Search results for: mathematical models.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3273

Search results for: mathematical models.

2943 Assessment of Landfill Pollution Load on Hydroecosystem by Use of Heavy Metal Bioaccumulation Data in Fish

Authors: Gintarė Sauliutė, Gintaras Svecevičius

Abstract:

Landfill leachates contain a number of persistent pollutants, including heavy metals. They have the ability to spread in ecosystems and accumulate in fish which most of them are classified as top-consumers of trophic chains. Fish are freely swimming organisms; but perhaps, due to their species-specific ecological and behavioral properties, they often prefer the most suitable biotopes and therefore, did not avoid harmful substances or environments. That is why it is necessary to evaluate the persistent pollutant dispersion in hydroecosystem using fish tissue metal concentration. In hydroecosystems of hybrid type (e.g. river-pond-river) the distance from the pollution source could be a perfect indicator of such a kind of metal distribution. The studies were carried out in the Kairiai landfill neighboring hybrid-type ecosystem which is located 5 km east of the Šiauliai City. Fish tissue (gills, liver, and muscle) metal concentration measurements were performed on two types of ecologically-different fishes according to their feeding characteristics: benthophagous (Gibel carp, roach) and predatory (Northern pike, perch). A number of mathematical models (linear, non-linear, using log and other transformations) have been applied in order to identify the most satisfactorily description of the interdependence between fish tissue metal concentration and the distance from the pollution source. However, the only one log-multiple regression model revealed the pattern that the distance from the pollution source is closely and positively correlated with metal concentration in all predatory fish tissues studied (gills, liver, and muscle).

Keywords: Bioaccumulation in fish, heavy metals, hydroecosystem, landfill leachate, mathematical model.

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2942 Selecting an Advanced Creep Model or a Sophisticated Time-Integration? A New Approach by Means of Sensitivity Analysis

Authors: Holger Keitel

Abstract:

The prediction of long-term deformations of concrete and reinforced concrete structures has been a field of extensive research and several different creep models have been developed so far. Most of the models were developed for constant concrete stresses, thus, in case of varying stresses a specific superposition principle or time-integration, respectively, is necessary. Nowadays, when modeling concrete creep the engineering focus is rather on the application of sophisticated time-integration methods than choosing the more appropriate creep model. For this reason, this paper presents a method to quantify the uncertainties of creep prediction originating from the selection of creep models or from the time-integration methods. By adapting variance based global sensitivity analysis, a methodology is developed to quantify the influence of creep model selection or choice of time-integration method. Applying the developed method, general recommendations how to model creep behavior for varying stresses are given.

Keywords: Concrete creep models, time-integration methods, sensitivity analysis, prediction uncertainty.

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2941 A Prediction Model Using the Price Cyclicality Function Optimized for Algorithmic Trading in Financial Market

Authors: Cristian Păuna

Abstract:

After the widespread release of electronic trading, automated trading systems have become a significant part of the business intelligence system of any modern financial investment company. An important part of the trades is made completely automatically today by computers using mathematical algorithms. The trading decisions are taken almost instantly by logical models and the orders are sent by low-latency automatic systems. This paper will present a real-time price prediction methodology designed especially for algorithmic trading. Based on the price cyclicality function, the methodology revealed will generate price cyclicality bands to predict the optimal levels for the entries and exits. In order to automate the trading decisions, the cyclicality bands will generate automated trading signals. We have found that the model can be used with good results to predict the changes in market behavior. Using these predictions, the model can automatically adapt the trading signals in real-time to maximize the trading results. The paper will reveal the methodology to optimize and implement this model in automated trading systems. After tests, it is proved that this methodology can be applied with good efficiency in different timeframes. Real trading results will be also displayed and analyzed in order to qualify the methodology and to compare it with other models. As a conclusion, it was found that the price prediction model using the price cyclicality function is a reliable trading methodology for algorithmic trading in the financial market.

