Search results for: probabilistic scoring distribution

Authors: Mohammad Nazri Mustafa, Pedram Hatami Abdullah, M. Fakhrur Razi Ahmad Faizul

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With the issuance of Malaysian National Annex 2017 as a part of MS EN 1998-1:2015, the seismic mapping of Malaysian Peninsular including Sabah and Sarawak has undergone some changes in terms of the Peak Ground Acceleration (PGA) value. The revision to the PGA has raised a concern on the safety of oil and gas onshore structures as these structures were not designed to accommodate the new PGA values which are much higher than the previous values used in the original design. In view of the high numbers of structures and buildings to be re-assessed, a risk assessment methodology has been developed to prioritize and rank the assets in terms of their criticality against the new seismic loading. To-date such risk assessment method for oil and gas onshore structures is lacking, and it is the main intention of this technical paper to share the risk assessment methodology and risk elements scoring finalized via Delphi Method. The finalized methodology and the values used to rank the risk elements have been established based on years of relevant experience on the subject matter and based on a series of rigorous discussions with professionals in the industry. The risk scoring is mapped against the risk matrix (i.e., the LOF versus COF) and hence, the overall risk for the assets can be obtained. The overall risk can be used to prioritize and optimize integrity assessment, repair and strengthening work against the new seismic mapping of the country.

Keywords: methodology, PGA, risk, seismic

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Authors: Fatma Zehra Doğru, Olcay Arslan

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In this paper, we propose alternative robust estimators for the shape parameters of the Burr XII distribution. We provide a small simulation study and a real data example to illustrate the performance of the proposed estimators over the ML and the LS estimators.

Keywords: burr xii distribution, robust estimator, m-estimator, least squares

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Authors: Chengming Li, Yong Yin, Peipei Guo, Xiaoli Liu

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Without taking account of the attribute richness of POI (point of interest) data and spatial distribution limited by roads, a POI generalization method considering both attribute information and spatial distribution has been proposed against the existing point generalization algorithm merely focusing on overall information of point groups. Hierarchical characteristic of urban POI information expression has been firstly analyzed to point out the measurement feature of the corresponding hierarchy. On this basis, an urban POI generalizing strategy has been put forward: POIs urban road network have been divided into three distribution pattern; corresponding generalization methods have been proposed according to the characteristic of POI data in different distribution patterns. Experimental results showed that the method taking into account both attribute information and spatial distribution characteristics of POI can better implement urban POI generalization in the mapping presentation.

Keywords: POI, road network, selection method, spatial information expression, distribution pattern

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Authors: Mohammad Javad Mollakazemi, Farhad Asadi, Aref Ghafouri

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In this paper, we considered and applied parametric modeling for some experimental data of dynamical system. In this study, we investigated the different distribution of output measurement from some dynamical systems. Also, with variance processing in experimental data we obtained the region of nonlinearity in experimental data and then identification of output section is applied in different situation and data distribution. Finally, the effect of the spanning the measurement such as variance to identification and limitation of this approach is explained.

Keywords: Gaussian process, nonlinearity distribution, particle filter, system identification

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Authors: S. Sudhharani

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Energy distribution networks are the main link between the energy industry and consumers and are subject to the most scrutiny and testing of any category. As a result, it is important to monitor energy levels during the distribution phase. Power distribution networks, on the other hand, remain subject to common problems, including voltage breakdown, power outages, harmonics, and capacitor switching, all of which disrupt sinusoidal waveforms and reduce the quality and power of the network. Using power appliances in the form of custom power appliances is one way to deal with energy quality issues. Dynamic Voltage Restorer (DVR), integrated with network and distribution networks, is one of these devices. At the same time, by injecting voltage into the system, it can adjust the voltage amplitude and phase in the network. In the form of injections and three-phase syncing, it is used to compensate for the difficulty of energy quality. This article examines the recent use of DVR for power compensation and provides data on the control of each DVR in distribution networks.

Keywords: dynamic voltage restorer (DVR), power quality, distribution networks, control systems(PWM)

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Authors: Frank Papworth, Inam Khan

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Fib’s model code 2020 has four approaches for design life verification. Historically ‘deemed to satisfy provisions have been the principal approach, but this has limited options for materials and covers. The use of an equation in fib’s model code for service life design to predict time to corrosion initiation has become increasingly popular to justify further options, but in some cases, the analysis approaches are incorrect. Even when the equations are computed using full probabilistic analysis, there are common mistakes. This paper reviews the work of recent fib commissions on implementing the service life model to assess the reliability of durability designs, including initiation and propagation periods. The paper goes on to consider the assessment of deemed to satisfy requirements in national codes and considers the influence of various options, including different steel types, various cement systems, quality of concrete and cover, on reliability achieved. As modelling is based on achieving agreed target reliability, consideration is given to how a project might determine appropriate target reliability.

