Search results for: probability distributions
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1766

Search results for: probability distributions

1526 Democratic Political Socialization of the 5th and 6th Graders under the Authority of Dusit District Office, Bangkok

Authors: Mathinee Khongsatid, Phusit Phukamchanoad, Sakapas Saengchai

Abstract:

This research aims to study the democratic political socialization of the 5th and 6th Graders under the Authority of Dusit District Office, Bangkok by using stratified sampling for probability sampling and using purposive sampling for non-probability sampling to collect data toward the distribution of questionnaires to 300 respondents. This covers all of the schools under the authority of Dusit District Office. The researcher analyzed the data by using descriptive statistics which include arithmetic mean and standard deviation. The result shows that 5th and 6th graders under the authority of Dusit District Office, Bangkok, have displayed some characteristics following democratic political socialization both inside and outside classroom as well as outside school. However, the democratic political socialization in classroom through grouping and class participation is much more emphasized.

Keywords: democratic, political socialization, students grades 5-6, descriptive statistics

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1525 Synthesis of Y2O3 Films by Spray Coating with Milled EDTA ・Y・H Complexes

Authors: Keiji Komatsu,Tetsuo Sekiya, Ayumu Toyama, Atsushi Nakamura, Ikumi Toda, Shigeo Ohshio, Hiroyuki Muramatsu, Hidetoshi Saitoh

Abstract:

Yttrium oxide (Y2O3) films have been successfully deposited with yttrium-ethylenediaminetetraacetic acid (EDTA・Y・H) complexes prepared by various milling techniques. The effects of the properties of the EDTA・Y・H complex on the properties of the deposited Y2O3 films have been analyzed. Seven different types of the raw EDTA・Y・H complexes were prepared by various commercial milling techniques such as ball milling, hammer milling, commercial milling, and mortar milling. The milled EDTA・Y・H complexes exhibited various particle sizes and distributions, depending on the milling method. Furthermore, we analyzed the crystal structure, morphology and elemental distribution profile of the metal oxide films deposited on stainless steel substrate with the milled EDTA・Y・H complexes. Depending on the milling technique, the flow properties of the raw powders differed. The X-ray diffraction pattern of all the samples revealed the formation of Y2O3 crystalline phase, irrespective of the milling technique. Of all the different milling techniques, the hammer milling technique is considered suitable for fabricating dense Y2O3 films.

Keywords: powder sizes and distributions, flame spray coating techniques, Yttrium oxide

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1524 Stochastic Modeling for Parameters of Modified Car-Following Model in Area-Based Traffic Flow

Authors: N. C. Sarkar, A. Bhaskar, Z. Zheng

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The driving behavior in area-based (i.e., non-lane based) traffic is induced by the presence of other individuals in the choice space from the driver’s visual perception area. The driving behavior of a subject vehicle is constrained by the potential leaders and leaders are frequently changed over time. This paper is to determine a stochastic model for a parameter of modified intelligent driver model (MIDM) in area-based traffic (as in developing countries). The parametric and non-parametric distributions are presented to fit the parameters of MIDM. The goodness of fit for each parameter is measured in two different ways such as graphically and statistically. The quantile-quantile (Q-Q) plot is used for a graphical representation of a theoretical distribution to model a parameter and the Kolmogorov-Smirnov (K-S) test is used for a statistical measure of fitness for a parameter with a theoretical distribution. The distributions are performed on a set of estimated parameters of MIDM. The parameters are estimated on the real vehicle trajectory data from India. The fitness of each parameter with a stochastic model is well represented. The results support the applicability of the proposed modeling for parameters of MIDM in area-based traffic flow simulation.

Keywords: area-based traffic, car-following model, micro-simulation, stochastic modeling

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1523 Levels of Students’ Understandings of Electric Field Due to a Continuous Charged Distribution: A Case Study of a Uniformly Charged Insulating Rod

Authors: Thanida Sujarittham, Narumon Emarat, Jintawat Tanamatayarat, Kwan Arayathanitkul, Suchai Nopparatjamjomras

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Electric field is an important fundamental concept in electrostatics. In high-school, generally Thai students have already learned about definition of electric field, electric field due to a point charge, and superposition of electric fields due to multiple-point charges. Those are the prerequisite basic knowledge students holding before entrancing universities. In the first-year university level, students will be quickly revised those basic knowledge and will be then introduced to a more complicated topic—electric field due to continuous charged distributions. We initially found that our freshman students, who were from the Faculty of Science and enrolled in the introductory physic course (SCPY 158), often seriously struggled with the basic physics concepts—superposition of electric fields and inverse square law and mathematics being relevant to this topic. These also then resulted on students’ understanding of advanced topics within the course such as Gauss's law, electric potential difference, and capacitance. Therefore, it is very important to determine students' understanding of electric field due to continuous charged distributions. The open-ended question about sketching net electric field vectors from a uniformly charged insulating rod was administered to 260 freshman science students as pre- and post-tests. All of their responses were analyzed and classified into five levels of understandings. To get deep understanding of each level, 30 students were interviewed toward their individual responses. The pre-test result found was that about 90% of students had incorrect understanding. Even after completing the lectures, there were only 26.5% of them could provide correct responses. Up to 50% had confusions and irrelevant ideas. The result implies that teaching methods in Thai high schools may be problematic. In addition for our benefit, these students’ alternative conceptions identified could be used as a guideline for developing the instructional method currently used in the course especially for teaching electrostatics.

