Search results for: Decision tree modeling
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3669

Search results for: Decision tree modeling

699 Model Reduction of Linear Systems by Conventional and Evolutionary Techniques

Authors: S. Panda, S. K. Tomar, R. Prasad, C. Ardil

Abstract:

Reduction of Single Input Single Output (SISO) continuous systems into Reduced Order Model (ROM), using a conventional and an evolutionary technique is presented in this paper. In the conventional technique, the mixed advantages of Mihailov stability criterion and continued fraction expansions (CFE) technique is employed where the reduced denominator polynomial is derived using Mihailov stability criterion and the numerator is obtained by matching the quotients of the Cauer second form of Continued fraction expansions. In the evolutionary technique method Particle Swarm Optimization (PSO) is employed to reduce the higher order model. PSO method is based on the minimization of the Integral Squared Error (ISE) between the transient responses of original higher order model and the reduced order model pertaining to a unit step input. Both the methods are illustrated through numerical example.

Keywords: Reduced Order Modeling, Stability, Continued Fraction Expansions, Mihailov Stability Criterion, Particle Swarm Optimization, Integral Squared Error.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1906
698 Efficient Tuning Parameter Selection by Cross-Validated Score in High Dimensional Models

Authors: Yoonsuh Jung

Abstract:

As DNA microarray data contain relatively small sample size compared to the number of genes, high dimensional models are often employed. In high dimensional models, the selection of tuning parameter (or, penalty parameter) is often one of the crucial parts of the modeling. Cross-validation is one of the most common methods for the tuning parameter selection, which selects a parameter value with the smallest cross-validated score. However, selecting a single value as an ‘optimal’ value for the parameter can be very unstable due to the sampling variation since the sample sizes of microarray data are often small. Our approach is to choose multiple candidates of tuning parameter first, then average the candidates with different weights depending on their performance. The additional step of estimating the weights and averaging the candidates rarely increase the computational cost, while it can considerably improve the traditional cross-validation. We show that the selected value from the suggested methods often lead to stable parameter selection as well as improved detection of significant genetic variables compared to the tradition cross-validation via real data and simulated data sets.

Keywords: Cross Validation, Parameter Averaging, Parameter Selection, Regularization Parameter Search.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1550
697 The Impact of Modeling Method of Moisture Emission from the Swimming Pool on the Accuracy of Numerical Calculations of Air Parameters in Ventilated Natatorium

Authors: Piotr Ciuman, Barbara Lipska

Abstract:

The aim of presented research was to improve numerical predictions of air parameters distribution in the actual natatorium by the selection of calculation formula of mass flux of moisture emitted from the pool. Selected correlation should ensure the best compliance of numerical results with the measurements' results of these parameters in the facility. The numerical model of the natatorium was developed, for which boundary conditions were prepared on the basis of measurements' results carried out in the actual facility. Numerical calculations were carried out with the use of ANSYS CFX software, with six formulas being implemented, which in various ways made the moisture emission dependent on water surface temperature and air parameters in the natatorium. The results of calculations with the use of these formulas were compared for air parameters' distributions: Specific humidity, velocity and temperature in the facility. For the selection of the best formula, numerical results of these parameters in occupied zone were validated by comparison with the measurements' results carried out at selected points of this zone.

Keywords: Experimental validation, indoor swimming pool, moisture emission, natatorium, numerical calculations, CFD, thermal and humidity conditions, ventilation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1478
696 Real Time Approach for Data Placement in Wireless Sensor Networks

Authors: Sanjeev Gupta, Mayank Dave

Abstract:

The issue of real-time and reliable report delivery is extremely important for taking effective decision in a real world mission critical Wireless Sensor Network (WSN) based application. The sensor data behaves differently in many ways from the data in traditional databases. WSNs need a mechanism to register, process queries, and disseminate data. In this paper we propose an architectural framework for data placement and management. We propose a reliable and real time approach for data placement and achieving data integrity using self organized sensor clusters. Instead of storing information in individual cluster heads as suggested in some protocols, in our architecture we suggest storing of information of all clusters within a cell in the corresponding base station. For data dissemination and action in the wireless sensor network we propose to use Action and Relay Stations (ARS). To reduce average energy dissipation of sensor nodes, the data is sent to the nearest ARS rather than base station. We have designed our architecture in such a way so as to achieve greater energy savings, enhanced availability and reliability.

