Search results for: ordinal response models

Authors: David Lindström

Abstract:

We evaluate the performance of a numerical method for global optimization of expensive functions. The method is using a response surface to guide the search for the global optimum. This metamodel could be based on radial basis functions, kriging, or a combination of different models. We discuss how to set the cycling parameters of the optimization method to get a balance between local and global search. We also discuss the eventual problem with Runge oscillations in the response surface.

Keywords: expensive function, infill sampling criterion, kriging, global optimization, response surface, Runge phenomenon

Procedia PDF Downloads 550

Authors: Ayman Abd-Elhamed, Sayed Mahmoud

Abstract:

The present research work investigates the seismic response of reinforced concrete (RC) frame building considering the effect of modeling masonry infill (MI) walls. The seismic behavior of a residential 6-storey RC frame building, considering and ignoring the effect of masonry, is numerically investigated using response spectrum (RS) analysis. The considered herein building is designed as a moment resisting frame (MRF) system following the Egyptian code (EC) requirements. Two developed models in terms of bare frame and infill walls frame are used in the study. Equivalent diagonal strut methodology is used to represent the behavior of infill walls, whilst the well-known software package ETABS is used for implementing all frame models and performing the analysis. The results of the numerical simulations such as base shear, displacements, and internal forces for the bare frame as well as the infill wall frame are presented in a comparative way. The results of the study indicate that the interaction between infill walls and frames significantly change the responses of buildings during earthquakes compared to the results of bare frame building model. Specifically, the seismic analysis of RC bare frame structure leads to underestimation of base shear and consequently damage or even collapse of buildings may occur under strong shaking. On the other hand, considering infill walls significantly decrease the peak floor displacements and drifts in both X and Y-directions.

Keywords: masonry infill, bare frame, response spectrum, seismic response

Procedia PDF Downloads 377

Authors: Muhammad Rizwan, Naveed Ahmad, Akhtar Naeem Khan

Abstract:

Seismic behavior factors are evaluated for the performance assessment of low rise reinforced concrete RC frame structures based on experimental study of unidirectional dynamic shake table testing of two 1/3rd reduced scaled two storey frames, with a code confirming special moment resisting frame (SMRF) model and a noncompliant model of similar characteristics but built in low strength concrete .The models were subjected to a scaled accelerogram record of 1994 Northridge earthquake to deformed the test models to final collapse stage in order to obtain the structural response parameters. The fully compliant model was observed with more stable beam-sway response, experiencing beam flexure yielding and ground-storey column base yielding upon subjecting to 100% of the record. The response modification factor - R factor obtained for the code complaint and deficient prototype structures were 7.5 and 4.5 respectively, which is about 10% and 40% less than the UBC-97 specified value for special moment resisting reinforced concrete frame structures.

Keywords: Northridge 1994 earthquake, reinforced concrete frame, response modification factor, shake table testing

Procedia PDF Downloads 141

Authors: Sergio Paez Moncaleano, Alvaro Mauricio Montenegro

Abstract:

This paper presents a novel statistical methodology for measuring and founding constructs in Latent Regression Analysis. This approach uses the qualities of Factor Analysis in binary data with interpretations on Item Response Theory (IRT). In addition, based on the fundamentals of submodel theory and with a convergence of many ideas of IRT, we propose an algorithm not just to solve the dimensionality problem (nowadays an open discussion) but a new research field that promises more fear and realistic qualifications for examiners and a revolution on IRT and educational research. In the end, the methodology is applied to a set of real data set presenting impressive results for the coherence, speed and precision. Acknowledgments: This research was financed by Colciencias through the project: 'Multidimensional Item Response Theory Models for Practical Application in Large Test Designed to Measure Multiple Constructs' and both authors belong to SICS Research Group from Universidad Nacional de Colombia.

Keywords: item response theory, dimensionality, submodel theory, factorial analysis

Procedia PDF Downloads 342

Authors: Candida Petrogalli, Giovanni Incerti, Luigi Solazzi

Abstract:

This paper describes three lumped parameters models for the study of the dynamic behaviour of a boom crane. The models proposed here allow evaluating the fluctuations of the load arising from the rope and structure elasticity and from the type of the motion command imposed by the winch. A calculation software was developed in order to determine the actual acceleration of the lifted mass and the dynamic overload during the lifting phase. Some application examples are presented, with the aim of showing the correlation between the magnitude of the stress and the type of the employed motion command.

