Search results for: three-parameter sine curve fitting
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1360

Search results for: three-parameter sine curve fitting

1180 A New Approach to Retrofit Steel Moment Resisting Frame Structures after Mainshock

Authors: Amir H. Farivarrad, Kiarash M. Dolatshahi

Abstract:

During earthquake events, aftershocks can significantly increase the probability of collapse of buildings, especially for those with induced damages during the mainshock. In this paper, a practical approach is proposed for seismic rehabilitation of mainshock-damaged buildings that can be easily implemented within few days after the mainshock. To show the efficacy of the proposed method, a case study nine story steel moment frame building is chosen which was designed to pre-Northridge codes. The collapse fragility curve for the aftershock is presented for both the retrofitted and non-retrofitted structures. Comparison of the collapse fragility curves shows that the proposed method is indeed applicable to reduce the seismic collapse risk.

Keywords: aftershock, the collapse fragility curve, seismic rehabilitation, seismic retrofitting

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1179 Comparison of Power Generation Status of Photovoltaic Systems under Different Weather Conditions

Authors: Zhaojun Wang, Zongdi Sun, Qinqin Cui, Xingwan Ren

Abstract:

Based on multivariate statistical analysis theory, this paper uses the principal component analysis method, Mahalanobis distance analysis method and fitting method to establish the photovoltaic health model to evaluate the health of photovoltaic panels. First of all, according to weather conditions, the photovoltaic panel variable data are classified into five categories: sunny, cloudy, rainy, foggy, overcast. The health of photovoltaic panels in these five types of weather is studied. Secondly, a scatterplot of the relationship between the amount of electricity produced by each kind of weather and other variables was plotted. It was found that the amount of electricity generated by photovoltaic panels has a significant nonlinear relationship with time. The fitting method was used to fit the relationship between the amount of weather generated and the time, and the nonlinear equation was obtained. Then, using the principal component analysis method to analyze the independent variables under five kinds of weather conditions, according to the Kaiser-Meyer-Olkin test, it was found that three types of weather such as overcast, foggy, and sunny meet the conditions for factor analysis, while cloudy and rainy weather do not satisfy the conditions for factor analysis. Therefore, through the principal component analysis method, the main components of overcast weather are temperature, AQI, and pm2.5. The main component of foggy weather is temperature, and the main components of sunny weather are temperature, AQI, and pm2.5. Cloudy and rainy weather require analysis of all of their variables, namely temperature, AQI, pm2.5, solar radiation intensity and time. Finally, taking the variable values in sunny weather as observed values, taking the main components of cloudy, foggy, overcast and rainy weather as sample data, the Mahalanobis distances between observed value and these sample values are obtained. A comparative analysis was carried out to compare the degree of deviation of the Mahalanobis distance to determine the health of the photovoltaic panels under different weather conditions. It was found that the weather conditions in which the Mahalanobis distance fluctuations ranged from small to large were: foggy, cloudy, overcast and rainy.

Keywords: fitting, principal component analysis, Mahalanobis distance, SPSS, MATLAB

Procedia PDF Downloads 107
1178 Using T-Splines to Model Point Clouds from Terrestrial Laser Scanner

Authors: G. Kermarrec, J. Hartmann

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Spline surfaces are a major representation of freeform surfaces in the computer-aided graphic industry and were recently introduced in the field of geodesy for processing point clouds from terrestrial laser scanner (TLS). The surface fitting consists of approximating a trustworthy mathematical surface to a large numbered 3D point cloud. The standard B-spline surfaces lack of local refinement due to the tensor-product construction. The consequences are oscillating geometry, particularly in the transition from low-to-high curvature parts for scattered point clouds with missing data. More economic alternatives in terms of parameters on how to handle point clouds with a huge amount of observations are the recently introduced T-splines. As long as the partition of unity is guaranteed, their computational complexity is low, and they are flexible. T-splines are implemented in a commercial package called Rhino, a 3D modeler which is widely used in computer aided design to create and animate NURBS objects. We have applied T-splines surface fitting to terrestrial laser scanner point clouds from a bridge under load and a sheet pile wall with noisy observations. We will highlight their potential for modelling details with high trustworthiness, paving the way for further applications in terms of deformation analysis.

