Search results for: multiple linear regression
2055 Mobile Augmented Reality for Collaboration in Operation
Authors: Chong-Yang Qiao
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Mobile augmented reality (MAR) tracking targets from the surroundings and aids operators for interactive data and procedures visualization, potential equipment and system understandably. Operators remotely communicate and coordinate with each other for the continuous tasks, information and data exchange between control room and work-site. In the routine work, distributed control system (DCS) monitoring and work-site manipulation require operators interact in real-time manners. The critical question is the improvement of user experience in cooperative works through applying Augmented Reality in the traditional industrial field. The purpose of this exploratory study is to find the cognitive model for the multiple task performance by MAR. In particular, the focus will be on the comparison between different tasks and environment factors which influence information processing. Three experiments use interface and interaction design, the content of start-up, maintenance and stop embedded in the mobile application. With the evaluation criteria of time demands and human errors, and analysis of the mental process and the behavior action during the multiple tasks, heuristic evaluation was used to find the operators performance with different situation factors, and record the information processing in recognition, interpretation, judgment and reasoning. The research will find the functional properties of MAR and constrain the development of the cognitive model. Conclusions can be drawn that suggest MAR is easy to use and useful for operators in the remote collaborative works.Keywords: Mobile augmented reality, remote collaboration, user experience, cognitive model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13382054 Optimal Trajectories for Highly Automated Driving
Authors: Christian Rathgeber, Franz Winkler, Xiaoyu Kang, Steffen Müller
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In this contribution two approaches for calculating optimal trajectories for highly automated vehicles are presented and compared. The first one is based on a non-linear vehicle model, used for evaluation. The second one is based on a simplified model and can be implemented on a current ECU. In usual driving situations both approaches show very similar results.Keywords: Trajectory planning, direct method, indirect method, highly automated driving.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29432053 Mean-Variance Optimization of Portfolios with Return of Premium Clauses in a DC Pension Plan with Multiple Contributors under Constant Elasticity of Variance Model
Authors: Bright O. Osu, Edikan E. Akpanibah, Chidinma Olunkwa
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In this paper, mean-variance optimization of portfolios with the return of premium clauses in a defined contribution (DC) pension plan with multiple contributors under constant elasticity of variance (CEV) model is studied. The return clauses which permit death members to claim their accumulated wealth are considered, the remaining wealth is not equally distributed by the remaining members as in literature. We assume that before investment, the surplus which includes funds of members who died after retirement adds to the total wealth. Next, we consider investments in a risk-free asset and a risky asset to meet up the expected returns of the remaining members and obtain an optimized problem with the help of extended Hamilton Jacobi Bellman equation. We obtained the optimal investment strategies for the two assets and the efficient frontier of the members by using a stochastic optimal control technique. Furthermore, we studied the effect of the various parameters of the optimal investment strategies and the effect of the risk-averse level on the efficient frontier. We observed that the optimal investment strategy is the same as in literature, secondly, we observed that the surplus decreases the proportion of the wealth invested in the risky asset.
Keywords: DC pension fund, Hamilton Jacobi Bellman equation, optimal investment strategies, stochastic optimal control technique, return of premiums clauses, mean-variance utility.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7752052 A Novel Logarithmic Current-Controlled Current Amplifier (LCCA)
Authors: Karama M. AL-Tamimi, Munir A. Al-Absi
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A new OTA-based logarithmic-control variable gain current amplifier (LCCA) is presented. It consists of two Operational Transconductance Amplifier (OTA) and two PMOS transistors biased in weak inversion region. The circuit operates from 0.6V DC power supply and consumes 0.6 μW. The linear-dB controllable output range is 43 dB with maximum error less than 0.5dB. The functionality of the proposed design was confirmed using HSPICE in 0.35μm CMOS process technology.Keywords: LCCA, OTA, Logarithmic, VGA, Weak inversion, Current-mode
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20182051 Computing Visibility Subsets in an Orthogonal Polyhedron
Authors: Jefri Marzal, Hong Xie, Chun Che Fung
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Visibility problems are central to many computational geometry applications. One of the typical visibility problems is computing the view from a given point. In this paper, a linear time procedure is proposed to compute the visibility subsets from a corner of a rectangular prism in an orthogonal polyhedron. The proposed algorithm could be useful to solve classic 3D problems.
