Search results for: Shaking table test
840 Technical Trading Rules in Emerging Stock Markets
Authors: Stefaan Pauwels, Koen Inghelbrecht, Dries Heyman, Pieter Marius
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Literature reveals that many investors rely on technical trading rules when making investment decisions. If stock markets are efficient, one cannot achieve superior results by using these trading rules. However, if market inefficiencies are present, profitable opportunities may arise. The aim of this study is to investigate the effectiveness of technical trading rules in 34 emerging stock markets. The performance of the rules is evaluated by utilizing White-s Reality Check and the Superior Predictive Ability test of Hansen, along with an adjustment for transaction costs. These tests are able to evaluate whether the best model performs better than a buy-and-hold benchmark. Further, they provide an answer to data snooping problems, which is essential to obtain unbiased outcomes. Based on our results we conclude that technical trading rules are not able to outperform a naïve buy-and-hold benchmark on a consistent basis. However, we do find significant trading rule profits in 4 of the 34 investigated markets. We also present evidence that technical analysis is more profitable in crisis situations. Nevertheless, this result is relatively weak.
Keywords: technical trading rules, Reality Check, Superior Predictive Ability, emerging stock markets, data snooping
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2442839 Optimization of Tolerance Grades of a Bearing and Shaft Assembly in a Washing Machine with Regard to Fatigue Life
Authors: M. Cangi, T. Dolar, C. Ersoy, Y. E. Aydogdu, A. I. Aydeniz, A. Mugan
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The drum is one of the critical parts in a washing machine in which the clothes are washed and spin by the rotational movement. It is activated by the drum shaft which is attached to an electric motor and subjected to dynamic loading. Being one of the critical components, failures of the drum require costly repairs of dynamic components. In this study, tolerance bands between the drum shaft and its two bearings were examined to develop a relationship between the fatigue life of the shaft and the interaction tolerances. Optimization of tolerance bands was completed in consideration of the fatigue life of the shaft as the cost function. The following methodology is followed: multibody dynamic model of a washing machine was constructed and used to calculate dynamic loading on the components. Then, these forces were used in finite element analyses to calculate the stress field in critical components which was used for fatigue life predictions. The factors affecting the fatigue life were examined to find optimum tolerance grade for a given test condition. Numerical results were verified by experimental observations.
Keywords: Fatigue life, finite element analysis, tolerance analysis, optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 933838 Density, Strength, Thermal Conductivity and Leachate Characteristics of Light-Weight Fired Clay Bricks Incorporating Cigarette Butts
Authors: Aeslina Abdul Kadir, Abbas Mohajerani, Felicity Roddick, John Buckeridge
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Several trillion cigarettes produced worldwide annually lead to many thousands of kilograms of toxic waste. Cigarette butts (CBs) accumulate in the environment due to the poor biodegradability of the cellulose acetate filters. This paper presents some of the results from a continuing study on recycling CBs into fired clay bricks. Physico-mechanical properties of fired clay bricks manufactured with different percentages of CBs are reported and discussed. The results show that the density of fired bricks was reduced by up to 30 %, depending on the percentage of CBs incorporated into the raw materials. Similarly, the compressive strength of bricks tested decreased according to the percentage of CBs included in the mix. The thermal conductivity performance of bricks was improved by 51 and 58 % for 5 and 10 % CBs content respectively. Leaching tests were carried out to investigate the levels of possible leachates of heavy metals from the manufactured clay-CB bricks. The results revealed trace amounts of heavy metals.
Keywords: Cigarette butts, Fired clay bricks, Light bricks, Recycling waste, Thermal conductivity, Leachates, Leaching test
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4920837 An Empirical Analysis of the Impact of Selected Macroeconomic Variables on Capital Formation in Libya (1970–2010)
Authors: Khaled Ramadan Elbeydi
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This study is carried out to provide an insight into the analysis of the impact of selected macro-economic variables on gross fixed capital formation in Libya using annual data over the period (1970-2010). The importance of this study comes from the ability to show the relative important factors that impact the Libyan gross fixed capital formation. This understanding would give indications to decision makers on which policy they must focus to stimulate the economy. An Autoregressive Distributed Lag (ARDL) modeling process is employed to investigate the impact of the Gross Domestic Product, Monetary Base and Trade Openness on Gross Fixed Capital Formation in Libya. The results of this study reveal that there is an equilibrium relationship between capital formation and its determinants. The results also indicate that GDP and trade openness largely explain the pattern of capital formation in Libya. The findings and recommendations provide vital information relevant for policy formulation and implementation aimed to improve capital formation in Libya.