Keywords: chlorides, marine, exposure, design life, reliability, modelling

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Authors: Ehan Sabah Shukri, Wirachman Wisnoe

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Numerical study is performed to investigate the temperature distribution in an annular diffuser fitted with helical tape hub. Different pitches (Y = 20 mm, and Y = 30 mm) for the helical tape are studied with different heights (H = 20 mm, 22 mm, and 24 mm) to be compared. The geometry of the annular diffuser and the inlet condition for both hub arrangements are kept constant. The result obtains that using helical tape insert with different pitches and different heights will force the temperature to distribute in a helical direction; however the use of helical tape hub with height (H = 22 mm) for both pitches enhance the temperature distribution in a good manner.

Keywords: helical tape, divergent fluid flow, temperature distribution, swirl flow, CFD

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Authors: Dorna Kargar, Mehrasa Masih

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Due to its special geological and geographical conditions, Iran has always been exposed to various natural hazards. Earthquake is one of the natural hazards with random nature that can cause significant financial damages and casualties. This is a serious threat, especially in areas with active faults. Therefore, considering the population density in some parts of the country, locating and zoning high-risk areas are necessary and significant. In the present study, seismic hazard assessment via probabilistic and deterministic method for Tehran, the capital of Iran, which is located in Alborz-Azerbaijan province, has been done. The seismicity study covers a range of 200 km from the north of Tehran (X=35.74° and Y= 51.37° in LAT-LONG coordinate system) to identify the seismic sources and seismicity parameters of the study region. In order to identify the seismic sources, geological maps at the scale of 1: 250,000 are used. In this study, we used Kijko-Sellevoll's method (1992) to estimate seismicity parameters. The maximum likelihood estimation of earthquake hazard parameters (maximum regional magnitude Mmax, activity rate λ, and the Gutenberg-Richter parameter b) from incomplete data files is extended to the case of uncertain magnitude values. By the combination of seismicity and seismotectonic studies of the site, the acceleration with antiseptic probability may happen during the useful life of the structure is calculated with probabilistic and deterministic methods. Applying the results of performed seismicity and seismotectonic studies in the project and applying proper weights in used attenuation relationship, maximum horizontal and vertical acceleration for return periods of 50, 475, 950 and 2475 years are calculated. Horizontal peak ground acceleration on the seismic bedrock for 50, 475, 950 and 2475 return periods are 0.12g, 0.30g, 0.37g and 0.50, and Vertical peak ground acceleration on the seismic bedrock for 50, 475, 950 and 2475 return periods are 0.08g, 0.21g, 0.27g and 0.36g.

Keywords: peak ground acceleration, probabilistic and deterministic, seismic hazard assessment, seismicity parameters

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Authors: Atefeh Pourshafie, Homayoun Bakhtiari

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The main task of power distribution companies is to supply the power required by customers in an acceptable level of quality and reliability. Some key performance indicators for electric power distribution companies are those evaluating the continuity of supply within the network. More than other problems, power outages (due to lightning, flood, fire, earthquake, etc.) challenge economy and business. In addition, end users expect a reliable power supply. Reliability indices are evaluated on an annual basis by the specialized holding company of Tavanir (Power Produce, Transmission& distribution company of Iran) . Evaluation of reliability indices is essential for distribution companies, and with regard to the privatization of distribution companies, it will be of particular importance to evaluate these indices and to plan for their improvement in a not too distant future. According to IEEE-1366 standard, there are too many indices; however, the most common reliability indices include SAIFI, SAIDI and CAIDI. These indices describe the period and frequency of blackouts in the reporting period (annual or any desired timeframe). This paper calculates reliability indices for three sample feeders in Lorestan Electric Power Distribution Company and defines the threshold values in a ten-month period. At the end, strategies are introduced to reach the threshold values in order to increase customers' satisfaction.

