Search results for: multivariate calibration

Authors: Shay Kee Tan, Kok Haur Ng, Jennifer So-Kuen Chan

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This paper extends the conditional autoregressive range (CARR) model to multivariate CARR (MCARR) model and further to the two-stage MCARR-return model to model and forecast volatilities, correlations and returns of multiple financial assets. The first stage model fits the scaled realised Parkinson volatility measures using individual series and their pairwise sums of indices to the MCARR model to obtain in-sample estimates and forecasts of volatilities for these individual and pairwise sum series. Then covariances are calculated to construct the fitted variance-covariance matrix of returns which are imputed into the stage-two return model to capture the heteroskedasticity of assets’ returns. We investigate different choices of mean functions to describe the volatility dynamics. Empirical applications are based on the Standard and Poor 500, Dow Jones Industrial Average and Dow Jones United States Financial Service Indices. Results show that the stage-one MCARR models using asymmetric mean functions give better in-sample model fits than those based on symmetric mean functions. They also provide better out-of-sample volatility forecasts than those using CARR models based on two robust loss functions with the scaled realised open-to-close volatility measure as the proxy for the unobserved true volatility. We also find that the stage-two return models with constant means and multivariate Student-t errors give better in-sample fits than the Baba, Engle, Kraft, and Kroner type of generalized autoregressive conditional heteroskedasticity (BEKK-GARCH) models. The estimates and forecasts of value-at-risk (VaR) and conditional VaR based on the best MCARR-return models for each asset are provided and tested using Kupiec test to confirm the accuracy of the VaR forecasts.

Keywords: range-based volatility, correlation, multivariate CARR-return model, value-at-risk, conditional value-at-risk

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Authors: Adilson Elias Xavier, Otto Corrêa Rotunno Filho, Paulo Canedo De Magalhães

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This paper addresses the issue of automatic parameter estimation in conceptual rainfall-runoff (CRR) models. Due to threshold structures commonly occurring in CRR models, the associated mathematical optimization problems have the significant characteristic of being strongly non-differentiable. In order to face this enormous task, the resolution method proposed adopts a smoothing strategy using a special C∞ differentiable class function. The final estimation solution is obtained by solving a sequence of differentiable subproblems which gradually approach the original conceptual problem. The use of this technique, called Hyperbolic Smoothing Method (HSM), makes possible the application of the most powerful minimization algorithms, and also allows for the main difficulties presented by the original CRR problem to be overcome. A set of computational experiments is presented for the purpose of illustrating both the reliability and the efficiency of the proposed approach.

Keywords: rainfall-runoff models, automatic calibration, hyperbolic smoothing method

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Authors: K. A. Bindu, T. V. Raja, P. M. Rojan, A. Siby

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The multivariate path coefficient approach was employed to study the effects of various production and reproduction traits on the slaughter body weight of rabbits. Information on 562 rabbits maintained at the university rabbit farm attached to the Centre for Advanced Studies in Animal Genetics, and Breeding, Kerala Veterinary and Animal Sciences University, Kerala State, India was utilized. The manifest variables used in the study were age and weight of dam, birth weight, litter size at birth and weaning, weight at first, second and third months. The linear multiple regression analysis was performed by keeping the slaughter weight as the dependent variable and the remaining as independent variables. The model explained 48.60 percentage of the total variation present in the market weight of the rabbits. Even though the model used was significant, the standardized beta coefficients for the independent variables viz., age and weight of the dam, birth weight and litter sizes at birth and weaning were less than one indicating their negligible influence on the slaughter weight. However, the standardized beta coefficient of the second-month body weight was maximum followed by the first-month weight indicating their major role on the market weight. All the other factors influence indirectly only through these two variables. Hence it was concluded that the slaughter body weight can be predicted using the first and second-month body weights. The principal components were also developed so as to achieve more accuracy in the prediction of market weight of rabbits.

Keywords: component analysis, multivariate, slaughter, regression

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Authors: Jovana Nikolov, Natasa Todorovic, Ivana Stojkovic

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Monitoring of 222Rn in drinking or surface waters, as well as in groundwater has been performed in connection with geological, hydrogeological and hydrological surveys and health hazard studies. Liquid scintillation counting (LSC) is often preferred analytical method for 222Rn measurements in waters because it allows multiple-sample automatic analysis. LSC method implies mixing of water samples with organic scintillation cocktail, which triggers radon diffusion from the aqueous into organic phase for which it has a much greater affinity, eliminating possibility of radon emanation in that manner. Two direct LSC methods that assume different sample composition have been presented, optimized and evaluated in this study. One-phase method assumed direct mixing of 10 ml sample with 10 ml of emulsifying cocktail (Ultima Gold AB scintillation cocktail is used). Two-phase method involved usage of water-immiscible cocktails (in this study High Efficiency Mineral Oil Scintillator, Opti-Fluor O and Ultima Gold F are used). Calibration samples were prepared with aqueous 226Ra standard in glass 20 ml vials and counted on ultra-low background spectrometer Quantulus 1220TM equipped with PSA (Pulse Shape Analysis) circuit which discriminates alpha/beta spectra. Since calibration procedure is carried out with 226Ra standard, which has both alpha and beta progenies, it is clear that PSA discriminator has vital importance in order to provide reliable and precise spectra separation. Consequentially, calibration procedure was done through investigation of PSA discriminator level influence on 222Rn efficiency detection, using 226Ra calibration standard in wide range of activity concentrations. Evaluation of presented methods was based on obtained efficiency detections and achieved Minimal Detectable Activity (MDA). Comparison of presented methods, accuracy and precision as well as different scintillation cocktail’s performance was considered from results of measurements of 226Ra spiked water samples with known activity and environmental samples.

