Search results for: mathematical models

Authors: C. Bateira, J. Fernandes, A. Costa

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The Douro Demarked Region (DDR) is a production Porto wine region. On the NE of Portugal, the strong incision of the Douro valley developed very steep slopes, organized with agriculture terraces, have experienced an intense and deep transformation in order to implement the mechanization of the work. The old terrace system, based on stone vertical wall support structure, replaced by terraces with earth embankments experienced a huge terrace instability. This terrace instability has important economic and financial consequences on the agriculture enterprises. This paper presents and develops cartographic tools to access the embankment instability and identify the area prone to instability. The priority on this evaluation is related to the use of physically based mathematical models and develop a validation process based on an inventory of the past embankment instability. We used the shallow landslide stability model (SHALSTAB) based on physical parameters such us cohesion (c’), friction angle(ф), hydraulic conductivity, soil depth, soil specific weight (ϱ), slope angle (α) and contributing areas by Multiple Flow Direction Method (MFD). A terraced area can be analysed by this models unless we have very detailed information representative of the terrain morphology. The slope angle and the contributing areas depend on that. We can achieve that propose using digital elevation models (DEM) with great resolution (pixel with 40cm side), resulting from a set of photographs taken by a flight at 100m high with pixel resolution of 12cm. The slope angle results from this DEM. In the other hand, the MFD contributing area models the internal flow and is an important element to define the spatial variation of the soil saturation. That internal flow is based on the DEM. That is supported by the statement that the interflow, although not coincident with the superficial flow, have important similitude with it. Electrical resistivity monitoring values which related with the MFD contributing areas build from a DEM of 1m resolution and revealed a consistent correlation. That analysis, performed on the area, showed a good correlation with R2 of 0,72 and 0,76 at 1,5m and 2m depth, respectively. Considering that, a DEM with 1m resolution was the base to model the real internal flow. Thus, we assumed that the contributing area of 1m resolution modelled by MFD is representative of the internal flow of the area. In order to solve this problem we used a set of generalized DEMs to build the contributing areas used in the SHALSTAB. Those DEMs, with several resolutions (1m and 5m), were built from a set of photographs with 50cm resolution taken by a flight with 5km high. Using this maps combination, we modelled several final maps of terrace instability and performed a validation process with the contingency matrix. The best final instability map resembles the slope map from a DEM of 40cm resolution and a MFD map from a DEM of 1m resolution with a True Positive Rate (TPR) of 0,97, a False Positive Rate of 0,47, Accuracy (ACC) of 0,53, Precision (PVC) of 0,0004 and a TPR/FPR ratio of 2,06.

Keywords: agricultural terraces, cartography, landslides, SHALSTAB, vineyards

Procedia PDF Downloads 151

Authors: Ahmed El-Banbi

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Several PVT models exist to represent how PVT properties are handled in sub-surface and surface engineering calculations for oil and gas production. The most commonly used models include black oil, modified black oil (MBO), and compositional models. These models are used in calculations that allow engineers to optimize and forecast well and reservoir performance (e.g., reservoir simulation calculations, material balance, nodal analysis, surface facilities, etc.). The choice of which model is dependent on fluid type and the production process (e.g., depletion, water injection, gas injection, etc.). Based on close to 2,000 reservoir fluid samples collected from different basins and locations, this paper presents some conclusions on the occurrence of reservoir fluids. It also reviews the common methods used to classify reservoir fluid types. Based on new criteria related to the production behavior of different fluids and economic considerations, an updated classification of reservoir fluid types is presented in the paper. Recommendations on the use of different PVT models to simulate the behavior of different reservoir fluid types are discussed. Each PVT model requirement is highlighted. Available methods for the calculation of PVT properties from each model are also discussed. Practical recommendations and tips on how to control the calculations to achieve the most accurate results are given.

Keywords: PVT models, fluid types, PVT properties, fluids classification

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Authors: Meng-Fei Cheng, Wei-Lun Chen, Han-Chang Ma, Chi-Che Tsai

