Search results for: parametric model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 16708

Search results for: parametric model

16498 Implementation and Validation of a Damage-Friction Constitutive Model for Concrete

Authors: L. Madouni, M. Ould Ouali, N. E. Hannachi

Abstract:

Two constitutive models for concrete are available in ABAQUS/Explicit, the Brittle Cracking Model and the Concrete Damaged Plasticity Model, and their suitability and limitations are well known. The aim of the present paper is to implement a damage-friction concrete constitutive model and to evaluate the performance of this model by comparing the predicted response with experimental data. The constitutive formulation of this material model is reviewed. In order to have consistent results, the parameter identification and calibration for the model have been performed. Several numerical simulations are presented in this paper, whose results allow for validating the capability of the proposed model for reproducing the typical nonlinear performances of concrete structures under different monotonic and cyclic load conditions. The results of the evaluation will be used for recommendations concerning the application and further improvements of the investigated model.

Keywords: Abaqus, concrete, constitutive model, numerical simulation

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16497 Modeling and Simulation of Turbulence Induced in Nozzle Cavitation and Its Effects on Internal Flow in a High Torque Low Speed Diesel Engine

Authors: Ali Javaid, Rizwan Latif, Syed Adnan Qasim, Imran Shafi

Abstract:

To control combustion inside a direct injection diesel engine, fuel atomization is the best tool. Controlling combustion helps in reducing emissions and improves efficiency. Cavitation is one of the most important factors that significantly affect the nature of spray before it injects into combustion chamber. Typical fuel injector nozzles are small and operate at a very high pressure, which limits the study of internal nozzle behavior especially in case of diesel engine. Simulating cavitation in a fuel injector will help in understanding the phenomenon and will assist in further development. There is a parametric variation between high speed and high torque low speed diesel engines. The objective of this study is to simulate internal spray characteristics for a low speed high torque diesel engine. In-nozzle cavitation has strong effects on the parameters e.g. mass flow rate, fuel velocity, and momentum flux of fuel that is to be injected into the combustion chamber. The external spray dynamics and subsequently the air – fuel mixing depends on a lot of the parameters of fuel injecting the nozzle. The approach used to model turbulence induced in – nozzle cavitation for high-torque low-speed diesel engine, is homogeneous equilibrium model. The governing equations were modeled using Matlab. Complete Model in question was extensively evaluated by performing 3-D time-dependent simulations on Open FOAM, which is an open source flow solver and implemented in CFD (Computational Fluid Dynamics). Results thus obtained will be analyzed for better evaporation in the near-nozzle region. The proposed analyses will further help in better engine efficiency, low emission, and improved fuel economy.

Keywords: cavitation, HEM model, nozzle flow, open foam, turbulence

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16496 Effectiveness of Homoeopathic Medicine Conium Maculatum 200 C for Management of Pyuria

Authors: Amir Ashraf

Abstract:

Homoeopathy is an alternative system of medicine discovered by German physician Samuel Hahnemann in 1796. It has been used by several people for various health conditions globally for more than last 200 years. In India, homoeopathy is considered as a major system of alternative medicine. Homoeopathy is found effective in various medical conditions including Pyuria. Pyuria is the condition in which pus cells are found in urine. Homoeopathy is very useful for reducing pus cells, and homeopathically potentized Conium Mac (Hemlock) is an important remedy commonly used for reducing pyuria. Aim: To reduce the amount pus cells found in urine using Conium Mac 200C. Methods: Design. Small N Design. Samples: Purposive Sampling with 5 cases diagnosed as pyuria. Tools: Personal Data Schedule and ICD-10 Criteria for Pyuria. Techniques: Potentized homoeopathic medicine, Conium Mac 200th potency is used. Statistical Analysis: The statistical analyses were done using non-parametric tests. Results: There is significant pre/post difference has been identified. Conclusion: Homoeopathic potency, Conium Mac 200 C is effective in reducing the increased level of pus cells found in urine samples.

Keywords: homoeopathy, alternative medicine, Pyuria, Conim Mac, small N design, non-parametric tests, homeopathic physician, Ashirvad Hospital, Kannur

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16495 A Review on Parametric Optimization of Casting Processes Using Optimization Techniques

Authors: Bhrugesh Radadiya, Jaydeep Shah

Abstract:

In Indian foundry industry, there is a need of defect free casting with minimum production cost in short lead time. Casting defect is a very large issue in foundry shop which increases the rejection rate of casting and wastage of materials. The various parameters influences on casting process such as mold machine related parameters, green sand related parameters, cast metal related parameters, mold related parameters and shake out related parameters. The mold related parameters are most influences on casting defects in sand casting process. This paper review the casting produced by foundry with shrinkage and blow holes as a major defects was analyzed and identified that mold related parameters such as mold temperature, pouring temperature and runner size were not properly set in sand casting process. These parameters were optimized using different optimization techniques such as Taguchi method, Response surface methodology, Genetic algorithm and Teaching-learning based optimization algorithm. Finally, concluded that a Teaching-learning based optimization algorithm give better result than other optimization techniques.