Keywords: deformation analysis, surface modelling, terrestrial laser scanner, T-splines

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1177 Evaluation the Influence of Trunk Bracing in Joint Contact Forces in Subjects with Scoliosis

Authors: Azadeh Jafari, Mohammad Taghi Karimi, Azadeh Nadi

Abstract:

Background: Scoliosis is the lateral curvature of the spine which may influence the abilities of the subjects during standing and walking. Most of the scoliotic subjects use orthosis to reduce the curve and to decrease the risk of curve progression. There was lack of information regarding the effects of orthosis on kinematic and joint contact force. Therefore, this research was done to highlight the effects of orthosis on the aforementioned parameters. Method: 5 scoliotic subjects were recruited in this study, with single curve less than 40 (females with age 13.2 ± 1.7). They were asked to walk with and without orthosis. The kinematic of the joints, force applied on the legs, moments transmitted through the joints and joint contact forces were evaluated in this study. Moreover, the lengths of muscles were determined by use of computer muscle control approach in OpenSim. Results: There was a significant difference between the second peak of vertical ground reaction force while walking with and without orthosis (p-value < 0.05). There was no difference between spatiotemporal gait parameters while walking with and without orthosis (P-value > 0.05). The mean values of joint contact forces (vertical component) increased by the use of orthosis, but the difference was not significant (p-value > 0.05). Conclusion: Although the kinematic of most of the body joints was not influenced by the use of orthosis, the joint contact force may be increased by orthosis. The increase in joint contact force may be due to the performance of orthosis which restricts the motions of pelvic and increases compensatory mechanism used by the subjects to decrease the side effects of the orthosis.

Keywords: scoliosis, joint contact force, kinetic, kinematic

Procedia PDF Downloads 178
1176 A Design System for Complex Profiles of Machine Members Using a Synthetic Curve

Authors: N. Sateesh, C. S. P. Rao, K. Satyanarayana, C. Rajashekar

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This paper proposes a development of a CAD/CAM system for complex profiles of various machine members using a synthetic curve i.e. B-spline. Conventional methods in designing and manufacturing of complex profiles are tedious and time consuming. Even programming those on a computer numerical control (CNC) machine can be a difficult job because of the complexity of the profiles. The system developed provides graphical and numerical representation B-spline profile for any given input. In this paper, the system is applicable to represent a cam profile with B-spline and attempt is made to improve the follower motion.

Keywords: plate-cams, cam profile, b-spline, computer numerical control (CNC), computer aided design and computer aided manufacturing (CAD/CAM), R-D-R-D (rise-dwell-return-dwell)

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1175 Perceptions of Chinese Top-up Students Transitioning through a Regional UK University: A Longitudinal Study Using the U-Curve Model

Authors: Xianghan O'Dea

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This article argues an urgent need to better understand the personal experiences of Chinese top-up students studying in the UK since the number of Chinese students taking year-long top-up programmes in the UK has risen rapidly in recent years. This lack of knowledge could potentially have implications for the reputation of some UK institutions and also the attractiveness of the UK higher education sector to future international students. This longitudinal study explored the academic and social experiences of twelve Chinese top-up students in a UK institution in-depth and revealed that the students felt their experiences were influenced significantly by their surrounding contexts at the macro and meso levels, which, however, have been largely overlooked in existing research. This article suggests the importance of improving the communications between the partner institutions in China and the UK, and also providing sufficient pre-departure and after arrival support to Chinese top-up students at the institutional level.

Keywords: articulation agreements, Chinese top-up students, top-up programmes, U-curve

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1174 Debt Relief for Emerging Economies: An Empirical Investigation

Authors: Hummad Ch. Umar

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Most of the developing economies, including Pakistan, are confronted with high level of external debt which is adversely affecting their economic performance. The hypothesis of debt overhang is often used to assess the negative relationship between foreign debt and the economic growth of the indebted country. As first objective of the present study, this hypothesis is tested by using Pooled OLS (POLS), Generalized Method of Moment (GMM), Random Effect (RE), and Fixed effect (FE) techniques. As second objective, the study uses the concept of debt Laffer Curve to determine the eligibility condition of the indebted countries for the relief programs. According to this approach, countries lying on the right side of the Laffer Curve are stated to be trapped in the strong debt overhang making them unable to come out of the vicious circle of low growth and high foreign debt. The empirical analysis confirms that only two countries out of twenty two completely fulfill the conditions of being eligible for the debt relief. All other countries continue to face debt burden of different magnitudes. The study further confirms that the debt relief alone is not sufficient for overcoming the debt problem. Instead, sound economic policies and conducive investment decisions are required to lay the foundations of long-term growth and development. Debt relief should be the option for only those countries that meet a minimum measurable criterion of good governance, economic freedom, and consistency of policies.

Keywords: external debt, debt burden, debt overhang, debt laffer curve, debt relief, investment decisions

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1173 PWM Harmonic Injection and Frequency-Modulated Triangular Carrier to Improve the Lives of the Transformers

Authors: Mario J. Meco-Gutierrez, Francisco Perez-Hidalgo, Juan R. Heredia-Larrubia, Antonio Ruiz-Gonzalez, Francisco Vargas-Merino

Abstract:

