Search results for: sensitivity of reliability index

Authors: Nicola S. Schutte, John M. Malouff

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Introduction: Curiosity is a positive emotion and motivational state that consists of the desire to know. Curiosity consists of several related dimensions, including a desire for exploration, deprivation sensitivity, and stress tolerance. Creativity involves generating novel and valuable ideas or products. How curiosity may prompt greater creativity remains to be investigated. The phenomena of flow may link curiosity and creativity. Flow is characterized by intense concentration and absorption and gives rise to optimal performance. Objective of Study: The objective of the present study was to investigate whether the phenomenon of flow may link curiosity with creativity. Methods and Design: Fifty-seven individuals from Australia (45 women and 12 men, mean age of 35.33, SD=9.4) participated. Participants were asked to design a program encouraging residents in a local community to conserve water and to record the elements of their program in writing. Participants were then asked to rate their experience as they developed and wrote about their program. Participants rated their experience on the Dimensional Curiosity Measure sub-scales assessing the exploration, deprivation sensitivity, and stress tolerance facets of curiosity, and the Flow Short Scale. Reliability of the measures as assessed by Cronbach's alpha was as follows: Exploration Curiosity =.92, Deprivation Sensitivity Curiosity =.66, Stress Tolerance Curiosity =.93, and Flow=.96. Two raters independently coded each participant’s water conservation program description on creativity. The mixed-model intraclass correlation coefficient for the two sets of ratings was .73. The mean of the two ratings produced the final creativity score for each participant. Results: During the experience of designing the program, all three types of curiosity were significantly associated with the flow. Pearson r correlations were as follows: Exploration Curiosity and flow, r =.68 (higher Exploration Curiosity was associated with more flow); Deprivation Sensitivity Curiosity and flow, r =.39 (higher Deprivation Sensitivity Curiosity was associated with more flow); and Stress Tolerance Curiosity and flow, r = .44 (more stress tolerance in relation to novelty and exploration was associated with more flow). Greater experience of flow was significantly associated with greater creativity in designing the water conservation program, r =.39. The associations between dimensions of curiosity and creativity did not reach significance. Even though the direct relationships between dimensions of curiosity and creativity were not significant, indirect relationships through the mediating effect of the experience of flow between dimensions of curiosity and creativity were significant. Mediation analysis using PROCESS showed that flow linked Exploration Curiosity with creativity, standardized beta=.23, 95%CI [.02,.25] for the indirect effect; Deprivation Sensitivity Curiosity with creativity, standardized beta=.14, 95%CI [.04,.29] for the indirect effect; and Stress Tolerance Curiosity with creativity, standardized beta=.13, 95%CI [.02,.27] for the indirect effect. Conclusions: When engaging in an activity, higher levels of curiosity are associated with greater flow. More flow is associated with higher levels of creativity. Programs intended to increase flow or creativity might build on these findings and also explore causal relationships.

Keywords: creativity, curiosity, flow, motivation

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Authors: Nouira Mariem, Ben Rayana Hazem, Ennigrou Samir

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Background and aim: During the past decade, the frequency of extrapulmonary forms of tuberculosis has increased. These forms are under-diagnosed using conventional tests. The aim of this study was to evaluate the performance of the Tuberculin Skin Test (TST) for the diagnosis of tuberculosis, using the ROC curve and Fagan’s Nomogram methodology. Methods: This was a case-control, multicenter study in 11 anti-tuberculosis centers in Tunisia, during the period from June to November2014. The cases were adults aged between 18 and 55 years with confirmed tuberculosis. Controls were free from tuberculosis. A data collection sheet was filled out and a TST was performed for each participant. Diagnostic accuracy measures of TST were estimated using ROC curve and Area Under Curve to estimate sensitivity and specificity of a determined cut-off point. Fagan’s nomogram was used to estimate its predictive values. Results: Overall, 1053 patients were enrolled, composed of 339 cases (sex-ratio (M/F)=0.87) and 714 controls (sex-ratio (M/F)=0.99). The mean age was 38.3±11.8 years for cases and 33.6±11 years for controls. The mean diameter of the TST induration was significantly higher among cases than controls (13.7mm vs.6.2mm;p=10-6). Area Under Curve was 0.789 [95% CI: 0.758-0.819; p=0.01], corresponding to a moderate discriminating power for this test. The most discriminative cut-off value of the TST, which were associated with the best sensitivity (73.7%) and specificity (76.6%) couple was about 11 mm with a Youden index of 0.503. Positive and Negative predictive values were 3.11% and 99.52%, respectively. Conclusion: In view of these results, we can conclude that the TST can be used for tuberculosis diagnosis with a good sensitivity and specificity. However, the skin induration measurement and its interpretation is operator dependent and remains difficult and subjective. The combination of the TST with another test such as the Quantiferon test would be a good alternative.

