Search results for: heavy-tailed distributions

Authors: Rachid Belhachemi, Pierre Rostan, Alexandra Rostan

Abstract:

This paper develops a discrete-time option pricing model for index options. The model consists of two key ingredients. First, daily stock return innovations are driven by a continuous hidden threshold mixed skew-normal (HTSN) distribution which generates conditional non-normality that is needed to fit daily index return. The most important feature of the HTSN is the inclusion of a latent state variable with a continuum of states, unlike the traditional mixture distributions where the state variable is discrete with little number of states. The HTSN distribution belongs to the class of univariate probability distributions where parameters of the distribution capture the dependence between the variable of interest and the continuous latent state variable (the regime). The distribution has an interpretation in terms of a mixture distribution with time-varying mixing probabilities. It has been shown empirically that this distribution outperforms its main competitor, the mixed normal (MN) distribution, in terms of capturing the stylized facts known for stock returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence. Second, heteroscedasticity in the model is captured by a threeexogenous-factor GARCH model (GARCHX), where the factors are taken from the principal components analysis of various world indices and presents an application to option pricing. The factors of the GARCHX model are extracted from a matrix of world indices applying principal component analysis (PCA). The empirically determined factors are uncorrelated and represent truly different common components driving the returns. Both factors and the eight parameters inherent to the HTSN distribution aim at capturing the impact of the state of the economy on price levels since distribution parameters have economic interpretations in terms of conditional volatilities and correlations of the returns with the hidden continuous state. The PCA identifies statistically independent factors affecting the random evolution of a given pool of assets -in our paper a pool of international stock indices- and sorting them by order of relative importance. The PCA computes a historical cross asset covariance matrix and identifies principal components representing independent factors. In our paper, factors are used to calibrate the HTSN-GARCHX model and are ultimately responsible for the nature of the distribution of random variables being generated. We benchmark our model to the MN-GARCHX model following the same PCA methodology and the standard Black-Scholes model. We show that our model outperforms the benchmark in terms of RMSE in dollar losses for put and call options, which in turn outperforms the analytical Black-Scholes by capturing the stylized facts known for index returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence.

Keywords: continuous hidden threshold, factor models, GARCHX models, option pricing, risk-premium

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Authors: Andrey V. Timofeev, Dmitry V. Egorov

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The practical efficient approach is suggested for estimation of the seismoacoustic sources energy in C-OTDR monitoring systems. This approach represents the sequential plan for confidence estimation both the seismoacoustic sources energy, as well the absorption coefficient of the soil. The sequential plan delivers the non-asymptotic guaranteed accuracy of obtained estimates in the form of non-asymptotic confidence regions with prescribed sizes. These confidence regions are valid for a finite sample size when the distributions of the observations are unknown. Thus, suggested estimates are non-asymptotic and nonparametric, and also these estimates guarantee the prescribed estimation accuracy in the form of the prior prescribed size of confidence regions, and prescribed confidence coefficient value.

Keywords: nonparametric estimation, sequential confidence estimation, multichannel monitoring systems, C-OTDR-system, non-lineary regression

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Authors: M. I. Youssef, A. E. Emam, M. Abd Elghany

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The performance of wireless communication systems is affected mainly by the environment of its associated channel, which is characterized by dynamic and unpredictable behavior. In this paper, different statistical earth-satellite channel models are studied with emphasize on two main models, first is the Rice-Log normal model, due to its representation for the environment including shadowing and multi-path components that affect the propagated signal along its path, and a three-state model that take into account different fading conditions (clear area, moderate shadow and heavy shadowing). The provided models are based on AWGN, Rician, Rayleigh, and log-normal distributions were their Probability Density Functions (PDFs) are presented. The transmission system Bit Error Rate (BER), Peak-Average-Power Ratio (PAPR), and the channel capacity vs. fading models are measured and analyzed. These simulations are implemented using MATLAB tool, and the results had shown the performance of transmission system over different channel models.