Keywords: Algorithmic trading, automated trading systems, financial markets, high-frequency trading, price prediction.

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2940 Synthesis of Filtering in Stochastic Systems on Continuous-Time Memory Observations in the Presence of Anomalous Noises

Authors: S. Rozhkova, O. Rozhkova, A. Harlova, V. Lasukov

Abstract:

We have conducted the optimal synthesis of rootmean- squared objective filter to estimate the state vector in the case if within the observation channel with memory the anomalous noises with unknown mathematical expectation are complement in the function of the regular noises. The synthesis has been carried out for linear stochastic systems of continuous - time.

Keywords: Mathematical expectation, filtration, anomalous noise, memory.

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2939 Inventing a Method of Problem Solving: The Natural Movement of the Mind to Solve a Problem

Authors: Amir Farkhonde

Abstract:

The major objective of this study was to devise a method for solving mathematical problems. Three concepts including faculty of understanding, faculty of guess, and free mind or beginner's mind provided the foundation for this method. An explanatory approach along with a hermeneutic process was taken in this study to support the assumption that mathematical knowledge is constantly developing and it seems essential for students to solve math problems on their own using their faculty of understanding (interpretive dialogue) and faculty of guess. For doing so, a kind of movement from the mathematical problem to mathematical knowledge should be adopted for teaching students a new math topic. The research method of this paper is review, descriptive and conception development. This paper first reviews the research findings on the NRICH’S project (NRICH is part of the family of activities in the Millennium Mathematics Project) with the aim that these findings form the theoretical basis of the problem-solving method. Then, the curriculum, the conceptual structure of the new method, how to design the problem and an example of it are discussed. In this way, students are immersed in the story of discovering and understanding the problem formula, and interpretive dialogue with the text continues by following the questions posed by the problem and constantly reconstructing the answer to find a formula or solution to solve the problem.

Keywords: Interpretive dialogue, NRICH, inventing, a method of problem solving.

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2938 Improving the Analytical Power of Dynamic DEA Models, by the Consideration of the Shape of the Distribution of Inputs/Outputs Data: A Linear Piecewise Decomposition Approach

Authors: Elias K. Maragos, Petros E. Maravelakis

Abstract:

In Dynamic Data Envelopment Analysis (DDEA), which is a subfield of Data Envelopment Analysis (DEA), the productivity of Decision Making Units (DMUs) is considered in relation to time. In this case, as it is accepted by the most of the researchers, there are outputs, which are produced by a DMU to be used as inputs in a future time. Those outputs are known as intermediates. The common models, in DDEA, do not take into account the shape of the distribution of those inputs, outputs or intermediates data, assuming that the distribution of the virtual value of them does not deviate from linearity. This weakness causes the limitation of the accuracy of the analytical power of the traditional DDEA models. In this paper, the authors, using the concept of piecewise linear inputs and outputs, propose an extended DDEA model. The proposed model increases the flexibility of the traditional DDEA models and improves the measurement of the dynamic performance of DMUs.

Keywords: Data envelopment analysis, Dynamic DEA, Piecewise linear inputs, Piecewise linear outputs.

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2937 Development of Prediction Models of Day-Ahead Hourly Building Electricity Consumption and Peak Power Demand Using the Machine Learning Method

Authors: Dalin Si, Azizan Aziz, Bertrand Lasternas

Abstract:

To encourage building owners to purchase electricity at the wholesale market and reduce building peak demand, this study aims to develop models that predict day-ahead hourly electricity consumption and demand using artificial neural network (ANN) and support vector machine (SVM). All prediction models are built in Python, with tool Scikit-learn and Pybrain. The input data for both consumption and demand prediction are time stamp, outdoor dry bulb temperature, relative humidity, air handling unit (AHU), supply air temperature and solar radiation. Solar radiation, which is unavailable a day-ahead, is predicted at first, and then this estimation is used as an input to predict consumption and demand. Models to predict consumption and demand are trained in both SVM and ANN, and depend on cooling or heating, weekdays or weekends. The results show that ANN is the better option for both consumption and demand prediction. It can achieve 15.50% to 20.03% coefficient of variance of root mean square error (CVRMSE) for consumption prediction and 22.89% to 32.42% CVRMSE for demand prediction, respectively. To conclude, the presented models have potential to help building owners to purchase electricity at the wholesale market, but they are not robust when used in demand response control.

