Search results for: role-based models
2253 Analytical Solution of the Boundary Value Problem of Delaminated Doubly-Curved Composite Shells
Authors: András Szekrényes
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Delamination is one of the major failure modes in laminated composite structures. Delamination tips are mostly captured by spatial numerical models in order to predict crack growth. This paper presents some mechanical models of delaminated composite shells based on shallow shell theories. The mechanical fields are based on a third-order displacement field in terms of the through-thickness coordinate of the laminated shell. The undelaminated and delaminated parts are captured by separate models and the continuity and boundary conditions are also formulated in a general way providing a large size boundary value problem. The system of differential equations is solved by the state space method for an elliptic delaminated shell having simply supported edges. The comparison of the proposed and a numerical model indicates that the primary indicator of the model is the deflection, the secondary is the widthwise distribution of the energy release rate. The model is promising and suitable to determine accurately the J-integral distribution along the delamination front. Based on the proposed model it is also possible to develop finite elements which are able to replace the computationally expensive spatial models of delaminated structures.
Keywords: J-integral, Lévy method, third-order shell theory, state space solution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5982252 Statistical Models of Network Traffic
Authors: Barath Kumar, Oliver Niggemann, Juergen Jasperneite
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Model-based approaches have been applied successfully to a wide range of tasks such as specification, simulation, testing, and diagnosis. But one bottleneck often prevents the introduction of these ideas: Manual modeling is a non-trivial, time-consuming task. Automatically deriving models by observing and analyzing running systems is one possible way to amend this bottleneck. To derive a model automatically, some a-priori knowledge about the model structure–i.e. about the system–must exist. Such a model formalism would be used as follows: (i) By observing the network traffic, a model of the long-term system behavior could be generated automatically, (ii) Test vectors can be generated from the model, (iii) While the system is running, the model could be used to diagnose non-normal system behavior. The main contribution of this paper is the introduction of a model formalism called 'probabilistic regression automaton' suitable for the tasks mentioned above.Keywords: Model-based approach, Probabilistic regression automata, Statistical models and Timed automata.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15382251 Investigations of Flow Field with Different Turbulence Models on NREL Phase VI Blade
Authors: T. Y. Liu, C. H Lin., Y. M Ferng
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Wind energy is one of the clean renewable energy. However, the low frequency (20-200HZ) noise generated from the wind turbine blades, which bothers the residents, becomes the major problem to be developed. It is useful for predicting the aerodynamic noise by flow field and pressure distribution analysis on the wind turbine blades. Therefore, the main objective of this study is to use different turbulence models to analyze the flow field and pressure distributions of the wing blades.
Three-dimensional Computation Fluid Dynamics (CFD) simulation of the flow field was used to calculate the flow phenomena for the National Renewable Energy Laboratory (NREL) Phase VI horizontal axis wind turbine rotor. Two different flow cases with different wind speeds were investigated: 7m/s with 72rpm and 15m/s with 72rpm.
Four kinds of RANS-based turbulence models, Standard k-ε, Realizable k-ε, SST k-ω, and v2f, were used to predict and analyze the results in the present work. The results show that the predictions on pressure distributions with SST k-ω and v2f turbulence models have good agreements with experimental data.
Keywords: Horizontal Axis Wind Turbine, turbulence model, noise.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21602250 Ontologies for Social Media Digital Evidence
Authors: Edlira Kalemi, Sule Yildirim-Yayilgan
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Online Social Networks (OSNs) are nowadays being used widely and intensively for crime investigation and prevention activities. As they provide a lot of information they are used by the law enforcement and intelligence. An extensive review on existing solutions and models for collecting intelligence from this source of information and making use of it for solving crimes has been presented in this article. The main focus is on smart solutions and models where ontologies have been used as the main approach for representing criminal domain knowledge. A framework for a prototype ontology named SC-Ont will be described. This defines terms of the criminal domain ontology and the relations between them. The terms and the relations are extracted during both this review and the discussions carried out with domain experts. The development of SC-Ont is still ongoing work, where in this paper, we report mainly on the motivation for using smart ontology models and the possible benefits of using them for solving crimes.