Keywords: fading channels, MIMO communication, RNS scheme, statistical modeling

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Authors: Jinghui Peng, Shanyu Tang, Jia Li

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Steganalysis seeks to detect the presence of secret data embedded in cover objects, and there is an imminent demand to detect hidden messages in streaming media. This paper shows how a steganalysis algorithm based on Fast Fourier Transform (FFT) can be used to detect the existence of secret data embedded in streaming media. The proposed algorithm uses machine parameter characteristics and a network sniffer to determine whether the Internet traffic contains streaming channels. The detected streaming data is then transferred from the time domain to the frequency domain through FFT. The distributions of power spectra in the frequency domain between original VoIP streams and stego VoIP streams are compared in turn using t-test, achieving the p-value of 7.5686E-176 which is below the threshold. The results indicate that the proposed FFT-based steganalysis algorithm is effective in detecting the secret data embedded in VoIP streaming media.

Keywords: steganalysis, security, Fast Fourier Transform, streaming media

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Authors: Huirui Han, Chao Zhang

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The rod bundle is used in the fuel assembly of the supercritical water-cooled nuclear reactor. In the rod bundle, the coolant absorbs the heat contributed by the fission process. Because of the dramatic variations in the thermophysical properties of water at supercritical conditions, it is essential to investigate the heat transfer characteristics of supercritical water in the rod bundle to ensure the safety of the nuclear power plant. In this study, the effects of the flow direction, including horizontal, upward, and downward, on the fluid flow and heat transfer of the supercritical water in the rod bundle were studied numerically. The results show the possibility of gap vortices in the flow subchannels of the rod bundle. In addition, the distributions of the circumferential wall temperature show differences in different flow direction conditions. It was also found that the circumferential cladding surface temperature distribution in the upward flow condition is extremely non-uniform, and there is a large difference between the maximum wall temperatures for different fuel rods.

Keywords: heat transfer, rod bundle, supercritical water, wall temperature

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Authors: Najla Althuniyan

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Online discussions take place across different platforms. These discussions have the potential to extract crowd wisdom and capture the collective intelligence from a different perspective. However, certain phenomena, such as controversy, often appear in online argumentation that makes the discussion between participants heated. Heated discussions can be used to extract new knowledge. Therefore, detecting the presence of controversy is an essential task to determine if collective intelligence can be extracted from online discussions. This paper uses existing measures for estimating controversy quantitatively in cyber-argumentation. First, it defines controversy in different fields, and then it identifies the attributes of controversy in online discussions. The distributions of user opinions and the distance between opinions are used to calculate the controversial degree of a discussion. Finally, the results from each controversy measure are discussed and analyzed using an empirical study generated by a cyber-argumentation tool. This is an improvement over the existing measurements because it does not require ground-truth data or specific settings and can be adapted to distribution-based or distance-based opinions.

Keywords: online argumentation, controversy, collective intelligence, agreement analysis, collaborative decision-making, fuzzy logic

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Authors: Farrukh Javed, Krzysztof Podgórski

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We propose a new model that accounts for the asymmetric response of volatility to positive ('good news') and negative ('bad news') shocks in economic time series the so-called leverage effect. In the past, asymmetric powers of errors in the conditionally heteroskedastic models have been used to capture this effect. Our model is using the gamma difference representation of the generalized Laplace distributions that efficiently models the asymmetry. It has one additional natural parameter, the shape, that is used instead of power in the asymmetric power models to capture the strength of a long-lasting effect of shocks. Some fundamental properties of the model are provided including the formula for covariances and an explicit form for the conditional distribution of 'bad' and 'good' news processes given the past the property that is important for the statistical fitting of the model. Relevant features of volatility models are illustrated using S&P 500 historical data.

