Search results for: uncertainty model

Authors: Entisar A. Elgmati

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Recurrent infant diarrhea is studied using daily data collected in Salvador, Brazil over one year and three months. A logistic regression model is fitted instead of Aalen's additive model using the same covariates that were used in the analysis with the additive model. The model gives reasonably similar results to that using additive regression model. In addition, the problem with the estimated conditional probabilities not being constrained between zero and one in additive model is solved here. Also martingale residuals that have been used to judge the goodness of fit for the additive model are shown to be useful for judging the goodness of fit of the logistic model.

Keywords: additive model, cumulative probabilities, infant diarrhoea, recurrent event

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Authors: Kai Zhang, Xi Jiang

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Effect of fuel variabilities on premixed combustion of bio-syngas mixtures is of great importance in bio-syngas utilisation. The uncertainties of concentrations of fuel constituents such as H2, CO and CH4 may lead to unpredictable combustion performances, combustion instabilities and hot spots which may deteriorate and damage the combustion hardware. Numerical modelling and simulations can assist in understanding the behaviour of bio-syngas combustion with pre-defined species concentrations, while the evaluation of variabilities of concentrations is expensive. To be more specific, questions such as ‘what is the burning velocity of bio-syngas at specific equivalence ratio?’ have been answered either experimentally or numerically, while questions such as ‘what is the likelihood of burning velocity when precise concentrations of bio-syngas compositions are unknown, but the concentration ranges are pre-described?’ have not yet been answered. Uncertainty quantification (UQ) methods can be used to tackle such questions and assess the effects of fuel compositions. An efficient probabilistic UQ method based on Polynomial Chaos Expansion (PCE) techniques is employed in this study. The method relies on representing random variables (combustion performances) with orthogonal polynomials such as Legendre or Gaussian polynomials. The constructed PCE via Galerkin Projection provides easy access to global sensitivities such as main, joint and total Sobol indices. In this study, impacts of fuel compositions on combustion (adiabatic flame temperature and laminar flame speed) of bio-syngas fuel mixtures are presented invoking this PCE technique at several equivalence ratios. High-pressure effects on bio-syngas combustion instability are obtained using detailed chemical mechanism - the San Diego Mechanism. Guidance on reducing combustion instability from upstream biomass gasification process is provided by quantifying the significant contributions of composition variations to variance of physicochemical properties of bio-syngas combustion. It was found that flame speed is very sensitive to hydrogen variability in bio-syngas, and reducing hydrogen uncertainty from upstream biomass gasification processes can greatly reduce bio-syngas combustion instability. Variation of methane concentration, although thought to be important, has limited impacts on laminar flame instabilities especially for lean combustion. Further studies on the UQ of percentage concentration of hydrogen in bio-syngas can be conducted to guide the safer use of bio-syngas.

Keywords: bio-syngas combustion, clean energy utilisation, fuel variability, PCE, targeted uncertainty reduction, uncertainty quantification

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Authors: M. Khairudin

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This paper investigates the system identification and design quantitative feedback theory (QFT) for the robust control of a lathe spindle. The dynamic of the lathe spindle is uncertain and time variation due to the deepness variation on cutting process. System identification was used to obtain the dynamics model of the lathe spindle. In this work, real time system identification is used to construct a linear model of the system from the nonlinear system. These linear models and its uncertainty bound can then be used for controller synthesis. The real time nonlinear system identification process to obtain a set of linear models of the lathe spindle that represents the operating ranges of the dynamic system. With a selected input signal, the data of output and response is acquired and nonlinear system identification is performed using Matlab to obtain a linear model of the system. Practical design steps are presented in which the QFT-based conditions are formulated to obtain a compensator and pre-filter to control the lathe spindle. The performances of the proposed controller are evaluated in terms of velocity responses of the the lathe machine spindle in corporating deepness on cutting process.

Keywords: lathe spindle, QFT, robust control, system identification

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Authors: Mohammad Abdullah-Al-Wadud

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In the current era of automation and artificial intelligence, different systems have been increasingly keeping on depending on decision-making capabilities of machines. Such systems/applications may range from simple classifiers to sophisticated surveillance systems based on traditional sensors and related equipment which are becoming more common in the internet of things (IoT) paradigm. However, the available data for such problems are usually imprecise and incomplete, which leads to uncertainty in decisions made based on traditional probability-based classifiers. This requires a robust fusion framework to combine the available information sources with some degree of certainty. The theory of evidence can provide with such a method for combining evidence from different (may be unreliable) sources/observers. This talk will address the employment of the Dempster-Shafer Theory of evidence in some practical applications.

Keywords: decision making, dempster-shafer theory, evidence fusion, incomplete data, uncertainty

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Authors: S. Cencek, A. Markun

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Noise assessment methods are regularly used in scope of Environmental Impact Assessments for planned projects to assess (predict) the expected noise emissions of these projects. Different noise assessment methods could be used. In recent years, we had an opportunity to collaborate in some noise assessment procedures where noise assessments of different laboratories have been performed simultaneously. We identified some significant differences in noise assessment results between laboratories in Slovenia. We estimate that despite good input Georeferenced Data to set up acoustic model exists in Slovenia; there is no clear consensus on methods for predictive noise methods for planned projects. We analyzed input data, methods and results of predictive noise methods for two planned industrial projects, both were done independently by two laboratories. We also analyzed the data, methods and results of two interlaboratory collaborative noise models for two existing noise sources (railway and motorway). In cases of predictive noise modelling, the validations of acoustic models were performed by noise measurements of surrounding existing noise sources, but in varying durations. The acoustic characteristics of existing buildings were also not described identically. The planned noise sources were described and digitized differently. Differences in noise assessment results between different laboratories have ranged up to 10 dBA, which considerably exceeds the acceptable uncertainty ranged between 3 to 6 dBA. Contrary to predictive noise modelling, in cases of collaborative noise modelling for two existing noise sources the possibility to perform the validation noise measurements of existing noise sources greatly increased the comparability of noise modelling results. In both cases of collaborative noise modelling for existing motorway and railway, the modelling results of different laboratories were comparable. Differences in noise modeling results between different laboratories were below 5 dBA, which was acceptable uncertainty set up by interlaboratory noise modelling organizer. The lessons learned from the study were: 1) Predictive noise calculation using formulae from International standard SIST ISO 9613-2: 1997 is not an appropriate method to predict noise emissions of planned projects since due to complexity of procedure they are not used strictly, 2) The noise measurements are important tools to minimize noise assessment errors of planned projects and should be in cases of predictive noise modelling performed at least for validation of acoustic model, 3) National guidelines should be made on the appropriate data, methods, noise source digitalization, validation of acoustic model etc. in order to unify the predictive noise models and their results in scope of Environmental Impact Assessments for planned projects.

