Search results for: heavy-tailed distributions
19 Unsteady Flow Simulations for Microchannel Design and Its Fabrication for Nanoparticle Synthesis
Authors: Mrinalini Amritkar, Disha Patil, Swapna Kulkarni, Sukratu Barve, Suresh Gosavi
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Micro-mixers play an important role in the lab-on-a-chip applications and micro total analysis systems to acquire the correct level of mixing for any given process. The mixing process can be classified as active or passive according to the use of external energy. Literature of microfluidics reports that most of the work is done on the models of steady laminar flow; however, the study of unsteady laminar flow is an active area of research at present. There are wide applications of this, out of which, we consider nanoparticle synthesis in micro-mixers. In this work, we have developed a model for unsteady flow to study the mixing performance of a passive micro mixer for reactants used for such synthesis. The model is developed in Finite Volume Method (FVM)-based software, OpenFOAM. The model is tested by carrying out the simulations at Re of 0.5. Mixing performance of the micro-mixer is investigated using simulated concentration values of mixed species across the width of the micro-mixer and calculating the variance across a line profile. Experimental validation is done by passing dyes through a Y shape micro-mixer fabricated using polydimethylsiloxane (PDMS) polymer and comparing variances with the simulated ones. Gold nanoparticles are later synthesized through the micro-mixer and collected at two different times leading to significantly different size distributions. These times match with the time scales over which reactant concentrations vary as obtained from simulations. Our simulations could thus be used to create design aids for passive micro-mixers used in nanoparticle synthesis.
Keywords: Lab-on-chip, micro-mixer, OpenFOAM, PDMS.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 77518 Computer Aided X-Ray Diffraction Intensity Analysis for Spinels: Hands-On Computing Experience
Authors: Ashish R. Tanna, Hiren H. Joshi
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The mineral having chemical compositional formula MgAl2O4 is called “spinel". The ferrites crystallize in spinel structure are known as spinel-ferrites or ferro-spinels. The spinel structure has a fcc cage of oxygen ions and the metallic cations are distributed among tetrahedral (A) and octahedral (B) interstitial voids (sites). The X-ray diffraction (XRD) intensity of each Bragg plane is sensitive to the distribution of cations in the interstitial voids of the spinel lattice. This leads to the method of determination of distribution of cations in the spinel oxides through XRD intensity analysis. The computer program for XRD intensity analysis has been developed in C language and also tested for the real experimental situation by synthesizing the spinel ferrite materials Mg0.6Zn0.4AlxFe2- xO4 and characterized them by X-ray diffractometry. The compositions of Mg0.6Zn0.4AlxFe2-xO4(x = 0.0 to 0.6) ferrites have been prepared by ceramic method and powder X-ray diffraction patterns were recorded. Thus, the authenticity of the program is checked by comparing the theoretically calculated data using computer simulation with the experimental ones. Further, the deduced cation distributions were used to fit the magnetization data using Localized canting of spins approach to explain the “recovery" of collinear spin structure due to Al3+ - substitution in Mg-Zn ferrites which is the case if A-site magnetic dilution and non-collinear spin structure. Since the distribution of cations in the spinel ferrites plays a very important role with regard to their electrical and magnetic properties, it is essential to determine the cation distribution in spinel lattice.