Keywords: crane, dynamic model, overloading condition, vibration

Procedia PDF Downloads 546

Authors: Yanqi Yang, Chongshan Liao, Cheuk Hin Ho, Susan Bridges

Abstract:

Aim: To investigate student’s perceptions of using e-models in an inquiry-based curriculum. Approach: 52 second-year dental students completed a pre- and post-test questionnaire relating to their perceptions of e-models and their use in inquiry-based learning. The pre-test occurred prior to any learning with e-models. The follow-up survey was conducted after one year's experience of using e-models. Results: There was no significant difference between the two sets of questionnaires regarding student’s perceptions of the usefulness of e-models and their willingness to use e-models in future inquiry-based learning. Most of the students preferred using both plaster models and e-models in tandem. Conclusion: Students did not change their attitude towards e-models and most of them agreed or were neutral that e-models are useful in inquiry-based learning. Whilst recognizing the utility of 3D models for learning, student's preference for combining these with solid models has implications for the development of haptic sensibility in an operative discipline.

Keywords: e-models, inquiry-based curriculum, education, questionnaire

Procedia PDF Downloads 397

Authors: Salem Alsanusi, Loubna Bentaher

Abstract:

Response Surface Methods (RSM) provide statistically validated predictive models that can then be manipulated for finding optimal process configurations. Variation transmitted to responses from poorly controlled process factors can be accounted for by the mathematical technique of propagation of error (POE), which facilitates ‘finding the flats’ on the surfaces generated by RSM. The dual response approach to RSM captures the standard deviation of the output as well as the average. It accounts for unknown sources of variation. Dual response plus propagation of error (POE) provides a more useful model of overall response variation. In our case, we implemented this technique in predicting compressive strength of concrete of 28 days in age. Since 28 days is quite time consuming, while it is important to ensure the quality control process. This paper investigates the potential of using design of experiments (DOE-RSM) to predict the compressive strength of concrete at 28th day. Data used for this study was carried out from experiment schemes at university of Benghazi, civil engineering department. A total of 114 sets of data were implemented. ACI mix design method was utilized for the mix design. No admixtures were used, only the main concrete mix constituents such as cement, coarse-aggregate, fine aggregate and water were utilized in all mixes. Different mix proportions of the ingredients and different water cement ratio were used. The proposed mathematical models are capable of predicting the required concrete compressive strength of concrete from early ages.

Keywords: mix proportioning, response surface methodology, compressive strength, optimal design

Procedia PDF Downloads 240

Authors: Saeedullah J. Mandokhail, Shamsher Sadiq, Meer H. Khan

Abstract:

This paper presents the comparison of excess pore water pressure ratio (ru) predicted by using accumulated stress based pore pressure model and plasticity model. One dimensional effective stress site response analyses were performed on a 30 m deep sand column (consists of a liquefiable layer in between non-liquefiable layers) using accumulated stress based pore pressure model in Deepsoil and PDMY2 (PressureDependentMultiYield02) model in Opensees. Three Input motions with different peak ground acceleration (PGA) levels of 0.357 g, 0.124 g, and 0.11 g were used in this study. The developed excess pore pressure ratio predicted by the above two models were compared and analyzed along the depth. The time history of the ru at mid of the liquefiable layer and non-liquefiable layer were also compared. The comparisons show that the two models predict mostly similar ru values. The predicted ru is also consistent with the PGA level of the input motions.

Keywords: effective stress, excess pore pressure ratio, pore pressure model, site response analysis

Procedia PDF Downloads 200

Authors: M. Eskandarighadi, C. R. McGann

Abstract:

It is observed from past experiences of earthquakes that local site conditions can significantly affect the strong ground motion characteristics experience at the site. One-dimensional seismic site response analysis is the most common approach for investigating site response. This approach assumes that soil is homogeneous and infinitely extended in the horizontal direction. Therefore, tying side boundaries together is one way to model this behavior, as the wave passage is assumed to be only vertical. However, 1D analysis cannot capture the 2D nature of wave propagation, soil heterogeneity, and 2D soil profile with features such as inclined layer boundaries. In contrast, 2D seismic site response modeling can consider all of the mentioned factors to better understand local site effects on strong ground motions. 2D wave propagation and considering that the soil profile on the two sides of the model may not be identical clarifies the importance of a boundary condition on each side that can minimize the unwanted reflections from the edges of the model and input appropriate loading conditions. Ideally, the model size should be sufficiently large to minimize the wave reflection, however, due to computational limitations, increasing the model size is impractical in some cases. Another approach is to employ free-field boundary conditions that take into account the free-field motion that would exist far from the model domain and apply this to the sides of the model. This research focuses on implementing free-field boundary conditions in OpenSees for 2D site response analysisComparisons are made between 1D models and 2D models with various boundary conditions, and details and limitations of the developed free-field boundary modeling approach are discussed.