Keywords: Criminal digital evidence, social media, ontologies, reasoning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23772249 Short-Term Electric Load Forecasting Using Multiple Gaussian Process Models
Authors: Tomohiro Hachino, Hitoshi Takata, Seiji Fukushima, Yasutaka Igarashi
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This paper presents a Gaussian process model-based short-term electric load forecasting. The Gaussian process model is a nonparametric model and the output of the model has Gaussian distribution with mean and variance. The multiple Gaussian process models as every hour ahead predictors are used to forecast future electric load demands up to 24 hours ahead in accordance with the direct forecasting approach. The separable least-squares approach that combines the linear least-squares method and genetic algorithm is applied to train these Gaussian process models. Simulation results are shown to demonstrate the effectiveness of the proposed electric load forecasting.
Keywords: Direct method, electric load forecasting, Gaussian process model, genetic algorithm, separable least-squares method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19832248 Methodologies for Crack Initiation in Welded Joints Applied to Inspection Planning
Authors: Guang Zou, Kian Banisoleiman, Arturo González
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Crack initiation and propagation threatens structural integrity of welded joints and normally inspections are assigned based on crack propagation models. However, the approach based on crack propagation models may not be applicable for some high-quality welded joints, because the initial flaws in them may be so small that it may take long time for the flaws to develop into a detectable size. This raises a concern regarding the inspection planning of high-quality welded joins, as there is no generally acceptable approach for modeling the whole fatigue process that includes the crack initiation period. In order to address the issue, this paper reviews treatment methods for crack initiation period and initial crack size in crack propagation models applied to inspection planning. Generally, there are four approaches, by: 1) Neglecting the crack initiation period and fitting a probabilistic distribution for initial crack size based on statistical data; 2) Extrapolating the crack propagation stage to a very small fictitious initial crack size, so that the whole fatigue process can be modeled by crack propagation models; 3) Assuming a fixed detectable initial crack size and fitting a probabilistic distribution for crack initiation time based on specimen tests; and, 4) Modeling the crack initiation and propagation stage separately using small crack growth theories and Paris law or similar models. The conclusion is that in view of trade-off between accuracy and computation efforts, calibration of a small fictitious initial crack size to S-N curves is the most efficient approach.
Keywords: Crack initiation, fatigue reliability, inspection planning, welded joints.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13962247 Synthetic Daily Flow Duration Curves for the Çoruh River Basin, Turkey
Authors: Fatih Tosunoğlu, İbrahim Can
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The flow duration curve (FDC) is an informative method that represents the flow regime’s properties for a river basin. Therefore, the FDC is widely used for water resource projects such as hydropower, water supply, irrigation and water quality management. The primary purpose of this study is to obtain synthetic daily flow duration curves for Çoruh Basin, Turkey. For this aim, we firstly developed univariate auto-regressive moving average (ARMA) models for daily flows of 9 stations located in Çoruh basin and then these models were used to generate 100 synthetic flow series each having same size as historical series. Secondly, flow duration curves of each synthetic series were drawn and the flow values exceeded 10, 50 and 95% of the time and 95% confidence limit of these flows were calculated. As a result, flood, mean and low flows potential of Çoruh basin will comprehensively be represented.Keywords: ARMA models, Çoruh basin, flow duration curve, Turkey.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 37892246 A Quantitative Approach to Strategic Design of Component-Based Business Process Models
Authors: Eakong Atiptamvaree, Twittie Senivongse
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A new paradigm for software design and development models software by its business process, translates the model into a process execution language, and has it run by a supporting execution engine. This process-oriented paradigm promotes modeling of software by less technical users or business analysts as well as rapid development. Since business process models may be shared by different organizations and sometimes even by different business domains, it is interesting to apply a technique used in traditional software component technology to design reusable business processes. This paper discusses an approach to apply a technique for software component fabrication to the design of process-oriented software units, called process components. These process components result from decomposing a business process of a particular application domain into subprocesses with an aim that the process components can be reusable in different process-based software models. The approach is quantitative because the quality of process component design is measured from technical features of the process components. The approach is also strategic because the measured quality is determined against business-oriented component management goals. A software tool has been developed to measure how good a process component design is, according to the required managerial goals and comparing to other designs. We also discuss how we benefit from reusable process components.
