Search results for: interpolation method
6437 Operational Risk – Scenario Analysis
Authors: Milan Rippel, Petr Teply
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This paper focuses on operational risk measurement techniques and on economic capital estimation methods. A data sample of operational losses provided by an anonymous Central European bank is analyzed using several approaches. Loss Distribution Approach and scenario analysis method are considered. Custom plausible loss events defined in a particular scenario are merged with the original data sample and their impact on capital estimates and on the financial institution is evaluated. Two main questions are assessed – What is the most appropriate statistical method to measure and model operational loss data distribution? and What is the impact of hypothetical plausible events on the financial institution? The g&h distribution was evaluated to be the most suitable one for operational risk modeling. The method based on the combination of historical loss events modeling and scenario analysis provides reasonable capital estimates and allows for the measurement of the impact of extreme events on banking operations.Keywords: operational risk, scenario analysis, economic capital, loss distribution approach, extreme value theory, stress testing
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24306436 Comparison of Newton Raphson and Gauss Seidel Methods for Power Flow Analysis
Authors: H. Abaali, T. Talbi, R.Skouri
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This paper presents a comparative study of the Gauss Seidel and Newton-Raphson polar coordinates methods for power flow analysis. The effectiveness of these methods are evaluated and tested through a different IEEE bus test system on the basis of number of iteration, computational time, tolerance value and convergence.
Keywords: Convergence time, Gauss-Seidel Method, Newton-Raphson Method, number of iteration, power flow analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25466435 A Proposal for Federation Technology for Authenticated Information between Terminals
Authors: Katsuyuki Umezawa, Takashi Tashiro, Satoru Tezuka
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Recently, various services such as television and the Internet have come to be received through various terminals. However, we could gain greater convenience by receiving these services through cellular phone terminals when we go out and then continuing to receive the same services through a large screen digital television after we have come home. However, it is necessary to go through the same authentication processing again when using TVs after we have come home. In this study, we have developed an authentication method that enables users to switch terminals in environments in which the user receives service from a server through a terminal. Specifically, the method simplifies the authentication of the server side when switching from one terminal to another terminal by using previously authenticated information.Keywords: Authentication, Cookie, Federation, GBA, IPSec
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13016434 Numerical Simulation of Fluid-Structure Interaction on Wedge Slamming Impact Using Particle Method
Authors: Sung-Chul Hwang, Di Ren, Sang-Moon Yoon, Jong-Chun Park, Abbas Khayyer, Hitoshi Gotoh
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This paper presents a fully Lagrangian coupled Fluid-Structure Interaction (FSI) solver for simulations of fluid-structure interactions, which is based on the Moving Particle Semi-implicit (MPS) method to solve the governing equations corresponding to incompressible flows as well as elastic structures. The developed solver is verified by reproducing the high velocity impact loads of deformable thin wedges with three different materials such as mild steel, aluminium and tin during water entry. The present simulation results for aluminium are compared with analytical solution derived from the hydrodynamic Wagner model and linear Wan’s theory. And also, the impact pressure and strain on the water entry wedge with three different materials, such as mild steel, aluminium and tin, are simulated and the effects of hydro-elasticity are discussed.Keywords: Fluid-structure interaction (FSI), Moving Particle Semi-implicit (MPS) method, Elastic structure, Incompressible fluid Wedge slamming impact.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21006433 Image Haze Removal Using Scene Depth Based Spatially Varying Atmospheric Light in Haar Lifting Wavelet Domain
Authors: Prabh Preet Singh, Harpreet Kaur
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This paper presents a method for single image dehazing based on dark channel prior (DCP). The property that the intensity of the dark channel gives an approximate thickness of the haze is used to estimate the transmission and atmospheric light. Instead of constant atmospheric light, the proposed method employs scene depth to estimate spatially varying atmospheric light as it truly occurs in nature. Haze imaging model together with the soft matting method has been used in this work to produce high quality haze free image. Experimental results demonstrate that the proposed approach produces better results than the classic DCP approach as color fidelity and contrast of haze free image are improved and no over-saturation in the sky region is observed. Further, lifting Haar wavelet transform is employed to reduce overall execution time by a factor of two to three as compared to the conventional approach.