Keywords: boundary condition, free-field, opensees, site response analysis, wave propagation

Procedia PDF Downloads 118

Authors: Jéssica Ferreira Rodrigues, Júlio Silvio De Sousa Bueno Filho, Vanessa Rios De Souza, Ana Carla Marques Pinheiro

Abstract:

This study aimed to evaluate the implications of the block size and testing order on efficiency and precision of preference estimation for Dulce de leche samples. Efficiency was defined as the inverse of the average variance of pairwise comparisons among treatments. Precision was defined as the inverse of the variance of treatment means (or effects) estimates. The experiment was originally designed to test 16 treatments as a series of 8 Sudoku 16x16 designs being 4 randomized independently and 4 others in the reverse order, to yield balance in testing order. Linear mixed models were assigned to the whole experiment with 112 testers and all their grades, as well as their partially balanced subgroups, namely: a) experiment with the four initial EU; b) experiment with EU 5 to 8; c) experiment with EU 9 to 12; and b) experiment with EU 13 to 16. To record responses we used a nine-point hedonic scale, it was assumed a mixed linear model analysis with random tester and treatments effects and with fixed test order effect. Analysis of a cumulative random effects probit link model was very similar, with essentially no different conclusions and for simplicity, we present the results using Gaussian assumption. R-CRAN library lme4 and its function lmer (Fit Linear Mixed-Effects Models) was used for the mixed models and libraries Bayesthresh (default Gaussian threshold function) and ordinal with the function clmm (Cumulative Link Mixed Model) was used to check Bayesian analysis of threshold models and cumulative link probit models. It was noted that the number of samples tested in the same session can influence the acceptance level, underestimating the acceptance. However, proving a large number of samples can help to improve the samples discrimination.

Keywords: acceptance, block size, mixed linear model, testing order, testing order

Procedia PDF Downloads 295

Authors: Saeed Rahjoo, Babak H. Mamaqani

Abstract:

Concentric bracing systems have been in practice for many years because of their effectiveness in reducing seismic response. Depending on concept, seismic design codes provide various response modification factors (R), which itself consists of different terms, for different types of lateral load bearing systems but configuration of these systems are often ignored in the proposed values. This study aims at considering the effect of different x-bracing diagonal configuration on values of ductility dependent term in R computation. 51 models were created and nonlinear push over analysis has been performed. The main variables of this study were the suitable location of X–bracing diagonal configurations, which establishes better nonlinear behavior in concentric braced steel frames. Results show that some x-bracing diagonal configurations improve the seismic performance of CBF significantly and explicit consideration of lateral load bearing systems seems necessary.

Keywords: bracing configuration, concentrically braced frame (CBF), push over analyses, response reduction factor

Procedia PDF Downloads 318

Authors: Josip Visković, Josip Arnerić, Ante Rozga

Abstract:

Based on the fact that volatility is time varying in high frequency data and that periods of high volatility tend to cluster, the most successful and popular models in modelling time varying volatility are GARCH type models. When financial returns exhibit sudden jumps that are due to structural breaks, standard GARCH models show high volatility persistence, i.e. integrated behaviour of the conditional variance. In such situations models in which the parameters are allowed to change over time are more appropriate. This paper compares different GARCH models in terms of their ability to describe structural changes in returns caused by financial crisis at stock markets of six selected central and east European countries. The empirical analysis demonstrates that Markov regime switching GARCH model resolves the problem of excessive persistence and outperforms uni-regime GARCH models in forecasting volatility when sudden switching occurs in response to financial crisis.

Keywords: central and east European countries, financial crisis, Markov switching GARCH model, transition probabilities

Procedia PDF Downloads 200

Authors: Ashwini V. Chavan, Sukhanand S. Bhosale

Abstract:

Challenges of weak soil subgrade are often resolved either by stabilization or reinforcing it. However, it is also practiced to reinforce the granular fill to improve the load-settlement behavior of over weak soil strata. The inclusion of reinforcement in the engineered granular fill provided a new impetus for the development of enhanced Soil-Structure Interaction (SSI) models, also known as mechanical foundation models or lumped parameter models. Several researchers have been working in this direction to understand the mechanism of granular fill-reinforcement interaction and the response of weak soil under the application of load. These models have been developed by extending available SSI models such as the Winkler Model, Pasternak Model, Hetenyi Model, Kerr Model etc., and are helpful to visualize the load-settlement behavior of a physical system through 1-D and 2-D analysis considering beam and plate resting on the foundation respectively. Based on the literature survey, these models are categorized as ‘Reinforced Pasternak Model,’ ‘Double Beam Model,’ ‘Reinforced Timoshenko Beam Model,’ and ‘Reinforced Kerr Model.’ The present work reviews the past 30+ years of research in the field of SSI models for reinforced foundation systems, presenting the conceptual development of these models systematically and discussing their limitations. Special efforts are taken to tabulate the parameters and their significance in the load-settlement analysis, which may be helpful in future studies for the comparison and enhancement of results and findings of physical models.