Keywords: Spinel ferrites, Localized canting of spins, X-ray diffraction, Programming in Borland C.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 379017 A Stochastic Diffusion Process Based on the Two-Parameters Weibull Density Function
Authors: Meriem Bahij, Ahmed Nafidi, Boujemâa Achchab, Sílvio M. A. Gama, José A. O. Matos
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Stochastic modeling concerns the use of probability to model real-world situations in which uncertainty is present. Therefore, the purpose of stochastic modeling is to estimate the probability of outcomes within a forecast, i.e. to be able to predict what conditions or decisions might happen under different situations. In the present study, we present a model of a stochastic diffusion process based on the bi-Weibull distribution function (its trend is proportional to the bi-Weibull probability density function). In general, the Weibull distribution has the ability to assume the characteristics of many different types of distributions. This has made it very popular among engineers and quality practitioners, who have considered it the most commonly used distribution for studying problems such as modeling reliability data, accelerated life testing, and maintainability modeling and analysis. In this work, we start by obtaining the probabilistic characteristics of this model, as the explicit expression of the process, its trends, and its distribution by transforming the diffusion process in a Wiener process as shown in the Ricciaardi theorem. Then, we develop the statistical inference of this model using the maximum likelihood methodology. Finally, we analyse with simulated data the computational problems associated with the parameters, an issue of great importance in its application to real data with the use of the convergence analysis methods. Overall, the use of a stochastic model reflects only a pragmatic decision on the part of the modeler. According to the data that is available and the universe of models known to the modeler, this model represents the best currently available description of the phenomenon under consideration.Keywords: Diffusion process, discrete sampling, likelihood estimation method, simulation, stochastic diffusion equation, trends functions, bi-parameters Weibull density function.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 196016 Evidence Theory Enabled Quickest Change Detection Using Big Time-Series Data from Internet of Things
Authors: Hossein Jafari, Xiangfang Li, Lijun Qian, Alexander Aved, Timothy Kroecker
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Traditionally in sensor networks and recently in the Internet of Things, numerous heterogeneous sensors are deployed in distributed manner to monitor a phenomenon that often can be model by an underlying stochastic process. The big time-series data collected by the sensors must be analyzed to detect change in the stochastic process as quickly as possible with tolerable false alarm rate. However, sensors may have different accuracy and sensitivity range, and they decay along time. As a result, the big time-series data collected by the sensors will contain uncertainties and sometimes they are conflicting. In this study, we present a framework to take advantage of Evidence Theory (a.k.a. Dempster-Shafer and Dezert-Smarandache Theories) capabilities of representing and managing uncertainty and conflict to fast change detection and effectively deal with complementary hypotheses. Specifically, Kullback-Leibler divergence is used as the similarity metric to calculate the distances between the estimated current distribution with the pre- and post-change distributions. Then mass functions are calculated and related combination rules are applied to combine the mass values among all sensors. Furthermore, we applied the method to estimate the minimum number of sensors needed to combine, so computational efficiency could be improved. Cumulative sum test is then applied on the ratio of pignistic probability to detect and declare the change for decision making purpose. Simulation results using both synthetic data and real data from experimental setup demonstrate the effectiveness of the presented schemes.Keywords: CUSUM, evidence theory, KL divergence, quickest change detection, time series data.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 98315 Ordinal Regression with Fenton-Wilkinson Order Statistics: A Case Study of an Orienteering Race
Authors: Joonas Pääkkönen
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In sports, individuals and teams are typically interested in final rankings. Final results, such as times or distances, dictate these rankings, also known as places. Places can be further associated with ordered random variables, commonly referred to as order statistics. In this work, we introduce a simple, yet accurate order statistical ordinal regression function that predicts relay race places with changeover-times. We call this function the Fenton-Wilkinson Order Statistics model. This model is built on the following educated assumption: individual leg-times follow log-normal distributions. Moreover, our key idea is to utilize Fenton-Wilkinson approximations of changeover-times alongside an estimator for the total number of teams as in the notorious German tank problem. This original place regression function is sigmoidal and thus correctly predicts the existence of a small number of elite teams that significantly outperform the rest of the teams. Our model also describes how place increases linearly with changeover-time at the inflection point of the log-normal distribution function. With real-world data from Jukola 2019, a massive orienteering relay race, the model is shown to be highly accurate even when the size of the training set is only 5% of the whole data set. Numerical results also show that our model exhibits smaller place prediction root-mean-square-errors than linear regression, mord regression and Gaussian process regression.Keywords: Fenton-Wilkinson approximation, German tank problem, log-normal distribution, order statistics, ordinal regression, orienteering, sports analytics, sports modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 81114 Spatial Mapping of Dengue Incidence: A Case Study in Hulu Langat District, Selangor, Malaysia
Authors: Er, A. C., Rosli, M. H., Asmahani A., Mohamad Naim M. R., Harsuzilawati M.
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Dengue is a mosquito-borne infection that has peaked to an alarming rate in recent decades. It can be found in tropical and sub-tropical climate. In Malaysia, dengue has been declared as one of the national health threat to the public. This study aimed to map the spatial distributions of dengue cases in the district of Hulu Langat, Selangor via a combination of Geographic Information System (GIS) and spatial statistic tools. Data related to dengue was gathered from the various government health agencies. The location of dengue cases was geocoded using a handheld GPS Juno SB Trimble. A total of 197 dengue cases occurring in 2003 were used in this study. Those data then was aggregated into sub-district level and then converted into GIS format. The study also used population or demographic data as well as the boundary of Hulu Langat. To assess the spatial distribution of dengue cases three spatial statistics method (Moran-s I, average nearest neighborhood (ANN) and kernel density estimation) were applied together with spatial analysis in the GIS environment. Those three indices were used to analyze the spatial distribution and average distance of dengue incidence and to locate the hot spot of dengue cases. The results indicated that the dengue cases was clustered (p < 0.01) when analyze using Moran-s I with z scores 5.03. The results from ANN analysis showed that the average nearest neighbor ratio is less than 1 which is 0.518755 (p < 0.0001). From this result, we can expect the dengue cases pattern in Hulu Langat district is exhibiting a cluster pattern. The z-score for dengue incidence within the district is -13.0525 (p < 0.0001). It was also found that the significant spatial autocorrelation of dengue incidences occurs at an average distance of 380.81 meters (p < 0.0001). Several locations especially residential area also had been identified as the hot spots of dengue cases in the district.