Keywords: 222Rn in water, Quantulus1220TM, scintillation cocktail, PSA parameter

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Authors: Debjani Chakraborty, Abhijit Chatterjee, Aishwaryaprajna

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Posynomials, a special type of polynomials, having singularities, pose difficulties while solving geometric programming problems. In this paper, a methodology has been proposed and used to obtain extreme values for geometric programming problems by nth degree polynomial interpolation technique. Here the main idea to optimise the posynomial is to fit a best polynomial which has continuous gradient values throughout the range of the function. The approximating polynomial is smoothened to remove the discontinuities present in the feasible region and the objective function. This spatial interpolation method is capable to optimise univariate and multivariate geometric programming problems. An example is solved to explain the robustness of the methodology by considering a bivariate nonlinear geometric programming problem. This method is also applicable for signomial programming problem.

Keywords: geometric programming problem, multivariate optimisation technique, posynomial, spatial interpolation

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Authors: Ijaz Ahmed, Anwar Zada, Muhammad Waqas, M. U. Ashraf

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We demonstrate the performance of a very efficient tagger applies on hadronically decaying top quark pairs as signal based on deep neural network algorithms and compares with the QCD multi-jet background events. A significant enhancement of performance in boosted top quark events is observed with our limited computing resources. We also compare modern machine learning approaches and perform a multivariate analysis of boosted top-pair as well as single top quark production through weak interaction at √s = 14 TeV proton-proton Collider. The most relevant known background processes are incorporated. Through the techniques of Boosted Decision Tree (BDT), likelihood and Multlayer Perceptron (MLP) the analysis is trained to observe the performance in comparison with the conventional cut based and count approach

Keywords: top tagger, multivariate, deep learning, LHC, single top

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Authors: R. Velvarska, A. Vrablik, M. Fiedlerova, R. Cerny

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Near-infrared spectrometry (NIR) was tested as a rapid and alternative tool for determination of biodiesel oxidation stability. A PetroOxy method is standardly used for the determination, but this method is hazardous due to the possibility of explosion and ignition of flammable fuels. The second disadvantage is time consuming. The near-infrared spectrometry served for the development of the calibration model which was composed of 133 real samples (calibration standards). The reference values of these standards were obtained by PetroOxy method. Many chemometric diagnostics were used for the development of the final NIR model with the aim to have accurate prediction of the oxidation stability. The final NIR model was validated by 30 validation standards. The repeatability was determined as well with the acceptable residual standard deviation (8.59 %). The NIR spectrometry has proved to be an accurate alternative method for the determination of biodiesel oxidation stability with advantages as the time and cost saving, non-destructive character of analyzing and the possibility of online monitoring in safe mode.

Keywords: biodiesel, fatty acid methyl ester, NIR, oxidation stability

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Authors: Edgar Santoyo, Daniel Perez-Zarate, Agustin Acevedo, Lorena Diaz-Gonzalez, Mirna Guevara

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Four new gas geothermometers have been derived from a multivariate geo chemometric analysis of a geothermal fluid chemistry database, two of which use the natural logarithm of CO₂ and H2S concentrations (mmol/mol), respectively, and the other two use the natural logarithm of the H₂S/H₂ and CO₂/H₂ ratios. As a strict compilation criterion, the database was created with gas-phase composition of fluids and bottomhole temperatures (BHTM) measured in producing wells. The calibration of the geothermometers was based on the geochemical relationship existing between the gas-phase composition of well discharges and the equilibrium temperatures measured at bottomhole conditions. Multivariate statistical analysis together with the use of artificial neural networks (ANN) was successfully applied for correlating the gas-phase compositions and the BHTM. The predicted or simulated bottomhole temperatures (BHTANN), defined as output neurons or simulation targets, were statistically compared with measured temperatures (BHTM). The coefficients of the new geothermometers were obtained from an optimized self-adjusting training algorithm applied to approximately 2,080 ANN architectures with 15,000 simulation iterations each one. The self-adjusting training algorithm used the well-known Levenberg-Marquardt model, which was used to calculate: (i) the number of neurons of the hidden layer; (ii) the training factor and the training patterns of the ANN; (iii) the linear correlation coefficient, R; (iv) the synaptic weighting coefficients; and (v) the statistical parameter, Root Mean Squared Error (RMSE) to evaluate the prediction performance between the BHTM and the simulated BHTANN. The prediction performance of the new gas geothermometers together with those predictions inferred from sixteen well-known gas geothermometers (previously developed) was statistically evaluated by using an external database for avoiding a bias problem. Statistical evaluation was performed through the analysis of the lowest RMSE values computed among the predictions of all the gas geothermometers. The new gas geothermometers developed in this work have been successfully used for predicting subsurface temperatures in high-temperature geothermal systems of Mexico (e.g., Los Azufres, Mich., Los Humeros, Pue., and Cerro Prieto, B.C.) as well as in a blind geothermal system (known as Acoculco, Puebla). The last results of the gas geothermometers (inferred from gas-phase compositions of soil-gas bubble emissions) compare well with the temperature measured in two wells of the blind geothermal system of Acoculco, Puebla (México). Details of this new development are outlined in the present research work. Acknowledgements: The authors acknowledge the funding received from CeMIE-Geo P09 project (SENER-CONACyT).

