Search results for: heavy-tailed distributions

Authors: Pawamana Ramachandra, Jitesh Gupta, Saranga P. Pogula

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In verification of high volume and complex packet processing IPs, finer control of flow management aspects (for example, rate, bits/sec etc.) per flow class (or a virtual channel or a software thread) is needed. When any Software/Universal Verification Methodology (UVM) thread arbitration is left to the simulator (e.g., Verilog Compiler Simulator (VCS) or Incisive Enterprise Simulator core simulation engine (NCSIM)), it is hard to predict its pattern of resulting distribution of bandwidth by the simulator thread arbitration. In many cases, the patterns desired in a test scenario may not be accomplished as the simulator might give a different distribution than what was required. This can lead to missing multiple traffic scenarios, specifically deadlock and starvation related. We invented a component (namely Flow Manager Verification IP) to be intervening between the application (test case) and the protocol VIP (with UVM sequencer) to control the bandwidth per thread/virtual channel/flow. The Flow Manager has knobs visible to the UVM sequence/test to configure the required distribution of rate per thread/virtual channel/flow. This works seamlessly and produces rate stimuli to further harness the Design Under Test (DUT) with asymmetric inputs compared to the programmed bandwidth/Quality of Service (QoS) distributions in the Design Under Test.

Keywords: flow manager, UVM sequencer, rated traffic generation, quality of service

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Authors: Endeshaw Assefa Derso, Maria Gabriella Campolo, Angela Alibrandi

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Objectives:Early childhood malnutrition can have long-term and irreversible effects on a child's health and development. This study uses the Bayesian method with spatial variation to investigate the flexible trends of metrical covariates and to identify communities at high risk of injury. Methods: Cross-sectional data on underweight are collected from the 2016 Ethiopian Demographic and Health Survey (EDHS). The Bayesian geo-additive model is performed. Appropriate prior distributions were provided for scall parameters in the models, and the inference is entirely Bayesian, using Monte Carlo Markov chain (MCMC) stimulation. Results: The results show that metrical covariates like child age, maternal body mass index (BMI), and maternal age affect a child's underweight non-linearly. Lower and higher maternal BMI seem to have a significant impact on the child’s high underweight. There was also a significant spatial heterogeneity, and based on IDW interpolation of predictive values, the western, central, and eastern parts of the country are hotspot areas. Conclusion: Socio-demographic and community- based programs development should be considered compressively in Ethiopian policy to combat childhood underweight malnutrition.

Keywords: bayesX, Ethiopia, malnutrition, MCMC, semi-parametric bayesian analysis, spatial distribution, P- splines

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Authors: Godwin Chigozie Okpara

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This paper using standard GARCH, EGARCH, and TARCH models on day of the week return series (of 246 days) from the Nigerian Stock market estimated the model variants’ VaR. An asymmetric return distribution and fat-tail phenomenon in financial time series were considered by estimating the models with normal, student t and generalized error distributions. The analysis based on Akaike Information Criterion suggests that the EGARCH model with student t innovation distribution can furnish more accurate estimate of VaR. In the light of this, we apply the likelihood ratio tests of proportional failure rates to VaR derived from EGARCH model in order to determine the short and long positions VaR performances. The result shows that as alpha ranges from 0.05 to 0.005 for short positions, the failure rate significantly exceeds the prescribed quintiles while it however shows no significant difference between the failure rate and the prescribed quantiles for long positions. This suggests that investors and portfolio managers in the Nigeria stock market have long trading position or can buy assets with concern on when the asset prices will fall. Precisely, the VaR estimates for the long position range from -4.7% for 95 percent confidence level to -10.3% for 99.5 percent confidence level.

Keywords: downside risk, value-at-risk, failure rate, kupiec LR tests, GARCH models

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Authors: Mansur Abdulrasheed, Hussein I. Ibrahim, Ahmed F. Umar

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Nitrification, the microbial oxidation of ammonia to nitrate (NO3-) via nitrite (NO2-) is a vital process in the biogeochemical nitrogen cycle and is performed by two distinct functional groups; ammonia oxidisers (comprised of ammonia oxidising bacteria (AOB) and ammonia oxidising archaea (AOA)) and nitrite oxidising bacteria. Autotrophic nitrification is said to occur in acidic soils, even though most laboratory cultures of isolated ammonia and nitrite oxidising bacteria fail to grow below neutral pH. Published studies revealed that soil pH is a major driver for determining the distribution and abundance of AOB and AOA. To determine whether distinct populations of nitrite oxidising bacteria within the lineages of Nitrospira and Nitrobacter are adapted to a particular range of pH as observed in ammonia oxidising organisms, the community structure of Nitrospira-like and Nitrobacter-like NOB were examined across a pH gradient (4.5–7.5) by amplifying nitrite oxido-reductase (nxrA) and 16S rRNA genes followed by denaturing gradient gel electrophoresis (DGGE). The community structure of both Nitrospira and Nitrobacter changed with soil pH, with distinct populations observed in acidic and neutral soils. The abundance of Nitrospira-like 16S rRNA and Nitrobacter-like nxrA gene copies contrasted across the pH gradient. Nitrobacter-like nxrA gene abundance decreased with increasing soil pH, whereas Nitrospira-like 16S rRNA gene abundance increased with increasing pH. Findings indicated that abundance and distributions of soil NOB is influence by soil pH.