Keywords: Building energy prediction, data mining, demand response, electricity market.

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2936 Study on Applying Fuzzy AHP and GRA in Selection of Agent Construction Enterprise

Authors: Shirong Li, Huan Yan

Abstract:

To help the client to select a competent agent construction enterprise (ACE), this study aims to investigate the selection standards by using the Fuzzy Analytic Hierarchy Process (FAHP) and build an evaluation mathematical model with Grey Relational Analysis (GRA). According to the outputs of literature review, four orderly levels are established within the model, taking the consideration of various agent construction models in practice. Then, the process of applying FAHP and GRA is discussed in detailed. Finally, through a case study, this paper illustrates how to apply these methods in getting the weights of each standard and the final assessment result.

Keywords: agent construction enterprise, agent constructionmodel, fuzzy analytic hierarchy process, grey relational analysis

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2935 Route Training in Mobile Robotics through System Identification

Authors: Roberto Iglesias, Theocharis Kyriacou, Ulrich Nehmzow, Steve Billings

Abstract:

Fundamental sensor-motor couplings form the backbone of most mobile robot control tasks, and often need to be implemented fast, efficiently and nevertheless reliably. Machine learning techniques are therefore often used to obtain the desired sensor-motor competences. In this paper we present an alternative to established machine learning methods such as artificial neural networks, that is very fast, easy to implement, and has the distinct advantage that it generates transparent, analysable sensor-motor couplings: system identification through nonlinear polynomial mapping. This work, which is part of the RobotMODIC project at the universities of Essex and Sheffield, aims to develop a theoretical understanding of the interaction between the robot and its environment. One of the purposes of this research is to enable the principled design of robot control programs. As a first step towards this aim we model the behaviour of the robot, as this emerges from its interaction with the environment, with the NARMAX modelling method (Nonlinear, Auto-Regressive, Moving Average models with eXogenous inputs). This method produces explicit polynomial functions that can be subsequently analysed using established mathematical methods. In this paper we demonstrate the fidelity of the obtained NARMAX models in the challenging task of robot route learning; we present a set of experiments in which a Magellan Pro mobile robot was taught to follow four different routes, always using the same mechanism to obtain the required control law.

Keywords: Mobile robotics, system identification, non-linear modelling, NARMAX.

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2934 Verification Process of Cylindrical Contact Force Models for Internal Contact Modeling

Authors: Cândida M. Pereira, Amílcar L. Ramalho, Jorge A. Ambrósio

Abstract:

In the numerical solution of the forward dynamics of a multibody system, the positions and velocities of the bodies in the system are obtained first. With the information of the system state variables at each time step, the internal and external forces acting on the system are obtained by appropriate contact force models if the continuous contact method is used instead of a discrete contact method. The local deformation of the bodies in contact, represented by penetration, is used to compute the contact force. The ability and suitability with current cylindrical contact force models to describe the contact between bodies with cylindrical geometries with particular focus on internal contacting geometries involving low clearances and high loads simultaneously is discussed in this paper. A comparative assessment of the performance of each model under analysis for different contact conditions, in particular for very different penetration and clearance values, is presented. It is demonstrated that some models represent a rough approximation to describe the conformal contact between cylindrical geometries because contact forces are underestimated.

Keywords: Clearance joints, Contact mechanics, Contact dynamics, Internal cylindrical contact, Multibody dynamics.