Keywords: Business process model, process component, component management goals, measurement
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16742245 A Comparative Study on ANN, ANFIS and SVM Methods for Computing Resonant Frequency of A-Shaped Compact Microstrip Antennas
Authors: Ahmet Kayabasi, Ali Akdagli
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In this study, three robust predicting methods, namely artificial neural network (ANN), adaptive neuro fuzzy inference system (ANFIS) and support vector machine (SVM) were used for computing the resonant frequency of A-shaped compact microstrip antennas (ACMAs) operating at UHF band. Firstly, the resonant frequencies of 144 ACMAs with various dimensions and electrical parameters were simulated with the help of IE3D™ based on method of moment (MoM). The ANN, ANFIS and SVM models for computing the resonant frequency were then built by considering the simulation data. 124 simulated ACMAs were utilized for training and the remaining 20 ACMAs were used for testing the ANN, ANFIS and SVM models. The performance of the ANN, ANFIS and SVM models are compared in the training and test process. The average percentage errors (APE) regarding the computed resonant frequencies for training of the ANN, ANFIS and SVM were obtained as 0.457%, 0.399% and 0.600%, respectively. The constructed models were then tested and APE values as 0.601% for ANN, 0.744% for ANFIS and 0.623% for SVM were achieved. The results obtained here show that ANN, ANFIS and SVM methods can be successfully applied to compute the resonant frequency of ACMAs, since they are useful and versatile methods that yield accurate results.Keywords: A-shaped compact microstrip antenna, Artificial Neural Network (ANN), adaptive Neuro-Fuzzy Inference System (ANFIS), Support Vector Machine (SVM).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22142244 Wheat Yield Prediction through Agro Meteorological Indices for Ardebil District
Authors: Fariba Esfandiary, Ghafoor Aghaie, Ali Dolati Mehr
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Wheat prediction was carried out using different meteorological variables together with agro meteorological indices in Ardebil district for the years 2004-2005 & 2005–2006. On the basis of correlation coefficients, standard error of estimate as well as relative deviation of predicted yield from actual yield using different statistical models, the best subset of agro meteorological indices were selected including daily minimum temperature (Tmin), accumulated difference of maximum & minimum temperatures (TD), growing degree days (GDD), accumulated water vapor pressure deficit (VPD), sunshine hours (SH) & potential evapotranspiration (PET). Yield prediction was done two months in advance before harvesting time which was coincide with commencement of reproductive stage of wheat (5th of June). It revealed that in the final statistical models, 83% of wheat yield variability was accounted for variation in above agro meteorological indices.
Keywords: Wheat yields prediction, agro meteorological indices, statistical models
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21422243 Fuzzy Estimation of Parameters in Statistical Models
Authors: A. Falsafain, S. M. Taheri, M. Mashinchi
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Using a set of confidence intervals, we develop a common approach, to construct a fuzzy set as an estimator for unknown parameters in statistical models. We investigate a method to derive the explicit and unique membership function of such fuzzy estimators. The proposed method has been used to derive the fuzzy estimators of the parameters of a Normal distribution and some functions of parameters of two Normal distributions, as well as the parameters of the Exponential and Poisson distributions.Keywords: Confidence interval. Fuzzy number. Fuzzy estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22702242 Artificial Intelligence-Based Detection of Individuals Suffering from Vestibular Disorder
Authors: D. Hişam, S. İkizoğlu
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Identifying the problem behind balance disorder is one of the most interesting topics in medical literature. This study has considerably enhanced the development of artificial intelligence (AI) algorithms applying multiple machine learning (ML) models to sensory data on gait collected from humans to classify between normal people and those suffering from Vestibular System (VS) problems. Although AI is widely utilized as a diagnostic tool in medicine, AI models have not been used to perform feature extraction and identify VS disorders through training on raw data. In this study, three ML models, the Random Forest Classifier (RF), Extreme Gradient Boosting (XGB), and K-Nearest Neighbor (KNN), have been trained to detect VS disorder, and the performance comparison of the algorithms has been made using accuracy, recall, precision, and f1-score. With an accuracy of 95.28 %, Random Forest (RF) Classifier was the most accurate model.