Keywords: nitrospira, nitrobacter, nitrite-oxidizing bacteria, nitrification, pH, soil

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Authors: Azadeh Safadoust, Ali Akbar Mahboubi, Mohammad Reza Mosaddeghi, Bahram Gharabaghi

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A study was conducted to evaluate hydraulic properties of a sandy loam soil and corn (Zea mays L.) crop production under a short-term tillage and manure combinations field experiment carried out in west of Iran. Treatments included composted cattle manure application rates [0, 30, and 60 Mg (dry weight) ha⁻¹] and tillage systems [no-tillage (NT), chisel plowing (CP), and moldboard plowing (MP)] arranged in a split-plot design. Soil water characteristic curve (SWCC) and saturated hydraulic conductivity (Ks) were significantly affected by manure and tillage treatments. At any matric suction, the soil water content was in the order of MP>CP>NT. At all matric suctions, the amount of water retained by the soil increased as manure application rate increased (i.e. 60>30>0 Mg ha⁻¹). Similar to the tillage effects, at high suctions the differences of water retained due to manure addition were less than that at low suctions. The change of SWCC from tillage methods and manure applications may attribute to the change of pore size and aggregate size distributions. Soil Ks was in the order of CP>MP>NT for the first two layers and in the order of MP>CP and NT for the deeper soil layer. The Ks also increased with increasing rates of manure application (i.e. 60>30>0 Mg ha⁻¹). This was due to the increase in the total pore size and continuity.

Keywords: corn, manure, saturated hydraulic conductivity, soil water characteristic curve, tillage

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Authors: S. Neelima, P. S. Subramanyam

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A distribution system is an interface between the bulk power system and the consumers. Among these systems, radial distributions system is popular because of low cost and simple design. In distribution systems, the voltages at buses reduces when moved away from the substation, also the losses are high. The reason for a decrease in voltage and high losses is the insufficient amount of reactive power, which can be provided by the shunt capacitors. But the placement of the capacitor with an appropriate size is always a challenge. Thus, the optimal capacitor placement problem is to determine the location and size of capacitors to be placed in distribution networks in an efficient way to reduce the power losses and improve the voltage profile of the system. For this purpose, in this paper, two stage methodologies are used. In the first stage, the load flow of pre-compensated distribution system is carried out using ‘dimension reducing distribution load flow algorithm (DRDLFA)’. On the basis of this load flow the potential locations of compensation are computed. In the second stage, Genetic Algorithm (GA) technique is used to determine the optimal location and size of the capacitors such that the cost of the energy loss and capacitor cost to be a minimum. The above method is tested on IEEE 9 and 34 bus system and compared with other methods in the literature.

Keywords: dimension reducing distribution load flow algorithm, DRDLFA, genetic algorithm, electrical distribution network, optimal capacitors placement, voltage profile improvement, loss reduction

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Authors: H. Selcuk Halkacı, Mevlüt Türköz, Ekrem Öztürk, Murat Dilmec

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Various attempts concerning the low formability issue for lightweight materials like aluminium and magnesium alloys are being investigated in many studies. Advanced forming processes such as hydroforming is one of these attempts. In last decades sheet hydroforming process has an increasing interest, particularly in the automotive and aerospace industries. This process has many advantages such as enhanced formability, the capability to form complex parts, higher dimensional accuracy and surface quality, reduction of tool costs and reduced die wear compared to the conventional sheet metal forming processes. There are two types of sheet hydroforming. One of them is hydromechanical deep drawing (HDD) that is a special drawing process in which pressurized fluid medium is used instead of one of the die half compared to the conventional deep drawing (CDD) process. Another one is sheet hydroforming with die (SHF-D) in which blank is formed with the act of fluid pressure and it takes the shape of die half. In this study, transition of cup height according to cup diameter between the processes was determined by performing simulation of the processes in Finite Element Analysis. Firstly SHF-D process was simulated for 40 mm cup diameter at different cup heights chancing from 10 mm to 30 mm and the cup height to diameter ratio value in which it is not possible to obtain a successful forming was determined. Then the same ratio was checked for a different cup diameter of 60 mm. Then thickness distributions of the cups formed by SHF-D and HDD processes were compared for the cup heights. Consequently, it was found that the thickness distribution in HDD process in the analyses was more uniform.

