Search results for: strength prediction models.
3218 Comparison of Artificial Neural Network and Multivariate Regression Methods in Prediction of Soil Cation Exchange Capacity
Authors: Ali Keshavarzi, Fereydoon Sarmadian
Abstract:
Investigation of soil properties like Cation Exchange Capacity (CEC) plays important roles in study of environmental reaserches as the spatial and temporal variability of this property have been led to development of indirect methods in estimation of this soil characteristic. Pedotransfer functions (PTFs) provide an alternative by estimating soil parameters from more readily available soil data. 70 soil samples were collected from different horizons of 15 soil profiles located in the Ziaran region, Qazvin province, Iran. Then, multivariate regression and neural network model (feedforward back propagation network) were employed to develop a pedotransfer function for predicting soil parameter using easily measurable characteristics of clay and organic carbon. The performance of the multivariate regression and neural network model was evaluated using a test data set. In order to evaluate the models, root mean square error (RMSE) was used. The value of RMSE and R2 derived by ANN model for CEC were 0.47 and 0.94 respectively, while these parameters for multivariate regression model were 0.65 and 0.88 respectively. Results showed that artificial neural network with seven neurons in hidden layer had better performance in predicting soil cation exchange capacity than multivariate regression.Keywords: Easily measurable characteristics, Feed-forwardback propagation, Pedotransfer functions, CEC.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22113217 Fuzzy Estimation of Parameters in Statistical Models
Authors: A. Falsafain, S. M. Taheri, M. Mashinchi
Abstract:
Using a set of confidence intervals, we develop a common approach, to construct a fuzzy set as an estimator for unknown parameters in statistical models. We investigate a method to derive the explicit and unique membership function of such fuzzy estimators. The proposed method has been used to derive the fuzzy estimators of the parameters of a Normal distribution and some functions of parameters of two Normal distributions, as well as the parameters of the Exponential and Poisson distributions.Keywords: Confidence interval. Fuzzy number. Fuzzy estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22723216 Feasibility of Ground Alkali-Active Sandstone Powder for Use in Concrete as Mineral Admixture
Authors: Xia Chen, Hua-Quan Yang, Shi-Hua Zhou
Abstract:
Alkali-active sandstone aggregate was ground by vertical and ball mill into particles with residue over 45 μm less than 12%, and investigations have been launched on particles distribution and characterization of ground sandstone powder, fluidity, heat of hydration, strength as well as hydration products morphology of pastes with incorporation of ground sandstone powder. Results indicated that ground alkali-active sandstone powder with residue over 45 μm less than 8% was easily obtainable, and specific surface area was more sensitive to characterize its fineness with extension of grinding length. Incorporation of sandstone powder resulted in higher water demand and lower strength, advanced hydration of C3A and C2S within 3days and refined pore structure. Based on its manufacturing, characteristics and influence on properties of pastes, it was concluded that sandstone powder was a good selection for use in concrete as mineral admixture.Keywords: Concrete, mineral admixture, hydration, structure.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7163215 Preparation of Metallic Copper Nanoparticles by Reduction of Copper Ions in Aqueous Solution and Their Metal-Metal Bonding Properties
Authors: Y. Kobayashi, T. Shirochi, Y. Yasuda, T. Morita
Abstract:
This paper describes a method for preparing metallic Cu nanoparticles in aqueous solution, and a metal-metal bonding technique using the Cu particles.Preparation of the Cu particle colloid solution was performed in water at room temperature in air using a copper source (0.01 M Cu(NO3)2), a reducing reagent (0.2 - 1.0 M hydrazine), and stabilizers (0.5×10-3 M citric acid and 5.0×10-3 M cetyltrimethylammonium bromide). The metallic Cu nanoparticles with sizes of ca. 60nm were prepared at all the hydrazine concentrations examined. A stage and a plate of metallic Cu were successfully bonded under annealing at 400oC and pressurizing at 1.2 MPa for 5min in H2 gas with help of the metallic Cu particles. A shear strength required for separating the bonded Cu substrates reached the maximum value at a hydrazine concentration of 0.8M, and it decreased beyond the concentration. Consequently, the largest shear strength of 22.9 MPa was achieved at the 0.8 M hydrazine concentration.