Keywords: Depth based atmospheric light, dark channel prior, lifting wavelet.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5546432 Sustainable Walkability and Place Identity
Authors: Marichela Sepe
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The sustainability of a place depends on a series of factors which contribute to the quality of life, sense of place and recognition of identity. An activity like walking, which in itself is obviously ''sustainable'', can become non sustainable if the context in which it is carried out does not meet the conditions for an adequate quality of life. This work is aimed at proposing the analytical method of Place Maker to identify the elements that do not feature in traditional mapping and which constitute the contemporary identity of the places, and the relative complex map to represent those elements and support sustainable urban identity design. The method's potential for areas with a predominantly pedestrian vocation is illustrated by means of the case study of the Ramblas in Barcelona.Keywords: Place-identity, PlaceMaker, sustainability, walkability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20456431 The Investment of Islamic Education Values toward Children in the Early Age through Story-Telling Method
Authors: Abdul Rofiq Badril Rizal Muzammil
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Education is an absolute necessity for human’s life that one must fulfill for the entire life. Without education it is impossible for human to develop her/himself well. The education process is an effort to maintain a good behavior within one’s life. Good behavior will be absolutely achieved if it is taught to early-aged children. This paper focuses on how the story telling method enables teachers to make the students have the construction of good behavior and obtain the goal of national education in Indonesia. The targeted students would involve students in As-Solihin kindergarten, Salafiyah-Syafi’iyah Mumbulsari, Jember, Indonesia. Story is what early-aged children like most. Thus, it is a gorgeous chance to make story telling activity as a method to invest Islamic education values to children. This paper, however, also focuses on some deliberately important aspects which of course teachers need to consider including objectives and strategies of the method’s implementation. The teachers will be in need of knowing each student’s characteristic in the classroom so that it would enable them to select appropriate stories that fit best to early aged students. The selected stories are taken from Islamic stories that tell the life of Prophet and heroes of Islam as well as well-known persons in Islam. In addition, there will be a number of activities done in the classroom after the delivery of the story is over on purpose of leading students to have the fundamental foundation of how to build self-awareness in order they could understand better about the importance of being a well-behaved person. After reviewing relevant theories, secondary research and scholars’ opinion involved in all aspects of early-aged children behavior, the author concludes that by leveraging trusted sources, a proactive, co-operative and creative strategy, the teacher can successfully build up children’s good behavior by instilling the Islamic value toward early-aged children through story telling method.Keywords: Story, Islam, children, early age.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11856430 Using Genetic Algorithm for Distributed Generation Allocation to Reduce Losses and Improve Voltage Profile
Authors: M. Sedighizadeh, A. Rezazadeh
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This paper presents a method for the optimal allocation of Distributed generation in distribution systems. In this paper, our aim would be optimal distributed generation allocation for voltage profile improvement and loss reduction in distribution network. Genetic Algorithm (GA) was used as the solving tool, which referring two determined aim; the problem is defined and objective function is introduced. Considering to fitness values sensitivity in genetic algorithm process, there is needed to apply load flow for decision-making. Load flow algorithm is combined appropriately with GA, till access to acceptable results of this operation. We used MATPOWER package for load flow algorithm and composed it with our Genetic Algorithm. The suggested method is programmed under MATLAB software and applied ETAP software for evaluating of results correctness. It was implemented on part of Tehran electricity distributing grid. The resulting operation of this method on some testing system is illuminated improvement of voltage profile and loss reduction indexes.Keywords: Distributed Generation, Allocation, Voltage Profile, losses, Genetic Algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18966429 The Survey Research and Evaluation of Green Residential Building Based on the Improved Group Analytical Hierarchy Process Method in Yinchuan
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Due to the economic downturn and the deterioration of the living environment, the development of residential buildings as high energy consuming building is gradually changing from “extensive” to green building in China. So, the evaluation system of green building is continuously improved, but the current evaluation work has the following problems: (1) There are differences in the cost of the actual investment and the purchasing power of residents, also construction target of green residential building is single and lacks multi-objective performance development. (2) Green building evaluation lacks regional characteristics and cannot reflect the different regional residents demand. (3) In the process of determining the criteria weight, the experts’ judgment matrix is difficult to meet the requirement of consistency. Therefore, to solve those problems, questionnaires which are about the green residential building for Ningxia area are distributed, and the results of questionnaires can feedback the purchasing power of residents and the acceptance of the green building cost. Secondly, combined with the geographical features of Ningxia minority areas, the evaluation criteria system of green residential building is constructed. Finally, using the improved group AHP method and the grey clustering method, the criteria weight is determined, and a real case is evaluated, which is located in Xing Qing district, Ningxia. A conclusion can be obtained that the professional evaluation for this project and good social recognition is basically the same.