Keywords: finite element analysis, HDD, hydroforming sheet metal forming, SHF-D

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Authors: Amal Hentati, Mbarka Selmi, Tarek Kormi, Julien Baroth, Barthelemy Harthong

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The impact of uncertainties on the performance assessment of shallow foundations is often significant. The need of the geotechnical engineers to a more objective and rigorous description of soil variations permitting to quantify these uncertainties and to incorporate them into calculation methods led to the development of reliability approaches. In this context, a mechanical-reliability coupling was developed in this paper, using a program coded in Matlab and the finite element software Abaqus, for the bearing capacity assessment of shallow foundations. The reliability analysis, based on the finite element method, assumed both soil cohesion and friction angle as uncertain parameters characterized by normal or lognormal probability distributions. The inherent spatial variability of both soil properties was, then, taken into account using 1D stationary random fields. The application of the proposed methodology to a shallow foundation subjected to a centered vertical loading permitted to highlight the proposed process interest. Findings proved the insufficiency of the conventional approach to predict the foundation failure and a high sensitivity of the ultimate loads to the soil properties uncertainties, mainly those related to the friction angle, was noted. Moreover, an asymmetry of both displacement and velocity fields was obtained.

Keywords: mechanical-reliability coupling, finite element method, shallow foundation, random fields, spatial variability

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Authors: Laurentiu Moruz, Jens Kitzhofer, Mircea Dinulescu

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The paper aims to extend the knowledge about jet behavior and jet interaction between five plane unventilated jets with large aspect ratio (AR). The distance between the single plane jets is two times the channel height. The experimental investigation applies 2D Particle Image Velocimetry (PIV) and static pressure measurements. Our study focuses on the influence of two different outlet nozzle geometries (triangular shape with 2 x 7.5° and blunt geometry) with respect to variation of Reynolds number from 5500 - 12000. It is shown that the outlet geometry has a major influence on the jet formation in terms of uniformity of velocity profiles downstream of the sudden expansion. Furthermore, we describe characteristic regions like converging region, merging region and combined region. The triangular outlet geometry generates most uniform velocity distributions in comparison to a blunt outlet nozzle geometry. The blunt outlet geometry shows an unstable behavior where the jets tend to attach to one side of the walls (ceiling) generating a large recirculation region on the opposite side. Static pressure measurements confirm the observation and indicate that the recirculation region is connected to larger pressure drop.

Keywords: 2D particle image velocimetry, parallel jet interaction, pressure drop, sudden expansion

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Authors: Akram Khelaifia, Nesreddine Djafar Henni

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Reinforced concrete shear walls are essential components in protecting buildings from seismic forces by providing both strength and stiffness. This study focuses on optimizing the placement of shear walls in a high seismic zone. Through nonlinear analyses conducted on an eight-story building, various scenarios of shear wall positions are investigated to evaluate their impact on seismic performance. Employing a performance-based seismic design (PBSD) approach, the study aims to meet acceptance criteria related to inter-story drift ratio and damage levels. The findings emphasize the importance of concentrating shear walls in the central area of the building during the design phase. This strategic placement proves more effective compared to peripheral distributions, resulting in reduced inter-story drift and mitigated potential damage during seismic events. Additionally, the research explores the use of shear walls that completely infill the frame, forming compound shapes like Box configurations. It is discovered that incorporating such complete shear walls significantly enhances the structure's reliability concerning inter-story drift. Conversely, the absence of complete shear walls within the frame leads to reduced stiffness and the potential deterioration of short beams.

Keywords: performance level, pushover analysis, shear wall, plastic hinge, nonlinear analyses

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Authors: Loai AbdAllah, Mahmoud Kaiyal

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Missing values in real-world datasets are a common problem. Many algorithms were developed to deal with this problem, most of them replace the missing values with a fixed value that was computed based on the observed values. In our work, we used a distance function based on Bhattacharyya distance to measure the distance between objects with missing values. Bhattacharyya distance, which measures the similarity of two probability distributions. The proposed distance distinguishes between known and unknown values. Where the distance between two known values is the Mahalanobis distance. When, on the other hand, one of them is missing the distance is computed based on the distribution of the known values, for the coordinate that contains the missing value. This method was integrated with Wikaya, a digital health company developing a platform that helps to improve prevention of chronic diseases such as diabetes and cancer. In order for Wikaya’s recommendation system to work distance between users need to be measured. Since there are missing values in the collected data, there is a need to develop a distance function distances between incomplete users profiles. To evaluate the accuracy of the proposed distance function in reflecting the actual similarity between different objects, when some of them contain missing values, we integrated it within the framework of k nearest neighbors (kNN) classifier, since its computation is based only on the similarity between objects. To validate this, we ran the algorithm over diabetes and breast cancer datasets, standard benchmark datasets from the UCI repository. Our experiments show that kNN classifier using our proposed distance function outperforms the kNN using other existing methods.