Keywords: Cluster head, data reliability, real time communication, wireless sensor networks.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1792
695 Land Suitability Analysis for Maize Production in Egbeda Local Government Area of Oyo State Using GIS Techniques

Authors: Abegunde Linda, Adedeji Oluwatola, Tope-Ajayi Opeyemi

Abstract:

Maize constitutes a major agrarian production for use by the vast population but despite its economic importance; it has not been produced to meet the economic needs of the country. Achieving optimum yield in maize can meaningfully be supported by land suitability analysis in order to guarantee self-sufficiency for future production optimization. This study examines land suitability for maize production through the analysis of the physicochemical variations in soil properties and other land attributes over space using a Geographic Information System (GIS) framework. Physicochemical parameters of importance selected include slope, landuse, physical and chemical properties of the soil, and climatic variables. Landsat imagery was used to categorize the landuse, Shuttle Radar Topographic Mapping (SRTM) generated the slope and soil samples were analyzed for its physical and chemical components. Suitability was categorized into highly, moderately and marginally suitable based on Food and Agricultural Organisation (FAO) classification, using the Analytical Hierarchy Process (AHP) technique of GIS. This result can be used by small scale farmers for efficient decision making in the allocation of land for maize production.

Keywords: AHP, GIS, MCE, Suitability, Zea mays.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3856
694 Modeling and Analysis of the Effects of Temperature and Pressure on the Gas-Crossover in Polymer Electrolyte Membrane Electrolyzer

Authors: A. H. Abdol Rahim, Alhassan Salami Tijani

Abstract:

Hydrogen produced by means of polymer electrolyte membrane electrolyzer (PEME) is one of the most promising methods due to clean and renewable energy source. In the process, some energy loss due to mass transfer through a PEM is caused by diffusion, electro-osmotic drag, and the pressure difference between the cathode channel and anode channel. In PEME, water molecules and ionic particles transferred between the electrodes from anode to cathode, Extensive mixing of the hydrogen and oxygen at anode channel due to gases cross-over must be avoided. In recent times the consciousness of safety issue in high pressure PEME where the oxygen mix with hydrogen at anode channel could create, explosive conditions have generated a lot of concern. In this paper, the steady state and simulation analysis of gases crossover in PEME on the temperature and pressure effect are presented. The simulations have been analysis in MATLAB based on the well-known Fick’s Law of molecular diffusion. The simulation results indicated that as temperature increases, there is a significant decrease in operating voltage.

Keywords: Diffusion, gases cross-over, steady state.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2511
693 The Use of Different Methodological Approaches to Teaching Mathematics at Secondary Level

Authors: M. Rodionov, N. Sharapova, Z. Dedovets

Abstract:

The article describes methods of preparation of future teachers that includes the entire diversity of traditional and computer-oriented methodological approaches. The authors reveal how, in the specific educational environment, a teacher can choose the most effective combination of educational technologies based on the nature of the learning task. The key conditions that determine such a choice are that the methodological approach corresponds to the specificity of the problem being solved and that it is also responsive to the individual characteristics of the students. The article refers to the training of students in the proper use of mathematical electronic tools for educational purposes. The preparation of future mathematics teachers should be a step-by-step process, building on specific examples. At the first stage, students optimally solve problems aided by electronic means of teaching. At the second stage, the main emphasis is on modeling lessons. At the third stage, students develop and implement strategies in the study of one of the topics within a school mathematics curriculum. The article also recommended the implementation of this strategy in preparation of future teachers and stated the possible benefits.

Keywords: Computer-oriented approach, traditional approach, future teachers, mathematics, lesson, students, education.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 971
692 Photogrammetry and GIS Integration for Archaeological Documentation of Ahl-Alkahf, Jordan

Authors: Rami Al-Ruzouq, Abdallah Al-Zoubi, Abdel-Rahman Abueladas, Petya Dimitrova

Abstract:

Protection and proper management of archaeological heritage are an essential process of studying and interpreting the generations present and future. Protecting the archaeological heritage is based upon multidiscipline professional collaboration. This study aims to gather data by different sources (Photogrammetry and Geographic Information System (GIS)) integrated for the purpose of documenting one the of significant archeological sites (Ahl-Alkahf, Jordan). 3D modeling deals with the actual image of the features, shapes and texture to represent reality as realistically as possible by using texture. The 3D coordinates that result of the photogrammetric adjustment procedures are used to create 3D-models of the study area. Adding Textures to the 3D-models surfaces gives a 'real world' appearance to the displayed models. GIS system combined all data, including boundary maps, indicating the location of archeological sites, transportation layer, digital elevation model and orthoimages. For realistic representation of the study area, 3D - GIS model prepared, where efficient generation, management and visualization of such special data can be achieved.