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Recent K–12 Taiwan Science Education Curriculum Guideline emphasize the essential role of modeling curriculum in science learning; however, few modeling curricula have been designed and adopted in current science teaching. Therefore, this study aims to develop modeling curriculum on electric circuits to investigate any learning difficulties students have with modeling curriculum and further enhance modeling teaching. This study was conducted with 44 10th-grade students in Central Taiwan. Data collection included a students’ understanding of models in science (SUMS) survey that explored the students' epistemology of scientific models and modeling and a complex circuit problem to investigate the students’ modeling abilities. Data analysis included the following: (1) Paired sample t-tests were used to examine the improvement of students’ modeling abilities and conceptual understanding before and after the curriculum was taught. (2) Paired sample t-tests were also utilized to determine the students’ modeling abilities before and after the modeling activities, and a Pearson correlation was used to understand the relationship between students’ modeling abilities during the activities and on the posttest. (3) ANOVA analysis was used during different stages of the modeling curriculum to investigate the differences between the students’ who developed microscopic models and macroscopic models after the modeling curriculum was taught. (4) Independent sample t-tests were employed to determine whether the students who changed their models had significantly different understandings of scientific models than the students who did not change their models. The results revealed the following: (1) After the modeling curriculum was taught, the students had made significant progress in both their understanding of the science concept and their modeling abilities. In terms of science concepts, this modeling curriculum helped the students overcome the misconception that electric currents reduce after flowing through light bulbs. In terms of modeling abilities, this modeling curriculum helped students employ macroscopic or microscopic models to explain their observed phenomena. (2) Encouraging the students to explain scientific phenomena in different context prompts during the modeling process allowed them to convert their models to microscopic models, but it did not help them continuously employ microscopic models throughout the whole curriculum. The students finally consistently employed microscopic models when they had help visualizing the microscopic models. (3) During the modeling process, the students who revised their own models better understood that models can be changed than the students who did not revise their own models. Also, the students who revised their models to explain different scientific phenomena tended to regard models as explanatory tools. In short, this study explored different strategies to facilitate students’ modeling processes as well as their difficulties with the modeling process. The findings can be used to design and teach modeling curricula and help students enhance their modeling abilities.

Keywords: electric circuits, modeling curriculum, science learning, scientific model

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Authors: R. Hellmuth

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The method of factory planning has changed a lot, especially when it is about planning the factory building itself. Factory planning has the task of designing products, plants, processes, organization, areas, and the building of a factory. Regular restructuring is becoming more important in order to maintain the competitiveness of a factory. Restrictions in new areas, shorter life cycles of product and production technology as well as a VUCA world (Volatility, Uncertainty, Complexity and Ambiguity) lead to more frequent restructuring measures within a factory. A digital factory model is the planning basis for rebuilding measures and becomes an indispensable tool. Furthermore, digital building models are increasingly being used in factories to support facility management and manufacturing processes. The main research question of this paper is, therefore: What kind of digital factory model is suitable for the different areas of application during the operation of a factory? First, different types of digital factory models are investigated, and their properties and usabilities for use cases are analysed. Within the scope of investigation are point cloud models, building information models, photogrammetry models, and these enriched with sensor data are examined. It is investigated which digital models allow a simple integration of sensor data and where the differences are. Subsequently, possible application areas of digital factory models are determined by means of a survey and the respective digital factory models are assigned to the application areas. Finally, an application case from maintenance is selected and implemented with the help of the appropriate digital factory model. It is shown how a completely digitalized maintenance process can be supported by a digital factory model by providing information. Among other purposes, the digital factory model is used for indoor navigation, information provision, and display of sensor data. In summary, the paper shows a structuring of digital factory models that concentrates on the geometric representation of a factory building and its technical facilities. A practical application case is shown and implemented. Thus, the systematic selection of digital factory models with the corresponding application cases is evaluated.

Keywords: building information modeling, digital factory model, factory planning, maintenance

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Authors: Yoko Yamada, Chizumi Yamada

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Narrative psychology is based on the dialogical relationship between self and other. The dialogue can consist of divided, competitive, or opposite communication between self and other. We constructed models of coexistent dialogue in which self and other were positioned side by side and communicated sympathetically. We propose new mediation models for narrative relationships. The mediation models are based on triadic relationships that incorporate a medium or a mediator along with self and other. We constructed three types of mediation model. In the first type, called the “Joint Attention Model”, self and other are positioned side by side and share attention with the medium. In the second type, the “Triangle Model”, an agent mediates between self and other. In the third type, the “Caring Model”, a caregiver stands beside the communication between self and other. We apply the three models to the illness narratives of medical professionals and patients. As these groups have different views and experiences of disease or illness, triadic mediation facilitates the ability to see things from the other person’s perspective and to bridge differences in people’s experiences and feelings. These models would be useful for medical education in various situations, such as in considering the relationships between senior and junior doctors and between old and young patients.