More and more applications power inverters connected to transformers, for example, the connection facilities to the power grid renewable generation. It is well known that the quality of signal power inverters it is not a pure sine. The harmonic content produced negative effects, one of which is the heating of electrical machines and therefore, affects the life of the machines. The decrease of life of transformers can be calculated by Arrhenius or Montsinger equation. Analyzing this expression any (long-term) decrease of a transformer temperature for 6º C - 7º C means doubles its life-expectancy. Methodologies: This work presents the technique of pulse width modulation (PWM) with an injection of harmonic and triangular frequency carrier modulated in frequency. This technique is used to improve the quality of the output voltage signal of the power inverters controlled PWM. The proposed technique increases in the fundamental term and a significant reduction in low order harmonics with the same commutations per time that control sine PWM. To achieve this, the modulating wave is compared to a triangular carrier with variable frequency over the period of the modulator. Therefore, it is, advantageous for the modulating signal to have a large amount of sinusoidal “information” in the areas of greater sampling. A triangular signal with a frequency that varies over the modulator’s period is used as a carrier, for obtaining more samples in the area with the greatest slope. A power inverter controlled by PWM proposed technique is connected to a transformer. Results: In order to verify the derived thermal parameters under different operation conditions, another ambient and loading scenario is involved for a further verification, which was sampled from the same power transformer. Temperatures of different parts of the transformer will be exposed for each PWM control technique analyzed. An assessment of the temperature be done with different techniques PWM control and hence the life of the transformer is calculated for each technique. Conclusion: This paper analyzes such as transformer heating produced by this technique and compared with other forms of PWM control. In it can be seen as a reduction the harmonic content produces less heat transformer and therefore, an increase in the life of the transformer.

Keywords: heating, power-inverter, PWM, transformer

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1172 Renewable Integration Algorithm to Compensate Photovoltaic Power Using Battery Energy Storage System

Authors: Hyung Joo Lee, Jin Young Choi, Gun Soo Park, Kyo Sun Oh, Dong Jun Won

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The fluctuation of the output of the renewable generator caused by weather conditions must be mitigated because it imposes strain on the system and adversely affects power quality. In this paper, we focus on mitigating the output fluctuation of the photovoltaic (PV) using battery energy storage system (BESS). To satisfy tight conditions of system, proposed algorithm is developed. This algorithm focuses on adjusting the integrated output curve considering state of capacity (SOC) of the battery. In this paper, the simulation model is PSCAD / EMTDC software. SOC of the battery and the overall output curve are shown using the simulation results. We also considered losses and battery efficiency.

Keywords: photovoltaic generation, battery energy storage system, renewable integration, power smoothing

Procedia PDF Downloads 249
1171 Parametric Modeling for Survival Data with Competing Risks Using the Generalized Gompertz Distribution

Authors: Noora Al-Shanfari, M. Mazharul Islam

Abstract:

The cumulative incidence function (CIF) is a fundamental approach for analyzing survival data in the presence of competing risks, which estimates the marginal probability for each competing event. Parametric modeling of CIF has the advantage of fitting various shapes of CIF and estimates the impact of covariates with maximum efficiency. To calculate the total CIF's covariate influence using a parametric model., it is essential to parametrize the baseline of the CIF. As the CIF is an improper function by nature, it is necessary to utilize an improper distribution when applying parametric models. The Gompertz distribution, which is an improper distribution, is limited in its applicability as it only accounts for monotone hazard shapes. The generalized Gompertz distribution, however, can adapt to a wider range of hazard shapes, including unimodal, bathtub, and monotonic increasing or decreasing hazard shapes. In this paper, the generalized Gompertz distribution is used to parametrize the baseline of the CIF, and the parameters of the proposed model are estimated using the maximum likelihood approach. The proposed model is compared with the existing Gompertz model using the Akaike information criterion. Appropriate statistical test procedures and model-fitting criteria will be used to test the adequacy of the model. Both models are applied to the ‘colon’ dataset, which is available in the “biostat3” package in R.

Keywords: competing risks, cumulative incidence function, improper distribution, parametric modeling, survival analysis

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1170 Biogas Control: Methane Production Monitoring Using Arduino

Authors: W. Ait Ahmed, M. Aggour, M. Naciri

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Extracting energy from biomass is an important alternative to produce different types of energy (heat, electricity, or both) assuring low pollution and better efficiency. It is a new yet reliable approach to reduce green gas emission by extracting methane from industry effluents and use it to power machinery. We focused in our project on using paper and mill effluents, treated in a UASB reactor. The methane produced is used in the factory’s power supply. The aim of this work is to develop an electronic system using Arduino platform connected to a gas sensor, to measure and display the curve of daily methane production on processing. The sensor will send the gas values in ppm to the Arduino board so that the later sends the RS232 hardware protocol. The code developed with processing will transform the values into a curve and display it on the computer screen.

Keywords: biogas, Arduino, processing, code, methane, gas sensor, program

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1169 Inflation and Unemployment in South Africa: A Review of the Relationship 2000 - 2022

Authors: Chigozie Azunna

Abstract:

Various studies have been carried out in several countries to determine the relationship between inflation and unemployment. The study was carried out to review this relationship in South Africa. Secondary data was obtained from Statistics South Africa, Reserve bank, and other reliable secondary sources to review this relationship. The study incorporated yearly inflation and unemployment data in South Africa from 2000 to 2022 to explain the relationship between inflation and unemployment in South Africa. The study found the relationship to be nonlinear and lacking any significant association or relationship. Various economic schools of thought postulations were incorporated in the review as it is applied to South Africa. Essentially, the Phillips Curve was reviewed in-line with the study objective.