Keywords: alternative conceptions, electric field of continuous charged distributions, inverse square law, levels of student understandings, superposition principle

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1522 A Single Feature Probability-Object Based Image Analysis for Assessing Urban Landcover Change: A Case Study of Muscat Governorate in Oman

Authors: Salim H. Al Salmani, Kevin Tansey, Mohammed S. Ozigis

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The study of the growth of built-up areas and settlement expansion is a major exercise that city managers seek to undertake to establish previous and current developmental trends. This is to ensure that there is an equal match of settlement expansion needs to the appropriate levels of services and infrastructure required. This research aims at demonstrating the potential of satellite image processing technique, harnessing the utility of single feature probability-object based image analysis technique in assessing the urban growth dynamics of the Muscat Governorate in Oman for the period 1990, 2002 and 2013. This need is fueled by the continuous expansion of the Muscat Governorate beyond predicted levels of infrastructural provision. Landsat Images of the years 1990, 2002 and 2013 were downloaded and preprocessed to forestall appropriate radiometric and geometric standards. A novel approach of probability filtering of the target feature segment was implemented to derive the spatial extent of the final Built-Up Area of the Muscat governorate for the three years period. This however proved to be a useful technique as high accuracy assessment results of 55%, 70%, and 71% were recorded for the Urban Landcover of 1990, 2002 and 2013 respectively. Furthermore, the Normalized Differential Built – Up Index for the various images were derived and used to consolidate the results of the SFP-OBIA through a linear regression model and visual comparison. The result obtained showed various hotspots where urbanization have sporadically taken place. Specifically, settlement in the districts (Wilayat) of AL-Amarat, Muscat, and Qurayyat experienced tremendous change between 1990 and 2002, while the districts (Wilayat) of AL-Seeb, Bawshar, and Muttrah experienced more sporadic changes between 2002 and 2013.

Keywords: urban growth, single feature probability, object based image analysis, landcover change

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1521 Continuous-Time Convertible Lease Pricing and Firm Value

Authors: Ons Triki, Fathi Abid

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Along with the increase in the use of leasing contracts in corporate finance, multiple studies aim to model the credit risk of the lease in order to cover the losses of the lessor of the asset if the lessee goes bankrupt. In the current research paper, a convertible lease contract is elaborated in a continuous time stochastic universe aiming to ensure the financial stability of the firm and quickly recover the losses of the counterparties to the lease in case of default. This work examines the term structure of the lease rates taking into account the credit default risk and the capital structure of the firm. The interaction between the lessee's capital structure and the equilibrium lease rate has been assessed by applying the competitive lease market argument developed by Grenadier (1996) and the endogenous structural default model set forward by Leland and Toft (1996). The cumulative probability of default was calculated by referring to Leland and Toft (1996) and Yildirim and Huan (2006). Additionally, the link between lessee credit risk and lease rate was addressed so as to explore the impact of convertible lease financing on the term structure of the lease rate, the optimal leverage ratio, the cumulative default probability, and the optimal firm value by applying an endogenous conversion threshold. The numerical analysis is suggestive that the duration structure of lease rates increases with the increase in the degree of the market price of risk. The maximal value of the firm decreases with the effect of the optimal leverage ratio. The results are indicative that the cumulative probability of default increases with the maturity of the lease contract if the volatility of the asset service flows is significant. Introducing the convertible lease contract will increase the optimal value of the firm as a function of asset volatility for a high initial service flow level and a conversion ratio close to 1.

Keywords: convertible lease contract, lease rate, credit-risk, capital structure, default probability

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1520 Fuzzy Availability Analysis of a Battery Production System

Authors: Merve Uzuner Sahin, Kumru D. Atalay, Berna Dengiz

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In today’s competitive market, there are many alternative products that can be used in similar manner and purpose. Therefore, the utility of the product is an important issue for the preferability of the brand. This utility could be measured in terms of its functionality, durability, reliability. These all are affected by the system capabilities. Reliability is an important system design criteria for the manufacturers to be able to have high availability. Availability is the probability that a system (or a component) is operating properly to its function at a specific point in time or a specific period of times. System availability provides valuable input to estimate the production rate for the company to realize the production plan. When considering only the corrective maintenance downtime of the system, mean time between failure (MTBF) and mean time to repair (MTTR) are used to obtain system availability. Also, the MTBF and MTTR values are important measures to improve system performance by adopting suitable maintenance strategies for reliability engineers and practitioners working in a system. Failure and repair time probability distributions of each component in the system should be known for the conventional availability analysis. However, generally, companies do not have statistics or quality control departments to store such a large amount of data. Real events or situations are defined deterministically instead of using stochastic data for the complete description of real systems. A fuzzy set is an alternative theory which is used to analyze the uncertainty and vagueness in real systems. The aim of this study is to present a novel approach to compute system availability using representation of MTBF and MTTR in fuzzy numbers. Based on the experience in the system, it is decided to choose 3 different spread of MTBF and MTTR such as 15%, 20% and 25% to obtain lower and upper limits of the fuzzy numbers. To the best of our knowledge, the proposed method is the first application that is used fuzzy MTBF and fuzzy MTTR for fuzzy system availability estimation. This method is easy to apply in any repairable production system by practitioners working in industry. It is provided that the reliability engineers/managers/practitioners could analyze the system performance in a more consistent and logical manner based on fuzzy availability. This paper presents a real case study of a repairable multi-stage production line in lead-acid battery production factory in Turkey. The following is focusing on the considered wet-charging battery process which has a higher production level than the other types of battery. In this system, system components could exist only in two states, working or failed, and it is assumed that when a component in the system fails, it becomes as good as new after repair. Instead of classical methods, using fuzzy set theory and obtaining intervals for these measures would be very useful for system managers, practitioners to analyze system qualifications to find better results for their working conditions. Thus, much more detailed information about system characteristics is obtained.