Keywords: illness narrative, mediation, psychology, model, medical education

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Authors: Andreas Stollwitzer, Lara Bettinelli, Josef Fink

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The expansion of the high-speed rail network over the past decades has resulted in new challenges for engineers, including traffic-induced resonance vibrations of railway bridges. Excessive resonance-induced speed-dependent accelerations of railway bridges during high-speed traffic can lead to negative consequences such as fatigue symptoms, distortion of the track, destabilisation of the ballast bed, and potentially even derailment. A realistic prognosis of bridge vibrations during high-speed traffic must not only rely on the right choice of an adequate calculation model for both bridge and train but first and foremost on the use of dynamic model parameters which reflect reality appropriately. However, comparisons between measured and calculated bridge vibrations are often characterised by considerable discrepancies, whereas dynamic calculations overestimate the actual responses and therefore lead to uneconomical results. This gap between measurement and calculation constitutes a complex research issue and can be traced to several causes. One major cause is found in the dynamic properties of the ballasted track, more specifically in the persisting, substantial uncertainties regarding the consideration of the ballasted track (mechanical model and input parameters) in dynamic calculations. Furthermore, the discrepancy is particularly pronounced concerning the damping values of the bridge, as conservative values have to be used in the calculations due to normative specifications and lack of knowledge. By using a large-scale test facility, the analysis of the dynamic behaviour of ballasted track has been a major research topic at the Institute of Structural Engineering/Steel Construction at TU Wien in recent years. This highly specialised test facility is designed for isolated research of the ballasted track's dynamic stiffness and damping properties – independent of the bearing structure. Several mechanical models for the ballasted track consisting of one or more continuous spring-damper elements were developed based on the knowledge gained. These mechanical models can subsequently be integrated into bridge models for dynamic calculations. Furthermore, based on measurements at the test facility, model-dependent stiffness and damping parameters were determined for these mechanical models. As a result, realistic mechanical models of the railway bridge with different levels of detail and sufficiently precise characteristic values are available for bridge engineers. Besides that, this contribution also presents another practical application of such a bridge model: Based on the bridge model, determination equations for the damping factor (as Lehr's damping factor) can be derived. This approach constitutes a first-time method that makes the damping factor of a railway bridge calculable. A comparison of this mathematical approach with measured dynamic parameters of existing railway bridges illustrates, on the one hand, the apparent deviation between normatively prescribed and in-situ measured damping factors. On the other hand, it is also shown that a new approach, which makes it possible to calculate the damping factor, provides results that are close to reality and thus raises potentials for minimising the discrepancy between measurement and calculation.

Keywords: ballasted track, bridge dynamics, damping, model design, railway bridges

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Authors: Gurcharan Singh Buttar

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It has been discovered that although these two areas, statistics, and information theory, are independent in their nature, they can be combined to create applications in multidisciplinary mathematics. This is due to the fact that where in the field of statistics, statistical parameters (measures) play an essential role in reference to the population (distribution) under investigation. Information measure is crucial in the study of ambiguity, assortment, and unpredictability present in an array of phenomena. The following communication is a link between the two, and it has been demonstrated that the well-known conventional statistical measures can be used as a measure of information.

Keywords: probability distribution, entropy, concavity, symmetry, variance, central tendency

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Authors: Alireza Vafaei Sadr, Vida Abedi, Jiang Li, Ramin Zand

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Missing data is a common challenge in medical research and can lead to biased or incomplete results. When the data bias leaks into models, it further exacerbates health disparities; biased algorithms can lead to misclassification and reduced resource allocation and monitoring as part of prevention strategies for certain minorities and vulnerable segments of patient populations, which in turn further reduce data footprint from the same population – thus, a vicious cycle. This study compares the performance of six imputation techniques grouped into Linear and Non-Linear models on two different realworld electronic health records (EHRs) datasets, representing 17864 patient records. The mean absolute percentage error (MAPE) and root mean squared error (RMSE) are used as performance metrics, and the results show that the Linear models outperformed the Non-Linear models in terms of both metrics. These results suggest that sometimes Linear models might be an optimal choice for imputation in laboratory variables in terms of imputation efficiency and uncertainty of predicted values.

Keywords: EHR, machine learning, imputation, laboratory variables, algorithmic bias

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Authors: Pablo Oteiza, Ricardo Alvarez, Mehrdad Pirnia, Fuat Can