Keywords: Visibility, rectangular prism, orthogonal polyhedron.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13902050 Surface Water Flow of Urban Areas and Sustainable Urban Planning
Authors: Sheetal Sharma
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Urban planning is associated with land transformation from natural areas to modified and developed ones which leads to modification of natural environment. The basic knowledge of relationship between both should be ascertained before proceeding for the development of natural areas. Changes on land surface due to build up pavements, roads and similar land cover, affect surface water flow. There is a gap between urban planning and basic knowledge of hydrological processes which should be known to the planners. The paper aims to identify these variations in surface flow due to urbanization for a temporal scale of 40 years using Storm Water Management Mode (SWMM) and again correlating these findings with the urban planning guidelines in study area along with geological background to find out the suitable combinations of land cover, soil and guidelines. For the purpose of identifying the changes in surface flows, 19 catchments were identified with different geology and growth in 40 years facing different ground water levels fluctuations. The increasing built up, varying surface runoff are studied using Arc GIS and SWMM modeling, regression analysis for runoff. Resulting runoff for various land covers and soil groups with varying built up conditions were observed. The modeling procedures also included observations for varying precipitation and constant built up in all catchments. All these observations were combined for individual catchment and single regression curve was obtained for runoff. Thus, it was observed that alluvial with suitable land cover was better for infiltration and least generation of runoff but excess built up could not be sustained on alluvial soil. Similarly, basalt had least recharge and most runoff demanding maximum vegetation over it. Sandstone resulted in good recharging if planned with more open spaces and natural soils with intermittent vegetation. Hence, these observations made a keystone base for planners while planning various land uses on different soils. This paper contributes and provides a solution to basic knowledge gap, which urban planners face during development of natural surfaces.
Keywords: Runoff, built up, roughness, recharge, temporal changes.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14592049 Deriving Generic Transformation Matrices for Multi-Axis Milling Machine
Authors: Alan C. Lin, Tzu-Kuan Lin, Tsong Der Lin
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This paper proposes a new method to find the equations of transformation matrix for the rotation angles of the two rotational axes and the coordinates of the three linear axes of an orthogonal multi-axis milling machine. This approach provides intuitive physical meanings for rotation angles of multi-axis machines, which can be used to evaluate the accuracy of the conversion from CL data to NC data.
Keywords: CAM, multi-axis milling machining.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 35812048 Streamflow Modeling for a Small Watershed Using Limited Hydrological Data
Authors: S. Chuenchooklin
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This research was conducted in the Pua Watershed whereas located in the Upper Nan River Basin in Nan province, Thailand. Nan River basin originated in Nan province that comprises of many tributary streams to produce as inflow to the Sirikit dam provided huge reservoir with the storage capacity of 9510 million cubic meters. The common problems of most watersheds were found i.e. shortage water supply for consumption and agriculture utilizations, deteriorate of water quality, flood and landslide including debris flow, and unstable of riverbank. The Pua Watershed is one of several small river basins that flow through the Nan River Basin. The watershed includes 404 km2 representing the Pua District, the Upper Nan Basin, or the whole Nan River Basin, of 61.5%, 18.2% or 1.2% respectively. The Pua River is a main stream producing all year streamflow supplying the Pua District and an inflow to the Upper Nan Basin. Its length approximately 56.3 kilometers with an average slope of the channel by 1.9% measured. A diversion weir namely Pua weir bound the plain and mountainous areas with a very steep slope of the riverbed to 2.9% and drainage area of 149 km2 as upstream watershed while a mild slope of the riverbed to 0.2% found in a river reach of 20.3 km downstream of this weir, which considered as a gauged basin. However, the major branch streams of the Pua River are ungauged catchments namely: Nam Kwang and Nam Koon with the drainage area of 86 and 35 km2 respectively. These upstream watersheds produce runoff through the 3-streams downstream of Pua weir, Jao weir, and Kang weir, with an averaged annual runoff of 578 million cubic meters. They were analyzed using both statistical data at Pua weir and simulated data resulted from the hydrologic modeling system (HEC–HMS) which applied for the remaining ungauged basins. Since the Kwang and Koon catchments were limited with lack of hydrological data included streamflow and rainfall. Therefore, the mathematical modeling: HEC-HMS with the Snyder-s hydrograph synthesized and transposed methods were applied for those areas using calibrated hydrological parameters from the upstream of Pua weir with continuously daily recorded of streamflow and rainfall data during 2008-2011. The results showed that the simulated daily streamflow and sum up as annual runoff in 2008, 2010, and 2011 were fitted with observed annual runoff at Pua weir using the simple linear regression with the satisfied correlation R2 of 0.64, 062, and 0.59, respectively. The sensitivity of simulation results were come from difficulty using calibrated parameters i.e. lag-time, coefficient of peak flow, initial losses, uniform loss rates, and missing some daily observed data. These calibrated parameters were used to apply for the other 2-ungauged catchments and downstream catchments simulated.