Keywords: power, distribution network, reliability, outage

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Authors: Yibin Qiu, Yubo Ouyang, Shihan Li, Guorui Zhang, Qi Li, Weirong Chen

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This paper aims at exploring the impacts of high dimensional dependencies of wind speed among wind farms on probabilistic optimal power flow. To obtain the reactive power optimization faster and more accurately, a mixture vine Copula structure model combining the K-means clustering, C vine copula and D vine copula is proposed in this paper, through which a more accurate correlation model can be obtained. Moreover, a Modified Backtracking Search Algorithm (MBSA), the three-point estimate method is applied to probabilistic optimal power flow. The validity of the mixture vine copula structure model and the MBSA are respectively tested in IEEE30 node system with measured data of 3 adjacent wind farms in a certain area, and the results indicate effectiveness of these methods.

Keywords: mixture vine copula structure model, three-point estimate method, the probability integral transform, modified backtracking search algorithm, reactive power optimization

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Authors: Ormal Lishi

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This research presents a computationally efficient probabilistic method to assess the performance of compartmentation walls with similar Fire Resistance Levels (FRL) but varying complexity. Specifically, a masonry brick wall and a light-steel framed (LSF) wall with comparable insulation performance are analyzed. A Monte Carlo technique, employing Latin Hypercube Sampling (LHS), is utilized to quantify uncertainties and determine the probability of failure for both walls exposed to standard and parametric fires, following ISO 834 and Eurocodes guidelines. Results show that the probability of failure for the brick masonry wall under standard fire exposure is estimated at 4.8%, while the LSF wall is 7.6%. These probabilities decrease to 0.4% and 4.8%, respectively, when subjected to parametric fires. Notably, the complex LSF wall exhibits higher variability in predicting time to failure for specific criteria compared to the less complex brick wall, especially at higher temperatures. The proposed approach highlights the need for Probabilistic Risk Assessment (PRA) to accurately evaluate the reliability and safety levels of complex designs.

Keywords: design complexity, probability of failure, monte carlo analysis, compartmentation walls, insulation

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Authors: S. Moustafa El Shanawany, I. Labib Salem, F. Mohamed Magdy Badr El Dine, H. Tag El Deen Abd Allah

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Thermal injuries remain a global health problem and a common issue encountered in forensic pathology. They are a devastating cause of morbidity and mortality in children and adults especially in developing countries, causing permanent disfigurement, scarring and grievous hurt. Burns have always been a matter of legal concern in cases of suicidal burns, self-inflicted burns for false accusation and homicidal attempts. Assessment of burn injuries as well as rating permanent disabilities and disfigurement following thermal injuries for the benefit of compensation claims represents a challenging problem. This necessitates the development of reliable scoring systems to yield an expected likelihood of permanent disability or fatal outcome following burn injuries. The study was designed to identify the risk factors of mortality in acute burn patients and to evaluate the applicability of FLAMES (Fatality by Longevity, APACHE II score, Measured Extent of burn, and Sex) and BOBI (Belgian Outcome in Burn Injury) model scores in predicting the outcome. The study was conducted on 100 adult patients with acute burn injuries admitted to the Burn Unit of Alexandria Main University Hospital, Egypt from October 2014 to October 2015. Victims were examined after obtaining informed consent and the data were collected in specially designed sheets including demographic data, burn details and any associated inhalation injury. Each burn patient was assessed using both BOBI and FLAMES scoring systems. The results of the study show the mean age of patients was 35.54±12.32 years. Males outnumbered females (55% and 45%, respectively). Most patients were accidently burnt (95%), whereas suicidal burns accounted for the remaining 5%. Flame burn was recorded in 82% of cases. As well, 8% of patients sustained more than 60% of total burn surface area (TBSA) burns, 19% of patients needed mechanical ventilation, and 19% of burnt patients died either from wound sepsis, multi-organ failure or pulmonary embolism. The mean length of hospital stay was 24.91±25.08 days. The mean BOBI score was 1.07±1.27 and that of the FLAMES score was -4.76±2.92. The FLAMES score demonstrated an area under the receiver operating characteristic (ROC) curve of 0.95 which was significantly higher than that of the BOBI score (0.883). A statistically significant association was revealed between both predictive models and the outcome. The study concluded that both scoring systems were beneficial in predicting mortality in acutely burnt patients. However, the FLAMES score could be applied with a higher level of accuracy.