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To effectively combat climate change, many countries around the world have committed to a decarbonisation of their electricity, along with promoting a large-scale integration of renewable energy sources (RES). While this trend represents a unique opportunity to effectively combat climate change, achieving a sound and cost-efficient energy transition towards low-carbon power systems poses significant challenges for the multi-year Transmission Network Expansion Planning (TNEP) problem. The objective of the multi-year TNEP is to determine the necessary network infrastructure to supply the projected demand in a cost-efficient way, considering the evolution of the new generation mix, including the integration of RES. The rapid integration of large-scale RES increases the variability and uncertainty in the power system operation, which in turn increases short-term flexibility requirements. To meet these requirements, flexible generating technologies such as energy storage systems must be considered within the TNEP as well, along with proper models for capturing the operational challenges of future power systems. As a consequence, TNEP formulations are becoming more complex and difficult to solve, especially for its application in realistic-sized power system models. To meet these challenges, there is an increasing need for developing efficient algorithms capable of solving the TNEP problem with reasonable computational time and resources. In this regard, a promising research area is the use of artificial intelligence (AI) techniques for solving large-scale mixed-integer optimization problems, such as the TNEP. In particular, the use of AI along with mathematical optimization strategies based on decomposition has shown great potential. In this context, this paper presents an efficient algorithm for solving the multi-year TNEP problem. The algorithm combines AI techniques with Column Generation, a traditional decomposition-based mathematical optimization method. One of the challenges of using Column Generation for solving the TNEP problem is that the subproblems are of mixed-integer nature, and therefore solving them requires significant amounts of time and resources. Hence, in this proposal we solve a linearly relaxed version of the subproblems, and trained a binary classifier that determines the value of the binary variables, based on the results obtained from the linearized version. A key feature of the proposal is that we integrate the binary classifier into the optimization algorithm in such a way that the optimality of the solution can be guaranteed. The results of a study case based on the HRP 38-bus test system shows that the binary classifier has an accuracy above 97% for estimating the value of the binary variables. Since the linearly relaxed version of the subproblems can be solved with significantly less time than the integer programming counterpart, the integration of the binary classifier into the Column Generation algorithm allowed us to reduce the computational time required for solving the problem by 50%. The final version of this paper will contain a detailed description of the proposed algorithm, the AI-based binary classifier technique and its integration into the CG algorithm. To demonstrate the capabilities of the proposal, we evaluate the algorithm in case studies with different scenarios, as well as in other power system models.

Keywords: integer optimization, machine learning, mathematical decomposition, transmission planning

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Authors: Julio Macedo

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Several methodologies are now available to conceive the improvements of a process so that it becomes competitive as for example total quality, process reengineering, six sigma, define measure analysis improvement control method. These improvements are of different nature and can be external to the process represented by an optimization model or a discrete simulation model. In addition, the process stakeholders are several and have different desired performances for the process. Hence, the methodologies above do not have a tool to aid in the conception of the required improvements. In order to fill this void we suggest the use of intelligent reference models. A reference model is a set of qualitative differential equations and an objective function that minimizes the gap between the current and the desired performance indexes of the process. The reference models are intelligent so when they receive the current state of the problematic process and the desired performance indexes they generate the required improvements for the problematic process. The reference models are fuzzy cognitive maps added with an objective function and trained using the improvements implemented by the high performance firms. Experiments done in a set of students show the reference models allow them to conceive more improvements than students that do not use these models.

Keywords: continuous improvement, fuzzy cognitive maps, process competitiveness, qualitative simulation, system dynamics

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Authors: Suriya

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Rapid socio-economic development and urbanization have led to an increasingly serious air pollution problem in Ulaanbaatar (UB), the capital of Mongolia. PM₂.₅ pollution has become the most pressing aspect of UB air pollution. Therefore, monitoring and predicting PM₂.₅ concentration in UB is of great significance for the health of the local people and environmental management. As of yet, very few studies have used models to predict PM₂.₅ concentrations in UB. Using data from 0:00 on June 1, 2018, to 23:00 on April 30, 2020, we proposed two deep learning models based on Bayesian-optimized LSTM (Bayes-LSTM) and CNN-LSTM. We utilized hourly observed data, including Himawari8 (H8) aerosol optical depth (AOD), meteorology, and PM₂.₅ concentration, as input for the prediction of PM₂.₅ concentrations. The correlation strengths between meteorology, AOD, and PM₂.₅ were analyzed using the gray correlation analysis method; the comparison of the performance improvement of the model by using the AOD input value was tested, and the performance of these models was evaluated using mean absolute error (MAE) and root mean square error (RMSE). The prediction accuracies of Bayes-LSTM and CNN-LSTM deep learning models were both improved when AOD was included as an input parameter. Improvement of the prediction accuracy of the CNN-LSTM model was particularly enhanced in the non-heating season; in the heating season, the prediction accuracy of the Bayes-LSTM model slightly improved, while the prediction accuracy of the CNN-LSTM model slightly decreased. We propose two novel deep learning models for PM₂.₅ concentration prediction in UB, Bayes-LSTM, and CNN-LSTM deep learning models. Pioneering the use of AOD data from H8 and demonstrating the inclusion of AOD input data improves the performance of our two proposed deep learning models.