Keywords: Evaluation, green residential building, grey clustering method, group AHP.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8276428 Comparison of Microwave-Assisted and Conventional Leaching for Extraction of Copper from Chalcopyrite Concentrate
Authors: Ayfer Kilicarslan, Kubra Onol, Sercan Basit, Muhlis Nezihi Saridede
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Chalcopyrite (CuFeS2) is the most common primary mineral used for the commercial production of copper. The low dissolution efficiency of chalcopyrite in sulfate media has prevented an efficient industrial leaching of this mineral in sulfate media. Ferric ions, bacteria, oxygen and other oxidants have been used as oxidizing agents in the leaching of chalcopyrite in sulfate and chloride media under atmospheric or pressure leaching conditions. Two leaching methods were studied to evaluate chalcopyrite (CuFeS2) dissolution in acid media. First, the conventional oxidative acid leaching method was carried out using sulfuric acid (H2SO4) and potassium dichromate (K2Cr2O7) as oxidant at atmospheric pressure. Second, microwave-assisted acid leaching was performed using the microwave accelerated reaction system (MARS) for same reaction media. Parameters affecting the copper extraction such as leaching time, leaching temperature, concentration of H2SO4 and concentration of K2Cr2O7 were investigated. The results of conventional acid leaching experiments were compared to the microwave leaching method. It was found that the copper extraction obtained under high temperature and high concentrations of oxidant with microwave leaching is higher than those obtained conventionally. 81% copper extraction was obtained by the conventional oxidative acid leaching method in 180 min, with the concentration of 0.3 mol/L K2Cr2O7 in 0.5M H2SO4 at 50 ºC, while 93.5% copper extraction was obtained in 60 min with microwave leaching method under same conditions.Keywords: Extraction, copper, microwave-assisted leaching, chalcopyrite, potassium dichromate.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28466427 NSGA Based Optimal Volt / Var Control in Distribution System with Dispersed Generation
Authors: P. N. Hrisheekesha, Jaydev Sharma
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In this paper, a method based on Non-Dominated Sorting Genetic Algorithm (NSGA) has been presented for the Volt / Var control in power distribution systems with dispersed generation (DG). Genetic algorithm approach is used due to its broad applicability, ease of use and high accuracy. The proposed method is better suited for volt/var control problems. A multi-objective optimization problem has been formulated for the volt/var control of the distribution system. The non-dominated sorting genetic algorithm based method proposed in this paper, alleviates the problem of tuning the weighting factors required in solving the multi-objective volt/var control optimization problems. Based on the simulation studies carried out on the distribution system, the proposed scheme has been found to be simple, accurate and easy to apply to solve the multiobjective volt/var control optimization problem of the distribution system with dispersed generation.Keywords: Dispersed Generation, Distribution System, Non-Dominated Sorting Genetic Algorithm, Voltage / Reactive powercontrol.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16306426 Thermal Method for Testing Small Chemisorbents Samples on the Base of Potassium Superoxide
Authors: Pavel V. Balabanov, Daria A. Liubimova, Aleksandr P. Savenkov
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The increase of technogenic and natural accidents, accompanied by air pollution, for example, by combustion products, leads to the necessity of respiratory protection. This work is devoted to the development of a calorimetric method and a device which allows investigating quickly the kinetics of carbon dioxide sorption by chemisorbents on the base of potassium superoxide in order to assess the protective properties of respiratory protective closed circuit apparatus. The features of the traditional approach for determining the sorption properties in a thin layer of chemisorbent are described, as well as methods and devices, which can be used for the sorption kinetics study. The authors developed an approach (as opposed to the traditional approach) based on the power measurement of internal heat sources in the chemisorbent layer. The emergence of the heat sources is a result of exothermic reaction of carbon dioxide sorption. This approach eliminates the necessity of chemical analysis of samples and can significantly reduce the time and material expenses during chemisorbents testing. Error of determining the volume fraction of adsorbed carbon dioxide by the developed method does not exceed 12%. Taking into account the efficiency of the method, we consider that it is a good alternative to traditional methods of chemical analysis under the assessment of the protection sorbents quality.