Keywords: casting defects, genetic algorithm, parametric optimization, Taguchi method, TLBO algorithm

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16494 Interaction of Non-Gray-Gas Radiation with Opposed Mixed Convection in a Lid-Driven Square Cavity

Authors: Mohammed Cherifi, Abderrahmane Benbrik, Siham Laouar-Meftah, Denis Lemonnier

Abstract:

The present study was conducted to numerically investigate the interaction of non-gray-gas radiation with opposed mixed convection in a vertical two-sided lid-driven square cavity. The opposing flows are simultaneously generated by the vertical boundary walls which slide at a constant speed and the natural convection due to the gradient temperature of differentially heated cavity. The horizontal walls are thermally insulated and perfectly reflective. The enclosure is filled with air-H2O-CO2 gas mixture, which is considered as a non-gray, absorbing, emitting and not scattering medium. The governing differential equations are solved by a finite-volume method, by adopting the SIMPLER algorithm for pressure–velocity coupling. The radiative transfer equation (RTE) is solved by the discrete ordinates method (DOM). The spectral line weighted sum of gray gases model (SLW) is used to account for non-gray radiation properties. Three cases of the effects of radiation (transparent, gray and non-gray medium) are studied. Comparison is also made with the parametric studies of the effect of the mixed convection parameter, Ri (0.1, 1, 10), on the fluid flow and heat transfer have been performed.

Keywords: opposed mixed convection, non-gray-gas radiation, two-sided lid-driven cavity, discrete ordinate method, SLW model

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16493 Vine Copula Structure among Yield, Price and Weather Variables for Rating Crop Insurance Premium

Authors: Jiemiao Chen, Shuoxun Xu

Abstract:

The main goal of our research is to apply the Vine copula measuring dependency between price, temperature, and precipitation indices to calculate a fair crop insurance premium. This research is focused on Worth, Iowa, United States, over the period from 2000 to 2020, where the farmers are dependent on precipitation and average temperature during the growth period of corn. Our proposed insurance considers both the natural risk and the price risk in agricultural production. We first estimate the distributions of crops using parametric methods based on Goodness of Fit tests, and then Vine Copula is applied to model dependence between yield price, crop yield, and weather indices. Once the vine structure and its parameters are determined based on AIC/BIC criteria and forecasting price and yield are obtained from the ARIMA model, we calculate this crop insurance premium using the simulation data generated from the vine copula by the Monte Carlo Simulation method. It is shown that, compared with traditional crop insurance, our proposed insurance is more fair and thus less costly for the farmers and government.

Keywords: vine copula, weather index, crop insurance premium, insurance risk management, Monte Carlo simulation

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16492 Hawkes Process-Based Reflexivity Analysis in the Cryptocurrency Market

Authors: Alev Atak

Abstract:

We study the endogeneity in the cryptocurrency market over the branching ratio of the Hawkes process and evaluate the movement of self-excitability in the financial markets. We consider a semi-parametric self-exciting point process regression model where the excitation function is assumed to be smooth and decreasing but otherwise unspecified, and the baseline intensity is assumed to be a linear function of the regressors. We apply the empirical analysis to the three largest crypto assets, i.e. Bitcoin - Ethereum - Ripple, and provide a comparison with other financial assets such as SP500, Gold, and the volatility index VIX observed from January 2015 to December 2020. The results depict variable and high levels of endogeneity in the basket of cryptocurrencies under investigation, underlining the evidence of a significant role of endogenous feedback mechanisms in the price formation process.

Keywords: hawkes process, cryptocurrency, endogeneity, reflexivity

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16491 Non-Parametric Changepoint Approximation for Road Devices

Authors: Loïc Warscotte, Jehan Boreux

Abstract:

The scientific literature of changepoint detection is vast. Today, a lot of methods are available to detect abrupt changes or slight drift in a signal, based on CUSUM or EWMA charts, for example. However, these methods rely on strong assumptions, such as the stationarity of the stochastic underlying process, or even the independence and Gaussian distributed noise at each time. Recently, the breakthrough research on locally stationary processes widens the class of studied stochastic processes with almost no assumptions on the signals and the nature of the changepoint. Despite the accurate description of the mathematical aspects, this methodology quickly suffers from impractical time and space complexity concerning the signals with high-rate data collection, if the characteristics of the process are completely unknown. In this paper, we then addressed the problem of making this theory usable to our purpose, which is monitoring a high-speed weigh-in-motion system (HS-WIM) towards direct enforcement without supervision. To this end, we first compute bounded approximations of the initial detection theory. Secondly, these approximating bounds are empirically validated by generating many independent long-run stochastic processes. The abrupt changes and the drift are both tested. Finally, this relaxed methodology is tested on real signals coming from a HS-WIM device in Belgium, collected over several months.