Keywords: geosynthetics, mathematical modeling, reinforced foundation, soil-structure interaction, ground improvement, soft soil

Procedia PDF Downloads 96

Authors: Khaoula Azraiel, Mohamed Mehdi Abassi, Amel Sadraoui, Walid Hammami, Azouz Msaddek, Imed Cheikh, Maria Mancebo, Elisabet Perez-Navarro, Antonio Caruz, Henda Triki, Ahlem Djebbi

Abstract:

IL28B rs12979860 genotype is confirmed as an important predictor of response to peginterferon/ribavirin therapy in patients with chronic hepatitis C (CHC). IFNL4 ss469415590 is a newly discovered polymorphism that could also affect the sustained virological response (SVR). The aim of this study was to evaluate the association of IL28B and IFNL4 genotypes with peginterferon/ribavirin treatment response in Tunisians patients with CHC and to determine which of these SNPs, was the stronger marker. A total of 120 patients were genotyped for both rs12979860 and ss469415590 polymorphisms. The association of each genetic marker with SVR was analyzed and comparison between the two SNPs was calculated by logistic regression models. For rs12979860, 69.6% of patients with CC, 41.8% with CT and 42.8% with TT achieved SVR (p = 0.003). Regarding ss469415590, 70.4% of patients with TT/TT genotype achieved SVR compared to 42.8% with TT/ΔG and 37.5% with ΔG /ΔG (p = 0.002). The presence of CC and TT/TT genotypes was independently associated with treatment response with an OR of 3.86 for each. In conclusion, both IL28B rs12979860 and IFNL4 ss469415590 variants were associated with response to pegIFN/RBV in Tunisian patients, without any additional benefit in performance for IFNL4. Our results are different from those detected in Sub-Saharan Africa countries.

Keywords: Hepatitis C virus, IFNL4, IL28B, Peginterferon/ribavirin, polymorphism

Procedia PDF Downloads 316

Authors: Bidyadhar Dehury, Sanjay Kumar Mohanty

Abstract:

According to the Right to Education Act of India, education is the fundamental right of all children of age group 6-14 year irrespective of their status. Using the unit level data from India Human Development Survey (IHDS), we tried to understand the inter-relationship between the level of poverty and the academic performance of the children aged 8-11 years. The level of multidimensional poverty is measured using five dimensions and 10 indicators using Alkire-Foster approach. The weighted deprivation score was obtained by giving equal weight to each dimension and indicators within the dimension. The weighted deprivation score varies from 0 to 1 and grouped into four categories as non-poor, vulnerable, multidimensional poor and sever multidimensional poor. The academic performance index was measured using three variables reading skills, math skills and writing skills using PCA. The bivariate and multivariate analysis was used in the analysis. The outcome variable was ordinal. So the predicted probabilities were calculated using the ordinal logistic regression. The predicted probabilities of good academic performance index was 0.202 if the child was sever multidimensional poor, 0.235 if the child was multidimensional poor, 0.264 if the child was vulnerable, and 0.316 if the child was non-poor. Hence, if the level of poverty among the children decreases from sever multidimensional poor to non-poor, the probability of good academic performance increases.

Keywords: multidimensional poverty, academic performance index, reading skills, math skills, writing skills, India

Procedia PDF Downloads 563

Authors: Prasad Pokkunuri

Abstract:

Visco-elastic materials combine the stress response properties of both solids and fluids and have found use in a variety of damping applications – both vibrational and acoustic. Defense and automotive applications, in particular, are subject to high impact and shock loading – for example: aircraft landing gear, firearms, and shock absorbers. Field responsive fluids – a class of smart materials – are the preferred choice of energy absorbents because of their controllability. These fluids’ stress response can be controlled by the application of a magnetic or electric field, in a closed loop. Their rheological properties – elasticity, plasticity, and viscosity – can be varied all the way from that of a liquid such as water to a hard solid. This work presents a simplified model to study the impulse response behavior of such fluids for use in recoil damping systems. The well-known Burger’s equation, in conjunction with various visco-elastic constitutive models, is used to represent fluid behavior. The Kelvin-Voigt, Upper Convected Maxwell (UCM), and Oldroyd-B constitutive models are implemented in this study. Using these models in a one-dimensional framework eliminates additional complexities due to geometry, pressure, body forces, and other source terms. Using a finite difference formulation to numerically solve the governing equation(s), the response to an initial impulse is studied. The disturbance is confined within the problem domain with no-inflow, no-outflow boundary conditions, and its decay characteristics studied. Visco-elastic fluids typically involve a time-dependent stress relaxation which gives rise to interesting behavior when subjected to an impulsive load. For particular values of viscous damping and elastic modulus, the fluid settles into a stable oscillatory state, absorbing and releasing energy without much decay. The simplified formulation enables a comprehensive study of different modes of system response, by varying relevant parameters. Using the insights gained from this study, extension to a more detailed multi-dimensional model is considered.