Keywords: Archaeology, close range photogrammetry, ortho-photo, 3D-GIS

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2135
691 Examination of Flood Runoff Reproductivity for Different Rainfall Sources in Central Vietnam

Authors: Do Hoai Nam, Keiko Udo, Akira Mano

Abstract:

This paper presents the combination of different precipitation data sets and the distributed hydrological model, in order to examine the flood runoff reproductivity of scattered observation catchments. The precipitation data sets were obtained from observation using rain-gages, satellite based estimate (TRMM), and numerical weather prediction model (NWP), then were coupled with the super tank model. The case study was conducted in three basins (small, medium, and large size) located in Central Vietnam. Calculated hydrographs based on ground observation rainfall showed best fit to measured stream flow, while those obtained from TRMM and NWP showed high uncertainty of peak discharges. However, calculated hydrographs using the adjusted rainfield depicted a promising alternative for the application of TRMM and NWP in flood modeling for scattered observation catchments, especially for the extension of forecast lead time.

Keywords: Flood forecast, rainfall-runoff model, satellite rainfall estimate, numerical weather prediction, quantitative precipitation forecasting.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1590
690 Capability Prediction of Machining Processes Based on Uncertainty Analysis

Authors: Hamed Afrasiab, Saeed Khodaygan

Abstract:

Prediction of machining process capability in the design stage plays a key role to reach the precision design and manufacturing of mechanical products. Inaccuracies in machining process lead to errors in position and orientation of machined features on the part, and strongly affect the process capability in the final quality of the product. In this paper, an efficient systematic approach is given to investigate the machining errors to predict the manufacturing errors of the parts and capability prediction of corresponding machining processes. A mathematical formulation of fixture locators modeling is presented to establish the relationship between the part errors and the related sources. Based on this method, the final machining errors of the part can be accurately estimated by relating them to the combined dimensional and geometric tolerances of the workpiece – fixture system. This method is developed for uncertainty analysis based on the Worst Case and statistical approaches. The application of the presented method is illustrated through presenting an example and the computational results are compared with the Monte Carlo simulation results.

Keywords: Process capability, machining error, dimensional and geometrical tolerances, uncertainty analysis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1208
689 Performance Verification of Seismic Design Codes for RC Frames

Authors: Payam Asadi, Ali Bakhshi

Abstract:

In this study, a frame work for verification of famous seismic codes is utilized. To verify the seismic codes performance, damage quantity of RC frames is compared with the target performance. Due to the randomness property of seismic design and earthquake loads excitation, in this paper, fragility curves are developed. These diagrams are utilized to evaluate performance level of structures which are designed by the seismic codes. These diagrams further illustrate the effect of load combination and reduction factors of codes on probability of damage exceedance. Two types of structures; very high important structures with high ductility and medium important structures with intermediate ductility are designed by different seismic codes. The Results reveal that usually lower damage ratio generate lower probability of exceedance. In addition, the findings indicate that there are buildings with higher quantity of bars which they have higher probability of damage exceedance. Life-cycle cost analysis utilized for comparison and final decision making process.

Keywords: RC frame, fragility curve, performance-base design, life-cycle cost analyses, seismic design codes.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1914
688 Estimation of Vertical Handover Probability in an Integrated UMTS and WLAN Networks

Authors: Diganta Kumar Pathak, Manashjyoti Bhuyan, Vaskar Deka

Abstract:

Vertical Handover(VHO) among different communication technologies ensuring uninterruption and service continuity is one of the most important performance parameter in Heterogenous networks environment. In an integrated Universal Mobile Telecommunicatin System(UMTS) and Wireless Local Area Network(WLAN), WLAN is given an inherent priority over UMTS because of its high data rates with low cost. Therefore mobile users want to be associated with WLAN maximum of the time while roaming, to enjoy best possible services with low cost. That encourages reduction of number of VHO. In this work the reduction of number of VHO with respect to varying number of WLAN Access Points(APs) in an integrated UMTS and WLAN network is investigated through simulation to provide best possible cost effective service to the users. The simulation has been carried out for an area (7800 × 9006)m2 where COST-231 Hata model and 3GPP (TR 101 112 V 3.1.0) specified models are used for WLAN and UMTS path loss models respectively. The handover decision is triggered based on the received signal level as compared to the fade margin. Fade margin gives a probabilistic measure of the reliability of the communication link. A relationship between number of WLAN APs and the number of VHO is also established in this work.