Keywords: BOBI, burns, FLAMES, scoring systems, outcome

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Authors: Andrew Sutherland

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In many ways, opera is not a natural domain for children. It is hardly surprising that from the thousands of works, comparatively few include roles for children. There are several possibilities for this, the dramatic themes in opera are often about the human condition from the adult perspective; the need for developed voices to project in large, theatrical spaces underpinned by orchestral accompaniment does not naturally suit the child’s voice, and enabling children to cope with long runs of performances on top of their education requires vocal and physical stamina. In more recent times, the involvement of children contributes another layer of difficulty in terms of having access to young singers while adhering to laws that protect their working rights. Despite these points, children have been in opera since its inception in a variety of ways, but their contribution is often undervalued or ignored by musicologists and even the industry itself. In this paper, the phenomenon of children in opera from the late 16th century to the present day is explored through empirical, socio-musicological observations with reference to score analysis. Conclusions are drawn regarding the changing attitudes of composers when scoring for children’s voices in relation to societal developments. From the use of ‘kindertruppen’ in the pre-enlightenment period to Handel’s virtuosic writing for William Savage, to the darkness of the inter-war eras which saw a proliferation of operatic characters for children and the post-war era which saw children as the new frontier of building audiences for opera, the links between changes in society and the inclusion, portrayal and scoring for children in opera are largely congruent.

Keywords: children, musical analysis, opera, sociology

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Authors: Javad Sadoghi Yazdi, Robb Eric S. Moss

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This paper utilizes a probabilistic liquefaction triggering method for modeling post-liquefaction ground deformation. This cone penetration test CPT-based liquefaction triggering is employed to estimate the factor of safety against liquefaction (FSL) and compute the maximum cyclic shear strain (γmax). The study identifies a maximum PL value of 90% across various relative densities, which challenges the decrease from 90% to 70% as relative density decreases. It reveals that PL ranges from 5% to 50% for volumetric strain (εvol) less than 1%, while for εvol values between 1% and 3.2%, PL spans from 50% to 90%. The application of the CPT-based simplified liquefaction triggering procedures has been employed in previous researches to estimate liquefaction ground-failure indices, such as the Liquefaction Potential Index (LPI) and Liquefaction Severity Number (LSN). However, several studies have been conducted to highlight the variability in liquefaction probability calculations, suggesting a more accurate depiction of liquefaction likelihood. Consequently, the utilization of these simplified methods may not offer practical efficiency. This paper further investigates the efficacy of various established liquefaction vulnerability parameters, including LPI and LSN, in explaining the observed liquefaction-induced damage within residential zones of Christchurch, New Zealand using results from CPT database.

Keywords: cone penetration test (CPT), liquefaction, postliquefaction, ground failure

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Authors: Ezzat Mohamed El-Amin

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Mapping the earthquake-size distribution in various tectonic regimes on a local to regional scale reveals statistically significant variations in the range of at least 0.4 to 2.0 for the b-value in the frequency-magnitude distribution. We map the earthquake frequency–magnitude distribution (b value) as a function of depth in the Reservoir Triggered Seismicity (RTS) region in Kalabsha region, in south Egypt. About 1680 well-located events recorded during 1981–2014 in the Kalabsha region are selected for the analysis. The earthquake data sets are separated in 5 km zones from 0 to 25 km depth. The result shows a systematic decrease in b value up to 12 km followed by an increase. The increase in b value is interpreted to be caused by the presence of fluids. We also investigate the spatial distribution of b value with depth. Significant variations in the b value are detected, with b ranging from b 0.7 to 1.19. Low b value areas at 5 km depth indicate localized high stresses which are favorable for future rupture.

Keywords: seismicity, frequency-magnitude, b-value, earthquake

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Authors: Veerpaul Maan, Gaurav Mishra

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The evolution of omnichannel has revolutionized the supply chain of the organizations by enhancing customer shopping experience. For these organizations need to develop well-integrated multiple distribution channels to leverage the benefits of omnichannel. To adopt an omnichannel system in the supply chain has resulted in structuring and reconfiguring the practices of the traditional supply chain distribution network. In this paper a multiple distribution supply chain network (MDSCN) have been proposed which integrates online giants with a local retailers distribution network in uncertain environment followed by sustainability. To incorporate sustainability, an additional objective function is added to reduce the carbon content through minimizing the travel distance of the product. Through this proposed model, customers are free to access product and services as per their choice of channels which increases their convenience, reach and satisfaction. Further, a numerical illustration is being shown along with interpretation of results to validate the proposed model.