Keywords: Burgers Equation, Impulse Response, Recoil Damping Systems, Visco-elastic Fluids

Procedia PDF Downloads 269

Authors: Saraswati Verma, Ankit Batra

Abstract:

In the modern day, structures are designed with a lot of complexities due to economical, aesthetical, and functional needs causing various levels of irregularities to be induced. In the past, several studies have repeatedly shown that irregular structures suffer more damage than regular structures during earthquakes. The present study makes an effort to study the contribution of the orientation of columns in the seismic behaviour of buildings with vertical irregularities namely, soft storey irregularity, mass irregularity and geometric irregularity. The response of the various models is analysed using sap2000 version 14. The parameters through which a comparative response is investigated are displacement, variation in the stiffness contribution, and inter-storey drift. Models with different configurations of column orientations were studied for each vertical irregularity and it was observed that column orientation contributed significantly in affecting a better seismic response. Square columns of the same cross-sectional area showed a good response as compared to that of rectangular columns. The study concludes that as displacement values for buildings with a soft storey and mass irregularity are very high, square columns could be used to minimise the effect of displacement in x and y-axis. In buildings with geometric irregularity, exterior column orientations can be played with to enhance the stiffness in the shorter direction to control the displacement and drift values in both x and y directions.

Keywords: soft storey, mass irregularity, geometric irregularity, column orientation, square column

Procedia PDF Downloads 354

Authors: A. Kahil, A. Nekmouche, N. Khelil, I. Hamadou, M. Hamizi, Ne. Hannachi

Abstract:

The objective of this work is to study the influence of the nonlinear behavior models of the concrete (concrete_BAEL and concrete_UNI) as well as the confinement brought by the transverse reinforcement on the seismic response of reinforced concrete frame (RC/frame). These models as well as the confinement are integrated in the Cast3m finite element calculation code. The consideration of confinement (TAC, taking into account the confinement) provided by the transverse reinforcement and the non-consideration of confinement (without consideration of containment, WCC) in the presence and absence of a vertical load is studied. The application was made on a reinforced concrete frame (RC/frame) with 3 levels and 2 spans. The results show that on the one hand, the concrete_BAEL model slightly underestimates the resistance of the RC/frame in the plastic field, whereas the concrete_uni model presents the best results compared to the simplified model "concrete_BAEL", on the other hand, for the concrete-uni model, taking into account the confinement has no influence on the behavior of the RC/frame under imposed displacement up to a vertical load of 500 KN.

Keywords: reinforced concrete, nonlinear calculation, behavior laws, fiber model confinement, numerical simulation

Procedia PDF Downloads 133

Authors: Arturo Galván, Jatziri Y. Moreno-Martínez, Israel Enrique Herrera Díaz, José Ramón Gasca Tirado

Abstract:

In recent years, one of the methods most used for the construction of tunnels in soft soil is the shield-driven tunneling. The advantage of this construction technique is that it allows excavating the tunnel while at the same time a primary lining is placed, which consists of precast segments. There are joints between segments, also called longitudinal joints, and joints between rings (called as circumferential joints). This is the reason because of this type of constructions cannot be considered as a continuous structure. The effect of these joints influences in the rigidity of the segmental lining and therefore in its structural response. A parametric study was performed to take into account the effect of different parameters in the structural response of typical segmental tunnels built in soft soil by using non-linear numerical models based on Finite Element Method by means of the software package ANSYS v. 11.0. In the first part of this study, two types of numerical models were performed. In the first one, the segments were modeled by using beam elements based on Timoshenko beam theory whilst the segment joints were modeled by using inelastic rotational springs considering the constitutive moment-rotation relation proposed by Gladwell. In this way, the mechanical behavior of longitudinal joints was simulated. On the other hand for simulating the mechanical behavior of circumferential joints elastic springs were considered. As well as, the stability given by the soil was modeled by means of elastic-linear springs. In the second type of models, the segments were modeled by means of three-dimensional solid elements and the joints with contact elements. In these models, the zone of the joints is modeled as a discontinuous (increasing the computational effort) therefore a discrete model is obtained. With these contact elements the mechanical behavior of joints is simulated considering that when the joint is closed, there is transmission of compressive and shear stresses but not of tensile stresses and when the joint is opened, there is no transmission of stresses. This type of models can detect changes in the geometry because of the relative movement of the elements that form the joints. A comparison between the numerical results with two types of models was carried out. In this way, the hypothesis considered in the simplified models were validated. In addition, the numerical models were calibrated with (Lab-based) experimental results obtained from the literature of a typical tunnel built in Europe. In the second part of this work, a parametric study was performed by using the simplified models due to less used computational effort compared to complex models. In the parametric study, the effect of material properties, the geometry of the tunnel, the arrangement of the longitudinal joints and the coupling of the rings were studied. Finally, it was concluded that the mechanical behavior of segment and ring joints and the arrangement of the segment joints affect the global behavior of the lining. As well as, the effect of the coupling between rings modifies the structural capacity of the lining.

