Search results for: return distribution
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 5794

Search results for: return distribution

5704 The Impact of International Financial Reporting Standards (IFRS) Adoption on Performance’s Measure: A Study of UK Companies

Authors: Javad Izadi, Sahar Majioud

Abstract:

This study presents an approach of assessing the choice of performance measures of companies in the United Kingdom after the application of IFRS in 2005. The aim of this study is to investigate the effects of IFRS on the choice of performance evaluation methods for UK companies. We analyse through an econometric model the relationship of the dependent variable, the firm’s performance, which is a nominal variable with the independent ones. Independent variables are split into two main groups: the first one is the group of accounting-based measures: Earning per share, return on assets and return on equities. The second one is the group of market-based measures: market value of property plant and equipment, research and development, sales growth, market to book value, leverage, segment and size of companies. Concerning the regression used, it is a multinomial logistic regression performed on a sample of 130 UK listed companies. Our finding shows after IFRS adoption, and companies give more importance to some variables such as return on equities and sales growth to assess their performance, whereas the return on assets and market to book value ratio does not have as much importance as before IFRS in evaluating the performance of companies. Also, there are some variables that have no impact on the performance measures anymore, such as earning per share. This article finding is empirically important for business in subjects related to IFRS and companies’ performance measurement.

Keywords: performance’s Measure, nominal variable, econometric model, evaluation methods

Procedia PDF Downloads 118
5703 Identification of COVID-SARS Variants Based on Lactate Test Results

Authors: Zoltan Horvath, Dora Nagy

Abstract:

In this research, it was examined whether individual COVID variants cause differences in the lactate curve of cyclists. After all, the virus variants attacked different organs in our body during the infections. During our tests, we used a traditional lactate step test, the results of which were compared with the values before the infection. In the tests, it has been proven that different virus variants show unique lactate curves. In this way, based on the lactate curve, it is possible to identify which variant caused the disease. Thanks to this, it has been shorten the return time, because we can apply the best return protocol after infection to the competitors.

Keywords: COVID-Sars19, lactate, virus mutation, lactate profile

Procedia PDF Downloads 40
5702 Application of Universal Distribution Factors for Real-Time Complex Power Flow Calculation

Authors: Abdullah M. Alodhaiani, Yasir A. Alturki, Mohamed A. Elkady

Abstract:

Complex power flow distribution factors, which relate line complex power flows to the bus injected complex powers, have been widely used in various power system planning and analysis studies. In particular, AC distribution factors have been used extensively in the recent power and energy pricing studies in free electricity market field. As was demonstrated in the existing literature, many of the electricity market related costing studies rely on the use of the distribution factors. These known distribution factors, whether the injection shift factors (ISF’s) or power transfer distribution factors (PTDF’s), are linear approximations of the first order sensitivities of the active power flows with respect to various variables. This paper presents a novel model for evaluating the universal distribution factors (UDF’s), which are appropriate for an extensive range of power systems analysis and free electricity market studies. These distribution factors are used for the calculations of lines complex power flows and its independent of bus power injections, they are compact matrix-form expressions with total flexibility in determining the position on the line at which line flows are measured. The proposed approach was tested on IEEE 9-Bus system. Numerical results demonstrate that the proposed approach is very accurate compared with exact method.

Keywords: distribution factors, power system, sensitivity factors, electricity market

Procedia PDF Downloads 441
5701 A Distribution Free Test for Censored Matched Pairs

Authors: Ayman Baklizi

Abstract:

This paper discusses the problem of testing hypotheses about the lifetime distributions of a matched pair based on censored data. A distribution free test based on a runs statistic is proposed. Its null distribution and power function are found in a simple convenient form. Some properties of the test statistic and its power function are studied.