Keywords: tuberculosis, tuberculin skin test, ROC curve, cut-off

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Authors: Sachin Singh, Thomas Penzel, Dinesh Nandan

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Accurate identification of Sleep Apnea Hypopnea Syndrom Diagnosis is difficult problem for human expert because of variability among persons and unwanted noise. This paper proposes the diagonosis of Sleep Apnea Hypopnea Syndrome (SAHS) using airflow, ECG, Pulse and SaO2 signals. The features of each type of these signals are extracted using statistical methods and ANN learning methods. These extracted features are used to approximate the patient's Apnea Hypopnea Index(AHI) using sample signals in model. Advance signal processing is also applied to snore sound signal to locate snore event and SaO2 signal is used to support whether determined snore event is true or noise. Finally, Apnea Hypopnea Index (AHI) event is calculated as per true snore event detected. Experiment results shows that the sensitivity can reach up to 96% and specificity to 96% as AHI greater than equal to 5.

Keywords: neural network, AHI, statistical methods, autoregressive models

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Authors: Chun-Qing Li, Guoyang Fu, Wei Yang

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A significant portion of current water networks is made of cast iron pipes. Due to aging and deterioration with corrosion being the most predominant mechanism, the failure rate of cast iron pipes is very high. Although considerable research has been carried out in the past few decades, most are on the effect of corrosion on the structural capacity of pipes using strength theory as the failure criterion. This paper presents a reliability-based methodology for the assessment of corrosion affected cast iron pipe cracking failures. A nonlinear limit state function taking into account all three fracture modes is proposed for brittle metal pipes with mixed mode fracture. A stochastic model of the load effect is developed, and time-dependent reliability method is employed to quantify the probability of failure and predict the remaining service life. A case study is carried out using the proposed methodology, followed by sensitivity analysis to investigate the effects of the random variables on the probability of failure. It has been found that the larger the inclination angle or the Mode I fracture toughness is, the smaller the probability of pipe failure is. It has also been found that the multiplying and exponential coefficients k and n in the power law corrosion model and the internal pressure have the most influence on the probability of failure for cast iron pipes. The methodology presented in this paper can assist pipe engineers and asset managers in developing a risk-informed and cost-effective strategy for better management of corrosion-affected pipelines.

Keywords: corrosion, inclined surface cracks, pressurized cast iron pipes, stress intensity

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Authors: P. B. Sob, A. A. Alugongo, T. B. Tengen

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The activation volume of 6082T6 aluminum is investigated at different temperatures on grain size variants. The deformation activation volume was computed on the basis of the relationship between the Boltzmann’s constant k, the testing temperatures, the material strain rate sensitivity and the material yield stress of grain size variants. The material strain rate sensitivity is computed as a function of yield stress and strain rate of grain size variants. The effect of the material strain rate sensitivity and the deformation activation volume of 6082T6 aluminum at different temperatures of 3-D grain are discussed. It is shown that the strain rate sensitivities and activation volume are negative for the grain size variants during the deformation of nanostructured materials. It is also observed that the activation volume vary in different ways with the equivalent radius, semi minor axis radius, semi major axis radius and major axis radius. From the obtained results it is shown that the variation of activation volume increased and decreased with the testing temperature. It was revealed that, increased in strain rate sensitivity led to decrease in activation volume whereas increased in activation volume led to decrease in strain rate sensitivity.

Keywords: nanostructured materials, grain size variants, temperature, yield stress, strain rate sensitivity, activation volume

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Authors: Alireza Alesaadi

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Reliability analysis is a powerful method for determining the weak points of the electrical networks. In designing of electrical network, it is tried to design the most reliable network with minimal system shutting down, but it is usually associated with increasing the cost. In this paper, using adaptive genetic algorithm, a method was presented that provides the most reliable system with a certain economical cost. Finally, the proposed method is applied to a sample network and results will be analyzed.