Keywords: inflation and unemployment in south africa, philips curve, monetarists, neo keynesian, new-classical

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1168 Estimating the Receiver Operating Characteristic Curve from Clustered Data and Case-Control Studies

Authors: Yalda Zarnegarnia, Shari Messinger

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Receiver operating characteristic (ROC) curves have been widely used in medical research to illustrate the performance of the biomarker in correctly distinguishing the diseased and non-diseased groups. Correlated biomarker data arises in study designs that include subjects that contain same genetic or environmental factors. The information about correlation might help to identify family members at increased risk of disease development, and may lead to initiating treatment to slow or stop the progression to disease. Approaches appropriate to a case-control design matched by family identification, must be able to accommodate both the correlation inherent in the design in correctly estimating the biomarker’s ability to differentiate between cases and controls, as well as to handle estimation from a matched case control design. This talk will review some developed methods for ROC curve estimation in settings with correlated data from case control design and will discuss the limitations of current methods for analyzing correlated familial paired data. An alternative approach using Conditional ROC curves will be demonstrated, to provide appropriate ROC curves for correlated paired data. The proposed approach will use the information about the correlation among biomarker values, producing conditional ROC curves that evaluate the ability of a biomarker to discriminate between diseased and non-diseased subjects in a familial paired design.

Keywords: biomarker, correlation, familial paired design, ROC curve

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1167 Shade Effect on Photovoltaic Systems: A Comparison between String and Module-Based Solution

Authors: Iyad M. Muslih, Yehya Abdellatif

Abstract:

In general, shading will reduce the electrical power produced from PV modules and arrays in locations where shading is unavoidable or caused by dynamic moving parts. This reduction is based on the shade effect on the I-V curve of the PV module or array and how the DC/AC inverter can search and control the optimum value of power from this module or array configuration. This is a very complicated task due to different patterns of shaded PV modules and arrays. One solution presented by the inverter industry is to perform the maximum power point tracking (MPPT) at the module level rather than the series string level. This solution is supposed to reduce the shade effect on the total harvested energy. However, this isn’t necessarily the best solution to reduce the shade effect as will be shown in this study.

Keywords: photovoltaic, shade effect, I-V curve, MPPT

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1166 U.S. Trade and Trade Balance with China: Testing for Marshall-Lerner Condition and the J-Curve Hypothesis

Authors: Anisul Islam

Abstract:

The U.S. has a very strong trade relationship with China but with a large and persistent trade deficit. Some has argued that the undervalued Chinese Yuan is to be blamed for the persistent trade deficit. The empirical results are mixed at best. This paper empirically estimates the U.S. export function along with the U.S. import function with its trade with China with the purpose of testing for the existence of the Marshall-Lerner (ML) condition as well for the possible existence of the J-curve hypothesis. Annual export and import data will be utilized for as long as the time series data exists. The export and import functions will be estimated using advanced econometric techniques, along with appropriate diagnostic tests performed to examine the validity and reliability of the estimated results. The annual time-series data covers from 1975 to 2022 with a sample size of 48 years, the longest period ever utilized before in any previous study. The data is collected from several sources, such as the World Bank’s World Development Indicators, IMF Financial Statistics, IMF Direction of Trade Statistics, and several other sources. The paper is expected to shed important light on the ongoing debate regarding the persistent U.S. trade deficit with China and the policies that may be useful to reduce such deficits over time. As such, the paper will be of great interest for the academics, researchers, think tanks, global organizations, and policy makers in both China and the U.S.

Keywords: exports, imports, marshall-lerner condition, j-curve hypothesis, united states, china

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1165 Examining the Missing Feedback Link in Environmental Kuznets Curve Hypothesis

Authors: Apra Sinha

Abstract:

The inverted U-shaped Environmental Kuznets curve (EKC) demonstrates(pollution-income relationship)that initially the pollution and environmental degradation surpass the level of income per capita; however this trend reverses since at the higher income levels, economic growth initiates environmental upgrading. However, what effect does increased environmental degradation has on growth is the missing feedback link which has not been addressed in the EKC hypothesis. This paper examines the missing feedback link in EKC hypothesis in Indian context by examining the casual association between fossil fuel consumption, carbon dioxide emissions and economic growth for India. Fossil fuel consumption here has been taken as a proxy of driver of economic growth. The casual association between the aforementioned variables has been analyzed using five interventions namely 1) urban development for which urbanization has been taken proxy 2) industrial development for which industrial value added has been taken proxy 3) trade liberalization for which sum of exports and imports as a share of GDP has been taken as proxy 4)financial development for which a)domestic credit to private sector and b)net foreign assets has been taken as proxies. The choice of interventions for this study has been done keeping in view the economic liberalization perspective of India. The main aim of the paper is to investigate the missing feedback link for Environmental Kuznets Curve Hypothesis before and after incorporating the intervening variables. The period of study is from 1971 to 2011 as it covers pre and post liberalization era in India. All the data has been taken from World Bank country level indicators. The Johansen and Juselius cointegration testing methodology and Error Correction based Granger causality have been applied on all the variables. The results clearly show that out of five interventions, only in two interventions the missing feedback link is being addressed. This paper can put forward significant policy implications for environment protection and sustainable development.