Keywords: environmental noise assessment, predictive noise modelling, spatial planning, noise measurements, national guidelines

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Authors: Safia Hocine, Djamil Aïssani

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Risk models, recently studied in the literature, are becoming increasingly complex. It is rare to find explicit analytical relations to calculate the ruin probability. Indeed, the stability issue occurs naturally in ruin theory, when parameters in risk cannot be estimated than with uncertainty. However, in most cases, there are no explicit formulas for the ruin probability. Hence, the interest to obtain explicit stability bounds for these probabilities in different risk models. In this paper, we interest to the stability bounds of the univariate classical risk model established using the regenerative processes approach. By adopting an algorithmic approach, we implement this approximation and determine numerically the bounds of ruin probability in the case of large claims (heavy-tailed distribution).

Keywords: heavy-tailed distribution, large claims, regenerative process, risk model, ruin probability, stability

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Authors: Sofia N. Gonçalves, Duarte M. S. Albuquerque, José C. F. Pereira

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Microwave technology has been gaining importance in contributing to decarbonization processes in high energy demand industries. Despite the several numerical models presented in the literature, a proper Verification and Validation exercise is still lacking. This is important and required to evaluate the physical process model accuracy and adequacy. Another issue addresses impedance matching, which is an important mechanism used in microwave experiments to increase electromagnetic efficiency. Such mechanism is not available in current computational tools, thus requiring an external numerical procedure. A numerical model was implemented to study the continuous processing of limestone with microwave heating. This process requires the material to be heated until a certain temperature that will prompt a highly endothermic reaction. Both a 2D and 3D model were built in COMSOL Multiphysics to solve the two-way coupling between Maxwell and Energy equations, along with the coupling between both heat transfer phenomena and limestone endothermic reaction. The 2D model was used to study and evaluate the required numerical procedure, being also a benchmark test, allowing other authors to implement impedance matching procedures. To achieve this goal, a controller built in MATLAB was used to continuously matching the cavity impedance and predicting the required energy for the system, thus successfully avoiding energy inefficiencies. The 3D model reproduces realistic results and therefore supports the main conclusions of this work. Limestone was modeled as a continuous flow under the transport of concentrated species, whose material and kinetics properties were taken from literature. Verification and Validation of the coupled model was taken separately from the chemical kinetic model. The chemical kinetic model was found to correctly describe the chosen kinetic equation by comparing numerical results with experimental data. A solution verification was made for the electromagnetic interface, where second order and fourth order accurate schemes were found for linear and quadratic elements, respectively, with numerical uncertainty lower than 0.03%. Regarding the coupled model, it was demonstrated that the numerical error would diverge for the heat transfer interface with the mapped mesh. Results showed numerical stability for the triangular mesh, and the numerical uncertainty was less than 0.1%. This study evaluated limestone velocity, heat transfer, and load influence on thermal decomposition and overall process efficiency. The velocity and heat transfer coefficient were studied with the 2D model, while different loads of material were studied with the 3D model. Both models demonstrated to be highly unstable when solving non-linear temperature distributions. High velocity flows exhibited propensity to thermal runways, and the thermal efficiency showed the tendency to stabilize for the higher velocities and higher filling ratio. Microwave efficiency denoted an optimal velocity for each heat transfer coefficient, pointing out that electromagnetic efficiency is a consequence of energy distribution uniformity. The 3D results indicated the inefficient development of the electric field for low filling ratios. Thermal efficiencies higher than 90% were found for the higher loads and microwave efficiencies up to 75% were accomplished. The 80% fill ratio was demonstrated to be the optimal load with an associated global efficiency of 70%.

Keywords: multiphysics modeling, microwave heating, verification and validation, endothermic reactions modeling, impedance matching, limestone continuous processing

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Authors: Geir Kirkebøen

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Most patients with serious diagnoses want to know their prognosis, in particular their expected survival time. As part of the informed consent process, physicians are legally obligated to communicate such information to patients. However, there is no established (evidence based) ‘best practice’ for how to do this. The two questions explored in this study are: How do physicians communicate expected survival time to patients, and how should it be done? We explored the first, descriptive question in a study with Norwegian oncologists as participants. The study had a scenario and a survey part. In the scenario part, the doctors should imagine that a patient, recently diagnosed with a serious cancer diagnosis, has asked them: ‘How long can I expect to live with such a diagnosis? I want an honest answer from you!’ The doctors should assume that the diagnosis is certain, and that from an extensive recent study they had optimal statistical knowledge, described in detail as a right-skewed survival curve, about how long such patients with this kind of diagnosis could be expected to live. The main finding was that very few of the oncologists would explain to the patient the variation in survival time as described by the survival curve. The majority would not give the patient an answer at all. Of those who gave an answer, the typical answer was that survival time varies a lot, that it is hard to say in a specific case, that we will come back to it later etc. The survey part of the study clearly indicates that the main reason why the oncologists would not deliver the mortality prognosis was discomfort with its uncertainty. The scenario part of the study confirmed this finding. The majority of the oncologists explicitly used the uncertainty, the variation in survival time, as a reason to not give the patient an answer. Many studies show that patients want realistic information about their mortality prognosis, and that they should be given hope. The question then is how to communicate the uncertainty of the prognosis in a realistic and optimistic – hopeful – way. Based on psychological research, our hypothesis is that the best way to do this is by explicitly describing the variation in survival time, the (usually) right skewed survival curve of the prognosis, and emphasize to the patient the (small) possibility of being a ‘lucky outlier’. We tested this hypothesis in two scenario studies with lay people as participants. The data clearly show that people prefer to receive expected survival time as a median value together with explicit information about the survival curve’s right skewedness (e.g., concrete examples of ‘positive outliers’), and that communicating expected survival time this way not only provides people with hope, but also gives them a more realistic understanding compared with the typical way expected survival time is communicated. Our data indicate that it is not the existence of the uncertainty regarding the mortality prognosis that is the problem for patients, but how this uncertainty is, or is not, communicated and explained.