Keywords: artificial intelligence, gas geochemistry, geochemometrics, geothermal energy

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Authors: Mathieu Bourdeau, Philippe Basset, Julien Waeytens, Elyes Nefzaoui

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As residential buildings account for a third of the overall energy consumption and greenhouse gas emissions in Europe, building energy modeling is an essential tool to reach energy efficiency goals. In the energy modeling process, calibration is a mandatory step to obtain accurate and reliable energy simulations. Nevertheless, the comparison between simulation results and the actual building energy behavior often highlights a significant performance gap. The literature discusses different origins of energy performance gaps, from building design to building operation. Then, building operation description in energy models, especially energy usages and users’ behavior, plays an important role in the reliability of simulations but is also the most accessible target for post-occupancy energy management and optimization. Therefore, the present study aims to discuss results on the calibration ofresidential building energy models using real operation data. Data are collected through a sensor network of more than 180 sensors and advanced energy meters deployed in three collective residential buildings undergoing major retrofit actions. The sensor network is implemented at building scale and in an eight-apartment sample. Data are collected for over one year and half and coverbuilding energy behavior – thermal and electricity, indoor environment, inhabitants’ comfort, occupancy, occupants behavior and energy uses, and local weather. Building energy simulations are performed using a physics-based building energy modeling software (Pleaides software), where the buildings’features are implemented according to the buildingsthermal regulation code compliance study and the retrofit project technical files. Sensitivity analyses are performed to highlight the most energy-driving building features regarding each end-use. These features are then compared with the collected post-occupancy data. Energy-driving features are progressively replaced with field data for a step-by-step calibration of the energy model. Results of this study provide an analysis of energy performance gap on an existing residential case study under deep retrofit actions. It highlights the impact of the different building features on the energy behavior and the performance gap in this context, such as temperature setpoints, indoor occupancy, the building envelopeproperties but also domestic hot water usage or heat gains from electric appliances. The benefits of inputting field data from an extensive instrumentation campaign instead of standardized scenarios are also described. Finally, the exhaustive instrumentation solution provides useful insights on the needs, advantages, and shortcomings of the implemented sensor network for its replicability on a larger scale and for different use cases.

Keywords: calibration, building energy modeling, performance gap, sensor network

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Authors: Tiee-Jian Wu, Chih-Yuan Hsu

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Mode estimation is an important task, because it has applications to data from a wide variety of sources. We propose a semi-parametric approach to estimate the mode of an unknown continuous multivariate density function. Our approach is based on a weighted average of a parametric density estimate using the Box-Cox transform and a non-parametric kernel density estimate. Our semi-parametric mode estimate improves both the parametric- and non-parametric- mode estimates. Specifically, our mode estimate solves the non-consistency problem of parametric mode estimates (at large sample sizes) and reduces the variability of non-parametric mode estimates (at small sample sizes). The performance of our method at practical sample sizes is demonstrated by simulation examples and two real examples from the fields of climatology and image recognition.

Keywords: Box-Cox transform, density estimation, mode seeking, semiparametric method

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Authors: F. Clara Fang, Hernan Castaneda

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The Connecticut Department of Transportation (ConnDOT) has constructed four roundabouts in the State of Connecticut within the past ten years. VISSIM traffic simulation software was utilized to analyze these roundabouts during their design phase. The queue length and level of service observed in the field appear to be better than predicted by the VISSIM model. The objectives of this project are to: identify VISSIM input variables most critical to accurate modeling; recommend VISSIM calibration factors; and, provide other recommendations for roundabout traffic operations modeling. Traffic data were collected at these roundabouts using Miovision Technologies. Cameras were set up to capture vehicle circulating activity and entry behavior for two weekdays. A large sample size of filed data was analyzed to achieve accurate and statistically significant results. The data extracted from the videos include: vehicle circulating speed; critical gap estimated by Maximum Likelihood Method; peak hour volume; follow-up headway; travel time; and, vehicle queue length. A VISSIM simulation of existing roundabouts was built to compare both queue length and travel time predicted from simulation with measured in the field. The research investigated a variety of simulation parameters as calibration factors for describing driver behaviors at roundabouts. Among them, critical gap is the most effective calibration variable in roundabout simulation. It has a significant impact to queue length, particularly when the volume is higher. The results will improve the design of future roundabouts in Connecticut and provide decision makers with insights on the relationship between various choices and future performance.