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2933 Optical and Double Folding Analysis for 6Li+16O Elastic Scattering

Authors: Abd Elrahman Elgamala, N. Darwish, I. Bondouk, Sh. Hamada

Abstract:

Available experimental angular distributions for 6Li elastically scattered from 16O nucleus in the energy range 13.0–50.0 MeV are investigated and reanalyzed using optical model of the conventional phenomenological potential and also using double folding optical model of different interaction models: DDM3Y1, CDM3Y1, CDM3Y2, and CDM3Y3. All the involved models of interaction are of M3Y Paris except DDM3Y1 which is of M3Y Reid and the main difference between them lies in the different values for the parameters of the incorporated density distribution function F(ρ). We have extracted the renormalization factor NR for 6Li+16O nuclear system in the energy range 13.0–50.0 MeV using the aforementioned interaction models.

Keywords: Elastic scattering, optical model, folding potential, density distribution.

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2932 Models of Copyrights System

Authors: A. G. Matveev

Abstract:

The copyrights system is a combination of different elements. The number, content and the correlation of these elements are different for different legal orders. The models of copyrights systems display this system in terms of the interaction of economic and author's moral rights. Monistic and dualistic models are the most popular ones. The article deals with different points of view on the monism and dualism in copyright system. A specific model of the copyright in Switzerland in the XXth century is analyzed. The evolution of a French dualistic model of copyright is shown. The author believes that one should talk not about one, but rather about a number of dualism forms of copyright system.

Keywords: Copyright, exclusive copyright, economic rights, author's moral rights, rights of personality, monistic model, dualistic model.

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2931 Dynamic Analyses for Passenger Volume of Domestic Airline and High Speed Rail

Authors: Shih-Ching Lo

Abstract:

Discrete choice model is the most used methodology for studying traveler-s mode choice and demand. However, to calibrate the discrete choice model needs to have plenty of questionnaire survey. In this study, an aggregative model is proposed. The historical data of passenger volumes for high speed rail and domestic civil aviation are employed to calibrate and validate the model. In this study, different models are compared so as to propose the best one. From the results, systematic equations forecast better than single equation do. Models with the external variable, which is oil price, are better than models based on closed system assumption.

Keywords: forecasting, passenger volume, dynamic competition model, external variable, oil price

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2930 Predictive Models for Compressive Strength of High Performance Fly Ash Cement Concrete for Pavements

Authors: S. M. Gupta, Vanita Aggarwal, Som Nath Sachdeva

Abstract:

The work reported through this paper is an experimental work conducted on High Performance Concrete (HPC) with super plasticizer with the aim to develop some models suitable for prediction of compressive strength of HPC mixes. In this study, the effect of varying proportions of fly ash (0% to 50% @ 10% increment) on compressive strength of high performance concrete has been evaluated. The mix designs studied were M30, M40 and M50 to compare the effect of fly ash addition on the properties of these concrete mixes. In all eighteen concrete mixes that have been designed, three were conventional concretes for three grades under discussion and fifteen were HPC with fly ash with varying percentages of fly ash. The concrete mix designing has been done in accordance with Indian standard recommended guidelines. All the concrete mixes have been studied in terms of compressive strength at 7 days, 28 days, 90 days, and 365 days. All the materials used have been kept same throughout the study to get a perfect comparison of values of results. The models for compressive strength prediction have been developed using Linear Regression method (LR), Artificial Neural Network (ANN) and Leave-One-Out Validation (LOOV) methods.

Keywords: ANN, concrete mixes, compressive strength, fly ash, high performance concrete, linear regression, strength prediction models.