Keywords: Aqueous solution, Bonding, Colloid, Copper, Nanoparticle.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 56573214 The Experimental and Statistical Analysis of the Wood Strength against Pressure According to Different Wood Types, Sizes, and Coatings
Authors: Mustafa Altin, Sakir Tasdemir, Gamze Fahriye Pehlivan, Sadiye Didem Boztepe Erkis, Sevda Altin
Abstract:
In this study, an experiment was executed related to the strength of wooden materials which have been commonly used both in the past and present against pressure and whether fire retardant materials used against fire have any effects or not. Totally 81 samples which included 3 different wood species, 3 different sizes, 2 different fire retardants and 2 unprocessed samples were prepared. Compressive pressure tests were applied to the prepared samples, their variance analyses were executed in accordance with the obtained results and it was aimed to determine the most convenient wooden materials and fire-retardant coating material. It was also determined that the species of wood and the species of coating caused the decrease and/or increase in the resistance against pressure.
Keywords: Resistance of wood against pressure, species of wood, variance analysis, wood coating, wood fire safety.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17153213 Fire Resistance of High Alumina Cement and Slag Based Ultra High Performance Fibre-Reinforced Cementitious Composites
Authors: A. Q. Sobia, M. S. Hamidah, I. Azmi, S. F. A. Rafeeqi
Abstract:
Fibre-reinforced polymer (FRP) strengthened reinforced concrete (RC) structures are susceptible to intense deterioration when exposed to elevated temperatures, particularly in the incident of fire. FRP has the tendency to lose bond with the substrate due to the low glass transition temperature of epoxy; the key component of FRP matrix. In the past few decades, various types of high performance cementitious composites (HPCC) were explored for the protection of RC structural members against elevated temperature. However, there is an inadequate information on the influence of elevated temperature on the ultra high performance fibre-reinforced cementitious composites (UHPFRCC) containing ground granulated blast furnace slag (GGBS) as a replacement of high alumina cement (HAC) in conjunction with hybrid fibres (basalt and polypropylene fibres), which could be a prospective fire resisting material for the structural components. The influence of elevated temperatures on the compressive as well as flexural strength of UHPFRCC, made of HAC-GGBS and hybrid fibres, were examined in this study. Besides control sample (without fibres), three other samples, containing 0.5%, 1% and 1.5% of basalt fibres by total weight of mix and 1 kg/m3 of polypropylene fibres, were prepared and tested. Another mix was also prepared with only 1 kg/m3 of polypropylene fibres. Each of the samples were retained at ambient temperature as well as exposed to 400, 700 and 1000 °C followed by testing after 28 and 56 days of conventional curing. Investigation of results disclosed that the use of hybrid fibres significantly helped to improve the ambient temperature compressive and flexural strength of UHPFRCC, which was found to be 80 and 14.3 MPa respectively. However, the optimum residual compressive strength was marked by UHPFRCC-CP (with polypropylene fibres only), equally after both curing days (28 and 56 days), i.e. 41%. In addition, the utmost residual flexural strength, after 28 and 56 days of curing, was marked by UHPFRCC– CP and UHPFRCC– CB2 (1 kg/m3 of PP fibres + 1% of basalt fibres) i.e. 39% and 48.5% respectively.
Keywords: Fibre reinforced polymer materials, ground granulated blast furnace slag, high-alumina cement, hybrid fibres.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11393212 Artificial Intelligence-Based Detection of Individuals Suffering from Vestibular Disorder
Authors: D. Hişam, S. İkizoğlu
Abstract:
Identifying the problem behind balance disorder is one of the most interesting topics in medical literature. This study has considerably enhanced the development of artificial intelligence (AI) algorithms applying multiple machine learning (ML) models to sensory data on gait collected from humans to classify between normal people and those suffering from Vestibular System (VS) problems. Although AI is widely utilized as a diagnostic tool in medicine, AI models have not been used to perform feature extraction and identify VS disorders through training on raw data. In this study, three ML models, the Random Forest Classifier (RF), Extreme Gradient Boosting (XGB), and K-Nearest Neighbor (KNN), have been trained to detect VS disorder, and the performance comparison of the algorithms has been made using accuracy, recall, precision, and f1-score. With an accuracy of 95.28 %, Random Forest (RF) Classifier was the most accurate model.