Keywords: heavy tails, volatility clustering, generalized asymmetric laplace distribution, leverage effect, conditional heteroskedasticity, asymmetric power volatility, GARCH models

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Authors: Quznetsov Gunn

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In the study of the logical foundations of probability theory, it was found that the terms and equations of the fundamental theoretical physics represent terms and theorems of the classical probability theory, more precisely, of that part of this theory, which considers the probability of dot events in the 3 + 1 space-time. In particular, the masses, moments, energies, spins, etc. turn out of parameters of probability distributions such events. The terms and the equations of the electroweak and of the quark-gluon theories turn out the theoretical-probabilistic terms and theorems. Here the relation of a neutrino to his lepton becomes clear, the W and Z bosons masses turn out dynamic ones, the cause of the asymmetry between particles and antiparticles is the impossibility of the birth of single antiparticles. In addition, phenomena such as confinement and asymptotic freedom receive their probabilistic explanation. And here we have the logical foundations of the gravity theory with phenomena dark energy and dark matter.

Keywords: classical theory of probability, logical foundation of fundamental theoretical physics, masses, moments, energies, spins

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Authors: V. K. Lamba, Abhinandan Bharti

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We investigate the electronic transport properties across the graphene/ pentacene and gold/pentacene interface. Further, we studied the effect of ripples/bends in pentacene using NEGF-DFT approach. Current transport across the pentacene/graphene interface is found to be remarkably different from transport across pentacene/Gold interfaces. We found that current across these interfaces could be accurately modeled by a combination of thermionic and Poole–Frenkel emission. Further, the degree of bend or degrees of the curve formed during ripple formation strongly change the optimized geometric structures, charge distributions, energy bands, and DOS. The misorientation and hybridization of carbon orbitals are associated with a variation in bond lengths and carrier densities, and are the causes of the dramatic changes in the electronic structure during ripple formation. The electrical conductivity decreases with increase in curvature during ripple formation or due to bending of pentacene molecule and a decrease in conductivity is directly proportional to the increase in curvature angle and given by quadratic relation.

Keywords: hetero-junction, grapheme, NEGF-DFT, pentacene, gold/pentacene

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Authors: Ashish James, Anusha James

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The impressive predictive performance of deep learning techniques on a wide range of tasks has led to its widespread use. Estimating the confidence of these predictions is paramount for improving the safety and reliability of such systems. However, the uncertainty estimates provided by neural networks (NNs) tend to be overconfident and unreasonable. Ensemble of NNs typically produce good predictions but uncertainty estimates tend to be inconsistent. Inspired by these, this paper presents a framework that can quantitatively estimate the uncertainties by leveraging the advances in transfer learning through slight modification to the existing training pipelines. This promising algorithm is developed with an intention of deployment in real world problems which already boast a good predictive performance by reusing those pretrained models. The idea is to capture the behavior of the trained NNs for the base task by augmenting it with the uncertainty estimates from a supplementary network. A series of experiments with known and unknown distributions show that the proposed approach produces well calibrated uncertainty estimates with high quality predictions.

Keywords: uncertainty estimation, neural networks, transfer learning, regression

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Authors: Kunpeng Wang, Hongchun, Wu, Liangzhi Cao, Chuanqi Zhao

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The distributions of homogeneous neutron flux within a node were expanded into a set of analytic basis functions which satisfy the diffusion equation at any point in a triangular-z node for each energy group, and nodes were coupled with each other with both the zero- and first-order partial neutron current moments across all the interfaces of the triangular prism at the same time. Based this method, a code TABFEN has been developed and applied to solve the neutron diffusion equation in a complicated geometry. In addition, after a series of numerical derivation, one can get the neutron adjoint diffusion equations in matrix form which is the same with the neutron diffusion equation; therefore, it can be solved by TABFEN, and the low-high scan strategy is adopted to improve the efficiency. Four benchmark problems are tested by this method to verify its feasibility, the results show good agreement with the references which demonstrates the efficiency and feasibility of this method.

