Search results for: error pointing
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1979

Search results for: error pointing

239 Neuroevolution Based on Adaptive Ensembles of Biologically Inspired Optimization Algorithms Applied for Modeling a Chemical Engineering Process

Authors: Sabina-Adriana Floria, Marius Gavrilescu, Florin Leon, Silvia Curteanu, Costel Anton

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Neuroevolution is a subfield of artificial intelligence used to solve various problems in different application areas. Specifically, neuroevolution is a technique that applies biologically inspired methods to generate neural network architectures and optimize their parameters automatically. In this paper, we use different biologically inspired optimization algorithms in an ensemble strategy with the aim of training multilayer perceptron neural networks, resulting in regression models used to simulate the industrial chemical process of obtaining bricks from silicone-based materials. Installations in the raw ceramics industry, i.e., bricks, are characterized by significant energy consumption and large quantities of emissions. In addition, the initial conditions that were taken into account during the design and commissioning of the installation can change over time, which leads to the need to add new mixes to adjust the operating conditions for the desired purpose, e.g., material properties and energy saving. The present approach follows the study by simulation of a process of obtaining bricks from silicone-based materials, i.e., the modeling and optimization of the process. Optimization aims to determine the working conditions that minimize the emissions represented by nitrogen monoxide. We first use a search procedure to find the best values for the parameters of various biologically inspired optimization algorithms. Then, we propose an adaptive ensemble strategy that uses only a subset of the best algorithms identified in the search stage. The adaptive ensemble strategy combines the results of selected algorithms and automatically assigns more processing capacity to the more efficient algorithms. Their efficiency may also vary at different stages of the optimization process. In a given ensemble iteration, the most efficient algorithms aim to maintain good convergence, while the less efficient algorithms can improve population diversity. The proposed adaptive ensemble strategy outperforms the individual optimizers and the non-adaptive ensemble strategy in convergence speed, and the obtained results provide lower error values.

Keywords: optimization, biologically inspired algorithm, neuroevolution, ensembles, bricks, emission minimization

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238 Suitability of Satellite-Based Data for Groundwater Modelling in Southwest Nigeria

Authors: O. O. Aiyelokun, O. A. Agbede

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Numerical modelling of groundwater flow can be susceptible to calibration errors due to lack of adequate ground-based hydro-metrological stations in river basins. Groundwater resources management in Southwest Nigeria is currently challenged by overexploitation, lack of planning and monitoring, urbanization and climate change; hence to adopt models as decision support tools for sustainable management of groundwater; they must be adequately calibrated. Since river basins in Southwest Nigeria are characterized by missing data, and lack of adequate ground-based hydro-meteorological stations; the need for adopting satellite-based data for constructing distributed models is crucial. This study seeks to evaluate the suitability of satellite-based data as substitute for ground-based, for computing boundary conditions; by determining if ground and satellite based meteorological data fit well in Ogun and Oshun River basins. The Climate Forecast System Reanalysis (CFSR) global meteorological dataset was firstly obtained in daily form and converted to monthly form for the period of 432 months (January 1979 to June, 2014). Afterwards, ground-based meteorological data for Ikeja (1981-2010), Abeokuta (1983-2010), and Oshogbo (1981-2010) were compared with CFSR data using Goodness of Fit (GOF) statistics. The study revealed that based on mean absolute error (MEA), coefficient of correlation, (r) and coefficient of determination (R²); all meteorological variables except wind speed fit well. It was further revealed that maximum and minimum temperature, relative humidity and rainfall had high range of index of agreement (d) and ratio of standard deviation (rSD), implying that CFSR dataset could be used to compute boundary conditions such as groundwater recharge and potential evapotranspiration. The study concluded that satellite-based data such as the CFSR should be used as input when constructing groundwater flow models in river basins in Southwest Nigeria, where majority of the river basins are partially gaged and characterized with long missing hydro-metrological data.

Keywords: boundary condition, goodness of fit, groundwater, satellite-based data

Procedia PDF Downloads 95
237 Short Life Cycle Time Series Forecasting

Authors: Shalaka Kadam, Dinesh Apte, Sagar Mainkar

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The life cycle of products is becoming shorter and shorter due to increased competition in market, shorter product development time and increased product diversity. Short life cycles are normal in retail industry, style business, entertainment media, and telecom and semiconductor industry. The subject of accurate forecasting for demand of short lifecycle products is of special enthusiasm for many researchers and organizations. Due to short life cycle of products the amount of historical data that is available for forecasting is very minimal or even absent when new or modified products are launched in market. The companies dealing with such products want to increase the accuracy in demand forecasting so that they can utilize the full potential of the market at the same time do not oversupply. This provides the challenge to develop a forecasting model that can forecast accurately while handling large variations in data and consider the complex relationships between various parameters of data. Many statistical models have been proposed in literature for forecasting time series data. Traditional time series forecasting models do not work well for short life cycles due to lack of historical data. Also artificial neural networks (ANN) models are very time consuming to perform forecasting. We have studied the existing models that are used for forecasting and their limitations. This work proposes an effective and powerful forecasting approach for short life cycle time series forecasting. We have proposed an approach which takes into consideration different scenarios related to data availability for short lifecycle products. We then suggest a methodology which combines statistical analysis with structured judgement. Also the defined approach can be applied across domains. We then describe the method of creating a profile from analogous products. This profile can then be used for forecasting products with historical data of analogous products. We have designed an application which combines data, analytics and domain knowledge using point-and-click technology. The forecasting results generated are compared using MAPE, MSE and RMSE error scores. Conclusion: Based on the results it is observed that no one approach is sufficient for short life-cycle forecasting and we need to combine two or more approaches for achieving the desired accuracy.

Keywords: forecast, short life cycle product, structured judgement, time series

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236 Effect of Perceived Importance of a Task in the Prospective Memory Task

Authors: Kazushige Wada, Mayuko Ueda

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In the present study, we reanalyzed lapse errors in the last phase of a job, by re-counting near lapse errors and increasing the number of participants. We also examined the results of this study from the perspective of prospective memory (PM), which concerns future actions. This study was designed to investigate whether perceiving the importance of PM tasks caused lapse errors in the last phase of a job and to determine if such errors could be explained from the perspective of PM processing. Participants (N = 34) conducted a computerized clicking task, in which they clicked on 10 figures that they had learned in advance in 8 blocks of 10 trials. Participants were requested to click the check box in the start display of a block and to click the checking off box in the finishing display. This task was a PM task. As a measure of PM performance, we counted the number of omission errors caused by forgetting to check off in the finishing display, which was defined as a lapse error. The perceived importance was manipulated by different instructions. Half the participants in the highly important task condition were instructed that checking off was very important, because equipment would be overloaded if it were not done. The other half in the not important task condition was instructed only about the location and procedure for checking off. Furthermore, we controlled workload and the emotion of surprise to confirm the effect of demand capacity and attention. To manipulate emotions during the clicking task, we suddenly presented a photo of a traffic accident and the sound of a skidding car followed by an explosion. Workload was manipulated by requesting participants to press the 0 key in response to a beep. Results indicated too few forgetting induced lapse errors to be analyzed. However, there was a weak main effect of the perceived importance of the check task, in which the mouse moved to the “END” button before moving to the check box in the finishing display. Especially, the highly important task group showed more such near lapse errors, than the not important task group. Neither surprise, nor workload affected the occurrence of near lapse errors. These results imply that high perceived importance of PM tasks impair task performance. On the basis of the multiprocess framework of PM theory, we have suggested that PM task performance in this experiment relied not on monitoring PM tasks, but on spontaneous retrieving.

Keywords: prospective memory, perceived importance, lapse errors, multi process framework of prospective memory.