Keywords: Streamflow, hydrological model, ungauged catchments.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19932047 H∞ Approach to Functional Projective Synchronization for Chaotic Systems with Disturbances
Authors: S. M. Lee, J. H. Park, H. Y. Jung
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This paper presents a method for functional projective H∞ synchronization problem of chaotic systems with external disturbance. Based on Lyapunov theory and linear matrix inequality (LMI) formulation, the novel feedback controller is established to not only guarantee stable synchronization of both drive and response systems but also reduce the effect of external disturbance to an H∞ norm constraint.
Keywords: Chaotic systems, functional projective H∞ synchronization, LMI.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13092046 Scope, Relevance and Sustainability of Decentralized Renewable Energy Systems in Developing Economies: Imperatives from Indian Case Studies
Authors: Harshit Vallecha, Prabha Bhola
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‘Energy for all’, is a global issue of concern for the past many years. Despite the number of technological advancements and innovations, significant numbers of people are living without access to electricity around the world. India, an emerging economy, tops the list of nations having the maximum number of residents living off the grid, thus raising global attention in past few years to provide clean and sustainable energy access solutions to all of its residents. It is evident from developed economies that centralized planning and electrification alone is not sufficient for meeting energy security. Implementation of off-grid and consumer-driven energy models like Decentralized Renewable Energy (DRE) systems have played a significant role in meeting the national energy demand in developed nations. Cases of DRE systems have been reported in developing countries like India for the past few years. This paper attempts to profile the status of DRE projects in the Indian context with their scope and relevance to ensure universal electrification. Diversified cases of DRE projects, particularly solar, biomass and micro hydro are identified in different Indian states. Critical factors affecting the sustainability of DRE projects are extracted with their interlinkages in the context of developers, beneficiaries and promoters involved in such projects. Socio-techno-economic indicators are identified through similar cases in the context of DRE projects. Exploratory factor analysis is performed to evaluate the critical sustainability factors followed by regression analysis to establish the relationship between the dependent and independent factors. The generated EFA-Regression model provides a basis to develop the sustainability and replicability framework for broader coverage of DRE projects in developing nations in order to attain the goal of universal electrification with least carbon emissions.
Keywords: Climate change, decentralized generation, electricity access, renewable energy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10052045 DNA Nanowires: A Charge Transfer Approach
Authors: S. Behnia, S. Fathizadeh
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Conductivity properties of DNA molecule is investigated in a simple, but chemically specific approach that is intimately related to the Su-Schrieffer-Heeger (SSH) model. This model is a tight-binding linear nanoscale chain. We have tried to study the electrical current flowing in DNA and investigated the characteristic I-V diagram. As a result, It is shown that there are the (quasi-) ohmic areas in I-V diagram. On the other hand, the regions with a negative differential resistance (NDR) are detectable in diagram.Keywords: Charge transfer in DNA, Chaos theory, Molecular electronics, Negative Differential resistance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18462044 Dynamic Models versus Frailty Models for Recurrent Event Data
Authors: Entisar A. Elgmati
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Recurrent event data is a special type of multivariate survival data. Dynamic and frailty models are one of the approaches that dealt with this kind of data. A comparison between these two models is studied using the empirical standard deviation of the standardized martingale residual processes as a way of assessing the fit of the two models based on the Aalen additive regression model. Here we found both approaches took heterogeneity into account and produce residual standard deviations close to each other both in the simulation study and in the real data set.Keywords: Dynamic, frailty, misspecification, recurrent events.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23502043 Almost Periodic Solution for an Impulsive Neural Networks with Distributed Delays
Authors: Lili Wang
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By using the estimation of the Cauchy matrix of linear impulsive differential equations and Banach fixed point theorem as well as Gronwall-Bellman’s inequality, some sufficient conditions are obtained for the existence and exponential stability of almost periodic solution for an impulsive neural networks with distributed delays. An example is presented to illustrate the feasibility and effectiveness of the results.