Keywords: missing values, incomplete data, distance, incomplete diabetes data

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Authors: Shohei Maruyama, Yasuo Matsuyama, Sachiyo Aburatani

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The development of the method to annotate unknown gene functions is an important task in bioinformatics. One of the approaches for the annotation is The identification of the metabolic pathway that genes are involved in. Gene expression data have been utilized for the identification, since gene expression data reflect various intracellular phenomena. However, it has been difficult to estimate the gene function with high accuracy. It is considered that the low accuracy of the estimation is caused by the difficulty of accurately measuring a gene expression. Even though they are measured under the same condition, the gene expressions will vary usually. In this study, we proposed a feature extraction method focusing on the variability of gene expressions to estimate the genes' metabolic pathway accurately. First, we estimated the distribution of each gene expression from replicate data. Next, we calculated the similarity between all gene pairs by KL divergence, which is a method for calculating the similarity between distributions. Finally, we utilized the similarity vectors as feature vectors and trained the multiclass SVM for identifying the genes' metabolic pathway. To evaluate our developed method, we applied the method to budding yeast and trained the multiclass SVM for identifying the seven metabolic pathways. As a result, the accuracy that calculated by our developed method was higher than the one that calculated from the raw gene expression data. Thus, our developed method combined with KL divergence is useful for identifying the genes' metabolic pathway.

Keywords: metabolic pathways, gene expression data, microarray, Kullback–Leibler divergence, KL divergence, support vector machines, SVM, machine learning

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Authors: Tania Bose, Minto Rattan, Neeraj Chamoli

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In this paper, an attempt has been made to study the effect of thermal gradation on the steady-state creep behavior of rotating isotropic disc made of functionally graded material using threshold stress based Sherby’s creep law. The composite discs made of aluminum matrix reinforced with silicon carbide particulate have been taken for analysis. The stress and strain rate distributions have been calculated for the discs rotating at elevated temperatures having thermal gradation. The material parameters of creep vary radially and have been estimated by regression fit of the available experimental data. Investigations for discs made up of linearly increasing particle content operating under linearly decreasing temperature from inner to outer radii have been done using von Mises’ yield criterion. The results are displayed and compared graphically in designer friendly format for the above said disc profile with the disc made of particle reinforced composite operating under uniform temperature profile. It is observed that radial and tangential stresses show minor variation and the strain rates vary significantly in the presence of thermal gradation as compared to disc having uniform temperature.

Keywords: creep, isotropic, steady-state, thermal gradation

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Authors: Ngoc Trung Ngo, Buddhima Indraratna, Cholachat Rujikiathmakjornr

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For several hundred years, the design of railway tracks has practically remained unchanged. Traditionally, rail tracks are placed on a ballast layer due to several reasons, including economy, rapid drainage, and high load bearing capacity. The primary function of ballast is to distributing dynamic track loads to sub-ballast and subgrade layers, while also providing lateral resistance and allowing for rapid drainage. Upon repeated trainloads, the ballast becomes fouled due to ballast degradation and the intrusion of fines which adversely affects the strength and deformation behaviour of ballast. This paper presents the use of three-dimensional discrete element method (DEM) in studying the shear behaviour of the fouled ballast subjected to direct shear loading. Irregularly shaped particles of ballast were modelled by grouping many spherical balls together in appropriate sizes to simulate representative ballast aggregates. Fouled ballast was modelled by injecting a specified number of miniature spherical particles into the void spaces. The DEM simulation highlights that the peak shear stress of the ballast assembly decreases and the dilation of fouled ballast increases with an increase level of fouling. Additionally, the distributions of contact force chain and particle displacement vectors were captured during shearing progress, explaining the formation of shear band and the evolutions of volumetric change of fouled ballast.

Keywords: railway ballast, coal fouling, discrete element modelling, discrete element method

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Authors: Tomer Gans-Or, Shmulik Pinkert

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The determination of lateral pile capacity per unit length is a key aspect in geotechnical engineering. Traditional approaches for assessing piles lateral capacity in cohesive soils involve the application of upper-bound and lower-bound plasticity theorems. However, a comprehensive solution encompassing the entire spectrum of soil strength parameters, particularly in frictional soils with or without cohesion, is still lacking. This research introduces an innovative implementation of the slice method limit equilibrium solution for lateral capacity assessment. For any given numerical discretization of the soil's domain around the pile, the lateral capacity evaluation is based on mobilized strength concept. The critical failure geometry is then found by a unique optimization procedure which includes both factor of safety minimization and geometrical optimization. The robustness of this suggested methodology is that the solution is independent of any predefined assumptions. Validation of the solution is accomplished through a comparison with established plasticity solutions for cohesive soils. Furthermore, the study demonstrates the applicability of the limit equilibrium method to address unresolved cases related to frictional and cohesive-frictional soils. Beyond providing capacity values, the method enables the utilization of the mobilized strength concept to generate safety-factor distributions for scenarios representing pre-failure states.