Keywords: availability analysis, battery production system, fuzzy sets, triangular fuzzy numbers (TFNs)

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1519 Surprise Fraudsters Before They Surprise You: A South African Telecommunications Case Study

Authors: Ansoné Human, Nantes Kirsten, Tanja Verster, Willem D. Schutte

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Every year the telecommunications industry suffers huge losses due to fraud. Mobile fraud, or generally, telecommunications fraud is the utilisation of telecommunication products or services to acquire money illegally from or failing to pay a telecommunication company. A South African telecommunication operator developed two internal fraud scorecards to mitigate future risks of application fraud events. The scorecards aim to predict the likelihood of an application being fraudulent and surprise fraudsters before they surprise the telecommunication operator by identifying fraud at the time of application. The scorecards are utilised in the vetting process to evaluate the applicant in terms of the fraud risk the applicant would present to the telecommunication operator. Telecommunication providers can utilise these scorecards to profile customers, as well as isolate fraudulent and/or high-risk applicants. We provide the complete methodology utilised in the development of the scorecards. Furthermore, a Determination and Discrimination (DD) ratio is provided in the methodology to select the most influential variables from a group of related variables. Throughout the development of these scorecards, the following was revealed regarding fraudulent cases and fraudster behaviour within the telecommunications industry: Fraudsters typically target high-value handsets. Furthermore, debit order dates scheduled for the end of the month have the highest fraud probability. The fraudsters target specific stores. Applicants who acquire an expensive package and receive a medium-income, as well as applicants who obtain an expensive package and receive a high income, have higher fraud percentages. If one month prior to application, the status of an account is already in arrears (two months or more), the applicant has a high probability of fraud. The applicants with the highest average spend on calls have a higher probability of fraud. If the amount collected changes from month to month, the likelihood of fraud is higher. Lastly, young and middle-aged applicants have an increased probability of being targeted by fraudsters than other ages.

Keywords: application fraud scorecard, predictive modeling, regression, telecommunications

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1518 User-Driven Product Line Engineering for Assembling Large Families of Software

Authors: Zhaopeng Xuan, Yuan Bian, C. Cailleaux, Jing Qin, S. Traore

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Traditional software engineering allows engineers to propose to their clients multiple specialized software distributions assembled from a shared set of software assets. The management of these assets however requires a trade-off between client satisfaction and software engineering process. Clients have more and more difficult to find a distribution or components based on their needs from all of distributed repositories. This paper proposes a software engineering for a user-driven software product line in which engineers define a feature model but users drive the actual software distribution on demand. This approach makes the user become final actor as a release manager in software engineering process, increasing user product satisfaction and simplifying user operations to find required components. In addition, it provides a way for engineers to manage and assembly large software families. As a proof of concept, a user-driven software product line is implemented for eclipse, an integrated development environment. An eclipse feature model is defined, which is exposed to users on a cloud-based built platform from which clients can download individualized Eclipse distributions.

Keywords: software product line, model-driven development, reverse engineering and refactoring, agile method

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1517 Data-Driven Dynamic Overbooking Model for Tour Operators

Authors: Kannapha Amaruchkul

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We formulate a dynamic overbooking model for a tour operator, in which most reservations contain at least two people. The cancellation rate and the timing of the cancellation may depend on the group size. We propose two overbooking policies, namely economic- and service-based. In an economic-based policy, we want to minimize the expected oversold and underused cost, whereas, in a service-based policy, we ensure that the probability of an oversold situation does not exceed the pre-specified threshold. To illustrate the applicability of our approach, we use tour package data in 2016-2018 from a tour operator in Thailand to build a data-driven robust optimization model, and we tested the proposed overbooking policy in 2019. We also compare the data-driven approach to the conventional approach of fitting data into a probability distribution.

Keywords: applied stochastic model, data-driven robust optimization, overbooking, revenue management, tour operator

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1516 Model-Based Software Regression Test Suite Reduction

Authors: Shiwei Deng, Yang Bao

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In this paper, we present a model-based regression test suite reducing approach that uses EFSM model dependence analysis and probability-driven greedy algorithm to reduce software regression test suites. The approach automatically identifies the difference between the original model and the modified model as a set of elementary model modifications. The EFSM dependence analysis is performed for each elementary modification to reduce the regression test suite, and then the probability-driven greedy algorithm is adopted to select the minimum set of test cases from the reduced regression test suite that cover all interaction patterns. Our initial experience shows that the approach may significantly reduce the size of regression test suites.

Keywords: dependence analysis, EFSM model, greedy algorithm, regression test

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1515 Risk Assessment of Natural Gas Pipelines in Coal Mined Gobs Based on Bow-Tie Model and Cloud Inference

Authors: Xiaobin Liang, Wei Liang, Laibin Zhang, Xiaoyan Guo

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Pipelines pass through coal mined gobs inevitably in the mining area, the stability of which has great influence on the safety of pipelines. After extensive literature study and field research, it was found that there are a few risk assessment methods for coal mined gob pipelines, and there is a lack of data on the gob sites. Therefore, the fuzzy comprehensive evaluation method is widely used based on expert opinions. However, the subjective opinions or lack of experience of individual experts may lead to inaccurate evaluation results. Hence the accuracy of the results needs to be further improved. This paper presents a comprehensive approach to achieve this purpose by combining bow-tie model and cloud inference. The specific evaluation process is as follows: First, a bow-tie model composed of a fault tree and an event tree is established to graphically illustrate the probability and consequence indicators of pipeline failure. Second, the interval estimation method can be scored in the form of intervals to improve the accuracy of the results, and the censored mean algorithm is used to remove the maximum and minimum values of the score to improve the stability of the results. The golden section method is used to determine the weight of the indicators and reduce the subjectivity of index weights. Third, the failure probability and failure consequence scores of the pipeline are converted into three numerical features by using cloud inference. The cloud inference can better describe the ambiguity and volatility of the results which can better describe the volatility of the risk level. Finally, the cloud drop graphs of failure probability and failure consequences can be expressed, which intuitively and accurately illustrate the ambiguity and randomness of the results. A case study of a coal mine gob pipeline carrying natural gas has been investigated to validate the utility of the proposed method. The evaluation results of this case show that the probability of failure of the pipeline is very low, the consequences of failure are more serious, which is consistent with the reality.