Keywords: Vestibular disorder, machine learning, random forest classifier, k-nearest neighbor, extreme gradient boosting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1693211 Statistical Analysis and Impact Forecasting of Connected and Autonomous Vehicles on the Environment: Case Study in the State of Maryland
Authors: Alireza Ansariyar, Safieh Laaly
Abstract:
Over the last decades, the vehicle industry has shown increased interest in integrating autonomous, connected, and electrical technologies in vehicle design with the primary hope of improving mobility and road safety while reducing transportation’s environmental impact. Using the State of Maryland (M.D.) in the United States as a pilot study, this research investigates Connected and Autonomous Vehicles (CAVs) fuel consumption and air pollutants including Carbon Monoxide (CO), Particulate Matter (PM), and Nitrogen Oxides (NOx) and utilizes meaningful linear regression models to predict CAV’s environmental effects. Maryland transportation network was simulated in VISUM software, and data on a set of variables were collected through a comprehensive survey. The number of pollutants and fuel consumption were obtained for the time interval 2010 to 2021 from the macro simulation. Eventually, four linear regression models were proposed to predict the amount of C.O., NOx, PM pollutants, and fuel consumption in the future. The results highlighted that CAVs’ pollutants and fuel consumption have a significant correlation with the income, age, and race of the CAV customers. Furthermore, the reliability of four statistical models was compared with the reliability of macro simulation model outputs in the year 2030. The error of three pollutants and fuel consumption was obtained at less than 9% by statistical models in SPSS. This study is expected to assist researchers and policymakers with planning decisions to reduce CAV environmental impacts in M.D.
Keywords: Connected and autonomous vehicles, statistical model, environmental effects, pollutants and fuel consumption, VISUM, linear regression models.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4623210 Impact Modified Oil Palm Empty Fruit Bunch Fiber/Poly(Lactic) Acid Composite
Authors: Mohammad D. H. Beg, John O. Akindoyo, Suriati Ghazali, Abdullah A. Mamun
Abstract:
In this study, composites were fabricated from oil palm empty fruit bunch fiber and poly(lactic) acid by extrusion followed by injection moulding. Surface of the fiber was pre-treated by ultrasound in an alkali medium and treatment efficiency was investigated by scanning electron microscopy (SEM) analysis and Fourier transforms infrared spectrometer (FTIR). Effect of fiber treatment on composite was characterized by tensile strength (TS), tensile modulus (TM) and impact strength (IS). Furthermore, biostrong impact modifier was incorporated into the treated fiber composite to improve its impact properties. Mechanical testing showed an improvement of up to 23.5% and 33.6% respectively for TS and TM of treated fiber composite above untreated fiber composite. On the other hand incorporation of impact modifier led to enhancement of about 20% above the initial IS of the treated fiber composite.
Keywords: Fiber treatment, impact modifier, natural fibers, ultrasound.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32763209 Lean Impact Analysis Assessment Models: Development of a Lean Measurement Structural Model
Authors: Catherine Maware, Olufemi Adetunji
Abstract:
The paper is aimed at developing a model to measure the impact of Lean manufacturing deployment on organizational performance. The model will help industry practitioners to assess the impact of implementing Lean constructs on organizational performance. It will also harmonize the measurement models of Lean performance with the house of Lean that seems to have become the industry standard. The sheer number of measurement models for impact assessment of Lean implementation makes it difficult for new adopters to select an appropriate assessment model or deployment methodology. A literature review is conducted to classify the Lean performance model. Pareto analysis is used to select the Lean constructs for the development of the model. The model is further formalized through the use of Structural Equation Modeling (SEM) in defining the underlying latent structure of a Lean system. An impact assessment measurement model developed can be used to measure Lean performance and can be adopted by different industries.