Keywords: reliability, adaptive genetic algorithm, electrical network, communication engineering

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Authors: Parampal Kaur, Deepak Aggarwal

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In the computational Grid, fault tolerance is an imperative issue to be considered during job scheduling. Due to the widespread use of resources, systems are highly prone to errors and failures. Hence, fault tolerance plays a key role in the grid to avoid the problem of unreliability. Scheduling the task to the appropriate resource is a vital requirement in computational Grid. The fittest resource scheduling algorithm searches for the appropriate resource based on the job requirements, in contrary to the general scheduling algorithms where jobs are scheduled to the resources with best performance factor. The proposed method is to improve the fault tolerance of the fittest resource scheduling algorithm by scheduling the job in coordination with job replication when the resource has low reliability. Based on the reliability index of the resource, the resource is identified as critical. The tasks are scheduled based on the criticality of the resources. Results show that the execution time of the tasks is comparatively reduced with the proposed algorithm using real-time approach rather than a simulator.

Keywords: computational grid, fault tolerance, task replication, job scheduling

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Authors: Jin Sup Kim, Min Seo

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An improved cross-shaped hall plate with high sensitivity is described in this paper. Among different geometries that have been simulated and measured using Helmholtz coil. The paper describes the physical hall plate design and implementation in a 0.18-µm CMOS technology. In this paper, the biasing is a constant voltage mode. In the voltage mode, magnetic field is converted into an output voltage. The output voltage is typically in the order of micro- to millivolt and therefore, it must be amplified before being transmitted to the outside world. The study, design and performance optimization of hall plate has been carried out with the COMSOL Multiphysics. It is used to estimate the voltage distribution in the hall plate with and without magnetic field and to optimize the geometry. The simulation uses the nominal bias current of 1mA. The applied magnetic field is in the range from 0 mT to 20 mT. Measured results of the one structure over the 10 available samples show for the best sensitivity of 2.5 %/T at 20mT.

Keywords: cross-shaped hall plate, sensitivity, CMOS technology, Helmholtz coil

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Authors: Mehmet Savsar

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Complex Life Support Systems (LSS) are used in all large commercial and public aquariums in order to keep the fish alive. Reliabilities of individual equipment, as well as the complete system, are extremely important and critical since the life and safety of important fish depend on these life support systems. Failure of some critical device or equipment, which do not have redundancy, results in negative consequences and affects life support as a whole. In this paper, we have considered a life support system in a large public aquarium in Kuwait Scientific Center and presented a procedure and analysis to show how the reliability of such systems can be estimated by using appropriate tools and collected data. We have also proposed possible improvements for systems reliability. In particular, addition of parallel components and spare parts are considered and the numbers of spare parts needed for each component to achieve a required reliability during specified lead time are calculated. The results show that significant improvements in system reliability can be achieved by operating some LSS components in parallel and having certain numbers of spares available in the spare parts inventories. The procedures and the results presented in this paper are expected to be useful for aquarium engineers and maintenance managers dealing with LSS.

Keywords: life support systems, aquariums, reliability, failures, availability, spare parts

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Authors: Reza Lotfalian, Sudarshan Martins, Peter Radziszewski

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The effect of reliability on life-cycle cost, including initial and maintenance cost of a system is studied. The failure probability of a component is used to calculate the average maintenance cost during the operation cycle of the component. The standard deviation of the life-cycle cost is also calculated as an error measure for the average life-cycle cost. As a numerical example, the model is used to study the average life cycle cost of an electric motor.

Keywords: initial cost, life-cycle cost, maintenance cost, reliability

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Authors: Tai Mei Kin, Omar Abdull Kareem