Keywords: sustainable supply chain network, omnichannel, multiple distribution supply chain network, integrate multiple distribution channels

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Authors: Ehan Sabah Shukri, Wirachman Wisnoe

Abstract:

The influence of twist arrangement on the temperature distribution in an annular diffuser fitted with twisted rectangular hub is investigated. Different pitches (Y = 120 mm, 100 mm, 80 mm, and 60 mm) for the twist arrangements are simulated to be compared. The geometry of the annular diffuser and the inlet condition for the hub arrangements are kept constant. The result reveals that using twisted rectangular hub insert with different pitches will force the temperature to distribute in a circular direction. However, temperature distribution will be enhanced with the length pitch increases.

Keywords: numerical simulation, twist arrangement, annular diffuser, temperature distribution, swirl flow, pitches

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Authors: Autcha Araveeporn

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This paper is to compare the parameter estimation of the mean in normal distribution by Maximum Likelihood (ML), Bayes, and Markov Chain Monte Carlo (MCMC) methods. The ML estimator is estimated by the average of data, the Bayes method is considered from the prior distribution to estimate Bayes estimator, and MCMC estimator is approximated by Gibbs sampling from posterior distribution. These methods are also to estimate a parameter then the hypothesis testing is used to check a robustness of the estimators. Data are simulated from normal distribution with the true parameter of mean 2, and variance 4, 9, and 16 when the sample sizes is set as 10, 20, 30, and 50. From the results, it can be seen that the estimation of MLE, and MCMC are perceivably different from the true parameter when the sample size is 10 and 20 with variance 16. Furthermore, the Bayes estimator is estimated from the prior distribution when mean is 1, and variance is 12 which showed the significant difference in mean with variance 9 at the sample size 10 and 20.

Keywords: Bayes method, Markov chain Monte Carlo method, maximum likelihood method, normal distribution

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Authors: Adnan A. Y. Mustafa

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Image matching is a fundamental problem that arises frequently in many aspects of robot and computer vision. It can become a time-consuming process when matching images to a database consisting of hundreds of images, especially if the images are big. One approach to reducing the time complexity of the matching process is to reduce the search space in a pre-matching stage, by simply removing dissimilar images quickly. The Probabilistic Matching Model for Binary Images (PMMBI) showed that dissimilarity detection between binary images can be accomplished quickly by random pixel mapping and is size invariant. The model is based on the gamma binary similarity distance that recognizes an image and its inverse as containing the same scene and hence considers them to be the same image. However, in many applications, an image and its inverse are not treated as being the same but rather dissimilar. In this paper, we present a comparative analysis of dissimilarity detection between PMMBI based on the gamma binary similarity distance and a modified PMMBI model based on a similarity distance that does distinguish between an image and its inverse as being dissimilar.

Keywords: binary image, dissimilarity detection, probabilistic matching model for binary images, image mapping

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Authors: W. Widhiada, D. N. K. P. Negara, P. A. Suryawan

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The technological advances in the field of health to be very important, especially on the safety of the baby. In this case a lot of premature infants death caused by poorly managed health facilities. Mostly the death of premature baby caused by bacteria since the temperature around the baby is not normal. Related to this, the incubator equipment needs to be important, especially in how to control the temperature in incubator. On/Off controls is used to regulate the temperature distribution in the incubator so that the desired temperature is 36 °C to stay awake and stable. The authors have been observed and analyzed the data to determine the temperature distribution in the incubator using program of MATLAB/Simulink. The output temperature distribution is obtained at 36 °C in 400 seconds using an Arduino AT 2560. This incubator is able to maintain an ambient temperature and maintain the baby's body temperature within normal limits and keep the moisture in the air in accordance with the limit values required in infant incubator.

Keywords: on/off control, distribution temperature, Arduino AT 2560, baby incubator

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Authors: Hazem M. Al-Mofleh

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In this paper, a new four-parameter univariate continuous distribution called the Normal-Generalized Hyperbolic Secant Distribution (NGHS) is defined and studied. Some general and structural distributional properties are investigated and discussed, including: central and non-central n-th moments and incomplete moments, quantile and generating functions, hazard function, Rényi and Shannon entropies, shapes: skewed right, skewed left, and symmetric, modality regions: unimodal and bimodal, maximum likelihood (MLE) estimators for the parameters. Finally, two real data sets are used to demonstrate empirically its flexibility and prove the strength of the new distribution.

