Search results for: probabilistic methods
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 14854

Search results for: probabilistic methods

14704 A Continuous Boundary Value Method of Order 8 for Solving the General Second Order Multipoint Boundary Value Problems

Authors: T. A. Biala

Abstract:

This paper deals with the numerical integration of the general second order multipoint boundary value problems. This has been achieved by the development of a continuous linear multistep method (LMM). The continuous LMM is used to construct a main discrete method to be used with some initial and final methods (also obtained from the continuous LMM) so that they form a discrete analogue of the continuous second order boundary value problems. These methods are used as boundary value methods and adapted to cope with the integration of the general second order multipoint boundary value problems. The convergence, the use and the region of absolute stability of the methods are discussed. Several numerical examples are implemented to elucidate our solution process.

Keywords: linear multistep methods, boundary value methods, second order multipoint boundary value problems, convergence

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14703 Numerical Methods versus Bjerksund and Stensland Approximations for American Options Pricing

Authors: Marasovic Branka, Aljinovic Zdravka, Poklepovic Tea

Abstract:

Numerical methods like binomial and trinomial trees and finite difference methods can be used to price a wide range of options contracts for which there are no known analytical solutions. American options are the most famous of that kind of options. Besides numerical methods, American options can be valued with the approximation formulas, like Bjerksund-Stensland formulas from 1993 and 2002. When the value of American option is approximated by Bjerksund-Stensland formulas, the computer time spent to carry out that calculation is very short. The computer time spent using numerical methods can vary from less than one second to several minutes or even hours. However to be able to conduct a comparative analysis of numerical methods and Bjerksund-Stensland formulas, we will limit computer calculation time of numerical method to less than one second. Therefore, we ask the question: Which method will be most accurate at nearly the same computer calculation time?

Keywords: Bjerksund and Stensland approximations, computational analysis, finance, options pricing, numerical methods

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14702 Methods for Preparation of Soil Samples for Determination of Trace Elements

Authors: S. Krustev, V. Angelova, K. Ivanov, P. Zaprjanova

Abstract:

It is generally accepted that only about ten microelements are vitally important to all plants, and approximately ten more elements are proved to be significant for the development of some species. The main methods for their determination in soils are the atomic spectral techniques - AAS and ICP-OAS. Critical stage to obtain correct results for content of heavy metals and nutrients in the soil is the process of mineralization. A comparative study of the most widely spread methods for soil sample preparation for determination of some trace elements was carried out. Three most commonly used methods for sample preparation were used as follows: ISO11466, EPA Method 3051 and BDS ISO 14869-1. Their capabilities were assessed and their bounds of applicability in determining the levels of the most important microelements in agriculture were defined.

Keywords: analysis, copper, methods, zinc

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14701 A Comparative Study of Sampling-Based Uncertainty Propagation with First Order Error Analysis and Percentile-Based Optimization

Authors: M. Gulam Kibria, Shourav Ahmed, Kais Zaman

Abstract:

In system analysis, the information on the uncertain input variables cause uncertainty in the system responses. Different probabilistic approaches for uncertainty representation and propagation in such cases exist in the literature. Different uncertainty representation approaches result in different outputs. Some of the approaches might result in a better estimation of system response than the other approaches. The NASA Langley Multidisciplinary Uncertainty Quantification Challenge (MUQC) has posed challenges about uncertainty quantification. Subproblem A, the uncertainty characterization subproblem, of the challenge posed is addressed in this study. In this subproblem, the challenge is to gather knowledge about unknown model inputs which have inherent aleatory and epistemic uncertainties in them with responses (output) of the given computational model. We use two different methodologies to approach the problem. In the first methodology we use sampling-based uncertainty propagation with first order error analysis. In the other approach we place emphasis on the use of Percentile-Based Optimization (PBO). The NASA Langley MUQC’s subproblem A is developed in such a way that both aleatory and epistemic uncertainties need to be managed. The challenge problem classifies each uncertain parameter as belonging to one the following three types: (i) An aleatory uncertainty modeled as a random variable. It has a fixed functional form and known coefficients. This uncertainty cannot be reduced. (ii) An epistemic uncertainty modeled as a fixed but poorly known physical quantity that lies within a given interval. This uncertainty is reducible. (iii) A parameter might be aleatory but sufficient data might not be available to adequately model it as a single random variable. For example, the parameters of a normal variable, e.g., the mean and standard deviation, might not be precisely known but could be assumed to lie within some intervals. It results in a distributional p-box having the physical parameter with an aleatory uncertainty, but the parameters prescribing its mathematical model are subjected to epistemic uncertainties. Each of the parameters of the random variable is an unknown element of a known interval. This uncertainty is reducible. From the study, it is observed that due to practical limitations or computational expense, the sampling is not exhaustive in sampling-based methodology. That is why the sampling-based methodology has high probability of underestimating the output bounds. Therefore, an optimization-based strategy to convert uncertainty described by interval data into a probabilistic framework is necessary. This is achieved in this study by using PBO.