Keywords: Dengue, geographic information system (GIS), spatial analysis, spatial statistics
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 534113 Typical Day Prediction Model for Output Power and Energy Efficiency of a Grid-Connected Solar Photovoltaic System
Authors: Yan Su, L. C. Chan
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A novel typical day prediction model have been built and validated by the measured data of a grid-connected solar photovoltaic (PV) system in Macau. Unlike conventional statistical method used by previous study on PV systems which get results by averaging nearby continuous points, the present typical day statistical method obtain the value at every minute in a typical day by averaging discontinuous points at the same minute in different days. This typical day statistical method based on discontinuous point averaging makes it possible for us to obtain the Gaussian shape dynamical distributions for solar irradiance and output power in a yearly or monthly typical day. Based on the yearly typical day statistical analysis results, the maximum possible accumulated output energy in a year with on site climate conditions and the corresponding optimal PV system running time are obtained. Periodic Gaussian shape prediction models for solar irradiance, output energy and system energy efficiency have been built and their coefficients have been determined based on the yearly, maximum and minimum monthly typical day Gaussian distribution parameters, which are obtained from iterations for minimum Root Mean Squared Deviation (RMSD). With the present model, the dynamical effects due to time difference in a day are kept and the day to day uncertainty due to weather changing are smoothed but still included. The periodic Gaussian shape correlations for solar irradiance, output power and system energy efficiency have been compared favorably with data of the PV system in Macau and proved to be an improvement than previous models.
Keywords: Grid Connected, RMSD, Solar PV System, Typical Day.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 167012 Biomechanical Prediction of Veins and Soft Tissues beneath Compression Stockings Using Fluid-Solid Interaction Model
Authors: Chongyang Ye, Rong Liu
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Elastic compression stockings (ECSs) have been widely applied in prophylaxis and treatment of chronic venous insufficiency of lower extremities. The medical function of ECS is to improve venous return and increase muscular pumping action to facilitate blood circulation, which is largely determined by the complex interaction between the ECS and lower limb tissues. Understanding the mechanical transmission of ECS along the skin surface, deeper tissues, and vascular system is essential to assess the effectiveness of the ECSs. In this study, a three-dimensional (3D) finite element (FE) model of the leg-ECS system integrated with a 3D fluid-solid interaction (FSI) model of the leg-vein system was constructed to analyze the biomechanical properties of veins and soft tissues under different ECS compression. The Magnetic Resonance Imaging (MRI) of the human leg was divided into three regions, including soft tissues, bones (tibia and fibula) and veins (peroneal vein, great saphenous vein, and small saphenous vein). The ECSs with pressure ranges from 15 to 26 mmHg (Classes I and II) were adopted in the developed FE-FSI model. The soft tissue was assumed as a Neo-Hookean hyperelastic model with the fixed bones, and the ECSs were regarded as an orthotropic elastic shell. The interfacial pressure and stress transmission were simulated by the FE model, and venous hemodynamics properties were simulated by the FSI model. The experimental validation indicated that the simulated interfacial pressure distributions were in accordance with the pressure measurement results. The developed model can be used to predict interfacial pressure, stress transmission, and venous hemodynamics exerted by ECSs and optimize the structure and materials properties of ECSs design, thus improving the efficiency of compression therapy.Keywords: Elastic compression stockings, fluid-solid interaction, tissue and vein properties, prediction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 59211 Radioactivity Assessment of Sediments in Negombo Lagoon Sri Lanka
Authors: H. M. N. L. Handagiripathira