Keywords: cancer patients, decision psychology, doctor-patient communication, mortality prognosis

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Authors: Balarabe Z. Ahmad, Anne-Lorène Vernay

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The emergence of electricity in Nigeria was dated back to 1896. The power plants have the potential to generate 12,522 MW of electric power. Whereas current dispatch is about 4,000 MW, access to electrification is about 60%, with consumption at 0.14 MWh/capita. The government embarked on energy reforms to mitigate energy poverty. The reform targeted the provision of electricity access to 75% of the population by 2020 and 90% by 2030. Growth of total electricity demand by a factor of 5 by 2035 had been projected. This means that Nigeria will require almost 530 TWh of electricity which can be delivered through generators with a capacity of 65 GW. Analogously, the geographical location of Nigeria has placed it in an advantageous position as the source of solar energy; the availability of a high sunshine belt is obvious in the country. The implication is that the far North, where energy poverty is high, equally has about twice the solar radiation as against southern Nigeria. Hence, the chance of generating solar electricity is 66% possible at 11850 x 103 GWh per year, which is one hundred times the current electricity consumption rate in the country. Harvesting these huge potentials may be a mirage if the entrepreneurs in the solar panel business are left with the conventional business models that are not uncertainty resilient. Currently, business entities in RE in Nigeria are uncertain of; accessing the national grid, purchasing potentials of cooperating organizations, currency fluctuation and interest rate increases. Uncertainties such as the security of projects and government policy are issues entrepreneurs must navigate to remain sustainable in the solar panel industry in Nigeria. The aim of this paper is to identify how entrepreneurial firms consider uncertainties in developing workable business models for commercializing solar energy projects in Nigeria. In an attempt to develop a novel business model, the paper investigated how entrepreneurial firms assess and navigate uncertainties. The roles of key stakeholders in helping entrepreneurs to manage uncertainties in the Nigeria RE sector were probed in the ongoing study. The study explored empirical uncertainties that are peculiar to RE entrepreneurs in Nigeria. A mixed-mode of research was embraced using qualitative data from face-to-face interviews conducted on the Solar Energy Entrepreneurs and the experts drawn from key stakeholders. Content analysis of the interview was done using Atlas. It is a nine qualitative tool. The result suggested that all stakeholders are required to synergize in developing an uncertainty resilient business model. It was opined that the RE entrepreneurs need modifications in the business recommendations encapsulated in the energy policy in Nigeria to strengthen their capability in delivering solar energy solutions to the yawning Nigerians.

Keywords: uncertainties, entrepreneurial, business model, solar-panel

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Authors: Elsadig Naseraddeen Ahmed Mohamed

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In contrast to the uncertainty and complementary principle, it will be shown in the present paper that the probability of the simultaneous occupation event of any definite values of coordinates by any definite values of momentum and energy at any definite instance of time can be described by a binary definite function equivalent to the difference between their numbers of occupation and evacuation epochs up to that time and also equivalent to the number of exchanges between those occupation and evacuation epochs up to that times modulus two, these binary definite quantities can be defined at all point in the time’s real-line so it form a binary signal represent a complete mechanical description of physical reality, the time of these exchanges represent the boundary of occupation and evacuation epochs from which we can calculate these binary signals using the fact that the time of universe events actually extends in the positive and negative of time’s real-line in one direction of extension when these number of exchanges increase, so there exists noninvertible transformation matrix can be defined as the matrix multiplication of invertible rotation matrix and noninvertible scaling matrix change the direction and magnitude of exchange event vector respectively, these noninvertible transformation will be called actual transformation in contrast to information transformations by which we can navigate the universe’s events transformed by actual transformations backward and forward in time’s real-line, so these information transformations will be derived as an elements of a group can be associated to their corresponded actual transformations. The actual and information model of the universe will be derived by assuming the existence of time instance zero before and at which there is no coordinate occupied by any definite values of momentum and energy, and then after that time, the universe begin its expanding in spacetime, this assumption makes the need for the existence of Laplace’s demon who at one moment can measure the positions and momentums of all constituent particle of the universe and then use the law of classical mechanics to predict all future and past of universe’s events, superfluous, we only need for the establishment of our analog to digital converters to sense the binary signals that determine the boundaries of occupation and evacuation epochs of the definite values of coordinates relative to its origin by the definite values of momentum and energy as present events of the universe from them we can predict approximately in high precision it's past and future events.

Keywords: binary-signal mechanics, actual-information model of the universe, actual-transformation, information-transformation, uncertainty principle, Laplace's demon

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Authors: M. G. Mattos, J. E. Pécora Jr, T. A. Briso

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Today's challenging business environment, with unpredictable demand and volatility, requires a supply chain strategy that handles uncertainty and risks in the right way. Even though inventory models have been previously explored, this paper seeks to apply these concepts on a practical situation. This study involves the inventory replenishment problem, applying techniques that are mainly based on mathematical assumptions and modeling. The primary goal is to improve the retailer’s supply chain processes taking store differences when setting the various target stock levels. Through inventory review policy, picking piece implementation and minimum exposure definition, we were able not only to promote the inventory reduction as well as improve sales results. The inventory management theory from literature review was then tested on a single case study regarding a particular department in one of the largest Latam retail chains.