Keywords: ARDL, Bounds test, capital formation, Cointegration, Libya.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1728836 Measuring Creativity in Die Products for Technological Education
Authors: Ching-Yi Lee, Dyi-Cheng Chen, Bo-Yan Lai, Chin-Pin Chen
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Creative design requires new approaches to assessment in vocational and technological education. To date, there has been little discussion on instruments used to evaluate dies produced by students in vocational and technological education. Developing a generic instrument has been very difficult due to the diversity of creative domains, the specificity of content, and the subjectivity involved in judgment. This paper presents an instrument for measuring the creativity in the design of products by expanding the Consensual Assessment Technique (CAT). The content-based scale was evaluated for content validity by 5 experts. The scale comprises 5 criteria: originality; practicability; precision; aesthetics; and exchangeability. Nine experts were invited to evaluate the dies produced by 38 college students who enrolled in a Product Design and Development course. To further explore the degree of rater agreement, inter-rater reliability was calculated for each dimension using Kendall's coefficient of concordance test. The inter-judge reliability scores achieved significance, with coefficients ranging from 0.53 to 0.71.Keywords: Design education, die creative product, vocational and technological education, Consensual Assessment Technique (CAT).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1867835 Multiple Job Shop-Scheduling using Hybrid Heuristic Algorithm
Authors: R.A.Mahdavinejad
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In this paper, multi-processors job shop scheduling problems are solved by a heuristic algorithm based on the hybrid of priority dispatching rules according to an ant colony optimization algorithm. The objective function is to minimize the makespan, i.e. total completion time, in which a simultanous presence of various kinds of ferons is allowed. By using the suitable hybrid of priority dispatching rules, the process of finding the best solution will be improved. Ant colony optimization algorithm, not only promote the ability of this proposed algorithm, but also decreases the total working time because of decreasing in setup times and modifying the working production line. Thus, the similar work has the same production lines. Other advantage of this algorithm is that the similar machines (not the same) can be considered. So, these machines are able to process a job with different processing and setup times. According to this capability and from this algorithm evaluation point of view, a number of test problems are solved and the associated results are analyzed. The results show a significant decrease in throughput time. It also shows that, this algorithm is able to recognize the bottleneck machine and to schedule jobs in an efficient way.
Keywords: Job shops scheduling, Priority dispatching rules, Makespan, Hybrid heuristic algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1670834 Experimental Implementation of Model Predictive Control for Permanent Magnet Synchronous Motor
Authors: Abdelsalam A. Ahmed
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Fast speed drives for Permanent Magnet Synchronous Motor (PMSM) is a crucial performance for the electric traction systems. In this paper, PMSM is derived with a Model-based Predictive Control (MPC) technique. Fast speed tracking is achieved through optimization of the DC source utilization using MPC. The technique is based on predicting the optimum voltage vector applied to the driver. Control technique is investigated by comparing to the cascaded PI control based on Space Vector Pulse Width Modulation (SVPWM). MPC and SVPWM-based FOC are implemented with the TMS320F2812 DSP and its power driver circuits. The designed MPC for a PMSM drive is experimentally validated on a laboratory test bench. The performances are compared with those obtained by a conventional PI-based system in order to highlight the improvements, especially regarding speed tracking response.Keywords: Permanent magnet synchronous motor, mode predictive control, optimization of DC source utilization, cascaded PI control, space vector pulse width modulation, TMS320F2812 DSP.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3103833 Experimental Analysis on Electrical and Photometric Performances of Commercially Available Integrated Compact Fluorescent Lamp
Authors: Hu-Hsiao Hsu, Po-Ren Chung, Ming-Chin Ho, Chieh-Feng Tsai, Che-Ming Chiang, Shin-Ku Lee
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Lighting upgrades involve relatively lower costs which allow the benefits to be spread more widely than is possible with any other energy efficiency measure. In order to popularize the adoption of CFL in Taiwan, the authority proposes to implement a new energy efficient lamp comparative label system. The current study was accordingly undertaken to investigate the factors affecting the performance and the deviation of actual and labeled performance of commercially available integrated CFLs. In this paper, standard test methods to determine the electrical and photometric performances of CFL were developed based on CIE 84-1989 and CIE 60901-1987, then 55 selected CFLs from market were tested. The results show that with higher color temperature of CFLs lower efficacy are achieved. It was noticed that the most packaging of CFL often lack the information of Color Rendering Index. Also, there was no correlation between price and performance of the CFLs was indicated in this work. The results of this paper might help consumers to make more informed CFL-purchasing decisions.Keywords: Compact fluorescent lamp (CFL), Efficacy, Color Rendering Index (CRI), Energy saving.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1503832 Primer Design with Specific PCR Product using Particle Swarm Optimization