Keywords: bimodality, estimation, hazard function, moments, Shannon’s entropy

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Authors: Rochelle Elva

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Faculty in Higher Education today are faced with the challenge of convincing their students of the importance of learning and mastery of skills. This is because most students often have a single motivation -to get high grades. If it appears that this goal will not be met, they lose their motivation, and their academic efforts wane. This is true even for students in the competitive fields of STEM, including Computer Science majors. As educators, we have to understand our students and leverage what motivates them to achieve our learning outcomes. This paper presents a case study that utilizes cognitive psychology’s Expectancy Value Theory and Motivation Theory to investigate the effect of sustained expectancy for success on students’ learning outcomes. In our case study, we explore how students’ motivation and persistence in their academic efforts are impacted by providing them with an unexpected possible path to success that continues to the end of the semester. The approach was tested in an undergraduate computer science course with n = 56. The results of the study indicate that when presented with the real possibility of success, despite existing low grades, both low and high-scoring students persisted in their efforts to improve their performance. Their final grades were, on average, one place higher on the +/-letter grade scale, with some students scoring as high as three places above their predicted grade.

Keywords: expectancy for success and persistence, motivation and performance, computer science education, motivation and performance in computer science

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Authors: Boukhris Lahouari, Bouchetara Mostefa

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The active safety of a vehicle is mainly influenced by the properties of the installed braking system. With the increase in road traffic density and travel speeds, increasingly stringent requirements are placed on the vehicle's behaviour during braking. The achievable decelerations are limited by the physical aspect characterized by the coefficient of friction between the tires and the ground. As a result, it follows that an optimized distribution of braking forces becomes necessary for a better use of friction coefficients. This objective could only be achieved if sufficient knowledge is available on the theory of vehicle dynamics during braking and on current standards for the approval of braking systems. These will facilitate the development of a braking force calculation algorithm that will enable an optimized distribution of braking forces to be achieved. Operating safety is conditioned by the requirements of efficiency, progressiveness, regularity or fidelity of a braking system without obviously neglecting the recommendations imposed by the legislator.

Keywords: brake force distribution, distribution diagram, friction coefficient, brake by wire

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Authors: Eseldin Keleb

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In the pharmaceutical industry particle size distribution is an important parameter for the characterization of pharmaceutical powders. The powder flowability, reactivity and compatibility, which have a decisive impact on the final product, are determined by particle size and size distribution. Therefore, the aim of this study was to evaluate the influence of processing parameters on the particle size distribution measurements. Different Size fractions of α-lactose monohydrate and 5% polyvinylpyrrolidone were prepared by wet granulation and were used for the preparation of samples. The influence of sieve load (50, 100, 150, 200, 250, 300, and 350 g), processing time (5, 10, and 15 min), sample size ratios (high percentage of small and large particles), type of disturbances (vibration and shaking) and process reproducibility have been investigated. Results obtained showed that a sieve load of 50 g produce the best separation, a further increase in sample weight resulted in incomplete separation even after the extension of the processing time for 15 min. Performing sieving using vibration was rapider and more efficient than shaking. Meanwhile between day reproducibility showed that particle size distribution measurements are reproducible. However, for samples containing 70% fines or 70% large particles, which processed at optimized parameters, the incomplete separation was always observed. These results indicated that sieving reliability is highly influenced by the particle size distribution of the sample and care must be taken for samples with particle size distribution skewness.

Keywords: sieving, reliability, particle size distribution, processing parameters

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Authors: Rafida M. Elobaid

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Most of the literature on goodness-of-fit test try to provide a theoretical basis for studying empirical distribution functions. Such goodness-of-fit tests are Kolmogorove-Simirnov and Crumer-Von Mises Type tests. However, it is likely that most of literature has not focused in details on the relationship of the values of the test statistics and skewness or kurtosis. The aim of this study is to investigate the behavior of the values of the χ2 test statistic with the variation of the skewness of right skewed distribution. A simulation study is conducted to generate random numbers from Weibull distribution. For a fixed sample sizes, different levels of skewness are considered, and the corresponding values of the χ2 test statistic are calculated. Using different sample sizes, the results show an inverse relationship between the value of χ2 test and the level of skewness for Wiebull distribution, i.e the value of χ2 test statistic decreases as the value of skewness increases. The research results also show that with large values of skewness we are more confident that the data follows the assumed distribution. Nonparametric Kendall τ test is used to confirm these results.