Keywords: Vestibular disorder, machine learning, random forest classifier, k-nearest neighbor, extreme gradient boosting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1662241 Statistical Analysis and Impact Forecasting of Connected and Autonomous Vehicles on the Environment: Case Study in the State of Maryland
Authors: Alireza Ansariyar, Safieh Laaly
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Over the last decades, the vehicle industry has shown increased interest in integrating autonomous, connected, and electrical technologies in vehicle design with the primary hope of improving mobility and road safety while reducing transportation’s environmental impact. Using the State of Maryland (M.D.) in the United States as a pilot study, this research investigates Connected and Autonomous Vehicles (CAVs) fuel consumption and air pollutants including Carbon Monoxide (CO), Particulate Matter (PM), and Nitrogen Oxides (NOx) and utilizes meaningful linear regression models to predict CAV’s environmental effects. Maryland transportation network was simulated in VISUM software, and data on a set of variables were collected through a comprehensive survey. The number of pollutants and fuel consumption were obtained for the time interval 2010 to 2021 from the macro simulation. Eventually, four linear regression models were proposed to predict the amount of C.O., NOx, PM pollutants, and fuel consumption in the future. The results highlighted that CAVs’ pollutants and fuel consumption have a significant correlation with the income, age, and race of the CAV customers. Furthermore, the reliability of four statistical models was compared with the reliability of macro simulation model outputs in the year 2030. The error of three pollutants and fuel consumption was obtained at less than 9% by statistical models in SPSS. This study is expected to assist researchers and policymakers with planning decisions to reduce CAV environmental impacts in M.D.
Keywords: Connected and autonomous vehicles, statistical model, environmental effects, pollutants and fuel consumption, VISUM, linear regression models.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4602240 Lean Impact Analysis Assessment Models: Development of a Lean Measurement Structural Model
Authors: Catherine Maware, Olufemi Adetunji
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The paper is aimed at developing a model to measure the impact of Lean manufacturing deployment on organizational performance. The model will help industry practitioners to assess the impact of implementing Lean constructs on organizational performance. It will also harmonize the measurement models of Lean performance with the house of Lean that seems to have become the industry standard. The sheer number of measurement models for impact assessment of Lean implementation makes it difficult for new adopters to select an appropriate assessment model or deployment methodology. A literature review is conducted to classify the Lean performance model. Pareto analysis is used to select the Lean constructs for the development of the model. The model is further formalized through the use of Structural Equation Modeling (SEM) in defining the underlying latent structure of a Lean system. An impact assessment measurement model developed can be used to measure Lean performance and can be adopted by different industries.
Keywords: Impact measurement model, lean bundles, lean manufacturing, organizational performance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12242239 Breast Cancer Prediction Using Score-Level Fusion of Machine Learning and Deep Learning Models
Authors: [email protected]
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Breast cancer is one of the most common types in women. Early prediction of breast cancer helps physicians detect cancer in its early stages. Big cancer data need a very powerful tool to analyze and extract predictions. Machine learning and deep learning are two of the most efficient tools for predicting cancer based on textual data. In this study, we developed a fusion model of two machine learning and deep learning models. To obtain the final prediction, Long-Short Term Memory (LSTM), ensemble learning with hyper parameters optimization, and score-level fusion is used. Experiments are done on the Breast Cancer Surveillance Consortium (BCSC) dataset after balancing and grouping the class categories. Five different training scenarios are used, and the tests show that the designed fusion model improved the performance by 3.3% compared to the individual models.