Keywords: deep learning, AOD, PM2.5, prediction, Ulaanbaatar

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Authors: Y. N. Phang, E. F. Loh

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Many researchers have suggested the use of zero inflated Poisson (ZIP) and zero inflated negative binomial (ZINB) models in modeling over-dispersed medical count data with extra variations caused by extra zeros and unobserved heterogeneity. The studies indicate that ZIP and ZINB always provide better fit than using the normal Poisson and negative binomial models in modeling over-dispersed medical count data. In this study, we proposed the use of Zero Inflated Inverse Trinomial (ZIIT), Zero Inflated Poisson Inverse Gaussian (ZIPIG) and zero inflated strict arcsine models in modeling over-dispersed medical count data. These proposed models are not widely used by many researchers especially in the medical field. The results show that these three suggested models can serve as alternative models in modeling over-dispersed medical count data. This is supported by the application of these suggested models to a real life medical data set. Inverse trinomial, Poisson inverse Gaussian, and strict arcsine are discrete distributions with cubic variance function of mean. Therefore, ZIIT, ZIPIG and ZISA are able to accommodate data with excess zeros and very heavy tailed. They are recommended to be used in modeling over-dispersed medical count data when ZIP and ZINB are inadequate.

Keywords: zero inflated, inverse trinomial distribution, Poisson inverse Gaussian distribution, strict arcsine distribution, Pearson’s goodness of fit

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Authors: Thomas Weber, Nina Strobel, Thomas Kohne, Eberhard Abele

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In context of the energy transition in Germany, the importance of so-called virtual power plants in the energy supply continues to increase. The progressive dismantling of the large power plants and the ongoing construction of many new decentralized plants result in great potential for optimization through synergies between the individual plants. These potentials can be exploited by mathematical optimization algorithms to calculate the optimal application planning of decentralized power and heat generators and storage systems. This also includes linear or linear mixed integer optimization. In this paper, procedures for reducing the number of decision variables to be calculated are explained and validated. On the one hand, this includes combining n similar installation types into one aggregated unit. This aggregated unit is described by the same constraints and target function terms as a single plant. This reduces the number of decision variables per time step and the complexity of the problem to be solved by a factor of n. The exact operating mode of the individual plants can then be calculated in a second optimization in such a way that the output of the individual plants corresponds to the calculated output of the aggregated unit. Another way to reduce the number of decision variables in an optimization problem is to reduce the number of time steps to be calculated. This is useful if a high temporal resolution is not necessary for all time steps. For example, the volatility or the forecast quality of environmental parameters may justify a high or low temporal resolution of the optimization. Both approaches are examined for the resulting calculation time as well as for optimality. Several optimization models for virtual power plants (combined heat and power plants, heat storage, power storage, gas turbine) with different numbers of plants are used as a reference for the investigation of both processes with regard to calculation duration and optimality.

Keywords: CHP, Energy 4.0, energy storage, MILP, optimization, virtual power plant

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Authors: Jihye Jeon

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This paper analyzes the conceptual framework of three statistical methods, multiple regression, path analysis, and structural equation models. When establishing research model of the statistical modeling of complex social phenomenon, it is important to know the strengths and limitations of three statistical models. This study explored the character, strength, and limitation of each modeling and suggested some strategies for accurate explaining or predicting the causal relationships among variables. Especially, on the studying of depression or mental health, the common mistakes of research modeling were discussed.

Keywords: multiple regression, path analysis, structural equation models, statistical modeling, social and psychological phenomenon

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Authors: Flavio Cordeiro Fontanella, Asla Medeiros e Sá, Moacyr Alvim Horta Barbosa da Silva

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In the present work, we analyse the performance of football results forecasting models. In order to do so, we have performed the data collection from eight different forecasting models during the 2021 Brazilian football season. First, we guide the analysis through visual representations of the data, designed to highlight the most prominent features and enhance the interpretation of differences and similarities between the models. We propose using a 2-simplex triangle to investigate visual patterns from the results forecasting models. Next, we compute the expected points for every team playing in the championship and compare them to the final league standings, revealing interesting contrasts between actual to expected performances. Then, we evaluate forecasts’ accuracy using the Ranked Probability Score (RPS); models comparison accounts for tiny scale differences that may become consistent in time. Finally, we observe that the Wisdom of Crowds principle can be appropriately applied in the context, driving into a discussion of results forecasts usage in practice. This paper’s primary goal is to encourage football forecasts’ performance discussion. We hope to accomplish it by presenting appropriate criteria and easy-to-understand visual representations that can point out the relevant factors of the subject.