Keywords: censored data, distribution free, matched pair, runs statistics

Procedia PDF Downloads 259
5700 Factors Influencing Bank Profitability of Czech Banks and Their International Parent Companies

Authors: Libena Cernohorska

Abstract:

The goal of this paper is to specify factors influencing the profitability of selected banks. Next, a model will be created to help establish variables that have a demonstrable influence on the development of the selected banks' profitability ratios. Czech banks and their international parent companies were selected for analyzing profitability. Banks categorized as large banks (according to the Czech National Bank's system, which ranks banks according to balance sheet total) were selected to represent the Czech banks. Two ratios, the return on assets ratio (ROA) and the return on equity ratio (ROE) are used to assess bank profitability. Six endogenous and four external indicators were selected from among other factors that influence bank profitability. The data analyzed were for the years 2001 – 2013. First, correlation analysis, which was supposed to eliminate correlated values, was conducted. A large number of correlated values were established on the basis of this analysis. The strongly correlated values were omitted. Despite this, the subsequent regression analysis of profitability for the individual banks that were selected did not confirm that the selected variables influenced their profitability. The studied factors' influence on bank profitability was demonstrated only for Československá Obchodní Banka and Société Générale using regression analysis. For Československá Obchodní Banka, it was demonstrated that inflation level and the amount of the central bank's interest rate influenced the return on assets ratio and that capital adequacy and market concentration influenced the return on equity ratio for Société Générale.

Keywords: banks, profitability, regression analysis, ROA, ROE

Procedia PDF Downloads 227
5699 Evaluation and Analysis of Light Emitting Diode Distribution in an Indoor Visible Light Communication

Authors: Olawale J. Olaluyi, Ayodele S. Oluwole, O. Akinsanmi, Johnson O. Adeogo

Abstract:

Communication using visible light VLC is considered a cutting-edge technology used for data transmission and illumination since it uses less energy than radio frequency (RF) technology and has a large bandwidth, extended lifespan, and high security. The room's irregular distribution of small base stations, or LED array distribution, is the cause of the obscured area, minimum signal-to-noise ratio (SNR), and received power. In order to maximize the received power distribution and SNR at the center of the room for an indoor VLC system, the researchers offer an innovative model for the placement of eight LED array distributions in this work. We have investigated the arrangement of the LED array distribution with regard to receiving power to fill the open space in the center of the room. The suggested LED array distribution saved 36.2% of the transmitted power, according to the simulation findings. Aside from that, the entire room was equally covered. This leads to an increase in both received power and SNR.

Keywords: visible light communication (VLC), light emitted diodes (LED), optical power distribution, signal-to-noise ratio (SNR).

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5698 A Multi Agent Based Protection Scheme for Smart Distribution Network in Presence of Distributed Energy Resources

Authors: M. R. Ebrahimi, B. Mahdaviani

Abstract:

Conventional electric distribution systems are radial in nature, supplied at one end through a main source. These networks generally have a simple protection system usually implemented using fuses, re-closers, and over-current relays. Recently, great attention has been paid to applying Distributed energy resources (DERs) throughout electric distribution systems. Presence of such generation in a network leads to losing coordination of protection devices. Therefore, it is desired to develop an algorithm which is capable of protecting distribution systems that include DER. On the other hand smart grid brings opportunities to the power system. Fast advancement in communication and measurement techniques accelerates the development of multi agent system (MAS). So in this paper, a new approach for the protection of distribution networks in the presence of DERs is presented base on MAS. The proposed scheme has been implemented on a sample 27-bus distribution network.

Keywords: distributed energy resource, distribution network, protection, smart grid, multi agent system

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5697 Evaluating the Probability of Foreign Tourists' Return to the City of Mashhad, Iran

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

Abstract:

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 139
5696 Reliability Analysis: A Case Study in Designing Power Distribution System of Tehran Oil Refinery

Authors: A. B. Arani, R. Shojaee

Abstract:

Electrical power distribution system is one of the vital infrastructures of an oil refinery, which requires wide area of study and planning before construction. In this paper, power distribution reliability of Tehran Refinery’s KHDS/GHDS unit has been taken into consideration to investigate the importance of these kinds of studies and evaluate the designed system. In this regard, the authors chose and evaluated different configurations of electrical power distribution along with the existing configuration with the aim of finding the most suited configuration which satisfies the conditions of minimum cost of electrical system construction, minimum cost imposed by loss of load, and maximum power system reliability.