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In light of globalization, educational reform has become a top priority for many countries. However, the task of leading change effectively requires a multidimensional set of competencies. Over the past two decades, technical competencies of principal change leadership have been extensively analysed and discussed. Comparatively, little research has been conducted in Malaysian education context on non-technical competencies or popularly known as emotional intelligence, which is equally crucial for the success of change. This article provides a validation of the Principal Change Leadership Non-Technical Competencies (PCLnTC) Scale, a tool that practitioners can easily use to assess school principals’ level of change leadership non-technical competencies that facilitate change and maximize change effectiveness. The overall coherence of the PCLnTC model was constructed by incorporating three theories: a)the change leadership theory whereby leading change is the fundamental role of a leader; b)competency theory in which leadership can be taught and learned; and c)the concept of emotional intelligence whereby it can be developed, fostered and taught. An exploratory factor analysis (EFA) was used to determine the underlying factor structure of PCLnTC model. Before conducting EFA, five important pilot test approaches were conducted to ensure the validity and reliability of the instrument: a)reviewed by academic colleagues; b)verification and comments from panel; c)evaluation on questionnaire format, syntax, design, and completion time; d)evaluation of item clarity; and e)assessment of internal consistency reliability. A total of 335 teachers from 12 High Performing Secondary School in Malaysia completed the survey. The PCLnTCS with six points Liker-type scale were subjected to Principal Components Analysis. The analysis yielded a three-factor solution namely, a)Interpersonal Sensitivity; b)Flexibility; and c)Motivation, explaining a total 74.326 per cent of the variance. Based on the results, implications for instrument revisions are discussed and specifications for future confirmatory factor analysis are delineated.

Keywords: exploratory factor analysis, principal change leadership non-technical competencies (PCLnTC), interpersonal sensitivity, flexibility, motivation

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Authors: Ji-Yeul Bae, Hyung Mo Bae, Jihyuk Kim, Hyung Hee Cho

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An air to air infrared missile poses a significant threat to the survivability of an aircraft due to an advanced sensitivity of sensor and maneuverability of the missile. Therefore, recent military aircraft is equipped with MAW (Missile Approach Warning) to take an evasive maneuver and to deploy countermeasures like chaff and flare. In this research, an effect of MAW sensitivity and resulting evasive maneuver on the survivability of the fighter aircraft is studied. A single engine fighter jet with Mach 0.9 flying at an altitude of 5 km is modeled in the research and infrared signature of the aircraft is calculated by numerical simulation. The survivability is assessed in terms of lethal range. The MAW sensitivity and maneuverability of an aircraft is used as variables. The result showed that improvement in survivability mainly achieved when the missile approach from the side of the aircraft. And maximum 30% increase in survivability of the aircraft is achieved when existence of the missile is noticed at 7 km distance. As a conclusion, sensitivity of the MAW seems to be more important factor than the maneuverability of the aircraft in terms of the survivability.

Keywords: air to air missile, missile approach warning, lethal range, survivability

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Authors: Hamed Movahedizadeh, Annuar Md Nassir, Mehdi Karimimalayer, Navid Samimi Sedeh, Ehsan Bagherpour

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The aim of this paper is to evaluate Tehran’s Stock Exchange (TSE) performance regarding with impact of four macroeconomic factors including world crude Oil Price (OP), World Gold Price (GP), Consumer Price Index (CPI) and total Supplied Oil by Iran (SO) from January 2006 to December 2012 that Iran faced with economic and oil sanctions. Iran's exports of crude oil and lease condensate reduced to roughly 1.5 million barrels per day (bbl/d) in 2012, compared to 2.5 million bbl/d in 2011 due to hard sanctions. Monthly data are collected and subjected to a battery of tests through ordinary least square by EViews7. This study found that gold price and oil price are positively correlated with stock returns while total oil supplied and consumer price index have negative relationship with stock index, however, consumer price index tends to become insignificant in stock index. While gold price and consumer price index have short run relationship with TSE index at 10% of significance level this amount for oil price is significant at 5% and there is no significant short run relationship between supplied oil and Tehran stock returns. Moreover, this study found that all macroeconomic factors have long-run relationship with Tehran Stock Exchange Index.

Keywords: consumer price index, gold price, macroeconomic, oil price, sanction, stock market, supplied oil

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Authors: Alyaa M. Younes, Nermine Harraz, Mohammad H. Elwany

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Lithium ion batteries are currently used for many applications including satellites, electric vehicles and mobile electronics. Their ability to store relatively large amount of energy in a limited space make them most appropriate for critical applications. Evaluation of the life of these batteries and their reliability becomes crucial to the systems they support. Reliability of Li-Ion batteries has been mainly considered based on its lifetime. However, another important factor that can be considered critical in many applications such as in electric vehicles is the cycle duration. The present work presents the results of an experimental investigation on the degradation behavior of a Laptop Li-ion battery (type TKV2V) and the effect of applied load on the battery cycle time. The reliability was evaluated using an accelerated life test. Least squares linear regression with median rank estimation was used to estimate the Weibull distribution parameters needed for the reliability functions estimation. The probability density function, failure rate and reliability function under each of the applied loads were evaluated and compared. An inverse power model is introduced that can predict cycle time at any stress level given.