Keywords: inventory, distribution, retail, risk, safety stock, sales, uncertainty

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Authors: Sofiya Rao, Sagnik Dey

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Aerosol-cloud-precipitation interaction continues to be one of the largest sources of uncertainty in quantifying the aerosol climate forcing. The uncertainty is increasing from global to regional scale. This problem remains unresolved due to the large discrepancy in the representation of cloud processes in the climate models. Most of the studies on aerosol-cloud-climate interaction and aerosol-cloud-precipitation over Indian Ocean (like INDOEX, CAIPEEX campaign etc.) are restricted to either particular to one season or particular to one region. Here we developed a theoretical framework to quantify aerosol indirect radiative forcing using Moderate Resolution Imaging Spectroradiometer (MODIS) aerosol and cloud products of 15 years (2000-2015) period over the Indian Ocean. This framework relies on the observationally constrained estimate of the aerosol-induced change in cloud albedo. We partitioned the change in cloud albedo into the change in Liquid Water Path (LWP) and Effective Radius of Clouds (Reff) in response to an aerosol optical depth (AOD). Cloud albedo response to an increase in AOD is most sensitive in the range of LWP between 120-300 gm/m² for a range of Reff varying from 8-24 micrometer, which means aerosols are most sensitive to this range of LWP and Reff. Using this framework, aerosol forcing during a transition from indirect to semi-direct effect is also calculated. The outcome of this analysis shows best results over the Arabian Sea in comparison with the Bay of Bengal and the South Indian Ocean because of heterogeneity in aerosol spices over the Arabian Sea. Over the Arabian Sea during Winter Season the more absorbing aerosols are dominating, during Pre-monsoon dust (coarse mode aerosol particles) are more dominating. In winter and pre-monsoon majorly the aerosol forcing is more dominating while during monsoon and post-monsoon season meteorological forcing is more dominating. Over the South Indian Ocean, more or less same types of aerosol (Sea salt) are present. Over the Arabian Sea the Aerosol Indirect Radiative forcing are varying from -5 ± 4.5 W/m² for winter season while in other seasons it is reducing. The results provide observationally constrained estimates of aerosol indirect forcing in the Indian Ocean which can be helpful in evaluating the climate model performance in the context of such complex interactions.

Keywords: aerosol-cloud-precipitation interaction, aerosol-cloud-climate interaction, indirect radiative forcing, climate model

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Authors: P. S. Hsi, Y. F. Wang, Y. F. Ho, P. C. Hung

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The aim of the present study was to explore the dermal exposure assessment model of chemicals that have been developed abroad and to evaluate the feasibility of chemical dermal exposure assessment model for manufacturing industry in Taiwan. We conducted and analyzed six semi-quantitative risk management tools, including UK - Control of substances hazardous to health ( COSHH ) Europe – Risk assessment of occupational dermal exposure ( RISKOFDERM ), Netherlands - Dose related effect assessment model ( DREAM ), Netherlands – Stoffenmanager ( STOFFEN ), Nicaragua-Dermal exposure ranking method ( DERM ) and USA / Canada - Public Health Engineering Department ( PHED ). Five types of manufacturing industry were selected to evaluate. The Monte Carlo simulation was used to analyze the sensitivity of each factor, and the correlation between the assessment results of each semi-quantitative model and the exposure factors used in the model was analyzed to understand the important evaluation indicators of the dermal exposure assessment model. To assess the effectiveness of the semi-quantitative assessment models, this study also conduct quantitative dermal exposure results using prediction model and verify the correlation via Pearson's test. Results show that COSHH was unable to determine the strength of its decision factor because the results evaluated at all industries belong to the same risk level. In the DERM model, it can be found that the transmission process, the exposed area, and the clothing protection factor are all positively correlated. In the STOFFEN model, the fugitive, operation, near-field concentrations, the far-field concentration, and the operating time and frequency have a positive correlation. There is a positive correlation between skin exposure, work relative time, and working environment in the DREAM model. In the RISKOFDERM model, the actual exposure situation and exposure time have a positive correlation. We also found high correlation with the DERM and RISKOFDERM models, with coefficient coefficients of 0.92 and 0.93 (p<0.05), respectively. The STOFFEN and DREAM models have poor correlation, the coefficients are 0.24 and 0.29 (p>0.05), respectively. According to the results, both the DERM and RISKOFDERM models are suitable for performance in these selected manufacturing industries. However, considering the small sample size evaluated in this study, more categories of industries should be evaluated to reduce its uncertainty and enhance its applicability in the future.

Keywords: dermal exposure, risk management, quantitative estimation, feasibility evaluation

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Authors: Muhammad Sheraz, Vasile Preda, Silvia Dedu

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Concepts of econophysics are usually used to solve problems related to uncertainty and nonlinear dynamics. In the theory of option pricing the risk neutral probabilities play very important role. The application of entropy in finance can be regarded as the extension of both information entropy and the probability entropy. It can be an important tool in various financial methods such as measure of risk, portfolio selection, option pricing and asset pricing. Gulko applied Entropy Pricing Theory (EPT) for pricing stock options and introduced an alternative framework of Black-Scholes model for pricing European stock option. In this article, we present solutions to maximum entropy problems based on Tsallis, Weighted-Tsallis, Kaniadakis, Weighted-Kaniadakies entropies, to obtain risk-neutral densities. We have also obtained the value of European call and put in this framework.