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235 Uncertainty Evaluation of Erosion Volume Measurement Using Coordinate Measuring Machine

Authors: Mohamed Dhouibi, Bogdan Stirbu, Chabotier André, Marc Pirlot

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Internal barrel wear is a major factor affecting the performance of small caliber guns in their different life phases. Wear analysis is, therefore, a very important process for understanding how wear occurs, where it takes place, and how it spreads with the aim on improving the accuracy and effectiveness of small caliber weapons. This paper discusses the measurement and analysis of combustion chamber wear for a small-caliber gun using a Coordinate Measuring Machine (CMM). Initially, two different NATO small caliber guns: 5.56x45mm and 7.62x51mm, are considered. A Micura Zeiss Coordinate Measuring Machine (CMM) equipped with the VAST XTR gold high-end sensor is used to measure the inner profile of the two guns every 300-shot cycle. The CMM parameters, such us (i) the measuring force, (ii) the measured points, (iii) the time of masking, and (iv) the scanning velocity, are investigated. In order to ensure minimum measurement error, a statistical analysis is adopted to select the reliable CMM parameters combination. Next, two measurement strategies are developed to capture the shape and the volume of each gun chamber. Thus, a task-specific measurement uncertainty (TSMU) analysis is carried out for each measurement plan. Different approaches of TSMU evaluation have been proposed in the literature. This paper discusses two different techniques. The first is the substitution method described in ISO 15530 part 3. This approach is based on the use of calibrated workpieces with similar shape and size as the measured part. The second is the Monte Carlo simulation method presented in ISO 15530 part 4. Uncertainty evaluation software (UES), also known as the Virtual Coordinate Measuring Machine (VCMM), is utilized in this technique to perform a point-by-point simulation of the measurements. To conclude, a comparison between both approaches is performed. Finally, the results of the measurements are verified through calibrated gauges of several dimensions specially designed for the two barrels. On this basis, an experimental database is developed for further analysis aiming to quantify the relationship between the volume of wear and the muzzle velocity of small caliber guns.

Keywords: coordinate measuring machine, measurement uncertainty, erosion and wear volume, small caliber guns

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234 Computational Fluid Dynamics Simulation of Turbulent Convective Heat Transfer in Rectangular Mini-Channels for Rocket Cooling Applications

Authors: O. Anwar Beg, Armghan Zubair, Sireetorn Kuharat, Meisam Babaie

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In this work, motivated by rocket channel cooling applications, we describe recent CFD simulations of turbulent convective heat transfer in mini-channels at different aspect ratios. ANSYS FLUENT software has been employed with a mean average error of 5.97% relative to Forrest’s MIT cooling channel study (2014) at a Reynolds number of 50,443 with a Prandtl number of 3.01. This suggests that the simulation model created for turbulent flow was suitable to set as a foundation for the study of different aspect ratios in the channel. Multiple aspect ratios were also considered to understand the influence of high aspect ratios to analyse the best performing cooling channel, which was determined to be the highest aspect ratio channels. Hence, the approximate 28:1 aspect ratio provided the best characteristics to ensure effective cooling. A mesh convergence study was performed to assess the optimum mesh density to collect accurate results. Hence, for this study an element size of 0.05mm was used to generate 579,120 for proper turbulent flow simulation. Deploying a greater bias factor would increase the mesh density to the furthest edges of the channel which would prove to be useful if the focus of the study was just on a single side of the wall. Since a bulk temperature is involved with the calculations, it is essential to ensure a suitable bias factor is used to ensure the reliability of the results. Hence, in this study we have opted to use a bias factor of 5 to allow greater mesh density at both edges of the channel. However, the limitations on mesh density and hardware have curtailed the sophistication achievable for the turbulence characteristics. Also only linear rectangular channels were considered, i.e. curvature was ignored. Furthermore, we only considered conventional water coolant. From this CFD study the variation of aspect ratio provided a deeper appreciation of the effect of small to high aspect ratios with regard to cooling channels. Hence, when considering an application for the channel, the geometry of the aspect ratio must play a crucial role in optimizing cooling performance.

Keywords: rocket channel cooling, ANSYS FLUENT CFD, turbulence, convection heat transfer

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233 Collocation Errors in English as Second Language (ESL) Essay Writing

Authors: Fatima Muhammad Shitu

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In language learning, Second language learners like their native speaker counter parts, commit errors in their attempt to achieve competence in the target language. The realm of Collocation has to do with meaning relation between lexical items. In all human language, there is a kind of ‘natural order’ in which words are arranged or relate to one another in sentences so much so that when a word occurs in a given context, the related or naturally co -occurring word will automatically come to the mind. It becomes an error, therefore, if students inappropriately pair or arrange such ‘naturally’ co – occurring lexical items in a text. It has been observed that most of the second language learners in this research group commit collocational errors. A study of this kind is very significant as it gives insight into the kinds of errors committed by learners. This will help the language teacher to be able to identify the sources and causes of such errors as well as correct them thereby guiding, helping and leading the learners towards achieving some level of competence in the language. The aim of the study is to understand the nature of these errors as stumbling blocks to effective essay writing. The objective of the study is to identify the errors, analyse their structural compositions so as to determine whether there are similarities between students in this regard and to find out whether there are patterns to these kinds of errors which will enable the researcher to understand their sources and causes. As a descriptive research, the researcher samples some nine hundred essays collected from three hundred undergraduate learners of English as a second language in the Federal College of Education, Kano, North- West Nigeria, i.e. three essays per each student. The essays which were given on three different lecture times were of similar thematic preoccupations (i.e. same topics) and length (i.e. same number of words). The essays were written during the lecture hour at three different lecture occasions. The errors were identified in a systematic manner whereby errors so identified were recorded only once even if they occur severally in students’ essays. The data was collated using percentages in which the identified number of occurrences were converted accordingly in percentages. The findings from the study indicates that there are similarities as well as regular and repeated errors which provided a pattern. Based on the pattern identified, the conclusion is that students’ collocational errors are attributable to poor teaching and learning which resulted in wrong generalisation of rules.

Keywords: collocations, errors, second language learning, ESL students

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232 Dynamic Modeling of the Impact of Chlorine on Aquatic Species in Urban Lake Ecosystem

Authors: Zhiqiang Yan, Chen Fan, Yafei Wang, Beicheng Xia

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Urban lakes play an invaluable role in urban water systems such as flood control, water supply, and public recreation. However, over 38% of the urban lakes have suffered from severe eutrophication in China. Chlorine that could remarkably inhibit the growth of phytoplankton in eutrophic, has been widely used in the agricultural, aquaculture and industry in the recent past. However, little information has been reported regarding the effects of chlorine on the lake ecosystem, especially on the main aquatic species.To investigate the ecological response of main aquatic species and system stability to chlorine interference in shallow urban lakes, a mini system dynamic model was developed based on the competition and predation of main aquatic species and total phosphorus circulation. The main species of submerged macrophyte, phytoplankton, zooplankton, benthos, spiroggra and total phosphorus in water and sediment were used as variables in the model,while the interference of chlorine on phytoplankton was represented by an exponential attenuation equation. Furthermore, the eco-exergy expressing the development degree of ecosystem was used to quantify the complexity of the shallow urban lake. The model was validated using the data collected in the Lotus Lake in Guangzhoufrom1 October 2015 to 31 January 2016.The correlation coefficient (R), root mean square error-observations standard deviation ratio (RSR) and index of agreement (IOA) were calculated to evaluate accuracy and reliability of the model.The simulated values showed good qualitative agreement with the measured values of all components. The model results showed that chlorine had a notable inhibitory effect on Microcystis aeruginos,Rachionus plicatilis, Diaphanosoma brachyurum Liévin and Mesocyclops leuckarti (Claus).The outbreak of Spiroggra.spp. inhibited the growth of Vallisneria natans (Lour.) Hara, leading to a gradual decrease of eco-exergy and the breakdown of ecosystem internal equilibria. This study gives important insight into using chlorine to achieve eutrophication control and understand mechanism process.