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The distributions of naturally occurring and anthropogenic radioactive materials were determined in surface sediments taken at 27 different locations along the bank of Negombo Lagoon in Sri Lanka. Hydrographic parameters of lagoon water and the grain size analyses of the sediment samples were also carried out for this study. The conductivity of the adjacent water was varied from 13.6 mS/cm to 55.4 mS/cm near to the southern end and the northern end of the lagoon, respectively, and equally salinity levels varied from 7.2 psu to 32.1 psu. The average pH in the water was 7.6 and average water temperature was 28.7 °C. The grain size analysis emphasized the mass fractions of the samples as sand (60.9%), fine sand (30.6%) and fine silt+clay (1.3%) in the sampling locations. The surface sediment samples of wet weight, 1 kg each from upper 5-10 cm layer, were oven dried at 105 °C for 24 hours to get a constant weight, homogenized and sieved through a 2 mm sieve (IAEA technical series no. 295). The radioactivity concentrations were determined using gamma spectrometry technique. Ultra Low Background Broad Energy High Purity Ge Detector, BEGe (Model BE5030, Canberra) was used for radioactivity measurement with Canberra Industries' Laboratory Source-less Calibration Software (LabSOCS) mathematical efficiency calibration approach and Geometry composer software. The mean activity concentration was found to be 24 ± 4, 67 ± 9, 181 ± 10, 59 ± 8, 3.5 ± 0.4 and 0.47 ± 0.08 Bq/kg for 238U, 232Th, 40K, 210Pb, 235U and 137Cs respectively. The mean absorbed dose rate in air, radium equivalent activity, external hazard index, annual gonadal dose equivalent and annual effective dose equivalent were 60.8 nGy/h, 137.3 Bq/kg, 0.4, 425.3 mSv/year and 74.6 mSv/year, respectively. The results of this study will provide baseline information on the natural and artificial radioactive isotopes and environmental pollution associated with information on radiological risk.
Keywords: Gamma spectrometry, lagoon, radioactivity, sediments.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 50510 TNFRSF11B Gene Polymorphisms A163G and G11811C in Prediction of Osteoporosis Risk
Authors: Boroňová I., Bernasovská J., Kľoc J., Tomková Z., Petrejčíková E., Gabriková D., Mačeková S.
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Osteoporosis is a complex health disease characterized by low bone mineral density, which is determined by an interaction of genetics with metabolic and environmental factors. Current research in genetics of osteoporosis is focused on identification of responsible genes and polymorphisms. TNFRSF11B gene plays a key role in bone remodeling. The aim of this study was to investigate the genotype and allele distribution of A163G (rs3102735) osteoprotegerin gene promoter and G1181C (rs2073618) osteoprotegerin first exon polymorphisms in the group of 180 unrelated postmenopausal women with diagnosed osteoporosis and 180 normal controls. Genomic DNA was isolated from peripheral blood leukocytes using standard methodology. Genotyping for presence of different polymorphisms was performed using the Custom Taqman®SNP Genotyping assays. Hardy-Weinberg equilibrium was tested for each SNP in the groups of participants using the chi-square (χ2) test. The distribution of investigated genotypes in the group of patients with osteoporosis were as follows: AA (66.7%), AG (32.2%), GG (1.1%) for A163G polymorphism; GG (19.4%), CG (44.4%), CC (36.1%) for G1181C polymorphism. The distribution of genotypes in normal controls were follows: AA (71.1%), AG (26.1%), GG (2.8%) for A163G polymorphism; GG (22.2%), CG (48.9%), CC (28.9%) for G1181C polymorphism. In A163G polymorphism the variant G allele was more common among patients with osteoporosis: 17.2% versus 15.8% in normal controls. Also, in G1181C polymorphism the phenomenon of more frequent occurrence of C allele in the group of patients with osteoporosis was observed (58.3% versus 53.3%). Genotype and allele distributions showed no significant differences (A163G: χ2=0.270, p=0.605; χ2=0.250, p=0.616; G1181C: χ2= 1.730, p=0.188; χ2=1.820, p=0.177). Our results represents an initial study, further studies of more numerous file and associations studies will be carried out. Knowing the distribution of genotypes is important for assessing the impact of these polymorphisms on various parameters associated with osteoporosis. Screening for identification of “at-risk” women likely to develop osteoporosis and initiating subsequent early intervention appears to be most effective strategy to substantially reduce the risks of osteoporosis.