Keywords: aleatory uncertainty, epistemic uncertainty, first order error analysis, uncertainty quantification, percentile-based optimization

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14700 Comparative Fragility Analysis of Shallow Tunnels Subjected to Seismic and Blast Loads

Authors: Siti Khadijah Che Osmi, Mohammed Ahmad Syed

Abstract:

Underground structures are crucial components which required detailed analysis and design. Tunnels, for instance, are massively constructed as transportation infrastructures and utilities network especially in urban environments. Considering their prime importance to the economy and public safety that cannot be compromised, thus any instability to these tunnels will be highly detrimental to their performance. Recent experience suggests that tunnels become vulnerable during earthquakes and blast scenarios. However, a very limited amount of studies has been carried out to study and understanding the dynamic response and performance of underground tunnels under those unpredictable extreme hazards. In view of the importance of enhancing the resilience of these structures, the overall aims of the study are to evaluate probabilistic future performance of shallow tunnels subjected to seismic and blast loads by developing detailed fragility analysis. Critical non-linear time history numerical analyses using sophisticated finite element software Midas GTS NX have been presented about the current methods of analysis, taking into consideration of structural typology, ground motion and explosive characteristics, effect of soil conditions and other associated uncertainties on the tunnel integrity which may ultimately lead to the catastrophic failure of the structures. The proposed fragility curves for both extreme loadings are discussed and compared which provide significant information the performance of the tunnel under extreme hazards which may beneficial for future risk assessment and loss estimation.

Keywords: fragility analysis, seismic loads, shallow tunnels, blast loads

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14699 Unsupervised Reciter Recognition Using Gaussian Mixture Models

Authors: Ahmad Alwosheel, Ahmed Alqaraawi

Abstract:

This work proposes an unsupervised text-independent probabilistic approach to recognize Quran reciter voice. It is an accurate approach that works on real time applications. This approach does not require a prior information about reciter models. It has two phases, where in the training phase the reciters' acoustical features are modeled using Gaussian Mixture Models, while in the testing phase, unlabeled reciter's acoustical features are examined among GMM models. Using this approach, a high accuracy results are achieved with efficient computation time process.

Keywords: Quran, speaker recognition, reciter recognition, Gaussian Mixture Model

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14698 Developing Reading Methods of Industrial Education Students at King Mongkut’s Institute of Technology Ladkrabang

Authors: Rattana Sangchan, Pattaraporn Thampradit

Abstract:

Teaching students to use a variety of reading methods in developing reading is essential for Thai university students. However, there haven’t been a lot of studies concerned about developing reading methods that are used by Thai students in the industrial education field. Therefore, this study was carried out not only to investigate the developing reading methods of Industrial Education students at King Mongkut’s Institute of Technology Ladkrabang, but also to determine if the developing reading strategies differ among the students’ reading abilities and differ gender: male and female. The research instrument used in collecting the data consisted of fourteen statements which include either metacognitive strategies, cognitive strategies or social / affective strategies. Results of this study revealed that students could develop their reading methods in moderate level (mean=3.13). Furthermore, high reading ability students had different levels of using reading methods to develop their reading from those of mid reading ability students. In addition, high reading ability students could use either metacognitive reading methods or cognitive reading methods to develop their reading much better than mid reading ability students. Interestingly, male students could develop their reading methods in great levels while female students could develop their reading methods only in moderate level. Last but not least, male students could use either metacognitive reading methods or cognitive reading methods to develop their reading much better than female students. Thus, the results of this study could indicate that most students need to apply much more reading strategies to develop their reading. At the same time, suggestions on how to motivate and train their students to apply much more appropriate effective reading strategies to better comprehend their reading were also provided.

Keywords: developing reading methods, industrial education, reading abilities, reading method classification

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14697 A New Family of Globally Convergent Conjugate Gradient Methods

Authors: B. Sellami, Y. Laskri, M. Belloufi

Abstract:

Conjugate gradient methods are an important class of methods for unconstrained optimization, especially for large-scale problems. Recently, they have been much studied. In this paper, a new family of conjugate gradient method is proposed for unconstrained optimization. This method includes the already existing two practical nonlinear conjugate gradient methods, which produces a descent search direction at every iteration and converges globally provided that the line search satisfies the Wolfe conditions. The numerical experiments are done to test the efficiency of the new method, which implies the new method is promising. In addition the methods related to this family are uniformly discussed.

Keywords: conjugate gradient method, global convergence, line search, unconstrained optimization

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14696 On a Generalization of the Spectral Dichotomy Method of a Matrix With Respect to Parabolas

Authors: Mouhamadou Dosso

Abstract:

This paper presents methods of spectral dichotomy of a matrix which compute spectral projectors on the subspace associated with the eigenvalues external to the parabolas described by a general equation. These methods are modifications of the one proposed in [A. N. Malyshev and M. Sadkane, SIAM J. MATRIX ANAL. APPL. 18 (2), 265-278, 1997] which uses the spectral dichotomy method of a matrix with respect to the imaginary axis. Theoretical and algorithmic aspects of the methods are developed. Numerical results obtained by applying methods presented on matrices are reported.

Keywords: spectral dichotomy method, spectral projector, eigensubspaces, eigenvalue

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14695 Three-Stage Multivariate Stratified Sample Surveys with Probabilistic Cost Constraint and Random Variance

Authors: Sanam Haseen, Abdul Bari

Abstract:

In this paper a three stage multivariate programming problem with random survey cost and variances as random variables has been formulated as a non-linear stochastic programming problem. The problem has been converted into an equivalent deterministic form using chance constraint programming and modified E-modeling. An empirical study of the problem has been done at the end of the paper using R-simulation.

Keywords: chance constraint programming, modified E-model, stochastic programming, stratified sample surveys, three stage sample surveys

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14694 Assessing the Influence of Using Traditional Methods of Construction on Cost and Quality of Building Construction

Authors: Musoke Ivan, Birungi Racheal

Abstract:

The construction trend is characterized by increased use of modern methods yet traditional methods are cheaper in terms of costs, in addition to the benefits it offers to the construction sector, like providing more jobs that could have been worked with the intensive machines. The purpose of this research was to assess the influence of using Traditional methods of construction (TMC) on the costs and quality of building structures and determine the different ways. Traditional methods of construction (TMC) can be applicable and integrated into the construction trend, and propose ways how this can be a success. The study adopted a quantitative method approach targeting various construction professionals like Architects, Quantity surveyors, Engineers, and Construction Managers. Questionnaires and analyses of literature were used to obtain research data and findings. Simple random sampling was used to select 40 construction professionals to which questionnaires were administered. The data was then analyzed using Microsoft Excel. The findings of the research indicate that Traditional methods of construction (TMCs) in Uganda are cheaper in terms of costs, but the quality is still low. This is attributed to a lack of skilled labour and efficient supervision while undertaking tasks leading to low quality. The study identifies strategies that would improve Traditional methods of construction (TMC), which include the employment of skilled manpower and effective supervision. It also identifies the need by stakeholders like the government, clients, and professionals to appreciate Traditional methods of construction (TMCs) and allow for a levelled ground for Traditional Methods of Construction and Modern methods of construction (MMCs).

