Search results for: nonstationary increments

Authors: Andrew Clark

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McCauley, Bassler, and Gunaratne show that integration I(d) processes as used in economics and finance do not necessarily produce stationary increments, which are required to determine causality in both the short term and the long term. This paper follows their lead and shows I(d) aluminum cash and futures log prices at daily and weekly intervals do not have stationary increments, which means prior causality studies using I(d) processes need to be re-examined. Wavelets based on undifferenced cash and futures log prices do have stationary increments and are used along with transfer entropy (versus cointegration) to measure causality. Wavelets exhibit causality at most daily time scales out to 1 year, and weekly time scales out to 1 year and more. To determine stationarity, localized stationary wavelets are used. LSWs have the benefit, versus other means of testing for stationarity, of using multiple hypothesis tests to determine stationarity. As informational flows exist between cash and futures at daily and weekly intervals, the aluminum market is efficient. Therefore, hedges used by producers and consumers of aluminum need not have a big concern in terms of the underestimation of hedge ratios. Questions about arbitrage given efficiency are addressed in the paper.

Keywords: transfer entropy, nonstationary increments, wavelets, localized stationary wavelets, localized stationary wavelets

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Authors: Chad Brown

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This paper establishes general conditions for the convergence rates of nonparametric sieve estimators with dependent data. We present two key results: one for nonstationary data and another for stationary mixing data. Previous theoretical results often lack practical applicability to deep neural networks (DNNs). Using these conditions, we derive convergence rates for DNN sieve estimators in nonparametric regression settings with both nonstationary and stationary mixing data. The DNN architectures considered adhere to current industry standards, featuring fully connected feedforward networks with rectified linear unit activation functions, unbounded weights, and a width and depth that grows with sample size.

Keywords: sieve extremum estimates, nonparametric estimation, deep learning, neural networks, rectified linear unit, nonstationary processes

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Authors: Yiyuan Tao

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Under the impact of global warming together with the intensification of human activities, the hydrological regimes may be altered, and the traditional stationary assumption was no longer satisfied. However, most of the current design standards of water infrastructures were still based on the hypothesis of stationarity, which may inevitably result in severe biases. Many critical impacts of climate on ecosystems, society, and the economy are controlled by extreme events rather than mean values. Therefore, it is of great significance to identify the non-stationarity of precipitation extremes and model the precipitation extremes in a nonstationary framework. The Wei River Basin (WRB), located in a continental monsoon climate zone in China, is selected as a case study in this study. Six extreme precipitation indices were employed to investigate the changing patterns and stationarity of precipitation extremes in the WRB. To identify if precipitation extremes are stationary, the Mann-Kendall trend test and the Pettitt test, which is used to examine the occurrence of abrupt changes are adopted in this study. Extreme precipitation indices series are fitted with non-stationary distributions that selected from six widely used distribution functions: Gumbel, lognormal, Weibull, gamma, generalized gamma and exponential distributions by means of the time-varying moments model generalized additive models for location, scale and shape (GAMLSS), where the distribution parameters are defined as a function of time. The results indicate that: (1) the trends were not significant for the whole WRB, but significant positive/negative trends were still observed in some stations, abrupt changes for consecutive wet days (CWD) mainly occurred in 1985, and the assumption of stationarity is invalid for some stations; (2) for these nonstationary extreme precipitation indices series with significant positive/negative trends, the GAMLSS models are able to capture well the temporal variations of the indices, and perform better than the stationary model. Finally, the differences between the quantiles of nonstationary and stationary models are analyzed, which highlight the importance of nonstationary modeling of precipitation extremes in the WRB.

Keywords: extreme precipitation, GAMLSSS, non-stationary, Wei River Basin

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Authors: C. Slim

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Traditional techniques for analyzing time series are based on the notion of stationarity of phenomena under study, but in reality most economic and financial series do not verify this hypothesis, which implies the implementation of specific tools for the detection of such behavior. In this paper, we study nonstationary non-seasonal time series tests in a non-exhaustive manner. We formalize the problem of nonstationary processes with numerical simulations and take stock of their statistical characteristics. The theoretical aspects of some of the most common unit root tests will be discussed. We detail the specification of the tests, showing the advantages and disadvantages of each. The empirical study focuses on the application of these tests to the exchange rate (USD/TND) and the Consumer Price Index (CPI) in Tunisia, in order to compare the Power of these tests with the characteristics of the series.