Keywords: bow-tie model, natural gas pipeline, coal mine gob, cloud inference

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1514 Distribution Patterns of Trace Metals in Soils of Gbongan-Odeyinka-Orileowu Area, Southwestern Nigeria

Authors: T. A. Adesiyan, J. A. Adekoya A. Akinlua, N. Torto

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One hundred and eighty six in situ soil samples of the B–horizon were collected around Gbongan–Odeyinka-Orileowu area, southwestern Nigeria, delineated by longitude 4°15l and 4°30l and latitude 7°14l and 7°31 for a reconnaissance geochemical soil survey. The objective was to determine the distribution pattern of some trace metals in the area with a view to discovering any indication of metallic mineralization. The samples were air–dried and sieved to obtain the minus 230 µ fractions which were used for pH determinations and subjected to hot aqua regia acid digestion. The solutions obtained were analyzed for Ag, As, Au, Cd, Co, Cr, Cu, Fe, Mn, Ni, Pb, Sn, and Zn using atomic absorption spectrometric methods. The resulting data were subjected to simple statistical treatment and used in preparing distribution maps of the elements. With these, the spatial distributions of the elements in the area were discussed. The pH of the soils range from 4.70 to 7.59 and this reflects the geochemical distribution patterns of trace metals in the area. The spatial distribution maps of the elements showed similarity in the distributions of Co, Cr, Fe, Ni, Mn and Pb. This suggests close associations between these elements none of which showed any significant anomaly in the study. The associations might be due to the scavenging actions of Fe–Mn oxides on the elements. Only Ag, Au and Sn on one hand and Zn on the other hand showed significant anomalies, which are thought to be due to mineralization and anthropogenic activities respectively.

Keywords: distribution, metals, Gbongan, Nigeria, mineralization anthropogenic

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1513 Influence of Model Hydrometeor Form on Probability of Discharge Initiation from Artificial Charged Water Aerosol Cloud

Authors: A. G. Temnikov, O. S. Belova, L. L. Chernensky, T. K. Gerastenok, N. Y. Lysov, A. V. Orlov, D. S. Zhuravkova

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Hypothesis of the lightning initiation on the arrays of large hydrometeors are in the consideration. There is no agreement about the form the hydrometeors that could be the best for the lightning initiation from the thundercloud. Artificial charged water aerosol clouds of the positive or negative polarity could help investigate the possible influence of the hydrometeor form on the peculiarities and the probability of the lightning discharge initiation between the thundercloud and the ground. Artificial charged aerosol clouds that could create the electric field strength in the range of 5-6 kV/cm to 16-18 kV/cm have been used in experiments. The array of the model hydrometeors of the volume and plate form has been disposed near the bottom cloud boundary. It was established that the different kinds of the discharge could be initiated in the presence of the model hydrometeors array – from the cloud discharges up to the diffuse and channel discharges between the charged cloud and the ground. It was found that the form of the model hydrometeors could significantly influence the channel discharge initiation from the artificial charged aerosol cloud of the negative or positive polarity correspondingly. Analysis and generalization of the experimental results have shown that the maximal probability of the channel discharge initiation and propagation stimulation has been observed for the artificial charged cloud of the positive polarity when the arrays of the model hydrometeors of the cylinder revolution form have been used. At the same time, for the artificial charged clouds of the negative polarity, application of the model hydrometeor array of the plate rhombus form has provided the maximal probability of the channel discharge formation between the charged cloud and the ground. The established influence of the form of the model hydrometeors on the channel discharge initiation and from the artificial charged water aerosol cloud and its following successful propagation has been related with the different character of the positive and negative streamer and volume leader development on the model hydrometeors array being near the bottom boundary of the charged cloud. The received experimental results have shown the possibly important role of the form of the large hail particles precipitated in thundercloud on the discharge initiation.

Keywords: cloud and channel discharges, hydrometeor form, lightning initiation, negative and positive artificial charged aerosol cloud

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1512 Combining a Continuum of Hidden Regimes and a Heteroskedastic Three-Factor Model in Option Pricing

Authors: Rachid Belhachemi, Pierre Rostan, Alexandra Rostan

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This paper develops a discrete-time option pricing model for index options. The model consists of two key ingredients. First, daily stock return innovations are driven by a continuous hidden threshold mixed skew-normal (HTSN) distribution which generates conditional non-normality that is needed to fit daily index return. The most important feature of the HTSN is the inclusion of a latent state variable with a continuum of states, unlike the traditional mixture distributions where the state variable is discrete with little number of states. The HTSN distribution belongs to the class of univariate probability distributions where parameters of the distribution capture the dependence between the variable of interest and the continuous latent state variable (the regime). The distribution has an interpretation in terms of a mixture distribution with time-varying mixing probabilities. It has been shown empirically that this distribution outperforms its main competitor, the mixed normal (MN) distribution, in terms of capturing the stylized facts known for stock returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence. Second, heteroscedasticity in the model is captured by a threeexogenous-factor GARCH model (GARCHX), where the factors are taken from the principal components analysis of various world indices and presents an application to option pricing. The factors of the GARCHX model are extracted from a matrix of world indices applying principal component analysis (PCA). The empirically determined factors are uncorrelated and represent truly different common components driving the returns. Both factors and the eight parameters inherent to the HTSN distribution aim at capturing the impact of the state of the economy on price levels since distribution parameters have economic interpretations in terms of conditional volatilities and correlations of the returns with the hidden continuous state. The PCA identifies statistically independent factors affecting the random evolution of a given pool of assets -in our paper a pool of international stock indices- and sorting them by order of relative importance. The PCA computes a historical cross asset covariance matrix and identifies principal components representing independent factors. In our paper, factors are used to calibrate the HTSN-GARCHX model and are ultimately responsible for the nature of the distribution of random variables being generated. We benchmark our model to the MN-GARCHX model following the same PCA methodology and the standard Black-Scholes model. We show that our model outperforms the benchmark in terms of RMSE in dollar losses for put and call options, which in turn outperforms the analytical Black-Scholes by capturing the stylized facts known for index returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence.