Keywords: changepoint, weigh-in-motion, process, non-parametric

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16490 Model Driven Architecture Methodologies: A Review

Authors: Arslan Murtaza

Abstract:

Model Driven Architecture (MDA) is technique presented by OMG (Object Management Group) for software development in which different models are proposed and converted them into code. The main plan is to identify task by using PIM (Platform Independent Model) and transform it into PSM (Platform Specific Model) and then converted into code. In this review paper describes some challenges and issues that are faced in MDA, type and transformation of models (e.g. CIM, PIM and PSM), and evaluation of MDA-based methodologies.

Keywords: OMG, model driven rrchitecture (MDA), computation independent model (CIM), platform independent model (PIM), platform specific model(PSM), MDA-based methodologies

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16489 Selection of Designs in Ordinal Regression Models under Linear Predictor Misspecification

Authors: Ishapathik Das

Abstract:

The purpose of this article is to find a method of comparing designs for ordinal regression models using quantile dispersion graphs in the presence of linear predictor misspecification. The true relationship between response variable and the corresponding control variables are usually unknown. Experimenter assumes certain form of the linear predictor of the ordinal regression models. The assumed form of the linear predictor may not be correct always. Thus, the maximum likelihood estimates (MLE) of the unknown parameters of the model may be biased due to misspecification of the linear predictor. In this article, the uncertainty in the linear predictor is represented by an unknown function. An algorithm is provided to estimate the unknown function at the design points where observations are available. The unknown function is estimated at all points in the design region using multivariate parametric kriging. The comparison of the designs are based on a scalar valued function of the mean squared error of prediction (MSEP) matrix, which incorporates both variance and bias of the prediction caused by the misspecification in the linear predictor. The designs are compared using quantile dispersion graphs approach. The graphs also visually depict the robustness of the designs on the changes in the parameter values. Numerical examples are presented to illustrate the proposed methodology.

Keywords: model misspecification, multivariate kriging, multivariate logistic link, ordinal response models, quantile dispersion graphs

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16488 Optimization Modeling of the Hybrid Antenna Array for the DoA Estimation

Authors: Somayeh Komeylian

Abstract:

The direction of arrival (DoA) estimation is the crucial aspect of the radar technologies for detecting and dividing several signal sources. In this scenario, the antenna array output modeling involves numerous parameters including noise samples, signal waveform, signal directions, signal number, and signal to noise ratio (SNR), and thereby the methods of the DoA estimation rely heavily on the generalization characteristic for establishing a large number of the training data sets. Hence, we have analogously represented the two different optimization models of the DoA estimation; (1) the implementation of the decision directed acyclic graph (DDAG) for the multiclass least-squares support vector machine (LS-SVM), and (2) the optimization method of the deep neural network (DNN) radial basis function (RBF). We have rigorously verified that the LS-SVM DDAG algorithm is capable of accurately classifying DoAs for the three classes. However, the accuracy and robustness of the DoA estimation are still highly sensitive to technological imperfections of the antenna arrays such as non-ideal array design and manufacture, array implementation, mutual coupling effect, and background radiation and thereby the method may fail in representing high precision for the DoA estimation. Therefore, this work has a further contribution on developing the DNN-RBF model for the DoA estimation for overcoming the limitations of the non-parametric and data-driven methods in terms of array imperfection and generalization. The numerical results of implementing the DNN-RBF model have confirmed the better performance of the DoA estimation compared with the LS-SVM algorithm. Consequently, we have analogously evaluated the performance of utilizing the two aforementioned optimization methods for the DoA estimation using the concept of the mean squared error (MSE).

Keywords: DoA estimation, Adaptive antenna array, Deep Neural Network, LS-SVM optimization model, Radial basis function, and MSE

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16487 Application of Bayesian Model Averaging and Geostatistical Output Perturbation to Generate Calibrated Ensemble Weather Forecast

Authors: Muhammad Luthfi, Sutikno Sutikno, Purhadi Purhadi

Abstract:

Weather forecast has necessarily been improved to provide the communities an accurate and objective prediction as well. To overcome such issue, the numerical-based weather forecast was extensively developed to reduce the subjectivity of forecast. Yet the Numerical Weather Predictions (NWPs) outputs are unfortunately issued without taking dynamical weather behavior and local terrain features into account. Thus, NWPs outputs are not able to accurately forecast the weather quantities, particularly for medium and long range forecast. The aim of this research is to aid and extend the development of ensemble forecast for Meteorology, Climatology, and Geophysics Agency of Indonesia. Ensemble method is an approach combining various deterministic forecast to produce more reliable one. However, such forecast is biased and uncalibrated due to its underdispersive or overdispersive nature. As one of the parametric methods, Bayesian Model Averaging (BMA) generates the calibrated ensemble forecast and constructs predictive PDF for specified period. Such method is able to utilize ensemble of any size but does not take spatial correlation into account. Whereas space dependencies involve the site of interest and nearby site, influenced by dynamic weather behavior. Meanwhile, Geostatistical Output Perturbation (GOP) reckons the spatial correlation to generate future weather quantities, though merely built by a single deterministic forecast, and is able to generate an ensemble of any size as well. This research conducts both BMA and GOP to generate the calibrated ensemble forecast for the daily temperature at few meteorological sites nearby Indonesia international airport.

Keywords: Bayesian Model Averaging, ensemble forecast, geostatistical output perturbation, numerical weather prediction, temperature

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16486 The Influence of the Concentration and Temperature on the Rheological Behavior of Carbonyl-Methylcellulose

Authors: Mohamed Rabhi, Kouider Halim Benrahou

Abstract:

The rheological properties of the carbonyl-methylcellulose (CMC), of different concentrations (25000, 50000, 60000, 80000 and 100000 ppm) and different temperatures were studied. We found that the rheological behavior of all CMC solutions presents a pseudo-plastic behavior, it follows the model of Ostwald-de Waele. The objective of this work is the modeling of flow by the CMC Cross model. The Cross model gives us the variation of the viscosity according to the shear rate. This model allowed us to adjust more clearly the rheological characteristics of CMC solutions. A comparison between the Cross model and the model of Ostwald was made. Cross the model fitting parameters were determined by a numerical simulation to make an approach between the experimental curve and those given by the two models. Our study has shown that the model of Cross, describes well the flow of "CMC" for low concentrations.

Keywords: CMC, rheological modeling, Ostwald model, cross model, viscosity

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16485 3D Model of Rain-Wind Induced Vibration of Inclined Cable

Authors: Viet-Hung Truong, Seung-Eock Kim

Abstract:

Rain–wind induced vibration of inclined cable is a special aerodynamic phenomenon because it is easily influenced by many factors, especially the distribution of rivulet and wind velocity. This paper proposes a new 3D model of inclined cable, based on single degree-of-freedom model. Aerodynamic forces are firstly established and verified with the existing results from a 2D model. The 3D model of inclined cable is developed. The 3D model is then applied to assess the effects of wind velocity distribution and the continuity of rivulets on the cable. Finally, an inclined cable model with small sag is investigated.

Keywords: 3D model, rain - wind induced vibration, rivulet, analytical model

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16484 Survey of Methods for Solutions of Spatial Covariance Structures and Their Limitations

Authors: Joseph Thomas Eghwerido, Julian I. Mbegbu

Abstract:

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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16483 Accurate Cortical Reconstruction in Narrow Sulci with Zero-Non-Zero Distance (ZNZD) Vector Field

Authors: Somojit Saha, Rohit K. Chatterjee, Sarit K. Das, Avijit Kar

Abstract:

A new force field is designed for propagation of the parametric contour into deep narrow cortical fold in the application of knowledge based reconstruction of cerebral cortex from MR image of brain. Designing of this force field is highly inspired by the Generalized Gradient Vector Flow (GGVF) model and markedly differs in manipulation of image information in order to determine the direction of propagation of the contour. While GGVF uses edge map as its main driving force, the newly designed force field uses the map of distance between zero valued pixels and their nearest non-zero valued pixel as its main driving force. Hence, it is called Zero-Non-Zero Distance (ZNZD) force field. The objective of this force field is forceful propagation of the contour beyond spurious convergence due to partial volume effect (PVE) in to narrow sulcal fold. Being function of the corresponding non-zero pixel value, the force field has got an inherent property to determine spuriousness of the edge automatically. It is effectively applied along with some morphological processing in the application of cortical reconstruction to breach the hindrance of PVE in narrow sulci where conventional GGVF fails.