Keywords: VHO, UMTS, WLAN, MT, AP, BS.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2017
687 On Developing an Automatic Speech Recognition System for Standard Arabic Language

Authors: R. Walha, F. Drira, H. El-Abed, A. M. Alimi

Abstract:

The Automatic Speech Recognition (ASR) applied to Arabic language is a challenging task. This is mainly related to the language specificities which make the researchers facing multiple difficulties such as the insufficient linguistic resources and the very limited number of available transcribed Arabic speech corpora. In this paper, we are interested in the development of a HMM-based ASR system for Standard Arabic (SA) language. Our fundamental research goal is to select the most appropriate acoustic parameters describing each audio frame, acoustic models and speech recognition unit. To achieve this purpose, we analyze the effect of varying frame windowing (size and period), acoustic parameter number resulting from features extraction methods traditionally used in ASR, speech recognition unit, Gaussian number per HMM state and number of embedded re-estimations of the Baum-Welch Algorithm. To evaluate the proposed ASR system, a multi-speaker SA connected-digits corpus is collected, transcribed and used throughout all experiments. A further evaluation is conducted on a speaker-independent continue SA speech corpus. The phonemes recognition rate is 94.02% which is relatively high when comparing it with another ASR system evaluated on the same corpus.

Keywords: ASR, HMM, acoustical analysis, acoustic modeling, Standard Arabic language

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1758
686 Numerical Modeling of Wave Run-Up in Shallow Water Flows Using Moving Wet/Dry Interfaces

Authors: Alia Alghosoun, Michael Herty, Mohammed Seaid

Abstract:

We present a new class of numerical techniques to solve shallow water flows over dry areas including run-up. Many recent investigations on wave run-up in coastal areas are based on the well-known shallow water equations. Numerical simulations have also performed to understand the effects of several factors on tsunami wave impact and run-up in the presence of coastal areas. In all these simulations the shallow water equations are solved in entire domain including dry areas and special treatments are used for numerical solution of singularities at these dry regions. In the present study we propose a new method to deal with these difficulties by reformulating the shallow water equations into a new system to be solved only in the wetted domain. The system is obtained by a change in the coordinates leading to a set of equations in a moving domain for which the wet/dry interface is the reconstructed using the wave speed. To solve the new system we present a finite volume method of Lax-Friedrich type along with a modified method of characteristics. The method is well-balanced and accurately resolves dam-break problems over dry areas.

Keywords: Run-up waves, Shallow water equations, finite volume method, wet/dry interface, dam-break problem.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 670
685 Trends, Problems and Needs of Urban Housing in Malaysia

Authors: Salfarina A.G., Nor Malina M., Azrina H.

Abstract:

The right to housing is a basic need while good quality and affordable housing is a reflection of a high quality of life. However, housing remains a major problem for most, especially for the bottom billions. Satisfaction on housing and neighbourhood conditions are one of the important indicators that reflect quality of life. These indicators are also important in the process of evaluating housing policy with the objective to increase the quality of housing and neighbourhood. The research method is purely based on a quantitative method, using a survey. The findings show that housing purchasing trend in urban Malaysia is determined by demographic profiles, mainly by education level, age, gender and income. The period of housing ownership also influenced the socio-cultural interactions and satisfaction of house owners with their neighbourhoods. The findings also show that the main concerns for house buyers in urban areas are price and location of the house. Respondents feel that houses in urban Malaysia is too expensive and beyond their affordability. Location of houses and distance from work place are also regarded as the main concern. However, respondents are fairly satisfied with religious and socio-cultural facilities in the housing areas and most importantly not many regard ethnicity as an issue in their decision-making, when buying a house.