Keywords: traditional methods of construction, integration, cost, quality

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14693 Best Resource Recommendation for a Stochastic Process

Authors: Likewin Thomas, M. V. Manoj Kumar, B. Annappa

Abstract:

The aim of this study was to develop an Artificial Neural Network0 s recommendation model for an online process using the complexity of load, performance, and average servicing time of the resources. Here, the proposed model investigates the resource performance using stochastic gradient decent method for learning ranking function. A probabilistic cost function is implemented to identify the optimal θ values (load) on each resource. Based on this result the recommendation of resource suitable for performing the currently executing task is made. The test result of CoSeLoG project is presented with an accuracy of 72.856%.

Keywords: ADALINE, neural network, gradient decent, process mining, resource behaviour, polynomial regression model

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14692 Solving Mean Field Problems: A Survey of Numerical Methods and Applications

Authors: Amal Machtalay

Abstract:

In this survey, we aim to review the rapidly growing literature on numerical methods to solve different forms of mean field problems, namely mean field games (MFG), mean field controls (MFC), potential MFGs, and master equations, as well as their corresponding recent applications. Here, we distinguish two families of numerical methods: iterative methods based on mesh generation and those called mesh-free, normally related to neural networking and learning frameworks.

Keywords: mean-field games, numerical schemes, partial differential equations, complex systems, machine learning

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14691 Regional Adjustment to the Analytical Attenuation Coefficient in the GMPM BSSA 14 for the Region of Spain

Authors: Gonzalez Carlos, Martinez Fransisco

Abstract:

There are various types of analysis that allow us to involve seismic phenomena that cause strong requirements for structures that are designed by society; one of them is a probabilistic analysis which works from prediction equations that have been created based on metadata seismic compiled in different regions. These equations form models that are used to describe the 5% damped pseudo spectra response for the various zones considering some easily known input parameters. The biggest problem for the creation of these models requires data with great robust statistics that support the results, and there are several places where this type of information is not available, for which the use of alternative methodologies helps to achieve adjustments to different models of seismic prediction.

Keywords: GMPM, 5% damped pseudo-response spectra, models of seismic prediction, PSHA

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14690 A Review of Fractal Dimension Computing Methods Applied to Wear Particles

Authors: Manish Kumar Thakur, Subrata Kumar Ghosh

Abstract:

Various types of particles found in lubricant may be characterized by their fractal dimension. Some of the available methods are: yard-stick method or structured walk method, box-counting method. This paper presents a review of the developments and progress in fractal dimension computing methods as applied to characteristics the surface of wear particles. An overview of these methods, their implementation, their advantages and their limits is also present here. It has been accepted that wear particles contain major information about wear and friction of materials. Morphological analysis of wear particles from a lubricant is a very effective way for machine condition monitoring. Fractal dimension methods are used to characterize the morphology of the found particles. It is very useful in the analysis of complexity of irregular substance. The aim of this review is to bring together the fractal methods applicable for wear particles.

Keywords: fractal dimension, morphological analysis, wear, wear particles

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14689 Influence of Procurement Methods on Cost Performance of Building Projects in Gombe State, Nigeria

Authors: S. U. Kunya, S. Abdulkadir, M. A. Anas, L. Z. Adam

Abstract:

Procurement methods is described as systems of contractual arrangements used by the contractor in order to secure the design and construction services based on the stipulated cost and within the required time and quality. Despite that, major projects in the Nigerian construction industry failed because of wrong procurement methods with major consequences leads to cost overrun which needs to find lasting solution. The aim of the study is to evaluate the influence of procurement methods on cost performance of building projects in Gombe State, Nigeria. Study adopts descriptive and explorative design approach. Data were collected through administering of one hundred questionnaire using convenient sampling techniques. Data analyses using percentages, mean value and Anova analysis. Major finding show that more than fifty percent (50%) of procurement methods available are mainly utilized in the study area and the top procurement methods that have high impacts on cost performance as compare with the other methods is project management and direct labour procurement methods. The results of hypothesis’ tests with pvalue 0.12 and 0.07 validated that there was no significant variation in the perception of stakeholders’ on the impacts of procurements methods on cost performance. Therefore, the study concluded that projects management and direct labour are the most appropriate procurement methods that will ensure successful completion of project at stipulated cost in building projects.