Keywords: option pricing, Black-Scholes model, Tsallis entropy, Kaniadakis entropy, weighted entropy, risk-neutral density

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Authors: Mehrdad Mahmudizad, Roya Ahmadi Ahangar

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This paper presents the method of designing the type 2 fuzzy PID controllers in order to solve the problem of Load Frequency Control (LFC). The Harmony Search (HS) algorithm is used to regulate the measurement factors and the effect of uncertainty of membership functions of Interval Type 2 Fuzzy Proportional Integral Differential (IT2FPID) controllers in order to reduce the frequency deviation resulted from the load oscillations. The simulation results implicitly show that the performance of the proposed IT2FPID LFC in terms of error, settling time and resistance against different load oscillations is more appropriate and preferred than PID and Type 1 Fuzzy Proportional Integral Differential (T1FPID) controllers.

Keywords: load frequency control, fuzzy-pid controller, type 2 fuzzy system, harmony search algorithm

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Authors: Jayanth Abishek Subramanian, Ramin Dabirian, Ilias Gavrielatos, Ram Mohan, Ovadia Shoham

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Downcomers are important conduits for multiphase flow transfer from offshore platforms to the seabed. Uncertainty in the predictions of the pressure drop of multiphase flow between platforms is often dominated by the uncertainty associated with the prediction of holdup and pressure drop in the downcomer. The objectives of this study are to conduct experimental and theoretical scale-up study of the downcomer. A 4-in. diameter vertical test section was designed and constructed to study two-phase flow in downcomer. The facility is equipped with baffles for flow area restriction, enabling interchangeable annular slot openings between 30% and 61.7%. Also, state-of-the-art instrumentation, the capacitance Wire-Mesh Sensor (WMS) was utilized to acquire the experimental data. A total of 76 experimental data points were acquired, including falling film under 30% and 61.7% annular slot opening for air-water and air-Conosol C200 oil cases as well as gas carry-under for 30% and 61.7% opening utilizing air-Conosol C200 oil. For all experiments, the parameters such as falling film thickness and velocity, entrained liquid holdup in the core, gas void fraction profiles at the cross-sectional area of the liquid column, the void fraction and the gas carry under were measured. The experimental results indicated that the film thickness and film velocity increase as the flow area reduces. Also, the increase in film velocity increases the gas entrainment process. Furthermore, the results confirmed that the increase of gas entrainment for the same liquid flow rate leads to an increase in the gas carry-under. A power comparison method was developed to enable evaluation of the Lopez (2011) model, which was created for full bore downcomer, with the novel scale-up experiment data acquired from the downcomer with the restricted area for flow. Comparison between the experimental data and the model predictions shows a maximum absolute average discrepancy of 22.9% and 21.8% for the falling film thickness and velocity, respectively; and a maximum absolute average discrepancy of 22.2% for fraction of gas carried with the liquid (oil).

Keywords: two phase flow, falling film, downcomer, wire-mesh sensor

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Authors: Benjamin Leiby, Darryl Ahner

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This study demonstrates an alternative stochastic imputation approach for large datasets when preferred commercial packages struggle to iterate due to numerical problems. A large country conflict dataset motivates the search to impute missing values well over a common threshold of 20% missingness. The methodology capitalizes on correlation while using model residuals to provide the uncertainty in estimating unknown values. Examination of the methodology provides insight toward choosing linear or nonlinear modeling terms. Static tolerances common in most packages are replaced with tailorable tolerances that exploit residuals to fit each data element. The methodology evaluation includes observing computation time, model fit, and the comparison of known values to replaced values created through imputation. Overall, the country conflict dataset illustrates promise with modeling first-order interactions while presenting a need for further refinement that mimics predictive mean matching.

Keywords: correlation, country conflict, imputation, stochastic regression

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Authors: Shabnam Pashaei, Mohammadali Badamchizadeh

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This paper presents a new fractional-order terminal sliding mode control for synchronization of two different fractional-order chaotic systems with uncertainty and external disturbances. A fractional-order integral type nonlinear switching surface is presented. Then, using the Lyapunov stability theory and sliding mode theory, a fractional-order control law is designed to synchronize two different fractional-order chaotic systems. Finally, a simulation example is presented to illustrate the performance and applicability of the proposed method. Based on numerical results, the proposed controller ensures that the states of the controlled fractional-order chaotic response system are asymptotically synchronized with the states of the drive system.

Keywords: terminal sliding mode control, fractional-order calculus, chaotic systems, synchronization

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Authors: Emna Benmohamed, Hela Ltifi, Mounir Ben Ayed

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Bayesian Network (BN) is one of the most efficient classification methods. It is widely used in several fields (i.e., medical diagnostics, risk analysis, bioinformatics research). The BN is defined as a probabilistic graphical model that represents a formalism for reasoning under uncertainty. This classification method has a high-performance rate in the extraction of new knowledge from data. The construction of this model consists of two phases for structure learning and parameter learning. For solving this problem, the K2 algorithm is one of the representative data-driven algorithms, which is based on score and search approach. In addition, the integration of the expert's knowledge in the structure learning process allows the obtainment of the highest accuracy. In this paper, we propose a hybrid approach combining the improvement of the K2 algorithm called K2 algorithm for Parents and Children search (K2PC) and the expert-driven method for learning the structure of BN. The evaluation of the experimental results, using the well-known benchmarks, proves that our K2PC algorithm has better performance in terms of correct structure detection. The real application of our model shows its efficiency in the analysis of the phosphate laundry effluents' impact on the watershed in the Gafsa area (southwestern Tunisia).

Keywords: Bayesian network, classification, expert knowledge, structure learning, surface water analysis

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Authors: V. Tabrizi, A. Vali, R. GHasemi, V. Behnamgol

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In this article, a nonlinear model of an under actuated six degrees of freedom (6 DOF) quadrotor UAV is derived on the basis of the Newton-Euler formula. The derivation comprises determining equations of the motion of the quadrotor in three dimensions and approximating the actuation forces through the modeling of aerodynamic coefficients and electric motor dynamics. The robust nonlinear control strategy includes a smooth second order non-singular terminal sliding mode control which is applied to stabilizing this model. The control method is on the basis of super twisting algorithm for removing the chattering and producing smooth control signal. Also, nonsingular terminal sliding mode idea is used for introducing a nonlinear sliding variable that guarantees the finite time convergence in sliding phase. Simulation results show that the proposed algorithm is robust against uncertainty or disturbance and guarantees a fast and precise control signal.