Keywords: environmental Kuznets curve hypothesis, fossil fuel consumption, industrialization, trade liberalization, urbanization

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1164 Reliable Method for Estimating Rating Curves in the Natural Rivers

Authors: Arash Ahmadi, Amirreza Kavousizadeh, Sanaz Heidarzadeh

Abstract:

Stage-discharge curve is one of the conventional methods for continuous river flow measurement. In this paper, an innovative approach is proposed for predicting the stage-discharge relationship using the application of isovel contours. Using the proposed method, it is possible to estimate the stage-discharge curve in the whole section with only using discharge information from just one arbitrary water level. For this purpose, multivariate relationships are used to determine the mean velocity in a cross-section. The unknown exponents of the proposed relationship have been obtained by using the second version of the Strength Pareto Evolutionary Algorithm (SPEA2), and the appropriate equation was selected by applying the TOPSIS (Technique for Order Preferences by Similarity to an Ideal Solution) approach. Results showed a close agreement between the estimated and observed data in the different cross-sections.

Keywords: rating curves, SPEA2, natural rivers, bed roughness distribution

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1163 A Posteriori Trading-Inspired Model-Free Time Series Segmentation

Authors: Plessen Mogens Graf

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Within the context of multivariate time series segmentation, this paper proposes a method inspired by a posteriori optimal trading. After a normalization step, time series are treated channelwise as surrogate stock prices that can be traded optimally a posteriori in a virtual portfolio holding either stock or cash. Linear transaction costs are interpreted as hyperparameters for noise filtering. Trading signals, as well as trading signals obtained on the reversed time series, are used for unsupervised channelwise labeling before a consensus over all channels is reached that determines the final segmentation time instants. The method is model-free such that no model prescriptions for segments are made. Benefits of proposed approach include simplicity, computational efficiency, and adaptability to a wide range of different shapes of time series. Performance is demonstrated on synthetic and real-world data, including a large-scale dataset comprising a multivariate time series of dimension 1000 and length 2709. Proposed method is compared to a popular model-based bottom-up approach fitting piecewise affine models and to a recent model-based top-down approach fitting Gaussian models and found to be consistently faster while producing more intuitive results in the sense of segmenting time series at peaks and valleys.

Keywords: time series segmentation, model-free, trading-inspired, multivariate data

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1162 Determination of Suitability Between Single Phase Induction Motor and Load

Authors: Nakarin Prempri

Abstract:

Single-phase induction motors are widely used in industry. Most manufacturing processes use capacitor-run single-phase induction motors to drive mechanical loads. The selection of a suitable motor for driving is important. The optimum operating range of the motor can help the motor operate efficiently. Thus, this paper presents an operating range analysis of capacitor-run single-phase induction motors and a determination of suitability between motor and mechanical loads. an observational study found that the optimum operating range of the motor can be used to determine the suitability between the motor and the mechanical load. Such considerations ensure that the motor uses no more current than necessary and operates efficiently.

Keywords: single phase induction motor, operating range, torque curve, efficiency curve

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1161 Prospective Validation of the FibroTest Score in Assessing Liver Fibrosis in Hepatitis C Infection with Genotype 4

Authors: G. Shiha, S. Seif, W. Samir, K. Zalata

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Prospective Validation of the FibroTest Score in assessing Liver Fibrosis in Hepatitis C Infection with Genotype 4 FibroTest (FT) is non-invasive score of liver fibrosis that combines the quantitative results of 5 serum biochemical markers (alpha-2-macroglobulin, haptoglobin, apolipoprotein A1, gamma glutamyl transpeptidase (GGT) and bilirubin) and adjusted with the patient's age and sex in a patented algorithm to generate a measure of fibrosis. FT has been validated in patients with chronic hepatitis C (CHC) (Halfon et al., Gastroenterol. Clin Biol.( 2008), 32 6suppl 1, 22-39). The validation of fibro test ( FT) in genotype IV is not well studied. Our aim was to evaluate the performance of FibroTest in an independent prospective cohort of hepatitis C patients with genotype 4. Subject was 122 patients with CHC. All liver biopsies were scored using METAVIR system. Our fibrosis score(FT) were measured, and the performance of the cut-off score were done using ROC curve. Among patients with advanced fibrosis, the FT was identically matched with the liver biopsy in 18.6%, overestimated the stage of fibrosis in 44.2% and underestimated the stage of fibrosis in 37.7% of cases. Also in patients with no/mild fibrosis, identical matching was detected in 39.2% of cases with overestimation in 48.1% and underestimation in 12.7%. So, the overall results of the test were identical matching, overestimation and underestimation in 32%, 46.7% and 21.3% respectively. Using ROC curve it was found that (FT) at the cut-off point of 0.555 could discriminate early from advanced stages of fibrosis with an area under ROC curve (AUC) of 0.72, sensitivity of 65%, specificity of 69%, PPV of 68%, NPV of 66% and accuracy of 67%. As FibroTest Score overestimates the stage of advanced fibrosis, it should not be considered as a reliable surrogate for liver biopsy in hepatitis C infection with genotype 4.