Keywords: continuous hidden threshold, factor models, GARCHX models, option pricing, risk-premium

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1511 Paternity Index Analysis on Disputed Paternity Cases at Sardjito Hospital Yogyakarta, Indonesia

Authors: Taufik Hidayat, Yudha Nurhantari, Bambang U. D. Rianto

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Introduction: The examination of the Short Tandem Repeats (STR) locus on nuclear DNA is very useful in solving the paternity cases. The purpose of this study is to know the description of paternity cases and paternity index/probability of paternity analysis based on Indonesian allele frequency at Sardjito Hospital Yogyakarta. Method: This was an observational study with cross-sectional analytic method. Population and sample were all cases of disputed paternity from January 2011 to June 2015 that fulfill the inclusion and exclusion criteria and were examined at Forensic Medicine Unit of Sardjito Hospital, Medical Faculty of Gadjah Mada University. The paternity index was calculated with EasyDNA Program by Fung (2013). Analysis of the study was conducted by comparing the results through unpaired categorical test using Kolmogorov-Smirnov test. This study was designed with 95% confidence interval (CI) with α = 5% and significance level is p < 0,05. Results: From 42 disputed paternity cases we obtained trio paternity cases were 32 cases (76.2%) and duo without a mother was 10 cases (23.8%). The majority of the fathers' estimated ages were 21-30 years (33.3%) and the mother's age was 31-40 years (38.1%). The majority of the ages of children examined for paternity were under 12 months (47.6%). The majority of ethnic clients are Javanese. Conclusion of inclusion was 57.1%, and exclusion was 42.9%. The Kolmogorov-Smirnov test obtained p-value = 0.673. Conclusion: There is no significant difference between paternity index/probability of paternity based on Indonesian allele frequency between trio and duo of paternity.

Keywords: disputed paternity, paternity index, probability of paternity, short tandem

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1510 Evidence Theory Enabled Quickest Change Detection Using Big Time-Series Data from Internet of Things

Authors: Hossein Jafari, Xiangfang Li, Lijun Qian, Alexander Aved, Timothy Kroecker

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Traditionally in sensor networks and recently in the Internet of Things, numerous heterogeneous sensors are deployed in distributed manner to monitor a phenomenon that often can be model by an underlying stochastic process. The big time-series data collected by the sensors must be analyzed to detect change in the stochastic process as quickly as possible with tolerable false alarm rate. However, sensors may have different accuracy and sensitivity range, and they decay along time. As a result, the big time-series data collected by the sensors will contain uncertainties and sometimes they are conflicting. In this study, we present a framework to take advantage of Evidence Theory (a.k.a. Dempster-Shafer and Dezert-Smarandache Theories) capabilities of representing and managing uncertainty and conflict to fast change detection and effectively deal with complementary hypotheses. Specifically, Kullback-Leibler divergence is used as the similarity metric to calculate the distances between the estimated current distribution with the pre- and post-change distributions. Then mass functions are calculated and related combination rules are applied to combine the mass values among all sensors. Furthermore, we applied the method to estimate the minimum number of sensors needed to combine, so computational efficiency could be improved. Cumulative sum test is then applied on the ratio of pignistic probability to detect and declare the change for decision making purpose. Simulation results using both synthetic data and real data from experimental setup demonstrate the effectiveness of the presented schemes.

Keywords: CUSUM, evidence theory, kl divergence, quickest change detection, time series data

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1509 Rupture Probability of Type of Coarse Aggregate on Fracture Surface of Concrete

Authors: B. Ramakrishna, S. Sivamurthy Reddy

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The various types of aggregates such as granite, dolerite, Quartzite, dolomitic limestone, limestone and river gravel were used to produce the concrete with 28-day target compressive strength of 35, 60, and 80 Mpa. The compressive strength of concrete, as well as aggregates, was measured to study the effect of rupture probability of aggregate on the fracture surface of the concrete. Also, the petrographic studies were carried out to study the texture, type of minerals present and their relative proportions in various types of aggregates. The concrete of various grades produced with the same aggregate has shown a rise in RPCA with strength. However, the above relationship has ceased to exist in the concretes of the same grade, made of different types of aggregates. The carbonate aggregates namely Limestone and Dolomitic limestone have produced concrete with higher RPCA irrespective of the strength of concrete. The mode of origin, texture and mineralogical composition of aggregates have a significant impact on their pulse velocity and thereby the pulse velocity of concrete.

Keywords: RPCA, DL, G, LS, RG

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1508 The Falling Point of Lubricant

Authors: Arafat Husain

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The lubricants are one of the most used resource in today’s world. Lot of the superpowers are dependent on the lubricant resource for their country to function. To see that the lubricants are not adulterated we need to develop some efficient ways and to see which fluid has been added to the lubricant. So to observe the these malpractices in the lubricant we need to develop a method. We take a elastic ball and through it at probability circle in the submerged in the lubricant at a fixed force and see the distance of pitching and the point of fall. Then we the ratio of distance of falling to the distance of pitching and if the measured ratio is greater than one the fluid is less viscous and if the ratio is lesser than the lubricant is viscous. We will check the falling point of pure lubricant at fixed force and every pure lubricant would have a fixed falling point. After that we would adulterate the lubricant and note the falling point and if the falling point is less than the standard value then adulterate is solid and if the adulterate is liquid the falling point will be more than the standard value. Hence the comparison with the standard falling point will give the efficiency of the lubricant.