Keywords: accelerated life test, inverse power law, lithium-ion battery, reliability evaluation, Weibull distribution

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Authors: Chitaranjan Sharma

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The present paper deals with the analysis of a fuel supply system in an automobile engine of a four wheeler which is having both the option of fuel i.e. PETROL and CNG. Since CNG is cheaper than petrol so the priority is given to consume CNG as compared to petrol. An automatic switch is used to start petrol supply at the time of failure of CNG supply. Using regenerative point technique with Markov renewal process, the reliability characteristics which are useful to system designers are obtained.

Keywords: reliability, redundancy, repair time, transition, probability, regenerative points, markov renewal, process

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Authors: Gaosheng Ju

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Our empirical evidence supports a model of consumption planning behaviors with the following two characteristics. First, households formulate a rational consumption target based on their desired target, displaying a diminishing sensitivity to the discrepancy between them. Second, the established target is a reference point for their planned consumption. The diminishing sensitivity leads to opposite reactions in higher and lower quantiles of both consumption targets and consumption growth to changes in economic conditions. This phenomenon accounts for the perplexingly low correlation between consumption and other macroeconomic variables. Furthermore, the opposing movements of consumption targets offer new insights into consumption-based asset pricing.

Keywords: consumption planning, reference point, diminishing sensitivity, quantile regression, asset pricing puzzles

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Authors: Sajjad Asefi, Hossein Afrakhte

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

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

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Authors: Yong-Jun Kim, Jae-Hyun Ro, Chang-Bin Ha, Hyoung-Kyu Song

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Because current wireless communication requires high reliability in a limited bandwidth environment, this paper proposes the variable modulation scheme based on the codebook. The variable modulation scheme adjusts transmission power using the codebook in accordance with hannel state. Also, if the codebook is composed of many bits, the reliability is more improved by the proposed scheme. The simulation results show that the performance of proposed scheme has better reliability than the the performance of conventional scheme.

Keywords: MIMO-OFDM, variable modulation, codebook, channel state

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Authors: Omid Azimaraghi, Noushin Khazaei

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Background: Fluid therapy is an important aspect of the perioperative period and a major challenge for anesthesiologists. To authors best knowledge, there is a lack of strong guidance and evidence regarding the optimal approach to fluid therapy. Therefore a variety of medical devices have been introduced to help physicians. In this study, we aimed to evaluate the effectiveness of pleth variability index in guiding fluid therapy in different patient positions. Materials and Methods: Inclusion criteria consisted of patients aged 18-50 years old and classified as American Society of Anesthesiologists physical status I and II, who were candidates for elective thyroidectomy surgery. In total, 36 patients meeting the inclusion criteria were enrolled in the study. After induction of anesthesia and start of mechanical ventilation Pleth variability index was measured in the supine position, then patients were placed in Trendelenburg and reverse Trendelenburg position (30 degrees, 5 minutes); Pleth Variability Index has measured again in the mentioned positions. Results: Mean PVI (Pleth Variability Index) in the supine position was 14.3 ± 3.7 in comparison to 21.5 ± 4.3 in the reverse Trendelenburg position. The mean PVI in Trendelenburg position was 9.1 ± 2.0 in Trendelenburg position (p < 0.05). Conclusion: In conclusion, we found that Pleth Variability Index varies with patient position and this should be taken into account when using this index during fluid therapy.

Keywords: fluid therapy, Pleth Variability Index, position, surgery

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Authors: Sapan Bhatnagar, Danish Akhtar, Salman Ahmed, Asif Ekbal, Gufran Beig

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Particulates are the solid and liquid droplets present in the atmosphere, they have serious negative effects on human health and environment. PM10 and PM2.5 are so small that they can penetrate deep into our lungs through the respiratory system. Determination of the amount of particulates present in the atmosphere per cubic meter is necessary to monitor, regulate and model atmospheric particulate levels. Air Quality Index is an index tells us how clean or polluted our air is, and what associated health effects might be a concern for us. The AQI focuses on health affects you may experience within a few hours or days after breathing polluted air. The quality rating for each pollutant was calculated. The geometric mean of these quality ratings gives the Air Quality Index. The existing concentrations of pollutants were compared with ambient air quality standards.