Keywords: Impact measurement model, lean bundles, lean manufacturing, organizational performance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12253208 Investigation of Drying Kinetics of Viscose Yarn Bobbins
Authors: Ugur Akyol, Dinçer Akal, Ahmet Cihan, Kamil Kahveci
Abstract:
This study is concerned with the investigation of the suitability of several empirical and semi-empirical drying models available in the literature to define drying behavior of viscose yarn bobbins. For this purpose, firstly, experimental drying behaviour of viscose bobbins was determined on an experimental dryer setup which was designed and manufactured based on hot-air bobbin dryers used in textile industry. Afterwards, drying models considered were fitted to the experimentally obtained moisture ratios. Drying parameters were drying temperature and bobbin diameter. The fit was performed by selecting the values for constants in the models in such a way that these values make the sum of the squared differences between the experimental and the model results for moisture ratio minimum. Suitability of fitting was specified as comparing the correlation coefficient, standard error and mean square deviation. The results show that the most appropriate model in describing the drying curves of viscose bobbins is the Page model.Keywords: Drying, moisture ratio, Page model, viscose
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17513207 Multi-Layer Perceptron and Radial Basis Function Neural Network Models for Classification of Diabetic Retinopathy Disease Using Video-Oculography Signals
Authors: Ceren Kaya, Okan Erkaymaz, Orhan Ayar, Mahmut Özer
Abstract:
Diabetes Mellitus (Diabetes) is a disease based on insulin hormone disorders and causes high blood glucose. Clinical findings determine that diabetes can be diagnosed by electrophysiological signals obtained from the vital organs. 'Diabetic Retinopathy' is one of the most common eye diseases resulting on diabetes and it is the leading cause of vision loss due to structural alteration of the retinal layer vessels. In this study, features of horizontal and vertical Video-Oculography (VOG) signals have been used to classify non-proliferative and proliferative diabetic retinopathy disease. Twenty-five features are acquired by using discrete wavelet transform with VOG signals which are taken from 21 subjects. Two models, based on multi-layer perceptron and radial basis function, are recommended in the diagnosis of Diabetic Retinopathy. The proposed models also can detect level of the disease. We show comparative classification performance of the proposed models. Our results show that proposed the RBF model (100%) results in better classification performance than the MLP model (94%).
Keywords: Diabetic retinopathy, discrete wavelet transform, multi-layer perceptron, radial basis function, video-oculography.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13463206 Lateral Torsional Buckling of Steel Thin-Walled Beams with Lateral Restraints
Authors: Ivan Balázs, Jindřich Melcher
Abstract:
Metal thin-walled members have been widely used in building industry. Usually they are utilized as purlins, girts or ceiling beams. Due to slenderness of thin-walled cross-sections these structural members are prone to stability problems (e.g. flexural buckling, lateral torsional buckling). If buckling is not constructionally prevented their resistance is limited by buckling strength. In practice planar members of roof or wall cladding can be attached to thin-walled members. These elements reduce displacement of thin-walled members and therefore increase their buckling strength. If this effect is taken into static assessment more economical sections of thin-walled members might be utilized and certain savings of material might be achieved. This paper focuses on problem of determination of critical load of steel thin-walled beams with lateral continuous restraint which is crucial for lateral torsional buckling assessment.Keywords: Beam, buckling, numerical analysis, stability, steel.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29143205 Variation of CONWIP Systems
Authors: Joshua Prakash, Chin Jeng Feng
Abstract:
The paper describes the workings for four models of CONWIP systems used till date; the basic CONWIP system, the hybrid CONWIP system, the multi-product CONWIP system, and the parallel CONWIP system. The final novel model is introduced in this paper in a general form. These models may be adopted for analysis for both simulation studies and implementation on the shop floor. For each model, input parameters of interest are highlighted and their impacts on several system performance measures are addressed.Keywords: CONWIP, hybrid CONWIP, mixed CONWIP, multi-product CONWIP.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23273204 Spatial Time Series Models for Rice and Cassava Yields Based On Bayesian Linear Mixed Models
Authors: Panudet Saengseedam, Nanthachai Kantanantha
Abstract:
This paper proposes a linear mixed model (LMM) with spatial effects to forecast rice and cassava yields in Thailand at the same time. A multivariate conditional autoregressive (MCAR) model is assumed to present the spatial effects. A Bayesian method is used for parameter estimation via Gibbs sampling Markov Chain Monte Carlo (MCMC). The model is applied to the rice and cassava yields monthly data which have been extracted from the Office of Agricultural Economics, Ministry of Agriculture and Cooperatives of Thailand. The results show that the proposed model has better performance in most provinces in both fitting part and validation part compared to the simple exponential smoothing and conditional auto regressive models (CAR) from our previous study.
