizations: confidentiality and frequent change of members. Therefore, this study aims to develop a management system for the experience of defensive M&S based on data mining approach. Since individual empirical knowledge gained through using the defensive M&S is both quantitative and qualitative data, data mining approach is appropriate for dealing with individual empirical knowledge. This research is expected to be helpful for soldiers and military policy makers.

Keywords: data mining, defensive m&s, management system, knowledge management

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Authors: Charleen von Kolpinski, Karina Cagarman, Alina Blaute

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The circular economy concept is often framed by politicians, scientists and practitioners as being the solution to sustainability problems of our times. However, the focus of these discussions and publications is very often set on environmental and economic aspects. In contrast, the social dimension of sustainability has been neglected and only a few recent and mostly conceptual studies targeted the inclusion of social aspects and the SDGs into circular economy research. All stakeholders of this new circular system have to be included to represent a truly sustainable solution to all the environmental, economic and social challenges caused by the linear economic system. Hence, this empirical research aims to analyse, next to the environmental and economic dimension, also explicitly the social dimension of a sustainable circular business model. This inductive and explorative approach applies the single case study method. A multi-stakeholder view is adopted to shed light on social aspects of the circular business model. Different stakeholder views, tensions between stakeholders and conflicts of interest are detected. In semi-structured interviews with different stakeholders of the company, this study compares the different stakeholder views to profile the success factors of its business model in terms of sustainability implementation and to detect its shortcomings. These findings result in the development of propositions which cover different social aspects of sustainable circular business model implementation. This study is an answer to calls for future empirical research about the social dimension of the circular economy and contributes to sustainable business model thinking in entrepreneurial contexts of the circular economy. It helps identifying all relevant stakeholders and their needs to successfully and inclusively implement a sustainable circular business model. The method of a single case study has some limitations by nature as it only covers one enterprise with its special business model. Therefore, more empirical studies are needed to research sustainable circular business models from multiple stakeholder perspectives, in different countries and industries. Future research can build upon the developed propositions of this study and develop hypotheses to be tested.

Keywords: circular economy, single case study, social dimension, sustainable circular business model

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Authors: Sertac Arslan, Sezer Kefeli

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In this paper, firstly supercavitating phenomenon and supercavity shape design parameters are explained and then drag force calculation methods of high speed supercavitating torpedoes are investigated with numerical techniques and verified with empirical studies. In order to reach huge speeds such as 200, 300 knots for underwater vehicles, hydrodynamic hull drag force which is proportional to density of water (ρ) and square of speed should be reduced. Conventional heavy weight torpedoes could reach up to ~50 knots by classic underwater hydrodynamic techniques. However, to exceed 50 knots and reach about 200 knots speeds, hydrodynamic viscous forces must be reduced or eliminated completely. This requirement revives supercavitation phenomena that could be implemented to conventional torpedoes. Supercavitation is the use of cavitation effects to create a gas bubble, allowing the torpedo to move at huge speed through the water by being fully developed cavitation bubble. When the torpedo moves in a cavitation envelope due to cavitator in nose section and solid fuel rocket engine in rear section, this kind of torpedoes could be entitled as Supercavitating Torpedoes. There are two types of cavitation; first one is natural cavitation, and second one is ventilated cavitation. In this study, disk cavitator is modeled with natural cavitation and supercavitation phenomenon parameters are studied. Moreover, drag force calculation is performed for disk shape cavitator with numerical techniques and compared via empirical studies. Drag forces are calculated with computational fluid dynamics methods and different empirical methods. Numerical calculation method is developed by comparing with empirical results. In verification study cavitation number (σ), drag coefficient (CD) and drag force (D), cavity wall velocity (U

Keywords: cavity envelope, CFD, high speed underwater vehicles, supercavitation, supercavity flows

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Authors: Manoel Pereira, Alvaro Veiga, Camila Epprecht, Renato Costa

