Search results for: Distribution System

Authors: B. T. Sayed, Nafaâ Jabeur, M. Aref

Abstract:

Creation and maintenance of knowledge management systems has been recognized as an important research area. Consecutively lack of accurate results from knowledge management systems limits the organization to apply their knowledge management processes. This leads to a failure in getting the right information to the right people at the right time thus followed by a deficiency in decision making processes. An Intranet offers a powerful tool for communication and collaboration, presenting data and information, and the means that creates and shares knowledge, all in one easily accessible place. This paper proposes an archetype describing how a knowledge management system, with the support of intranet capabilities, could very much increase the accuracy of capturing, storing and retrieving knowledge based processes thereby increasing the efficiency of the system. This system will expect a critical mass of usage, by the users, for intranet to function as knowledge management systems. This prototype would lead to a design of an application that would impose creation and maintenance of an effective knowledge management system through intranet. The aim of this paper is to introduce an effective system to handle capture, store and distribute knowledge management in a form that may not lead to any failure which exists in most of the systems. The methodology used in the system would require all the employees, in the organization, to contribute the maximum to deliver the system to a successful arena. The system is still in its initial mode and thereby the authors are under the process to practically implement the ideas, as mentioned in the system, to produce satisfactory results.

Keywords: Knowledge Management Systems, Intranet, Methodology.

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Authors: Malee Santikunaporn, Neera Wongtyanuwat, Channarong Asavatesanupap

Abstract:

Pyrolysis of waste oil is an effective process to produce high quality liquid fuels. In this work, pyrolysis experiments of waste oil over Y zeolite were carried out in a semi-batch reactor under a flow of nitrogen at atmospheric pressure and at different reaction temperatures (350-450 ^oC). The products were gas, liquid fuel, and residue. Only liquid fuel was further characterized for its composition and properties by using gas chromatography, thermogravimetric analyzer, and bomb calorimeter. Experimental results indicated that the pyrolysis reaction temperature significantly affected both yield and composition distribution of pyrolysis oil. An increase in reaction temperature resulted in increased fuel yield, especially gasoline fraction. To obtain high amount of fuel, the optimal reaction temperature should be higher than 350 ^oC. A presence of Y zeolite in the system enhanced the cracking activity. In addition, the pyrolysis oil yield is proportional to the catalyst quantity.

Keywords: Waste oil, pyrolysis oil, Y zeolite, gasoline, diesel.

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Authors: Majid Tolouei-Rad

Abstract:

This paper presents methodologies for developing an intelligent CAD system assisting in analysis and design of reconfigurable special machines. It describes a procedure for determining feasibility of utilizing these machines for a given part and presents a model for developing an intelligent CAD system. The system analyzes geometrical and topological information of the given part to determine possibility of the part being produced by reconfigurable special machines from a technical point of view. Also feasibility of the process from a economical point of view is analyzed. Then the system determines proper positioning of the part considering details of machining features and operations needed. This involves determination of operation types, cutting tools and the number of working stations needed. Upon completion of this stage the overall layout of the machine and machining equipment required are determined.

Keywords: CAD, Knowledge based system, Reconfigurable

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Authors: R. Farkh, K. Laabidi, M. Ksouri

Abstract:

In this paper, we consider the control of time delay system by Proportional-Integral (PI) controller. By Using the Hermite- Biehler theorem, which is applicable to quasi-polynomials, we seek a stability region of the controller for first order delay systems. The essence of this work resides in the extension of this approach to second order delay system, in the determination of its stability region and the computation of the PI optimum parameters. We have used the genetic algorithms to lead the complexity of the optimization problem.

Keywords: Genetic algorithm, Hermit-Biehler theorem, optimization, PI controller, second order delay system, stability region.

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Authors: O. P. Rishi, Rekha Govil, Madhavi Sinha

Abstract:

Online learning with Intelligent Tutoring System (ITS) is becoming very popular where the system models the student-s learning behavior and presents to the student the learning material (content, questions-answers, assignments) accordingly. In today-s distributed computing environment, the tutoring system can take advantage of networking to utilize the model for a student for students from other similar groups. In the present paper we present a methodology where using Case Based Reasoning (CBR), ITS provides student modeling for online learning in a distributed environment with the help of agents. The paper describes the approach, the architecture, and the agent characteristics for such system. This concept can be deployed to develop ITS where the tutor can author and the students can learn locally whereas the ITS can model the students- learning globally in a distributed environment. The advantage of such an approach is that both the learning material (domain knowledge) and student model can be globally distributed thus enhancing the efficiency of ITS with reducing the bandwidth requirement and complexity of the system.