Keywords: analytic basis function expansion method, arbitrary triangular-z node, adjoint neutron flux, complicated geometry

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Authors: Olawale J. Olaluyi, Ayodele S. Oluwole, O. Akinsanmi, Johnson O. Adeogo

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Communication using visible light VLC is considered a cutting-edge technology used for data transmission and illumination since it uses less energy than radio frequency (RF) technology and has a large bandwidth, extended lifespan, and high security. The room's irregular distribution of small base stations, or LED array distribution, is the cause of the obscured area, minimum signal-to-noise ratio (SNR), and received power. In order to maximize the received power distribution and SNR at the center of the room for an indoor VLC system, the researchers offer an innovative model for the placement of eight LED array distributions in this work. We have investigated the arrangement of the LED array distribution with regard to receiving power to fill the open space in the center of the room. The suggested LED array distribution saved 36.2% of the transmitted power, according to the simulation findings. Aside from that, the entire room was equally covered. This leads to an increase in both received power and SNR.

Keywords: visible light communication (VLC), light emitted diodes (LED), optical power distribution, signal-to-noise ratio (SNR).

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Authors: Rafida M. Elobaid

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Most of the literature on goodness-of-fit test try to provide a theoretical basis for studying empirical distribution functions. Such goodness-of-fit tests are Kolmogorove-Simirnov and Crumer-Von Mises Type tests. However, it is likely that most of literature has not focused in details on the relationship of the values of the test statistics and skewness or kurtosis. The aim of this study is to investigate the behavior of the values of the χ2 test statistic with the variation of the skewness of right skewed distribution. A simulation study is conducted to generate random numbers from Weibull distribution. For a fixed sample sizes, different levels of skewness are considered, and the corresponding values of the χ2 test statistic are calculated. Using different sample sizes, the results show an inverse relationship between the value of χ2 test and the level of skewness for Wiebull distribution, i.e the value of χ2 test statistic decreases as the value of skewness increases. The research results also show that with large values of skewness we are more confident that the data follows the assumed distribution. Nonparametric Kendall τ test is used to confirm these results.

Keywords: goodness-of-fit test, chi-square test, simulation, continuous right skewed distributions

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Authors: Irfan Anjum Manarvi, Fawzi Aljassir

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Human bones have been a keen area of research over a long time in the field of biomechanical engineering. Medical professionals, as well as engineering academics and researchers, have investigated various bones by using medical, mechanical, and materials approaches to discover the available body of knowledge. Their major focus has been to establish properties of these and ultimately develop processes and tools either to prevent fracture or recover its damage. Literature shows that mechanical professionals conducted a variety of tests for hardness, deformation, and strain field measurement to arrive at their findings. However, they considered these results accuracy to be insufficient due to various limitations of tools, test equipment, difficulties in the availability of human bones. They proposed the need for further studies to first overcome inaccuracies in measurement methods, testing machines, and experimental errors and then carry out experimental or theoretical studies. Finite Element analysis is a technique which was developed for the aerospace industry due to the complexity of design and materials. But over a period of time, it has found its applications in many other industries due to accuracy and flexibility in selection of materials and types of loading that could be theoretically applied to an object under study. In the past few decades, the field of biomechanical engineering has also started to see its applicability. However, the work done in the area of Tarsals, metatarsals and phalanges using this technique is very limited. Therefore, present research has been focused on using this technique for analysis of these critical bones of the human body. This technique requires a 3-dimensional geometric computer model of the object to be analyzed. In the present research, a 3d laser scanner was used for accurate geometric scans of individual tarsals, metatarsals, and phalanges from a typical human foot to make these computer geometric models. These were then imported into a Finite Element Analysis software and a length refining process was carried out prior to analysis to ensure the computer models were true representatives of actual bone. This was followed by analysis of each bone individually. A number of constraints and load conditions were applied to observe the stress and strain distributions in these bones under the conditions of compression and tensile loads or their combination. Results were collected for deformations in various axis, and stress and strain distributions were observed to identify critical locations where fracture could occur. A comparative analysis of failure properties of all the three types of bones was carried out to establish which of these could fail earlier which is presented in this research. Results of this investigation could be used for further experimental studies by the academics and researchers, as well as industrial engineers, for development of various foot protection devices or tools for surgical operations and recovery treatment of these bones. Researchers could build up on these models to carryout analysis of a complete human foot through Finite Element analysis under various loading conditions such as walking, marching, running, and landing after a jump etc.