Keywords: fibrotest, chronic Hepatitis C, genotype 4, liver biopsy

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1160 Kou Jump Diffusion Model: An Application to the SP 500; Nasdaq 100 and Russell 2000 Index Options

Authors: Wajih Abbassi, Zouhaier Ben Khelifa

Abstract:

The present research points towards the empirical validation of three options valuation models, the ad-hoc Black-Scholes model as proposed by Berkowitz (2001), the constant elasticity of variance model of Cox and Ross (1976) and the Kou jump-diffusion model (2002). Our empirical analysis has been conducted on a sample of 26,974 options written on three indexes, the S&P 500, Nasdaq 100 and the Russell 2000 that were negotiated during the year 2007 just before the sub-prime crisis. We start by presenting the theoretical foundations of the models of interest. Then we use the technique of trust-region-reflective algorithm to estimate the structural parameters of these models from cross-section of option prices. The empirical analysis shows the superiority of the Kou jump-diffusion model. This superiority arises from the ability of this model to portray the behavior of market participants and to be closest to the true distribution that characterizes the evolution of these indices. Indeed the double-exponential distribution covers three interesting properties that are: the leptokurtic feature, the memory less property and the psychological aspect of market participants. Numerous empirical studies have shown that markets tend to have both overreaction and under reaction over good and bad news respectively. Despite of these advantages there are not many empirical studies based on this model partly because probability distribution and option valuation formula are rather complicated. This paper is the first to have used the technique of nonlinear curve-fitting through the trust-region-reflective algorithm and cross-section options to estimate the structural parameters of the Kou jump-diffusion model.

Keywords: jump-diffusion process, Kou model, Leptokurtic feature, trust-region-reflective algorithm, US index options

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1159 Screening Deformed Red Blood Cells Irradiated by Ionizing Radiations Using Windowed Fourier Transform

Authors: Dahi Ghareab Abdelsalam Ibrahim, R. H. Bakr

Abstract:

Ionizing radiation, such as gamma radiation and X-rays, has many applications in medical diagnoses and cancer treatment. In this paper, we used the windowed Fourier transform to extract the complex image of the deformed red blood cells. The real values of the complex image are used to extract the best fitting of the deformed cell boundary. Male albino rats are irradiated by γ-rays from ⁶⁰Co. The male albino rats are anesthetized with ether, and then blood samples are collected from the eye vein by heparinized capillary tubes for studying the radiation-damaging effect in-vivo by the proposed windowed Fourier transform. The peripheral blood films are prepared according to the Brown method. The peripheral blood film is photographed by using an Automatic Image Contour Analysis system (SAMICA) from ELBEK-Bildanalyse GmbH, Siegen, Germany. The SAMICA system is provided with an electronic camera connected to a computer through a built-in interface card, and the image can be magnified up to 1200 times and displayed by the computer. The images of the peripheral blood films are then analyzed by the windowed Fourier transform method to extract the precise deformation from the best fitting. Based on accurate deformation evaluation of the red blood cells, diseases can be diagnosed in their primary stages.

Keywords: windowed Fourier transform, red blood cells, phase wrapping, Image processing

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1158 Effect of Extrusion Processing Parameters on Protein in Banana Flour Extrudates: Characterisation Using Fourier-Transform Infrared Spectroscopy

Authors: Surabhi Pandey, Pavuluri Srinivasa Rao

Abstract:

Extrusion processing is a high-temperature short time (HTST) treatment which can improve protein quality and digestibility together with retaining active nutrients. In-vitro protein digestibility of plant protein-based foods is generally enhanced by extrusion. The current study aimed to investigate the effect of extrusion cooking on in-vitro protein digestibility (IVPD) and conformational modification of protein in green banana flour extrudates. Green banana flour was extruded through a co-rotating twin-screw extruder varying the moisture content, barrel temperature, screw speed in the range of 10-20 %, 60-80 °C, 200-300 rpm, respectively, at constant feed rate. Response surface methodology was used to optimise the result for IVPD. Fourier-transform infrared spectroscopy (FTIR) analysis provided a convenient and powerful means to monitor interactions and changes in functional and conformational properties of extrudates. Results showed that protein digestibility was highest in extrudate produced at 80°C, 250 rpm and 15% feed moisture. FTIR analysis was done for the optimised sample having highest IVPD. FTIR analysis showed that there were no changes in primary structure of protein while the secondary protein structure changed. In order to explain this behaviour, infrared spectroscopy analysis was carried out, mainly in the amide I and II regions. Moreover, curve fitting analysis showed the conformational changes produced in the flour due to protein denaturation. The quantitative analysis of the changes in the amide I and II regions provided information about the modifications produced in banana flour extrudates.