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2929 Deep Learning for Renewable Power Forecasting: An Approach Using LSTM Neural Networks

Authors: Fazıl Gökgöz, Fahrettin Filiz

Abstract:

Load forecasting has become crucial in recent years and become popular in forecasting area. Many different power forecasting models have been tried out for this purpose. Electricity load forecasting is necessary for energy policies, healthy and reliable grid systems. Effective power forecasting of renewable energy load leads the decision makers to minimize the costs of electric utilities and power plants. Forecasting tools are required that can be used to predict how much renewable energy can be utilized. The purpose of this study is to explore the effectiveness of LSTM-based neural networks for estimating renewable energy loads. In this study, we present models for predicting renewable energy loads based on deep neural networks, especially the Long Term Memory (LSTM) algorithms. Deep learning allows multiple layers of models to learn representation of data. LSTM algorithms are able to store information for long periods of time. Deep learning models have recently been used to forecast the renewable energy sources such as predicting wind and solar energy power. Historical load and weather information represent the most important variables for the inputs within the power forecasting models. The dataset contained power consumption measurements are gathered between January 2016 and December 2017 with one-hour resolution. Models use publicly available data from the Turkish Renewable Energy Resources Support Mechanism. Forecasting studies have been carried out with these data via deep neural networks approach including LSTM technique for Turkish electricity markets. 432 different models are created by changing layers cell count and dropout. The adaptive moment estimation (ADAM) algorithm is used for training as a gradient-based optimizer instead of SGD (stochastic gradient). ADAM performed better than SGD in terms of faster convergence and lower error rates. Models performance is compared according to MAE (Mean Absolute Error) and MSE (Mean Squared Error). Best five MAE results out of 432 tested models are 0.66, 0.74, 0.85 and 1.09. The forecasting performance of the proposed LSTM models gives successful results compared to literature searches.

Keywords: Deep learning, long-short-term memory, energy, renewable energy load forecasting.

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2928 Pilot Induced Oscillations Adaptive Suppression in Fly-By-Wire Systems

Authors: Herlandson C. Moura, Jorge H. Bidinotto, Eduardo M. Belo

Abstract:

The present work proposes the development of an adaptive control system which enables the suppression of Pilot Induced Oscillations (PIO) in Digital Fly-By-Wire (DFBW) aircrafts. The proposed system consists of a Modified Model Reference Adaptive Control (M-MRAC) integrated with the Gain Scheduling technique. The PIO oscillations are detected using a Real Time Oscillation Verifier (ROVER) algorithm, which then enables the system to switch between two reference models; one in PIO condition, with low proneness to the phenomenon and another one in normal condition, with high (or medium) proneness. The reference models are defined in a closed loop condition using the Linear Quadratic Regulator (LQR) control methodology for Multiple-Input-Multiple-Output (MIMO) systems. The implemented algorithms are simulated in software implementations with state space models and commercial flight simulators as the controlled elements and with pilot dynamics models. A sequence of pitch angles is considered as the reference signal, named as Synthetic Task (Syntask), which must be tracked by the pilot models. The initial outcomes show that the proposed system can detect and suppress (or mitigate) the PIO oscillations in real time before it reaches high amplitudes.

Keywords: Adaptive control, digital fly-by-wire, oscillations suppression, PIO.

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2927 Kinetic Façade Design Using 3D Scanning to Convert Physical Models into Digital Models

Authors: Do-Jin Jang, Sung-Ah Kim

Abstract:

In designing a kinetic façade, it is hard for the designer to make digital models due to its complex geometry with motion. This paper aims to present a methodology of converting a point cloud of a physical model into a single digital model with a certain topology and motion. The method uses a Microsoft Kinect sensor, and color markers were defined and applied to three paper folding-inspired designs. Although the resulted digital model cannot represent the whole folding range of the physical model, the method supports the designer to conduct a performance-oriented design process with the rough physical model in the reduced folding range.

Keywords: Design media, kinetic façades, tangible user interface, 3D scanning.