Keywords: numerical models, parametric study, segmental tunnels, structural response

Procedia PDF Downloads 205

Authors: Hizb Ullah Sajid, Muhammad Ashraf, Naveed Ahmad Qaisar Ali, Sikandar Hayat Sajid

Abstract:

This research study investigates experimentally the effects of flanges (transverse walls) on the lateral in-plane response of brick masonry walls. The experimental work included lateral in-plane quasi-static cyclic tests on full-scale walls (both with & without flanges). The flanges were introduced at both ends of the in-plane wall. In particular the damage mechanism, lateral in-plane stiffness & strength, deformability and energy dissipation of the two classes of walls are compared and the differences are quantified to help understand the effects of flanges on the in-plane response of masonry walls. The available analytical models for the in-plane shear strength & deformation evaluation of masonry walls are critically analyzed. Recommendations are made for the lateral in-plane capacity assessment of brick masonry walls including the contribution of transverse walls.

Keywords: brick masonry, damage mechanism, flanges effects, in-plane response

Procedia PDF Downloads 357

Authors: Farrukh Javed, Krzysztof Podgórski

Abstract:

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

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

Procedia PDF Downloads 359

Authors: Cesar Vazquez-Gonzalez, Sophie Avila-Foucat, Leonardo Ortiz-Lozano, Patricia Moreno-Casasola, Alejandro Granados-Barba

Abstract:

In the last twenty years, academic and scientific literature has been focused on understanding the processes and factors of coastal social-ecological systems vulnerability and resilience. Some scholars argue that resilience and vulnerability are isolated concepts due to their epistemological origin, while others note the existence of a strong resilience-vulnerability relationship. Here we present an ordinal logistic regression model based on the analytical framework about dynamic resilience-vulnerability interaction along adaptive cycle of complex systems and disasters process phases (during, recovery and learning). In this way, we demonstrate that 1) during the disturbance, absorptive capacity (resilience as a core of attributes) and external response capacity explain the probability of households capitals to diminish the damage, and exposure sets the thresholds about the amount of disturbance that households can absorb, 2) at recovery, absorptive capacity and external response capacity explain the probability of households capitals to recovery faster (resilience as an outcome) from damage, and 3) at learning, adaptive capacity (resilience as a core of attributes) explains the probability of households adaptation measures based on the enhancement of physical capital. As a result, during the disturbance phase, exposure has the greatest weight in the probability of capital’s damage, and households with absorptive and external response capacity elements absorbed the impact of floods in comparison with households without these elements. At the recovery phase, households with absorptive and external response capacity showed a faster recovery on their capital; however, the damage sets the thresholds of recovery time. More importantly, diversity in financial capital increases the probability of recovering other capital, but it becomes a liability so that the probability of recovering the household finances in a longer time increases. At learning-reorganizing phase, adaptation (modifications to the house) increases the probability of having less damage on physical capital; however, it is not very relevant. As conclusion, resilience is an outcome but also core of attributes that interacts with vulnerability along the adaptive cycle and disaster process phases. Absorptive capacity can diminish the damage experienced by floods; however, when exposure overcomes thresholds, both absorptive and external response capacity are not enough. In the same way, absorptive and external response capacity diminish the recovery time of capital, but the damage sets the thresholds in where households are not capable of recovering their capital.

Keywords: absorptive capacity, adaptive capacity, capital, floods, recovery-learning, social-ecological systems

Procedia PDF Downloads 106

Authors: I Made Ginarsa, Agung Budi Muljono, I Made Ari Nrartha

Abstract:

Transient voltage response appears in power system operation when an additional loading is forced to load bus of power systems. In this research, improvement of transient voltage response is done by using power system stabilizer-static var compensator (PSS-SVC) based on adaptive neuro-fuzzy inference system (ANFIS)-algorithm. The main function of the PSS is to add damping component to damp rotor oscillation through automatic voltage regulator (AVR) and excitation system. Learning process of the ANFIS is done by using off-line method where data learning that is used to train the ANFIS model are obtained by simulating the PSS-SVC conventional. The ANFIS model uses 7 Gaussian membership functions at two inputs and 49 rules at an output. Then, the ANFIS-PSS and ANFIS-SVC models are applied to power systems. Simulation result shows that the response of transient voltage is improved with settling time at the time of 4.25 s.