Keywords: CBR, ITS, student modeling, distributed system, intelligent agent.

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Authors: Jinrui Ren, Li Wu

Abstract:

Anthropogenic activities and changes of underlying surface affect the temporal and spatial distribution of surface temperature in Kunming. Taking Kunming city as the research area, the surface temperature in 2000, 2010 and 2020 as the research object, using ENVI 5.3 and ArcGIS 10.8 as auxiliary tools, and based on the spatial autocorrelation method, this paper devoted to exploring the interactions among the changes of surface temperature, urban heat island effect and land use type, so as to provide theoretical basis and scientific basis for mitigating climate change. The results showed that: (1) The heat island effect was obvious in Kunming City, the high temperature area increased from 604 km2 in 2000 to 1269 km2 in 2020, and the sub-high temperature area reached 1099 km2 in 2020; (2) In terms of space, the spatial distribution of LST was significantly different with the change of underlying surface. The high temperature zone extended in three directions: south, north and east. The overall spatial distribution pattern of LST was high in the east and low in the west. (3) The inter-annual fluctuation of land surface temperature (LST) was large, and the growth rate was faster, from 2000 to 2010. The lowest temperature in 2000 was 13.45 ℃, which raised to 19.71 ℃ in 2010, and the temperature difference in 10 years was 6.26 ℃. (4) The land use/land cover type has a strong effect on the change of LST: the man-made land made a great contribution to the increase of LST, followed by grassland and farmland, while forest and water have a significant cooling effect on LST. To sum up, the variation of surface temperature in Kunming is the result of the interactions of human activities and climate change.

Keywords: Surface temperature, urban heat island effect, land use cover type, spatiotemporal variation.

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Authors: Isa Ahmadi, Ramin Khamedi

Abstract:

In this paper, the elasto-plastic and cyclic torsion of a shaft is studied using a finite element method. The Prager kinematic hardening theory of plasticity with the Ramberg and Osgood stress-strain equation is used to evaluate the cyclic loading behavior of the shaft under the torsional loading. The material of shaft is assumed to follow the non-linear strain hardening property based on the Prager model. The finite element method with C¹ continuity is developed and used for solution of the governing equations of the problem. The successive substitution iterative method is used to calculate the distribution of stresses and plastic strains in the shaft due to cyclic loads. The shear stress, effective stress, residual stress and elastic and plastic shear strain distribution are presented in the numerical results.

Keywords: Cyclic Loading, Finite Element Analysis, Prager Kinematic Hardening Model, Torsion of shaft.

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Authors: M. A. Hasan, M. R. Islam, R. A. Tarefder

Abstract:

Currently, there are few user friendly Weigh-in- Motion (WIM) data analysis softwares available which can produce traffic input data for the recently developed AASHTOWare pavement Mechanistic-Empirical (ME) design software. However, these softwares have only rudimentary Quality Control (QC) processes. Therefore, they cannot properly deal with erroneous WIM data. As the pavement performance is highly sensible to the quality of WIM data, it is highly recommended to use more refined QC process on raw WIM data to get a good result. This study develops a userfriendly software, which can produce traffic input for the ME design software. This software takes the raw data (Class and Weight data) collected from the WIM station and processes it with a sophisticated QC procedure. Traffic data such as traffic volume, traffic distribution, axle load spectra, etc. can be obtained from this software; which can directly be used in the ME design software.

Keywords: Weigh-in-motion, software, axle load spectra, traffic distribution, AASHTOWare.

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Authors: Manolo Dulva Hina, Clement Thierry, Assia Soukane, Amar Ramdane-Cherif

Abstract:

In this paper, we presented our innovative way of determining the driving context for a driving assistance system. We invoke the fusion of all parameters that describe the context of the environment, the vehicle and the driver to obtain the driving context. We created a training set that stores driving situation patterns and from which the system consults to determine the driving situation. A machine-learning algorithm predicts the driving situation. The driving situation is an input to the fission process that yields the action that must be implemented when the driver needs to be informed or assisted from the given the driving situation. The action may be directed towards the driver, the vehicle or both. This is an ongoing work whose goal is to offer an alternative driving assistance system for safe driving, green driving and comfortable driving. Here, ontologies are used for knowledge representation.

Keywords: Cognitive driving, intelligent transportation system, multimodal system, ontology, machine learning.