Keywords: stationarity, unit root tests, economic time series, ADF tests

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Authors: Valeria Bondarenko

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In this paper, we propose two problems related to fractal Brownian motion. First problem is simultaneous estimation of two parameters, Hurst exponent and the volatility, that describe this random process. Numerical tests for the simulated fBm provided an efficient method. Second problem is approximation of the increments of the observed time series by a power function by increments from the fractional Brownian motion. Approximation and estimation are shown on the example of real data, daily deposit interest rates.

Keywords: fractional Brownian motion, Gausssian processes, approximation, time series, estimation of properties of the model

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Authors: Joseph Thomas Eghwerido, Julian I. Mbegbu

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In modelling environment processes, we apply multidisciplinary knowledge to explain, explore and predict the Earth's response to natural human-induced environmental changes. Thus, the analysis of spatial-time ecological and environmental studies, the spatial parameters of interest are always heterogeneous. This often negates the assumption of stationarity. Hence, the dispersion of the transportation of atmospheric pollutants, landscape or topographic effect, weather patterns depends on a good estimate of spatial covariance. The generalized linear mixed model, although linear in the expected value parameters, its likelihood varies nonlinearly as a function of the covariance parameters. As a consequence, computing estimates for a linear mixed model requires the iterative solution of a system of simultaneous nonlinear equations. In other to predict the variables at unsampled locations, we need to know the estimate of the present sampled variables. The geostatistical methods for solving this spatial problem assume covariance stationarity (locally defined covariance) and uniform in space; which is not apparently valid because spatial processes often exhibit nonstationary covariance. Hence, they have globally defined covariance. We shall consider different existing methods of solutions of spatial covariance of a space-time processes at unsampled locations. This stationary covariance changes with locations for multiple time set with some asymptotic properties.

Keywords: parametric, nonstationary, Kernel, Kriging

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Authors: Lifar M. S., Tereshchenko A. A., Bulgakov A. N., Guda S. A., Guda A. A., Soldatov A. V.

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Metal nanoparticles are widely used as heterogeneous catalysts to activate adsorbed molecules and reduce the energy barrier of the reaction. Reaction product yield depends on the interplay between elementary processes - adsorption, activation, reaction, and desorption. These processes, in turn, depend on the inlet feed concentrations, temperature, and pressure. At stationary conditions, the active surface sites may be poisoned by reaction byproducts or blocked by thermodynamically adsorbed gaseous reagents. Thus, the yield of reaction products can significantly drop. On the contrary, the dynamic control accounts for the changes in the surface properties and adjusts reaction parameters accordingly. Therefore dynamic control may be more efficient than stationary control. In this work, a reinforcement learning algorithm has been applied to control the simulation of CO oxidation on a catalyst. The policy gradient algorithm is learned to maximize the CO₂ production rate based on the CO and O₂ flows at a given time step. Nonstationary solutions were found for the regime with surface deactivation. The maximal product yield was achieved for periodic variations of the gas flows, ensuring a balance between available adsorption sites and the concentration of activated intermediates. This methodology opens a perspective for the optimization of catalytic reactions under nonstationary conditions.

Keywords: artificial intelligence, catalyst, co oxidation, reinforcement learning, dynamic control

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Authors: Tukeaban Hasanova, Jamila Imamalieva

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By the operational method, the problem on two-dimensional wave propagation in elastic medium excited by the round cylinder is solved. An analytical solution responding to instantaneous application of speed to the inclusion at its subsequent change is constructed. The two-dimensional problem on wave propagation in an elastic medium is considered.

Keywords: cylinder, inclusion, wave, elastic medium, speed

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Authors: Robin Molinier

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Industrial symbiosis (I.S) deals with both substitution synergies (exchange of waste materials, fatal energy and utilities as resources for production) and infrastructure/service sharing synergies. The latter is based on the intensification of use of an asset and thus requires to balance capital costs increments with snowball effects (network externalities) for its implementation. Initial investors must specify ex-ante arrangements (cost sharing and pricing schedule) to commit toward investments in capacities and transactions. Our model investigate the decision of 2 actors trying to choose cooperatively a level of infrastructure capacity oversizing to set a plug-and-play offer to a potential entrant whose capacity requirement is randomly distributed while satisficing their own requirements. Capacity cost exhibits sub-additive property so that there is room for profitable overcapacity setting in the first period. The entrant’s willingness-to-pay for the access to the infrastructure is dependent upon its standalone cost and the capacity gap that it must complete in case the available capacity is insufficient ex-post (the complement cost). Since initial capacity choices are driven by ex-ante (expected) yield extractible from the entrant we derive the expected complement cost function which helps us defining the investors’ objective function. We first show that this curve is decreasing and convex in the capacity increments and that it is shaped by the distribution function of the potential entrant’s requirements. We then derive the general form of solutions and solve the model for uniform and triangular distributions. Depending on requirements volumes and cost assumptions different equilibria occurs. We finally analyze the effect of a per-unit subsidy a public actor would apply to foster such sharing synergies.