Keywords: tarsals, metatarsals, phalanges, 3D scanning, finite element analysis

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Authors: Kwame Sarkodie, William Cheung, Andrew R. Fergursson

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The characterization of multiphase flow has gained enormous attention for most petroleum and chemical industrial processes. In order to fully characterize fluid phases in a stream or containment, there needs to be a profound knowledge of the existing composition of fluids present. This introduces a problem for real-time monitoring of fluid dynamics such as fluid distributions, and phase fractions. This work presents a simple technique of correlating absorbance spectrums of water, oil and air bubble present in containment. These spectra absorption outputs are derived by using an Fourier Infrared spectrometer. During the testing, air bubbles were introduced into static water column and oil containment and with light absorbed in the infrared regions of specific wavelength ranges. Attenuation coefficients are derived for various combinations of water, gas and oil which reveal the presence of each phase in the samples. The results from this work are preliminary and viewed as a build up to the design of a multiphase flow rig which has an infrared sensor pair to be used for multiphase flow characterization.

Keywords: attenuation, infrared, multiphase, spectroscopy

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Authors: Jehan Fahim M. Alsulami

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Academic research about sentiment analysis in sentiment analysis has obtained significant advancement over recent years and is flourishing from the collection of knowledge provided by various academic disciplines. In the current study, the status and development trend of the field of sentiment analysis in social networks is evaluated through a bibliometric analysis of academic publications. In particular, the distributions of publications and citations, the distribution of subject, predominant journals, authors, countries are analyzed. The collaboration degree is applied to measure scientific connections from different aspects. Moreover, the keyword co-occurrence analysis is used to find out the major research topics and their evolutions throughout the time span. The area of sentiment analysis in social networks has gained growing attention in academia, with computer science and engineering as the top main research subjects. China and the USA provide the most to the area development. Authors prefer to collaborate more with those within the same nation. Among the research topics, newly risen topics such as COVID-19, customer satisfaction are discovered.

Keywords: bibliometric analysis, sentiment analysis, social networks, social media

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Authors: M. Fadlallah, G. Ghibaudo, C. G. Theodorou

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The dynamic variation in memory devices such as the Static Random Access Memory can give errors in read or write operations. In this paper, the effect of low-frequency and random telegraph noise on the dynamic variation of one SRAM cell is detailed. The effect on circuit noise, speed, and length of time of processing is examined, using the Supply Read Retention Voltage and the Read Static Noise Margin. New test run methods are also developed. The obtained results simulation shows the importance of noise caused by dynamic variation, and the impact of Random Telegraph noise on SRAM variability is examined by evaluating the statistical distributions of Random Telegraph noise amplitude in the pull-up, pull-down. The threshold voltage mismatch between neighboring cell transistors due to intrinsic fluctuations typically contributes to larger reductions in static noise margin. Also the contribution of each of the SRAM transistor to total dynamic variation has been identified.

Keywords: low-frequency noise, random telegraph noise, dynamic variation, SRRV

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Authors: Douglas W. Scott

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The Allemande from J. S. Bach's Partita for solo flute (BWV 1013) presents many unique challenges for any flautist, especially in terms of segmentation analysis required to select breathing places in the first half. Without claiming to identify a 'correct' solution to this problem, this paper analyzes the section in terms of a set of techniques based around a statistical property commonly (if not ubiquitously) found in music, namely Zipf’s law. Specifically, the paper considers violations of this expected profile at various levels of analysis, an approach which has yielded interesting insights in previous studies. The investigation is then grounded by considering four actual solutions to the problem found in recordings made by different flautists, which opens up the possibility of expanding Zipfian analysis to include a consideration of inter-onset-intervals (IOIs). It is found that significant deviations from the expected Zipfian distributions can reveal and highlight stylistic choices made by different performers.