Keywords: falling point of lubricant, falling point ratios, probability circle, octane number

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1507 Probability-Based Damage Detection of Structures Using Model Updating with Enhanced Ideal Gas Molecular Movement Algorithm

Authors: M. R. Ghasemi, R. Ghiasi, H. Varaee

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Model updating method has received increasing attention in damage detection structures based on measured modal parameters. Therefore, a probability-based damage detection (PBDD) procedure based on a model updating procedure is presented in this paper, in which a one-stage model-based damage identification technique based on the dynamic features of a structure is investigated. The presented framework uses a finite element updating method with a Monte Carlo simulation that considers the uncertainty caused by measurement noise. Enhanced ideal gas molecular movement (EIGMM) is used as the main algorithm for model updating. Ideal gas molecular movement (IGMM) is a multiagent algorithm based on the ideal gas molecular movement. Ideal gas molecules disperse rapidly in different directions and cover all the space inside. This is embedded in the high speed of molecules, collisions between them and with the surrounding barriers. In IGMM algorithm to accomplish the optimal solutions, the initial population of gas molecules is randomly generated and the governing equations related to the velocity of gas molecules and collisions between those are utilized. In this paper, an enhanced version of IGMM, which removes unchanged variables after specified iterations, is developed. The proposed method is implemented on two numerical examples in the field of structural damage detection. The results show that the proposed method can perform well and competitive in PBDD of structures.

Keywords: enhanced ideal gas molecular movement (EIGMM), ideal gas molecular movement (IGMM), model updating method, probability-based damage detection (PBDD), uncertainty quantification

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1506 Statistical Modelling of Maximum Temperature in Rwanda Using Extreme Value Analysis

Authors: Emmanuel Iyamuremye, Edouard Singirankabo, Alexis Habineza, Yunvirusaba Nelson

Abstract:

Temperature is one of the most important climatic factors for crop production. However, severe temperatures cause drought, feverish and cold spells that have various consequences for human life, agriculture, and the environment in general. It is necessary to provide reliable information related to the incidents and the probability of such extreme events occurring. In the 21st century, the world faces a huge number of threats, especially from climate change, due to global warming and environmental degradation. The rise in temperature has a direct effect on the decrease in rainfall. This has an impact on crop growth and development, which in turn decreases crop yield and quality. Countries that are heavily dependent on agriculture use to suffer a lot and need to take preventive steps to overcome these challenges. The main objective of this study is to model the statistical behaviour of extreme maximum temperature values in Rwanda. To achieve such an objective, the daily temperature data spanned the period from January 2000 to December 2017 recorded at nine weather stations collected from the Rwanda Meteorological Agency were used. The two methods, namely the block maxima (BM) method and the Peaks Over Threshold (POT), were applied to model and analyse extreme temperature. Model parameters were estimated, while the extreme temperature return periods and confidence intervals were predicted. The model fit suggests Gumbel and Beta distributions to be the most appropriate models for the annual maximum of daily temperature. The results show that the temperature will continue to increase, as shown by estimated return levels.

Keywords: climate change, global warming, extreme value theory, rwanda, temperature, generalised extreme value distribution, generalised pareto distribution

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1505 Regional Hydrological Extremes Frequency Analysis Based on Statistical and Hydrological Models

Authors: Hadush Kidane Meresa

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The hydrological extremes frequency analysis is the foundation for the hydraulic engineering design, flood protection, drought management and water resources management and planning to utilize the available water resource to meet the desired objectives of different organizations and sectors in a country. This spatial variation of the statistical characteristics of the extreme flood and drought events are key practice for regional flood and drought analysis and mitigation management. For different hydro-climate of the regions, where the data set is short, scarcity, poor quality and insufficient, the regionalization methods are applied to transfer at-site data to a region. This study aims in regional high and low flow frequency analysis for Poland River Basins. Due to high frequent occurring of hydrological extremes in the region and rapid water resources development in this basin have caused serious concerns over the flood and drought magnitude and frequencies of the river in Poland. The magnitude and frequency result of high and low flows in the basin is needed for flood and drought planning, management and protection at present and future. Hydrological homogeneous high and low flow regions are formed by the cluster analysis of site characteristics, using the hierarchical and C- mean clustering and PCA method. Statistical tests for regional homogeneity are utilized, by Discordancy and Heterogeneity measure tests. In compliance with results of the tests, the region river basin has been divided into ten homogeneous regions. In this study, frequency analysis of high and low flows using AM for high flow and 7-day minimum low flow series is conducted using six statistical distributions. The use of L-moment and LL-moment method showed a homogeneous region over entire province with Generalized logistic (GLOG), Generalized extreme value (GEV), Pearson type III (P-III), Generalized Pareto (GPAR), Weibull (WEI) and Power (PR) distributions as the regional drought and flood frequency distributions. The 95% percentile and Flow duration curves of 1, 7, 10, 30 days have been plotted for 10 stations. However, the cluster analysis performed two regions in west and east of the province where L-moment and LL-moment method demonstrated the homogeneity of the regions and GLOG and Pearson Type III (PIII) distributions as regional frequency distributions for each region, respectively. The spatial variation and regional frequency distribution of flood and drought characteristics for 10 best catchment from the whole region was selected and beside the main variable (streamflow: high and low) we used variables which are more related to physiographic and drainage characteristics for identify and delineate homogeneous pools and to derive best regression models for ungauged sites. Those are mean annual rainfall, seasonal flow, average slope, NDVI, aspect, flow length, flow direction, maximum soil moisture, elevation, and drainage order. The regional high-flow or low-flow relationship among one streamflow characteristics with (AM or 7-day mean annual low flows) some basin characteristics is developed using Generalized Linear Mixed Model (GLMM) and Generalized Least Square (GLS) regression model, providing a simple and effective method for estimation of flood and drought of desired return periods for ungauged catchments.