Keywords: Carbon dioxide chemisorption, exothermic reaction, internal heat sources, respiratory protective apparatus.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16966425 New Efficient Iterative Optimization Algorithm to Design the Two Channel QMF Bank
Authors: Ram Kumar Soni, Alok Jain, Rajiv Saxena
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This paper proposes an efficient method for the design of two channel quadrature mirror filter (QMF) bank. To achieve minimum value of reconstruction error near to perfect reconstruction, a linear optimization process has been proposed. Prototype low pass filter has been designed using Kaiser window function. The modified algorithm has been developed to optimize the reconstruction error using linear objective function through iteration method. The result obtained, show that the performance of the proposed algorithm is better than that of the already exists methods.Keywords: Filterbank, near perfect reconstruction, Kaiserwindow, QMF.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16766424 Stepsize Control of the Finite Difference Method for Solving Ordinary Differential Equations
Authors: Davod Khojasteh Salkuyeh
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An important task in solving second order linear ordinary differential equations by the finite difference is to choose a suitable stepsize h. In this paper, by using the stochastic arithmetic, the CESTAC method and the CADNA library we present a procedure to estimate the optimal stepsize hopt, the stepsize which minimizes the global error consisting of truncation and round-off error.
Keywords: Ordinary differential equations, optimal stepsize, error, stochastic arithmetic, CESTAC, CADNA.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13656423 Classic and Heuristic Approaches in Robot Motion Planning A Chronological Review
Authors: Ellips Masehian, Davoud Sedighizadeh
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This paper reviews the major contributions to the Motion Planning (MP) field throughout a 35-year period, from classic approaches to heuristic algorithms. Due to the NP-Hardness of the MP problem, heuristic methods have outperformed the classic approaches and have gained wide popularity. After surveying around 1400 papers in the field, the amount of existing works for each method is identified and classified. Especially, the history and applications of numerous heuristic methods in MP is investigated. The paper concludes with comparative tables and graphs demonstrating the frequency of each MP method's application, and so can be used as a guideline for MP researchers.Keywords: Robot motion planning, Heuristic algorithms.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 51916422 Modeling Uncertainty in Multiple Criteria Decision Making Using the Technique for Order Preference by Similarity to Ideal Solution for the Selection of Stealth Combat Aircraft
Authors: C. Ardil
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Uncertainty set theory is a generalization of fuzzy set theory and intuitionistic fuzzy set theory. It serves as an effective tool for dealing with inconsistent, imprecise, and vague information. The technique for order preference by similarity to ideal solution (TOPSIS) method is a multiple-attribute method used to identify solutions from a finite set of alternatives. It simultaneously minimizes the distance from an ideal point and maximizes the distance from a nadir point. In this paper, an extension of the TOPSIS method for multiple attribute group decision-making (MAGDM) based on uncertainty sets is presented. In uncertainty decision analysis, decision-makers express information about attribute values and weights using uncertainty numbers to select the best stealth combat aircraft.
Keywords: Uncertainty set, stealth combat aircraft selection multiple criteria decision-making analysis, MCDM, uncertainty decision analysis, TOPSIS
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1466421 2D Validation of a High-order Adaptive Cartesian-grid finite-volume Characteristic- flux Model with Embedded Boundaries
Authors: C. Leroy, G. Oger, D. Le Touzé, B. Alessandrini
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A Finite Volume method based on Characteristic Fluxes for compressible fluids is developed. An explicit cell-centered resolution is adopted, where second and third order accuracy is provided by using two different MUSCL schemes with Minmod, Sweby or Superbee limiters for the hyperbolic part. Few different times integrator is used and be describe in this paper. Resolution is performed on a generic unstructured Cartesian grid, where solid boundaries are handled by a Cut-Cell method. Interfaces are explicitely advected in a non-diffusive way, ensuring local mass conservation. An improved cell cutting has been developed to handle boundaries of arbitrary geometrical complexity. Instead of using a polygon clipping algorithm, we use the Voxel traversal algorithm coupled with a local floodfill scanline to intersect 2D or 3D boundary surface meshes with the fixed Cartesian grid. Small cells stability problem near the boundaries is solved using a fully conservative merging method. Inflow and outflow conditions are also implemented in the model. The solver is validated on 2D academic test cases, such as the flow past a cylinder. The latter test cases are performed both in the frame of the body and in a fixed frame where the body is moving across the mesh. Adaptive Cartesian grid is provided by Paramesh without complex geometries for the moment.