Keywords: inter-onset-interval, Partita for solo flute, BWV 1013, segmentation analysis, Zipf’s law

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Authors: J. Urban, Á. S. Botella, L. E. Robaina, A. Bárta, P. Souček, P. Císař, Š. Papáček, L. M. Domínguez

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Skin coloration in fish is of great physiological, behavioral and ecological importance and can be considered as an index of animal welfare in aquaculture as well as an important quality factor in the retail value. Currently, in order to compare color in animals fed on different diets, biochemical analysis, and colorimetry of fished, mildly anesthetized or dead body, are very accurate and meaningful measurements. The noninvasive method using digital images of the fish body was developed as a standalone application. This application deals with the computation burden and memory consumption of large input files, optimizing piece wise processing and analysis with the memory/computation time ratio. For the comparison of color distributions of various experiments and different color spaces (RGB, CIE L*a*b*) the comparable semi-equidistant binning of multi channels representation is introduced. It is derived from the knowledge of quantization levels and Freedman-Diaconis rule. The color calibrations and camera responsivity function were necessary part of the measurement process.

Keywords: color distribution, fish skin color, piecewise transformation, object to background segmentation

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Authors: H. J. Wattimanela, U. S. Passaribu, A. N. T. Puspito, S. W. Indratno

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Molluca Collision Zone is located at the junction of the Eurasian plate, Australian, Pacific, and the Philippines. Between the Sangihe arc, west of the collision zone, and to the east of Halmahera arc is active collision and convex toward the Molluca Sea. This research will analyze the behavior of earthquake occurrence in Molluca Collision Zone related to the distributions of an earthquake in each partition regions, determining the type of distribution of a occurrence earthquake of partition regions, and the mean occurrence of earthquakes each partition regions, and the correlation between the partitions region. We calculate number of earthquakes using partition method and its behavioral using conventional statistical methods. The data used is the data type of shallow earthquakes with magnitudes ≥ 4 SR for the period 1964-2013 in the Molluca Collision Zone. From the results, we can classify partitioned regions based on the correlation into two classes: strong and very strong. This classification can be used for early warning system in disaster management.

Keywords: molluca collision zone, partition regions, conventional statistical methods, earthquakes, classifications, disaster management

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Authors: M. Alipanah, A. Ranjbar, E. Farnad, F. Alipanah

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Entropy generation of an Al2O3-water nanofluid due to heat transfer and fluid friction irreversibility has been investigated in a square cavity subject to different side wall temperatures using a nanofluid for natural convection flow. This study has been carried out for the pertinent parameters in the following ranges: Rayleigh number between 104 to 107 and volume fraction between 0 to 0.05. Based on the obtained dimensionless velocity and temperature values, the distributions of local entropy generation, average entropy generation and average Bejan number are determined. The results are compared for a pure fluid and a nanofluid. It is totally found that the heat transfer and entropy generation of the nanofluid is more than the pure fluid and minimum entropy generation and Nusselt number occur in the pure fluid at any Rayleigh number. Results depict that the addition of nanoparticles to the pure fluid has more effect on the entropy generation as the Rayleigh number goes up.

Keywords: entropy generation, natural convection, bejan number, nuselt number, nanofluid

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Authors: Khaled R. Khater

Abstract:

this paper is an extension to previously published two papers; all share the first part of their titles. The papers theme is soil-structure interaction in the ground of soil retaining structures. The secant pile wall is the concern, while the focus is its capping beam. The earlier papers suggested a technique to structurally analyze capping beam. It has been proved that; pile rigidity shares the capping beam rigidity to resist the wall deformations. The current paper explains how the beam-pile integration re-distributes the pile’s bending moment for the benefits of wall deformations. It is concluded that re-distribution of pile bending moment is completely different than the calculated by plain strain analysis, values, and distributions. The pile diameter, beam rigidity, pile spacing, and the 3D-analysis-effect individually or all together affect the pile bending moment. The Plaxis-2D and STAAD-Pro 3D are the used software’s. Throughout this study, three sand densities, various pile and beam rigidities, and three excavation depths, i.e., 3.0-m, 4.0-m and 5.0-m have been considered.