Keywords: driver critical gap, roundabout analysis, simulation, VISSIM modeling

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Authors: Hyun-Woo Cho

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The detection and identification of multivariate manufacturing processes are quite important in order to maintain good product quality. Unusual behaviors or events encountered during its operation can have a serious impact on the process and product quality. Thus they should be detected and identified as soon as possible. This paper focused on the efficient representation of process measurement data in detecting and identifying abnormalities. This qualitative method is effective in representing fault patterns of process data. In addition, it is quite sensitive to measurement noise so that reliable outcomes can be obtained. To evaluate its performance a simulation process was utilized, and the effect of adopting linear and nonlinear methods in the detection and identification was tested with different simulation data. It has shown that the use of a nonlinear technique produced more satisfactory and more robust results for the simulation data sets. This monitoring framework can help operating personnel to detect the occurrence of process abnormalities and identify their assignable causes in an on-line or real-time basis.

Keywords: detection, monitoring, identification, measurement data, multivariate techniques

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Authors: Jeh-Nan Pan, Chung-I Li

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Measurement system analysis (MSA) plays an important role in helping organizations to improve their product quality. Generally speaking, the gauge repeatability and reproducibility (GRR) study is performed according to the MSA handbook stated in QS9000 standards. Usually, GRR study for assessing the adequacy of gauge variation needs to be conducted prior to the process capability analysis. Traditional MSA only considers a single quality characteristic. With the advent of modern technology, industrial products have become very sophisticated with more than one quality characteristic. Thus, it becomes necessary to perform multivariate GRR analysis for a measurement system when collecting data with multiple responses. In this paper, we take the correlation coefficients among tolerances into account to revise the multivariate precision-to-tolerance (P/T) ratio as proposed by Majeske (2008). We then compare the performance of our revised P/T ratio with that of the existing ratios. The simulation results show that our revised P/T ratio outperforms others in terms of robustness and proximity to the actual value. Moreover, the optimal allocation of several parameters such as the number of quality characteristics (v), sample size of parts (p), number of operators (o) and replicate measurements (r) is discussed using the confidence interval of the revised P/T ratio. Finally, a standard operating procedure (S.O.P.) to perform the GRR study for multivariate measurement systems is proposed based on the research results. Hopefully, it can be served as a useful reference for quality practitioners when conducting such study in industries. Measurement system analysis (MSA) plays an important role in helping organizations to improve their product quality. Generally speaking, the gauge repeatability and reproducibility (GRR) study is performed according to the MSA handbook stated in QS9000 standards. Usually, GRR study for assessing the adequacy of gauge variation needs to be conducted prior to the process capability analysis. Traditional MSA only considers a single quality characteristic. With the advent of modern technology, industrial products have become very sophisticated with more than one quality characteristic. Thus, it becomes necessary to perform multivariate GRR analysis for a measurement system when collecting data with multiple responses. In this paper, we take the correlation coefficients among tolerances into account to revise the multivariate precision-to-tolerance (P/T) ratio as proposed by Majeske (2008). We then compare the performance of our revised P/T ratio with that of the existing ratios. The simulation results show that our revised P/T ratio outperforms others in terms of robustness and proximity to the actual value. Moreover, the optimal allocation of several parameters such as the number of quality characteristics (v), sample size of parts (p), number of operators (o) and replicate measurements (r) is discussed using the confidence interval of the revised P/T ratio. Finally, a standard operating procedure (S.O.P.) to perform the GRR study for multivariate measurement systems is proposed based on the research results. Hopefully, it can be served as a useful reference for quality practitioners when conducting such study in industries.

Keywords: gauge repeatability and reproducibility, multivariate measurement system analysis, precision-to-tolerance ratio, Gauge repeatability

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Authors: Walid Chkili

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This paper investigates the dynamic relationship between gold and stock markets using data for BRICS counties. For this purpose, we estimate three multivariate GARCH models (namely CCC, DCC and BEKK) for weekly stock and gold data. Our main objective is to examine time variations in conditional correlations between the two assets and to check the effectiveness use of gold as a hedge for equity markets. Empirical results reveal that dynamic conditional correlations switch between positive and negative values over the period under study. This correlation is negative during the major financial crises suggesting that gold can act as a safe haven during the major stress period of stock markets. We also evaluate the implications for portfolio diversification and hedging effectiveness for the pair gold/stock. Our findings suggest that adding gold in the stock portfolio enhance its risk-adjusted return.

Keywords: gold, financial markets, hedge, multivariate GARCH

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Authors: Malay Bhattacharyya, Saparya Suresh

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The Correlation Structure associated with a portfolio is subjected to vary across time. Studying the structural breaks in the time-dependent Correlation matrix associated with a collection had been a subject of interest for a better understanding of the market movements, portfolio selection, etc. The current paper proposes a methodology for testing the change in the time-dependent correlation structure of a portfolio in the high dimensional data using the techniques of generalized inverse, singular valued decomposition and multivariate distribution theory which has not been addressed so far. The asymptotic properties of the proposed test are derived. Also, the performance and the validity of the method is tested on a real data set. The proposed test performs well for detecting the change in the dependence of global markets in the context of high dimensional data.