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This paper introduces an empirical version of the Esscher transform for risk-neutral option pricing. Traditional parametric methods require the formulation of an explicit risk-neutral model and are operational only for a few probability distributions for the returns of the underlying. In our proposal, we make only mild assumptions on the pricing kernel and there is no need for the formulation of the risk-neutral model for the returns. First, we simulate sample paths for the returns under the physical distribution. Then, based on the empirical Esscher transform, the sample is reweighted, giving rise to a risk-neutralized sample from which derivative prices can be obtained by a weighted sum of the options pay-offs in each path. We compare our proposal with some traditional parametric pricing methods in four experiments with artificial and real data.

Keywords: esscher transform, generalized autoregressive Conditional Heteroscedastic (GARCH), nonparametric option pricing

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Authors: D. Sigirli

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The Receiver Operating Characteristic (ROC) curve is a commonly used statistical tool for evaluating the diagnostic performance of screening and diagnostic test with continuous or ordinal scale results which aims to predict the presence or absence probability of a condition, usually a disease. When the test results were measured as numeric values, sensitivity and specificity can be computed across all possible threshold values which discriminate the subjects as diseased and non-diseased. There are infinite numbers of possible decision thresholds along the continuum of the test results. The ROC curve presents the trade-off between sensitivity and the 1-specificity as the threshold changes. The empirical ROC curve which is a non-parametric estimator of the ROC curve is robust and it represents data accurately. However, especially for small sample sizes, it has a problem of variability and as it is a step function there can be different false positive rates for a true positive rate value and vice versa. Besides, the estimated ROC curve being in a jagged form, since the true ROC curve is a smooth curve, it underestimates the true ROC curve. Since the true ROC curve is assumed to be smooth, several smoothing methods have been explored to smooth a ROC curve. These include using kernel estimates, using log-concave densities, to fit parameters for the specified density function to the data with the maximum-likelihood fitting of univariate distributions or to create a probability distribution by fitting the specified distribution to the data nd using smooth versions of the empirical distribution functions. In the present paper, we aimed to propose a smooth ROC curve estimation based on the boundary corrected kernel function and to compare the performances of ROC curve smoothing methods for the diagnostic test results coming from different distributions in different sample sizes. We performed simulation study to compare the performances of different methods for different scenarios with 1000 repetitions. It is seen that the performance of the proposed method was typically better than that of the empirical ROC curve and only slightly worse compared to the binormal model when in fact the underlying samples were generated from the normal distribution.

Keywords: empirical estimator, kernel function, smoothing, receiver operating characteristic curve

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Authors: Komol Phaisarn, Anuphan Suttimarn, Vitchanan Keawtong, Kittisak Thongyoun, Chaiyos Jamsawang

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This article is intended to analyze insurance information which contains information on the customer decision when purchasing life insurance pay package. The data were analyzed in order to present new customers with Life Insurance Perfect Pay package to meet new customers’ needs as much as possible. The basic data of insurance pay package were collect to get data mining; thus, reducing the scattering of information. The data were then classified in order to get decision model or decision tree using Algorithm C4.5 (J-48). In the classification, WEKA tools are used to form the model and testing datasets are used to test the decision tree for the accurate decision. The validation of this model in classifying showed that the accurate prediction was 68.43% while 31.25% were errors. The same set of data were then tested with other models, i.e. Naive Bayes and Zero R. The results showed that J-48 method could predict more accurately. So, the researcher applied the decision tree in writing the program used to introduce the product to new customers to persuade customers’ decision making in purchasing the insurance package that meets the new customers’ needs as much as possible.