Keywords: Osteoporosis, Real-time PCR method, SNP polymorphisms.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22359 A Preliminary X-Ray Study on Human-Hair Microstructures for a Health-State Indicator
Authors: Phannee Saengkaew, Weerasak Ussawawongaraya, Sasiphan Khaweerat, Supagorn Rugmai, Sirisart Ouajai, Jiraporn Luengviriya, Sakuntam Sanorpim, Manop Tirarattanasompot, Somboon Rhianphumikarakit
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We present a preliminary x-ray study on human-hair microstructures for a health-state indicator, in particular a cancer case. As an uncomplicated and low-cost method of x-ray technique, the human-hair microstructure was analyzed by wide-angle x-ray diffractions (XRD) and small-angle x-ray scattering (SAXS). The XRD measurements exhibited the simply reflections at the d-spacing of 28 Å, 9.4 Å and 4.4 Å representing to the periodic distance of the protein matrix of the human-hair macrofibrous and the diameter and the repeated spacing of the polypeptide alpha helixes of the photofibrils of the human-hair microfibrous, respectively. When compared to the normal cases, the unhealthy cases including to the breast- and ovarian-cancer cases obtained higher normalized ratios of the x-ray diffracting peaks of 9.4 Å and 4.4 Å. This likely resulted from the varied distributions of microstructures by a molecular alteration. As an elemental analysis by x-ray fluorescence (XRF), the normalized quantitative ratios of zinc(Zn)/calcium(Ca) and iron(Fe)/calcium(Ca) were determined. Analogously, both Zn/Ca and Fe/Ca ratios of the unhealthy cases were obtained higher than both of the normal cases were. Combining the structural analysis by XRD measurements and the elemental analysis by XRF measurements exhibited that the modified fibrous microstructures of hair samples were in relation to their altered elemental compositions. Therefore, these microstructural and elemental analyses of hair samples will be benefit to associate with a diagnosis of cancer and genetic diseases. This functional method would lower a risk of such diseases by the early diagnosis. However, the high-intensity x-ray source, the highresolution x-ray detector, and more hair samples are necessarily desired to develop this x-ray technique and the efficiency would be enhanced by including the skin and fingernail samples with the human-hair analysis.Keywords: Human-hair analysis, XRD, SAXS, breast cancer, health-state indicator
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25628 Multistage Condition Monitoring System of Aircraft Gas Turbine Engine
Authors: A. M. Pashayev, D. D. Askerov, C. Ardil, R. A. Sadiqov, P. S. Abdullayev
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Researches show that probability-statistical methods application, especially at the early stage of the aviation Gas Turbine Engine (GTE) technical condition diagnosing, when the flight information has property of the fuzzy, limitation and uncertainty is unfounded. Hence the efficiency of application of new technology Soft Computing at these diagnosing stages with the using of the Fuzzy Logic and Neural Networks methods is considered. According to the purpose of this problem training with high accuracy of fuzzy multiple linear and non-linear models (fuzzy regression equations) which received on the statistical fuzzy data basis is made. For GTE technical condition more adequate model making dynamics of skewness and kurtosis coefficients- changes are analysed. Researches of skewness and kurtosis coefficients values- changes show that, distributions of GTE work parameters have fuzzy character. Hence consideration of fuzzy skewness and kurtosis coefficients is expedient. Investigation of the basic characteristics changes- dynamics of GTE work parameters allows drawing conclusion on necessity of the Fuzzy Statistical Analysis at preliminary identification of the engines' technical condition. Researches of correlation coefficients values- changes shows also on their fuzzy character. Therefore for models choice the application of the Fuzzy Correlation Analysis results is offered. At the information sufficiency is offered to use recurrent algorithm of aviation GTE technical condition identification (Hard Computing technology is used) on measurements of input and output parameters of the multiple linear and non-linear generalised models at presence of noise measured (the new recursive Least Squares Method (LSM)). The developed GTE condition monitoring system provides stageby- stage estimation of engine technical conditions. As application of the given technique the estimation of the new operating aviation engine technical condition was made.Keywords: aviation gas turbine engine, technical condition, fuzzy logic, neural networks, fuzzy statistics
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15607 Aircraft Gas Turbine Engines Technical Condition Identification System
Authors: A. M. Pashayev, C. Ardil, D. D. Askerov, R. A. Sadiqov, P. S. Abdullayev
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In this paper is shown that the probability-statistic methods application, especially at the early stage of the aviation gas turbine engine (GTE) technical condition diagnosing, when the flight information has property of the fuzzy, limitation and uncertainty is unfounded. Hence is considered the efficiency of application of new technology Soft Computing at these diagnosing stages with the using of the Fuzzy Logic and Neural Networks methods. Training with high accuracy of fuzzy multiple linear and non-linear models (fuzzy regression equations) which received on the statistical fuzzy data basis is made. Thus for GTE technical condition more adequate model making are analysed dynamics of skewness and kurtosis coefficients' changes. Researches of skewness and kurtosis coefficients values- changes show that, distributions of GTE work parameters have fuzzy character. Hence consideration of fuzzy skewness and kurtosis coefficients is expedient. Investigation of the basic characteristics changes- dynamics of GTE work parameters allows to draw conclusion on necessity of the Fuzzy Statistical Analysis at preliminary identification of the engines' technical condition. Researches of correlation coefficients values- changes shows also on their fuzzy character. Therefore for models choice the application of the Fuzzy Correlation Analysis results is offered. For checking of models adequacy is considered the Fuzzy Multiple Correlation Coefficient of Fuzzy Multiple Regression. At the information sufficiency is offered to use recurrent algorithm of aviation GTE technical condition identification (Hard Computing technology is used) on measurements of input and output parameters of the multiple linear and non-linear generalised models at presence of noise measured (the new recursive Least Squares Method (LSM)). The developed GTE condition monitoring system provides stage-bystage estimation of engine technical conditions. As application of the given technique the estimation of the new operating aviation engine temperature condition was made.