Keywords: power distribution system, oil refinery, reliability, investment cost, interruption cost

Procedia PDF Downloads 844
5695 Performance Comparison of Cooperative Banks in the EU, USA and Canada

Authors: Matěj Kuc

Abstract:

This paper compares different types of profitability measures of cooperative banks from two developed regions: the European Union and the United States of America together with Canada. We created balanced dataset of more than 200 cooperative banks covering 2011-2016 period. We made series of tests and run Random Effects estimation on panel data. We found that American and Canadian cooperatives are more profitable in terms of return on assets (ROA) and return on equity (ROE). There is no significant difference in net interest margin (NIM). Our results show that the North American cooperative banks accommodated better to the current market environment.

Keywords: cooperative banking, panel data, profitability measures, random effects

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5694 Base Change for Fisher Metrics: Case of the q-Gaussian Inverse Distribution

Authors: Gabriel I. Loaiza Ossa, Carlos A. Cadavid Moreno, Juan C. Arango Parra

Abstract:

It is known that the Riemannian manifold determined by the family of inverse Gaussian distributions endowed with the Fisher metric has negative constant curvature κ= -1/2, as does the family of usual Gaussian distributions. In the present paper, firstly, we arrive at this result by following a different path, much simpler than the previous ones. We first put the family in exponential form, thus endowing the family with a new set of parameters, or coordinates, θ₁, θ₂; then we determine the matrix of the Fisher metric in terms of these parameters; and finally we compute this matrix in the original parameters. Secondly, we define the inverse q-Gaussian distribution family (q < 3) as the family obtained by replacing the usual exponential function with the Tsallis q-exponential function in the expression for the inverse Gaussian distribution and observe that it supports two possible geometries, the Fisher and the q-Fisher geometry. And finally, we apply our strategy to obtain results about the Fisher and q-Fisher geometry of the inverse q-Gaussian distribution family, similar to the ones obtained in the case of the inverse Gaussian distribution family.

Keywords: base of changes, information geometry, inverse Gaussian distribution, inverse q-Gaussian distribution, statistical manifolds

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5693 Return to Work Rates of Participants in Medical Rehabilitation: The Role of Fitness and Health

Authors: Julius Steinkopf, Eric Rost, Aike Hessel, Sonia Lippke

Abstract:

Objective: This study examined possible determinants of return to work (RTW) in individuals who participated in a medical rehabilitation program longitudinally over a time period of six months. Design/methodology/approach: N=1,044 rehabilitants were included in the baseline measurement in terms of completing a questionnaire during their medical rehabilitation. About 30% (n=350) have remained in the study in terms of participating in computer-assisted telephone interviewing (CATI) six months later. Frequency analyses and Regression analyses were run. Findings: About 70% of the rehabilitants returned to work six months after rehabilitation. Regression analyses revealed that the RTW rates were significantly predicted by gender (OR=0.12, men were more likely to return), perceived social support (OR=3.01) and current physical functioning (OR=1.25). Furthermore RTW motives, like expected monetary rewards (OR=25.2) and feelings of being needed (OR=0.18) same as motives for not returning to work (nRTW), like the wish to stop working in order to spend time with the spouse (OR=0.13) or a lack of enjoyment of work (OR=3.81), significantly predicted return to work rates. Life satisfaction, self-efficacy beliefs, mental health, current income, educational background or age did not significantly increase explained variance (all ps > .05). Practical implications: Taking theses predictors into account provides options to increase the effectiveness of interventions aiming at increasing RTW: Medical rehabilitations should not only aim at improving the physical functioning but also to enhance beneficial motives and social support as well as support women specifically in order to improve the effectiveness of medical rehabilitation and public health interventions. Originality/value: Illness-caused work absences are related to high financial costs and individual burden. Despite of the public health and societal implications, this is one of the very few studies investigating systematically fitness and health for the return to work.