Keywords: lateral pile capacity, slice method, limit equilibrium, mobilized strength

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Authors: Emmanuel Iyamuremye

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Extreme rainfall events have caused significant damage to agriculture, ecology, and infrastructure, disruption of human activities, injury, and loss of life. They also have significant social, economic, and environmental consequences because they considerably damage urban as well as rural areas. Early detection of extreme maximum rainfall helps to implement strategies and measures, before they occur, hence mitigating the consequences. Extreme value theory has been used widely in modeling extreme rainfall and in various disciplines, such as financial markets, the insurance industry, failure cases. Climatic extremes have been analyzed by using either generalized extreme value (GEV) or generalized Pareto (GP) distributions, which provides evidence of the importance of modeling extreme rainfall from different regions of the world. In this paper, we focused on Peak Over Thresholds approach, where the Poisson-generalized Pareto distribution is considered as the proper distribution for the study of the exceedances. This research also considers the use of the generalized Pareto (GP) distribution with a Poisson model for arrivals to describe peaks over a threshold. The research used statistical techniques to fit models that used to predict extreme rainfall in Kigali. The results indicate that the proposed Poisson-GP distribution provides a better fit to maximum monthly rainfall data. Further, the Poisson-GP models are able to estimate various return levels. The research also found a slow increase in return levels for maximum monthly rainfall for higher return periods, and further, the intervals are increasingly wider as the return period is increasing.

Keywords: exceedances, extreme value theory, generalized Pareto distribution, Poisson generalized Pareto distribution

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Authors: C. J. Coetzee, E. Horn

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One of the main challenges in using the Discrete Element Method (DEM) is to specify the correct input parameter values. In general, the models are sensitive to the input parameter values and accurate results can only be achieved if the correct values are specified. For the linear contact model, micro-parameters such as the particle density, stiffness, coefficient of friction, as well as the particle size and shape distributions are required. There is a need for a procedure to accurately calibrate these parameters before any attempt can be made to accurately model a complete bulk materials handling system. Since DEM is often used to model applications in the mining and quarrying industries, a calibration procedure was developed for materials that consist of relatively large (up to 40 mm in size) particles. A coarse crushed aggregate was used as the test material. Using a specially designed large shear box with a diameter of 590 mm, the confined Young’s modulus (bulk stiffness) and internal friction angle of the material were measured by means of the confined compression test and the direct shear test respectively. DEM models of the experimental setup were developed and the input parameter values were varied iteratively until a close correlation between the experimental and numerical results was achieved. The calibration process was validated by modelling the pull-out of an anchor from a bed of material. The model results compared well with experimental measurement.

Keywords: Discrete Element Method (DEM), calibration, shear box, anchor pull-out

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Authors: Jie Dong, Binjie Hu, Andrzej W Pacek, Xiaogang Yang, Nicholas J. Miles

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The effect of the shape of the vessel bottom and the length of baffles on the velocity distributions in a turbulent and in a transitional flow has been simulated. The turbulent flow was simulated using standard k-ε model and simulation was verified using LES whereas transitional flow was simulated using only LES. It has been found that both the shape of tank bottom and the baffles’ length has significant effect on the flow pattern and velocity distribution below the impeller. In the dished bottom tank with baffles reaching the edge of the dish, the large rotating volume of liquid was formed below the impeller. Liquid in this rotating region was not fully mixing. A dead zone was formed here. The size and the intensity of circulation within this zone calculated by k-ε model and LES were practically identical what reinforces the accuracy of the numerical simulations. Both types of simulations also show that employing full-length baffles can reduce the size of dead zone formed below the impeller. The LES was also used to simulate the velocity distribution below the impeller in transitional flow and it has been found that secondary circulation loops were formed near the tank bottom in all investigated geometries. However, in this case the length of baffles has smaller effect on the volume of rotating liquid than in the turbulent flow.

Keywords: baffles length, dished bottom, dead zone, flow field

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Authors: Rongbo Shen, Jianhua Yao, Kezhou Yan, Kuan Tian, Cheng Jiang, Ke Zhou

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This study proposes a generative adversarial networks (GAN) framework to perform synthetic sampling in feature space, i.e., feature augmentation, to address the class imbalance problem in medical image analysis. A feature extraction network is first trained to convert images into feature space. Then the GAN framework incorporates adversarial learning to train a feature generator for the minority class through playing a minimax game with a discriminator. The feature generator then generates features for minority class from arbitrary latent distributions to balance the data between the majority class and the minority class. Additionally, a data cleaning technique, i.e., Tomek link, is employed to clean up undesirable conflicting features introduced from the feature augmentation and thus establish well-defined class clusters for the training. The experiment section evaluates the proposed method on two medical image analysis tasks, i.e., mass classification on mammogram and cancer metastasis classification on histopathological images. Experimental results suggest that the proposed method obtains superior or comparable performance over the state-of-the-art counterparts. Compared to all counterparts, our proposed method improves more than 1.5 percentage of accuracy.