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Authors: C.-M. Militaru, A. Pǎcalǎ, I. Vlaicu, K. Bodor, G.-A. Dumitrel, T. Todinca

Abstract:

A mathematical model for the hydrodynamics of a surface water treatment pilot plant was developed and validated by the determination of the residence time distribution (RTD) for the main equipments of the unit. The well known models of ideal/real mixing, ideal displacement (plug flow) and (one-dimensional axial) dispersion model were combined in order to identify the structure that gives the best fitting of the experimental data for each equipment of the pilot plant. RTD experimental results have shown that pilot plant hydrodynamics can be quite well approximated by a combination of simple mathematical models, structure which is suitable for engineering applications. Validated hydrodynamic models will be further used in the evaluation and selection of the most suitable coagulation-flocculation reagents, optimum operating conditions (injection point, reaction times, etc.), in order to improve the quality of the drinking water.

Keywords: drinking water, hydrodynamic modeling, pilot plant, residence time distribution, surface water.

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Authors: Mugabe Nzarama Gabriel

Abstract:

In Rwanda, many healthcare organizations are still using a paper based patients’ data record system although it still present weaknesses to share health patients’ information across different services when necessary. In developed countries, the EHR has been put in place to revolutionize the paper based record system but still the EHR has some challenges related to privacy, security, or interoperability. The purpose of this research was to assess the existing patients’ data record system in healthcare sector in Rwanda, see what an EHR can improve to the system in place and assess the acceptance of EHR as system which is interoperable, very secure and interoperable and see whether stakeholders are ready to adopt the system. The case based methodology was used and TAM theoretical framework to design the questionnaire for the survey. A judgmental sample across two cases, CHUB and Hopital de Nemba, has been selected and SPSS has been used for descriptive statistics. After a qualitative analysis, the findings showed that the paper based record is useful, gives complete information about the patient, protects the privacy of patients but it is still less secure and less interoperable. The respondents shown that they are ready to use the proposed EHR System and want it secure, capable of enforcing the privacy but still they are not all ready for the interoperability. A conclusion has been formulated; recommendations and further research have been proposed.

Keywords: EHR system, healthcare service, TAM, privacy, interoperability.

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Authors: Alia Al Rayssi, Mahra Al Marar, Alyazia Alkhaili, Reem Al Dhaheri, Shayma Alkobaisi, Hoda Amer

Abstract:

We present in this paper a web-based system called “HelpMeBreathe” for managing asthma. The proposed system provides analytical tools, which allow better understanding of environmental triggers of asthma, hence better support of data-driven decision making. The developed system provides warning messages to a specific asthma patient if the weather in his/her area might cause any difficulty in breathing or could trigger an asthma attack. HelpMeBreathe collects, stores, and analyzes individuals’ moving trajectories and health conditions as well as environmental data. It then processes and displays the patients’ data through an analytical tool that leads to an effective decision making by physicians and other decision makers.

Keywords: Asthma, environmental triggers, map interface, peak flow, web-based system.

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Authors: Kejun Zhuang

Abstract:

In this paper, a three dimensional autonomous chaotic system is considered. The existence of Hopf bifurcation is investigated by choosing the appropriate bifurcation parameter. Furthermore, formulas for determining the direction of the Hopf bifurcation and the stability of bifurcating periodic solutions are derived with the help of normal form theory. Finally, a numerical example is given.

Keywords: Chaotic system, Hopf bifurcation, normal form theory.

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Authors: Labar Hocine, Rekik Badri, Bounaya Kamel, Kelaiaia Mounia Samira

Abstract:

Diagnostic goal of transformers in service is to detect the winding or the core in fault. Transformers are valuable equipment which makes a major contribution to the supply security of a power system. Consequently, it is of great importance to minimize the frequency and duration of unwanted outages of power transformers. So, Frequency Response Analysis (FRA) is found to be a useful tool for reliable detection of incipient mechanical fault in a transformer, by finding winding or core defects. The authors propose as first part of this article, the coupled circuits method, because, it gives most possible exhaustive modelling of transformers. And as second part of this work, the application of FRA in low frequency in order to improve and simplify the response reading. This study can be useful as a base data for the other transformers of the same categories intended for distribution grid.