Keywords: correlation structure, high dimensional data, multivariate distribution theory, singular valued decomposition

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Authors: Atchara Sankom, Warapa Mahakarnchanakul, Ronnarit Rittiron, Tanaboon Sajjaanantakul, Thammasak Thongket

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Vegetables are frequently contaminated with pesticides residues resulting in the most food safety concern among agricultural products. The objective of this work was to develop a method to detect the organophosphate (OP) pesticides residues in vegetables using Near Infrared (NIR) spectroscopy technique. Low concentration (ppm) of OP pesticides in vegetables were investigated. The experiment was divided into 2 sections. In the first section, Chinese kale spiked with different concentrations of chlorpyrifos pesticide residues (0.5-100 ppm) was chosen as the sample model to demonstrate the appropriate conditions of sample preparation, both for a solution or solid sample. The spiked samples were extracted with acetone. The sample extracts were applied as solution samples, while the solid samples were prepared by the dry-extract system for infrared (DESIR) technique. The DESIR technique was performed by embedding the solution sample on filter paper (GF/A) and then drying. The NIR spectra were measured with the transflectance mode over wavenumber regions of 12,500-4000 cm⁻¹. The QuEChERS method followed by gas chromatography-mass spectrometry (GC-MS) was performed as the standard method. The results from the first section showed that the DESIR technique with NIR spectroscopy demonstrated good accurate calibration result with R² of 0.93 and RMSEP of 8.23 ppm. However, in the case of solution samples, the prediction regarding the NIR-PLSR (partial least squares regression) equation showed poor performance (R² = 0.16 and RMSEP = 23.70 ppm). In the second section, the DESIR technique coupled with NIR spectroscopy was applied to the detection of OP pesticides in vegetables. Vegetables (Chinese kale, cabbage and hot chili) were spiked with OP pesticides (chlorpyrifos ethion and profenofos) at different concentrations ranging from 0.5 to 100 ppm. Solid samples were prepared (based on the DESIR technique), then samples were scanned by NIR spectrophotometer at ambient temperature (25+2°C). The NIR spectra were measured as in the first section. The NIR- PLSR showed the best calibration equation for detecting low concentrations of chlorpyrifos residues in vegetables (Chinese kale, cabbage and hot chili) according to the prediction set of R2 and RMSEP of 0.85-0.93 and 8.23-11.20 ppm, respectively. For ethion residues, the best calibration equation of NIR-PLSR showed good indexes of R² and RMSEP of 0.88-0.94 and 7.68-11.20 ppm, respectively. As well as the results for profenofos pesticide, the NIR-PLSR also showed the best calibration equation for detecting the profenofos residues in vegetables according to the good index of R² and RMSEP of 0.88-0.97 and 5.25-11.00 ppm, respectively. Moreover, the calibration equation developed in this work could rapidly predict the concentrations of OP pesticides residues (0.5-100 ppm) in vegetables, and there was no significant difference between NIR-predicted values and actual values (data from GC-MS) at a confidence interval of 95%. In this work, the proposed method using NIR spectroscopy involving the DESIR technique has proved to be an efficient method for the screening detection of OP pesticides residues at low concentrations, and thus increases the food safety potential of vegetables for domestic and export markets.

Keywords: NIR spectroscopy, organophosphate pesticide, vegetable, food safety

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Authors: Ekapon Thienthaworn

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This research aims to study the reliability of the forecasting factor in social media by using survey research methods with questionnaires. The sampling is the group of undergraduate students in Bangkok. A multiple-step random number of 400 persons, data analysis are descriptive statistics with multivariate regression analysis. The research found the average of the overall trust at the intermediate level for reading the news in social media and the results of the multivariate regression analysis to find out the factors that forecast credibility of the media found the only content that has the power to forecast reliability of undergraduate students in Bangkok to reading the news on social media at the significance level.at 0.05.These can be factors with forecasts reliability of news in social media by a variable that has the highest influence factor of the media content and the speed is also important for reliability of the news.

Keywords: credibility of news, behaviors and attitudes, social media, web board

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Authors: Tung-Hui Hsu, Wen-Yuh Jywe

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Five-axis computer numerical control (CNC) machine tools (three linear and two rotary axes) are ideally suited to the fabrication of complex work pieces, such as dies, turbo blades, and cams. The locations of the axis average line and centerline of the rotary axes strongly influence the performance of these machines; however, techniques to compensate for eccentric error in the rotary axes remain weak. This paper proposes optical (Non-Bar) techniques capable of calibrating five-axis CNC machine tools and compensating for eccentric error in the rotary axes. This approach employs the measurement path in ISO/CD 10791-6 to determine the eccentric error in two rotary axes, for which compensatory measures can be implemented. Experimental results demonstrate that the proposed techniques can improve the performance of various five-axis CNC machine tools by more than 90%. Finally, a result of the cutting test using a B-type five-axis CNC machine tool confirmed to the usefulness of this proposed compensation technique.