Keywords: class imbalance, synthetic sampling, feature augmentation, generative adversarial networks, data cleaning

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Authors: Amy L. Irvine, Gabriel Reygondeau, Derek P. Tittensor

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Marine protected areas (MPAs) within Canada’s exclusive economic zone help ensure the conservation and sustainability of marine ecosystems and the continued provision of ecosystem services to society (e.g., food, carbon sequestration). With ongoing and accelerating climate change, however, MPAs may become undermined in terms of their effectiveness at fulfilling these outcomes. Many populations of species, especially those at their thermal range limits, may shift to cooler waters or become extirpated due to climate change, resulting in new species compositions and ecological interactions within static MPA boundaries. While Canadian MPA management follows international guidelines for marine conservation, no consistent approach exists for adapting MPA networks to climate change and the resulting altered ecosystem conditions. To fill this gap, projected climate-driven shifts in species distributions on Canada’s east coast were analyzed to identify when native species emigrate and novel species immigrate within the network and how high mitigation and carbon emission scenarios influence these timelines. Indicators of the ecological changes caused by these species' shifts in the biological community were also developed. Overall, our research provides projections of climate change impacts and helps to guide adaptive management responses within the Canadian east coast MPA network.

Keywords: climate change, ecosystem modeling, marine protected areas, management

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Authors: Petr Gurný

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One of the most important tasks in the risk management is the correct determination of probability of default (PD) of particular financial subjects. In this paper a possibility of determination of financial institution’s PD according to the credit-scoring models is discussed. The paper is divided into the two parts. The first part is devoted to the estimation of the three different models (based on the linear discriminant analysis, logit regression and probit regression) from the sample of almost three hundred US commercial banks. Afterwards these models are compared and verified on the control sample with the view to choose the best one. The second part of the paper is aimed at the application of the chosen model on the portfolio of three key Czech banks to estimate their present financial stability. However, it is not less important to be able to estimate the evolution of PD in the future. For this reason, the second task in this paper is to estimate the probability distribution of the future PD for the Czech banks. So, there are sampled randomly the values of particular indicators and estimated the PDs’ distribution, while it’s assumed that the indicators are distributed according to the multidimensional subordinated Lévy model (Variance Gamma model and Normal Inverse Gaussian model, particularly). Although the obtained results show that all banks are relatively healthy, there is still high chance that “a financial crisis” will occur, at least in terms of probability. This is indicated by estimation of the various quantiles in the estimated distributions. Finally, it should be noted that the applicability of the estimated model (with respect to the used data) is limited to the recessionary phase of the financial market.

Keywords: credit-scoring models, multidimensional subordinated Lévy model, probability of default

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Authors: Sergio Curilef, Boris Atenas

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Systems with long-range interactions are very common in nature. They are observed from the atomic scale to the astronomical scale and exhibit anomalies, such as inequivalence of ensembles, negative heat capacity, ergodicity breaking, nonequilibrium phase transitions, quasistationary states, and anomalous diffusion. These anomalies are exacerbated when special initial conditions are imposed; in particular, we use the so-called water bag initial conditions that stand for a uniform distribution. Several theoretical and practical implications are discussed here. A potential energy inspired by dipole-dipole interactions is proposed to build the dipole-type Hamiltonian mean-field model. As expected, the dynamics is novel and general to the behavior of systems with long-range interactions, which is obtained through molecular dynamics technique. Two plateaus sequentially emerge before arriving at equilibrium, which are corresponding to two different quasistationary states. The first plateau is a type of quasistationary state the lifetime of which depends on a power law of N and the second plateau seems to be a true quasistationary state as reported in the literature. The general behavior of the model according to its dynamics and thermodynamics is described. Using numerical simulation we characterize the mean kinetic energy, caloric curve, and the diffusion law through the mean square of displacement. The present challenge is to characterize the distributions in phase space. Certainly, the equilibrium state is well characterized by the Gaussian distribution, but quasistationary states in general depart from any Gaussian function.

Keywords: dipole-type interactions, dynamics and thermodynamics, mean field model, quasistationary states

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Authors: Tamirat Solomon, Tadesse Faltamo, Belete Limani

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This study was conducted on the mountain Damota of Wolaita to assess the abundance and spatial distribution of two locally important indigenous medicinal plants on the mountain landscape. A total of 130 plots measuring 20x20m were established along eight systematically laid transect lines. In each plot, the abundance and distribution of Hagenia abyssinica (tree) and Pentas schiperiana Vatke (shrub) were evaluated. The abundance and distribution of H. abyssinica were evaluated by measuring height and DBH for mature trees and counting seedlings and saplings, whereas the P. schiperiana Vatke was assessed for its abundance and distribution by counting in each plot. In the entire study plots, a total of 485 H. abyssinica and 760 P. schiperiana vatake were recorded. It was observed that the distribution of the species increased while the altitude increased and the highest abundance of the species was recorded at an altitude range between 2332 and 2661m.a.s.l. However, at the altitudes below 2320 m.a.s.l., the species distributions and abundance was decreased, indicating either the ecological preference of the species or the extraction of the local community surrounding the mountain influenced the species. On average, only 28 seedlings/ha of H. abyssinica and 146/ha of P. schiperiana vatke were recorded in the study areas showing the tendency of decline in the abundance and distribution of both species. Finally, we recommend management intervention for the socially important species which are under threat on the mountain landscape.