Keywords: Bayesian method, Linear mixed model, Multivariate conditional autoregressive model, Spatial time series.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22473203 Logistics Outsourcing: Performance Models and Financial and Operational Indicators
Authors: Carlos Sanchís-Pedregosa, José A. D. M achuca, María del Mar González-Zamora
Abstract:
The growing outsourcing of logistics services resulting from the ongoing current in firms of costs reduction/increased efficiency means that it is becoming more and more important for the companies doing the outsourcing to carry out a proper evaluation. The multiple definitions and measures of logistics service performance found in research on the topic create a certain degree of confusion and do not clear the way towards the proper measurement of their performance. Do a model and a specific set of indicators exist that can be considered appropriate for measuring the performance of logistics services outsourcing in industrial environments? Are said indicators in keeping with the objectives pursued by outsourcing? We aim to answer these and other research questions in the study we have initiated in the field within the framework of the international High Performance Manufacturing (HPM) project of which this paper forms part. As the first stage of this research, this paper reviews articles dealing with the topic published in the last 15 years with the aim of detecting the models most used to make this measurement and determining which performance indicators are proposed as part of said models and which are most used. The first steps are also taken in determining whether these indicators, financial and operational, cover the aims that are being pursued when outsourcing logistics services. The findings show there is a wide variety of both models and indicators used. This would seem to testify to the need to continue with our research in order to try to propose a model and a set of indicators for measuring the performance of logistics services outsourcing in industrial environments.Keywords: Logistics, objectives, outsourcing, performancemeasurement systems
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21363202 Vibration of a Beam on an Elastic Foundation Using the Variational Iteration Method
Authors: Desmond Adair, Kairat Ismailov, Martin Jaeger
Abstract:
Modelling of Timoshenko beams on elastic foundations has been widely used in the analysis of buildings, geotechnical problems, and, railway and aerospace structures. For the elastic foundation, the most widely used models are one-parameter mechanical models or two-parameter models to include continuity and cohesion of typical foundations, with the two-parameter usually considered the better of the two. Knowledge of free vibration characteristics of beams on an elastic foundation is considered necessary for optimal design solutions in many engineering applications, and in this work, the efficient and accurate variational iteration method is developed and used to calculate natural frequencies of a Timoshenko beam on a two-parameter foundation. The variational iteration method is a technique capable of dealing with some linear and non-linear problems in an easy and efficient way. The calculations are compared with those using a finite-element method and other analytical solutions, and it is shown that the results are accurate and are obtained efficiently. It is found that the effect of the presence of the two-parameter foundation is to increase the beam’s natural frequencies and this is thought to be because of the shear-layer stiffness, which has an effect on the elastic stiffness. By setting the two-parameter model’s stiffness parameter to zero, it is possible to obtain a one-parameter foundation model, and so, comparison between the two foundation models is also made.
Keywords: Timoshenko beam, variational iteration method, two-parameter elastic foundation model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9763201 Parameters Affecting the Elasto-Plastic Behavior of Outrigger Braced Walls to Earthquakes
Authors: T. A. Sakr, Hanaa E. Abd-El- Mottaleb
Abstract:
Outrigger-braced wall systems are commonly used to provide high rise buildings with the required lateral stiffness for wind and earthquake resistance. The existence of outriggers adds to the stiffness and strength of walls as reported by several studies. The effects of different parameters on the elasto-plastic dynamic behavior of outrigger-braced wall systems to earthquakes are investigated in this study. Parameters investigated include outrigger stiffness, concrete strength, and reinforcement arrangement as the main design parameters in wall design. In addition to being significantly affect the wall behavior, such parameters may lead to the change of failure mode and the delay of crack propagation and consequently failure as the wall is excited by earthquakes. Bi-linear stress-strain relation for concrete with limited tensile strength and truss members with bi-linear stress-strain relation for reinforcement were used in the finite element analysis of the problem. The famous earthquake record, El-Centro, 1940 is used in the study. Emphasize was given to the lateral drift, normal stresses and crack pattern as behavior controlling determinants. Results indicated significant effect of the studied parameters such that stiffer outrigger, higher grade concrete and concentrating the reinforcement at wall edges enhance the behavior of the system. Concrete stresses and cracking behavior are too much enhanced while less drift improvements are observed.