Keywords: capacity, cooperation, industrial symbiosis, pricing

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Authors: Khaled I. Nawafleh

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In this work, we apply the method of Hamilton-Jacobi to obtain solutions of Hamiltonian systems in classical mechanics with two certain structures: the first structure plays a central role in the theory of time-dependent Hamiltonians, whilst the second is used to treat classical Hamiltonians, including dissipation terms. It is proved that the generalization of problems from the calculus of variation methods in the nonstationary case can be obtained naturally in Hamilton-Jacobi formalism. Then, another expression of geometry of the Hamilton Jacobi equation is retrieved for Hamiltonians with time-dependent and frictional terms. Both approaches shall be applied to many physical examples.

Keywords: Hamilton-Jacobi, time dependent lagrangians, dissipative systems, variational principle

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Authors: Mounir Zili

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We will introduce a new extension of the Brownian motion, that could serve to get a good model of many natural phenomena. It is a linear combination of a finite number of sub-fractional Brownian motions; that is why we will call it the mixed sub-fractional Brownian motion. We will present some basic properties of this process. Among others, we will check that our process is non-Markovian and that it has non-stationary increments. We will also give the conditions under which it is a semimartingale. Finally, the main features of its sample paths will be specified.

Keywords: mixed Gaussian processes, Sub-fractional Brownian motion, sample paths

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Authors: Mohammed S. Aly, Abou-Zeid N. El-Shahat, Nabila Y. Naguib, Huussie A. Said-Al Ahl, Atef M. Zakaria, Mohamed A. Abou Dahab

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This study was conducted during two successive seasons of 2000/2001 and 2001/2002 to evaluate the response of Anethum graveolens L. plants to nitrogen fertilizer with or without bio-fertilizer on fruits yield, total flavonoids and carbohydrates content, essential oil yield and constituents. Results cleared that the treatment of 60 Kg N/feddan without and with bio-fertilizer gave the highest umbels number per plant through the two seasons and these increments were significant in comparison with control plants. Meanwhile, fruits weight (g/plant) showed significant increase with the treatments of nitrogen fertilizers alone and combined with bio-fertilizers compared with control plants in the first and second season. Maximum increments were resulted with the previous treatment (60 Kg N/fed). Fruits yield (Kg/fed) revealed the same trend of fruits weight (g/plant). Total flavonoids contents were significantly increased with all of used treatments. Maximum increase was noticed with bio-fertilizers combined with 60 Kg N/fed during two seasons. Total carbohydrate contents showed significant increase with applied nitrogen fertilizers treatments as alone, meanwhile total carbohydrate contents were increased non-significantly with the other used treatments during the two seasons in comparison with control plants content. The treatment of bio-fertilizer and in most of nitrogen fertilizer levels significantly increased essential oil percentage, content and yield. The treatment of 60 Kg N/fed with or without bio-fertilizer gave the best values. All identified compounds were observed in the essential oil of all treatments. The major compounds were limonene, carvone and dillapiole. The most effective fertilization on limonene content was 40 Kg N/fed and/or bio-fertilizers. Meanwhile 20 Kg N/fed with or without bio-fertilizers increased carvone, but most of fertilization treatments except those of bio-fertlizers and 40 Kg N/fed increased dillapiole content.

Keywords: carbohydrates, dill, essential oil, fertilizer, flavonoids

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Authors: Mounir Zili

Abstract:

We will introduce a new extension of the Brownian motion, that could serve to get a good model of many natural phenomena. It is a linear combination of a finite number of sub-fractional Brownian motions; that is why we will call it the mixed sub-fractional Brownian motion. We will present some basic properties of this process. Among others, we will check that our process is non-markovian and that it has non-stationary increments. We will also give the conditions under which it is a semi-martingale. Finally, the main features of its sample paths will be specified.