Keywords: Machine learning, Deep learning, cancer prediction, breast cancer, LSTM, Score-Level Fusion.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3992238 Investigation of Drying Kinetics of Viscose Yarn Bobbins
Authors: Ugur Akyol, Dinçer Akal, Ahmet Cihan, Kamil Kahveci
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This study is concerned with the investigation of the suitability of several empirical and semi-empirical drying models available in the literature to define drying behavior of viscose yarn bobbins. For this purpose, firstly, experimental drying behaviour of viscose bobbins was determined on an experimental dryer setup which was designed and manufactured based on hot-air bobbin dryers used in textile industry. Afterwards, drying models considered were fitted to the experimentally obtained moisture ratios. Drying parameters were drying temperature and bobbin diameter. The fit was performed by selecting the values for constants in the models in such a way that these values make the sum of the squared differences between the experimental and the model results for moisture ratio minimum. Suitability of fitting was specified as comparing the correlation coefficient, standard error and mean square deviation. The results show that the most appropriate model in describing the drying curves of viscose bobbins is the Page model.Keywords: Drying, moisture ratio, Page model, viscose
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17502237 Multi-Layer Perceptron and Radial Basis Function Neural Network Models for Classification of Diabetic Retinopathy Disease Using Video-Oculography Signals
Authors: Ceren Kaya, Okan Erkaymaz, Orhan Ayar, Mahmut Özer
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Diabetes Mellitus (Diabetes) is a disease based on insulin hormone disorders and causes high blood glucose. Clinical findings determine that diabetes can be diagnosed by electrophysiological signals obtained from the vital organs. 'Diabetic Retinopathy' is one of the most common eye diseases resulting on diabetes and it is the leading cause of vision loss due to structural alteration of the retinal layer vessels. In this study, features of horizontal and vertical Video-Oculography (VOG) signals have been used to classify non-proliferative and proliferative diabetic retinopathy disease. Twenty-five features are acquired by using discrete wavelet transform with VOG signals which are taken from 21 subjects. Two models, based on multi-layer perceptron and radial basis function, are recommended in the diagnosis of Diabetic Retinopathy. The proposed models also can detect level of the disease. We show comparative classification performance of the proposed models. Our results show that proposed the RBF model (100%) results in better classification performance than the MLP model (94%).
Keywords: Diabetic retinopathy, discrete wavelet transform, multi-layer perceptron, radial basis function, video-oculography.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13442236 Variation of CONWIP Systems
Authors: Joshua Prakash, Chin Jeng Feng
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The paper describes the workings for four models of CONWIP systems used till date; the basic CONWIP system, the hybrid CONWIP system, the multi-product CONWIP system, and the parallel CONWIP system. The final novel model is introduced in this paper in a general form. These models may be adopted for analysis for both simulation studies and implementation on the shop floor. For each model, input parameters of interest are highlighted and their impacts on several system performance measures are addressed.Keywords: CONWIP, hybrid CONWIP, mixed CONWIP, multi-product CONWIP.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23232235 Spatial Time Series Models for Rice and Cassava Yields Based On Bayesian Linear Mixed Models
Authors: Panudet Saengseedam, Nanthachai Kantanantha
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This paper proposes a linear mixed model (LMM) with spatial effects to forecast rice and cassava yields in Thailand at the same time. A multivariate conditional autoregressive (MCAR) model is assumed to present the spatial effects. A Bayesian method is used for parameter estimation via Gibbs sampling Markov Chain Monte Carlo (MCMC). The model is applied to the rice and cassava yields monthly data which have been extracted from the Office of Agricultural Economics, Ministry of Agriculture and Cooperatives of Thailand. The results show that the proposed model has better performance in most provinces in both fitting part and validation part compared to the simple exponential smoothing and conditional auto regressive models (CAR) from our previous study.