Keywords: Almost periodic solution, Exponential stability, Neural networks, Impulses.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16152042 A Proposed Optimized and Efficient Intrusion Detection System for Wireless Sensor Network
Authors: Abdulaziz Alsadhan, Naveed Khan
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In recent years intrusions on computer network are the major security threat. Hence, it is important to impede such intrusions. The hindrance of such intrusions entirely relies on its detection, which is primary concern of any security tool like Intrusion detection system (IDS). Therefore, it is imperative to accurately detect network attack. Numerous intrusion detection techniques are available but the main issue is their performance. The performance of IDS can be improved by increasing the accurate detection rate and reducing false positive. The existing intrusion detection techniques have the limitation of usage of raw dataset for classification. The classifier may get jumble due to redundancy, which results incorrect classification. To minimize this problem, Principle component analysis (PCA), Linear Discriminant Analysis (LDA) and Local Binary Pattern (LBP) can be applied to transform raw features into principle features space and select the features based on their sensitivity. Eigen values can be used to determine the sensitivity. To further classify, the selected features greedy search, back elimination, and Particle Swarm Optimization (PSO) can be used to obtain a subset of features with optimal sensitivity and highest discriminatory power. This optimal feature subset is used to perform classification. For classification purpose, Support Vector Machine (SVM) and Multilayer Perceptron (MLP) are used due to its proven ability in classification. The Knowledge Discovery and Data mining (KDD’99) cup dataset was considered as a benchmark for evaluating security detection mechanisms. The proposed approach can provide an optimal intrusion detection mechanism that outperforms the existing approaches and has the capability to minimize the number of features and maximize the detection rates.
Keywords: Particle Swarm Optimization (PSO), Principle component analysis (PCA), Linear Discriminant Analysis (LDA), Local Binary Pattern (LBP), Support Vector Machine (SVM), Multilayer Perceptron (MLP).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27662041 A Challenge to Acquire Serious Victims’ Locations during Acute Period of Giant Disasters
Authors: Keiko Shimazu, Yasuhiro Maida, Tetsuya Sugata, Daisuke Tamakoshi, Kenji Makabe, Haruki Suzuki
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In this paper, we report how to acquire serious victims’ locations in the Acute Stage of Large-scale Disasters, in an Emergency Information Network System designed by us. The background of our concept is based on the Great East Japan Earthquake occurred on March 11th, 2011. Through many experiences of national crises caused by earthquakes and tsunamis, we have established advanced communication systems and advanced disaster medical response systems. However, Japan was devastated by huge tsunamis swept a vast area of Tohoku causing a complete breakdown of all the infrastructures including telecommunications. Therefore, we noticed that we need interdisciplinary collaboration between science of disaster medicine, regional administrative sociology, satellite communication technology and systems engineering experts. Communication of emergency information was limited causing a serious delay in the initial rescue and medical operation. For the emergency rescue and medical operations, the most important thing is to identify the number of casualties, their locations and status and to dispatch doctors and rescue workers from multiple organizations. In the case of the Tohoku earthquake, the dispatching mechanism and/or decision support system did not exist to allocate the appropriate number of doctors and locate disaster victims. Even though the doctors and rescue workers from multiple government organizations have their own dedicated communication system, the systems are not interoperable.