Keywords: improvement, transient voltage, PSS-SVC, ANFIS, settling time

Procedia PDF Downloads 540

Authors: Yogesh D. Bansod, Jiri Bursa

Abstract:

The quantitative study of cell mechanics is of paramount interest since it regulates the behavior of the living cells in response to the myriad of extracellular and intracellular mechanical stimuli. The novel experimental techniques together with robust computational approaches have given rise to new theories and models, which describe cell mechanics as a combination of biomechanical and biochemical processes. This review paper encapsulates the existing continuum-based computational approaches that have been developed for interpreting the mechanical responses of living cells under different loading and boundary conditions. The salient features and drawbacks of each model are discussed from both structural and biological points of view. This discussion can contribute to the development of even more precise and realistic computational models of cell mechanics based on continuum approaches or on their combination with microstructural approaches, which in turn may provide a better understanding of mechanotransduction in living cells.

Keywords: cell mechanics, computational models, continuum approach, mechanical models

Procedia PDF Downloads 333

Authors: Roseliza Mat Alipiah, David Raffaelli, J. C. R. Smart

Abstract:

This research is a new approach as it integrates information from both environmental and social sciences to inform effective management of the wetlands. A three-stage research framework was developed for modelling the drivers and pressures imposed on the wetlands and their impacts to the ecosystem and the local communities. Firstly, a Bayesian Belief Network (BBN) was used to predict the probability of anthropogenic activities affecting the delivery of different key wetland ecosystem services under different management scenarios. Secondly, Choice Experiments (CEs) were used to quantify the relative preferences which key wetland stakeholder group (aquaculturists) held for delivery of different levels of these key ecosystem services. Thirdly, a Multi-Criteria Decision Analysis (MCDA) was applied to produce an ordinal ranking of the alternative management scenarios accounting for their impacts upon ecosystem service delivery as perceived through the preferences of the aquaculturists. This integrated ecosystem management approach was applied to a wetland ecosystem in Setiu, Terengganu, Malaysia which currently supports a significant level of aquaculture activities. This research has produced clear guidelines to inform policy makers considering alternative wetland management scenarios: Intensive Aquaculture, Conservation or Ecotourism, in addition to the Status Quo. The findings of this research are as follows: The BBN revealed that current aquaculture activity is likely to have significant impacts on water column nutrient enrichment, but trivial impacts on caged fish biomass, especially under the Intensive Aquaculture scenario. Secondly, the best fitting CE models identified several stakeholder sub-groups for aquaculturists, each with distinct sets of preferences for the delivery of key ecosystem services. Thirdly, the MCDA identified Conservation as the most desirable scenario overall based on ordinal ranking in the eyes of most of the stakeholder sub-groups. Ecotourism and Status Quo scenarios were the next most preferred and Intensive Aquaculture was the least desirable scenario. The methodologies developed through this research provide an opportunity for improving planning and decision making processes that aim to deliver sustainable management of wetland ecosystems in Malaysia.

Keywords: Bayesian belief network (BBN), choice experiments (CE), multi-criteria decision analysis (MCDA), aquaculture

Procedia PDF Downloads 262

Authors: Nelson Bii, Christopher Ouma, John Odhiambo

Abstract:

Non-response is a potential source of errors in sample surveys. It introduces bias and large variance in the estimation of finite population parameters. Regression models have been recognized as one of the techniques of reducing bias and variance due to random non-response using auxiliary data. In this study, it is assumed that random non-response occurs in the survey variable in the second stage of cluster sampling, assuming full auxiliary information is available throughout. Auxiliary information is used at the estimation stage via a regression model to address the problem of random non-response. In particular, the auxiliary information is used via an improved Nadaraya-Watson kernel regression technique to compensate for random non-response. The asymptotic bias and mean squared error of the estimator proposed are derived. Besides, a simulation study conducted indicates that the proposed estimator has smaller values of the bias and smaller mean squared error values compared to existing estimators of finite population mean. The proposed estimator is also shown to have tighter confidence interval lengths at a 95% coverage rate. The results obtained in this study are useful, for instance, in choosing efficient estimators of the finite population mean in demographic sample surveys.