Keywords: gender, fitness, health, physical functioning

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5692 Investigation and Perfection of Centrifugal Compressor Stages by CFD Methods

Authors: Y. Galerkin, L. Marenina

Abstract:

Stator elements «Vane diffuser + crossover + return channel» of stages with different specific speed were investigated by CFD calculations. The regime parameter was introduced to present efficiency and loss coefficient performance of all elements together. Flow structure demonstrated advantages and disadvantages of design. Flow separation in crossovers was eliminated by its shape modification. Efficiency increased visibly. Calculated CFD performances are in acceptable correlation with predicted ones by engineering design method. The information obtained is useful for design method better calibration.

Keywords: vane diffuser, return channel, crossover, efficiency, loss coefficient, inlet flow angle

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5691 Influence of Harmonics on Medium Voltage Distribution System: A Case Study for Residential Area

Authors: O. Arikan, C. Kocatepe, G. Ucar, Y. Hacialiefendioglu

Abstract:

In this paper, influence of harmonics on medium voltage distribution system of Bogazici Electricity Distribution Inc. (BEDAS) which takes place at Istanbul/Turkey is investigated. A ring network consisting of residential loads is taken into account for this study. Real system parameters and measurement results are used for simulations. Also, probable working conditions of the system are analyzed for %50, %75 and %100 loading of transformers with similar harmonic contents. Results of the study are exhibited the influence of nonlinear loads on %THDV, P.F. and technical losses of the medium voltage distribution system.

Keywords: distribution system, harmonic, technical losses, power factor, total harmonic distortion, residential load, medium voltage

Procedia PDF Downloads 549
5690 The Role of International Organizations in the Implementation of Return Migration Policy in Cameroon

Authors: Charles Simplice Mbatsogo Mebo

Abstract:

With growth picking up again, Africa seems increasingly attractive for its own nationals who return home through new opportunities available for them. The purpose of our research paper is to understand the role of the international partners in Cameroon, with regards to their support for the return and reintegration of migrants. We, therefore, questioned the relevance and effectiveness and efficacy of international instruments in reintegrating returnees to Cameroon. After our analysis that was conducted on the basis of a documentary exploration, interviews, and field surveys, it appears that the contribution of the international partners in Cameroon is proven in relation to their participation in the financing and placement of returned experts. However, their contribution remains insufficient due to their low level of deployment and the insignificant impact of their investments on the reintegration of Cameroonian Diasporas. The research also reveals some exogenous and endogenous constraints that hinder international institutions' actions in terms of accompanying migrants returning to Cameroon. Finally, for a better management of the returnees' issue, it is necessary to set up a mechanism to raise awareness and a coordination system of all international actors involved. It is also relevant to reform the migration policy, build institutional capacities, and improve the juridical-administrative and economic environment so as to favor co-development in Cameroon.

Keywords: international partners, returnees, diaspora, migration policy, co-development

Procedia PDF Downloads 123
5689 Role of Cryptocurrency in Portfolio Diversification

Authors: Onur Arugaslan, Ajay Samant, Devrim Yaman

Abstract:

Financial advisors and investors seek new assets which could potentially increase portfolio returns and decrease portfolio risk. Cryptocurrencies represent a relatively new asset class which could serve in both these roles. There has been very little research done in the area of the risk/return tradeoff in a portfolio consisting of fixed income assets, stocks, and cryptocurrency. The objective of this study is a rigorous examination of this issue. The data used in the study are the monthly returns on 4-week US Treasury Bills, S&P Investment Grade Corporate Bond Index, Bitcoin and the S&P 500 Stock Index. The methodology used in the study is the application Modern Portfolio Theory to evaluate the risk-adjusted returns of portfolios with varying combinations of these assets, using Sharpe, Treynor and Jensen Indexes, as well as the Sortino and Modigliani measures. The results of the study would include the ranking of various investment portfolios based on their risk/return characteristics. The conclusions of the study would include objective empirical inference for investors who are interested in including cryptocurrency in their asset portfolios but are unsure of the risk/return implications.