Keywords: Housing, Urban Housing, Malaysia

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7321
684 Absorbed Dose Estimation of 68Ga-EDTMP in Human Organs

Authors: S. Zolghadri, H. Yousefnia, A. R. Jalilian

Abstract:

Bone metastases are observed in a wide range of cancers leading to intolerable pain. While early detection can help the physicians in the decision of the type of treatment, various radiopharmaceuticals using phosphonates like 68Ga-EDTMP have been developed. In this work, due to the importance of absorbed dose, human absorbed dose of this new agent was calculated for the first time based on biodistribution data in Wild-type rats. 68Ga was obtained from 68Ge/68Ga generator with radionuclidic purity and radiochemical purity of higher than 99%. The radiolabeled complex was prepared in the optimized conditions. Radiochemical purity of the radiolabeled complex was checked by instant thin layer chromatography (ITLC) method using Whatman No. 2 paper and saline. The results indicated the radiochemical purity of higher than 99%. The radiolabelled complex was injected into the Wild-type rats and its biodistribution was studied up to 120 min. As expected, major accumulation was observed in the bone. Absorbed dose of each human organ was calculated based on biodistribution in the rats using RADAR method. Bone surface and bone marrow with 0.112 and 0.053 mSv/MBq, respectively, received the highest absorbed dose. According to these results, the radiolabeled complex is a suitable and safe option for PET bone imaging.

Keywords: Absorbed dose, EDTMP, 68Ga, rats.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 640
683 Fung’s Model Constants for Intracranial Blood Vessel of Human Using Biaxial Tensile Test Results

Authors: Mohammad Shafigh, Nasser Fatouraee, Amirsaied Seddighi

Abstract:

Mechanical properties of cerebral arteries are, due to their relationship with cerebrovascular diseases, of clinical worth. To acquire these properties, eight samples were obtained from middle cerebral arteries of human cadavers, whose death were not due to injuries or diseases of cerebral vessels, and tested within twelve hours after resection, by a precise biaxial tensile test device specially developed for the present study considering the dimensions, sensitivity and anisotropic nature of samples. The resulting stress-stretch curve was plotted and subsequently fitted to a hyperelastic three-parameter Fung model. It was found that the arteries were noticeably stiffer in circumferential than in axial direction. It was also demonstrated that the use of multi-parameter hyperelastic constitutive models is useful for mathematical description of behavior of cerebral vessel tissue. The reported material properties are a proper reference for numerical modeling of cerebral arteries and computational analysis of healthy or diseased intracranial arteries.

Keywords: Anisotropic Tissue, Cerebral Blood Vessels, Fung Model, Nonlinear Material, Plain Stress.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3333
682 The Integrated Urban Strategies Based on Deep Urban History and Modern Technology Study: Tourism and Leisure Industries as Driving Force to Reactivate Historical Area

Authors: Cheng Li, Jie Shen, Yutian Tang

Abstract:

Embracing the upcoming era of urbanization with the challenges of limitation of resources, disappearing cultural identities and conflicts among different groups of stakeholders, new integrated approaches are offered in our urban practice to help decision-makers and stakeholders frame and develop well-conceived, practical strategies for urban developing trajectories to approach urban-level sustainability in multiple social, cultural, ecological dimensions. Through bottom-up participation, we take advantage of tourism and leisure industries as driving forces for urbanization in China to promote integrated sustainable systems, with the hope of approaching both historical and ecological aspects of urban sustainability; and also thanks to top-down participation, we have codes, standards and rules established by the governments to strengthen the implementation of ecological urban sustainability. The results are monitored and evaluated experimentally and multidimensionally and the sustainable systems we constructed with local stakeholder groups turned out to be effective. The presentation of our selected projects would indicate our different focuses on urban sustainability.

Keywords: Urban sustainability, integrated urban strategy, tourism and leisure industries, history, modern technology.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1560
681 Dependability Tools in Multi-Agent Support for Failures Analysis of Computer Networks

Authors: Myriam Noureddine

Abstract:

During their activity, all systems must be operational without failures and in this context, the dependability concept is essential avoiding disruption of their function. As computer networks are systems with the same requirements of dependability, this article deals with an analysis of failures for a computer network. The proposed approach integrates specific tools of the plat-form KB3, usually applied in dependability studies of industrial systems. The methodology is supported by a multi-agent system formed by six agents grouped in three meta agents, dealing with two levels. The first level concerns a modeling step through a conceptual agent and a generating agent. The conceptual agent is dedicated to the building of the knowledge base from the system specifications written in the FIGARO language. The generating agent allows producing automatically both the structural model and a dependability model of the system. The second level, the simulation, shows the effects of the failures of the system through a simulation agent. The approach validation is obtained by its application on a specific computer network, giving an analysis of failures through their effects for the considered network.