Keywords: system dynamic model, urban lake, chlorine, eco-exergy

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231 Determination of Bromides, Chlorides and Fluorides in Case of Their Joint Presence in Ion-Conducting Electrolyte

Authors: V. Golubeva, O. Vakhnina, I. Konopkina, N. Gerasimova, N. Taturina, K. Zhogova

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To improve chemical current sources, the ion-conducting electrolytes based on Li halides (LiCl-KCl, LiCl-LiBr-KBr, LiCl-LiBr-LiF) are developed. It is necessary to have chemical analytical methods for determination of halides to control the electrolytes technology. The methods of classical analytical chemistry are of interest, as they are characterized by high accuracy. Using these methods is a difficult task because halides have similar chemical properties. The objective of this work is to develop a titrimetric method for determining the content of bromides, chlorides, and fluorides in their joint presence in an ion-conducting electrolyte. In accordance with the developed method of analysis to determine fluorides, electrolyte sample is dissolved in diluted HCl acid; fluorides are titrated by La(NO₃)₃ solution with potentiometric indication of equivalence point, fluoride ion-selective electrode is used as sensor. Chlorides and bromides do not form a hardly soluble compound with La and do not interfere in result of analysis. To determine the bromides, the sample is dissolved in a diluted H₂SO₄ acid. The bromides are oxidized with a solution of KIO₃ to Br₂, which is removed from the reaction zone by boiling. Excess of KIO₃ is titrated by iodometric method. The content of bromides is calculated from the amount of KIO₃ spent on Br₂ oxidation. Chlorides and fluorides are not oxidized by KIO₃ and do not interfere in result of analysis. To determine the chlorides, the sample is dissolved in diluted HNO₃ acid and the total content of chlorides and bromides is determined by method of visual mercurometric titration with diphenylcarbazone indicator. Fluorides do not form a hardly soluble compound with mercury and do not interfere with determination. The content of chlorides is calculated taking into account the content of bromides in the sample of electrolyte. The validation of the developed analytical method was evaluated by analyzing internal reference material with known chlorides, bromides and fluorides content. The analytical method allows to determine chlorides, bromides and fluorides in case of their joint presence in ion-conducting electrolyte within the range and with relative total error (δ): for bromides from 60.0 to 65.0 %, δ = ± 2.1 %; for chlorides from 8.0 to 15.0 %, δ = ± 3.6 %; for fluorides from 5.0 to 8.0%, ± 1.5% . The analytical method allows to analyze electrolytes and mixtures that contain chlorides, bromides, fluorides of alkali metals and their mixtures (K, Na, Li).

Keywords: bromides, chlorides, fluorides, ion-conducting electrolyte

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230 Mitigation of Risk Management Activities towards Accountability into Microfinance Environment: Malaysian Case Study

Authors: Nor Azlina A. Rahman, Jamaliah Said, Salwana Hassan

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Prompt changes in global business environment, such as passionate competition, managerial/operational, changing governmental regulation and innovation in technology have significant impacts on the organizations. At present, global business environment demands for more proactive institutions on microfinance to provide an opportunity for the business success. Microfinance providers in Malaysia still accelerate its activities of funding by cash and cheque. These institutions are at high risk as the paper-based system is deemed to be slow and prone to human error, as well as requiring a major annual reconciliation process. The global transformation of financial services, growing involvement of technology, innovation and new business activities had progressively made risk management profile to be more subjective and diversified. The persistent, complex and dynamic nature of risk management activities in the institutions arise due to highly automated advancements of technology. This may thus manifest in a variety of ways throughout the financial services sector. This study seeks out to examine current operational risks management being experienced by microfinance providers in Malaysia; investigate the process of current practices on facilitator control factor mechanisms, and explore how the adoption of technology, innovation and use of management accounting practices would affect the risk management process of operation system in microfinance providers in Malaysia. A case study method was employed in this study. The case study also need to find that the vital past role of management accounting will be used for mitigation of risk management activities towards accountability as an information or guideline to microfinance provider. An empirical element obtainable with qualitative method is needed in this study, where multipart and in-depth information are essential to understand the issues of these institution phenomena. This study is expected to propose a theoretical model for implementation of technology, innovation and management accounting practices into the system of operation to improve internal control and subsequently lead to mitigation of risk management activities among microfinance providers to be more successful.

Keywords: microfinance, accountability, operational risks, management accounting practices

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229 Seismic Response of Structure Using a Three Degree of Freedom Shake Table

Authors: Ketan N. Bajad, Manisha V. Waghmare

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Earthquakes are the biggest threat to the civil engineering structures as every year it cost billions of dollars and thousands of deaths, around the world. There are various experimental techniques such as pseudo-dynamic tests – nonlinear structural dynamic technique, real time pseudo dynamic test and shaking table test method that can be employed to verify the seismic performance of structures. Shake table is a device that is used for shaking structural models or building components which are mounted on it. It is a device that simulates a seismic event using existing seismic data and nearly truly reproducing earthquake inputs. This paper deals with the use of shaking table test method to check the response of structure subjected to earthquake. The various types of shake table are vertical shake table, horizontal shake table, servo hydraulic shake table and servo electric shake table. The goal of this experiment is to perform seismic analysis of a civil engineering structure with the help of 3 degree of freedom (i.e. in X Y Z direction) shake table. Three (3) DOF shaking table is a useful experimental apparatus as it imitates a real time desired acceleration vibration signal for evaluating and assessing the seismic performance of structure. This study proceeds with the proper designing and erection of 3 DOF shake table by trial and error method. The table is designed to have a capacity up to 981 Newton. Further, to study the seismic response of a steel industrial building, a proportionately scaled down model is fabricated and tested on the shake table. The accelerometer is mounted on the model, which is used for recording the data. The experimental results obtained are further validated with the results obtained from software. It is found that model can be used to determine how the structure behaves in response to an applied earthquake motion, but the model cannot be used for direct numerical conclusions (such as of stiffness, deflection, etc.) as many uncertainties involved while scaling a small-scale model. The model shows modal forms and gives the rough deflection values. The experimental results demonstrate shake table as the most effective and the best of all methods available for seismic assessment of structure.

Keywords: accelerometer, three degree of freedom shake table, seismic analysis, steel industrial shed

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228 Stress Concentration and Strength Prediction of Carbon/Epoxy Composites

Authors: Emre Ozaslan, Bulent Acar, Mehmet Ali Guler

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Unidirectional composites are very popular structural materials used in aerospace, marine, energy and automotive industries thanks to their superior material properties. However, the mechanical behavior of composite materials is more complicated than isotropic materials because of their anisotropic nature. Also, a stress concentration availability on the structure, like a hole, makes the problem further complicated. Therefore, enormous number of tests require to understand the mechanical behavior and strength of composites which contain stress concentration. Accurate finite element analysis and analytical models enable to understand mechanical behavior and predict the strength of composites without enormous number of tests which cost serious time and money. In this study, unidirectional Carbon/Epoxy composite specimens with central circular hole were investigated in terms of stress concentration factor and strength prediction. The composite specimens which had different specimen wide (W) to hole diameter (D) ratio were tested to investigate the effect of hole size on the stress concentration and strength. Also, specimens which had same specimen wide to hole diameter ratio, but varied sizes were tested to investigate the size effect. Finite element analysis was performed to determine stress concentration factor for all specimen configurations. For quasi-isotropic laminate, it was found that the stress concentration factor increased approximately %15 with decreasing of W/D ratio from 6 to 3. Point stress criteria (PSC), inherent flaw method and progressive failure analysis were compared in terms of predicting the strength of specimens. All methods could predict the strength of specimens with maximum %8 error. PSC was better than other methods for high values of W/D ratio, however, inherent flaw method was successful for low values of W/D. Also, it is seen that increasing by 4 times of the W/D ratio rises the failure strength of composite specimen as %62.4. For constant W/D ratio specimens, all the strength prediction methods were more successful for smaller size specimens than larger ones. Increasing the specimen width and hole diameter together by 2 times reduces the specimen failure strength as %13.2.