Keywords: cost, effects, performance, procurement, projects

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14688 Quantum Statistical Machine Learning and Quantum Time Series

Authors: Omar Alzeley, Sergey Utev

Abstract:

Minimizing a constrained multivariate function is the fundamental of Machine learning, and these algorithms are at the core of data mining and data visualization techniques. The decision function that maps input points to output points is based on the result of optimization. This optimization is the central of learning theory. One approach to complex systems where the dynamics of the system is inferred by a statistical analysis of the fluctuations in time of some associated observable is time series analysis. The purpose of this paper is a mathematical transition from the autoregressive model of classical time series to the matrix formalization of quantum theory. Firstly, we have proposed a quantum time series model (QTS). Although Hamiltonian technique becomes an established tool to detect a deterministic chaos, other approaches emerge. The quantum probabilistic technique is used to motivate the construction of our QTS model. The QTS model resembles the quantum dynamic model which was applied to financial data. Secondly, various statistical methods, including machine learning algorithms such as the Kalman filter algorithm, are applied to estimate and analyses the unknown parameters of the model. Finally, simulation techniques such as Markov chain Monte Carlo have been used to support our investigations. The proposed model has been examined by using real and simulated data. We establish the relation between quantum statistical machine and quantum time series via random matrix theory. It is interesting to note that the primary focus of the application of QTS in the field of quantum chaos was to find a model that explain chaotic behaviour. Maybe this model will reveal another insight into quantum chaos.

Keywords: machine learning, simulation techniques, quantum probability, tensor product, time series

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14687 Localized Meshfree Methods for Solving 3D-Helmholtz Equation

Authors: Reza Mollapourasl, Majid Haghi

Abstract:

In this study, we develop local meshfree methods known as radial basis function-generated finite difference (RBF-FD) method and Hermite finite difference (RBF-HFD) method to design stencil weights and spatial discretization for Helmholtz equation. The convergence and stability of schemes are investigated numerically in three dimensions with irregular shaped domain. These localized meshless methods incorporate the advantages of the RBF method, finite difference and Hermite finite difference methods to handle the ill-conditioning issue that often destroys the convergence rate of global RBF methods. Moreover, numerical illustrations show that the proposed localized RBF type methods are efficient and applicable for problems with complex geometries. The convergence and accuracy of both schemes are compared by solving a test problem.

Keywords: radial basis functions, Hermite finite difference, Helmholtz equation, stability

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14686 Age Estimation Using Destructive and Non-Destructive Dental Methods on an Archeological Human Sample from the Poor Claire Nunnery in Brussels, Belgium

Authors: Pilar Cornejo Ulloa, Guy Willems, Steffen Fieuws, Kim Quintelier, Wim Van Neer, Patrick Thevissen

Abstract:

Dental age estimation can be performed both in living and deceased individuals. In anthropology, few studies have tested the reliability of dental age estimation methods complementary to the usually applied osteological methods. Objectives: In this study, destructive and non-destructive dental age estimation methods were applied on an archeological sample in order to compare them with the previously obtained anthropological age estimates. Materials and Methods: One hundred and thirty-four teeth from 24 individuals were analyzed using Kvaal, Kvaal and Solheim, Bang and Ramm, Lamendin, Gustafson, Maples, Dalitz and Johanson’s methods. Results: A high variability and wider age ranges than the ones previously obtained by the anthropologist could be observed. Destructive methods had a slightly higher agreement than the non-destructive. Discussion: Due to the heterogeneity of the sample and the lack of the real age at death, the obtained results were not representative, and it was not possible to suggest one dental age estimation method over another.