Keywords: Structures, High rise, Outrigger, Shear Wall, Earthquake, Nonlinear.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23553200 The Use of Local Knowledge and its Transferfor Community Self-Protection Development in Flood Prone Residential Area
Authors: Siyanee Hirunsalee, Hidehiko Kanegae
Abstract:
This paper aims to study at the use of local knowledge to develop community self-protection in flood prone residential area, Ayutthaya Island has been chosen as a case study. This study tries to examine the strength of local knowledge which is able to develop community self-protection and cope with flood disaster. In-depth, this paper focuses on the influence of social network on knowledge transfer. After conducted the research, authors reviewed the strength of local knowledge and also mentioned the obstacles of community to use and also transfer local knowledge. Moreover, the result of the study revealed that local knowledge is not always transferred by the strongest-tie social network (family or kinship) as we used to believe. Surprisingly, local knowledge could be also transferred by the weaker-tie social network (teacher/ monk) with the better effectiveness in some knowledge.Keywords: Community Self-Protection Development, FloodRisk Reduction, Knowledge Transfer, Local Knowledge
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16993199 Compressive Strength Evaluation of Underwater Concrete Structures Integrating the Combination of Rebound Hardness and Ultrasonic Pulse Velocity Methods with Artificial Neural Networks
Authors: Seunghee Park, Junkyeong Kim, Eun-Seok Shin, Sang-Hun Han
Abstract:
In this study, two kinds of nondestructive evaluation (NDE) techniques (rebound hardness and ultrasonic pulse velocity methods) are investigated for the effective maintenance of underwater concrete structures. A new methodology to estimate the underwater concrete strengths more effectively, named “artificial neural network (ANN) – based concrete strength estimation with the combination of rebound hardness and ultrasonic pulse velocity methods” is proposed and verified throughout a series of experimental works.
Keywords: Underwater Concrete, Rebound Hardness, Schmidt hammer, Ultrasonic Pulse Velocity, Ultrasonic Sensor, Artificial Neural Networks, ANN.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 36643198 VaR Forecasting in Times of Increased Volatility
Authors: Ivo Jánský, Milan Rippel
Abstract:
The paper evaluates several hundred one-day-ahead VaR forecasting models in the time period between the years 2004 and 2009 on data from six world stock indices - DJI, GSPC, IXIC, FTSE, GDAXI and N225. The models model mean using the ARMA processes with up to two lags and variance with one of GARCH, EGARCH or TARCH processes with up to two lags. The models are estimated on the data from the in-sample period and their forecasting accuracy is evaluated on the out-of-sample data, which are more volatile. The main aim of the paper is to test whether a model estimated on data with lower volatility can be used in periods with higher volatility. The evaluation is based on the conditional coverage test and is performed on each stock index separately. The primary result of the paper is that the volatility is best modelled using a GARCH process and that an ARMA process pattern cannot be found in analyzed time series.Keywords: VaR, risk analysis, conditional volatility, garch, egarch, tarch, moving average process, autoregressive process
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14303197 Crash Severity Modeling in Urban Highways Using Backward Regression Method
Authors: F. Rezaie Moghaddam, T. Rezaie Moghaddam, M. Pasbani Khiavi, M. Ali Ghorbani
Abstract:
Identifying and classifying intersections according to severity is very important for implementation of safety related counter measures and effective models are needed to compare and assess the severity. Highway safety organizations have considered intersection safety among their priorities. In spite of significant advances in highways safety, the large numbers of crashes with high severities still occur in the highways. Investigation of influential factors on crashes enables engineers to carry out calculations in order to reduce crash severity. Previous studies lacked a model capable of simultaneous illustration of the influence of human factors, road, vehicle, weather conditions and traffic features including traffic volume and flow speed on the crash severity. Thus, this paper is aimed at developing the models to illustrate the simultaneous influence of these variables on the crash severity in urban highways. The models represented in this study have been developed using binary Logit Models. SPSS software has been used to calibrate the models. It must be mentioned that backward regression method in SPSS was used to identify the significant variables in the model. Consider to obtained results it can be concluded that the main factor in increasing of crash severity in urban highways are driver age, movement with reverse gear, technical defect of the vehicle, vehicle collision with motorcycle and bicycle, bridge, frontal impact collisions, frontal-lateral collisions and multi-vehicle crashes in urban highways which always increase the crash severity in urban highways.Keywords: Backward regression, crash severity, speed, urbanhighways.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19213196 A Study of Two Disease Models: With and Without Incubation Period
Authors: H. C. Chinwenyi, H. D. Ibrahim, J. O. Adekunle
Abstract:
The incubation period is defined as the time from infection with a microorganism to development of symptoms. In this research, two disease models: one with incubation period and another without incubation period were studied. The study involves the use of a mathematical model with a single incubation period. The test for the existence and stability of the disease free and the endemic equilibrium states for both models were carried out. The fourth order Runge-Kutta method was used to solve both models numerically. Finally, a computer program in MATLAB was developed to run the numerical experiments. From the results, we are able to show that the endemic equilibrium state of the model with incubation period is locally asymptotically stable whereas the endemic equilibrium state of the model without incubation period is unstable under certain conditions on the given model parameters. It was also established that the disease free equilibrium states of the model with and without incubation period are locally asymptotically stable. Furthermore, results from numerical experiments using empirical data obtained from Nigeria Centre for Disease Control (NCDC) showed that the overall population of the infected people for the model with incubation period is higher than that without incubation period. We also established from the results obtained that as the transmission rate from susceptible to infected population increases, the peak values of the infected population for the model with incubation period decrease and are always less than those for the model without incubation period.