Keywords: Computer network, dependability, KB3 plat-form, multi-agent system, failure.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 612
680 Geometric Simplification Method of Building Energy Model Based on Building Performance Simulation

Authors: Yan Lyu, Yiqun Pan, Zhizhong Huang

Abstract:

In the design stage of a new building, the energy model of this building is often required for the analysis of the performance on energy efficiency. In practice, a certain degree of geometric simplification should be done in the establishment of building energy models, since the detailed geometric features of a real building are hard to be described perfectly in most energy simulation engine, such as ESP-r, eQuest or EnergyPlus. Actually, the detailed description is not necessary when the result with extremely high accuracy is not demanded. Therefore, this paper analyzed the relationship between the error of the simulation result from building energy models and the geometric simplification of the models. Finally, the following two parameters are selected as the indices to characterize the geometric feature of in building energy simulation: the southward projected area and total side surface area of the building. Based on the parameterization method, the simplification from an arbitrary column building to a typical shape (a cuboid) building can be made for energy modeling. The result in this study indicates that no more than 7% prediction error of annual cooling/heating load will be caused by the geometric simplification for those buildings with the ratio of southward projection length to total perimeter of the bottom of 0.25~0.35, which means this method is applicable for building performance simulation.

Keywords: building energy model, simulation, geometric simplification, design, regression

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 580
679 Dynamic Correlations and Portfolio Optimization between Islamic and Conventional Equity Indexes: A Vine Copula-Based Approach

Authors: Imen Dhaou

Abstract:

This study examines conditional Value at Risk by applying the GJR-EVT-Copula model, and finds the optimal portfolio for eight Dow Jones Islamic-conventional pairs. Our methodology consists of modeling the data by a bivariate GJR-GARCH model in which we extract the filtered residuals and then apply the Peak over threshold model (POT) to fit the residual tails in order to model marginal distributions. After that, we use pair-copula to find the optimal portfolio risk dependence structure. Finally, with Monte Carlo simulations, we estimate the Value at Risk (VaR) and the conditional Value at Risk (CVaR). The empirical results show the VaR and CVaR values for an equally weighted portfolio of Dow Jones Islamic-conventional pairs. In sum, we found that the optimal investment focuses on Islamic-conventional US Market index pairs because of high investment proportion; however, all other index pairs have low investment proportion. These results deliver some real repercussions for portfolio managers and policymakers concerning to optimal asset allocations, portfolio risk management and the diversification advantages of these markets.

Keywords: CVaR, Dow Jones Islamic index, GJR-GARCH-EVT-pair copula, portfolio optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 975
678 Vibration and Operation Technical Consideration before Field Balance of Gas Turbine Utilities (In Iran Power Plants SIEMENS V94.2 Gas Turbines)

Authors: Omid A. Zargar

Abstract:

One of the most challenging times in operation of big industrial plant or utilities is the time that alert lamp of Bently Nevada connection in main board substation turn on and show the alert condition of machine. All of the maintenance groups usually make a lot of discussion with operation and together rather this alert signal is real or fake. This will be more challenging when condition monitoring vibrationdata shows 1X(X=current rotor frequency) in fast Fourier transform(FFT) and vibration phase trends show 90 degree shift between two non-contact probedirections with overall high radial amplitude amounts. In such situations, CM (condition monitoring) groups usually suspicious about unbalance in rotor. In this paper, four critical case histories related to SIEMENS V94.2 Gas Turbines in Iran power industry discussed in details. Furthermore, probe looseness and fake (unreal) trip in gas turbine power plants discussed. In addition, critical operation decision in alert condition in power plants discussed in details.

Keywords: Gas turbine, field balance, turbine compressors, balancing tools, balancing data collectors.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4096
677 A Propose of Personnel Assessment Method Including a Two-Way Assessment for Evaluating Evaluators and Employees

Authors: Shunsuke Saito, Kazuho Yoshimoto, Shunichi Ohmori, Sirawadee Arunyanart

Abstract:

In this paper, we suggest a mechanism of assessment that rater and Ratee (or employees) to convince. There are many problems exist in the personnel assessment. In particular, we were focusing on the three. (1) Raters are not sufficiently recognized assessment point. (2) Ratee are not convinced by the mechanism of assessment. (3) Raters (or Evaluators) and ratees have empathy. We suggest 1: Setting of "understanding of the assessment points." 2: Setting of "relative assessment ability." 3: Proposal of two-way assessment mechanism to solve these problems. As a prerequisite, it is assumed that there are multiple raters. This is because has been a growing importance of multi-faceted assessment. In this model, it determines the weight of each assessment point evaluators by the degree of understanding and assessment ability of raters and ratee. We used the ANP (Analytic Network Process) is a theory that an extension of the decision-making technique AHP (Analytic Hierarchy Process). ANP can be to address the problem of forming a network and assessment of Two-Way is possible. We apply this technique personnel assessment, the weights of rater of each point can be reasonably determined. We suggest absolute assessment for Two-Way assessment by ANP. We have verified that the consent of the two approaches is higher than conventional mechanism. Also, human resources consultant we got a comment about the application of the practice.