Keywords: Diagnostic, Coupled Circuit Method, FRA, Transformer Faults

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Authors: Suparman

Abstract:

Piecewise polynomial regression model is very flexible model for modeling the data. If the piecewise polynomial regression model is matched against the data, its parameters are not generally known. This paper studies the parameter estimation problem of piecewise polynomial regression model. The method which is used to estimate the parameters of the piecewise polynomial regression model is Bayesian method. Unfortunately, the Bayes estimator cannot be found analytically. Reversible jump MCMC algorithm is proposed to solve this problem. Reversible jump MCMC algorithm generates the Markov chain that converges to the limit distribution of the posterior distribution of piecewise polynomial regression model parameter. The resulting Markov chain is used to calculate the Bayes estimator for the parameters of piecewise polynomial regression model.

Keywords: Piecewise, Bayesian, reversible jump MCMC, segmentation.

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Authors: Sedigheh Mirzaei S., Debasis Sengupta

Abstract:

Parametric models have been quite popular for studying human growth, particularly in relation to biological parameters such as peak size velocity and age at peak size velocity. Longitudinal data are generally considered to be vital for fittinga parametric model to individual-specific data, and for studying the distribution of these biological parameters in a human population. However, cross-sectional data are easier to obtain than longitudinal data. In this paper, we present a method of combining longitudinal and cross-sectional data for the purpose of estimating the distribution of the biological parameters. We demonstrate, through simulations in the special case ofthePreece Baines model, how estimates based on longitudinal data can be improved upon by harnessing the information contained in cross-sectional data.We study the extent of improvement for different mixes of the two types of data, and finally illustrate the use of the method through data collected by the Indian Statistical Institute.

Keywords: Preece-Baines growth model, MCMC method, Mixed effect model

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Authors: Nantapanuwat Nattapol, Ractham Peter, Kaewkittipong Laddawan

Abstract:

The efficient knowledge management system (KMS) is one of the important strategies to help firms to achieve sustainable competitive advantages, but little research has been conducted to understand what contributes to the KMS success. This study thus set to investigate the determinants of KMS success in the context of Thai banking industry. A questionnaire survey was conducted in four major Thai Banks to test the proposed KMS Success model. The result of this study shows that KMS use and user satisfaction relate significantly to the success of KMS, and knowledge quality, service quality and trust lead to system use, and knowledge quality, system quality and trust lead to user satisfaction. However, this research focuses only on system and user-related factors. Future research thus can extend to study factors such as management support and organization readiness.

Keywords: Knowledge, Knowledge Management, Knowledge Management system, Knowledge Management System Success, Banking Industry, Thailand

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Authors: T. C. Manjunath, C. Ardil

Abstract:

This paper deals with the design and the implementation of an automatic task planner for a robot, irrespective of whether it is a stationary robot or a mobile robot. The aim of the task planner nothing but, they are planning systems which are used to plan a particular task and do the robotic manipulation. This planning system is embedded into the system software in the computer, which is interfaced to the computer. When the instructions are given using the computer, this is transformed into real time application using the robot. All the AI based algorithms are written and saved in the control software, which acts as the intelligent task planning system.

Keywords: AI, Robot, Task Planner, RT, Algorithm, Specs, Controller.

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Authors: Siti Mutmainah, Slamet Sugiri

Abstract:

Organizations are increasingly relying upon teamwork; however, little is known about the best fit among incentive system, team composition, and group performance. To further explore this issue this study examines whether the congruence between incentive system and locus of control (LoC) affects team performance. To reconcile opposite lines of argument in literature regarding the best incentive system for a team, this paper uses the social identity perspective and person-environment (P-E) fit theory to understand behavior in a group process. A laboratory experiment with postgraduate students is conducted to test the hypotheses. One hundred and five accounting students were assigned to three-person work groups, where they completed an independent task under one of two types of incentive—individual and group incentive systems—after their LoC was measured. The findings confirm the hypothesis. Group incentive results in an enhanced team performance. Team performance is better when there is congruence between incentive system and LoC. Group incentive system combined with external LoC results in the best performance, while individual incentive system results in a better team performance when combined with internal LoC. The result suggests that a cooperative process enables ‘ordinary people’ to obtain extraordinary results.

Keywords: Incentive system, locus of control, person-environment fit, social identity perspective, team performance.