Keywords: Asymptotic stability, incubation period, Routh-Hurwitz criterion, Runge Kutta method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6843195 Effect of Including Thermal Process on Spot Welded and Weld-Bonded Joints
Authors: Essam A. Al-Bahkali
Abstract:
A three-dimensional finite element modeling for austenitic stainless steel AISI 304 annealed condition sheets of 1.0 mm thickness are developed using ABAQUS® software. This includes spot welded and weld bonded joints models. Both models undergo thermal heat caused by spot welding process and then are subjected to axial load up to the failure point. The properties of elastic and plastic regions, modulus of elasticity, fracture limit, nugget and heat affected zones are determined. Complete loaddisplacement curve for each joining model is obtained and compared with the experiment data and with the finite element models without including the effect of thermal process. In general, the results obtained for both spot welded and weld-bonded joints affected by thermal process showed an excellent agreement with the experimental data.
Keywords: Heat Affected Zone, Spot Welded, Thermal Process, Weld-Bonded.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15943194 A Wavelet-Based Watermarking Method Exploiting the Contrast Sensitivity Function
Authors: John N. Ellinas, Panagiotis Kenterlis
Abstract:
The efficiency of an image watermarking technique depends on the preservation of visually significant information. This is attained by embedding the watermark transparently with the maximum possible strength. The current paper presents an approach for still image digital watermarking in which the watermark embedding process employs the wavelet transform and incorporates Human Visual System (HVS) characteristics. The sensitivity of a human observer to contrast with respect to spatial frequency is described by the Contrast Sensitivity Function (CSF). The strength of the watermark within the decomposition subbands, which occupy an interval on the spatial frequencies, is adjusted according to this sensitivity. Moreover, the watermark embedding process is carried over the subband coefficients that lie on edges where distortions are less noticeable. The experimental evaluation of the proposed method shows very good results in terms of robustness and transparency.
Keywords: Image watermarking, wavelet transform, human visual system, contrast sensitivity function.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20923193 On the Fatigue Behavior of a Triphasic Composite
Authors: G. Minak, D. Ghelli, A. Zucchelli
Abstract:
This paper presents the results of an experimental characterization of a glass fibre-epoxy composite. The behavior of the traditional two-phase composite has been compared with the one of a new three-phase composite where the epoxy matrix was modified by addition of a 3% weight fraction of montmorillonite nano-particles. Two different types of nano-clays, Cloisite® 30B and RXG7000, produced by Southern Clay Products Inc., have been considered. Three-point bending tests, both monotonic and cyclic, were carried out. A strong reduction of the ultimate flexural strength upon nano-modification has been observed in quasi-static tests. Fatigue tests yielded a smaller strength loss. In both quasi-static and fatigue tests a more pronounced tendency to delamination has been noticed in three-phase composites, especially in the case of 30B nano-clay, with respect to the standard two-phase glass fiber composite.