Keywords: Crisis management, disaster mitigation, messing, MGRS, Satellite communication system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8302040 Performance Based Seismic Retrofit of Masonry Infilled Reinforced Concrete Frames Using Passive Energy Dissipation Devices
Authors: Alok Madan, Arshad K. Hashmi
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The paper presents a plastic analysis procedure based on the energy balance concept for performance based seismic retrofit of multi-story multi-bay masonry infilled reinforced concrete (R/C) frames with a ‘soft’ ground story using passive energy dissipation (PED) devices with the objective of achieving a target performance level of the retrofitted R/C frame for a given seismic hazard level at the building site. The proposed energy based plastic analysis procedure was employed for developing performance based design (PBD) formulations for PED devices for a simulated application in seismic retrofit of existing frame structures designed in compliance with the prevalent standard codes of practice. The PBD formulations developed for PED devices were implemented for simulated seismic retrofit of a representative code-compliant masonry infilled R/C frame with a ‘soft’ ground story using friction dampers as the PED device. Non-linear dynamic analyses of the retrofitted masonry infilled R/C frames is performed to investigate the efficacy and accuracy of the proposed energy based plastic analysis procedure in achieving the target performance level under design level earthquakes. Results of non-linear dynamic analyses demonstrate that the maximum inter-story drifts in the masonry infilled R/C frames with a ‘soft’ ground story that is retrofitted with the friction dampers designed using the proposed PBD formulations are controlled within the target drifts under near-field as well far-field earthquakes.
Keywords: Energy Methods, Masonry Infilled Frame, Near-field Earthquakes, Seismic Protection, Supplemental damping devices.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25442039 New Stability Analysis for Neural Networks with Time-Varying Delays
Authors: Miaomiao Yang, Shouming Zhong
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This paper studies the problem of asymptotically stability for neural networks with time-varying delays.By establishing a suitable Lyapunov-Krasovskii function and several novel sufficient conditions are obtained to guarantee the asymptotically stability of the considered system. Finally,two numerical examples are given to illustrate the effectiveness of the proposed main results.
Keywords: Neural networks, Lyapunov-Krasovskii, Time-varying delays, Linear matrix inequality.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17222038 Sampled-Data Control for Fuel Cell Systems
Authors: H. Y. Jung, Ju H. Park, S. M. Lee
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Sampled-data controller is presented for solid oxide fuel cell systems which is expressed by a sector bounded nonlinear model. The proposed control law is obtained by solving a convex problem satisfying several linear matrix inequalities. Simulation results are given to show the effectiveness of the proposed design method.Keywords: Sampled-data control, Sector bound, Solid oxide fuel cell, Time-delay.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17232037 Green Bridges and Their Migration Potential
Authors: Jaroslav Žák, Aleš Florian
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Green bridges enable wildlife to pass through linear structures, especially freeways. The term migration potential is used to quantify their functionality. The proposed methodology for determining migration potential eliminates the mathematical, systematic and ecological inaccuracies of previous methodologies and provides a reliable tool for designers and environmentalists. The methodology is suited especially to medium-sized and large mammals, is mathematically correct, and its correspondence with reality was tested by monitoring existing green bridges.
Keywords: Green bridges, migration potential, partial probabilities, wildlife migration.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17552036 Power Forecasting of Photovoltaic Generation
Authors: S. H. Oudjana, A. Hellal, I. Hadj Mahammed
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Photovoltaic power generation forecasting is an important task in renewable energy power system planning and operating. This paper explores the application of neural networks (NN) to study the design of photovoltaic power generation forecasting systems for one week ahead using weather databases include the global irradiance, and temperature of Ghardaia city (south of Algeria) using a data acquisition system. Simulations were run and the results are discussed showing that neural networks Technique is capable to decrease the photovoltaic power generation forecasting error.Keywords: Photovoltaic Power Forecasting, Regression, Neural Networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 37672035 Neural Networks: From Black Box towards Transparent Box Application to Evapotranspiration Modeling
Authors: A. Johannet, B. Vayssade, D. Bertin
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Neural networks are well known for their ability to model non linear functions, but as statistical methods usually does, they use a no parametric approach thus, a priori knowledge is not obvious to be taken into account no more than the a posteriori knowledge. In order to deal with these problematics, an original way to encode the knowledge inside the architecture is proposed. This method is applied to the problem of the evapotranspiration inside karstic aquifer which is a problem of huge utility in order to deal with water resource.Keywords: Neural-Networks, Hydrology, Evapotranpiration, Hidden Function Modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18082034 Bifurcation Analysis in a Two-neuron System with Different Time Delays
Authors: Changjin Xu
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In this paper, we consider a two-neuron system with time-delayed connections between neurons. By analyzing the associated characteristic transcendental equation, its linear stability is investigated and Hopf bifurcation is demonstrated. Some explicit formulae for determining the stability and the direction of the Hopf bifurcation periodic solutions bifurcating from Hopf bifurcations are obtained by using the normal form theory and center manifold theory. Some numerical simulation results are given to support the theoretical predictions. Finally, main conclusions are given.