Keywords: Bayesian method, Linear mixed model, Multivariate conditional autoregressive model, Spatial time series.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22452234 Logistics Outsourcing: Performance Models and Financial and Operational Indicators
Authors: Carlos Sanchís-Pedregosa, José A. D. M achuca, María del Mar González-Zamora
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The growing outsourcing of logistics services resulting from the ongoing current in firms of costs reduction/increased efficiency means that it is becoming more and more important for the companies doing the outsourcing to carry out a proper evaluation. The multiple definitions and measures of logistics service performance found in research on the topic create a certain degree of confusion and do not clear the way towards the proper measurement of their performance. Do a model and a specific set of indicators exist that can be considered appropriate for measuring the performance of logistics services outsourcing in industrial environments? Are said indicators in keeping with the objectives pursued by outsourcing? We aim to answer these and other research questions in the study we have initiated in the field within the framework of the international High Performance Manufacturing (HPM) project of which this paper forms part. As the first stage of this research, this paper reviews articles dealing with the topic published in the last 15 years with the aim of detecting the models most used to make this measurement and determining which performance indicators are proposed as part of said models and which are most used. The first steps are also taken in determining whether these indicators, financial and operational, cover the aims that are being pursued when outsourcing logistics services. The findings show there is a wide variety of both models and indicators used. This would seem to testify to the need to continue with our research in order to try to propose a model and a set of indicators for measuring the performance of logistics services outsourcing in industrial environments.Keywords: Logistics, objectives, outsourcing, performancemeasurement systems
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21342233 Vibration of a Beam on an Elastic Foundation Using the Variational Iteration Method
Authors: Desmond Adair, Kairat Ismailov, Martin Jaeger
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Modelling of Timoshenko beams on elastic foundations has been widely used in the analysis of buildings, geotechnical problems, and, railway and aerospace structures. For the elastic foundation, the most widely used models are one-parameter mechanical models or two-parameter models to include continuity and cohesion of typical foundations, with the two-parameter usually considered the better of the two. Knowledge of free vibration characteristics of beams on an elastic foundation is considered necessary for optimal design solutions in many engineering applications, and in this work, the efficient and accurate variational iteration method is developed and used to calculate natural frequencies of a Timoshenko beam on a two-parameter foundation. The variational iteration method is a technique capable of dealing with some linear and non-linear problems in an easy and efficient way. The calculations are compared with those using a finite-element method and other analytical solutions, and it is shown that the results are accurate and are obtained efficiently. It is found that the effect of the presence of the two-parameter foundation is to increase the beam’s natural frequencies and this is thought to be because of the shear-layer stiffness, which has an effect on the elastic stiffness. By setting the two-parameter model’s stiffness parameter to zero, it is possible to obtain a one-parameter foundation model, and so, comparison between the two foundation models is also made.
Keywords: Timoshenko beam, variational iteration method, two-parameter elastic foundation model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9752232 VaR Forecasting in Times of Increased Volatility
Authors: Ivo Jánský, Milan Rippel
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The paper evaluates several hundred one-day-ahead VaR forecasting models in the time period between the years 2004 and 2009 on data from six world stock indices - DJI, GSPC, IXIC, FTSE, GDAXI and N225. The models model mean using the ARMA processes with up to two lags and variance with one of GARCH, EGARCH or TARCH processes with up to two lags. The models are estimated on the data from the in-sample period and their forecasting accuracy is evaluated on the out-of-sample data, which are more volatile. The main aim of the paper is to test whether a model estimated on data with lower volatility can be used in periods with higher volatility. The evaluation is based on the conditional coverage test and is performed on each stock index separately. The primary result of the paper is that the volatility is best modelled using a GARCH process and that an ARMA process pattern cannot be found in analyzed time series.Keywords: VaR, risk analysis, conditional volatility, garch, egarch, tarch, moving average process, autoregressive process
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14272231 Crash Severity Modeling in Urban Highways Using Backward Regression Method
Authors: F. Rezaie Moghaddam, T. Rezaie Moghaddam, M. Pasbani Khiavi, M. Ali Ghorbani