Keywords: failure, strength, stress concentration, unidirectional composites

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227 Dynamic Simulation of a Hybrid Wind Farm with Wind Turbines and Distributed Compressed Air Energy Storage System

Authors: Eronini Iheanyi Umez-Eronini

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Most studies and existing implementations of compressed air energy storage (CAES) coupled with a wind farm to overcome intermittency and variability of wind power are based on bulk or centralized CAES plants. A dynamic model of a hybrid wind farm with wind turbines and distributed CAES, consisting of air storage tanks and compressor and expander trains at each wind turbine station, is developed and simulated in MATLAB. An ad hoc supervisory controller, in which the wind turbines are simply operated under classical power optimizing region control while scheduling power production by the expanders and air storage by the compressors, including modulation of the compressor power levels within a control range, is used to regulate overall farm power production to track minute-scale (3-minutes sampling period) TSO absolute power reference signal, over an eight-hour period. Simulation results for real wind data input with a simple wake field model applied to a hybrid plant composed of ten 5-MW wind turbines in a row and ten compatibly sized and configured Diabatic CAES stations show the plant controller is able to track the power demand signal within an error band size on the order of the electrical power rating of a single expander. This performance suggests that much improved results should be anticipated when the global D-CAES control is combined with power regulation for the individual wind turbines using available approaches for wind farm active power control. For standalone power plant fuel electrical efficiency estimate of up to 60%, the round trip electrical storage efficiency computed for the distributed CAES wherein heat generated by running compressors is utilized in the preheat stage of running high pressure expanders while fuel is introduced and combusted before the low pressure expanders, was comparable to reported round trip storage electrical efficiencies for bulk Adiabatic CAES.

Keywords: hybrid wind farm, distributed CAES, diabatic CAES, active power control, dynamic modeling and simulation

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226 NanoFrazor Lithography for advanced 2D and 3D Nanodevices

Authors: Zhengming Wu

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NanoFrazor lithography systems were developed as a first true alternative or extension to standard mask-less nanolithography methods like electron beam lithography (EBL). In contrast to EBL they are based on thermal scanning probe lithography (t-SPL). Here a heatable ultra-sharp probe tip with an apex of a few nm is used for patterning and simultaneously inspecting complex nanostructures. The heat impact from the probe on a thermal responsive resist generates those high-resolution nanostructures. The patterning depth of each individual pixel can be controlled with better than 1 nm precision using an integrated in-situ metrology method. Furthermore, the inherent imaging capability of the Nanofrazor technology allows for markerless overlay, which has been achieved with sub-5 nm accuracy as well as it supports stitching layout sections together with < 10 nm error. Pattern transfer from such resist features below 10 nm resolution were demonstrated. The technology has proven its value as an enabler of new kinds of ultra-high resolution nanodevices as well as for improving the performance of existing device concepts. The application range for this new nanolithography technique is very broad spanning from ultra-high resolution 2D and 3D patterning to chemical and physical modification of matter at the nanoscale. Nanometer-precise markerless overlay and non-invasiveness to sensitive materials are among the key strengths of the technology. However, while patterning at below 10 nm resolution is achieved, significantly increasing the patterning speed at the expense of resolution is not feasible by using the heated tip alone. Towards this end, an integrated laser write head for direct laser sublimation (DLS) of the thermal resist has been introduced for significantly faster patterning of micrometer to millimeter-scale features. Remarkably, the areas patterned by the tip and the laser are seamlessly stitched together and both processes work on the very same resist material enabling a true mix-and-match process with no developing or any other processing steps in between. The presentation will include examples for (i) high-quality metal contacting of 2D materials, (ii) tuning photonic molecules, (iii) generating nanofluidic devices and (iv) generating spintronic circuits. Some of these applications have been enabled only due to the various unique capabilities of NanoFrazor lithography like the absence of damage from a charged particle beam.

Keywords: nanofabrication, grayscale lithography, 2D materials device, nano-optics, photonics, spintronic circuits

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225 Impact of Civil Engineering and Economic Growth in the Sustainability of the Environment: Case of Albania

Authors: Rigers Dodaj

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Nowadays, the environment is a critical goal for civil engineers, human activity, construction projects, economic growth, and whole national development. Regarding the development of Albania's economy, people's living standards are increasing, and the requirements for the living environment are also increasing. Under these circumstances, environmental protection and sustainability this is the critical issue. The rising industrialization, urbanization, and energy demand affect the environment by emission of carbon dioxide gas (CO2), a significant parameter known to impact air pollution directly. Consequently, many governments and international organizations conducted policies and regulations to address environmental degradation in the pursuit of economic development, for instance in Albania, the CO2 emission calculated in metric tons per capita has increased by 23% in the last 20 years. This paper analyzes the importance of civil engineering and economic growth in the sustainability of the environment focusing on CO2 emission. The analyzed data are time series 2001 - 2020 (with annual frequency), based on official publications of the World Bank. The statistical approach with vector error correction model and time series forecasting model are used to perform the parameter’s estimations and long-run equilibrium. The research in this paper adds a new perspective to the evaluation of a sustainable environment in the context of carbon emission reduction. Also, it provides reference and technical support for the government toward green and sustainable environmental policies. In the context of low-carbon development, effectively improving carbon emission efficiency is an inevitable requirement for achieving sustainable economic and environmental protection. Also, the study reveals that civil engineering development projects impact greatly the environment in the long run, especially in areas of flooding, noise pollution, water pollution, erosion, ecological disorder, natural hazards, etc. The potential for reducing industrial carbon emissions in recent years indicates that reduction is becoming more difficult, it needs another economic growth policy and more civil engineering development, by improving the level of industrialization and promoting technological innovation in industrial low-carbonization.

Keywords: CO₂ emission, civil engineering, economic growth, environmental sustainability

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224 Inversely Designed Chipless Radio Frequency Identification (RFID) Tags Using Deep Learning

Authors: Madhawa Basnayaka, Jouni Paltakari

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Fully passive backscattering chipless RFID tags are an emerging wireless technology with low cost, higher reading distance, and fast automatic identification without human interference, unlike already available technologies like optical barcodes. The design optimization of chipless RFID tags is crucial as it requires replacing integrated chips found in conventional RFID tags with printed geometric designs. These designs enable data encoding and decoding through backscattered electromagnetic (EM) signatures. The applications of chipless RFID tags have been limited due to the constraints of data encoding capacity and the ability to design accurate yet efficient configurations. The traditional approach to accomplishing design parameters for a desired EM response involves iterative adjustment of design parameters and simulating until the desired EM spectrum is achieved. However, traditional numerical simulation methods encounter limitations in optimizing design parameters efficiently due to the speed and resource consumption. In this work, a deep learning neural network (DNN) is utilized to establish a correlation between the EM spectrum and the dimensional parameters of nested centric rings, specifically square and octagonal. The proposed bi-directional DNN has two simultaneously running neural networks, namely spectrum prediction and design parameters prediction. First, spectrum prediction DNN was trained to minimize mean square error (MSE). After the training process was completed, the spectrum prediction DNN was able to accurately predict the EM spectrum according to the input design parameters within a few seconds. Then, the trained spectrum prediction DNN was connected to the design parameters prediction DNN and trained two networks simultaneously. For the first time in chipless tag design, design parameters were predicted accurately after training bi-directional DNN for a desired EM spectrum. The model was evaluated using a randomly generated spectrum and the tag was manufactured using the predicted geometrical parameters. The manufactured tags were successfully tested in the laboratory. The amount of iterative computer simulations has been significantly decreased by this approach. Therefore, highly efficient but ultrafast bi-directional DNN models allow rapid and complicated chipless RFID tag designs.