Keywords: Finite volume method, cartesian grid, compressible solver, complex geometries, Paramesh.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16106420 A Xenon Mass Gauging through Heat Transfer Modeling for Electric Propulsion Thrusters
Authors: A. Soria-Salinas, M.-P. Zorzano, J. Martín-Torres, J. Sánchez-García-Casarrubios, J.-L. Pérez-Díaz, A. Vakkada-Ramachandran
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The current state-of-the-art methods of mass gauging of Electric Propulsion (EP) propellants in microgravity conditions rely on external measurements that are taken at the surface of the tank. The tanks are operated under a constant thermal duty cycle to store the propellant within a pre-defined temperature and pressure range. We demonstrate using computational fluid dynamics (CFD) simulations that the heat-transfer within the pressurized propellant generates temperature and density anisotropies. This challenges the standard mass gauging methods that rely on the use of time changing skin-temperatures and pressures. We observe that the domes of the tanks are prone to be overheated, and that a long time after the heaters of the thermal cycle are switched off, the system reaches a quasi-equilibrium state with a more uniform density. We propose a new gauging method, which we call the Improved PVT method, based on universal physics and thermodynamics principles, existing TRL-9 technology and telemetry data. This method only uses as inputs the temperature and pressure readings of sensors externally attached to the tank. These sensors can operate during the nominal thermal duty cycle. The improved PVT method shows little sensitivity to the pressure sensor drifts which are critical towards the end-of-life of the missions, as well as little sensitivity to systematic temperature errors. The retrieval method has been validated experimentally with CO2 in gas and fluid state in a chamber that operates up to 82 bar within a nominal thermal cycle of 38 °C to 42 °C. The mass gauging error is shown to be lower than 1% the mass at the beginning of life, assuming an initial tank load at 100 bar. In particular, for a pressure of about 70 bar, just below the critical pressure of CO2, the error of the mass gauging in gas phase goes down to 0.1% and for 77 bar, just above the critical point, the error of the mass gauging of the liquid phase is 0.6% of initial tank load. This gauging method improves by a factor of 8 the accuracy of the standard PVT retrievals using look-up tables with tabulated data from the National Institute of Standards and Technology.
Keywords: Electric propulsion, mass gauging, propellant, PVT, xenon.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21896419 Comparison of Electrical Parameters of Oil-Immersed and Dry-Type Transformer Using Finite Element Method
Authors: U. Amin, A. Talib, S. A. Qureshi, M. J. Hossain, G. Ahmad
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The choice evaluation between oil-immersed and dry-type transformers is often controlled by cost, location, and application. This paper compares the electrical performance of liquid- filled and dry-type transformers, which will assist the customer to choose the right and efficient ones for particular applications. An accurate assessment of the time-average flux density, electric field intensity and voltage distribution in an oil-insulated and a dry-type transformer have been computed and investigated. The detailed transformer modeling and analysis has been carried out to determine electrical parameter distributions. The models of oil-immersed and dry-type transformers are developed and solved by using the finite element method (FEM) to compare the electrical parameters. The effects of non-uniform and non-coherent voltage gradient, flux density and electric field distribution on the power losses and insulation properties of transformers are studied in detail. The results show that, for the same voltage and kilo-volt-ampere (kVA) rating, oil-immersed transformers have better insulation properties and less hysteresis losses than the dry-type.