Keywords: financial economics, portfolio diversification, fixed income securities, cryptocurrency, stock indexes

Procedia PDF Downloads 40
5688 Optimized Approach for Secure Data Sharing in Distributed Database

Authors: Ahmed Mateen, Zhu Qingsheng, Ahmad Bilal

Abstract:

In the current age of technology, information is the most precious asset of a company. Today, companies have a large amount of data. As the data become larger, access to data for some particular information is becoming slower day by day. Faster data processing to shape it in the form of information is the biggest issue. The major problems in distributed databases are the efficiency of data distribution and response time of data distribution. The security of data distribution is also a big issue. For these problems, we proposed a strategy that can maximize the efficiency of data distribution and also increase its response time. This technique gives better results for secure data distribution from multiple heterogeneous sources. The newly proposed technique facilitates the companies for secure data sharing efficiently and quickly.

Keywords: ER-schema, electronic record, P2P framework, API, query formulation

Procedia PDF Downloads 303
5687 Measured versus Default Interstate Traffic Data in New Mexico, USA

Authors: M. A. Hasan, M. R. Islam, R. A. Tarefder

Abstract:

This study investigates how the site specific traffic data differs from the Mechanistic Empirical Pavement Design Software default values. Two Weigh-in-Motion (WIM) stations were installed in Interstate-40 (I-40) and Interstate-25 (I-25) to developed site specific data. A computer program named WIM Data Analysis Software (WIMDAS) was developed using Microsoft C-Sharp (.Net) for quality checking and processing of raw WIM data. A complete year data from November 2013 to October 2014 was analyzed using the developed WIM Data Analysis Program. After that, the vehicle class distribution, directional distribution, lane distribution, monthly adjustment factor, hourly distribution, axle load spectra, average number of axle per vehicle, axle spacing, lateral wander distribution, and wheelbase distribution were calculated. Then a comparative study was done between measured data and AASHTOWare default values. It was found that the measured general traffic inputs for I-40 and I-25 significantly differ from the default values.

Keywords: AASHTOWare, traffic, weigh-in-motion, axle load distribution

Procedia PDF Downloads 317
5686 First Order Reversal Curve Method for Characterization of Magnetic Nanostructures

Authors: Bashara Want

Abstract:

One of the key factors limiting the performance of magnetic memory is that the coercivity has a distribution with finite width, and the reversal starts at the weakest link in the distribution. So one must first know the distribution of coercivities in order to learn how to reduce the width of distribution and increase the coercivity field to obtain a system with narrow width. First Order Reversal Curve (FORC) method characterizes a system with hysteresis via the distribution of local coercivities and, in addition, the local interaction field. The method is more versatile than usual conventional major hysteresis loops that give only the statistical behaviour of the magnetic system. The FORC method will be presented and discussed at the conference.