Keywords: artificial intelligence, chipless RFID, deep learning, machine learning

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223 Automatic Detection of Sugarcane Diseases: A Computer Vision-Based Approach

Authors: Himanshu Sharma, Karthik Kumar, Harish Kumar

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The major problem in crop cultivation is the occurrence of multiple crop diseases. During the growth stage, timely identification of crop diseases is paramount to ensure the high yield of crops, lower production costs, and minimize pesticide usage. In most cases, crop diseases produce observable characteristics and symptoms. The Surveyors usually diagnose crop diseases when they walk through the fields. However, surveyor inspections tend to be biased and error-prone due to the nature of the monotonous task and the subjectivity of individuals. In addition, visual inspection of each leaf or plant is costly, time-consuming, and labour-intensive. Furthermore, the plant pathologists and experts who can often identify the disease within the plant according to their symptoms in early stages are not readily available in remote regions. Therefore, this study specifically addressed early detection of leaf scald, red rot, and eyespot types of diseases within sugarcane plants. The study proposes a computer vision-based approach using a convolutional neural network (CNN) for automatic identification of crop diseases. To facilitate this, firstly, images of sugarcane diseases were taken from google without modifying the scene, background, or controlling the illumination to build the training dataset. Then, the testing dataset was developed based on the real-time collected images from the sugarcane field from India. Then, the image dataset is pre-processed for feature extraction and selection. Finally, the CNN-based Visual Geometry Group (VGG) model was deployed on the training and testing dataset to classify the images into diseased and healthy sugarcane plants and measure the model's performance using various parameters, i.e., accuracy, sensitivity, specificity, and F1-score. The promising result of the proposed model lays the groundwork for the automatic early detection of sugarcane disease. The proposed research directly sustains an increase in crop yield.

Keywords: automatic classification, computer vision, convolutional neural network, image processing, sugarcane disease, visual geometry group

Procedia PDF Downloads 91
222 Spatio-Temporal Risk Analysis of Cancer to Assessed Environmental Exposures in Coimbatore, India

Authors: Janani Selvaraj, M. Prashanthi Devi, P. B. Harathi

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Epidemiologic studies conducted over several decades have provided evidence to suggest that long-term exposure to elevated ambient levels of particulate air pollution is associated with increased mortality. Air quality risk management is significant in developing countries and it highlights the need to understand the role of ecologic covariates in the association between air pollution and mortality. Several new methods show promise in exploring the geographical distribution of disease and the identification of high risk areas using epidemiological maps. However, the addition of the temporal attribute would further give us an in depth idea of the disease burden with respect to forecasting measures. In recent years, new methods developed in the reanalysis were useful for exploring the spatial structure of the data and the impact of spatial autocorrelation on estimates of risk associated with exposure to air pollution. Based on this, our present study aims to explore the spatial and temporal distribution of the lung cancer cases in the Coimbatore district of Tamil Nadu in relation to air pollution risk areas. A spatio temporal moving average method was computed using the CrimeStat software and visualized in ArcGIS 10.1 to document the spatio temporal movement of the disease in the study region. The random walk analysis performed showed the progress of the peak cancer incidences in the intersection regions of the Coimbatore North and South taluks that include major commercial and residential regions like Gandhipuram, Peelamedu, Ganapathy, etc. Our study shows evidence that daily exposure to high air pollutant concentration zones may lead to the risk of lung cancer. The observations from the present study will be useful in delineating high risk zones of environmental exposure that contribute to the increase of cancer among daily commuters. Through our study we suggest that spatially resolved exposure models in relevant time frames will produce higher risks zones rather than solely on statistical theory about the impact of measurement error and the empirical findings.

Keywords: air pollution, cancer, spatio-temporal analysis, India

Procedia PDF Downloads 485
221 Monitoring Large-Coverage Forest Canopy Height by Integrating LiDAR and Sentinel-2 Images

Authors: Xiaobo Liu, Rakesh Mishra, Yun Zhang

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Continuous monitoring of forest canopy height with large coverage is essential for obtaining forest carbon stocks and emissions, quantifying biomass estimation, analyzing vegetation coverage, and determining biodiversity. LiDAR can be used to collect accurate woody vegetation structure such as canopy height. However, LiDAR’s coverage is usually limited because of its high cost and limited maneuverability, which constrains its use for dynamic and large area forest canopy monitoring. On the other hand, optical satellite images, like Sentinel-2, have the ability to cover large forest areas with a high repeat rate, but they do not have height information. Hence, exploring the solution of integrating LiDAR data and Sentinel-2 images to enlarge the coverage of forest canopy height prediction and increase the prediction repeat rate has been an active research topic in the environmental remote sensing community. In this study, we explore the potential of training a Random Forest Regression (RFR) model and a Convolutional Neural Network (CNN) model, respectively, to develop two predictive models for predicting and validating the forest canopy height of the Acadia Forest in New Brunswick, Canada, with a 10m ground sampling distance (GSD), for the year 2018 and 2021. Two 10m airborne LiDAR-derived canopy height models, one for 2018 and one for 2021, are used as ground truth to train and validate the RFR and CNN predictive models. To evaluate the prediction performance of the trained RFR and CNN models, two new predicted canopy height maps (CHMs), one for 2018 and one for 2021, are generated using the trained RFR and CNN models and 10m Sentinel-2 images of 2018 and 2021, respectively. The two 10m predicted CHMs from Sentinel-2 images are then compared with the two 10m airborne LiDAR-derived canopy height models for accuracy assessment. The validation results show that the mean absolute error (MAE) for year 2018 of the RFR model is 2.93m, CNN model is 1.71m; while the MAE for year 2021 of the RFR model is 3.35m, and the CNN model is 3.78m. These demonstrate the feasibility of using the RFR and CNN models developed in this research for predicting large-coverage forest canopy height at 10m spatial resolution and a high revisit rate.

Keywords: remote sensing, forest canopy height, LiDAR, Sentinel-2, artificial intelligence, random forest regression, convolutional neural network

Procedia PDF Downloads 54
220 Preliminary Report on the Assessment of the Impact of the Kinesiology Taping Application versus Placebo Taping on the Knee Joint Position Sense

Authors: Anna Hadamus, Patryk Wasowski, Anna Mosiolek, Zbigniew Wronski, Sebastian Wojtowicz, Dariusz Bialoszewski

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Introduction: Kinesiology Taping is a very popular physiotherapy method, often used for healthy people, especially athletes, in order to stimulate the muscles and improve their performance. The aim of this study was to determine the effect of the muscle application of Kinesiology Taping on the joint position sense in active motion. Material and Methods: The study involved 50 healthy people - 30 men and 20 women, mean age was 23.2 years (range 18-30 years). The exclusion criteria were injuries and operations of the knee, which could affect the test results. The participants were divided randomly into two equal groups. The first group consisted of individuals with the applied Kinesiology Taping muscle application (KT group), whereas in the rest of the individuals placebo application from red adhesive tape was used (placebo group). Both applications were to enhance the effects of quadriceps muscle activity. Joint position sense (JPS) was evaluated in this study. Error of Active Reproduction of the Joint Position (EARJP) of the knee was measured in 45° flexion. The test was performed prior to applying the patch, with the applied application, then 24 hours after wearing, and after removing the tape. The interval between trials was not less than 30 minutes. Statistical analysis was performed using Statistica 12.0. We calculated distribution characteristics, Wilcoxon test, Friedman‘s ANOVA and Mann-Whitney U test. Results. In the KT group and the placebo group average test score of JPS before applying application KT were 3.48° and 5.16° respectively, after its application it was 4.84° and 4.88°, then after 24 hours of experiment JPS was 5.12° and 4.96°, and after application removal we measured 3.84° and 5.12° respectively. Differences over time in any of the groups were not statistically significant. There were also no significant differences between the groups. Conclusions: 1. Applying Kinesiology Taping to quadriceps muscle had no significant effect on the knee joint proprioception. Its use in order to improve sensorimitor skills seems therefore to be unreasonable. 2. No differences between applications of KT and placebo indicates that the clinical effect of stretch tape is minimal or absent. 3. The results are the basis for the continuation of prospective, randomized trials of numerous study groups.