Keywords: deformable model, external force field, partial volume effect, cortical reconstruction, MR image of brain

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16482 Instability by Weak Precession of the Flow in a Rapidly Rotating Sphere

Authors: S. Kida

Abstract:

We consider the flow of an incompressible viscous fluid in a precessing sphere whose spin and precession axes are orthogonal to each other. The flow is characterized by two non-dimensional parameters, the Reynolds number Re and the Poincare number Po. For which values of (Re, Po) will the flow approach a steady state from an arbitrary initial condition? To answer it we are searching the instability boundary of the steady states in the whole (Re, Po) plane. Here, we focus the rapidly rotating and weakly precessing limit, i.e., Re >> 1 and Po << 1. The steady flow was obtained by the asymptotic expansion for small ε=Po Re¹/² << 1. The flow exhibits nearly a solid-body rotation in the whole sphere except for a thin boundary layer which develops over the sphere surface. The thickness of this boundary layer is of O(δ), where δ=Re⁻¹/², except where two circular critical bands of thickness of O(δ⁴/⁵) and of width of O(δ²/⁵) which are located away from the spin axis by about 60°. We perform the linear stability analysis of the steady flow. We assume that the disturbances are localized in the critical bands and make an expansion analysis in terms of ε to derive the eigenvalue problem for the growth rate of the disturbance, which is solved numerically. As the solution, we obtain an asymptote of the stability boundary as Po=28.36Re⁻⁰.⁸. This agrees excellently with the corresponding laboratory experiments and numerical simulations. One of the most popular instability mechanisms so far is the parametric instability, which turns out, however, not to give the correct stability boundary. The present instability is different from the parametric instability.

Keywords: boundary layer, critical band, instability, precessing sphere

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16481 Spectroscopic Study of a Eu-Complex Containing Hybrid Material

Authors: Y. A. R. Oliveira, M. A. Couto dos Santos, N. B. C. Júnior, S. J. L. Ribeiro, L. D. Carlos

Abstract:

The Eu(TTA)3(H2O)2 complex (TTA = thenoyltrifluoroacetone) pure (EuTTA) and incorporated in an organicinorganic hybrid material (EuTTA-hyb) are revisited, this time from the crystal field parameters (CFP) and Judd-Ofelt intensity parameters (Ωλ) point of view. A detailed analysis of the emission spectra revealed that the EuTTA phase still remains in the hybrid phase. Sparkle Model calculations of the EuTTA ground state geometry have been performed and satisfactorily compared to the X-ray structure. The observed weaker crystal field strength of the phase generated by the incorporation is promptly interpreted through the existing EXAFS results of the EuTTA-hyb structure. Satisfactory predictions of the CFP, of the 7F1 level splitting and of the Ωλ in all cases were obtained by using the charge factors and polarizabilities as degrees of freedom of non-parametric models.

Keywords: crystal field parameters, europium complexes, Judd-Ofelt intensity parameters

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16480 Invalidation of the Start of Lunar Calendars Based on Sighting of Crescent: A Survey of 101 Years of Data between 1938 and 2038

Authors: Rafik Ouared

Abstract:

The purpose of this paper is to invalidate decisions made by the Islamic conference led at Istanbul in 2016, which had defined two basic criteria to determine the start of the lunar month: (1)they are all based on the sighting of the crescent, be it observed or computed with modern methods, and (2) they've strongly recommended the adoption of the principle of 'unification of sighting', by which any occurrence of sighting anywhere would be applicable everywhere. To demonstrate the invalidation of those statements, a survey of 101 years of data, from 1938 to 2038, have been analyzed to compare the probability density function (PDF) of time difference between different types of fajr and new moon. Two groups of fajr have been considered: the 'natural fajr', which is the very first fajr following new moon, and the 'biased fajr', which is defined by human being inclusively of all chosen definitions. The parametric and non-parametric statistical comparisons between the different groups have shown the all the biased PDFs are significantly different from the unbiased (natural) PDF with probability value (p-value) less than 0.001. The significance level was fixed to 0.05. Conclusion: the on-going reference to sighting of crescent is inducing an significant bias in defining lunar calendar. Therefore, 'natural' calendar would be more applicable requiring a more contextualized revision of issue in fiqh.

Keywords: biased fajr, lunar calendar, natural fajr, probability density function, sighting of crescent, time difference between fajr and new moon

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16479 Identifying Model to Predict Deterioration of Water Mains Using Robust Analysis

Authors: Go Bong Choi, Shin Je Lee, Sung Jin Yoo, Gibaek Lee, Jong Min Lee

Abstract:

In South Korea, it is difficult to obtain data for statistical pipe assessment. In this paper, to address these issues, we find that various statistical model presented before is how data mixed with noise and are whether apply in South Korea. Three major type of model is studied and if data is presented in the paper, we add noise to data, which affects how model response changes. Moreover, we generate data from model in paper and analyse effect of noise. From this we can find robustness and applicability in Korea of each model.