Keywords: archeology, dental age estimation, forensic anthropology, forensic dentistry

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14685 A Stochastic Diffusion Process Based on the Two-Parameters Weibull Density Function

Authors: Meriem Bahij, Ahmed Nafidi, Boujemâa Achchab, Sílvio M. A. Gama, José A. O. Matos

Abstract:

Stochastic modeling concerns the use of probability to model real-world situations in which uncertainty is present. Therefore, the purpose of stochastic modeling is to estimate the probability of outcomes within a forecast, i.e. to be able to predict what conditions or decisions might happen under different situations. In the present study, we present a model of a stochastic diffusion process based on the bi-Weibull distribution function (its trend is proportional to the bi-Weibull probability density function). In general, the Weibull distribution has the ability to assume the characteristics of many different types of distributions. This has made it very popular among engineers and quality practitioners, who have considered it the most commonly used distribution for studying problems such as modeling reliability data, accelerated life testing, and maintainability modeling and analysis. In this work, we start by obtaining the probabilistic characteristics of this model, as the explicit expression of the process, its trends, and its distribution by transforming the diffusion process in a Wiener process as shown in the Ricciaardi theorem. Then, we develop the statistical inference of this model using the maximum likelihood methodology. Finally, we analyse with simulated data the computational problems associated with the parameters, an issue of great importance in its application to real data with the use of the convergence analysis methods. Overall, the use of a stochastic model reflects only a pragmatic decision on the part of the modeler. According to the data that is available and the universe of models known to the modeler, this model represents the best currently available description of the phenomenon under consideration.

Keywords: diffusion process, discrete sampling, likelihood estimation method, simulation, stochastic diffusion process, trends functions, bi-parameters weibull density function

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14684 Experience of the Formation of Professional Competence of Students of IT-Specialties

Authors: B. I. Zhumagaliyev, L. Sh. Balgabayeva, G. S. Nabiyeva, B. A. Tulegenova, P. Oralkhan, B. S. Kalenova, S. S. Akhmetov

Abstract:

The article describes an approach to build competence in research of Bachelor and Master, which is now an important feature of modern specialist in the field of engineering. Provides an example of methodical teaching methods with the research aspect, is including the formulation of the problem, the method of conducting experiments, analysis of the results. Implementation of methods allows the student to better consolidate their knowledge and skills at the same time to get research. Knowledge on the part of the media requires some training in the subject area and teaching methods.

Keywords: professional competence, model of it-specialties, teaching methods, educational technology, decision making

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14683 A Probabilistic View of the Spatial Pooler in Hierarchical Temporal Memory

Authors: Mackenzie Leake, Liyu Xia, Kamil Rocki, Wayne Imaino

Abstract:

In the Hierarchical Temporal Memory (HTM) paradigm the effect of overlap between inputs on the activation of columns in the spatial pooler is studied. Numerical results suggest that similar inputs are represented by similar sets of columns and dissimilar inputs are represented by dissimilar sets of columns. It is shown that the spatial pooler produces these results under certain conditions for the connectivity and proximal thresholds. Following the discussion of the initialization of parameters for the thresholds, corresponding qualitative arguments about the learning dynamics of the spatial pooler are discussed.

Keywords: hierarchical temporal memory, HTM, learning algorithms, machine learning, spatial pooler

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14682 Fuzzy Approach for Fault Tree Analysis of Water Tube Boiler

Authors: Syed Ahzam Tariq, Atharva Modi

Abstract:

This paper presents a probabilistic analysis of the safety of water tube boilers using fault tree analysis (FTA). A fault tree has been constructed by considering all possible areas where a malfunction could lead to a boiler accident. Boiler accidents are relatively rare, causing a scarcity of data. The fuzzy approach is employed to perform a quantitative analysis, wherein theories of fuzzy logic are employed in conjunction with expert elicitation to calculate failure probabilities. The Fuzzy Fault Tree Analysis (FFTA) provides a scientific and contingent method to forecast and prevent accidents.