Keywords: calibration, compensation, rotary axis, five-axis computer numerical control (CNC) machine tools, eccentric error, optical calibration system, ISO/CD 10791-6

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Authors: Ana Paula Camelo, Keila Sanches

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The Geographically Weighted Regression (GWR) was proposed in geography literature to allow relationship in a regression model to vary over space. In Brazil, the agricultural exploitation of the Cerrado Biome is the main cause of deforestation. In this study, we propose a methodology using geostatistical methods to characterize the spatial dependence of deforestation in the Cerrado based on agricultural production indicators. Therefore, it was used the set of exploratory spatial data analysis tools (ESDA) and confirmatory analysis using GWR. It was made the calibration a non-spatial model, evaluation the nature of the regression curve, election of the variables by stepwise process and multicollinearity analysis. After the evaluation of the non-spatial model was processed the spatial-regression model, statistic evaluation of the intercept and verification of its effect on calibration. In an analysis of Spearman’s correlation the results between deforestation and livestock was +0.783 and with soybeans +0.405. The model presented R²=0.936 and showed a strong spatial dependence of agricultural activity of soybeans associated to maize and cotton crops. The GWR is a very effective tool presenting results closer to the reality of deforestation in the Cerrado when compared with other analysis.

Keywords: deforestation, geographically weighted regression, land use, spatial analysis

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Authors: Panudet Saengseedam, Nanthachai Kantanantha

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This paper proposes a linear mixed model (LMM) with spatial effects to forecast rice and cassava yields in Thailand at the same time. A multivariate conditional autoregressive (MCAR) model is assumed to present the spatial effects. A Bayesian method is used for parameter estimation via Gibbs sampling Markov Chain Monte Carlo (MCMC). The model is applied to the rice and cassava yields monthly data which have been extracted from the Office of Agricultural Economics, Ministry of Agriculture and Cooperatives of Thailand. The results show that the proposed model has better performance in most provinces in both fitting part and validation part compared to the simple exponential smoothing and conditional auto regressive models (CAR) from our previous study.

Keywords: Bayesian method, linear mixed model, multivariate conditional autoregressive model, spatial time series

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Authors: Saad Alkentar, Abdulkareem Assalem

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Recognizing small targets has always posed a significant challenge in image analysis. Over long distances, the image signal-to-noise ratio tends to be low, limiting the amount of useful information available to detection systems. Consequently, visual target recognition becomes an intricate task to tackle. In this study, we introduce a Track Before Detect (TBD) approach that leverages target trajectory information (coordinates) to effectively distinguish between noise and potential targets. By reframing the problem as a multivariate time series classification, we have achieved remarkable results. Specifically, our TBD method achieves an impressive 97% accuracy in separating target signals from noise within a mere half-second time span (consisting of 10 data points). Furthermore, when classifying the identified targets into our predefined categories—airplane, drone, and bird—we achieve an outstanding classification accuracy of 96% over a more extended period of 1.5 seconds (comprising 30 data points).

Keywords: small targets, drones, trajectory information, TBD, multivariate time series

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Authors: Fouzi Harrou, Ying Sun, Sofiane Khadraoui

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Anomaly detection based on Principal Component Analysis (PCA) was studied intensively and largely applied to multivariate processes with highly cross-correlated process variables. Monitoring metrics such as the Hotelling's T2 and the Q statistics are usually used in PCA-based monitoring to elucidate the pattern variations in the principal and residual subspaces, respectively. However, these metrics are ill suited to detect small faults. In this paper, the Exponentially Weighted Moving Average (EWMA) based on the Q and T statistics, T2-EWMA and Q-EWMA, were developed for detecting faults in the process mean. The performance of the proposed methods was compared with that of the conventional PCA-based fault detection method using synthetic data. The results clearly show the benefit and the effectiveness of the proposed methods over the conventional PCA method, especially for detecting small faults in highly correlated multivariate data.

Keywords: data-driven method, process control, anomaly detection, dimensionality reduction

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Authors: A. Aboubakr, E. Fehling, S. A. Mourad, M. Omar

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Wind energy is one of the most effective renewable sources especially offshore wind energy although offshore wind technology is more costly to produce. It is well known that offshore wind energy can potentially be very cheap once infrastructure and researches improve. Laterally, the trend is to construct offshore wind energy to generate the electricity form wind. This leads to intensive research in order to improve the infrastructures. Offshore wind energy is the construction of wind farms in bodies of water to generate electricity from wind. The most important part in offshore wind turbine structure is the foundation and its connection with the wind tower. This is the main difference between onshore and offshore structures. Grouted connection between the foundation and the wind tower is the most important part of the building process when constructing wind offshore turbines. Most attention should be paid to the actual grout connection as this transfers the loads safely from tower to foundations and the soil also. In this paper, finite element analyses have been carried out for studying the behaviour of offshore grouted connection for wind turbine structures. ATENA program have been used for non-linear analysis simulation of the real structural behavior thus demonstrating the crushing, cracking, contact between the two materials and steel yielding. A calibration of the material used in the simulation has been carried out assuring an accurate model of the used material by ATENA program. This calibration was performed by comparing the results from the ATENA program with experimental results to validate the material properties used in ATENA program. Three simple patch test models with different properties have been performed. The research is concluded with a result that the calibration showing a good agreement between the ATENA program material behaviors and the experimental results.