Keywords: indigenous medicinal plants, H.abyssinic, P. schiperiana, distribution, abundance, socio-economic importance

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Authors: Jonathan Galvan-Colin, Ariel Valladares, Renela Valladares, Alexander Valladares

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Both porous materials and bulk metallic glasses have been studied due to their potential applications and their exceptional physical and chemical properties. However, each material presents certain drawbacks which have been thought to be overcome by generating bulk metallic glass foams (BMGF). Although some experimental reports have been performed on multicomponent BMGF, still no ab initio works have been published, as far as we know. We present an approach based on the expanding lattice (EL) method to generate binary amorphous nanoporous Cu64Zr36. Starting from two different configurations: a 108-atom crystalline cubic supercell (cCu64Zr36) and a 108-atom amorphous supercell (aCu64Zr36), both with an initial density of 8.06 g/cm3, we applied EL method to halve the density and to get 50% of porosity. After the lattice expansion the supercells were subject to ab initio molecular dynamics for 500 steps at constant room temperature. Then, the samples were geometry-optimized and characterized with the pair and radial distribution functions, bond-angle distributions and a coordination number analysis. We found that pores appeared along specific spatial directions different from one to another and that they differed in size and form as well, which we think is related to the initial structure. Due to the lack of experimental counterparts our results should be considered predictive and further studies are needed in order to handle a larger number of atoms and its implication on pore topology.

Keywords: ab initio molecular dynamics, bulk mettalic glass, porous alloy

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Authors: Renukswamy Chikkamath, Vishvapalsinhji Ramsinh Parmar, Christoph Hewel, Markus Endres

Abstract:

Given a patent document, identifying distinct semantic annotations is an interesting research aspect. Text annotation helps the patent practitioners such as examiners and patent attorneys to quickly identify the key arguments of any invention, successively providing a timely marking of a patent text. In the process of manual patent analysis, to attain better readability, recognising the semantic information by marking paragraphs is in practice. This semantic annotation process is laborious and time-consuming. To alleviate such a problem, we proposed a dataset to train machine learning algorithms to automate the highlighting process. The contributions of this work are: i) we developed a multi-class dataset of size 150k samples by traversing USPTO patents over a decade, ii) articulated statistics and distributions of data using imperative exploratory data analysis, iii) baseline Machine Learning models are developed to utilize the dataset to address patent paragraph highlighting task, and iv) future path to extend this work using Deep Learning and domain-specific pre-trained language models to develop a tool to highlight is provided. This work assists patent practitioners in highlighting semantic information automatically and aids in creating a sustainable and efficient patent analysis using the aptitude of machine learning.

Keywords: machine learning, patents, patent sentiment analysis, patent information retrieval

Procedia PDF Downloads 63

Authors: Jehnming Lin

Abstract:

The effects of the contact ball-lens on the soda lime glass in laser thermal cleavage with a cw Nd-YAG laser were investigated in this study. A contact ball-lens was adopted to generate a bending force on the crack formation of the soda-lime glass in the laser cutting process. The Nd-YAG laser beam (wavelength of 1064 nm) was focused through the ball-lens and transmitted to the soda-lime glass, which was coated with a carbon film on the surface with a bending force from a ball-lens to generate a tensile stress state on the surface cracking. The fracture was controlled by the contact ball-lens and a straight cutting was tested to demonstrate the feasibility. Experimental observations on the crack propagation from the leading edge, main section and trailing edge of the glass sheet were compared with various mechanical and thermal loadings. Further analyses on the stress under various laser powers and contact ball loadings were made to characterize the innovative technology. The results show that the distributions of the side crack at the leading and trailing edges are mainly dependent on the boundary condition, contact force, cutting speed and laser power. With the increase of the mechanical and thermal loadings, the region of the side cracks might be dramatically reduced with proper selection of the geometrical constraints. Therefore, the application of the contact ball-lens is a possible way to control the fracture in laser cleavage with improved cutting qualities.