Keywords: joint position sense, kinesiology taping, kinesiotaping, knee

Procedia PDF Downloads 302
219 Revision of Arthroplasty in Rheumatoid and Osteoarthritis: Methotrexate and Radiographic Lucency in RA Patients

Authors: Mike T. Wei, Douglas N. Mintz, Lisa A. Mandl, Arielle W. Fein, Jayme C. Burket, Yuo-Yu Lee, Wei-Ti Huang, Vivian P. Bykerk, Mark P. Figgie, Edward F. Di Carlo, Bruce N. Cronstein, Susan M. Goodman

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Background/Purpose: Rheumatoid arthritis (RA) patients have excellent total hip arthroplasty (THA) survival, and methotrexate (MTX), an anti-inflammatory disease modifying drug which may affect bone reabsorption, may play a role. The purpose of this study is to determine the diagnosis leading to revision THA (rTHA) in RA patients and to assess the association of radiographic lucency with MTX use. Methods: All patients with validated diagnosis of RA in the institution’s THA registry undergoing rTHA from May 2007 - February 2011 were eligible. Diagnosis leading to rTHA and medication use was determined by chart review. Osteolysis was evaluated on available radiographs by measuring maximum lucency in each Gruen zone. Differences within RA patients with/without MTX in osteolysis, demographics, and medications were assessed with chi-squared, Fisher's exact tests or Mann-Whitney U tests as appropriate. The error rate for multiple comparisons of lucency in the different Gruen zones was corrected via false discovery rate methods. A secondary analysis was performed to determine differences in diagnoses leading to revision between RA and matched OA controls (2:1 match by sex age +/- 5 years). OA exclusion criteria included presence of rheumatic diseases, use of MTX, and lack of records. Results: 51 RA rTHA were identified and compared with 103 OA. Mean age for RA was 57.7 v 59.4 years for OA (p = 0.240). 82.4% RA were female v 83.5% OA (p = 0.859). RA had lower BMI than OA (25.5 v 28.2; p = 0.166). There was no difference in diagnosis leading to rTHA, including infection (RA 3.9 v OA 6.8%; p = 0.719) or dislocation (RA 23.5 v OA 23.3%; p = 0.975). There was no significant difference in the length of time the implant was in before revision: RA 11.0 v OA 8.8 years (p = 0.060). Among RA with/without MTX, there was no difference in use of biologics (30.0 v 43.3%, p = 0.283), steroids (47.6 v 50.0%, p = 0.867) or bisphosphonates (23.8 v 33.3%, p = 0.543). There was no difference in rTHA diagnosis with/without MTX, including loosening (52.4 v 56.7%, p = 0.762). There was no significant difference in lucencies with MTX use in any Gruen zone. Patients with MTX had femoral stem subsidence of 3.7mm v no subsidence without MTX (p = 0.006). Conclusion: There was no difference in the diagnosis leading to rTHR in RA and OA, although RA trended longer prior to rTHA. In this small retrospective study, there were no significant differences associated with MTX exposure or radiographic lucency among RA patients. The significance of subsidence is not clear. Further study of arthroplasty survival in RA patients is warranted.

Keywords: hip arthroplasty, methotrexate, revision arthroplasty, rheumatoid arthritis

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218 Evaluating the Effect of Climate Change and Land Use/Cover Change on Catchment Hydrology of Gumara Watershed, Upper Blue Nile Basin, Ethiopia

Authors: Gashaw Gismu Chakilu

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Climate and land cover change are very important issues in terms of global context and their responses to environmental and socio-economic drivers. The dynamic of these two factors is currently affecting the environment in unbalanced way including watershed hydrology. In this paper individual and combined impacts of climate change and land use land cover change on hydrological processes were evaluated through applying the model Soil and Water Assessment Tool (SWAT) in Gumara watershed, Upper Blue Nile basin Ethiopia. The regional climate; temperature and rainfall data of the past 40 years in the study area were prepared and changes were detected by using trend analysis applying Mann-Kendall trend test. The land use land cover data were obtained from land sat image and processed by ERDAS IMAGIN 2010 software. Three land use land cover data; 1973, 1986, and 2013 were prepared and these data were used for base line, model calibration and change study respectively. The effects of these changes on high flow and low flow of the catchment have also been evaluated separately. The high flow of the catchment for these two decades was analyzed by using Annual Maximum (AM) model and the low flow was evaluated by seven day sustained low flow model. Both temperature and rainfall showed increasing trend; and then the extent of changes were evaluated in terms of monthly bases by using two decadal time periods; 1973-1982 was taken as baseline and 2004-2013 was used as change study. The efficiency of the model was determined by Nash-Sutcliffe (NS) and Relative Volume error (RVe) and their values were 0.65 and 0.032 for calibration and 0.62 and 0.0051 for validation respectively. The impact of climate change was higher than that of land use land cover change on stream flow of the catchment; the flow has been increasing by 16.86% and 7.25% due to climate and LULC change respectively, and the combined change effect accounted 22.13% flow increment. The overall results of the study indicated that Climate change is more responsible for high flow than low flow; and reversely the land use land cover change showed more significant effect on low flow than high flow of the catchment. From the result we conclude that the hydrology of the catchment has been altered because of changes of climate and land cover of the study area.

Keywords: climate, LULC, SWAT, Ethiopia

Procedia PDF Downloads 357
217 Construction of a Dynamic Model of Cerebral Blood Circulation for Future Integrated Control of Brain State

Authors: Tomohiko Utsuki

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Currently, brain resuscitation becomes increasingly important due to revising various clinical guidelines pertinent to emergency care. In brain resuscitation, the control of brain temperature (BT), intracranial pressure (ICP), and cerebral blood flow (CBF) is required for stabilizing physiological state of brain, and is described as the essential treatment points in many guidelines of disorder and/or disease such as brain injury, stroke, and encephalopathy. Thus, an integrated control system of BT, ICP, and CBF will greatly contribute to alleviating the burden on medical staff and improving treatment effect in brain resuscitation. In order to develop such a control system, models related to BT, ICP, and CBF are required for control simulation, because trial and error experiments using patients are not ethically allowed. A static model of cerebral blood circulation from intracranial arteries and vertebral artery to jugular veins has already constructed and verified. However, it is impossible to represent the pooling of blood in blood vessels, which is one cause of cerebral hypertension in this model. And, it is also impossible to represent the pulsing motion of blood vessels caused by blood pressure change which can have an affect on the change of cerebral tissue pressure. Thus, a dynamic model of cerebral blood circulation is constructed in consideration of the elasticity of the blood vessel and the inertia of the blood vessel wall. The constructed dynamic model was numerically analyzed using the normal data, in which each arterial blood flow in cerebral blood circulation, the distribution of blood pressure in the Circle of Willis, and the change of blood pressure along blood flow were calculated for verifying against physiological knowledge. As the result, because each calculated numerical value falling within the generally known normal range, this model has no problem in representing at least the normal physiological state of the brain. It is the next task to verify the accuracy of the present model in the case of disease or disorder. Currently, the construction of a migration model of extracellular fluid and a model of heat transfer in cerebral tissue are in progress for making them parts of an integrated model of brain physiological state, which is necessary for developing an future integrated control system of BT, ICP and CBF. The present model is applicable to constructing the integrated model representing at least the normal condition of brain physiological state by uniting with such models.