Keywords: grouted connection, 3D modeling, finite element analysis, offshore wind energy turbines, stresses

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Authors: Huijuan Liu, Fukun Li, Hao Yuan

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The bolted spherical node is a common type of joint in space steel structures. The bolt-sphere joint portion almost always controls the bearing capacity of the bolted spherical node. The investigation of the bearing performance and progressive failure in service often requires high-fidelity numerical models. This paper focuses on the constitutive models of bolt steel and sphere steel used in China’s space structure construction. The elastoplastic model is determined by a standard tensile test and calibrated Voce saturated hardening rule. The ductile damage is found dominant based on the fractography analysis. Then Rice-Tracey ductile fracture rule is selected and the model parameters are calibrated based on tensile tests of notched specimens. These calibrated material models can benefit research or engineering work in similar fields.

Keywords: bolt-sphere joint, steel, constitutive model, ductile damage, model calibration

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Authors: Pooja Sanathkumar, Srinidhi Murali, Sethuraman TV, Saravanan M, Paventhan Arumugam, Ashwin Ashok

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The last decade has witnessed a significant interest in visible light communication (VLC) technology, as VLC can potentially achieve high data rate links and secure communication channels. However, the use of VLC under mobile settings is fundamentally limited as its a line-of-sight (LOS) technology and there has been limited breakthroughs in realizing VLC for mobile settings. In this regard, this work targets to study the VLC channel under mobility. Through a use-case study analysis with experiment data traces this paper presents an empirical VLC channel study considering the application of VLC for smart lighting in an indoor room environment. This paper contributes a calibration study of a prototype VLC smart lighting system in an indoor environment and through the inferences gained from the calibration, and considering a user is carrying a mobile device fit with a VLC receiver, this work presents recommendations for user's position adjustments, with the goal to ensure maximum connectivity across the room.

Keywords: visible light communication, mobility, empirical study, channel characterization

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Authors: Sorore Benabid

Abstract:

The Q-enhanced LC filters are the most used architecture in the Bandpass (BP) Continuous-Time (CT) Delta-Sigma (ΣΔ) modulators, due to their: high frequencies operation, high linearity than the active filters and a high quality factor obtained by Q-enhanced technique. This technique consists of the use of a negative resistance that compensate the ohmic losses in the on-chip inductor. However, this technique introduces a zero in the filter transfer function which will affect the modulator performances in term of Dynamic Range (DR), stability and in-band noise (Signal-to-Noise Ratio (SNR)). In this paper, we study the effect of this zero and we demonstrate that a calibration of the excess loop delay (ELD) is required to ensure the best performances of the modulator. System level simulations are done for a 2ndorder BP CT (ΣΔ) modulator at a center frequency of 300MHz. Simulation results indicate that the optimal ELD should be reduced by 13% to achieve the maximum SNR and DR compared to the ideal LC-based ΣΔ modulator.

Keywords: continuous-time bandpass delta-sigma modulators, excess loop delay, on-chip inductor, Q-enhanced LC filter

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Authors: Chun-Ming Huang, Yi-Jun Liu, Yi-Jie Hsieh, Jin-Ju Chue, Wei-Lin Lai, Chun-Yu Chen, Chih-Chyau Yang, Chien-Ming Wu

Abstract:

The market of wearable devices has been growing rapidly in two years. The integration of sensors and wearable devices has become the trend of the next technology products. Thus, the academics and industries are eager to cultivate talented persons in sensing technology. Currently, academic and industries have more and more demands on the integrations of versatile sensors and applications, especially for the teams who focus on the development of sensor circuit architectures. These teams tape-out many MEMs sensors chips through the chip fabrication service from National Chip Implementation Center (CIC). However, most of these teams are only able to focus on the circuit design of MEMs sensors; they lack the key support of further system demonstration. This paper follows the CIC’s main mission of promoting the chip/system advanced design technology and aims to establish the environments of the modularized sensing system platform and the system design flow with the measurement and calibration technology. These developed environments are used to support these research teams and help academically advanced sensor designs to perform the system demonstration. Thus, the research groups can promote and transfer their advanced sensor designs to industrial and further derive the industrial economic values. In this paper, the modularized sensing platform is proposed to enable the system demonstration for advanced sensor chip design. The environment of sensor measurement and calibration is established for academic to achieve an accurate sensor result. Two reference sensor designs cooperated with the modularized sensing platform are given to show the sensing system integration and demonstration. These developed environments and platforms are currently provided to academics in Taiwan, and so that the academics can obtain a better environment to perform the system demonstration and improve the research and teaching quality.