Keywords: Gas turbine engines, neural networks, fuzzy logic, fuzzy statistics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18936 Bounded Rational Heterogeneous Agents in Artificial Stock Markets: Literature Review and Research Direction
Authors: Talal Alsulaiman, Khaldoun Khashanah
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In this paper, we provided a literature survey on the artificial stock problem (ASM). The paper began by exploring the complexity of the stock market and the needs for ASM. ASM aims to investigate the link between individual behaviors (micro level) and financial market dynamics (macro level). The variety of patterns at the macro level is a function of the AFM complexity. The financial market system is a complex system where the relationship between the micro and macro level cannot be captured analytically. Computational approaches, such as simulation, are expected to comprehend this connection. Agent-based simulation is a simulation technique commonly used to build AFMs. The paper proceeds by discussing the components of the ASM. We consider the roles of behavioral finance (BF) alongside the traditionally risk-averse assumption in the construction of agent’s attributes. Also, the influence of social networks in the developing of agents interactions is addressed. Network topologies such as a small world, distance-based, and scale-free networks may be utilized to outline economic collaborations. In addition, the primary methods for developing agents learning and adaptive abilities have been summarized. These incorporated approach such as Genetic Algorithm, Genetic Programming, Artificial neural network and Reinforcement Learning. In addition, the most common statistical properties (the stylized facts) of stock that are used for calibration and validation of ASM are discussed. Besides, we have reviewed the major related previous studies and categorize the utilized approaches as a part of these studies. Finally, research directions and potential research questions are argued. The research directions of ASM may focus on the macro level by analyzing the market dynamic or on the micro level by investigating the wealth distributions of the agents.Keywords: Artificial stock markets, agent based simulation, bounded rationality, behavioral finance, artificial neural network, interaction, scale-free networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25175 Time-Domain Stator Current Condition Monitoring: Analyzing Point Failures Detection by Kolmogorov-Smirnov (K-S) Test
Authors: Najmeh Bolbolamiri, Maryam Setayesh Sanai, Ahmad Mirabadi
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This paper deals with condition monitoring of electric switch machine for railway points. Point machine, as a complex electro-mechanical device, switch the track between two alternative routes. There has been an increasing interest in railway safety and the optimal management of railway equipments maintenance, e.g. point machine, in order to enhance railway service quality and reduce system failure. This paper explores the development of Kolmogorov- Smirnov (K-S) test to detect some point failures (external to the machine, slide chairs, fixing, stretchers, etc), while the point machine (inside the machine) is in its proper condition. Time-domain stator Current signatures of normal (healthy) and faulty points are taken by 3 Hall Effect sensors and are analyzed by K-S test. The test is simulated by creating three types of such failures, namely putting a hard stone and a soft stone between stock rail and switch blades as obstacles and also slide chairs- friction. The test has been applied for those three faults which the results show that K-S test can effectively be developed for the aim of other point failures detection, which their current signatures deviate parametrically from the healthy current signature. K-S test as an analysis technique, assuming that any defect has a specific probability distribution. Empirical cumulative distribution functions (ECDF) are used to differentiate these probability distributions. This test works based on the null hypothesis that ECDF of target distribution is statistically similar to ECDF of reference distribution. Therefore by comparing a given current signature (as target signal) from unknown switch state to a number of template signatures (as reference signal) from known switch states, it is possible to identify which is the most likely state of the point machine under analysis.