Keywords: Personnel assessment, ANP (analytic network process), two-way.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 771
676 Computer Modeling of Drug Distribution after Intravitreal Administration

Authors: N. Haghjou, M. J. Abdekhodaie, Y. L. Cheng, M. Saadatmand

Abstract:

Intravitreal injection (IVI) is the most common treatment for eye posterior segment diseases such as endopthalmitis, retinitis, age-related macular degeneration, diabetic retinopathy, uveitis, and retinal detachment. Most of the drugs used to treat vitreoretinal diseases, have a narrow concentration range in which they are effective, and may be toxic at higher concentrations. Therefore, it is critical to know the drug distribution within the eye following intravitreal injection. Having knowledge of drug distribution, ophthalmologists can decide on drug injection frequency while minimizing damage to tissues. The goal of this study was to develop a computer model to predict intraocular concentrations and pharmacokinetics of intravitreally injected drugs. A finite volume model was created to predict distribution of two drugs with different physiochemical properties in the rabbit eye. The model parameters were obtained from literature review. To validate this numeric model, the in vivo data of spatial concentration profile from the lens to the retina were compared with the numeric data. The difference was less than 5% between the numerical and experimental data. This validation provides strong support for the numerical methodology and associated assumptions of the current study.

Keywords: Posterior segment, Intravitreal injection (IVI), Pharmacokinetic, Modelling, Finite volume method.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2412
675 Health Monitoring and Failure Detection of Electronic and Structural Components in Small Unmanned Aerial Vehicles

Authors: Gopi Kandaswamy, P. Balamuralidhar

Abstract:

Fully autonomous small Unmanned Aerial Vehicles (UAVs) are increasingly being used in many commercial applications. Although a lot of research has been done to develop safe, reliable and durable UAVs, accidents due to electronic and structural failures are not uncommon and pose a huge safety risk to the UAV operators and the public. Hence there is a strong need for an automated health monitoring system for UAVs with a view to minimizing mission failures thereby increasing safety. This paper describes our approach to monitoring the electronic and structural components in a small UAV without the need for additional sensors to do the monitoring. Our system monitors data from four sources; sensors, navigation algorithms, control inputs from the operator and flight controller outputs. It then does statistical analysis on the data and applies a rule based engine to detect failures. This information can then be fed back into the UAV and a decision to continue or abort the mission can be taken automatically by the UAV and independent of the operator. Our system has been verified using data obtained from real flights over the past year from UAVs of various sizes that have been designed and deployed by us for various applications.

Keywords: Fault detection, health monitoring, unmanned aerial vehicles, vibration analysis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1469
674 Data Integrity: Challenges in Health Information Systems in South Africa

Authors: T. Thulare, M. Herselman, A. Botha

Abstract:

Poor system use, including inappropriate design of health information systems, causes difficulties in communication with patients and increased time spent by healthcare professionals in recording the necessary health information for medical records. System features like pop-up reminders, complex menus, and poor user interfaces can make medical records far more time consuming than paper cards as well as affect decision-making processes. Although errors associated with health information and their real and likely effect on the quality of care and patient safety have been documented for many years, more research is needed to measure the occurrence of these errors and determine the causes to implement solutions. Therefore, the purpose of this paper is to identify data integrity challenges in hospital information systems through a scoping review and based on the results provide recommendations on how to manage these. Only 34 papers were found to be most suitable out of 297 publications initially identified in the field. The results indicated that human and computerized systems are the most common challenges associated with data integrity and factors such as policy, environment, health workforce, and lack of awareness attribute to these challenges but if measures are taken the data integrity challenges can be managed.