Keywords: fault tree analysis water tube boiler, fuzzy probability score, failure probability

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14681 Theoretical Exploration for the Impact of Accounting for Special Methods in Connectivity-Based Cohesion Measurement

Authors: Jehad Al Dallal

Abstract:

Class cohesion is a key object-oriented software quality attribute that is used to evaluate the degree of relatedness of class attributes and methods. Researchers have proposed several class cohesion measures. However, the effect of considering the special methods (i.e., constructors, destructors, and access and delegation methods) in cohesion calculation is not thoroughly theoretically studied for most of them. In this paper, we address this issue for three popular connectivity-based class cohesion measures. For each of the considered measures we theoretically study the impact of including or excluding special methods on the values that are obtained by applying the measure. This study is based on analyzing the definitions and formulas that are proposed for the measures. The results show that including/excluding special methods has a considerable effect on the obtained cohesion values and that this effect varies from one measure to another. For each of the three connectivity-based measures, the proposed theoretical study recommended excluding the special methods in cohesion measurement.

Keywords: object-oriented class, software quality, class cohesion measure, class cohesion, special methods

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14680 Removal of Metals from Heavy Oil

Authors: Ali Noorian

Abstract:

Crude oil contains various compounds of hydrocarbons but low concentrations of inorganic compounds or metals. Vanadium and Nickel are the most common metals in crude oil. These metals usually exist in solution in the oil and residual fuel oil in the refining process is condensed. Deleterious effects of metals in petroleum have been known for some time. These metals do not only contaminate the product but also cause intoxication and loss of catalyst and corrosion to equipment. In this study, removal of heavy metals and petroleum residues were investigated. These methods include physical, chemical and biological treatment processes. For example, processes such as solvent extraction and hydro-catalytic and catalytic methods are effective and practical methods, but typically often have high costs and cause environmental pollution. Furthermore, biological methods that do not cause environmental pollution have been discussed in recent years, but these methods have not yet been industrialized.

Keywords: removal, metal, heavy oil, nickel, vanadium

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14679 On Periodic Integer-Valued Moving Average Models

Authors: Aries Nawel, Bentarzi Mohamed

Abstract:

This paper deals with the study of some probabilistic and statistical properties of a Periodic Integer-Valued Moving Average Model (PINMA_{S}(q)). The closed forms of the mean, the second moment and the periodic autocovariance function are obtained. Furthermore, the time reversibility of the model is discussed in details. Moreover, the estimation of the underlying parameters are obtained by the Yule-Walker method, the Conditional Least Square method (CLS) and the Weighted Conditional Least Square method (WCLS). A simulation study is carried out to evaluate the performance of the estimation method. Moreover, an application on real data set is provided.

Keywords: periodic integer-valued moving average, periodically correlated process, time reversibility, count data

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14678 Methods Used to Perform Requirements Elicitation for FinTech Application Development

Authors: Zhao Pengcheng, Yin Siyuan

Abstract:

Fintech is the new hot topic of the 21st century, a discipline that combines financial theory with computer modelling. It can provide both digital analysis methods for investment banks and investment decisions for users. Given the variety of services available, it is necessary to provide a superior method of requirements elicitation to ensure that users' needs are addressed in the software development process. The accuracy of traditional software requirements elicitation methods is not sufficient, so this study attempts to use a multi-perspective based requirements heuristic framework. Methods such as interview and questionnaire combination, card sorting, and model driven are proposed. The collection results from PCA show that the new methods can better help with requirements elicitation. However, the method has some limitations and, there are some efficiency issues. However, the research in this paper provides a good theoretical extension that can provide researchers with some new research methods and perspectives viewpoints.