Keywords: mean squared error, random non-response, two-stage cluster sampling, confidence interval lengths

Procedia PDF Downloads 107

Authors: Hossein Motaghedi, Kaveh Arkani, Siavash Salamatpoor

Abstract:

Usually the piles are important tools for safety and economical design of high and heavy structures. For this aim the response of single pile under dynamic load is so effective. Also, the agents which have influence on single pile response are properties of pile geometrical, soil and subjected loads. In this study the finite difference numerical method and by using FLAC 3D software is used for evaluation of single pile behavior under peak ground acceleration (PGA) of El Centro earthquake record in California (1940). The results of this models compared by experimental results of other researchers and it will be seen that the results of this models are approximately coincide by experimental data's. For example the maximum moment and displacement in top of the pile is corresponding to the other experimental results of pervious researchers. Furthermore, in this paper is tried to evaluate the effective properties between soil and pile. The results is shown that by increasing the pile diagonal, the pile top displacement will be decreased. As well as, by increasing the length of pile, the top displacement will be increased. Also, by increasing the stiffness ratio of pile to soil, the produced moment in pile body will be increased and the taller piles have more interaction by soils and have high inertia. So, these results can help directly to optimization design of pile dimensions.

Keywords: pile seismic response, interaction between soil and pile, numerical analysis, FLAC 3D

Procedia PDF Downloads 362

Authors: Waziri B. I., Elkhashab M. M.

Abstract:

Background: One of the most serious consequences of spinal cord injury (SCI) is progressive deterioration of renal function mostly as a result of urine stasis and ascending infection of the paralyzed bladder. This necessitates for investigation of early changes in serum urea and creatinine and associated sex related differences in response to SCI. Methods: A total of 24 adult albino rats weighing above 150g were divided equally into two groups, a control and experimental group (n = 12) each containing an equal number of male and female rats. The experimental group animals were paralyzed by complete transection of spinal cord below T4 level after deep anesthesia with ketamine 75mg/kg. Blood samples were collected from both groups five days post SCI for analysis. Mean values of serum urea (mmol/L) and creatinine (µmol/L) for both groups were compared. P < 0.05 was considered as significant. Results: The results showed significantly higher levels (P < 0.05) of serum urea and creatinine in the male SCI models with mean values of 92.12 ± 0.98 and 2573 ± 70.97 respectively compared with their controls where the mean values for serum urea and creatinine were 6.31 ± 1.48 and 476. 95 ± 4.67 respectively. In the female SCI models, serum urea 13.11 ± 0.81 and creatinine 519.88 ± 31.13 were not significantly different from that of female controls with serum urea and creatinine levels of 11.71 ± 1.43 and 493.69 ± 17.10 respectively (P > 0.05). Conclusion: Spinal cord injury caused a significant increase in serum Urea and Creatinine levels in the male models compared to the females. This indicated that males might have higher risk of renal dysfunction following SCI.

Keywords: albino rats, creatinine, spinal cord injury (SCI), urea

Procedia PDF Downloads 107

Authors: Nishank Raisinghani

Abstract:

Efficiently predicting drug response remains a challenge in the realm of drug discovery. To address this issue, we propose four model architectures that combine graphical representation with varying positions of multiheaded self-attention mechanisms. By leveraging two types of multi-omics data, transcriptomics and genomics, we create a comprehensive representation of target cells and enable drug response prediction in precision medicine. A majority of our architectures utilize multiple transformer models, one with a graph attention mechanism and the other with a multiheaded self-attention mechanism, to generate latent representations of both drug and omics data, respectively. Our model architectures apply an attention mechanism to both drug and multiomics data, with the goal of procuring more comprehensive latent representations. The latent representations are then concatenated and input into a fully connected network to predict the IC-50 score, a measure of cell drug response. We experiment with all four of these architectures and extract results from all of them. Our study greatly contributes to the future of drug discovery and precision medicine by looking to optimize the time and accuracy of drug response prediction.

Keywords: drug discovery, transformers, graph neural networks, multiomics

Procedia PDF Downloads 112

Authors: Sharad Singh, Ajay Kumar Sinha

Abstract:

Coupled dampers like viscoelastic-frictional dampers for supplemental damping are a newer technique. In this paper, innovative Visco-frictional damping models have been presented and investigated. This paper attempts to couple frictional and fluid viscous dampers into a single unit of supplemental dampers. Visco-frictional damping model is developed by series and parallel coupling of frictional and fluid viscous dampers using Maxwell and Kelvin-Voigat models. The time analysis has been performed using numerical simulation on an SDOF system with varying fundamental periods, subject to a set of 12 ground motions. The simulation was performed using the direct time integration method. MATLAB programming tool was used to carry out the numerical simulation. The response behavior has been analyzed for the varying time period and added damping. This paper compares the response reduction behavior of the two modes of coupling. This paper highlights the performance efficiency of the suggested damping models. It also presents a mathematical modeling approach to visco-frictional dampers and simultaneously suggests the suitable mode of coupling between the two sub-units.

Keywords: hysteretic damping, Kelvin model, Maxwell model, parallel coupling, series coupling, viscous damping

Procedia PDF Downloads 128