Keywords: Data integrity, data integrity challenges, hospital information systems, South Africa.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1308
673 Effects of Rarefaction and Compressibility on Fluid Flow at Slip Flow Regime by Direct Simulation of Roughness

Authors: M. Hakak Khadem, M. Shams, S. Hossainpour

Abstract:

A two dimensional numerical simulation has been performed for incompressible and compressible fluid flow through microchannels in slip flow regime. The Navier-Stokes equations have been solved in conjunction with Maxwell slip conditions for modeling flow field associated with slip flow regime. The wall roughness is simulated with triangular microelements distributed on wall surfaces to study the effects of roughness on fluid flow. Various Mach and Knudsen numbers are used to investigate the effects of rarefaction as well as compressibility. It is found that rarefaction has more significant effect on flow field in microchannels with higher relative roughness. It is also found that compressibility has more significant effects on Poiseuille number when relative roughness increases. In addition, similar to incompressible models the increase in average fRe is more significant at low Knudsen number flows but the increase of Poiseuille number duo to relative roughness is sharper for compressible models. The numerical results have also validated with some available theoretical and experimental relations and good agreements have been seen.

Keywords: Relative roughness, slip flow, Poiseuille number.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1386
672 Airfoils Aerodynamic Efficiency Study in Heavy Rain via Two Phase Flow Approach

Authors: M. Ismail, Cao Yihua, Zhao Ming

Abstract:

Heavy rainfall greatly affects the aerodynamic performance of the aircraft. There are many accidents of aircraft caused by aerodynamic efficiency degradation by heavy rain. In this Paper we have studied the heavy rain effects on the aerodynamic efficiency of NACA 64-210 & NACA 0012 airfoils. For our analysis, CFD method and preprocessing grid generator are used as our main analytical tools, and the simulation of rain is accomplished via two phase flow approach-s Discrete Phase Model (DPM). Raindrops are assumed to be non-interacting, non-deforming, non-evaporating and non-spinning spheres. Both airfoil sections exhibited significant reduction in lift and increase in drag for a given lift condition in simulated rain. The most significant difference between these two airfoils was the sensitivity of the NACA 64-210 to liquid water content (LWC), while NACA 0012 performance losses in the rain environment is not a function of LWC . It is expected that the quantitative information gained in this paper will be useful to the operational airline industry and greater effort such as small scale and full scale flight tests should put in this direction to further improve aviation safety.

Keywords: airfoil, discrete phase modeling, heavy rain, Reynolds number

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3604
671 Technological Deep Assessment of Automotive Parts Manufacturers Case of Iranian Manufacturers

Authors: Manouchehre Ansari, Mahmoud Dehghan Nayeri, Reza Yousefi Zenouz

Abstract:

In order to develop any strategy, it is essential to first identify opportunities, threats, weak and strong points. Assessment of technology level provides the possibility of concentrating on weak and strong points. The results of technology assessment have a direct effect on decision making process in the field of technology transfer or expansion of internal research capabilities so it has a critical role in technology management. This paper presents a conceptual model to analyze the technology capability of a company as a whole and in four main aspects of technology. This model was tested on 10 automotive parts manufacturers in IRAN. Using this model, capability level of manufacturers was investigated in four fields of managing aspects, hard aspects, human aspects, and information and knowledge aspects. Results show that these firms concentrate on hard aspect of technology while others aspects are poor and need to be supported more. So this industry should develop other aspects of technology as well as hard aspect to have effective and efficient use of its technology. These paper findings are useful for the technology planning and management in automotive part manufactures in IRAN and other Industries which are technology followers and transport their needed technologies.

Keywords: Technology, Technological evaluation, TechnologyMaturity

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1719
670 Material Flow Modeling in Friction Stir Welding of AA6061-T6 Alloy and Study of the Effect of Process Parameters

Authors: B. Saha Roy, T. Medhi, S. C. Saha

Abstract:

To understand the friction stir welding process, it is very important to know the nature of the material flow in and around the tool. The process is a combination of both thermal as well as mechanical work i.e. it is a coupled thermo-mechanical process. Numerical simulations are very much essential in order to obtain a complete knowledge of the process as well as the physics underlying it. In the present work a model based approach is adopted in order to study material flow. A thermo-mechanical based CFD model is developed using a Finite Element package, Comsol Multiphysics. The fluid flow analysis is done. The model simultaneously predicts shear strain fields, shear strain rates and shear stress over the entire workpiece for the given conditions. The flow fields generated by the streamline plot give an idea of the material flow. The variation of dynamic viscosity, velocity field and shear strain fields with various welding parameters is studied. Finally the result obtained from the above mentioned conditions is discussed elaborately and concluded.

Keywords: AA6061-T6, friction stir welding, material flow, CFD modelling.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2555