Keywords: Finite element method, flux density, transformer, voltage gradient.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12336418 Optimum Tuning Capacitors for Wireless Charging of Electric Vehicles Considering Variation in Coil Distances
Authors: Muhammad Abdullah Arafat, Nahrin Nowrose
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Wireless charging of electric vehicles is becoming more and more attractive as large amount of power can now be transferred to a reasonable distance using magnetic resonance coupling method. However, proper tuning of the compensation network is required to achieve maximum power transmission. Due to the variation of coil distance from the nominal value as a result of change in tire condition, change in weight or uneven road condition, the tuning of the compensation network has become challenging. In this paper, a tuning method has been described to determine the optimum values of the compensation network in order to maximize the average output power. The simulation results show that 5.2% increase in average output power is obtained for 10% variation in coupling coefficient using the optimum values without the need of additional space and electro-mechanical components. The proposed method is applicable to both static and dynamic charging of electric vehicles.
Keywords: Coupling coefficient, electric vehicles, magnetic resonance coupling, tuning capacitor, wireless power transfer.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2486417 Variational Evolutionary Splines for Solving a Model of Temporomandibular Disorders
Authors: Alberto Hananel
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The aim of this work is to modelize the occlusion of a person with temporomandibular disorders as an evolutionary equation and approach its solution by the construction and characterizing of discrete variational splines. To formulate the problem, certain boundary conditions have been considered. After showing the existence and the uniqueness of the solution of such a problem, a convergence result of a discrete variational evolutionary spline is shown. A stress analysis of the occlusion of a human jaw with temporomandibular disorders by finite elements is carried out in FreeFem++ in order to prove the validity of the presented method.Keywords: Approximation, evolutionary PDE, finite element method, temporomandibular disorders, variational spline.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15866416 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 4166415 Automatic Building an Extensive Arabic FA Terms Dictionary
Authors: El-Sayed Atlam, Masao Fuketa, Kazuhiro Morita, Jun-ichi Aoe
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Field Association (FA) terms are a limited set of discriminating terms that give us the knowledge to identify document fields which are effective in document classification, similar file retrieval and passage retrieval. But the problem lies in the lack of an effective method to extract automatically relevant Arabic FA Terms to build a comprehensive dictionary. Moreover, all previous studies are based on FA terms in English and Japanese, and the extension of FA terms to other language such Arabic could be definitely strengthen further researches. This paper presents a new method to extract, Arabic FA Terms from domain-specific corpora using part-of-speech (POS) pattern rules and corpora comparison. Experimental evaluation is carried out for 14 different fields using 251 MB of domain-specific corpora obtained from Arabic Wikipedia dumps and Alhyah news selected average of 2,825 FA Terms (single and compound) per field. From the experimental results, recall and precision are 84% and 79% respectively. Therefore, this method selects higher number of relevant Arabic FA Terms at high precision and recall.
Keywords: Arabic Field Association Terms, information extraction, document classification, information retrieval.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17346414 Region Segmentation based on Gaussian Dirichlet Process Mixture Model and its Application to 3D Geometric Stricture Detection
Authors: Jonghyun Park, Soonyoung Park, Sanggyun Kim, Wanhyun Cho, Sunworl Kim
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In general, image-based 3D scenes can now be found in many popular vision systems, computer games and virtual reality tours. So, It is important to segment ROI (region of interest) from input scenes as a preprocessing step for geometric stricture detection in 3D scene. In this paper, we propose a method for segmenting ROI based on tensor voting and Dirichlet process mixture model. In particular, to estimate geometric structure information for 3D scene from a single outdoor image, we apply the tensor voting and Dirichlet process mixture model to a image segmentation. The tensor voting is used based on the fact that homogeneous region in an image are usually close together on a smooth region and therefore the tokens corresponding to centers of these regions have high saliency values. The proposed approach is a novel nonparametric Bayesian segmentation method using Gaussian Dirichlet process mixture model to automatically segment various natural scenes. Finally, our method can label regions of the input image into coarse categories: “ground", “sky", and “vertical" for 3D application. The experimental results show that our method successfully segments coarse regions in many complex natural scene images for 3D.