Keywords: fractal dimensions, mixed gaussian processes, sample paths, sub-fractional brownian motion

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Authors: Citra Pertiwi, Muhammad Fikruzzaman Rahawarin

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Government of Indonesia had committed to increasing its national defense the budget up to 1,5 percent of GDP. However, the budget increase does not necessarily allocate efficiently and effectively. Using Data Envelopment Analysis (DEA), the operational units of Indonesian Armed Forces are considered as a proxy to measure those two aspects. The bootstrap technique is being used as well to reduce uncertainty in the estimation. Additionally, technological change is being measured as a nonstationary component. Nearly half of the units are being estimated as fully efficient, with less than a third is considered as effective. Longer and larger sets of data might increase the robustness of the estimation in the future.

Keywords: bootstrap, effectiveness, efficiency, DEA, military, Malmquist, technological change

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Authors: Huseyin Guler, Cigdem Kosar

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The aim of this study is to propose Bridge estimator for seasonal unit root tests. Seasonality is an important factor for many economic time series. Some variables may contain seasonal patterns and forecasts that ignore important seasonal patterns have a high variance. Therefore, it is very important to eliminate seasonality for seasonal macroeconomic data. There are some methods to eliminate the impacts of seasonality in time series. One of them is filtering the data. However, this method leads to undesired consequences in unit root tests, especially if the data is generated by a stochastic seasonal process. Another method to eliminate seasonality is using seasonal dummy variables. Some seasonal patterns may result from stationary seasonal processes, which are modelled using seasonal dummies but if there is a varying and changing seasonal pattern over time, so the seasonal process is non-stationary, deterministic seasonal dummies are inadequate to capture the seasonal process. It is not suitable to use seasonal dummies for modeling such seasonally nonstationary series. Instead of that, it is necessary to take seasonal difference if there are seasonal unit roots in the series. Different alternative methods are proposed in the literature to test seasonal unit roots, such as Dickey, Hazsa, Fuller (DHF) and Hylleberg, Engle, Granger, Yoo (HEGY) tests. HEGY test can be also used to test the seasonal unit root in different frequencies (monthly, quarterly, and semiannual). Another issue in unit root tests is the lag selection. Lagged dependent variables are added to the model in seasonal unit root tests as in the unit root tests to overcome the autocorrelation problem. In this case, it is necessary to choose the lag length and determine any deterministic components (i.e., a constant and trend) first, and then use the proper model to test for seasonal unit roots. However, this two-step procedure might lead size distortions and lack of power in seasonal unit root tests. Recent studies show that Bridge estimators are good in selecting optimal lag length while differentiating nonstationary versus stationary models for nonseasonal data. The advantage of this estimator is the elimination of the two-step nature of conventional unit root tests and this leads a gain in size and power. In this paper, the Bridge estimator is proposed to test seasonal unit roots in a HEGY model. A Monte-Carlo experiment is done to determine the efficiency of this approach and compare the size and power of this method with HEGY test. Since Bridge estimator performs well in model selection, our approach may lead to some gain in terms of size and power over HEGY test.

Keywords: bridge estimators, HEGY test, model selection, seasonal unit root

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Authors: Jitendra Pratap, Jonathan Sivyer

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Introduction: Dual energy/Spectral CT scanning permits simultaneous acquisition of two x-ray spectra datasets and can complement radiological diagnosis by allowing tissue characterisation (e.g., uric acid vs. non-uric acid renal stones), enhancing structures (e.g. boost iodine signal to improve contrast resolution), and quantifying substances (e.g. iodine density). However, the latter showed inconsistent results between the 2 main modes of dual energy scanning (i.e. dual source vs. dual layer). Therefore, the present study aimed to determine which technology is more accurate in quantifying iodine density. Methods: Twenty vials with known concentrations of iodine solutions were made using Optiray 350 contrast media diluted in sterile water. The concentration of iodine utilised ranged from 0.1 mg/ml to 1.0mg/ml in 0.1mg/ml increments, 1.5 mg/ml to 4.5 mg/ml in 0.5mg/ml increments followed by further concentrations at 5.0 mg/ml, 7mg/ml, 10 mg/ml and 15mg/ml. The vials were scanned using Dual Energy scan mode on a Siemens Somatom Force at 80kV/Sn150kV and 100kV/Sn150kV kilovoltage pairing. The same vials were scanned using Spectral scan mode on a Philips iQon at 120kVp and 140kVp. The images were reconstructed at 5mm thickness and 5mm increment using Br40 kernel on the Siemens Force and B Filter on Philips iQon. Post-processing of the Dual Energy data was performed on vendor-specific Siemens Syngo VIA (VB40) and Philips Intellispace Portal (Ver. 12) for the Spectral data. For each vial and scan mode, the iodine concentration was measured by placing an ROI in the coronal plane. Intraclass correlation analysis was performed on both datasets. Results: The iodine concentrations were reproduced with a high degree of accuracy for Dual Layer CT scanner. Although the Dual Source images showed a greater degree of deviation in measured iodine density for all vials, the dataset acquired at 80kV/Sn150kV had a higher accuracy. Conclusion: Spectral CT scanning by the dual layer technique has higher accuracy for quantitative measurements of iodine density compared to the dual source technique.