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2926 JaCoText: A Pretrained Model for Java Code-Text Generation

Authors: Jessica Lòpez Espejel, Mahaman Sanoussi Yahaya Alassan, Walid Dahhane, El Hassane Ettifouri

Abstract:

Pretrained transformer-based models have shown high performance in natural language generation task. However, a new wave of interest has surged: automatic programming language generation. This task consists of translating natural language instructions to a programming code. Despite the fact that well-known pretrained models on language generation have achieved good performance in learning programming languages, effort is still needed in automatic code generation. In this paper, we introduce JaCoText, a model based on Transformers neural network. It aims to generate java source code from natural language text. JaCoText leverages advantages of both natural language and code generation models. More specifically, we study some findings from the state of the art and use them to (1) initialize our model from powerful pretrained models, (2) explore additional pretraining on our java dataset, (3) carry out experiments combining the unimodal and bimodal data in the training, and (4) scale the input and output length during the fine-tuning of the model. Conducted experiments on CONCODE dataset show that JaCoText achieves new state-of-the-art results.

Keywords: Java code generation, Natural Language Processing, Sequence-to-sequence Models, Transformers Neural Networks.

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2925 Simulating Drilling Using a CAD System

Authors: Panagiotis Kyratsis, Konstantinos Kakoulis

Abstract:

Nowadays, the rapid development of CAD systems’ programming environments results in the creation of multiple downstream applications, which are developed and becoming increasingly available. CAD based manufacturing simulations is gradually following the same trend. Drilling is the most popular holemaking process used in a variety of industries. A specially built piece of software that deals with the drilling kinematics is presented. The cutting forces are calculated based on the tool geometry, the cutting conditions and the tool/work-piece materials. The results are verified by experimental work. Finally, the response surface methodology (RSM) is applied and mathematical models of the total thrust force and the thrust force developed because of the main cutting edges are proposed.

Keywords: Application programming interface, CAD, drilling, response surface methodology, RSM.

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2924 Financial Analysis Analogies for Software Risk

Authors: Masood Uzzafer

Abstract:

A dynamic software risk assessment model is presented. Analogies between dynamic financial analysis and software risk assessment models are established and based on these analogies it suggested that dynamic risk model for software projects is the way to move forward for the risk assessment of software project. It is shown how software risk assessment change during different phases of a software project and hence requires a dynamic risk assessment model to capture these variations. Further evolution of dynamic financial analysis models is discussed and mapped to the evolution of software risk assessment models.

Keywords: Software Risk Assessment, Software ProjectManagement, Software Cost, Dynamic Modeling.

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2923 Application of Adaptive Network-Based Fuzzy Inference System in Macroeconomic Variables Forecasting

Authors: Ε. Giovanis

Abstract:

In this paper we apply an Adaptive Network-Based Fuzzy Inference System (ANFIS) with one input, the dependent variable with one lag, for the forecasting of four macroeconomic variables of US economy, the Gross Domestic Product, the inflation rate, six monthly treasury bills interest rates and unemployment rate. We compare the forecasting performance of ANFIS with those of the widely used linear autoregressive and nonlinear smoothing transition autoregressive (STAR) models. The results are greatly in favour of ANFIS indicating that is an effective tool for macroeconomic forecasting used in academic research and in research and application by the governmental and other institutions

Keywords: Linear models, Macroeconomics, Neuro-Fuzzy, Non-Linear models

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2922 Crashworthiness Optimization of an Automotive Front Bumper in Composite Material

Authors: S. Boria

Abstract:

In the last years, the crashworthiness of an automotive body structure can be improved, since the beginning of the design stage, thanks to the development of specific optimization tools. It is well known how the finite element codes can help the designer to investigate the crashing performance of structures under dynamic impact. Therefore, by coupling nonlinear mathematical programming procedure and statistical techniques with FE simulations, it is possible to optimize the design with reduced number of analytical evaluations. In engineering applications, many optimization methods which are based on statistical techniques and utilize estimated models, called meta-models, are quickly spreading. A meta-model is an approximation of a detailed simulation model based on a dataset of input, identified by the design of experiments (DOE); the number of simulations needed to build it depends on the number of variables. Among the various types of meta-modeling techniques, Kriging method seems to be excellent in accuracy, robustness and efficiency compared to other ones when applied to crashworthiness optimization. Therefore the application of such meta-model was used in this work, in order to improve the structural optimization of a bumper for a racing car in composite material subjected to frontal impact. The specific energy absorption represents the objective function to maximize and the geometrical parameters subjected to some design constraints are the design variables. LS-DYNA codes were interfaced with LS-OPT tool in order to find the optimized solution, through the use of a domain reduction strategy. With the use of the Kriging meta-model the crashworthiness characteristic of the composite bumper was improved.