Keywords: Region segmentation, tensor voting, image-based 3D, geometric structure, Gaussian Dirichlet process mixture model
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18916413 An Adaptive Model for Blind Image Restoration using Bayesian Approach
Authors: S.K. Satpathy, S.K. Nayak, K. K. Nagwanshi, S. Panda, C. Ardil
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Image restoration involves elimination of noise. Filtering techniques were adopted so far to restore images since last five decades. In this paper, we consider the problem of image restoration degraded by a blur function and corrupted by random noise. A method for reducing additive noise in images by explicit analysis of local image statistics is introduced and compared to other noise reduction methods. The proposed method, which makes use of an a priori noise model, has been evaluated on various types of images. Bayesian based algorithms and technique of image processing have been described and substantiated with experimentation using MATLAB.Keywords: Image Restoration, Probability DensityFunction (PDF), Neural Networks, Bayesian Classifier.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22476412 RBS Characteristic of Cd1−xZnxS Thin Film Fabricated by Vacuum Deposition Method
Authors: N. Dahbi, D-E. Arafah
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Cd1−xZnxS thins films have been fabricated from ZnS/CdS/ZnS multilayer thin film systems, by using the vacuum deposition method; the Rutherford backscattering (RBS) technique have been applied in order to determine the: structure, composition, depth profile, and stoichiometric of these films. The influence of the chemical and heat treatments on the produced films also have been investigated; the RBS spectra of the films showed that homogenous Cd1−xZnxS can be synthesized with x=0.45.
Keywords: Cd1−xZnxS, chemical treatment, depth profile, heat treatment, RBS, RUMP simulation, thin film, vacuum deposition, ZnS/CdS/ZnS.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17386411 Optimal Allocation of DG Units for Power Loss Reduction and Voltage Profile Improvement of Distribution Networks using PSO Algorithm
Authors: K. Varesi
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This paper proposes a Particle Swarm Optimization (PSO) based technique for the optimal allocation of Distributed Generation (DG) units in the power systems. In this paper our aim is to decide optimal number, type, size and location of DG units for voltage profile improvement and power loss reduction in distribution network. Two types of DGs are considered and the distribution load flow is used to calculate exact loss. Load flow algorithm is combined appropriately with PSO till access to acceptable results of this operation. The suggested method is programmed under MATLAB software. Test results indicate that PSO method can obtain better results than the simple heuristic search method on the 30-bus and 33- bus radial distribution systems. It can obtain maximum loss reduction for each of two types of optimally placed multi-DGs. Moreover, voltage profile improvement is achieved.Keywords: Distributed Generation (DG), Optimal Allocation, Particle Swarm Optimization (PSO), Power Loss Minimization, Voltage Profile Improvement.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31696410 Diagnosis of Ovarian Cancer with Proteomic Patterns in Serum using Independent Component Analysis and Neural Networks
Authors: Simone C. F. Neves, Lúcio F. A. Campos, Ewaldo Santana, Ginalber L. O. Serra, Allan K. Barros
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We propose a method for discrimination and classification of ovarian with benign, malignant and normal tissue using independent component analysis and neural networks. The method was tested for a proteomic patters set from A database, and radial basis functions neural networks. The best performance was obtained with probabilistic neural networks, resulting I 99% success rate, with 98% of specificity e 100% of sensitivity.Keywords: Cancer ovarian, Proteomic patterns in serum, independent component analysis and neural networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18316409 Laplace Decomposition Approximation Solution for a System of Multi-Pantograph Equations
Authors: M. A. Koroma, C. Zhan, A. F. Kamara, A. B. Sesay
Abstract:
In this work we adopt a combination of Laplace transform and the decomposition method to find numerical solutions of a system of multi-pantograph equations. The procedure leads to a rapid convergence of the series to the exact solution after computing a few terms. The effectiveness of the method is demonstrated in some examples by obtaining the exact solution and in others by computing the absolute error which decreases as the number of terms of the series increases.
Keywords: Laplace decomposition, pantograph equations, exact solution, numerical solution, approximate solution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16506408 Dynamically Monitoring Production Methods for Identifying Structural Changes relevant to Logistics
Authors: Marco Kennemann, Steffen C. Eickemeyer, Peter Nyhuis
Abstract:
Due to the growing dynamic and complexity within the market environment production enterprises in particular are faced with new logistic challenges. Moreover, it is here in this dynamic environment that the Logistic Operating Curve Theory also reaches its limits as a method for describing the correlations between the logistic objectives. In order to convert this theory into a method for dynamically monitoring productions this paper will introduce methods for reliably and quickly identifying structural changes relevant to logistics.Keywords: Dynamics, Logistic Operating Curves, Production Logistics, Production Planning and Control
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