Keywords: proportional hazard model, survival model, water main deterioration, ecological sciences

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16478 Determinates and Consequences of Job Involvement in Kuwaiti Business Organizations

Authors: Ali H. Muhammad

Abstract:

The present study examines some antecedents and consequences of employee job involvement in Kuwaiti business organization. The model presented in the current study suggests that job satisfaction and organizational commitments are determinates of job involvements. Employees who are satisfied with their jobs tend to be more attached to their jobs and view their jobs as an essential part of their existence. Similarly, employees who are committed to organizational goals, and identify with organizational values, tend to have high level of involvement. Furthermore, our model suggests that job involvement is positively related to work performance and organizational citizenship behavior. The negative consequences of job involvement include burnout and work family conflict. To test the hypotheses, a sample of 204 Kuwaiti employees representing 8 Kuwaiti work organizations is used. The sample covers a variety of business sectors in Kuwait, including manufacturing, services, and transportation. The data were analyzed using non-parametric tests, Pearson correlations, and structural equation modeling. Results indicate that job satisfaction and organizational commitment have significant positive effects on job involvement. Furthermore, findings reveal that job involvement is positively associated with performance, organization citizenship behavior, and work family conflict. Findings are discussed, and future areas of research are identified.

Keywords: job involvement, organizational citizenship behavior, work family conflict, burnout

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16477 Parametric Approach for Reserve Liability Estimate in Mortgage Insurance

Authors: Rajinder Singh, Ram Valluru

Abstract:

Chain Ladder (CL) method, Expected Loss Ratio (ELR) method and Bornhuetter-Ferguson (BF) method, in addition to more complex transition-rate modeling, are commonly used actuarial reserving methods in general insurance. There is limited published research about their relative performance in the context of Mortgage Insurance (MI). In our experience, these traditional techniques pose unique challenges and do not provide stable claim estimates for medium to longer term liabilities. The relative strengths and weaknesses among various alternative approaches revolve around: stability in the recent loss development pattern, sufficiency and reliability of loss development data, and agreement/disagreement between reported losses to date and ultimate loss estimate. CL method results in volatile reserve estimates, especially for accident periods with little development experience. The ELR method breaks down especially when ultimate loss ratios are not stable and predictable. While the BF method provides a good tradeoff between the loss development approach (CL) and ELR, the approach generates claim development and ultimate reserves that are disconnected from the ever-to-date (ETD) development experience for some accident years that have more development experience. Further, BF is based on subjective a priori assumption. The fundamental shortcoming of these methods is their inability to model exogenous factors, like the economy, which impact various cohorts at the same chronological time but at staggered points along their life-time development. This paper proposes an alternative approach of parametrizing the loss development curve and using logistic regression to generate the ultimate loss estimate for each homogeneous group (accident year or delinquency period). The methodology was tested on an actual MI claim development dataset where various cohorts followed a sigmoidal trend, but levels varied substantially depending upon the economic and operational conditions during the development period spanning over many years. The proposed approach provides the ability to indirectly incorporate such exogenous factors and produce more stable loss forecasts for reserving purposes as compared to the traditional CL and BF methods.

Keywords: actuarial loss reserving techniques, logistic regression, parametric function, volatility

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16476 Evaluating the Fire Resistance of Offshore Tubular K-Joints Subjected to Balanced Axial Loads

Authors: Neda Azari Dodaran, Hamid Ahmadi

Abstract:

Results of 405 finite element (FE) analyses were used in the present research to study the effect of the joint geometry on the ultimate strength and initial stiffness of tubular K-joints subjected to axial loading at fire-induced elevated temperatures. The FE models were validated against the data available from experimental tests. Structural behavior under different temperatures (200ºC, 400ºC, 500ºC, and 700ºC) was investigated and compared to the behavior at ambient temperature (20ºC). A parametric study was conducted to investigate the effect of dimensionless geometrical parameters (β, γ, θ, and τ) on the ultimate strength and initial stiffness. Afterwards, ultimate strength data extracted from the FE analyses were compared with the values calculated from the equations proposed by available design codes in which the ultimate strength of the joint at elevated temperatures is obtained by replacing the yield stress of the steel at ambient temperature with the corresponding value at elevated temperature. It was indicated that this method may not have acceptable accuracy for K-joints under axial loading. Hence, a design formula was developed, through nonlinear regression analyses, to determine the ultimate strength of K-joints subjected to balanced axial loads at elevated temperatures.

Keywords: axial loading, elevated temperature, parametric equation, static strength, tubular K-joint

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16475 Identification of Rainfall Trends in Qatar

Authors: Abdullah Al Mamoon, Ataur Rahman

Abstract:

Due to climate change, future rainfall will change at many locations on earth; however, the spatial and temporal patterns of this change are not easy to predict. One approach of predicting such future changes is to examine the trends in the historical rainfall data at a given region and use the identified trends to make future prediction. For this, a statistical trend test is commonly applied to the historical data. This paper examines the trends of daily extreme rainfall events from 30 rain gauges located in the State of Qatar. Rainfall data covering from 1962 to 2011 were used in the analysis. A combination of four non-parametric and parametric tests was applied to identify trends at 10%, 5%, and 1% significance levels. These tests are Mann-Kendall (MK), Spearman’s Rho (SR), Linear Regression (LR) and CUSUM tests. These tests showed both positive and negative trends throughout the country. Only eight stations showed positive (upward) trend, which were however not statistically significant. In contrast, significant negative (downward) trends were found at the 5% and 10% levels of significance in six stations. The MK, SR and LR tests exhibited very similar results. This finding has important implications in the derivation/upgrade of design rainfall for Qatar, which will affect design and operation of future urban drainage infrastructure in Qatar.