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Authors: M. M. Bashandy, A. R. Ahmed, M. El-Gaffary, Sahar S. Abd El-Rahman

Abstract:

This study evaluated the acute toxicity and tissue distribution of intravenously administered gold nanoparticles (AuNPs) in male rabbits. Rabbits were exposed to single dose of AuNPs (300 μg/ kg). Toxic effects were assessed via general behavior, hematological parameters, serum biochemical parameters, and histopathological examination of various rabbits’ organs. Inductively coupled plasma–mass spectrometry (ICP-MS) was used to determine gold concentrations in tissue samples collected at predetermined time intervals. After one week, AuNPs exerted no obvious acute toxicity in rabbits. However, inflammatory reactions were observed in liver, lungs and kidneys accompanied with mild absolute neutrophilia and significant monocytosis. The highest gold levels were found in the spleen and liver followed by lungs, and kidneys. These results indicated that AuNPs could be distributed extensively to various tissues in the body, but primarily in the spleen and liver.

Keywords: Gold nanoparticles, toxicity, pathology, hematology, liver function, kidney function.

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Authors: Dongsu Wu, Hongbin Gu

Abstract:

A motion protection system is designed for a parallel motion platform with subsided cabin. Due to its complex structure, parallel mechanism is easy to encounter interference problems including link length limits, joints limits and self-collision. Thus a virtual spring algorithm in operational space is developed for the motion protection system to avoid potential damages caused by interference. Simulation results show that the proposed motion protection system can effectively eliminate interference problems and ensure safety of the whole motion platform.

Keywords: Motion protection, motion platform, parallelmechanism, Stewart platform, collision avoidance.

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Authors: Tsubasa Seto, Kentaro Nagata, Kazushige Magatani

Abstract:

SEMG (Surface Electromyogram) is one of the bio-signals and is generated from the muscle. And there are many research results that use forearm EMG to detect hand motions. In this paper, we will talk about our developed the robot hand system that can control grasping power by SEMG. In our system, we suppose that muscle power is proportional to the amplitude of SEMG. The power is estimated and the grip power of a robot hand is able to be controlled using estimated muscle power in our system. In addition, to perform a more precise control can be considered to build a closed loop feedback system as an object to a subject to pressure from the edge of hand. Our objectives of this study are the development of a method that makes perfect detection of the hand grip force possible using SEMG patterns, and applying this method to the man-machine interface.

Keywords: SEMG, multi electrode, robot hand, power control

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Authors: N.Karunakaran, V.Balasubramanian

Abstract:

This paper presents the results of a study aimed at establishing the temperature distribution during the welding of magnesium alloy sheets by Pulsed Current Gas Tungsten Arc Welding (PCGTAW) and Constant Current Gas Tungsten Arc Welding (CCGTAW) processes. Pulsing of the GTAW welding current influences the dimensions and solidification rate of the fused zone, it also reduces the weld pool volume hence a narrower bead. In this investigation, the base material considered was 2mm thin AZ 31 B magnesium alloy, which is finding use in aircraft, automobile and high-speed train components. A finite element analysis was carried out using ANSYS, and the results of the FEA were compared with the experimental results. It is evident from this study that the finite element analysis using ANSYS can be effectively used to model PCGTAW process for finding temperature distribution.

Keywords: gas tungsten arc welding, pulsed current, finiteelement analysis, thermal analysis, magnesium alloy.

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Authors: Do-Kyu, Hwang, Ho-Young Kim, Ho-Hyeoung Choi, Gi-Beom Park, Jae-Hoon Lee

Abstract:

Currently there are many use of threaded reinforcing bars in construction fields because those do not need additional screw processing when connecting reinforcing bar by threaded coupler. In this study, reinforced concrete bridge piers using threaded rebar coupler system at the plastic hinge area were tested to evaluate seismic performance. The test results showed that threads of the threaded rebar coupler system could be loosened while under tension-compression cyclic loading because tolerance and rib face angle of a threaded rebar coupler system are greater than that of a conventional ribbed rebar coupler system. As a result, cracks were concentrated just outside of the mechanical coupler and stiffness of reinforced concrete bridge pier decreased. Therefore, it is recommended that connection ratio of mechanical couplers in one section shall be below 50% in order that cracks are not concentrated just outside of the mechanical coupler. Also, reduced stiffness of the specimen should be considered when using the threaded rebar coupler system.

Keywords: Reinforced concrete column, seismic performance, threaded rebar coupler, threaded reinforcing bar.

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Authors: H. T. Barney, G. C. Low

Abstract:

The design of distributed systems involves dividing the system into partitions (or components) and then allocating these partitions to physical nodes. There have been several techniques proposed for both the partitioning and allocation processes. These existing techniques suffer from a number of limitations including lack of support for replication. Replication is difficult to use effectively but has the potential to greatly improve the performance of a distributed system. This paper presents a new technique technique for allocating objects in order to improve performance in a distributed system that supports replication. The performance of the proposed technique is demonstrated and tested on an example system. The performance of the new technique is compared with the performance of an existing technique in order to demonstrate both the validity and superiority of the new technique when developing a distributed system that can utilise object replication.