Keywords: laser cleavage, stress analysis, crack visualization, laser

Procedia PDF Downloads 413

Authors: P. Byrnes, F. A. DiazDelaO

Abstract:

The Support Vector Machine (SVM) has become widely recognised as one of the leading algorithms in machine learning for both regression and binary classification. It expresses predictions in terms of a linear combination of kernel functions, referred to as support vectors. Despite its popularity amongst practitioners, SVM has some limitations, with the most significant being the generation of point prediction as opposed to predictive distributions. Stemming from this issue, a probabilistic model namely, Probabilistic Classification Vector Machines (PCVM), has been proposed which respects the original functional form of SVM whilst also providing a predictive distribution. As physical system designs become more complex, an increasing number of classification tasks involving industrial applications consist of more than two classes. Consequently, this research proposes a framework which allows for the extension of PCVM to a multi class setting. Additionally, the original PCVM framework relies on the use of type II maximum likelihood to provide estimates for both the kernel hyperparameters and model evidence. In a high dimensional multi class setting, however, this approach has been shown to be ineffective due to bad scaling as the number of classes increases. Accordingly, we propose the application of Markov Chain Monte Carlo (MCMC) based methods to provide a posterior distribution over both parameters and hyperparameters. The proposed framework will be validated against current multi class classifiers through synthetic and real life implementations.

Keywords: probabilistic classification vector machines, multi class classification, MCMC, support vector machines

Procedia PDF Downloads 201

Authors: Maria Pintea, Nigel Mason

Abstract:

Induced chemistry is one of the newest pathways in the nanotechnology field with applications in the focused electron beam induced processes for deposition of nm scale structures. Si(OPr)₄ and Ti(OEt)₄ are two of the precursors that have not been so extensively researched, though highly sought for semiconductor and medical applications fields, the two compounds make good candidates for FEBIP and are the subject of velocity slice map imaging analysis for deposition purposes, offering information on kinetic energies, fragmentation channels, and angular distributions. The velocity slice map imaging technique is a method used for the characterization of molecular dynamics of the molecule and the fragmentation channels as a result of induced chemistry. To support the gas-phase analysis, Meso-Bio-Nano simulations of irradiation dynamics studies are employed with final results on Fe(CO)₅ deposited on various substrates. The software is capable of running large scale simulations for complex biomolecular, nano- and mesoscopic systems with applications to thermos-mechanical DNA damage, complex materials, gases, nanoparticles for cancer research and deposition applications for nanotechnology, using a large library of classical potentials, many-body force fields, molecular force fields involved in the classical molecular dynamics.

Keywords: focused electron beam induced deposition, FEBID, induced chemistry, molecular dynamics, velocity map slice imaging

Procedia PDF Downloads 79

Authors: Siti Sofo Ismail, Siti Noraina Wahida Mohd Alwi, Mohamad Hafiz Ameran, Masrudin M. Yusoff

Abstract:

Locating clandestine cadaver is crucially important in forensic investigations. However, it requires a lot of man power, costly and time consuming. Therefore, the development of a new method to locate the clandestine graves is urgently needed as the cases involve burial of cadaver in different types of soils under tropical climates are still not well explored. This study focused on the burial in mangrove and oil palm plantation soils, comparing the fatty acid distributions in different soil acidities. A stimulated burial experiment was conducted using domestic pig (Sus scrofa) to substitute human tissues. Approximately 20g of pig fatty flesh was allowed to decompose in mangrove and oil palm plantation soils, mimicking burial in a shallow grave. The associated soils were collected at different designated sampling points, corresponding different decomposition stages. Modified Bligh-Dyer Extraction method was applied to extract the soil free fatty acids. Then, the obtained free fatty acids were analyzed with gas chromatography-flame ionization (GC-FID). A similar fatty acid distribution was observed for both mangrove and oil palm plantations soils. Palmitic acid (C₁₆) was the most abundance of free fatty acid, followed by stearic acid (C₁₈). However, the concentration of palmitic acid (C₁₆) higher in oil palm plantation compare to mangrove soils. Conclusion, the decomposition rate of cadaver can be affected by different type of soils.

Keywords: clandestine grave, burial, soils, free fatty acid

Procedia PDF Downloads 365

Authors: A. S. Grewal, R. S. Sangwan, Dharambir, Vikas Dhanda

Abstract:

The purpose of this paper is to develop and analyze two reliability models for a system of non-identical firearms – one is standard firearm (called as original unit) and the other is a country-made firearm (called as duplicate /substandard unit). There is a single server who comes immediately to do inspection and repair whenever needed. On the failure of standard firearm, the server inspects the operative country-made firearm to see whether the unit is capable of performing the desired function well or not. If country-made firearm is not capable to do so, the operation of the system is stopped and server starts repair of the standard firearms immediately. However, no inspection is done at the failure of the country-made firearm as the country-made firearm alone is capable of performing the given task well. In model I, priority to repair the standard firearm is given in case system fails completely and country-made firearm is already under repair, whereas in model II there is no such priority. The failure and repair times of each unit are assumed to be independent and uncorrelated random variables. The distributions of failure time of the units are taken as negative exponential while that of repair and inspection times are general. By using semi-Markov process and regenerative point technique some econo-reliability measures are obtained. Graphs are plotted to compare the MTSF (mean time to system failure), availability and profit of the models for a particular case.

Keywords: non-identical firearms, inspection, priority to repair, semi-Markov process, regenerative point

Procedia PDF Downloads 403