Keywords: magnetic materials, hysteresis, first-order reversal curve method, nanostructures

Procedia PDF Downloads 56
5685 Impact of Green Bonds Issuance on Stock Prices: An Event Study on Respective Indian Companies

Authors: S. L. Tulasi Devi, Shivam Azad

Abstract:

The primary objective of this study is to analyze the impact of green bond issuance on the stock prices of respective Indian companies. An event study methodology has been employed to study the effect of green bond issuance. For in-depth study and analysis, this paper used different window frames, including 15-15 days, 10-10 days, 7-7days, 6-6 days, and 5-5 days. Further, for better clarity, this paper also used an uneven window period of 7-5 days. The period of study covered all the companies which issued green bonds during the period of 2017-2022; Adani Green Energy, State Bank of India, Power Finance Corporation, Jain Irrigation, and Rural Electrification Corporation, except Indian Renewable Energy Development Agency and Indian Railway Finance Corporation, because of data unavailability. The paper used all three event study methods as discussed in earlier literature; 1) constant return model, 2) market-adjusted model, and 3) capital asset pricing model. For the fruitful comparison between results, the study considered cumulative average return (CAR) and buy and hold average return (BHAR) methodology. For checking the statistical significance, a two-tailed t-statistic has been used. All the statistical calculations have been performed in Microsoft Excel 2016. The study found that all other companies have shown positive returns on the event day except for the State Bank of India. The results demonstrated that constant return model outperformed compared to the market-adjusted model and CAPM. The p-value derived from all the methods has shown an almost insignificant impact of the issuance of green bonds on the stock prices of respective companies. The overall analysis states that there’s not much improvement in the market efficiency of the Indian Stock Markets.

Keywords: green bonds, event study methodology, constant return model, market-adjusted model, CAPM

Procedia PDF Downloads 67
5684 Evaluation of Environmental Disclosures on Financial Performance of Quoted Industrial Goods Manufacturing Sectors in Nigeria (2011 – 2020)

Authors: C. C. Chima, C. J. M. Anumaka

Abstract:

This study evaluates environmental disclosures on the financial performance of quoted industrial goods manufacturing sectors in Nigeria. The study employed a quasi-experimental research design to establish the relationship that exists between the environmental disclosure index and financial performance indices (return on assets - ROA, return on equity - ROE, and earnings per share - EPS). A purposeful sampling technique was employed to select five (5) industrial goods manufacturing sectors quoted on the Nigerian Stock Exchange. Secondary data covering 2011 to 2020 financial years were extracted from annual reports of the study sectors using a content analysis method. The data were analyzed using SPSS, Version 23. Panel Ordinary Least Squares (OLS) regression method was employed in estimating the unknown parameters in the study’s regression model after conducting diagnostic and preliminary tests to ascertain that the data set are reliable and not misleading. Empirical results show that there is an insignificant negative relationship between the environmental disclosure index (EDI) and the performance indices (ROA, ROE, and EPS) of the industrial goods manufacturing sectors in Nigeria. The study recommends that: only relevant information which increases the performance indices should appear on the disclosure checklist; environmental disclosure practices should be country-specific; and company executives in Nigeria should increase and monitor the level of investment (resources, time, and energy) in order to ensure that environmental disclosure has a significant impact on financial performance.

Keywords: earnings per share, environmental disclosures, return on assets, return on equity

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5683 Steady State Analysis of Distribution System with Wind Generation Uncertainity

Authors: Zakir Husain, Neem Sagar, Neeraj Gupta

Abstract:

Due to the increased penetration of renewable energy resources in the distribution system, the system is no longer passive in nature. In this paper, a steady state analysis of the distribution system has been done with the inclusion of wind generation. The modeling of wind turbine generator system and wind generator has been made to obtain the average active and the reactive power injection into the system. The study has been conducted on a IEEE-33 bus system with two wind generators. The present research work is useful not only to utilities but also to customers.

Keywords: distributed generation, distribution network, radial network, wind turbine generating system

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5682 Optimization of Black-Litterman Model for Portfolio Assets Allocation

Authors: A. Hidalgo, A. Desportes, E. Bonin, A. Kadaoui, T. Bouaricha

Abstract:

Present paper is concerned with portfolio management with Black-Litterman (B-L) model. Considered stocks are exclusively limited to large companies stocks on US market. Results obtained by application of the model are presented. From analysis of collected Dow Jones stock data, remarkable explicit analytical expression of optimal B-L parameter τ, which scales dispersion of normal distribution of assets mean return, is proposed in terms of standard deviation of covariance matrix. Implementation has been developed in Matlab environment to split optimization in Markovitz sense from specific elements related to B-L representation.