Keywords: Composite material, crashworthiness, finite element analysis, optimization.

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2921 PM10 Prediction and Forecasting Using CART: A Case Study for Pleven, Bulgaria

Authors: Snezhana G. Gocheva-Ilieva, Maya P. Stoimenova

Abstract:

Ambient air pollution with fine particulate matter (PM10) is a systematic permanent problem in many countries around the world. The accumulation of a large number of measurements of both the PM10 concentrations and the accompanying atmospheric factors allow for their statistical modeling to detect dependencies and forecast future pollution. This study applies the classification and regression trees (CART) method for building and analyzing PM10 models. In the empirical study, average daily air data for the city of Pleven, Bulgaria for a period of 5 years are used. Predictors in the models are seven meteorological variables, time variables, as well as lagged PM10 variables and some lagged meteorological variables, delayed by 1 or 2 days with respect to the initial time series, respectively. The degree of influence of the predictors in the models is determined. The selected best CART models are used to forecast future PM10 concentrations for two days ahead after the last date in the modeling procedure and show very accurate results.

Keywords: Cross-validation, decision tree, lagged variables, short-term forecasting.

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2920 Environmental Modeling of Storm Water Channels

Authors: L. Grinis

Abstract:

Turbulent flow in complex geometries receives considerable attention due to its importance in many engineering applications. It has been the subject of interest for many researchers. Some of these interests include the design of storm water channels. The design of these channels requires testing through physical models. The main practical limitation of physical models is the so called “scale effect”, that is, the fact that in many cases only primary physical mechanisms can be correctly represented, while secondary mechanisms are often distorted. These observations form the basis of our study, which centered on problems associated with the design of storm water channels near the Dead Sea, in Israel. To help reach a final design decision we used different physical models. Our research showed good coincidence with the results of laboratory tests and theoretical calculations, and allowed us to study different effects of fluid flow in an open channel. We determined that problems of this nature cannot be solved only by means of theoretical calculation and computer simulation. This study demonstrates the use of physical models to help resolve very complicated problems of fluid flow through baffles and similar structures. The study applies these models and observations to different construction and multiphase water flows, among them, those that include sand and stone particles, a significant attempt to bring to the testing laboratory a closer association with reality.

Keywords: Baffles, open channel, physical modeling.

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2919 Early Warning System of Financial Distress Based On Credit Cycle Index

Authors: Bi-Huei Tsai

Abstract:

Previous studies on financial distress prediction choose the conventional failing and non-failing dichotomy; however, the distressed extent differs substantially among different financial distress events. To solve the problem, “non-distressed”, “slightlydistressed” and “reorganization and bankruptcy” are used in our article to approximate the continuum of corporate financial health. This paper explains different financial distress events using the two-stage method. First, this investigation adopts firm-specific financial ratios, corporate governance and market factors to measure the probability of various financial distress events based on multinomial logit models. Specifically, the bootstrapping simulation is performed to examine the difference of estimated misclassifying cost (EMC). Second, this work further applies macroeconomic factors to establish the credit cycle index and determines the distressed cut-off indicator of the two-stage models using such index. Two different models, one-stage and two-stage prediction models are developed to forecast financial distress, and the results acquired from different models are compared with each other, and with the collected data. The findings show that the one-stage model has the lower misclassification error rate than the two-stage model. The one-stage model is more accurate than the two-stage model.

Keywords: Multinomial logit model, corporate governance, company failure, reorganization, bankruptcy.