Keywords: dynamic model, cerebral blood circulation, brain resuscitation, automatic control

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216 Modelling and Control of Milk Fermentation Process in Biochemical Reactor

Authors: Jožef Ritonja

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The biochemical industry is one of the most important modern industries. Biochemical reactors are crucial devices of the biochemical industry. The essential bioprocess carried out in bioreactors is the fermentation process. A thorough insight into the fermentation process and the knowledge how to control it are essential for effective use of bioreactors to produce high quality and quantitatively enough products. The development of the control system starts with the determination of a mathematical model that describes the steady state and dynamic properties of the controlled plant satisfactorily, and is suitable for the development of the control system. The paper analyses the fermentation process in bioreactors thoroughly, using existing mathematical models. Most existing mathematical models do not allow the design of a control system for controlling the fermentation process in batch bioreactors. Due to this, a mathematical model was developed and presented that allows the development of a control system for batch bioreactors. Based on the developed mathematical model, a control system was designed to ensure optimal response of the biochemical quantities in the fermentation process. Due to the time-varying and non-linear nature of the controlled plant, the conventional control system with a proportional-integral-differential controller with constant parameters does not provide the desired transient response. The improved adaptive control system was proposed to improve the dynamics of the fermentation. The use of the adaptive control is suggested because the parameters’ variations of the fermentation process are very slow. The developed control system was tested to produce dairy products in the laboratory bioreactor. A carbon dioxide concentration was chosen as the controlled variable. The carbon dioxide concentration correlates well with the other, for the quality of the fermentation process in significant quantities. The level of the carbon dioxide concentration gives important information about the fermentation process. The obtained results showed that the designed control system provides minimum error between reference and actual values of carbon dioxide concentration during a transient response and in a steady state. The recommended control system makes reference signal tracking much more efficient than the currently used conventional control systems which are based on linear control theory. The proposed control system represents a very effective solution for the improvement of the milk fermentation process.

Keywords: biochemical reactor, fermentation process, modelling, adaptive control

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215 DEMs: A Multivariate Comparison Approach

Authors: Juan Francisco Reinoso Gordo, Francisco Javier Ariza-López, José Rodríguez Avi, Domingo Barrera Rosillo

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The evaluation of the quality of a data product is based on the comparison of the product with a reference of greater accuracy. In the case of MDE data products, quality assessment usually focuses on positional accuracy and few studies consider other terrain characteristics, such as slope and orientation. The proposal that is made consists of evaluating the similarity of two DEMs (a product and a reference), through the joint analysis of the distribution functions of the variables of interest, for example, elevations, slopes and orientations. This is a multivariable approach that focuses on distribution functions, not on single parameters such as mean values or dispersions (e.g. root mean squared error or variance). This is considered to be a more holistic approach. The use of the Kolmogorov-Smirnov test is proposed due to its non-parametric nature, since the distributions of the variables of interest cannot always be adequately modeled by parametric models (e.g. the Normal distribution model). In addition, its application to the multivariate case is carried out jointly by means of a single test on the convolution of the distribution functions of the variables considered, which avoids the use of corrections such as Bonferroni when several statistics hypothesis tests are carried out together. In this work, two DEM products have been considered, DEM02 with a resolution of 2x2 meters and DEM05 with a resolution of 5x5 meters, both generated by the National Geographic Institute of Spain. DEM02 is considered as the reference and DEM05 as the product to be evaluated. In addition, the slope and aspect derived models have been calculated by GIS operations on the two DEM datasets. Through sample simulation processes, the adequate behavior of the Kolmogorov-Smirnov statistical test has been verified when the null hypothesis is true, which allows calibrating the value of the statistic for the desired significance value (e.g. 5%). Once the process has been calibrated, the same process can be applied to compare the similarity of different DEM data sets (e.g. the DEM05 versus the DEM02). In summary, an innovative alternative for the comparison of DEM data sets based on a multinomial non-parametric perspective has been proposed by means of a single Kolmogorov-Smirnov test. This new approach could be extended to other DEM features of interest (e.g. curvature, etc.) and to more than three variables

Keywords: data quality, DEM, kolmogorov-smirnov test, multivariate DEM comparison

Procedia PDF Downloads 88
214 A Fourier Method for Risk Quantification and Allocation of Credit Portfolios

Authors: Xiaoyu Shen, Fang Fang, Chujun Qiu

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Herewith we present a Fourier method for credit risk quantification and allocation in the factor-copula model framework. The key insight is that, compared to directly computing the cumulative distribution function of the portfolio loss via Monte Carlo simulation, it is, in fact, more efficient to calculate the transformation of the distribution function in the Fourier domain instead and inverting back to the real domain can be done in just one step and semi-analytically, thanks to the popular COS method (with some adjustments). We also show that the Euler risk allocation problem can be solved in the same way since it can be transformed into the problem of evaluating a conditional cumulative distribution function. Once the conditional or unconditional cumulative distribution function is known, one can easily calculate various risk metrics. The proposed method not only fills the niche in literature, to the best of our knowledge, of accurate numerical methods for risk allocation but may also serve as a much faster alternative to the Monte Carlo simulation method for risk quantification in general. It can cope with various factor-copula model choices, which we demonstrate via examples of a two-factor Gaussian copula and a two-factor Gaussian-t hybrid copula. The fast error convergence is proved mathematically and then verified by numerical experiments, in which Value-at-Risk, Expected Shortfall, and conditional Expected Shortfall are taken as examples of commonly used risk metrics. The calculation speed and accuracy are tested to be significantly superior to the MC simulation for real-sized portfolios. The computational complexity is, by design, primarily driven by the number of factors instead of the number of obligors, as in the case of Monte Carlo simulation. The limitation of this method lies in the "curse of dimension" that is intrinsic to multi-dimensional numerical integration, which, however, can be relaxed with the help of dimension reduction techniques and/or parallel computing, as we will demonstrate in a separate paper. The potential application of this method has a wide range: from credit derivatives pricing to economic capital calculation of the banking book, default risk charge and incremental risk charge computation of the trading book, and even to other risk types than credit risk.