Keywords: Bending fatigue, epoxy resin, glass fiber, montmorillonite.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24513192 Carrageenan Properties Extracted From Eucheuma cottonii, Indonesia
Authors: Sperisa Distantina, Wiratni , Moh. Fahrurrozi, Rochmadi
Abstract:
The effect of extraction solvent upon properties of carrageenan from Eucheuma cottonii was studied. The distilled water and KOH solution (concentration 0.1- 0.5N) were used as the solvent. Extraction process was carried out in water bath equipped by stirrer with constant speed of 275 rpm with a constant ratio of seaweed weight to solvent volume ( 1:50 g/mL) at 86oC for 45 minutes. The extract was then precipitated in 3 volume of 90% ethanol, oven dried at 60oC. Based on experimental data, alkali significantly influenced yield and properties of extracted carrageenan. The extracted carrageenan was found to have essentially identical FTIR spectra to the reference samples of kappa-carrageenan. Increasing the KOH concentration led to carrageenan containing less sulfate content and intrinsic viscosity. The gel strength increased along with the increasing of KOH concentration. The decreasing of intrinsic viscosity value indicates that a polymer degradation occurs during alkali extraction.Keywords: gel strength, sulfate, intrinsic viscosity, Eucheumacottonii
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 60573191 A Mathematical Modelling to Predict Rhamnolipid Production by Pseudomonas aeruginosa under Nitrogen Limiting Fed-Batch Fermentation
Authors: Seyed Ali Jafari, Mohammad Ghomi Avili, Emad Benhelal
Abstract:
In this study, a mathematical model was proposed and the accuracy of this model was assessed to predict the growth of Pseudomonas aeruginosa and rhamnolipid production under nitrogen limiting (sodium nitrate) fed-batch fermentation. All of the parameters used in this model were achieved individually without using any data from the literature. The overall growth kinetic of the strain was evaluated using a dual-parallel substrate Monod equation which was described by several batch experimental data. Fed-batch data under different glycerol (as the sole carbon source, C/N=10) concentrations and feed flow rates were used to describe the proposed fed-batch model and other parameters. In order to verify the accuracy of the proposed model several verification experiments were performed in a vast range of initial glycerol concentrations. While the results showed an acceptable prediction for rhamnolipid production (less than 10% error), in case of biomass prediction the errors were less than 23%. It was also found that the rhamnolipid production by P. aeruginosa was more sensitive at low glycerol concentrations. Based on the findings of this work, it was concluded that the proposed model could effectively be employed for rhamnolipid production by this strain under fed-batch fermentation on up to 80 g l- 1 glycerol.
Keywords: Fed-batch culture, glycerol, kinetic parameters, modelling, Pseudomonas aeruginosa, rhamnolipid.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24533190 Probabilistic Damage Tolerance Methodology for Solid Fan Blades and Discs
Authors: Andrej Golowin, Viktor Denk, Axel Riepe
Abstract:
Solid fan blades and discs in aero engines are subjected to high combined low and high cycle fatigue loads especially around the contact areas between blade and disc. Therefore, special coatings (e.g. dry film lubricant) and surface treatments (e.g. shot peening or laser shock peening) are applied to increase the strength with respect to combined cyclic fatigue and fretting fatigue, but also to improve damage tolerance capability. The traditional deterministic damage tolerance assessment based on fracture mechanics analysis, which treats service damage as an initial crack, often gives overly conservative results especially in the presence of vibratory stresses. A probabilistic damage tolerance methodology using crack initiation data has been developed for fan discs exposed to relatively high vibratory stresses in cross- and tail-wind conditions at certain resonance speeds for limited time periods. This Monte-Carlo based method uses a damage databank from similar designs, measured vibration levels at typical aircraft operations and wind conditions and experimental crack initiation data derived from testing of artificially damaged specimens with representative surface treatment under combined fatigue conditions. The proposed methodology leads to a more realistic prediction of the minimum damage tolerance life for the most critical locations applicable to modern fan disc designs.Keywords: Damage tolerance, Monte-Carlo method, fan blade and disc, laser shock peening.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15773189 Modeling of Reinforcement in Concrete Beams Using Machine Learning Tools
Authors: Yogesh Aggarwal
Abstract:
The paper discusses the results obtained to predict reinforcement in singly reinforced beam using Neural Net (NN), Support Vector Machines (SVM-s) and Tree Based Models. Major advantage of SVM-s over NN is of minimizing a bound on the generalization error of model rather than minimizing a bound on mean square error over the data set as done in NN. Tree Based approach divides the problem into a small number of sub problems to reach at a conclusion. Number of data was created for different parameters of beam to calculate the reinforcement using limit state method for creation of models and validation. The results from this study suggest a remarkably good performance of tree based and SVM-s models. Further, this study found that these two techniques work well and even better than Neural Network methods. A comparison of predicted values with actual values suggests a very good correlation coefficient with all four techniques.Keywords: Linear Regression, M5 Model Tree, Neural Network, Support Vector Machines.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2035