Keywords: accuracy evaluation, Brazilian championship, football results forecasts, forecasting models, visual analysis

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Authors: T. G. Kassem, A. K. Adunchezor, J. P. Chollom

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This paper describes a mathematical model developed to predict the dynamics of Hepatitis B virus (HBV) infection and to evaluate the potential impact of vaccination and treatment on its dynamics. We used a compartmental model expressed by a set of differential equations based on the characteristic of HBV transmission. With these, we find the threshold quantity R0, then find the local asymptotic stability of disease free equilibrium and endemic equilibrium. Furthermore, we find the global stability of the disease free and endemic equilibrium.

Keywords: hepatitis B virus, epidemiology, vaccination, mathematical model

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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: In-Geun Lim, Sung-Woong Ra

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As high resolution satellite images can be used, lots of studies are carried out for exploiting these images in various fields. This paper proposes the method based on mathematical morphology for extracting the ‘horse's hoof shaped object’. This proposed method can make an automatic object detection system to track the meaningful object in a large satellite image rapidly. Mathematical morphology process can apply in binary image, so this method is very simple. Therefore this method can easily extract the ‘horse's hoof shaped object’ from any images which have indistinct edges of the tracking object and have different image qualities depending on filming location, filming time, and filming environment. Using the proposed method by which ‘horse's hoof shaped object’ can be rapidly extracted, the performance of the automatic object detection system can be improved dramatically.

Keywords: facility detection, satellite image, object, mathematical morphology

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Authors: Nkwenti Mbelli Njah

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This research was motivated by a project requested by AXA on the topic of pensions payable under the workers compensation (WC) line of business. There are two types of pensions: the compulsorily recoverable and the not compulsorily recoverable. A pension is compulsorily recoverable for a victim when there is less than 30% of disability and the pension amount per year is less than six times the minimal national salary. The law defines that the mathematical provisions for compulsory recoverable pensions must be calculated by applying the following bases: mortality table TD88/90 and rate of interest 5.25% (maybe with rate of management). To manage pensions which are not compulsorily recoverable is a more complex task because technical bases are not defined by law and much more complex computations are required. In particular, companies have to predict the amount of payments discounted reflecting the mortality effect for all pensioners (this task is monitored monthly in AXA). The purpose of this research was thus to develop a stochastic model for the future mortality of the worker’s compensation pensioners of both the Portuguese market workers and AXA portfolio. Not only is past mortality modeled, also projections about future mortality are made for the general population of Portugal as well as for the two portfolios mentioned earlier. The global model was split in two parts: a stochastic model for population mortality which allows for forecasts, combined with a point estimate from a portfolio mortality model obtained through three different relational models (Cox Proportional, Brass Linear and Workgroup PLT). The one-year death probabilities for ages 0-110 for the period 2013-2113 are obtained for the general population and the portfolios. These probabilities are used to compute different life table functions as well as the not compulsorily recoverable reserves for each of the models required for the pensioners, their spouses and children under 21. The results obtained are compared with the not compulsory recoverable reserves computed using the static mortality table (TD 73/77) that is currently being used by AXA, to see the impact on this reserve if AXA adopted the dynamic tables.

Keywords: compulsorily recoverable, life table functions, relational models, worker’s compensation pensioners

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Authors: Debora Gottardello, Mireia Valverde Aparicio, Juan Llopis Taverner

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Globalization has given rise to a great diversity in the composition of people in organizations. Diversity management is therefore key to create growth in today’s competitive global marketplace. This work develops a literature review related to the existing models for managing diversity covering the period from 1980 until 2014. Furthermore, it identifies limitations in previous models. More specifically, the literature review reveals that there is a lack of information about how these models can be adapted from the headquarters to the subsidiaries. Therefore, the contribution of this paper is to suggest how the models should be adapted when they are directed to host countries. Our aim is to highlight the limitations of the developed models with regards to the translation of the diversity management practices to the subsidiaries. Accordingly, a model that will enable MNCs to ensure a global strategy is suggested. Taking advantage of the potential incorporated in a culturally diverse work team should be at the top of every international company’s aims. Executives from headquarters need to use different attitudes when transferring diversity practices towards their subsidiaries. Further studies should reassess local practices of diversity management to find out how this universal management model is translated.

Keywords: culture diversity, diversity management, human resources management, MNCs, subsidiaries, workforce diversity

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Authors: Aldin Justin Sundararaj, Austin Lord Tennyson, Divya Jose, A. N. Subash

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Blast waves are generated due to the explosions of high energy materials. An explosion yielding a blast wave has the potential to cause severe damage to buildings and its personnel. In order to understand the physics of effects of blast pressure on buildings, studies in the shock tube on generic configurations are carried out at various pressures on discrete models. The strength of shock wave is systematically varied by using different driver gases and diaphragm thickness. The basic material of the diaphragm is Aluminum. To simulate the effect of shock waves on discrete models a shock tube was used. Generic models selected for this study are suitably scaled cylinder, cone and cubical blocks. The experiments were carried out with 2mm diaphragm with burst pressure ranging from 28 to 31 bar. Numerical analysis was carried out over these discrete models. A 3D model of shock-tube with different discrete models inside the tube was used for CFD computation. It was found that cone has dissipated most of the shock pressure compared to cylinder and cubical block. The robustness and the accuracy of the numerical model were validation with the analytical and experimental data.