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Identifying and classifying intersections according to severity is very important for implementation of safety related counter measures and effective models are needed to compare and assess the severity. Highway safety organizations have considered intersection safety among their priorities. In spite of significant advances in highways safety, the large numbers of crashes with high severities still occur in the highways. Investigation of influential factors on crashes enables engineers to carry out calculations in order to reduce crash severity. Previous studies lacked a model capable of simultaneous illustration of the influence of human factors, road, vehicle, weather conditions and traffic features including traffic volume and flow speed on the crash severity. Thus, this paper is aimed at developing the models to illustrate the simultaneous influence of these variables on the crash severity in urban highways. The models represented in this study have been developed using binary Logit Models. SPSS software has been used to calibrate the models. It must be mentioned that backward regression method in SPSS was used to identify the significant variables in the model. Consider to obtained results it can be concluded that the main factor in increasing of crash severity in urban highways are driver age, movement with reverse gear, technical defect of the vehicle, vehicle collision with motorcycle and bicycle, bridge, frontal impact collisions, frontal-lateral collisions and multi-vehicle crashes in urban highways which always increase the crash severity in urban highways.Keywords: Backward regression, crash severity, speed, urbanhighways.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19202230 A Study of Two Disease Models: With and Without Incubation Period
Authors: H. C. Chinwenyi, H. D. Ibrahim, J. O. Adekunle
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The incubation period is defined as the time from infection with a microorganism to development of symptoms. In this research, two disease models: one with incubation period and another without incubation period were studied. The study involves the use of a mathematical model with a single incubation period. The test for the existence and stability of the disease free and the endemic equilibrium states for both models were carried out. The fourth order Runge-Kutta method was used to solve both models numerically. Finally, a computer program in MATLAB was developed to run the numerical experiments. From the results, we are able to show that the endemic equilibrium state of the model with incubation period is locally asymptotically stable whereas the endemic equilibrium state of the model without incubation period is unstable under certain conditions on the given model parameters. It was also established that the disease free equilibrium states of the model with and without incubation period are locally asymptotically stable. Furthermore, results from numerical experiments using empirical data obtained from Nigeria Centre for Disease Control (NCDC) showed that the overall population of the infected people for the model with incubation period is higher than that without incubation period. We also established from the results obtained that as the transmission rate from susceptible to infected population increases, the peak values of the infected population for the model with incubation period decrease and are always less than those for the model without incubation period.
Keywords: Asymptotic stability, incubation period, Routh-Hurwitz criterion, Runge Kutta method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6832229 Effect of Including Thermal Process on Spot Welded and Weld-Bonded Joints
Authors: Essam A. Al-Bahkali
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A three-dimensional finite element modeling for austenitic stainless steel AISI 304 annealed condition sheets of 1.0 mm thickness are developed using ABAQUS® software. This includes spot welded and weld bonded joints models. Both models undergo thermal heat caused by spot welding process and then are subjected to axial load up to the failure point. The properties of elastic and plastic regions, modulus of elasticity, fracture limit, nugget and heat affected zones are determined. Complete loaddisplacement curve for each joining model is obtained and compared with the experiment data and with the finite element models without including the effect of thermal process. In general, the results obtained for both spot welded and weld-bonded joints affected by thermal process showed an excellent agreement with the experimental data.
Keywords: Heat Affected Zone, Spot Welded, Thermal Process, Weld-Bonded.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15932228 Improving University Operations with Data Mining: Predicting Student Performance
Authors: Mladen Dragičević, Mirjana Pejić Bach, Vanja Šimičević
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The purpose of this paper is to develop models that would enable predicting student success. These models could improve allocation of students among colleges and optimize the newly introduced model of government subsidies for higher education. For the purpose of collecting data, an anonymous survey was carried out in the last year of undergraduate degree student population using random sampling method. Decision trees were created of which two have been chosen that were most successful in predicting student success based on two criteria: Grade Point Average (GPA) and time that a student needs to finish the undergraduate program (time-to-degree). Decision trees have been shown as a good method of classification student success and they could be even more improved by increasing survey sample and developing specialized decision trees for each type of college. These types of methods have a big potential for use in decision support systems.