Keywords: stator currents monitoring, railway points, point failures, fault detection and diagnosis, Kolmogorov-Smirnov test, time-domain analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18144 Numerical Solution of Steady Magnetohydrodynamic Boundary Layer Flow Due to Gyrotactic Microorganism for Williamson Nanofluid over Stretched Surface in the Presence of Exponential Internal Heat Generation
Authors: M. A. Talha, M. Osman Gani, M. Ferdows
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This paper focuses on the study of two dimensional magnetohydrodynamic (MHD) steady incompressible viscous Williamson nanofluid with exponential internal heat generation containing gyrotactic microorganism over a stretching sheet. The governing equations and auxiliary conditions are reduced to a set of non-linear coupled differential equations with the appropriate boundary conditions using similarity transformation. The transformed equations are solved numerically through spectral relaxation method. The influences of various parameters such as Williamson parameter γ, power constant λ, Prandtl number Pr, magnetic field parameter M, Peclet number Pe, Lewis number Le, Bioconvection Lewis number Lb, Brownian motion parameter Nb, thermophoresis parameter Nt, and bioconvection constant σ are studied to obtain the momentum, heat, mass and microorganism distributions. Moment, heat, mass and gyrotactic microorganism profiles are explored through graphs and tables. We computed the heat transfer rate, mass flux rate and the density number of the motile microorganism near the surface. Our numerical results are in better agreement in comparison with existing calculations. The Residual error of our obtained solutions is determined in order to see the convergence rate against iteration. Faster convergence is achieved when internal heat generation is absent. The effect of magnetic parameter M decreases the momentum boundary layer thickness but increases the thermal boundary layer thickness. It is apparent that bioconvection Lewis number and bioconvection parameter has a pronounced effect on microorganism boundary. Increasing brownian motion parameter and Lewis number decreases the thermal boundary layer. Furthermore, magnetic field parameter and thermophoresis parameter has an induced effect on concentration profiles.
Keywords: Convection flow, internal heat generation, similarity, spectral method, numerical analysis, Williamson nanofluid.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9593 Trimmed Mean as an Adaptive Robust Estimator of a Location Parameter for Weibull Distribution
Authors: Carolina B. Baguio
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One of the purposes of the robust method of estimation is to reduce the influence of outliers in the data, on the estimates. The outliers arise from gross errors or contamination from distributions with long tails. The trimmed mean is a robust estimate. This means that it is not sensitive to violation of distributional assumptions of the data. It is called an adaptive estimate when the trimming proportion is determined from the data rather than being fixed a “priori-. The main objective of this study is to find out the robustness properties of the adaptive trimmed means in terms of efficiency, high breakdown point and influence function. Specifically, it seeks to find out the magnitude of the trimming proportion of the adaptive trimmed mean which will yield efficient and robust estimates of the parameter for data which follow a modified Weibull distribution with parameter λ = 1/2 , where the trimming proportion is determined by a ratio of two trimmed means defined as the tail length. Secondly, the asymptotic properties of the tail length and the trimmed means are also investigated. Finally, a comparison is made on the efficiency of the adaptive trimmed means in terms of the standard deviation for the trimming proportions and when these were fixed a “priori". The asymptotic tail lengths defined as the ratio of two trimmed means and the asymptotic variances were computed by using the formulas derived. While the values of the standard deviations for the derived tail lengths for data of size 40 simulated from a Weibull distribution were computed for 100 iterations using a computer program written in Pascal language. The findings of the study revealed that the tail lengths of the Weibull distribution increase in magnitudes as the trimming proportions increase, the measure of the tail length and the adaptive trimmed mean are asymptotically independent as the number of observations n becomes very large or approaching infinity, the tail length is asymptotically distributed as the ratio of two independent normal random variables, and the asymptotic variances decrease as the trimming proportions increase. The simulation study revealed empirically that the standard error of the adaptive trimmed mean using the ratio of tail lengths is relatively smaller for different values of trimming proportions than its counterpart when the trimming proportions were fixed a 'priori'.Keywords: Adaptive robust estimate, asymptotic efficiency, breakdown point, influence function, L-estimates, location parameter, tail length, Weibull distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20622 Bed Evolution under One-Episode Flushing in a Truck Sewer in Paris, France
Authors: Gashin Shahsavari, Gilles Arnaud-Fassetta, Roberto Bertilotti, Alberto Campisano, Fabien Riou