Keywords: trends, extreme rainfall, daily rainfall, Mann-Kendall test, climate change, Qatar

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16474 The Classification Performance in Parametric and Nonparametric Discriminant Analysis for a Class- Unbalanced Data of Diabetes Risk Groups

Authors: Lily Ingsrisawang, Tasanee Nacharoen

Abstract:

Introduction: The problems of unbalanced data sets generally appear in real world applications. Due to unequal class distribution, many research papers found that the performance of existing classifier tends to be biased towards the majority class. The k -nearest neighbors’ nonparametric discriminant analysis is one method that was proposed for classifying unbalanced classes with good performance. Hence, the methods of discriminant analysis are of interest to us in investigating misclassification error rates for class-imbalanced data of three diabetes risk groups. Objective: The purpose of this study was to compare the classification performance between parametric discriminant analysis and nonparametric discriminant analysis in a three-class classification application of class-imbalanced data of diabetes risk groups. Methods: Data from a healthy project for 599 staffs in a government hospital in Bangkok were obtained for the classification problem. The staffs were diagnosed into one of three diabetes risk groups: non-risk (90%), risk (5%), and diabetic (5%). The original data along with the variables; diabetes risk group, age, gender, cholesterol, and BMI was analyzed and bootstrapped up to 50 and 100 samples, 599 observations per sample, for additional estimation of misclassification error rate. Each data set was explored for the departure of multivariate normality and the equality of covariance matrices of the three risk groups. Both the original data and the bootstrap samples show non-normality and unequal covariance matrices. The parametric linear discriminant function, quadratic discriminant function, and the nonparametric k-nearest neighbors’ discriminant function were performed over 50 and 100 bootstrap samples and applied to the original data. In finding the optimal classification rule, the choices of prior probabilities were set up for both equal proportions (0.33: 0.33: 0.33) and unequal proportions with three choices of (0.90:0.05:0.05), (0.80: 0.10: 0.10) or (0.70, 0.15, 0.15). Results: The results from 50 and 100 bootstrap samples indicated that the k-nearest neighbors approach when k = 3 or k = 4 and the prior probabilities of {non-risk:risk:diabetic} as {0.90:0.05:0.05} or {0.80:0.10:0.10} gave the smallest error rate of misclassification. Conclusion: The k-nearest neighbors approach would be suggested for classifying a three-class-imbalanced data of diabetes risk groups.

Keywords: error rate, bootstrap, diabetes risk groups, k-nearest neighbors

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16473 Interannual Variations in Snowfall and Continuous Snow Cover Duration in Pelso, Central Finland, Linked to Teleconnection Patterns, 1944-2010

Authors: M. Irannezhad, E. H. N. Gashti, S. Mohammadighavam, M. Zarrini, B. Kløve

Abstract:

Climate warming would increase rainfall by shifting precipitation falling form from snow to rain, and would accelerate snow cover disappearing by increasing snowpack. Using temperature and precipitation data in the temperature-index snowmelt model, we evaluated variability of snowfall and continuous snow cover duration(CSCD) during 1944-2010 over Pelso, central Finland. MannKendall non-parametric test determined that annual precipitation increased by 2.69 (mm/year, p<0.05) during the study period, but no clear trend in annual temperature. Both annual rainfall and snowfall increased by 1.67 and 0.78 (mm/year, p<0.05), respectively. CSCD was generally about 205 days from 14 October to 6 May. No clear trend was found in CSCD over Pelso. Spearman’s rank correlation showed most significant relationships of annual snowfall with the East Atlantic (EA) pattern, and CSCD with the East Atlantic/West Russia (EA/WR) pattern. Increased precipitation with no warming temperature caused the rainfall and snowfall to increase, while no effects on CSCD.