Keywords: Two-neuron system, delay, stability, Hopf bifurcation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13262033 The Influence of Social Network Websites on Level of user Satisfaction
Authors: Pedram Behyar, Maryam Heidari, Zahra Bayat
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the purpose of this research is to identify and clarify factors which have positive effect among user satisfaction and their social networking through websites. The examined factors in this research are; innovation, ease of use, trustworthy and customer support which are defined as satisfaction factors. To obtain reliable research approaches and to have better result in this research four hypothesizes used to test. This hypothesis testing has been done by correlation, regression and test of normality by using “SPSS16" also the data which was analyzed by this software. this data was gathered from prepaid questionnaire.Keywords: Customer Satisfaction, Social Network Website
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18582032 Self – Tuning Method of Fuzzy System: An Application on Greenhouse Process
Authors: M. Massour El Aoud, M. Franceschi, M. Maher
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The approach proposed here is oriented in the direction of fuzzy system for the analysis and the synthesis of intelligent climate controllers, the simulation of the internal climate of the greenhouse is achieved by a linear model whose coefficients are obtained by identification. The use of fuzzy logic controllers for the regulation of climate variables represents a powerful way to minimize the energy cost. Strategies of reduction and optimization are adopted to facilitate the tuning and to reduce the complexity of the controller.
Keywords: Greenhouse, fuzzy logic, optimization, gradient descent.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19472031 Parametric Approach for Reserve Liability Estimate in Mortgage Insurance
Authors: Rajinder Singh, Ram Valluru
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Chain Ladder (CL) method, Expected Loss Ratio (ELR) method and Bornhuetter-Ferguson (BF) method, in addition to more complex transition-rate modeling, are commonly used actuarial reserving methods in general insurance. There is limited published research about their relative performance in the context of Mortgage Insurance (MI). In our experience, these traditional techniques pose unique challenges and do not provide stable claim estimates for medium to longer term liabilities. The relative strengths and weaknesses among various alternative approaches revolve around: stability in the recent loss development pattern, sufficiency and reliability of loss development data, and agreement/disagreement between reported losses to date and ultimate loss estimate. CL method results in volatile reserve estimates, especially for accident periods with little development experience. The ELR method breaks down especially when ultimate loss ratios are not stable and predictable. While the BF method provides a good tradeoff between the loss development approach (CL) and ELR, the approach generates claim development and ultimate reserves that are disconnected from the ever-to-date (ETD) development experience for some accident years that have more development experience. Further, BF is based on subjective a priori assumption. The fundamental shortcoming of these methods is their inability to model exogenous factors, like the economy, which impact various cohorts at the same chronological time but at staggered points along their life-time development. This paper proposes an alternative approach of parametrizing the loss development curve and using logistic regression to generate the ultimate loss estimate for each homogeneous group (accident year or delinquency period). The methodology was tested on an actual MI claim development dataset where various cohorts followed a sigmoidal trend, but levels varied substantially depending upon the economic and operational conditions during the development period spanning over many years. The proposed approach provides the ability to indirectly incorporate such exogenous factors and produce more stable loss forecasts for reserving purposes as compared to the traditional CL and BF methods.
Keywords: Actuarial loss reserving techniques, logistic regression, parametric function, volatility.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4162030 Influential Parameters in Estimating Soil Properties from Cone Penetrating Test: An Artificial Neural Network Study
Authors: Ahmed G. Mahgoub, Dahlia H. Hafez, Mostafa A. Abu Kiefa
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The Cone Penetration Test (CPT) is a common in-situ test which generally investigates a much greater volume of soil more quickly than possible from sampling and laboratory tests. Therefore, it has the potential to realize both cost savings and assessment of soil properties rapidly and continuously. The principle objective of this paper is to demonstrate the feasibility and efficiency of using artificial neural networks (ANNs) to predict the soil angle of internal friction (Φ) and the soil modulus of elasticity (E) from CPT results considering the uncertainties and non-linearities of the soil. In addition, ANNs are used to study the influence of different parameters and recommend which parameters should be included as input parameters to improve the prediction. Neural networks discover relationships in the input data sets through the iterative presentation of the data and intrinsic mapping characteristics of neural topologies. General Regression Neural Network (GRNN) is one of the powerful neural network architectures which is utilized in this study. A large amount of field and experimental data including CPT results, plate load tests, direct shear box, grain size distribution and calculated data of overburden pressure was obtained from a large project in the United Arab Emirates. This data was used for the training and the validation of the neural network. A comparison was made between the obtained results from the ANN's approach, and some common traditional correlations that predict Φ and E from CPT results with respect to the actual results of the collected data. The results show that the ANN is a very powerful tool. Very good agreement was obtained between estimated results from ANN and actual measured results with comparison to other correlations available in the literature. The study recommends some easily available parameters that should be included in the estimation of the soil properties to improve the prediction models. It is shown that the use of friction ration in the estimation of Φ and the use of fines content in the estimation of E considerable improve the prediction models.