Keywords: CT, iodine density, spectral, dual-energy

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Authors: Sandeep Santosh, O. P. Sahu

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We simulate an efficient multiple wideband and nonstationary source localization algorithm by exploiting both the non-stationarity of the signals and the array geometric information.This algorithm is based on joint diagonalization structure (JDS) of a set of short time power spectrum matrices at different time instants of each frequency bin. JDS can be used for quick and accurate multiple non-stationary source localization. The JDS algorithm is a one stage process i.e it directly searches the Direction of arrivals (DOAs) over the continuous location parameter space. The JDS method requires that the number of sensors is not less than the number of sources. By observing the simulation results, one can conclude that the JDS method can localize two sources when their difference is not less than 7 degree but the Wideband MUSIC is able to localize two sources for difference of 18 degree.

Keywords: joint diagonalization structure (JDS), wideband direction of arrival (DOA), wideband MUSIC

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Authors: Liliia N. Butymova, Vladimir Ya Modorskii

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To ensure the gas transmittal GCU's efficient operation, leakages through the labyrinth packings (LP) should be minimized. Leakages can be minimized by decreasing the LP gap, which in turn depends on thermal processes and possible rotor vibrations and is designed to ensure absence of mechanical contact. Vibration mitigation allows to minimize the LP gap. It is advantageous to research influence of processes in the dynamic gas-structure system on LP vibrations. This paper considers influence of rotor vibrations on LP gas dynamics and influence of the latter on the rotor structure within the FSI unidirectional dynamical coupled problem. Dependences of nonstationary parameters of gas-dynamic process in LP on rotor vibrations under various gas speeds and pressures, shaft rotation speeds and vibration amplitudes, and working medium features were studied. The programmed multi-processor ANSYS CFX was chosen as a numerical computation tool. The problem was solved using PNRPU high-capacity computer complex. Deformed shaft vibrations are replaced with an unyielding profile that moves in the fixed annulus "up-and-down" according to set harmonic rule. This solves a nonstationary gas-dynamic problem and determines time dependence of total gas-dynamic force value influencing the shaft. Pressure increase from 0.1 to 10 MPa causes growth of gas-dynamic force oscillation amplitude and frequency. The phase shift angle between gas-dynamic force oscillations and those of shaft displacement decreases from 3π/4 to π/2. Damping constant has maximum value under 1 MPa pressure in the gap. Increase of shaft oscillation frequency from 50 to 150 Hz under P=10 MPa causes growth of gas-dynamic force oscillation amplitude. Damping constant has maximum value at 50 Hz equaling 1.012. Increase of shaft vibration amplitude from 20 to 80 µm under P=10 MPa causes the rise of gas-dynamic force amplitude up to 20 times. Damping constant increases from 0.092 to 0.251. Calculations for various working substances (methane, perfect gas, air at 25 ˚С) prove the minimum gas-dynamic force persistent oscillating amplitude under P=0.1 MPa being observed in methane, and maximum in the air. Frequency remains almost unchanged and the phase shift in the air changes from 3π/4 to π/2. Calculations for various working substances (methane, perfect gas, air at 25 ˚С) prove the maximum gas-dynamic force oscillating amplitude under P=10 MPa being observed in methane, and minimum in the air. Air demonstrates surging. Increase of leakage speed from 0 to 20 m/s through LP under P=0.1 MPa causes the gas-dynamic force oscillating amplitude to decrease by 3 orders and oscillation frequency and the phase shift to increase 2 times and stabilize. Increase of leakage speed from 0 to 20 m/s in LP under P=1 MPa causes gas-dynamic force oscillating amplitude to decrease by almost 4 orders. The phase shift angle increases from π/72 to π/2. Oscillations become persistent. Flow rate proved to influence greatly on pressure oscillations amplitude and a phase shift angle. Work medium influence depends on operation conditions. At pressure growth, vibrations are mostly affected in methane (of working substances list considered), and at pressure decrease, in the air at 25 ˚С.