Keywords: Data mining, knowledge discovery in databases, prediction models, student success.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25382227 Modeling of Reinforcement in Concrete Beams Using Machine Learning Tools
Authors: Yogesh Aggarwal
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The paper discusses the results obtained to predict reinforcement in singly reinforced beam using Neural Net (NN), Support Vector Machines (SVM-s) and Tree Based Models. Major advantage of SVM-s over NN is of minimizing a bound on the generalization error of model rather than minimizing a bound on mean square error over the data set as done in NN. Tree Based approach divides the problem into a small number of sub problems to reach at a conclusion. Number of data was created for different parameters of beam to calculate the reinforcement using limit state method for creation of models and validation. The results from this study suggest a remarkably good performance of tree based and SVM-s models. Further, this study found that these two techniques work well and even better than Neural Network methods. A comparison of predicted values with actual values suggests a very good correlation coefficient with all four techniques.Keywords: Linear Regression, M5 Model Tree, Neural Network, Support Vector Machines.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20332226 Drilling of Glass Sheets by Abrasive Jet Machining
Authors: A. El-Domiaty, H. M. Abd El-Hafez, M. A. Shaker
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Drilling of glass sheets with different thicknesses have been carried out by Abrasive Jet Machining process (AJM) in order to determine its machinability under different controlling parameters of the AJM process. The present study has been introduced a mathematical model and the obtained results have been compared with that obtained from other models published earlier [1-6]. The experimental results of the present work are used to discuss the validity of the proposed model as well as the other models.Keywords: Abrasive Jet Machining, Erosion rate, Glass, Mathematical model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 39422225 Evolutionary Training of Hybrid Systems of Recurrent Neural Networks and Hidden Markov Models
Authors: Rohitash Chandra, Christian W. Omlin
Abstract:
We present a hybrid architecture of recurrent neural networks (RNNs) inspired by hidden Markov models (HMMs). We train the hybrid architecture using genetic algorithms to learn and represent dynamical systems. We train the hybrid architecture on a set of deterministic finite-state automata strings and observe the generalization performance of the hybrid architecture when presented with a new set of strings which were not present in the training data set. In this way, we show that the hybrid system of HMM and RNN can learn and represent deterministic finite-state automata. We ran experiments with different sets of population sizes in the genetic algorithm; we also ran experiments to find out which weight initializations were best for training the hybrid architecture. The results show that the hybrid architecture of recurrent neural networks inspired by hidden Markov models can train and represent dynamical systems. The best training and generalization performance is achieved when the hybrid architecture is initialized with random real weight values of range -15 to 15.Keywords: Deterministic finite-state automata, genetic algorithm, hidden Markov models, hybrid systems and recurrent neural networks.
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Authors: Sourabh Agrawal, Ashok K. Jain
Abstract:
Stick models are widely used in studying the behaviour of straight as well as skew bridges and viaducts subjected to earthquakes while carrying out preliminary studies. The application of such models to highly curved bridges continues to pose challenging problems. A viaduct proposed in the foothills of the Himalayas in Northern India is chosen for the study. It is having 8 simply supported spans @ 30 m c/c. It is doubly curved in horizontal plane with 20 m radius. It is inclined in vertical plane as well. The superstructure consists of a box section. Three models have been used: a conventional stick model, an improved stick model and a 3D finite element model. The improved stick model is employed by making use of body constraints in order to study its capabilities. The first 8 frequencies are about 9.71% away in the latter two models. Later the difference increases to 80% in 50th mode. The viaduct was subjected to all three components of the El Centro earthquake of May 1940. The numerical integration was carried out using the Hilber- Hughes-Taylor method as implemented in SAP2000. Axial forces and moments in the bridge piers as well as lateral displacements at the bearing levels are compared for the three models. The maximum difference in the axial forces and bending moments and displacements vary by 25% between the improved and finite element model. Whereas, the maximum difference in the axial forces, moments, and displacements in various sections vary by 35% between the improved stick model and equivalent straight stick model. The difference for torsional moment was as high as 75%. It is concluded that the stick model with body constraints to model the bearings and expansion joints is not desirable in very sharp S curved viaducts even for preliminary analysis. This model can be used only to determine first 10 frequency and mode shapes but not for member forces. A 3D finite element analysis must be carried out for meaningful results.Keywords: Bearing, body constraint, box girder, curved viaduct, expansion joint, finite element, link element, seismic, stick model, time history analysis.
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