Keywords: goodness-of-fit test, chi-square test, simulation, continuous right skewed distributions

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Authors: Peter Shi

Abstract:

Algorithmic trading is a rapidly expanding domain within quantitative finance, constituting a substantial portion of trading volumes in the US financial market. The demand for rigorous and robust mathematical theories underpinning these trading algorithms is ever-growing. In this study, the author establishes a new stock market model that integrates the Efficient Market Hypothesis and the statistical arbitrage. The model, for the first time, finds probabilistic relations between the rational price and the market price in terms of the conditional expectation. The theory consequently leads to a mathematical justification of the old market adage: buy-low and sell-high. The thresholds for “low” and “high” are precisely derived using a max-min operation on Bayes’s error. This explicit connection harmonizes the Efficient Market Hypothesis and Statistical Arbitrage, demonstrating their compatibility in explaining market dynamics. The amalgamation represents a pioneering contribution to quantitative finance. The study culminates in comprehensive numerical tests using historical market data, affirming that the “buy-low” and “sell-high” algorithm derived from this theory significantly outperforms the general market over the long term in four out of six distinct market environments.

Keywords: efficient market hypothesis, behavioral finance, Bayes' decision, algorithmic trading, risk control, stock market

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Authors: Boukhris Lahouari, Bouchetara Mostefa

Abstract:

The active safety of a vehicle is mainly influenced by the properties of the installed braking system. With the increase in road traffic density and travel speeds, increasingly stringent requirements are placed on the vehicle's behaviour during braking. The achievable decelerations are limited by the physical aspect characterized by the coefficient of friction between the tires and the ground. As a result, it follows that an optimized distribution of braking forces becomes necessary for a better use of friction coefficients. This objective could only be achieved if sufficient knowledge is available on the theory of vehicle dynamics during braking and on current standards for the approval of braking systems. This will facilitate the development of a braking force calculation algorithm that will enable an optimized distribution of braking forces to be achieved. Operating safety is conditioned by the requirements of efficiency, progressiveness, regularity or fidelity of a braking system without obviously neglecting the recommendations imposed by the legislator.

Keywords: brake force distribution, distribution diagram, friction coefficient, brake by wire

Procedia PDF Downloads 44

Authors: Sajjad Asefi, Hossein Afrakhte

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This paper presents the evaluation of reliability indices of an electrical distribution system using Monte Carlo simulation technique accounting Time To Switch (TTS) for each section. In this paper, the distribution system has been assumed by accounting random repair time omission. For simplicity, we have assumed the reliability analysis to be based on exponential law. Each segment has a specified rate of failure (λ) and repair time (r) which will give us the mean up time and mean down time of each section in distribution system. After calculating the modified mean up time (MUT) in years, mean down time (MDT) in hours and unavailability (U) in h/year, TTS have been added to the time which the system is not available, i.e. MDT. In this paper, we have assumed the TTS to be a random variable with Log-Normal distribution.

Keywords: distribution system, Monte Carlo simulation, reliability, repair time, time to switch (TTS)

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Authors: Tomoaki Hashimoto

Abstract:

Recently, feedback control systems using random dither quantizers have been proposed for linear discrete-time systems. However, the constraints imposed on state and control variables have not yet been taken into account for the design of feedback control systems with random dither quantization. Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial and terminal time. An important advantage of model predictive control is its ability to handle constraints imposed on state and control variables. Based on the model predictive control approach, the objective of this paper is to present a control method that satisfies probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization. In other words, this paper provides a method for solving the optimal control problems subject to probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization.

Keywords: optimal control, stochastic systems, random dither, quantization

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Authors: P. C. Tewari, Parveen Kumar

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The paper describes the availability analysis of milling system of a rice milling plant using probabilistic approach. The subsystems under study are special purpose machines. The availability analysis of the system is carried out to determine the effect of failure and repair rates of each subsystem on overall performance (i.e. steady state availability) of system concerned. Further, on the basis of effect of repair rates on the system availability, maintenance repair priorities have been suggested. The problem is formulated using Markov Birth-Death process taking exponential distribution for probable failures and repair rates. The first order differential equations associated with transition diagram are developed by using mnemonic rule. These equations are solved using normalizing conditions and recursive method to drive out the steady state availability expression of the system. The findings of the paper are presented and discussed with the plant personnel to adopt a suitable maintenance policy to increase the productivity of the rice milling plant.

Keywords: availability modeling, Markov process, milling system, rice milling plant

Procedia PDF Downloads 201