Keywords: shock wave, blast wave, discrete models, shock tube

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Authors: Aroob Binhimd, Lyan Sayoti, Rana Almansour

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In recent years, artificial intelligence has grown drastically. This has led to the growth of educational programs to help students in solving educational problems and assist them in understanding certain topics. The purpose of this report is to investigate the Mathway application. Mathway is a mathematics software that teaches students how to solve and handle mathematical issues. The app allows students to insert questions manually on the platform or take a picture of the question, and then they get an answer to this mathematical question. It helps students enhance their performance in mathematics. This app can also be used to verify or check if their answers are correct. The report will include a questionnaire to collect data and analyze the users of this application.

Keywords: artificial intelligence, Mathway, mathematics, mathematical problems

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Authors: S. Jursová, P. Pustějovská, S. Brožová, J. Bilík

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The paper deals with possibilities of interpretation of iron ore reducibility tests. It presents a mathematical model developed at Centre ENET, VŠB–Technical University of Ostrava, Czech Republic for an evaluation of metallurgical material of blast furnace feedstock such as iron ore, sinter or pellets. According to the data from the test, the model predicts its usage in blast furnace technology and its effects on production parameters of shaft aggregate. At the beginning, the paper sums up the general concept and experience in mathematical modelling of iron ore reduction. It presents basic equation for the calculation and the main parts of the developed model. In the experimental part, there is an example of usage of the mathematical model. The paper describes the usage of data for some predictive calculation. There are presented material, method of carried test of iron ore reducibility. Then there are graphically interpreted effects of used material on carbon consumption, rate of direct reduction and the whole reduction process.

Keywords: blast furnace technology, iron ore reduction, mathematical model, prediction of iron ore reduction

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Authors: Wajahat Ali, Shakeel Javaid

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In this study, we have developed a mathematical programming model for a solid transportation problem with three objective functions arranged in hierarchical order. The mathematical programming models with more than one objective function to be solved in hierarchical order is termed as a multi-level programming model. Our study explores a Multi-Level Solid Transportation Problem with Uncertain Parameters (MLSTPWU). The proposed MLSTPWU model consists of three objective functions, viz. minimization of transportation cost, minimization of total transportation time, and minimization of deterioration during transportation. These three objective functions are supposed to be solved by decision-makers at three consecutive levels. Three constraint functions are added to the model, restricting the total availability, total demand, and capacity of modes of transportation. All the parameters involved in the model are assumed to be uncertain in nature. A solution method based on fuzzy logic is also discussed to obtain the compromise solution for the proposed model. Further, a simulated numerical example is discussed to establish the efficiency and applicability of the proposed model.

Keywords: solid transportation problem, multi-level programming, uncertain variable, uncertain environment

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Authors: Justin-Herve Noubissi, Jean Claude Kamgang, Eric Ramat, Januarius Asongu, Christophe Cambier

Abstract:

The goal of our study is to analyse the impact of climatic factors in malaria transmission taking into account migration between Douala and Yaoundé, two cities of Cameroon country. We show how variations of climatic factors such as temperature and relative humidity affect the malaria spread. We propose a meta-population model of the dynamic transmission of malaria that evolves in space and time and that takes into account temperature and relative humidity and the migration between Douala and Yaoundé. We also integrate the variation of environmental factors as events also called mathematical impulsion that can disrupt the model evolution at any time. Our modelling has been done using the Discrete EVents System Specification (DEVS) formalism. Our implementation has been done on Virtual Laboratory Environment (VLE) that uses DEVS formalism and abstract simulators for coupling models by integrating the concept of DEVS.