Keywords: credit portfolio, risk allocation, factor copula model, the COS method, Fourier method

Procedia PDF Downloads 118
213 Investigation of the Psychological and Sociological Consequences of Facebook Usage towards Saudi Arabia University Students

Authors: Abdullah Alassiri

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Prompted by the widespread saturation of Facebook usage in Saudi Arabia, among university students to socialize with online members, this study investigated the usage, self-presentation, psychological and sociological consequences of the Facebook social networking site among undergraduate students in Saudi Arabia. The problem statement of this study was addressed by answering the following questions: 1) What motivation do undergraduate students have for joining Facebook? 2) How do undergraduate students consume Facebook? 3) In what condition do undergraduate students need Facebook? 4) How do undergraduate students manage their self-presentation via Facebook? 5) What are the experiences obtained by the undergraduate students from Facebook psychologically? 6) What are the experiences obtained by the undergraduate students from Facebook sociologically? 7) How have Facebook activities affected the lifestyle of the undergraduate students?. These questions were answered by analyzing in-depth interview data collected from twenty male undergraduate students between the ages of 18 and 24 years selected from King Saud University (KSU) and King Khalid University (KKU) Saudi Arabia. Using thematic analysis, informants data were coded ‘R1 to R20’, validated and was transcribed to minimize error from translating into the study items from Arabic back to the English Language. Using purposive sampling method, informant perspective within the research context were explored. Data collection was confined to students’ motivations for engaging in online activities, self-presentation, psychological and sociological consequences to their everyday life was investigated based on the theoretical and philosophical perspective underpinnings media and gratification paradigm and social influence theory. The findings contributed to the development of important study themes that supported the development of a new research framework. Based on the analysis, all the study questions were answered. The findings of this study showed that the students use Facebook for the purpose of interacting with others, getting information and as knowledge sources. In terms of self-presentation, this study revealed that the students portray themselves in the real and not fake image while socializing with others. Psychological and sociological consequences from the usage of Facebook are recorded ranging from cheerful to stress and from loneliness to having many friends. As a conclusion, this study conclusively drew that Facebook is a very persuasive medium of communication among the University students in Saudi Arabia that bridges across socio-cultural boundaries and unite students to interact as a community.

Keywords: Saudi Arabia, Facebook, undergraduate students, social network

Procedia PDF Downloads 137
212 A Regression Model for Predicting Sugar Crystal Size in a Fed-Batch Vacuum Evaporative Crystallizer

Authors: Sunday B. Alabi, Edikan P. Felix, Aniediong M. Umo

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Crystal size distribution is of great importance in the sugar factories. It determines the market value of granulated sugar and also influences the cost of production of sugar crystals. Typically, sugar is produced using fed-batch vacuum evaporative crystallizer. The crystallization quality is examined by crystal size distribution at the end of the process which is quantified by two parameters: the average crystal size of the distribution in the mean aperture (MA) and the width of the distribution of the coefficient of variation (CV). Lack of real-time measurement of the sugar crystal size hinders its feedback control and eventual optimisation of the crystallization process. An attractive alternative is to use a soft sensor (model-based method) for online estimation of the sugar crystal size. Unfortunately, the available models for sugar crystallization process are not suitable as they do not contain variables that can be measured easily online. The main contribution of this paper is the development of a regression model for estimating the sugar crystal size as a function of input variables which are easy to measure online. This has the potential to provide real-time estimates of crystal size for its effective feedback control. Using 7 input variables namely: initial crystal size (Lo), temperature (T), vacuum pressure (P), feed flowrate (Ff), steam flowrate (Fs), initial super-saturation (S0) and crystallization time (t), preliminary studies were carried out using Minitab 14 statistical software. Based on the existing sugar crystallizer models, and the typical ranges of these 7 input variables, 128 datasets were obtained from a 2-level factorial experimental design. These datasets were used to obtain a simple but online-implementable 6-input crystal size model. It seems the initial crystal size (Lₒ) does not play a significant role. The goodness of the resulting regression model was evaluated. The coefficient of determination, R² was obtained as 0.994, and the maximum absolute relative error (MARE) was obtained as 4.6%. The high R² (~1.0) and the reasonably low MARE values are an indication that the model is able to predict sugar crystal size accurately as a function of the 6 easy-to-measure online variables. Thus, the model can be used as a soft sensor to provide real-time estimates of sugar crystal size during sugar crystallization process in a fed-batch vacuum evaporative crystallizer.

Keywords: crystal size, regression model, soft sensor, sugar, vacuum evaporative crystallizer

Procedia PDF Downloads 181
211 A Heteroskedasticity Robust Test for Contemporaneous Correlation in Dynamic Panel Data Models

Authors: Andreea Halunga, Chris D. Orme, Takashi Yamagata

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This paper proposes a heteroskedasticity-robust Breusch-Pagan test of the null hypothesis of zero cross-section (or contemporaneous) correlation in linear panel-data models, without necessarily assuming independence of the cross-sections. The procedure allows for either fixed, strictly exogenous and/or lagged dependent regressor variables, as well as quite general forms of both non-normality and heteroskedasticity in the error distribution. The asymptotic validity of the test procedure is predicated on the number of time series observations, T, being large relative to the number of cross-section units, N, in that: (i) either N is fixed as T→∞; or, (ii) N²/T→0, as both T and N diverge, jointly, to infinity. Given this, it is not expected that asymptotic theory would provide an adequate guide to finite sample performance when T/N is "small". Because of this, we also propose and establish asymptotic validity of, a number of wild bootstrap schemes designed to provide improved inference when T/N is small. Across a variety of experimental designs, a Monte Carlo study suggests that the predictions from asymptotic theory do, in fact, provide a good guide to the finite sample behaviour of the test when T is large relative to N. However, when T and N are of similar orders of magnitude, discrepancies between the nominal and empirical significance levels occur as predicted by the first-order asymptotic analysis. On the other hand, for all the experimental designs, the proposed wild bootstrap approximations do improve agreement between nominal and empirical significance levels, when T/N is small, with a recursive-design wild bootstrap scheme performing best, in general, and providing quite close agreement between the nominal and empirical significance levels of the test even when T and N are of similar size. Moreover, in comparison with the wild bootstrap "version" of the original Breusch-Pagan test our experiments indicate that the corresponding version of the heteroskedasticity-robust Breusch-Pagan test appears reliable. As an illustration, the proposed tests are applied to a dynamic growth model for a panel of 20 OECD countries.

Keywords: cross-section correlation, time-series heteroskedasticity, dynamic panel data, heteroskedasticity robust Breusch-Pagan test

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210 Development of a Feedback Control System for a Lab-Scale Biomass Combustion System Using Programmable Logic Controller

Authors: Samuel O. Alamu, Seong W. Lee, Blaise Kalmia, Marc J. Louise Caballes, Xuejun Qian

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The application of combustion technologies for thermal conversion of biomass and solid wastes to energy has been a major solution to the effective handling of wastes over a long period of time. Lab-scale biomass combustion systems have been observed to be economically viable and socially acceptable, but major concerns are the environmental impacts of the process and deviation of temperature distribution within the combustion chamber. Both high and low combustion chamber temperature may affect the overall combustion efficiency and gaseous emissions. Therefore, there is an urgent need to develop a control system which measures the deviations of chamber temperature from set target values, sends these deviations (which generates disturbances in the system) in the form of feedback signal (as input), and control operating conditions for correcting the errors. In this research study, major components of the feedback control system were determined, assembled, and tested. In addition, control algorithms were developed to actuate operating conditions (e.g., air velocity, fuel feeding rate) using ladder logic functions embedded in the Programmable Logic Controller (PLC). The developed control algorithm having chamber temperature as a feedback signal is integrated into the lab-scale swirling fluidized bed combustor (SFBC) to investigate the temperature distribution at different heights of the combustion chamber based on various operating conditions. The air blower rates and the fuel feeding rates obtained from automatic control operations were correlated with manual inputs. There was no observable difference in the correlated results, thus indicating that the written PLC program functions were adequate in designing the experimental study of the lab-scale SFBC. The experimental results were analyzed to study the effect of air velocity operating at 222-273 ft/min and fuel feeding rate of 60-90 rpm on the chamber temperature. The developed temperature-based feedback control system was shown to be adequate in controlling the airflow and the fuel feeding rate for the overall biomass combustion process as it helps to minimize the steady-state error.

Keywords: air flow, biomass combustion, feedback control signal, fuel feeding, ladder logic, programmable logic controller, temperature

Procedia PDF Downloads 99