Keywords: air quality index, particulate, respirable dust sampler, dust sampler

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Authors: Amritee Bora, B. S. Mipun

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Land degradation is often used to describe the land environmental phenomena that reduce land’s original productivity both qualitatively and quantitatively. The study of land degradation vulnerability primarily deals with “Environmentally Sensitive Areas” (ESA) and the amount of topsoil loss due to erosion. In many studies, it is observed that the assessment of the existing status of land degradation is used to represent the vulnerability. Moreover, it is also noticed that in most studies, the primary emphasis of land degradation vulnerability is to assess its sensitivity to soil erosion only. However, the concept of land degradation vulnerability can have different objectives depending upon the perspective of the study. It shows the extent to which changes in land use land cover can imprint their effect on the land. In other words, it represents the susceptibility of a piece of land to degrade its productive quality permanently or in the long run. It is also important to mention that the vulnerability of land degradation is not a single factor outcome. It is a probability assessment to evaluate the status of land degradation and needs to consider both biophysical and human induce parameters. To avoid the complexity of the previous models in this regard, the present study has emphasized on to generate a simplified model to assess the land degradation vulnerability in terms of its current human population pressure, land use practices, and existing biophysical conditions. It is a “Mixed-Method” termed as the land degradation vulnerability index (LDVi). It was originally inspired by the MEDALUS model (Mediterranean Desertification and Land Use), 1999, and Farazadeh’s 2007 revised version of it. It has followed the guidelines of Space Application Center, Ahmedabad / Indian Space Research Organization for land degradation vulnerability. The model integrates the climatic index (Ci), vegetation index (Vi), erosion index (Ei), land utilization index (Li), population pressure index (Pi), and cover management index (CMi) by giving equal weightage to each parameter. The final result shows that the very high vulnerable zone primarily indicates three (3) prominent circumstances; land under continuous population pressure, high concentration of human settlement, and high amount of topsoil loss due to surface runoff within the study sites. As all the parameters of the model are amalgamated with equal weightage further with the help of regression analysis, the LDVi model also provides a strong grasp of each parameter and how far they are competent to trigger the land degradation process.

Keywords: population pressure, land utilization, soil erosion, land degradation vulnerability

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Authors: Nipun Manirajan, Heeralal Gargama, Sushil Guhe, Manoj Prabhakaran

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In railway industry, train sets are designed based on contractual requirements (mission profile), where reliability targets are measured in terms of mean distance between failures (MDBF). However, during the beginning of revenue services, trains do not achieve the designed mission profile distance (mileage) within the timeframe due to infrastructure constraints, scarcity of commuters or other operational challenges thereby not respecting the original design inputs. Since trains do not run sufficiently and do not achieve the designed mileage within the specified time, car builder has a risk of not achieving the contractual MDBF target. This paper proposes a constant failure rate based model to deal with the situations where mileage accumulation is not a part of the design mission profile. The model provides appropriate MDBF target to be demonstrated based on actual accumulated mileage. A case study of rolling stock running in the field is undertaken to analyze the failure data and MDBF target demonstration during low mileage accumulation. The results of case study prove that with the proposed method, reliability targets are achieved under low mileage accumulation.

Keywords: mean distance between failures, mileage-based reliability, reliability target appropriations, rolling stock reliability

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Authors: Salako Rotimi, Oshungade Stephen, Ojewoye Opeyemi

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The maintenance of price stability is one of the macroeconomic challenges facing Nigeria as a nation. This paper attempts to build a co-integration multivariate time series model for inflation movement in Nigeria using data extracted from the abstract of statistics of the Central Bank of Nigeria (CBN) from 2008 to 2017. The Johansen cointegration test suggests at least one co-integration vector describing the long run relationship between Consumer Price Index (CPI), Food Price Index (FPI) and Non-Food Price Index (NFPI). All three series show increasing pattern, which indicates a sign of non-stationary in each of the series. Furthermore, model predictability was established with root-mean-square-error, mean absolute error, mean average percentage error, and Theil’s unbiased statistics for n-step forecasting. The result depicts that the long run coefficient of a consumer price index (CPI) has a positive long-run relationship with the food price index (FPI) and non-food price index (NFPI).