Keywords: aeroelasticity, labyrinth packings, oscillation phase shift, vibration

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Authors: Nguyen The Hoang Anh, Tran Huy Hoang, Vu Tat Thang, T. T. Quyen Bui

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Mental state classification is an important step for realizing a control system based on electroencephalography (EEG) signals which could benefit a lot of paralyzed people including the locked-in or Amyotrophic Lateral Sclerosis. Considering that EEG signals are nonstationary and often contaminated by various types of artifacts, classifying thoughts into correct mental states is not a trivial problem. In this work, our contribution is that we present and realize a novel model which integrates different techniques: Independent component analysis (ICA), relative wavelet energy, and support vector machine (SVM) for the same task. We applied our model to classify thoughts in two types of experiment whether with two or three mental states. The experimental results show that the presented model outperforms other models using Artificial Neural Network, K-Nearest Neighbors, etc.

Keywords: EEG, ICA, SVM, wavelet

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Authors: Hany. A. Mohamed, M. Attalla, M. Salem, Hussein M. Mghrabie, E. Specht

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An experiment al investigation is made to determine the effects of the nozzle dimensions and the inlet pressure on the heating and cooling performance of the counter flow Ranque–Hilsch vortex tube when air used as a working fluid. The all results were taking under inlet pressures were adjusted from 200 kPa to 600 kPa with 100 kPa increments. The conventional tangential generator with number of nuzzle of 6 was used and inner diameter of 7.5 mm. During the experiments, a vortex tube is used with an L/D ratio varied from 10 to 30. Finally, it is observed that the effect of the nuzzle aspect ratio on the energy separation changes according to the value of L/D.

Keywords: Ranque-Hilsch, vortex tube, aspect ratio, energy separation

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Authors: Mindaye Teshome, Evaldo Muñoz Braz, Carlos M. M. Eleto Torres, Patricia Mattos

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Sustainable forest management planning requires up-to-date information on the structure, standing volume, biomass, and growth rate of trees from a given forest. This kind of information is lacking in many forests in Ethiopia. The objective of this study was to quantify the population structure, diameter growth rate, and standing volume of wood from Juniperus procera trees in the Chilimo forest. A total of 163 sample plots were set up in the forest to collect the relevant vegetation data. Growth ring measurements were conducted on stem disc samples collected from 12 J. procera trees. Diameter and height measurements were recorded from a total of 1399 individual trees with dbh ≥ 2 cm. The growth rate, maximum current and mean annual increments, minimum logging diameter, and cutting cycle were estimated, and alternative cutting cycles were established. Using these data, the harvestable volume of wood was projected by alternating four minimum logging diameters and five cutting cycles following the stand table projection method. The results show that J. procera trees have an average density of 183 stems ha⁻¹, a total basal area of 12.1 m² ha⁻¹, and a standing volume of 98.9 m³ ha⁻¹. The mean annual diameter growth ranges between 0.50 and 0.65 cm year⁻¹ with an overall mean of 0.59 cm year⁻¹. The population of J. procera tree followed a reverse J-shape diameter distribution pattern. The maximum current annual increment in volume (CAI) occurred at around 49 years when trees reached 30 cm in diameter. Trees showed the maximum mean annual increment in volume (MAI) around 91 years, with a diameter size of 50 cm. The simulation analysis revealed that 40 cm MLD and a 15-year cutting cycle are the best minimum logging diameter and cutting cycle. This combination showed the largest harvestable volume of wood potential, volume increments, and a 35% recovery of the initially harvested volume. It is concluded that the forest is well stocked and has a large amount of harvestable volume of wood from J. procera trees. This will enable the country to partly meet the national wood demand through domestic wood production. The use of the current population structure and diameter growth data from tree ring analysis enables the exact prediction of the harvestable volume of wood. The developed model supplied an idea about the productivity of the J. procera tree population and enables policymakers to develop specific management criteria for wood harvesting.