Keywords: Allocation, Distributed Systems, Replication.

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Authors: Kleanthis Prekas, Maria Rangoussi, Savvas Vassiliadis, George Prekas

Abstract:

Intelligent tutoring systems constitute an evolution of computer-aided educational software. We present here the modules of an intelligent tutoring system for Automatic Control, developed in our department. Through the software application developed,students can perform complete automatic control laboratory experiments, either over the departmental local area network or over the Internet. Monitoring of access to the system (local as well as international), along with student performance statistics, has yielded strongly encouraging results (as of fall 2004), despite the advanced technical content of the presented paradigm, thus showing the potential of the system developed for education and for training.

Keywords: Automatic control, tutoring system, Internet access, laboratory experiments.

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Authors: Ekachai Phaisangittisagul, Rapeepol Chongprachawat

Abstract:

Obtaining labeled data in supervised learning is often difficult and expensive, and thus the trained learning algorithm tends to be overfitting due to small number of training data. As a result, some researchers have focused on using unlabeled data which may not necessary to follow the same generative distribution as the labeled data to construct a high-level feature for improving performance on supervised learning tasks. In this paper, we investigate the impact of the relationship between unlabeled and labeled data for classification performance. Specifically, we will apply difference unlabeled data which have different degrees of relation to the labeled data for handwritten digit classification task based on MNIST dataset. Our experimental results show that the higher the degree of relation between unlabeled and labeled data, the better the classification performance. Although the unlabeled data that is completely from different generative distribution to the labeled data provides the lowest classification performance, we still achieve high classification performance. This leads to expanding the applicability of the supervised learning algorithms using unsupervised learning.

Keywords: Autoencoder, high-level feature, MNIST dataset, selftaught learning, supervised learning.

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Authors: Seshi Reddy Kasu, Florian Misoc

Abstract:

The use of hydroelectric pump-storage system at large scale, MW-size systems, is already widespread around the world. Designed for large scale applications, pump-storage station can be scaled-down for small, remote residential applications. Given the cost and complexity associated with installing a substation further than 100 miles from the main transmission lines, a remote, independent and self-sufficient system is by far the most feasible solution. This article is aiming at the design of wind and solar power generating system, by means of pumped-storage to replace the wind and /or solar power systems with a battery bank energy storage. Wind and solar pumped-storage power generating system can reduce the cost of power generation system, according to the user's electricity load and resource condition and also can ensure system reliability of power supply. Wind and solar pumped-storage power generation system is well suited for remote residential applications with intermittent wind and/or solar energy. This type of power systems, installed in these locations, could be a very good alternative, with economic benefits and positive social effects. The advantage of pumped storage power system, where wind power regulation is calculated, shows that a significant smoothing of the produced power is obtained, resulting in a power-on-demand system’s capability, concomitant to extra economic benefits.

Keywords: Battery bank, photo-voltaic, pump-storage, wind energy.

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Authors: Halil Tanyer Eyyuboğu

Abstract:

For a generalized Hermite sinosiodal / hyperbolic Gaussian beam passing through an ABCD system with a finite aperture, the propagation properties are derived using the Collins integral. The results are obtained in the form of intensity graphs indicating that previously demonstrated rules of reciprocity are applicable, while the existence of the aperture accelerates this transformation.

Keywords: Optical communications, Hermite-Gaussian beams, ABCD system.

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Authors: Adrian O’Hagan, Robert McLoughlin

Abstract:

Considerable focus in the world of insurance risk quantification is placed on modeling loss values from lines of business (LOBs) that possess upper tail dependence. Copulas such as the Joe, Gumbel and Student-t copula may be used for this purpose. The copula structure imparts a desired level of tail dependence on the joint distribution of claims from the different LOBs. Alternatively, practitioners may possess historical or simulated data that already exhibit upper tail dependence, through the impact of catastrophe events such as hurricanes or earthquakes. In these circumstances, it is not desirable to induce additional upper tail dependence when modeling the joint distribution of the loss values from the individual LOBs. Instead, it is of interest to accurately assess the degree of tail dependence already present in the data. The empirical copula and its associated upper tail dependence coefficient are presented in this paper as robust, efficient means of achieving this goal.

Keywords: Empirical copula, extreme events, insurance loss reserving, upper tail dependence coefficient.

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