Keywords: quadrotor UAV, nonsingular terminal sliding mode, second order sliding mode t, electronics, control, signal processing

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Authors: Adolfo Martucci, Iulian Mihai

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By means of the expansion through a Conical Nozzle and the low pressure inside the Test Chamber, a large hypersonic stable flow takes place for a duration of up to 30 minutes. Downstream the Test Chamber, the diffuser has the function of reducing the flow velocity to subsonic values, and as a consequence, the temperature increases again. In order to cool down the flow, a heat exchanger is present at the end of the diffuser. The Vacuum System generates the necessary vacuum conditions for the correct hypersonic flow generation, and the DeNOx system, which follows the Vacuum System, reduces the nitrogen oxide concentrations created inside the plasma flow behind the limits imposed by Italian law. This very large, powerful, and complex facility allows researchers and engineers to reproduce entire re-entry trajectories of space vehicles into the atmosphere. One of the most important parameters for a hypersonic flowfield representative of re-entry conditions is the specific total enthalpy. This is the whole energy content of the fluid, and it represents how severe could be the conditions around a spacecraft re-entering from a space mission or, in our case, inside a hypersonic wind tunnel. It is possible to reach very high values of enthalpy (up to 45 MJ/kg) that, together with the large allowable size of the models, represent huge possibilities for making on-ground experiments regarding the atmospheric re-entry field. The maximum nozzle exit section diameter is 1950 mm, where values of Mach number very much higher than 1 can be reached. The specific total enthalpy is evaluated by means of a number of measurements, each of them concurring with its value and its uncertainty. The scope of the present paper is the evaluation of the sensibility of the uncertainty of the specific total enthalpy versus all the parameters and measurements involved. The sensors that, if improved, could give the highest advantages have so been individuated. Several simulations in Python with the METAS library and by means of Monte Carlo simulations are presented together with the obtained results and discussions about them.

Keywords: hypersonic, uncertainty, enthalpy, simulations

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Authors: Niroshan K. Walgama Wellalage, Tieling Zhang, Richard Dwight

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State-based Markov deterioration models (SMDM) sometimes fail to find accurate transition probability matrix (TPM) values, and hence lead to invalid future condition prediction or incorrect average deterioration rates mainly due to drawbacks of existing nonlinear optimization-based algorithms and/or subjective function types used for regression analysis. Furthermore, a set of separate functions for each condition state with age cannot be directly derived by using Markov model for a given bridge element group, which however is of interest to industrial partners. This paper presents a new approach for generating Homogeneous SMDM model output, namely, the Modified Weibull approach, which consists of a set of appropriate functions to describe the percentage condition prediction of bridge elements in each state. These functions are combined with Bayesian approach and Metropolis Hasting Algorithm (MHA) based Markov Chain Monte Carlo (MCMC) simulation technique for quantifying the uncertainty in model parameter estimates. In this study, factors contributing to rail bridge deterioration were identified. The inspection data for 1,000 Australian railway bridges over 15 years were reviewed and filtered accordingly based on the real operational experience. Network level deterioration model for a typical bridge element group was developed using the proposed Modified Weibull approach. The condition state predictions obtained from this method were validated using statistical hypothesis tests with a test data set. Results show that the proposed model is able to not only predict the conditions in network-level accurately but also capture the model uncertainties with given confidence interval.

Keywords: bridge deterioration modelling, modified weibull approach, MCMC, metropolis-hasting algorithm, bayesian approach, Markov deterioration models

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Authors: Joseph Lillington, Tom Gout, Mike Harrison, Ian Farnan

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The vitrification of high-level nuclear waste within borosilicate glass and its incorporation within a multi-barrier repository deep underground is widely accepted as the preferred disposal method. However, for this to happen, any safety case will require validation that the initially localized radionuclides will not be considerably released into the near/far-field. Therefore, accurate mechanistic models are necessary to predict glass dissolution, and these should be robust to a variety of incorporated waste species and leaching test conditions, particularly given substantial variations across international waste-streams. Here, machine learning is used to predict glass material properties (viscosity, density) and glass leaching model parameters from large-scale industrial data. A variety of different machine learning algorithms have been compared to assess performance. Density was predicted solely from composition, whereas viscosity additionally considered temperature. To predict suitable glass leaching model parameters, a large simulated dataset was created by coupling MATLAB and the chemical reactive-transport code HYTEC, considering the state-of-the-art GRAAL model (glass reactivity in allowance of the alteration layer). The trained models were then subsequently applied to the large-scale industrial, experimental data to identify potentially appropriate model parameters. Results indicate that ensemble methods can accurately predict viscosity as a function of temperature and composition across all three industrial datasets. Glass density prediction shows reliable learning performance with predictions primarily being within the experimental uncertainty of the test data. Furthermore, machine learning can predict glass dissolution model parameters behavior, demonstrating potential value in GRAAL model development and in assessing suitable model parameters for large-scale industrial glass dissolution data.