Keywords: flood , drought, frequency, magnitude, regionalization, stochastic, ungauged, Poland

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1504 Distance Education: Using a Digital Platform to Improve Struggling University Students' Mathematical Skills

Authors: Robert Vanderburg, Nicholas Gibson

Abstract:

Objectives: There has been an increased focus in education students’ mathematics skills in the last two years. Universities have, specifically, had problems teaching students struggling with mathematics. This paper focuses on the ability of a digital platform to significantly improve mathematics skills for struggling students. Methods: 32 students who demonstrated low scores on a mathematics test were selected to take part in a one-month tutorial program using a digital mathematics portal. Students were provided feedback for questions posted on the portal and a fortnightly tutorial session. Results: A pre-test post-test design was analyzed using a one-way analysis of variance (ANOVA). The analysis suggested that students improved skills in algebra, geometry, statistics, probability, ratios, fractions, and probability. Conclusion: Distance university students can improve their mathematics skills using a digital platform.

Keywords: digital education, distance education, higher education, mathematics education

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1503 Cooperative Spectrum Sensing Using Hybrid IWO/PSO Algorithm in Cognitive Radio Networks

Authors: Deepa Das, Susmita Das

Abstract:

Cognitive Radio (CR) is an emerging technology to combat the spectrum scarcity issues. This is achieved by consistently sensing the spectrum, and detecting the under-utilized frequency bands without causing undue interference to the primary user (PU). In soft decision fusion (SDF) based cooperative spectrum sensing, various evolutionary algorithms have been discussed, which optimize the weight coefficient vector for maximizing the detection performance. In this paper, we propose the hybrid invasive weed optimization and particle swarm optimization (IWO/PSO) algorithm as a fast and global optimization method, which improves the detection probability with a lesser sensing time. Then, the efficiency of this algorithm is compared with the standard invasive weed optimization (IWO), particle swarm optimization (PSO), genetic algorithm (GA) and other conventional SDF based methods on the basis of convergence and detection probability.

Keywords: cognitive radio, spectrum sensing, soft decision fusion, GA, PSO, IWO, hybrid IWO/PSO

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1502 Performance Analysis of the Time-Based and Periodogram-Based Energy Detector for Spectrum Sensing

Authors: Sadaf Nawaz, Adnan Ahmed Khan, Asad Mahmood, Chaudhary Farrukh Javed

Abstract:

Classically, an energy detector is implemented in time domain (TD). However, frequency domain (FD) based energy detector has demonstrated an improved performance. This paper presents a comparison between the two approaches as to analyze their pros and cons. A detailed performance analysis of the classical TD energy-detector and the periodogram based detector is performed. Exact and approximate mathematical expressions for probability of false alarm (Pf) and probability of detection (Pd) are derived for both approaches. The derived expressions naturally lead to an analytical as well as intuitive reasoning for the improved performance of (Pf) and (Pd) in different scenarios. Our analysis suggests the dependence improvement on buffer sizes. Pf is improved in FD, whereas Pd is enhanced in TD based energy detectors. Finally, Monte Carlo simulations results demonstrate the analysis reached by the derived expressions.

Keywords: cognitive radio, energy detector, periodogram, spectrum sensing

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1501 Transformations of Spatial Distributions of Bio-Polymers and Nanoparticles in Water Suspensions Induced by Resonance-Like Low Frequency Electrical Fields

Authors: A. A. Vasin, N. V. Klassen, A. M. Likhter

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Water suspensions of in-organic (metals and oxides) and organic nano-objects (chitozan and collagen) were subjected to the treatment of direct and alternative electrical fields. In addition to quasi-periodical spatial patterning resonance-like performance of spatial distributions of these suspensions has been found at low frequencies of alternating electrical field. These resonances are explained as the result of creation of equilibrium states of groups of charged nano-objects with opposite signs of charges at the interparticle distances where the forces of Coulomb attraction are compensated by the repulsion forces induced by relatively negative polarization of hydrated regions surrounding the nanoparticles with respect to pure water. The low frequencies of these resonances are explained by comparatively big distances between the particles and their big masses with t\respect to masses of atoms constituting molecules with high resonance frequencies. These new resonances open a new approach to detailed modeling and understanding of mechanisms of the influence of electrical fields on the functioning of internal organs of living organisms at the level of cells and neurons.

Keywords: bio-polymers, chitosan, collagen, nanoparticles, coulomb attraction, polarization repulsion, periodical patterning, electrical low frequency resonances, transformations

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1500 Preparedness is Overrated: Community Responses to Floods in a Context of (Perceived) Low Probability