Keywords: decision tree, data mining, customers, life insurance pay package

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Authors: Hyun-Woo Cho

Abstract:

For ensuring the safety of a manufacturing process one should quickly identify an assignable cause of a fault in an on-line basis. To this end, many statistical techniques including linear and nonlinear methods have been frequently utilized. However, such methods possessed a major problem of small sample size, which is mostly attributed to the characteristics of empirical models used for reference models. This work presents a new method to overcome the insufficiency of measurement data in the monitoring and diagnosis tasks. Some quasi-measurement data are generated from existing data based on the two indices of similarity and importance. The performance of the method is demonstrated using a real data set. The results turn out that the presented methods are able to handle the insufficiency problem successfully. In addition, it is shown to be quite efficient in terms of computational speed and memory usage, and thus on-line implementation of the method is straightforward for monitoring and diagnosis purposes.

Keywords: data analysis, diagnosis, monitoring, process data, quality control

Procedia PDF Downloads 452

Authors: Mohamed Haffar, Khalil Al-Hyari, Mohammed Khair Abu Zaid, Ramadane Djbarni, Mohammed Hamdan

Abstract:

While employee readiness for change (ERFC) is recognised as critical for total quality management (TQM) implementation, there is a lack of systematic and empirical studies regarding the relationship between ERFC dimensions and TQM. Therefore, this study proposes to fill this gap by providing empirical evidence leading to advancement in the understanding of the influences of ERFC components on TQM implementation. The empirical data for this study was drawn from a survey of 400 middle and senior managers of Jordanian firms. The analysis of the collected data, which was conducted using Structural Equation Modeling technique, revealed that three of the ERFC components, namely personally beneficial, change self-efficacy and management support are the most supportive ERFC dimensions for TQM implementation. Therefore, this paper makes a novel contribution by providing a refined and deeper comprehension of the relationships between ERFCs and TQM implementation.

Keywords: total quality management, employee readiness for change, manufacturing organisations, Jordan

Procedia PDF Downloads 523

Authors: Fernando M. Soto, Gaetano Di Mino

Abstract:

The design of an unmodified bituminous mixture and three rubber-aggregate mixtures containing rubber-aggregate by a dry process (RUMAC) was evaluated, using an empirical-analytical approach based on experimental findings obtained in the laboratory with the volumetric mix design by gyratory compaction. A reference dense-graded bituminous sub-ballast mixture (3% of air voids and a bitumen 4% over the total weight of the mix), and three rubberized mixtures by dry process (1,5 to 3% of rubber by total weight and 5-7% of binder) were used applying the Superpave mix-design for a level 3 (high-traffic) design rail lines. The railway trackbed section analyzed was a granular layer of 19 cm compacted, while for the sub-ballast a thickness of 12 cm has been used. In order to evaluate the effect of increasing the specimen density (as a percent of its theoretical maximum specific gravity), in this article, are illustrated the results obtained after different comparative analysis into the influence of varying the binder-rubber percentages under the sub-ballast layer mix-design. This work demonstrates that rubberized blends containing crumb and ground rubber in bituminous asphalt mixtures behave at least similar or better than conventional asphalt materials. By using the same methodology of volumetric compaction, the densification curves resulting from each mixture have been studied. The purpose is to obtain an optimum empirical parameter multiplier of the number of gyrations necessary to reach the same compaction energy as in conventional mixtures. It has provided some experimental parameters adopting an empirical-analytical method, evaluating the results obtained from the gyratory-compaction of bituminous mixtures with an HMA and rubber-aggregate blends. An extensive integrated research has been carried out to assess the suitability of rubber-modified hot mix asphalt mixtures as a sub-ballast layer in railway underlayment trackbed. Design optimization of the mixture was conducted for each mixture and the volumetric properties analyzed. Also, an improved and complete manufacturing process, compaction and curing of these blends are provided. By adopting this increase-parameters of compaction, called 'beta' factor, mixtures modified with rubber with uniform densification and workability are obtained that in the conventional mixtures. It is found that considering the usual bearing capacity requirements in rail track, the optimal rubber content is 2% (by weight) or 3.95% (by volumetric substitution) and a binder content of 6%.

Keywords: empirical approach, rubber-asphalt, sub-ballast, superpave mix-design

Procedia PDF Downloads 332