Keywords: compartmental models, DEVS, discrete events, meta-population model, VLE

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Authors: Seyoung Kim, Jeongmin Kim, Kwang Ryel Ryu

Abstract:

A database that records average traffic speeds measured at five-minute intervals for all the links in the traffic network of a metropolitan city. While learning from this data the models that can predict future traffic speed would be beneficial for the applications such as the car navigation system, building predictive models for every link becomes a nontrivial job if the number of links in a given network is huge. An advantage of adopting k-nearest neighbor (k-NN) as predictive models is that it does not require any explicit model building. Instead, k-NN takes a long time to make a prediction because it needs to search for the k-nearest neighbors in the database at prediction time. In this paper, we investigate how much we can speed up k-NN in making traffic speed predictions by reducing the amount of data to be searched for without a significant sacrifice of prediction accuracy. The rationale behind this is that we had a better look at only the recent data because the traffic patterns not only repeat daily or weekly but also change over time. In our experiments, we build several different k-NN models employing different sets of features which are the current and past traffic speeds of the target link and the neighbor links in its up/down-stream. The performances of these models are compared by measuring the average prediction accuracy and the average time taken to make a prediction using various amounts of data.

Keywords: big data, k-NN, machine learning, traffic speed prediction

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Authors: Pavan K. Rallabandi, Kailash C. Patidar

Abstract:

In this paper, we present an optimization technique or a learning algorithm using the hybrid architecture by combining the most popular sequence recognition models such as Recurrent Neural Networks (RNNs) and Hidden Markov models (HMMs). In order to improve the sequence or pattern recognition/ classification performance by applying a hybrid/neural symbolic approach, a gradient descent learning algorithm is developed using the Real Time Recurrent Learning of Recurrent Neural Network for processing the knowledge represented in trained Hidden Markov Models. The developed hybrid algorithm is implemented on automata theory as a sample test beds and the performance of the designed algorithm is demonstrated and evaluated on learning the deterministic finite state automata.

Keywords: hybrid systems, hidden markov models, recurrent neural networks, deterministic finite state automata

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Authors: Saif Alomari

Abstract:

The paper aims at giving physical and mathematical descriptions of how the structural parameters of a resonant tunnelling diode (RTD) affect its output characteristics. Specifically, the value of the peak voltage, peak current, peak to valley current ratio (PVCR), and the difference between peak and valley voltages and currents ΔV and ΔI. A simulation-based approach using the Non-Equilibrium Green Function (NEGF) formalism based on the Silvaco ATLAS simulator is employed to conduct a series of designed experiments. These experiments show how the doping concentration in the emitter and collector layers, their thicknesses, and the width of the barriers and the quantum well influence the above-mentioned output characteristics. Each of these parameters was systematically changed while holding others fixed in each set of experiments. Factorial experiments are outside the scope of this work and will be investigated in future. The physics involved in the operation of the device is thoroughly explained and mathematical models based on curve fitting and underlaying physical principles are deduced. The models can be used to design devices with predictable output characteristics. These models were found absent in the literature that the author acanned. Results show that the doping concentration in each region has an effect on the value of the peak voltage. It is found that increasing the carrier concentration in the collector region shifts the peak to lower values, whereas increasing it in the emitter shifts the peak to higher values. In the collector’s case, the shift is either controlled by the built-in potential resulting from the concentration gradient or the conductivity enhancement in the collector. The shift to higher voltages is found to be also related to the location of the Fermi-level. The thicknesses of these layers play a role in the location of the peak as well. It was found that increasing the thickness of each region shifts the peak to higher values until a specific characteristic length, afterwards the peak becomes independent of the thickness. Finally, it is shown that the thickness of the barriers can be optimized for a particular well width to produce the highest PVCR or the highest ΔV and ΔI. The location of the peak voltage is important in optoelectronic applications of RTDs where the operating point of the device is usually the peak voltage point. Furthermore, the PVCR, ΔV, and ΔI are of great importance for building RTD-based oscillators as they affect the frequency response and output power of the oscillator.

Keywords: peak to valley ratio, peak voltage shift, resonant tunneling diodes, structural parameters

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Authors: Farrukh Javed, Krzysztof Podgórski

Abstract:

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: Jason West

Abstract:

Low profitability in agriculture production along with increasing scrutiny over environmental effects is limiting food production at scale. In contrast, the mining sector offers access to resources including energy, water, transport and chemicals for food production at low marginal cost. Scalable agricultural production can benefit from the nexus of resources (water, energy, transport) offered by mining activity in remote locations. A decision support bioeconomic model for controlled environment vertical farms was used. Four submodels were used: crop structure, nutrient requirements, resource-crop integration, and economic. They escalate to a macro mathematical model. A demonstrable dynamic systems framework is needed to prove productive outcomes are feasible. We demonstrate a generalized bioeconomic macro model for controlled environment production systems in minesites using systems dynamics modeling methodology. Despite the complexity of bioeconomic modelling of resource-agricultural dynamic processes and interactions, the economic potential greater than general economic models would assume. Scalability of production as an input becomes a key success feature.

Keywords: crop production systems, mathematical model, mining, agriculture, dynamic systems

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