Keywords: economic, inflation, model, series

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Authors: Afia Naheed, Manmohan Singh, David Lucy

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This work is based on a mathematical as well as statistical study of an SEIJTR deterministic model for the interpretation of transmission of severe acute respiratory syndrome (SARS). Based on the SARS epidemic in 2003, the parameters are estimated using Runge-Kutta (Dormand-Prince pairs) and least squares methods. Possible graphical and numerical techniques are used to validate the estimates. Then effect of the model parameters on the dynamics of the disease is examined using sensitivity and uncertainty analysis. Sensitivity and uncertainty analytical techniques are used in order to analyze the affect of the uncertainty in the obtained parameter estimates and to determine which parameters have the largest impact on controlling the disease dynamics.

Keywords: infectious disease, severe acute respiratory syndrome (SARS), parameter estimation, sensitivity analysis, uncertainty analysis, Runge-Kutta methods, Levenberg-Marquardt method

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Authors: Smriti Bhatnagar

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This study aims to find if the Transit-oriented planning and development approach benefit the quality of air in neighborhoods of New Delhi. Two methodologies, namely the land use regression analysis and the Transit-oriented development index analysis, are being used to explore this relationship. Land Use Regression Analysis makes use of urban form characteristics as obtained for 33 neighborhoods in Delhi. These comprise road lengths, land use areas, population and household densities, number of amenities and distance between amenities. Regressions are run to establish the relationship between urban form variables and air quality parameters (dependent variables). For the Transit-oriented development index analysis, the Transit-oriented Development index is developed as a composite index comprising 29 urban form indicators. This index is developed by assigning weights to each of the 29 urban form data points. Regressions are run to establish the relationship between the Transit-oriented development index and air quality parameters. The thesis finds that elements of Transit-oriented development if incorporated in planning approach, have a positive effect on air quality. Roads suited for non-motorized transport, well connected civic amenities in neighbourhoods, for instance, have a directly proportional relationship with air quality. Transit-oriented development index, however, is not found to have a consistent relationship with air quality parameters. The reason could this, however, be in the way that the index has been constructed.

Keywords: air quality, land use regression, mixed-use planning, transit-oriented development index, New Delhi

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Authors: Changju Lee, Seungmo Ku, Sondo Kim, Woojin Chang

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How to detecting financial bubble? Addressing this simple question has been the focus of a vast amount of empirical research spanning almost half a century. However, financial bubble is hard to observe and varying over the time; there needs to be more research on this area. In this paper, we used abnormal difference between common stocks price and those preferred stocks price to explain financial bubble. First, we proposed the ‘W-index’ which indicates spread between common stocks and those preferred stocks in stock market. Second, to prove that this ‘W-index’ is valid for measuring financial bubble, we showed that there is an inverse relationship between this ‘W-index’ and S&P500 rate of return. Specifically, our hypothesis is that when ‘W-index’ is comparably higher than other periods, financial bubbles are added up in stock market and vice versa; according to our hypothesis, if investors made long term investments when ‘W-index’ is high, they would have negative rate of return; however, if investors made long term investments when ‘W-index’ is low, they would have positive rate of return. By comparing correlation values and adjusted R-squared values of between W-index and S&P500 return, VIX index and S&P500 return, and TED index and S&P500 return, we showed only W-index has significant relationship between S&P500 rate of return. In addition, we figured out how long investors should hold their investment position regard the effect of financial bubble. Using this W-index, investors could measure financial bubble in the market and invest with low risk.