Keywords: extrusion, FTIR, protein conformation, raw banana flour, SDS-PAGE method

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1157 Fluorescent Analysis of Gold Nanoclusters-Wool Keratin Addition to Copper Ions

Authors: Yao Xing, Hong Ling Liu, Wei Dong Yu

Abstract:

With the increase of global population, it is of importance for the safe water supply, while, the water-monitoring method with the capability of rapidness, low-cost, green and robustness remains unsolved. In this paper, gold nanoclusters-wool keratin is added into copper ions measured by fluorescent method in order to probe copper ions in aqueous solution. The fluorescent results show that gold nanoclusters-wool keratin exhibits high stability of pHs, while it is sensitive to temperature and time. Based on Gauss fitting method, the results exhibit that the slope of gold nanoclusters-wool keratin with pH resolution under acidic condition is higher compared to it under alkaline solutions. Besides, gold nanoclusters-wool keratin added into copper ions shows a fluorescence turn-off response transferring from red to blue under UV light, leading to the dramatically decreased fluorescent intensity of gold nanoclusters-wool keratin solution located at 690 nm. Moreover, the limited concentration of copper ions tested by gold nanoclusters-wool keratin system is around 1 µmol/L, which meets the need of detection standards. The fitting slope of Stern-Volmer plot at low concentration of copper ions is larger than it at high concentrations, which indicates that aggregated gold nanoclusters are from small amounts to large numbers with the increasing concentration of copper ions. It is expected to provide novel method and materials for copper ions testing with low cost, high efficiency, and easy operability.

Keywords: gold nanoclusters, copper ions, wool keratin, fluorescence

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1156 Effect of Rare Earth Elements on Liquidity and Mechanical Properties of Phase Formation Reaction Change in Cast Iron by Cooling Curve Analysis

Authors: S. Y. Park, S. M. Lee, S. H. Lee, K. M. Lim

Abstract:

In this research analyzed the effects that phase formation reaction change in the grey cast iron makes on characteristics of microstructures, liquidity, and mechanical properties through cooling curve when adding rare earth elements (R.E). This research was analyzed with comparison between the case of not adding the rare earth elements (R.E) into the grey cast iron with the standard composition (as 3.3%C-2.1%Si-0.7%Mn-0.1%S) and the case of adding 0.3% rare earth elements (R.E). The thermal analysis parameters have been drawn through eutectic temperature theoretically calculated, recalescence temperature, and undercooling temperature measured from start of eutectic reaction to end of solidification in the cooling curve obtained by thermal analysis to analyze formation behavior of graphite, and the effects by addition of rare earth elements on this have been reviewed. When adding rare earth elements (R.E), the cause of liquidity slowdown was analyzed trough the solidification starting temperature and change of solidification ending temperature. The strength and hardness have been measured to evaluate the mechanical properties, and the sound tensile strength has been evaluated through quality coefficient after measuring relative hardness and normality degree of tensile strength by calculating theoretical tensile strength and theoretical hardness. The change of Pearlite Inter-lamellar Spacing of matrix microstructure and eutectic cell count of macrostructure was measured to analyze the effects of the rare earth elements on the sound tensile strength. The change of eutectic cell count has been clarified through activation of the eutectic reaction, and the cause of pearlite inter-lamellar spacing clarified through eutectoid reaction temperature.

Keywords: cooling curve, element, grey cast iron, thermal analysis, rare earth element

Procedia PDF Downloads 326
1155 A Fast Version of the Generalized Multi-Directional Radon Transform

Authors: Ines Elouedi, Atef Hammouda

Abstract:

This paper presents a new fast version of the generalized Multi-Directional Radon Transform method. The new method uses the inverse Fast Fourier Transform to lead to a faster Generalized Radon projections. We prove in this paper that the fast algorithm leads to almost the same results of the eldest one but with a considerable lower time computation cost. The projection end result of the fast method is a parameterized Radon space where a high valued pixel allows the detection of a curve from the original image. The proposed fast inversion algorithm leads to an exact reconstruction of the initial image from the Radon space. We show examples of the impact of this algorithm on the pattern recognition domain.