Keywords: logging, growth model, cutting cycle, minimum logging diameter

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Authors: Eugene Kogan

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We analytically study the localized running waves in the discrete Josephson transmission lines (JTL), constructed from Josephson junctions (JJ) and capacitors. The quasi-continuum approximation reduces the calculation of the running wave properties to the problem of equilibrium of an elastic rod in the potential field. Making additional approximations, we reduce the problem to the motion of the fictitious Newtonian particle in the potential well. We show that there exist running waves in the form of supersonic kinks and solitons and calculate their velocities and profiles. We show that the nonstationary smooth waves, which are small perturbations on the homogeneous non-zero background, are described by Korteweg-de Vries equation, and those on zero background -by the modified Korteweg-de Vries equation. We also study the effect of dissipation on the running waves in JTL and find that in the presence of the resistors, shunting the JJ and/or in series with the ground capacitors, the only possible stationary running waves are the shock waves, whose profiles are also found.

Keywords: Josephson transmission line, shocks, solitary waves, nonlinear waves

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Authors: Mesut BALIBEY, Serpil TÜRKYILMAZ

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A popular topic in the econometrics and time series area is the cointegrating relationships among the components of a nonstationary time series. Engle and Granger’s least squares method and Johansen’s conditional maximum likelihood method are the most widely-used methods to determine the relationships among variables. Furthermore, a method proposed to test a unit root based on the periodogram ordinates has certain advantages over conventional tests. Periodograms can be calculated without any model specification and the exact distribution under the assumption of a unit root is obtained. For higher order processes the distribution remains the same asymptotically. In this study, in order to indicate advantages over conventional test of periodograms, we are going to examine a possible relationship between tourism and economic growth during the period 1999:01-2010:12 for Turkey by using periodogram method, Johansen’s conditional maximum likelihood method, Engle and Granger’s ordinary least square method.

Keywords: cointegration, economic growth, periodogram ordinate, tourism

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Authors: Susan P. Teru, Jerome Nyameh

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Many contemporary organizations are placing a greater emphasis on business enterprise systems as a means of generating higher levels of economic development. Many business research and literature has also concur that enterprise drive economic development, giving little or no credit to social enterprise, whose profit is reinvest to the community development compare to the business enterprise that share their profit to shareholders. Economic development includes economic policies that affect the beneficiaries of the economic entity. We suggest that producing social enterprise increments may be best achieved by orienting social enterprise entrepreneurs system to promote economic development. To this end, we describe a new approach to the social enterprise process that includes social entrepreneur and the key drivers of economic development at each stage. We present a model of social enterprise that incorporates the main ideas of the paper and suggests a new perspective for thinking about how to foster and manage social enterprise to achieve high levels of economic development.

Keywords: social enterprise, economic development, Nigeria, business and management

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Authors: Hyu Sang Jo, Gyo Woo Lee

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In this study, the evaluation of thermal stability of the micrometer-sized silica particle reinforced epoxy composite was carried out through the measurement of thermal expansion coefficient and Young’s modulus of the specimens. For all the specimens in this study from the baseline to those containing 50 wt% silica filler, the thermal expansion coefficients and the Young’s moduli were gradually decreased down to 20% and increased up to 41%, respectively. The experimental results were compared with filler-volume-based simple empirical relations. The experimental results of thermal expansion coefficients correspond with those of Thomas’s model which is modified from the rule of mixture. However, the measured result for Young’s modulus tends to be increased slightly. The differences in increments of the moduli between experimental and numerical model data are quite large.

Keywords: thermal stability, silica-reinforced, epoxy composite, coefficient of thermal expansion, empirical model

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Authors: Inas Kamel, Noor Z. Habib

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Utilizing construction and demolition wastes in hotmix asphalt (HMA) pavement construction can reduce the adverse environmental effect of its inadequate disposal and reduce the pressure of extracting and processing mineral aggregates (MA). This study aims to examine the viability of replacing MA by recycled construction and demolition waste aggregates (RCDWA) in the wearing course of asphaltic concrete (AC) pavements without compromising its loadbearing capacity. The Marshall Method was used to evaluate the performance of AC wearing course specimens by replacing MA by 10%, 20% and 30% RCDWA. Grade 60/70 bitumen was used in the range 3.0-5.5%, with 05% increments, to generate the optimum bitumen content (OBC). From the volumetric analysis and test property curves, the mixture containing 20% RCDWA was chosen as the preferred mix at 5.1% OBC. It possessed a 10% increase in Marshall Stability compared to the reference specimen, containing 100% MA, and a 6% increase in Marshall flow.