Keywords: financial bubble detection, future return, forecasting, pairs trading, preferred stocks

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Authors: Jin-Qu Chen, Jie Liu, Yong Yin, Zi-Qi Ju, Yu-Yao Wu

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Increase in travel fare and station’s failure will have huge impact on passengers’ travel. The Urban Rail Transit (URT) station’s accessibility reliability under increasing travel fare and station failure are analyzed in this paper. Firstly, the passenger’s travel path is resumed based on stochastic user equilibrium and Automatic Fare Collection (AFC) data. Secondly, calculating station’s importance by combining LeaderRank algorithm and Ratio of Station Affected Passenger Volume (RSAPV), and then the station’s accessibility evaluation indicators are proposed based on the analysis of passenger’s travel characteristic. Thirdly, station’s accessibility under different scenarios are measured and rate of accessibility change is proposed as station’s accessibility reliability indicator. Finally, the accessibility of Hangzhou metro stations is analyzed by the formulated models. The result shows that Jinjiang station and Liangzhu station are the most important and convenient station in the Hangzhou metro, respectively. Station failure and increase in travel fare and station failure have huge impact on station’s accessibility, except for increase in travel fare. Stations in Hangzhou metro Line 1 have relatively worse accessibility reliability and Fengqi Road station’s accessibility reliability is weakest. For Hangzhou metro operational department, constructing new metro line around Line 1 and protecting Line 1’s station preferentially can effective improve the accessibility reliability of Hangzhou metro.

Keywords: automatic fare collection data, AFC, station’s accessibility reliability, stochastic user equilibrium, urban rail transit, URT

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Authors: Abdel Hadi Ebraheim

Abstract:

This paper introduces a new extension of the Inverse Pareto distribution in the framework of Marshal-Olkin (1997) family of distributions. This model is capable of modeling various shapes of aging and failure data. The statistical properties of the new model are discussed. Several methods are used to estimate the parameters involved. Explicit expressions are derived for different types of moments of value in reliability analysis are obtained. Besides, the order statistics of samples from the new proposed model have been studied. Finally, the usefulness of the new model for modeling reliability data is illustrated using two real data sets with simulation study.

Keywords: pareto distribution, marshal-Olkin, reliability, hazard functions, moments, estimation

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Authors: Hamzeh Soltanali, Abbas Rohani, A. H. S. Garmabaki, Mohammad Hossein Abbaspour-Fard, Adithya Thaduri

Abstract:

Toward continuous innovation and high complexity of technological systems, the automotive manufacturing industry is also under pressure to implement adequate management strategies regarding availability and productivity. In this context, evaluation of system’s performance by considering reliability, availability and maintainability (RAM) methodologies can constitute for resilient operation, identifying the bottlenecks of manufacturing process and optimization of maintenance actions. In this paper, RAM parameters are evaluated for improving the operational performance of the fluid filling process. To evaluate the RAM factors through the behavior of states defined for such process, a systematic decision framework was developed. The results of RAM analysis revealed that that the improving reliability and maintainability of main bottlenecks for each filling workstation need to be considered as a priority. The results could be useful to improve operational performance and sustainability of production process.

Keywords: automotive, performance, reliability, RAM, fluid filling process

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Authors: Rubab Ammad, Abdelgadir Abuelgasim

Abstract:

UAE typically lies in one of the aridest regions of the world and is thus home to geologic features common to such climatic conditions including vast open deserts, sand dunes, saline soils, inland Sabkha and coastal Sabkha. Sabkha are characteristic salt flats formed in arid environment due to deposition and precipitation of salt and silt over sand surface because of low laying water table and rates of evaporation exceeding rates of precipitation. The study area, which comprises of western UAE, is heavily concentrated with inland Sabkha. Remote sensing is conventionally used to study the soil salinity of agriculturally degraded lands but not so broadly for Sabkha. The focus of this study was to identify these highly saline Sabkha areas on remotely sensed data, using salinity indices. The existing salinity indices in the literature have been designed for agricultural soils and they have not frequently used the spectral response of short-wave infra-red (SWIR1 and SWIR2) parts of electromagnetic spectrum. Using Landsat 8 OLI data and field ground truthing, this study formulated indices utilizing NIR-SWIR parts of spectrum and compared the results with existing salinity indices. Most indices depict reasonably good relationship between salinity and spectral index up until a certain value of salinity after which the reflectance reaches a saturation point. This saturation point varies with index. However, the study findings suggest a role of incorporating near infra-red and short-wave infra-red in salinity index with a potential of showing a positive relationship between salinity and reflectance up to a higher salinity value, compared to rest.

Keywords: Sabkha, salinity index, saline soils, Landsat 8, SWIR1, SWIR2, UAE desert

Procedia PDF Downloads 172