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2918 Numerical Treatment of Matrix Differential Models Using Matrix Splines

Authors: Kholod M. Abualnaja

Abstract:

This paper consider the solution of the matrix differential models using quadratic, cubic, quartic, and quintic splines. Also using the Taylor’s and Picard’s matrix methods, one illustrative example is included.

Keywords: Matrix Splines, Cubic Splines, Quartic Splines.

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2917 Data Mining Classification Methods Applied in Drug Design

Authors: Mária Stachová, Lukáš Sobíšek

Abstract:

Data mining incorporates a group of statistical methods used to analyze a set of information, or a data set. It operates with models and algorithms, which are powerful tools with the great potential. They can help people to understand the patterns in certain chunk of information so it is obvious that the data mining tools have a wide area of applications. For example in the theoretical chemistry data mining tools can be used to predict moleculeproperties or improve computer-assisted drug design. Classification analysis is one of the major data mining methodologies. The aim of thecontribution is to create a classification model, which would be able to deal with a huge data set with high accuracy. For this purpose logistic regression, Bayesian logistic regression and random forest models were built using R software. TheBayesian logistic regression in Latent GOLD software was created as well. These classification methods belong to supervised learning methods. It was necessary to reduce data matrix dimension before construct models and thus the factor analysis (FA) was used. Those models were applied to predict the biological activity of molecules, potential new drug candidates.

Keywords: data mining, classification, drug design, QSAR

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2916 Application of the Least Squares Method in the Adjustment of Chlorodifluoromethane (HCFC-142b) Regression Models

Authors: L. J. de Bessa Neto, V. S. Filho, J. V. Ferreira Nunes, G. C. Bergamo

Abstract:

There are many situations in which human activities have significant effects on the environment. Damage to the ozone layer is one of them. The objective of this work is to use the Least Squares Method, considering the linear, exponential, logarithmic, power and polynomial models of the second degree, to analyze through the coefficient of determination (R²), which model best fits the behavior of the chlorodifluoromethane (HCFC-142b) in parts per trillion between 1992 and 2018, as well as estimates of future concentrations between 5 and 10 periods, i.e. the concentration of this pollutant in the years 2023 and 2028 in each of the adjustments. A total of 809 observations of the concentration of HCFC-142b in one of the monitoring stations of gases precursors of the deterioration of the ozone layer during the period of time studied were selected and, using these data, the statistical software Excel was used for make the scatter plots of each of the adjustment models. With the development of the present study, it was observed that the logarithmic fit was the model that best fit the data set, since besides having a significant R² its adjusted curve was compatible with the natural trend curve of the phenomenon.

Keywords: Chlorodifluoromethane (HCFC-142b), ozone (O3), least squares method, regression models.

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2915 Comparison of Response Surface Designs in a Spherical Region

Authors: Boonorm Chomtee, John J. Borkowski

Abstract:

The objective of the research is to study and compare response surface designs: Central composite designs (CCD), Box- Behnken designs (BBD), Small composite designs (SCD), Hybrid designs, and Uniform shell designs (USD) over sets of reduced models when the design is in a spherical region for 3 and 4 design variables. The two optimality criteria ( D and G ) are considered which larger values imply a better design. The comparison of design optimality criteria of the response surface designs across the full second order model and sets of reduced models for 3 and 4 factors based on the two criteria are presented.

Keywords: design optimality criteria, reduced models, response surface design, spherical design region

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2914 Modeling of Temperature Fields of Gas Turbine Blades by Considering Heat Flow and Specified Temperature

Authors: C. Ardil

Abstract:

A new mathematical model for calculating the temperature field of the profile part of the cooled blades of gas turbines is developed. The theoretical substantiation of the method is based on the application of the method of potential theory (the method of boundary integral equations). The effectiveness of the implementation of the developed mathematical model is confirmed on the basis of a computational experiment.

Keywords: Modeling of temperature fields, gas turbine blades, integral methods, cooled blades, gas turbines.

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