Keywords: Angle of internal friction, Cone penetrating test, General regression neural network, Soil modulus of elasticity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22822029 Research Regarding Resistance Characteristics of Biscuits Assortment Using Cone Penetrometer
Authors: G.–A. Constantin, G. Voicu, E.–M. Stefan, P. Tudor, G. Paraschiv, M.–G. Munteanu
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In the activity of handling and transport of food products, the products may be subjected to mechanical stresses that may lead to their deterioration by deformation, breaking, or crushing. This is the case for biscuits, regardless of their type (gluten-free or sugary), the addition of ingredients or flour from which they are made. However, gluten-free biscuits have a higher mechanical resistance to breakage or crushing compared to easily shattered sugar biscuits (especially those for children). The paper presents the results of the experimental evaluation of the texture for four varieties of commercial biscuits, using the penetrometer equipped with needle cone at five different additional weights on the cone-rod. The assortments of biscuits tested in the laboratory were Petit Beurre, Picnic, and Maia (all three manufactured by RoStar, Romania) and Sultani diet biscuits, manufactured by Eti Burcak Sultani (Turkey, in packs of 138 g). For the four varieties of biscuits and the five additional weights (50, 77, 100, 150 and 177 g), the experimental data obtained were subjected to regression analysis in the MS Office Excel program, using Velon's relationship (h = a∙ln(t) + b). The regression curves were analysed comparatively in order to identify possible differences and to highlight the variation of the penetration depth h, in relation to the time t. Based on the penetration depth between two-time intervals (every 5 seconds), the curves of variation of the penetration speed in relation to time were then drawn. It was found that Velon's law verifies the experimental data for all assortments of biscuits and for all five additional weights. The correlation coefficient R2 had in most of the analysed cases values over 0.850. The values recorded for the penetration depth were framed, in general, within 45-55 p.u. (penetrometric units) at an additional mass of 50 g, respectively between 155-168 p.u., at an additional mass of 177 g, at Petit Beurre biscuits. For Sultani diet biscuits, the values of the penetration depth were within the limits of 32-35 p.u., at an additional weight of 50 g and between 80-114 p.u., at an additional weight of 177g. The data presented in the paper can be used by both operators on the manufacturing technology flow, as well as by the traders of these food products, in order to establish the most efficient parametric of the working regimes (when packaging and handling).
Keywords: Biscuits resistance/texture, penetration depth, penetration velocity, sharp pin penetrometer.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6292028 Uncertainty Multiple Criteria Decision Making Analysis for Stealth Combat Aircraft Selection
Authors: C. Ardil
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Fuzzy set theory and its extensions (intuitionistic fuzzy sets, picture fuzzy sets, and neutrosophic sets) have been widely used to address imprecision and uncertainty in complex decision-making. However, they may struggle with inherent indeterminacy and inconsistency in real-world situations. This study introduces uncertainty sets as a promising alternative, offering a structured framework for incorporating both types of uncertainty into decision-making processes.This work explores the theoretical foundations and applications of uncertainty sets. A novel decision-making algorithm based on uncertainty set-based proximity measures is developed and demonstrated through a practical application: selecting the most suitable stealth combat aircraft.
The results highlight the effectiveness of uncertainty sets in ranking alternatives under uncertainty. Uncertainty sets offer several advantages, including structured uncertainty representation, robust ranking mechanisms, and enhanced decision-making capabilities due to their ability to account for ambiguity.Future research directions are also outlined, including comparative analysis with existing MCDM methods under uncertainty, sensitivity analysis to assess the robustness of rankings,and broader application to various MCDM problems with diverse complexities. By exploring these avenues, uncertainty sets can be further established as a valuable tool for navigating uncertainty in complex decision-making scenarios.