Keywords: variations, snowfall, snow cover duration, temperature-index snowmelt model, teleconnection patterns

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16472 Arbitrarily Shaped Blur Kernel Estimation for Single Image Blind Deblurring

Authors: Aftab Khan, Ashfaq Khan

Abstract:

The research paper focuses on an interesting challenge faced in Blind Image Deblurring (BID). It relates to the estimation of arbitrarily shaped or non-parametric Point Spread Functions (PSFs) of motion blur caused by camera handshake. These PSFs exhibit much more complex shapes than their parametric counterparts and deblurring in this case requires intricate ways to estimate the blur and effectively remove it. This research work introduces a novel blind deblurring scheme visualized for deblurring images corrupted by arbitrarily shaped PSFs. It is based on Genetic Algorithm (GA) and utilises the Blind/Reference-less Image Spatial QUality Evaluator (BRISQUE) measure as the fitness function for arbitrarily shaped PSF estimation. The proposed BID scheme has been compared with other single image motion deblurring schemes as benchmark. Validation has been carried out on various blurred images. Results of both benchmark and real images are presented. Non-reference image quality measures were used to quantify the deblurring results. For benchmark images, the proposed BID scheme using BRISQUE converges in close vicinity of the original blurring functions.

Keywords: blind deconvolution, blind image deblurring, genetic algorithm, image restoration, image quality measures

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16471 THRAP2 Gene Identified as a Candidate Susceptibility Gene of Thyroid Autoimmune Diseases Pedigree in Tunisian Population

Authors: Ghazi Chabchoub, Mouna Feki, Mohamed Abid, Hammadi Ayadi

Abstract:

Autoimmune thyroid diseases (AITDs), including Graves’ disease (GD) and Hashimoto’s thyroiditis (HT), are inherited as complex traits. Genetic factors associated with AITDs have been tentatively identified by candidate gene and genome scanning approaches. We analysed three intragenic microsatellite markers in the thyroid hormone receptor associated protein 2 gene (THRAP2), mapped near D12S79 marker, which have a potential role in immune function and inflammation [THRAP2-1(TG)n, THRAP2-2 (AC)n and THRAP2-3 (AC)n]. Our study population concerned 12 patients affected with AITDs belonging to a multiplex Tunisian family with high prevalence of AITDs. Fluorescent genotyping was carried out on ABI 3100 sequencers (Applied Biosystems USA) with the use of GENESCAN for semi-automated fragment sizing and GENOTYPER peak-calling software. Statistical analysis was performed using the non parametric Lod score (NPL) by Merlin software. Merlin outputs non-parametric NPLall (Z) and LOD scores and their corresponding asymptotic P values. The analysis for three intragenic markers in the THRAP2 gene revealed strong evidence for linkage (NPL=3.68, P=0.00012). Our results suggested the possible role of THRAP2 gene in AITDs susceptibility in this family.

Keywords: autoimmunity, autoimmune disease, genetic, linkage analysis

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16470 Investigation of Building Pounding during Earthquake and Calculation of Impact Force between Two Adjacent Structures

Authors: H. Naderpour, R. C. Barros, S. M. Khatami

Abstract:

Seismic excitation is naturally caused large horizontal relative displacements, which is able to provide collisions between two adjacent buildings due to insufficient separation distance and severe damages are occurred due to impact especially in tall buildings. In this paper, an impact is numerically simulated and two needed parameters are calculated, including impact force and energy absorption. In order to calculate mentioned parameters, mathematical study needs to model an unreal link element, which is logically assumed to be spring and dashpot to determine lateral displacement and damping ratio of impact. For the determination of dynamic response of impact, a new equation of motion is theoretically suggested to evaluate impact force and energy dissipation. In order to confirm the rendered equation, a series of parametric study are performed and the accuracy of formula is confirmed.

Keywords: pounding, impact, dissipated energy, coefficient of restitution

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16469 Influence of Solenoid Configuration on Electromagnetic Acceleration of Plunger

Authors: Shreyansh Bharadwaj, Raghavendra Kollipara, Sijoy C. D., R. K. Mittal

Abstract:

Utilizing the Lorentz force to propel an electrically conductive plunger through a solenoid represents a fundamental application in electromagnetism. The parameters of the solenoid significantly influence the force exerted on the plunger, impacting its response. A parametric study has been done to understand the effect of these parameters on the force acting on the plunger. This study is done to determine the most optimal combination of parameters to obtain the fast response. Analysis has been carried out using an algorithm capable of simulating the scenario of a plunger undergoing acceleration within a solenoid. Authors have conducted an analysis focusing on several key configuration parameters of the solenoid. These parameters include the inter-layer gap (in the case of a multi-turn solenoid), different conductor diameters, varying numbers of turns, and diverse numbers of layers. Primary objective of this paper is to discern how alterations in these parameters affect the force applied to the plunger. Through extensive numerical simulations, a dataset has been generated and utilized to construct informative plots. These plots provide visual representations of the relationships between the solenoid configuration parameters and the resulting force exerted on the plunger, which can further be used to deduce scaling laws. This research endeavors to offer valuable insights into optimizing solenoid configurations for enhanced electromagnetic acceleration, thereby contributing to advancements in electromagnetic propulsion technology.

Keywords: Lorentz force, solenoid configuration, electromagnetic acceleration, parametric analysis, simulation

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