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Sewer deposits have been identified as a major cause of dysfunctions in combined sewer systems regarding sewer management, which induces different negative consequents resulting in poor hydraulic conveyance, environmental damages as well as worker’s health. In order to overcome the problematics of sedimentation, flushing has been considered as the most operative and cost-effective way to minimize the sediments impacts and prevent such challenges. Flushing, by prompting turbulent wave effects, can modify the bed form depending on the hydraulic properties and geometrical characteristics of the conduit. So far, the dynamics of the bed-load during high-flow events in combined sewer systems as a complex environment is not well understood, mostly due to lack of measuring devices capable to work in the “hostile” in combined sewer system correctly. In this regards, a one-episode flushing issue from an opening gate valve with weir function was carried out in a trunk sewer in Paris to understand its cleansing efficiency on the sediments (thickness: 0-30 cm). During more than 1h of flushing within 5 m distance in downstream of this flushing device, a maximum flowrate and a maximum level of water have been recorded at 5 m in downstream of the gate as 4.1 m3/s and 2.1 m respectively. This paper is aimed to evaluate the efficiency of this type of gate for around 1.1 km (from the point -50 m to +1050 m in downstream from the gate) by (i) determining bed grain-size distribution and sediments evolution through the sewer channel, as well as their organic matter content, and (ii) identifying sections that exhibit more changes in their texture after the flush. For the first one, two series of sampling were taken from the sewer length and then analyzed in laboratory, one before flushing and second after, at same points among the sewer channel. Hence, a non-intrusive sampling instrument has undertaken to extract the sediments smaller than the fine gravels. The comparison between sediments texture after the flush operation and the initial state, revealed the most modified zones by the flush effect, regarding the sewer invert slope and hydraulic parameters in the zone up to 400 m from the gate. At this distance, despite the increase of sediment grain-size rages, D50 (median grainsize) varies between 0.6 mm and 1.1 mm compared to 0.8 mm and 10 mm before and after flushing, respectively. Overall, regarding the sewer channel invert slope, results indicate that grains smaller than sands (< 2 mm) are more transported to downstream along about 400 m from the gate: in average 69% before against 38% after the flush with more dispersion of grain-sizes distributions. Furthermore, high effect of the channel bed irregularities on the bed material evolution has been observed after the flush.Keywords: Bed-material load evolution, combined sewer systems, flushing efficiency, sediment transport.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19641 Modelling of Groundwater Resources for Al-Najaf City, Iraq
Authors: Hayder H. Kareem, Shunqi Pan
Abstract:
Groundwater is a vital water resource in many areas in the world, particularly in the Middle-East region where the water resources become scarce and depleting. Sustainable management and planning of the groundwater resources become essential and urgent given the impact of the global climate change. In the recent years, numerical models have been widely used to predict the flow pattern and assess the water resources security, as well as the groundwater quality affected by the contaminants transported. In this study, MODFLOW is used to study the current status of groundwater resources and the risk of water resource security in the region centred at Al-Najaf City, which is located in the mid-west of Iraq and adjacent to the Euphrates River. In this study, a conceptual model is built using the geologic and hydrogeologic collected for the region, together with the Digital Elevation Model (DEM) data obtained from the "Global Land Cover Facility" (GLCF) and "United State Geological Survey" (USGS) for the study area. The computer model is also implemented with the distributions of 69 wells in the area with the steady pro-defined hydraulic head along its boundaries. The model is then applied with the recharge rate (from precipitation) of 7.55 mm/year, given from the analysis of the field data in the study area for the period of 1980-2014. The hydraulic conductivity from the measurements at the locations of wells is interpolated for model use. The model is calibrated with the measured hydraulic heads at the locations of 50 of 69 wells in the domain and results show a good agreement. The standard-error-of-estimate (SEE), root-mean-square errors (RMSE), Normalized RMSE and correlation coefficient are 0.297 m, 2.087 m, 6.899% and 0.971 respectively. Sensitivity analysis is also carried out, and it is found that the model is sensitive to recharge, particularly when the rate is greater than (15mm/year). Hydraulic conductivity is found to be another parameter which can affect the results significantly, therefore it requires high quality field data. The results show that there is a general flow pattern from the west to east of the study area, which agrees well with the observations and the gradient of the ground surface. It is found that with the current operational pumping rates of the wells in the area, a dry area is resulted in Al-Najaf City due to the large quantity of groundwater withdrawn. The computed water balance with the current operational pumping quantity shows that the Euphrates River supplies water into the groundwater of approximately 11759 m3/day, instead of gaining water of 11178 m3/day from the groundwater if no pumping from the wells. It is expected that the results obtained from the study can provide important information for the sustainable and effective planning and management of the regional groundwater resources for Al-Najaf City.Keywords: Al-Najaf city, conceptual modelling, groundwater, unconfined aquifer, visual MODFLOW.
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