Keywords: fast generalized multi-directional Radon transform, curve, exact reconstruction, pattern recognition

Procedia PDF Downloads 245
1154 Critical Behaviour and Filed Dependence of Magnetic Entropy Change in K Doped Manganites Pr₀.₈Na₀.₂−ₓKₓMnO₃ (X = .10 And .15)

Authors: H. Ben Khlifa, W. Cheikhrouhou-Koubaa, A. Cheikhrouhou

Abstract:

The orthorhombic Pr₀.₈Na₀.₂−ₓKₓMnO₃ (x = 0.10 and 0.15) manganites are prepared by using the solid-state reaction at high temperatures. The critical exponents (β, γ, δ) are investigated through various techniques such as modified Arrott plot, Kouvel-Fisher method, and critical isotherm analysis based on the data of the magnetic measurements recorded around the Curie temperature. The critical exponents are derived from the magnetization data using the Kouvel-Fisher method, are found to be β = 0.32(4) and γ = 1.29(2) at TC ~ 123 K for x = 0.10 and β = 0.31(1) and γ = 1.25(2) at TC ~ 133 K for x = 0.15. The critical exponent values obtained for both samples are comparable to the values predicted by the 3D-Ising model and have also been verified by the scaling equation of state. Such results demonstrate the existence of ferromagnetic short-range order in our materials. The magnetic entropy changes of polycrystalline samples with a second-order phase transition are investigated. A large magnetic entropy change deduced from isothermal magnetization curves, is observed in our samples with a peak centered on their respective Curie temperatures (TC). The field dependence of the magnetic entropy changes are analyzed, which shows power-law dependence ΔSmax ≈ a(μ0 H)n at the transition temperature. The values of n obey the Curie Weiss law above the transition temperature. It is shown that for the investigated materials, the magnetic entropy change follows a master curve behavior. The rescaled magnetic entropy change curves for different applied fields collapse onto a single curve for both samples.

Keywords: manganites, critical exponents, magnetization, magnetocaloric, master curve

Procedia PDF Downloads 143
1153 Software Development for Both Small Wind Performance Optimization and Structural Compliance Analysis with International Safety Regulations

Authors: K. M. Yoo, M. H. Kang

Abstract:

Conventional commercial wind turbine design software is limited to large wind turbines due to not incorporating with low Reynold’s Number aerodynamic characteristics typically for small wind turbines. To extract maximum annual energy product from an intermediately designed small wind turbine associated with measured wind data, numerous simulation is highly recommended to have a best fitting planform design with proper airfoil configuration. Since depending upon wind distribution with average wind speed, an optimal wind turbine planform design changes accordingly. It is theoretically not difficult, though, it is very inconveniently time-consuming design procedure to finalize conceptual layout of a desired small wind turbine. Thus, to help simulations easier and faster, a GUI software is developed to conveniently iterate and change airfoil types, wind data, and geometric blade data as well. With magnetic generator torque curve, peak power tracking simulation is also available to better match with the magnetic generator. Small wind turbine often lacks starting torque due to blade optimization. Thus this simulation is also embedded along with yaw design. This software provides various blade cross section details at user’s design convenience such as skin thickness control with fiber direction option, spar shape, and their material properties. Since small wind turbine is under international safety regulations with fatigue damage during normal operations and safety load analyses with ultimate excessive loads, load analyses are provided with each category mandated in the safety regulations.

Keywords: GUI software, Low Reynold’s number aerodynamics, peak power tracking, safety regulations, wind turbine performance optimization

Procedia PDF Downloads 273
1152 Patient-Specific Modeling Algorithm for Medical Data Based on AUC

Authors: Guilherme Ribeiro, Alexandre Oliveira, Antonio Ferreira, Shyam Visweswaran, Gregory Cooper

Abstract:

Patient-specific models are instance-based learning algorithms that take advantage of the particular features of the patient case at hand to predict an outcome. We introduce two patient-specific algorithms based on decision tree paradigm that use AUC as a metric to select an attribute. We apply the patient specific algorithms to predict outcomes in several datasets, including medical datasets. Compared to the patient-specific decision path (PSDP) entropy-based and CART methods, the AUC-based patient-specific decision path models performed equivalently on area under the ROC curve (AUC). Our results provide support for patient-specific methods being a promising approach for making clinical predictions.

Keywords: approach instance-based, area under the ROC curve, patient-specific decision path, clinical predictions

Procedia PDF Downloads 446
1151 Bifurcation and Chaos of the Memristor Circuit

Authors: Wang Zhulin, Min Fuhong, Peng Guangya, Wang Yaoda, Cao Yi

Abstract:

In this paper, a magnetron memristor model based on hyperbolic sine function is presented and the correctness proved by studying the trajectory of its voltage and current phase, and then a memristor chaotic system with the memristor model is presented. The phase trajectories and the bifurcation diagrams and Lyapunov exponent spectrum of the magnetron memristor system are plotted by numerical simulation, and the chaotic evolution with changing the parameters of the system is also given. The paper includes numerical simulations and mathematical model, which confirming that the system, has a wealth of dynamic behavior.

Keywords: memristor, chaotic circuit, dynamical behavior, chaotic system

Procedia PDF Downloads 459