Keywords: machine learning, predictive modelling, pattern recognition, radioactive waste glass

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Authors: Camille Van Eupen, Dirk Maes, Marc Herremans, Kristijn R. R. Swinnen, Ben Somers, Stijn Luca

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In ecology, species distribution models are commonly implemented to study species-environment relationships. These models increasingly rely on opportunistic citizen science data when high-quality species records collected through standardized recording protocols are unavailable. While these opportunistic data are abundant, uncertainty is usually high, e.g., due to observer effects or a lack of metadata. Data quality filtering is often used to reduce these types of uncertainty in an attempt to increase the value of studies relying on opportunistic data. However, filtering should not be performed blindly. In this study, recommendations are built for data quality filtering of opportunistic species occurrence data that are used as input for species distribution models. Using an extensive database of 5.7 million citizen science records from 255 species in Flanders, the impact on model performance was quantified by applying three data quality filters, and these results were linked to species traits. More specifically, presence records were filtered based on record attributes that provide information on the observation process or post-entry data validation, and changes in the area under the receiver operating characteristic (AUC), sensitivity, and specificity were analyzed using the Maxent algorithm with and without filtering. Controlling for sample size enabled us to study the combined impact of data quality filtering, i.e., the simultaneous impact of an increase in data quality and a decrease in sample size. Further, the variation among species in their response to data quality filtering was explored by clustering species based on four traits often related to data quality: commonness, popularity, difficulty, and body size. Findings show that model performance is affected by i) the quality of the filtered data, ii) the proportional reduction in sample size caused by filtering and the remaining absolute sample size, and iii) a species ‘quality profile’, resulting from a species classification based on the four traits related to data quality. The findings resulted in recommendations on when and how to filter volunteer generated and opportunistically collected data. This study confirms that correctly processed citizen science data can make a valuable contribution to ecological research and species conservation.

Keywords: citizen science, data quality filtering, species distribution models, trait profiles

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Authors: Koryukaeva Ksenia, Jinfeng Sun

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Europe has been a traditional importer of Russian natural gas for more than 50 years. In 2021, Russian state-owned company Gazprom supplied about a third of all gas consumed in Europe. The Russia-Europe mutual dependence in terms of natural gas supplies has been causing many concerns about the energy security of the two sides for a long period of time. These days the issue has become more urgent than ever considering recent Russian invasion in Ukraine followed by increased large-scale geopolitical conflicts, making the future of Russian natural gas supplies and global gas markets as well highly uncertain. Hence, the main purpose of this study is to get insight into the possible futures of Russian pipeline natural gas exports by a scenario planning method based on Monte-Carlo simulation within LUSS model framework, and propose Russian pipeline natural gas export strategies based on the obtained scenario planning results. The scenario analysis revealed that recent geopolitical disputes disturbed the traditional, longstanding model of Russian pipeline gas exports, and, as a result, the prospects and the pathways for Russian pipeline gas on the world markets will differ significantly from those before 2022. Specifically, our main findings show, that (i) the events of 2022 generated many uncertainties for the long-term future of Russian pipeline gas export perspectives on both western and eastern supply directions, including geopolitical, regulatory, economic, infrastructure and other uncertainties; (ii) according to scenario modelling results, Russian pipeline exports will face many challenges in the future, both on western and eastern directions. A decrease in pipeline gas exports will inevitably affect country’s natural gas production and significantly reduce fossil fuel export revenues, jeopardizing the energy security of the country; (iii) according to proposed strategies, in order to ensure the long-term stable export supplies in the changing environment, Russia may need to adjust its traditional export strategy by performing export flows and product diversification, entering new markets, adapting its contracting mechanism, increasing competitiveness and gaining a reputation of a reliable gas supplier.

Keywords: Russian natural gas, Pipeline natural gas, Uncertainty, Scenario simulation, Export strategy

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Authors: R. Hellmuth

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The method of factory planning has changed a lot, especially when it is about planning the factory building itself. Factory planning has the task of designing products, plants, processes, organization, areas, and the building of a factory. Regular restructuring is becoming more important in order to maintain the competitiveness of a factory. Restrictions in new areas, shorter life cycles of product and production technology as well as a VUCA world (Volatility, Uncertainty, Complexity and Ambiguity) lead to more frequent restructuring measures within a factory. A digital factory model is the planning basis for rebuilding measures and becomes an indispensable tool. Furthermore, digital building models are increasingly being used in factories to support facility management and manufacturing processes. The main research question of this paper is, therefore: What kind of digital factory model is suitable for the different areas of application during the operation of a factory? First, different types of digital factory models are investigated, and their properties and usabilities for use cases are analysed. Within the scope of investigation are point cloud models, building information models, photogrammetry models, and these enriched with sensor data are examined. It is investigated which digital models allow a simple integration of sensor data and where the differences are. Subsequently, possible application areas of digital factory models are determined by means of a survey and the respective digital factory models are assigned to the application areas. Finally, an application case from maintenance is selected and implemented with the help of the appropriate digital factory model. It is shown how a completely digitalized maintenance process can be supported by a digital factory model by providing information. Among other purposes, the digital factory model is used for indoor navigation, information provision, and display of sensor data. In summary, the paper shows a structuring of digital factory models that concentrates on the geometric representation of a factory building and its technical facilities. A practical application case is shown and implemented. Thus, the systematic selection of digital factory models with the corresponding application cases is evaluated.

Keywords: building information modeling, digital factory model, factory planning, maintenance

Procedia PDF Downloads 83

Authors: Xu Wang

Abstract:

This research builds linear regressions of U.S. macroeconomic condition and volatility measures in the investment grade and high yield Credit Default Swap index spreads using monthly data from March 2009 to July 2016, to study the relationship between different dimensions of macroeconomy and overall credit risk quality. The most significant contribution of this research is systematically examining individual and joint effects of macroeconomic condition and volatility on CDX spreads by including macroeconomic time series that captures different dimensions of the U.S. economy. The industrial production index growth, non-farm payroll growth, consumer price index growth, 3-month treasury rate and consumer sentiment are introduced to capture the condition of real economic activity, employment, inflation, monetary policy and risk aversion respectively. The conditional variance of the macroeconomic series is constructed using ARMA-GARCH model and is used to measure macroeconomic volatility. The linear regression model is conducted to capture relationships between monthly average CDX spreads and macroeconomic variables. The Newey–West estimator is used to control for autocorrelation and heteroskedasticity in error terms. Furthermore, the sensitivity factor analysis and standardized coefficients analysis are conducted to compare the sensitivity of CDX spreads to different macroeconomic variables and to compare relative effects of macroeconomic condition versus macroeconomic uncertainty respectively. This research shows that macroeconomic condition can have a negative effect on CDX spread while macroeconomic volatility has a positive effect on determining CDX spread. Macroeconomic condition and volatility variables can jointly explain more than 70% of the whole variation of the CDX spread. In addition, sensitivity factor analysis shows that the CDX spread is the most sensitive to Consumer Sentiment index. Finally, the standardized coefficients analysis shows that both macroeconomic condition and volatility variables are important in determining CDX spread but macroeconomic condition category of variables have more relative importance in determining CDX spread than macroeconomic volatility category of variables. This research shows that the CDX spread can reflect the individual and joint effects of macroeconomic condition and volatility, which suggests that individual investors or government should carefully regard CDX spread as a measure of overall credit risk because the CDX spread is influenced by macroeconomy. In addition, the significance of macroeconomic condition and volatility variables, such as Non-farm Payroll growth rate and Industrial Production Index growth volatility suggests that the government, should pay more attention to the overall credit quality in the market when macroecnomy is low or volatile.