Keywords: bending moment, capping beam, numerical analysis, secant pile, sandy soil

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Authors: Neda Nabid, Iman Hajirasouliha, Sanaz Shirinbar

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One of the most challenging issues in earthquake engineering is to find effective ways to reduce earthquake forces and damage to structural and non-structural elements under strong earthquakes. While friction dampers are the most efficient systems to improve the seismic performance of substandard structures, their optimum design is a challenging task. This research aims to find more appropriate slip load distribution pattern for efficient design of friction panels. Non-linear dynamic analyses are performed on 3, 5, 10, 15, and 20-story RC frame using Drain-2dx software to find the appropriate range of slip loads and investigate the effects of different distribution patterns (cantilever, uniform, triangle, and reverse triangle) under six different earthquake records. The results indicate that using triangle load distribution can significantly increase the energy dissipation capacity of the frame and reduce the maximum inter-storey drift, and roof displacement.

Keywords: friction panels, slip load, distribution patterns, RC frames, energy dissipation

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Authors: Malik I. Al-Amayreh, Mohammad I. Kilani, Ahmed S. Al-Salaymeh

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This works presents a Computational Fluid Dynamics (CFD) simulation of a butterfly valve used to control the flow of combustible gas mixture in an industrial process setting. The work uses CFD simulation to analyze the flow characteristics in the vicinity of the valve, including the velocity distributions, streamlines and path lines. Frequency spectrum of the pressure pulsations downstream the valves, and the vortex shedding allow predicting the torque fluctuations acting on the valve shaft and the possibility of generating mechanical vibration and resonance. These fluctuations are due to aerodynamic torque resulting from fluid turbulence and vortex shedding in the valve vicinity. The valve analyzed is located in a pipeline between two opposing 90o elbows, which exposes the valve and the surrounding structure to the turbulence generated upstream and downstream the elbows at either end of the pipe. CFD simulations show that the best location for the valve from a vibration point of view is in the middle of the pipe joining the elbows.

Keywords: butterfly valve vibration analysis, computational fluid dynamics, fluid flow circuit design, fluctuation

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Authors: Fuad M. Alkoot

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Different experimental technologies such as microarray sequencing have been proposed to generate high-resolution genetic data, in order to understand the complex dynamic interactions between complex diseases and the biological system components of genes and gene products. However, the generated samples have a very large dimension reaching thousands. Therefore, hindering all attempts to design a classifier system that can identify diseases based on such data. Additionally, the high overlap in the class distributions makes the task more difficult. The data we experiment with is generated for the identification of autism. It includes 142 samples, which is small compared to the large dimension of the data. The classifier systems trained on this data yield very low classification rates that are almost equivalent to a guess. We aim at reducing the data dimension and improve it for classification. Here, we experiment with applying a multistage PCA on the genetic data to reduce its dimensionality. Results show a significant improvement in the classification rates which increases the possibility of building an automated system for autism detection.

Keywords: PCA, gene expression, dimensionality reduction, classification, autism

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Authors: Yasemin Kaya, Ahmet N. Eraslan

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In this study, the thermoelastic behavior of a long tube is studied by taking into account the temperature dependency of all mechanical and thermal properties. As the tube is heated slowly, an uncoupled solution procedure is adopted under free and radially constrained boundary conditions. The nonlinear heat conduction equation is solved by a finite element collocation procedure and the corresponding distributions of stress and strain are computed by shooting iterations. The computational model is verified in comparison to the analytical solution by shutting down the temperature dependency of physical properties. In the analysis, experimental data available in the literature is used to describe the coefficient of thermal expansion $\alpha$, the thermal conductivity $k$, the modulus of rigidity $G$, the yield strength $\sigma_{0}$, and the Poisson's ratio $\nu$ of Nickel. Results of the analysis are presented in comparison to those having constant physical properties. As a result of the calculations, the temperature dependency of the material properties should be taken into account at higher temperature ranges.