Keywords: Black-Litterman, Markowitz, market data, portfolio manager opinion

Procedia PDF Downloads 239
5681 Alternative Robust Estimators for the Shape Parameters of the Burr XII Distribution

Authors: Fatma Zehra Doğru, Olcay Arslan

Abstract:

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

Procedia PDF Downloads 405
5680 Research on Urban Point of Interest Generalization Method Based on Mapping Presentation

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

Abstract:

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

Procedia PDF Downloads 382
5679 The Effect of Measurement Distribution on System Identification and Detection of Behavior of Nonlinearities of Data

Authors: Mohammad Javad Mollakazemi, Farhad Asadi, Aref Ghafouri

Abstract:

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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5678 Review on Application of DVR in Compensation of Voltage Harmonics in Power Systems

Authors: S. Sudhharani

Abstract:

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)

Procedia PDF Downloads 111
5677 Temperature Distribution Simulation of Divergent Fluid Flow with Helical Arrangement

Authors: Ehan Sabah Shukri, Wirachman Wisnoe

Abstract:

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

Procedia PDF Downloads 425
5676 Returning to Work: A Qualitative Exploratory Study of Head and Neck Cancer Survivor Disability and Experience

Authors: Abi Miller, Eleanor Wilson, Claire Diver

Abstract:

Background: UK Head and Neck Cancer incidence and prevalence were rising related to better treatment outcomes and changed demographics. More people of working-age now survive Head and Neck Cancer. For individuals, work provides income, purpose, and social connection. For society, work increases economic productivity and reduces welfare spending. In the UK, a cancer diagnosis is classed as a disability and more disabled people leave the workplace than non-disabled people. Limited evidence exists on return-to-work after Head and Neck Cancer, with no UK qualitative studies. Head and Neck Cancer survivors appear to return to work less when compared to other cancer survivors. This study aimed to explore the effects of Head and Neck Cancer disability on survivors’ return-to-work experience. Methodologies: This was an exploratory qualitative study using a critical realist approach to carry out semi-structured one-off interviews with Head and Neck Cancer survivors who had returned to work. Interviews were informed by an interview guide and carried out remotely by Microsoft Teams or telephone. Interviews were transcribed verbatim, pseudonyms allocated, and transcripts anonymized. Data were interpreted using Reflexive Thematic Analysis. Findings: Thirteen Head and Neck Cancer survivors aged between 41 -63 years participated in interviews. Three major themes were derived from the data: changed identity and meaning of work after Head and Neck Cancer, challenging and supportive work experiences and impact of healthcare professionals on return-to-work. Participants described visible physical appearance changes, speech and eating challenges, mental health difficulties and psycho-social shifts following Head and Neck Cancer. These factors affected workplace re-integration, ability to carry out work duties, and work relationships. Most participants experienced challenging work experiences, including stigmatizing workplace interactions and poor communication from managers or colleagues, which further affected participant confidence and mental health. Many participants experienced job change or loss, related both to Head and Neck Cancer and living through a pandemic. A minority of participants experienced strategies like phased return, which supported workplace re-integration. All participants, bar one, wanted conversations with healthcare professionals about return-to-work but perceived these conversations as absent. Conclusion: All participants found returning to work after Head and Neck Cancer to be a challenging experience. This appears to be impacted by participant physical, psychological, and functional disability following Head and Neck Cancer, work interaction and work context.

Keywords: disability, experience, head and neck cancer, qualitative, return-to-work

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5675 Evaluating Reliability Indices in 3 Critical Feeders at Lorestan Electric Power Distribution Company

Authors: Atefeh Pourshafie, Homayoun Bakhtiari

Abstract:

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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