Keywords: autoregressive moving average model, credit spread puzzle, credit default swap spread, generalized autoregressive conditional heteroskedasticity model, macroeconomic conditions, macroeconomic uncertainty

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Authors: Mohamed Dhouibi, Bogdan Stirbu, Chabotier André, Marc Pirlot

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Internal barrel wear is a major factor affecting the performance of small caliber guns in their different life phases. Wear analysis is, therefore, a very important process for understanding how wear occurs, where it takes place, and how it spreads with the aim on improving the accuracy and effectiveness of small caliber weapons. This paper discusses the measurement and analysis of combustion chamber wear for a small-caliber gun using a Coordinate Measuring Machine (CMM). Initially, two different NATO small caliber guns: 5.56x45mm and 7.62x51mm, are considered. A Micura Zeiss Coordinate Measuring Machine (CMM) equipped with the VAST XTR gold high-end sensor is used to measure the inner profile of the two guns every 300-shot cycle. The CMM parameters, such us (i) the measuring force, (ii) the measured points, (iii) the time of masking, and (iv) the scanning velocity, are investigated. In order to ensure minimum measurement error, a statistical analysis is adopted to select the reliable CMM parameters combination. Next, two measurement strategies are developed to capture the shape and the volume of each gun chamber. Thus, a task-specific measurement uncertainty (TSMU) analysis is carried out for each measurement plan. Different approaches of TSMU evaluation have been proposed in the literature. This paper discusses two different techniques. The first is the substitution method described in ISO 15530 part 3. This approach is based on the use of calibrated workpieces with similar shape and size as the measured part. The second is the Monte Carlo simulation method presented in ISO 15530 part 4. Uncertainty evaluation software (UES), also known as the Virtual Coordinate Measuring Machine (VCMM), is utilized in this technique to perform a point-by-point simulation of the measurements. To conclude, a comparison between both approaches is performed. Finally, the results of the measurements are verified through calibrated gauges of several dimensions specially designed for the two barrels. On this basis, an experimental database is developed for further analysis aiming to quantify the relationship between the volume of wear and the muzzle velocity of small caliber guns.

Keywords: coordinate measuring machine, measurement uncertainty, erosion and wear volume, small caliber guns

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Authors: Feleke Tsegaye

Abstract:

The work in this thesis mainly focuses on trajectory tracking of fixed wing unmanned aerial vehicle (FWUAV) by using fuzzy based sliding mode controller(FSMC) for surveillance applications. Unmanned Aerial Vehicles (UAVs) are general-purpose aircraft built to fly autonomously. This technology is applied in a variety of sectors, including the military, to improve defense, surveillance, and logistics. The model of FWUAV is complex due to its high non-linearity and coupling effect. In this thesis, input decoupling is done through extracting the dominant inputs during the design of the controller and considering the remaining inputs as uncertainty. The proper and steady flight maneuvering of UAVs under uncertain and unstable circumstances is the most critical problem for researchers studying UAVs. A FSMC technique was suggested to tackle the complexity of FWUAV systems. The trajectory tracking control algorithm primarily uses the sliding-mode (SM) variable structure control method to address the system’s control issue. In the SM control, a fuzzy logic control(FLC) algorithm is utilized in place of the discontinuous phase of the SM controller to reduce the chattering impact. In the reaching and sliding stages of SM control, Lyapunov theory is used to assure finite-time convergence. A comparison between the conventional SM controller and the suggested controller is done in relation to the chattering effect as well as tracking performance. It is evident that the chattering is effectively reduced, the suggested controller provides a quick response with a minimum steady-state error, and the controller is robust in the face of unknown disturbances. The designed control strategy is simulated with the nonlinear model of FWUAV using the MATLAB® / Simulink® environments. The simulation result shows the suggested controller operates effectively, maintains an aircraft’s stability, and will hold the aircraft’s targeted flight path despite the presence of uncertainty and disturbances.

Keywords: fixed-wing UAVs, sliding mode controller, fuzzy logic controller, chattering, coupling effect, surveillance, finite-time convergence, Lyapunov theory, flight path

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Authors: Paula Linna

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During the recent years interest in inclusive business has increased. Still, research on inclusive business development is at infancy. This study provides empirical evidence on inclusive business development of mini-grid solution for the rural African communities. This study tests how well the insights of creation theory can explain inclusive business development process which often occurs under uncertainty due to demands for developing new technology, new business model and establishing business in new market. These several uncertain elements of business development impact what kind of business strategies the entrepreneur can practice and what kind of decision making tools to use. In addition, community engagement is essential for the successful operative management of a mini-grid solution. This study advances the understanding of inclusive business development and can be used as the foundation for future work to facilitate the process of new business venture creation at the BOP particularly when developing community-operated entrepreneurship model.

Keywords: creation theory, base of the pyramid (BOP), community-operated entrepreneurship, rural African communities

Procedia PDF Downloads 479