Keywords: requirement elicitation, FinTech, mobile application, survey, interview, model-driven

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14677 Maintenance Alternatives Related to Costs of Wind Turbines Using Finite State Markov Model

Authors: Boukelkoul Lahcen

Abstract:

The cumulative costs for O&M may represent as much as 65%-90% of the turbine's investment cost. Nowadays the cost effectiveness concept becomes a decision-making and technology evaluation metric. The cost of energy metric accounts for the effect replacement cost and unscheduled maintenance cost parameters. One key of the proposed approach is the idea of maintaining the WTs which can be captured via use of a finite state Markov chain. Such a model can be embedded within a probabilistic operation and maintenance simulation reflecting the action to be done. In this paper, an approach of estimating the cost of O&M is presented. The finite state Markov model is used for decision problems with number of determined periods (life cycle) to predict the cost according to various options of maintenance.

Keywords: cost, finite state, Markov model, operation and maintenance

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14676 Evaluation of the Mechanical Behavior of a Retaining Wall Structure on a Weathered Soil through Probabilistic Methods

Authors: P. V. S. Mascarenhas, B. C. P. Albuquerque, D. J. F. Campos, L. L. Almeida, V. R. Domingues, L. C. S. M. Ozelim

Abstract:

Retaining slope structures are increasingly considered in geotechnical engineering projects due to extensive urban cities growth. These kinds of engineering constructions may present instabilities over the time and may require reinforcement or even rebuilding of the structure. In this context, statistical analysis is an important tool for decision making regarding retaining structures. This study approaches the failure probability of the construction of a retaining wall over the debris of an old and collapsed one. The new solution’s extension length will be of approximately 350 m and will be located over the margins of the Lake Paranoá, Brasilia, in the capital of Brazil. The building process must also account for the utilization of the ruins as a caisson. A series of in situ and laboratory experiments defined local soil strength parameters. A Standard Penetration Test (SPT) defined the in situ soil stratigraphy. Also, the parameters obtained were verified using soil data from a collection of masters and doctoral works from the University of Brasília, which is similar to the local soil. Initial studies show that the concrete wall is the proper solution for this case, taking into account the technical, economic and deterministic analysis. On the other hand, in order to better analyze the statistical significance of the factor-of-safety factors obtained, a Monte Carlo analysis was performed for the concrete wall and two more initial solutions. A comparison between the statistical and risk results generated for the different solutions indicated that a Gabion solution would better fit the financial and technical feasibility of the project.

Keywords: economical analysis, probability of failure, retaining walls, statistical analysis

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14675 Partition of Nonylphenol between Different Compartment for Mother-Fetus Pairs and Health Effects of Newborns

Authors: Chun-Hao Lai, Yu-Fang Huang, Pei-Wei Wang, Meng-Han Lin, Mei-Lien Chen

Abstract:

Nonylphenol (NP) is a degradation product of nonylphenol ethoxylates (NPEOs). It is a well-known endocrine disruptor which may cause estrogenic effects. The growing fetus and infants are more vulnerable to exposure to NP than adults. It is important to know the levels and influences of prenatal exposure to NP. The aims of this study were (1) to determine the levels of prenatal exposure among Taiwanese, (2) to evaluate the potential risk for the infants who were breastfed and exposed to NP through the milk. (3) To investigate the correlation between birth outcomes and prenatal exposure to NP. We analyzed thirty one pairs of maternal urines, placentas, first month’ breast milk by high-performance liquid chromatography coupling with fluorescence detector. The questionnaire included socio- demographics, lifestyle, delivery method, dietary and work history. Information about the birth outcomes were obtained from medical records. The daily intake of NP from breast milk was calculated using deterministic and probabilistic risk assessment methods. The geometric means and geometric standard deviation of NP levels in placenta, and breast milk in the first month were 31.2 (1.8) ng/g, 17.2 (1.6) ng/g, respectively. The medium of daily intake NP in breast milk was 1.33 μg/kg-bw/day in the first month. We found negative association between NP levels of placenta and birth height. And we observed negative correlation between maternal urine NP levels and birth weight. In this study, we could provide the NP exposure profile among Taiwan pregnant women and the daily intake of NP in Taiwan infants. Prenatal exposure to higher levels of NP may increase the risk of lower birth weight and shorter birth height.

Keywords: nonylphenol, mother, fetus, placenta, breast milk, urine

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