Keywords: Uncertainty set, stealth combat aircraft selection multiple criteria decision-making analysis, MCDM, uncertainty proximity analysis
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1882027 Influence of Paralleled Capacitance Effect in Well-defined Multiple Value Logical Level System with Active Load
Authors: Chih Chin Yang, Yen Chun Lin, Hsiao Hsuan Cheng
Abstract:
Three similar negative differential resistance (NDR) profiles with both high peak to valley current density ratio (PVCDR) value and high peak current density (PCD) value in unity resonant tunneling electronic circuit (RTEC) element is developed in this paper. The PCD values and valley current density (VCD) values of the three NDR curves are all about 3.5 A and 0.8 A, respectively. All PV values of NDR curves are 0.40 V, 0.82 V, and 1.35 V, respectively. The VV values are 0.61 V, 1.07 V, and 1.69 V, respectively. All PVCDR values reach about 4.4 in three NDR curves. The PCD value of 3.5 A in triple PVCDR RTEC element is better than other resonant tunneling devices (RTD) elements. The high PVCDR value is concluded the lower VCD value about 0.8 A. The low VCD value is achieved by suitable selection of resistors in triple PVCDR RTEC element. The low PV value less than 1.35 V possesses low power dispersion in triple PVCDR RTEC element. The designed multiple value logical level (MVLL) system using triple PVCDR RTEC element provides equidistant logical level. The logical levels of MVLL system are about 0.2 V, 0.8 V, 1.5 V, and 2.2 V from low voltage to high voltage and then 2.2 V, 1.3 V, 0.8 V, and 0.2 V from high voltage back to low voltage in half cycle of sinusoid wave. The output level of four levels MVLL system is represented in 0.3 V, 1.1 V, 1.7 V, and 2.6 V, which satisfies the NMP condition of traditional two-bit system. The remarkable logical characteristic of improved MVLL system with paralleled capacitor are with four significant stable logical levels about 220 mV, 223 mV, 228 mV, and 230 mV. The stability and articulation of logical levels of improved MVLL system are outstanding. The average holding time of improved MVLL system is approximately 0.14 μs. The holding time of improved MVLL system is fourfold than of basic MVLL system. The function of additional capacitor in the improved MVLL system is successfully discovered.Keywords: Capacitance, Logical level, Constant current source
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13902026 Bee Parameter Determination via Weighted Centriod Modified Simplex and Constrained Response Surface Optimisation Methods
Authors: P. Luangpaiboon
Abstract:
Various intelligences and inspirations have been adopted into the iterative searching process called as meta-heuristics. They intelligently perform the exploration and exploitation in the solution domain space aiming to efficiently seek near optimal solutions. In this work, the bee algorithm, inspired by the natural foraging behaviour of honey bees, was adapted to find the near optimal solutions of the transportation management system, dynamic multi-zone dispatching. This problem prepares for an uncertainty and changing customers- demand. In striving to remain competitive, transportation system should therefore be flexible in order to cope with the changes of customers- demand in terms of in-bound and outbound goods and technological innovations. To remain higher service level but lower cost management via the minimal imbalance scenario, the rearrangement penalty of the area, in each zone, including time periods are also included. However, the performance of the algorithm depends on the appropriate parameters- setting and need to be determined and analysed before its implementation. BEE parameters are determined through the linear constrained response surface optimisation or LCRSOM and weighted centroid modified simplex methods or WCMSM. Experimental results were analysed in terms of best solutions found so far, mean and standard deviation on the imbalance values including the convergence of the solutions obtained. It was found that the results obtained from the LCRSOM were better than those using the WCMSM. However, the average execution time of experimental run using the LCRSOM was longer than those using the WCMSM. Finally a recommendation of proper level settings of BEE parameters for some selected problem sizes is given as a guideline for future applications.Keywords: Meta-heuristic, Bee Algorithm, Dynamic Multi-Zone Dispatching, Linear Constrained Response SurfaceOptimisation Method, Weighted Centroid Modified Simplex Method
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1373