Keywords: aggregate, asphaltic concrete, Marshall method, optimum bitumen content, recycled construction and demolition waste

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Authors: Toufik Bensana, Medkour Mihoub, Slimane Mekhilef

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The use of vibration analysis has been established as the most common and reliable method of analysis in the field of condition monitoring and diagnostics of rotating machinery. Rolling bearings cover a broad range of rotary machines and plays a crucial role in the modern manufacturing industry. Unfortunately, the vibration signals collected from a faulty bearing are generally nonstationary, nonlinear and with strong noise interference, so it is essential to obtain the fault features correctly. In this paper, a novel numerical analysis method based on local mean decomposition (LMD) is proposed. LMD decompose the signal into a series of product functions (PFs), each of which is the product of an envelope signal and a purely frequency modulated FM signal. The envelope of a PF is the instantaneous amplitude (IA), and the derivative of the unwrapped phase of a purely flat frequency demodulated (FM) signal is the IF. After that, the fault characteristic frequency of the roller bearing can be extracted by performing spectrum analysis to the instantaneous amplitude of PF component containing dominant fault information. The results show the effectiveness of the proposed technique in fault detection and diagnosis of rolling element bearing.

Keywords: fault diagnosis, rolling element bearing, local mean decomposition, condition monitoring

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Authors: K. Mehmood, Muhammad Asif Rafiq, A. Nasir Khan, M. Mudassar Rauf

Abstract:

Air plasma spraying system was utilized to deposit Ni3Al coatings on AISI 321 steel samples. After thermal spraying, the nickel aluminide intermetallic coatings were isothermal heat treated at various temperatures. In this regard, temperatures from 500 °C to 800 °C with 100 °C increments were selected. The coatings were soaked for 10, 30, 60 and 100 hours at the mentioned temperatures. These coatings were then tested by a pin on disk method. It was observed that the coatings exposed at comparatively higher temperature experienced lower wear rate. The decrease in wear rate is due to the formation of NiO phase. Further, the as sprayed and heat treated coatings were characterized by other tools such as Microhardness testing, optical and scanning electron microscopy (SEM) and X-Ray diffraction analysis. After isothermal heat treatment, NiO was observed the main phase by X-Ray diffraction technique. Moreover, the surface hardness was also determined higher than cross sectional hardness.

Keywords: air plasma spraying, Ni -20Al, tribometer, intermetallic coating, nickel aluminide

Procedia PDF Downloads 307

Authors: Thorsten Prante, Robert Schöch, Ruth Fleisch, Vaheh Khachatouri, Alexander Walch

Abstract:

The development of industrial plant control software is a complex and often very expensive task. One of the core problems is that a lot of the implementation and adaptation work can only be done after the plant hardware has been installed. In this paper, we present our approach to virtually developing and validating plant-level control software of production plants. This way, plant control software can be virtually commissioned before actual ramp-up of a plant, reducing actual commissioning costs and time. Technically, this is achieved by linking the actual plant-wide process control software (often called plant server) and an elaborate virtual plant model together to form an emulation system. Method-wise, we are suggesting a four-step iterative process with well-defined increments and time frame. Our work is based on practical experiences from planning to commissioning and start-up of several cut-to-size plants.

Keywords: iterative system design, virtual plant engineering, plant control software, simulation and emulation, virtual commissioning

Procedia PDF Downloads 463

Authors: Himayatullah Khan, Alena Fedorova

Abstract:

The present paper analyses the income-consumption relationships in Pakistan using annual time series data from 1980-81 to 2010-1. The paper uses the Augmented Dickey-Fuller test to check the unit root and stationarity in these two time series. The paper finds that the two time series are nonstationary but stationary at their first difference levels. The Augmented Engle-Granger test and the Cointegrating Regression Durbin-Watson test imply that the two time series of consumption and income are cointegrated and that long-run marginal propensity to consume is 0.88 which is given by the estimated (static) equilibrium relation. The paper also used the error correction mechanism to find out to model dynamic relationship. The purpose of the ECM is to indicate the speed of adjustment from the short-run equilibrium to the long-run equilibrium state. The results show that MPC is equal to 0.93 and is highly significant. The coefficient of Engle-Granger residuals is negative but insignificant. Statistically, the equilibrium error term is zero, which suggests that consumption adjusts to changes in GDP in the same period. The short-run changes in GDP have a positive impact on short-run changes in consumption. The paper concludes that we may interpret 0.93 as the short-run MPC. The pair-wise Granger Causality test shows that both GDP and consumption Granger cause each other.

Keywords: cointegrating regression, Augmented Dickey Fuller test, Augmented Engle-Granger test, Granger causality, error correction mechanism

Procedia PDF Downloads 393