Authors: Kim Anema, Matthias Max, Chris Zevenbergen

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For any flood risk manager the 'safety paradox' has to be a familiar concept: low probability leads to a sense of safety, which leads to more investments in the area, which leads to higher potential consequences: keeping the aggregated risk (probability*consequences) at the same level. Therefore, it is important to mitigate potential consequences apart from probability. However, when the (perceived) probability is so low that there is no recognizable trend for society to adapt to, addressing the potential consequences will always be the lagging point on the agenda. Preparedness programs fail because of lack of interest and urgency, policy makers are distracted by their day to day business and there's always a more urgent issue to spend the taxpayer's money on. The leading question in this study was how to address the social consequences of flooding in a context of (perceived) low probability. Disruptions of everyday urban life, large or small, can be caused by a variety of (un)expected things - of which flooding is only one possibility. Variability like this is typically addressed with resilience - and we used the concept of Community Resilience as the framework for this study. Drawing on face to face interviews, an extensive questionnaire and publicly available statistical data we explored the 'whole society response' to two recent urban flood events; the Brisbane Floods (AUS) in 2011 and the Dresden Floods (GE) in 2013. In Brisbane, we studied how the societal impacts of the floods were counteracted by both authorities and the public, and in Dresden we were able to validate our findings. A large part of the reactions, both public as institutional, to these two urban flood events were not fuelled by preparedness or proper planning. Instead, more important success factors in counteracting social impacts like demographic changes in neighborhoods and (non-)economic losses were dynamics like community action, flexibility and creativity from authorities, leadership, informal connections and a shared narrative. These proved to be the determining factors for the quality and speed of recovery in both cities. The resilience of the community in Brisbane was good, due to (i) the approachability of (local) authorities, (ii) a big group of ‘secondary victims’ and (iii) clear leadership. All three of these elements were amplified by the use of social media and/ or web 2.0 by both the communities and the authorities involved. The numerous contacts and social connections made through the web were fast, need driven and, in their own way, orderly. Similarly in Dresden large groups of 'unprepared', ad hoc organized citizens managed to work together with authorities in a way that was effective and speeded up recovery. The concept of community resilience is better fitted than 'social adaptation' to deal with the potential consequences of an (im)probable flood. Community resilience is built on capacities and dynamics that are part of everyday life and which can be invested in pre-event to minimize the social impact of urban flooding. Investing in these might even have beneficial trade-offs in other policy fields.

Keywords: community resilience, disaster response, social consequences, preparedness

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1499 Environmental Safety and Occupational Health Risk Assessment for Rocket Static Test

Authors: Phontip Kanlahasuth

Abstract:

This paper presents the environmental safety and occupational health risk assessment of rocket static test by assessing risk level from probability and severity and then appropriately applying the risk control measures. Before the environmental safety and occupational health measures are applied, the serious hazards level is 31%, medium level is 24% and low level is 45%. Once risk control measures are practically implemented, the serious hazard level can be diminished, medium level is 38%, low level is 45% and eliminated level is 17%. It is clearly shown that the environmental safety and occupational health measures can significantly reduce the risk level.

Keywords: rocket static test, hazard, risk, risk assessment, risk analysis, environment, safety, occupational health, acceptable risk, probability, severity, risk level

Procedia PDF Downloads 554
1498 Cellular Automata Model for Car Accidents at a Signalized Intersection

Authors: Rachid Marzoug, Noureddine Lakouari, Beatriz Castillo Téllez, Margarita Castillo Téllez, Gerardo Alberto Mejía Pérez

Abstract:

This paper developed a two-lane cellular automata model to explain the relationship between car accidents at a signalized intersection and traffic-related parameters. It is found that the increase of the lane-changing probability P?ₕ? increases the risk of accidents, besides, the inflow α and the probability of accidents Pₐ? exhibit a nonlinear relationship. Furthermore, depending on the inflow, Pₐ? exhibits three different phases. The transition from phase I to phase II is of first (second) order when P?ₕ?=0 (P?ₕ?>0). However, the system exhibits a second (first) order transition from phase II to phase III when P?ₕ?=0 (P?ₕ?>0). In addition, when the inflow is not very high, the green light length of one road should be increased to improve road safety. Finally, simulation results show that the traffic at the intersection is safer adopting symmetric lane-changing rules than asymmetric ones.

Keywords: two-lane intersection, accidents, fatality risk, lane-changing, phase transition

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1497 Evaluating the Probability of Foreign Tourists' Return to the City of Mashhad, Iran

Authors: Mohammad Rahim Rahnama, Amir Ali Kharazmi, Safiye Rokni

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The tourism industry will be the most important unlimited, sustainable source of income after the oil and automotive industries by 2020 and not only countries, but cities are striving to apprehend its various facets. In line with this objective, the present descriptive-analytical study, through survey and using a questionnaire, seeks to evaluate the probability of tourists’ return and their recommendation to their countrymen to travel to Mashhad, Iran. The population under study is a sample of 384 foreign tourists who, in 2016, arrived at Mashhad, the second metropolis in Iran and its biggest religious city. The Kaplan-Meier estimator was used to analyze the data. Twenty-six percent of the tourists are female and 74% are male. On average, each tourist has had 3.02 trips abroad and 2.1 trips to Mashhad. Tourists from 14 different countries have arrived at Mashhad. Kuwait (15.9%), Armenia (15.6%), and Iraq (10.9%) were the countries where most tourists originated. Seventy-six percent of the tourists traveled with family and 90% of the tourists arrived at Mashhad via airplane. Major purposes of tourists’ trip include pilgrimage (27.9%), treatment (22.1%) followed by pilgrimage and treatment combined (35.4%). Major issues for tourists, in the order of priority, include quality of goods and services (30.2%), shopping (18%), and inhabitants’ treatment of foreigners (15.9%). Main tourist attractions, in addition to the Holy Shrine of Imam Reza, include Torqabeh and Shandiz (Torqabeh 40.9% and Shandiz 29.9%), Neyshabour (18.2%) followed by Kalat, 4.4%. The average willingness to return among tourists is 3.13, which is higher than the mean 3, indicating satisfaction with the stay in Mashhad. Similarly, the average for tourists’ recommending to their countrymen to visit Mashhad is 3.42, which is also an indicator of tourists’ satisfaction with their presence in Mashhad. According to the findings of the Kaplan-Meier estimator, an increase in the number of tourists’ trips to Mashhad, and an increase in the number of tourists’ foreign trips, reduces the probability of recommending a trip to Mashhad by tourists. Similarly, willingness to return is higher among those who stayed at a relatives’ home compared with other patterns of residence (hotels, self-catering accommodation, and pilgrim houses). Therefore, addressing the issues raised by tourists is essential for their return and their recommendation to others to travel to Mashhad.

Keywords: international tourist, probability of return, satisfaction, Mashhad

Procedia PDF Downloads 135