Keywords: thermoelasticity, long tube, temperature-dependent properties, internal heating

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Authors: Alaka Padhye, S. P. Kane

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The following study considers some variations made to the secretary problem (SP). In a multiple criteria secretary problem (MCSP), the selection of a unit is based on two independent characteristics. The units that appear before an observer are known say N, the best rank of a unit being N. A unit is selected, if it is better with respect to either first or second or both the characteristics. When the number of units is large and due to constraints like time and cost, the observer might want to stop earlier instead of inspecting all the available units. Let the process terminate at r2th unit where r1Keywords: joint distribution, marginal distribution, real ranks, secretary problem, selection criterion, two tailed secretary problem

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Authors: Ali Aydin

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Three hundred and fifty soil samples were collected around the urban and residential area, for the purpose of a magnetic susceptibility study on pollution in Denizli City, Turkiye. Measurements of volume-specific magnetic susceptibility (к) and mass-specific magnetic susceptibility (χ) show a significant variation range from place to place collected soil samples. In this study, we did a primary magnetic study near the high heavy traffic pollution in a part of Denizli city, Turkiye which was said the most polluted city in Aegean Region of Turkey. The magnetic susceptibility measurements increased from the garden area to residential area and reached the high levels near the industrial areas of the city. Magnetic particle concentration and grain size sourced exhaust gasses, and other pollution sources increase with the increasing distance from a residential area, indicating the high traffic road area.

Keywords: magnetic susceptibility, pollution, magnetic particle, Denizli

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Authors: Moaz H. Ali, Ahmed H. Al-Saadi

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Most of the materials used in the industry of aero-engine components generally consist of titanium alloys. Advanced materials, because of their excellent combination of high specific strength, lightweight, and general corrosion resistance. In fact, chemical wear resistance of aero-engine alloy provide a serious challenge for cutting tool material during the machining process. The reduction in cutting temperature distributions leads to an increase in tool life and a decrease in wear rate. Hence, the chip morphology and segmentation play a predominant role in determining machinability and tool wear during the machining process. The result of low thermal conductivity and diffusivity of this alloy in the concentration of high temperatures at the tool-work-piece and tool-chip interface. Consequently, the chip morphology is very important in the study of machinability of metals as well as the study of cutting tool wear. Otherwise, the result will be accelerating tool wear, increasing manufacturing cost and time consuming.

Keywords: machinability, titanium alloy (ti-6al-4v), chip formation, milling process

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Authors: Berkay Ergene, Çağın Bolat

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In this study, we mainly focused on a simulation study regarding composite footbed in order to contribute to shoe industry. As a footbed, e-glass fiber reinforced polyurethane was determined since polyurethane based materials are already used for footbed in shoe manufacturing frequently. Flat, elliptical and rectangular grooved shoe soles were modeled and analyzed separately as TPU, 10% glass fiber reinforced, 30% glass fiber reinforced and 50% glass fiber reinforced materials according to their properties under three point bending and compression situations to determine the relationship between model, material type and mechanical behaviours of composite model. ANSYS 14.0 APDL mechanical structural module is utilized in all simulations and analyzed stress and strain distributions for different footbed models and materials. Furthermore, materials constants like young modulus, shear modulus, Poisson ratio and density of the composites were calculated theoretically by using composite mixture rule and interpreted for mechanical aspects.

Keywords: composite, elastic behaviour, footbed, simulation

Procedia PDF Downloads 233