Keywords: modularized sensing platform, sensor design and calibration, sensor system, sensor system design flow

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Authors: Zouhair Haddi, Stephane Delliaux, Jean-Francois Pons, Ismail Kechaf, Jean-Claude De Haro, Mustapha Ouladsine

Abstract:

Atrial fibrillation (AF) has been considered as the most common cardiac arrhythmia, and a major public health burden associated with significant morbidity and mortality. Nowadays, telemedical approaches targeting cardiac outpatients situate AF among the most challenged medical issues. The automatic, early, and fast AF detection is still a major concern for the healthcare professional. Several algorithms based on univariate analysis have been developed to detect atrial fibrillation. However, the published results do not show satisfactory classification accuracy. This work was aimed at resolving this shortcoming by proposing multivariate data analysis methods for automatic AF detection. Four publicly-accessible sets of clinical data (AF Termination Challenge Database, MIT-BIH AF, Normal Sinus Rhythm RR Interval Database, and MIT-BIH Normal Sinus Rhythm Databases) were used for assessment. All time series were segmented in 1 min RR intervals window and then four specific features were calculated. Two pattern recognition methods, i.e., Principal Component Analysis (PCA) and Learning Vector Quantization (LVQ) neural network were used to develop classification models. PCA, as a feature reduction method, was employed to find important features to discriminate between AF and Normal Sinus Rhythm. Despite its very simple structure, the results show that the LVQ model performs better on the analyzed databases than do existing algorithms, with high sensitivity and specificity (99.19% and 99.39%, respectively). The proposed AF detection holds several interesting properties, and can be implemented with just a few arithmetical operations which make it a suitable choice for telecare applications.

Keywords: atrial fibrillation, multivariate data analysis, automatic detection, telemedicine

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Authors: Anjali Uday, Yuting Wang, Andres Alfonso Pena Olare

Abstract:

The Discrete Element Method is a promising approach to modeling microscopic behaviors of granular materials. The quality of the simulations however depends on the model parameters utilized. The present study focuses on calibration and validation of the discrete element parameters for Cuxhaven sand based on the experimental data from triaxial and oedometer tests. A sensitivity analysis was conducted during the sample preparation stage and the shear stage of the triaxial tests. The influence of parameters like rolling resistance, inter-particle friction coefficient, confining pressure and effective modulus were investigated on the void ratio of the sample generated. During the shear stage, the effect of parameters like inter-particle friction coefficient, effective modulus, rolling resistance friction coefficient and normal-to-shear stiffness ratio are examined. The calibration of the parameters is carried out such that the simulations reproduce the macro mechanical characteristics like dilation angle, peak stress, and stiffness. The above-mentioned calibrated parameters are then validated by simulating an oedometer test on the sand. The oedometer test results are in good agreement with experiments, which proves the suitability of the calibrated parameters. In the next step, the calibrated and validated model parameters are applied to forecast the micromechanical behavior including the evolution of contact force chains, buckling of columns of particles, observation of non-coaxiality, and sample inhomogeneity during a simple shear test. The evolution of contact force chains vividly shows the distribution, and alignment of strong contact forces. The changes in coordination number are in good agreement with the volumetric strain exhibited during the simple shear test. The vertical inhomogeneity of void ratios is documented throughout the shearing phase, which shows looser structures in the top and bottom layers. Buckling of columns is not observed due to the small rolling resistance coefficient adopted for simulations. The non-coaxiality of principal stress and strain rate is also well captured. Thus the micromechanical behaviors are well described using the calibrated and validated material parameters.

Keywords: discrete element model, parameter calibration, triaxial test, oedometer test, simple shear test

Procedia PDF Downloads 95

Authors: Ahmed Elaksher

Abstract:

Over the last few years, significant progresses have been made and new approaches have been proposed for efficient collection of 3D spatial data from Unmanned aerial vehicles (UAVs) with reduced costs compared to imagery from satellite or manned aircraft. In these systems, a low-cost GPS unit provides the position, velocity of the vehicle, a low-quality inertial measurement unit (IMU) determines its orientation, and off-the-shelf cameras capture the images. Structure from Motion (SfM) and photogrammetry are the main tools for 3D surface reconstruction from images collected by these systems. Unlike traditional techniques, SfM allows the computation of calibration parameters using point correspondences across images without performing a rigorous laboratory or field calibration process and it is more flexible in that it does not require consistent image overlap or same rotation angles between successive photos. These benefits make SfM ideal for UAVs aerial mapping. In this paper, a direct comparison between SfM Digital Elevation Models (DEM) and those generated through traditional photogrammetric techniques was performed. Data was collected by a 3DR IRIS+ Quadcopter with a Canon PowerShot S100 digital camera. Twenty ground control points were randomly distributed on the ground and surveyed with a total station in a local coordinate system. Images were collected from an altitude of 30 meters with a ground resolution of nine mm/pixel. Data was processed with PhotoScan, VisualSFM, Imagine Photogrammetry, and a photogrammetric algorithm developed by the author. The algorithm starts with performing a laboratory camera calibration then the acquired imagery undergoes an orientation procedure to determine the cameras’ positions and orientations. After the orientation is attained, correlation based image matching is conducted to automatically generate three-dimensional surface models followed by a refining step using sub-pixel image information for high matching accuracy. Tests with different number and configurations of the control points were conducted. Camera calibration parameters estimated from commercial software and those obtained with laboratory procedures were comparable. Exposure station positions were within less than few centimeters and insignificant differences, within less than three seconds, among orientation angles were found. DEM differencing was performed between generated DEMs and few centimeters vertical shifts were found.

Keywords: UAV, photogrammetry, SfM, DEM

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