Authors: Cheng-Hong Yang, Yu-Huei Cheng, Hsueh-Wei Chang, Li-Yeh Chuang
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Before performing polymerase chain reactions (PCR), a feasible primer set is required. Many primer design methods have been proposed for design a feasible primer set. However, the majority of these methods require a relatively long time to obtain an optimal solution since large quantities of template DNA need to be analyzed. Furthermore, the designed primer sets usually do not provide a specific PCR product. In recent years, evolutionary computation has been applied to PCR primer design and yielded promising results. In this paper, a particle swarm optimization (PSO) algorithm is proposed to solve primer design problems associated with providing a specific product for PCR experiments. A test set of the gene CYP1A1, associated with a heightened lung cancer risk was analyzed and the comparison of accuracy and running time with the genetic algorithm (GA) and memetic algorithm (MA) was performed. A comparison of results indicated that the proposed PSO method for primer design finds optimal or near-optimal primer sets and effective PCR products in a relatively short time.
Keywords: polymerase chain reaction (PCR), primer design, evolutionary computation, particle swarm optimization (PSO).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1880831 Performance Enhancement of Dye-Sensitized Solar Cells by MgO Coating on TiO2 Electrodes
Authors: C. Photiphitak, P. Rakkwamsuk, P. Muthitamongkol, C. Thanachayanont
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TiO2/MgO composite films were prepared by coating the magnesium acetate solution in the pores of mesoporous TiO2 films using a dip coating method. Concentrations of magnesium acetate solution were varied in a range of 1x10-4 – 1x10-1 M. The TiO2/MgO composite films were characterized by scanning electron microscopy (SEM), transmission electron microscropy (TEM), electrochemical impedance spectroscopy(EIS) , transient voltage decay and I-V test. The TiO2 films and TiO2/MgO composite films were immersed in a 0.3 mM N719 dye solution. The Dye-sensitized solar cells with the TiO2/MgO/N719 structure showed an optimal concentration of magnesium acetate solution of 1x10-3 M resulting in the MgO film estimated thickness of 0.0963 nm and giving the maximum efficiency of 4.85%. The improved efficiency of dyesensitized solar cell was due to the magnesium oxide film as the wide band gap coating decays the electron back transfer to the triiodide electrolyte and reduce charge recombination.Keywords: Magnesium oxide thin film, TiO2/MgO composite films, Electrochemical Impedance Spectrum, Transient voltage decay
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3205830 An Analysis of the Optimization Condition of Plasma Generator for Air Conditioner System
Authors: Arunrungrusmi S, Chaokamnerd W , Tanitteerapan T , Mungkung N., Yuji T.
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This research aimed to develop plasma system used in air conditioners. This developed plasma system could be installed in the air conditioners - all split type. The quality of air could be improved to be equal to present plasma system. Development processes were as follows: 1) to study the plasma system used in the air conditioners, 2) to design a plasma generator, 3) to develop the plasma generator, and 4) to test its performance in many types of the air conditioners. This plasma system was developed by AC high voltage – 14 kv with a frequency of 50 kHz. Carbon was a conductor to generate arc in air purifier system. The research was tested by installing the plasma generator in the air conditioners - wall type. Whereas, there were 3 types of installations: air flow out, air flow in, and room center. The result of the plasma generator installed in the air conditioners, split type, revealed that the air flow out installation provided the highest average of o-zone at 223 mg/h. This type of installation provided the highest efficiency of air quality improvement. Moreover, the air flow in installation and the room center installation provided the average of the o-zone at 163 mg/h and 64 mg/h, respectively.
Keywords: Air Conditioner, Plasma generator, High voltage, Optimization, Installation position.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1360829 Thermosensitive Hydrogel Development for Its Possible Application in Cardiac Cell Therapy
Authors: Lina Paola Orozco-Marín, Yuliet Montoya, John Bustamante
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Ischemic events can culminate in acute myocardial infarction with irreversible cardiac lesions that cannot be restored due to the limited regenerative capacity of the heart. Tissue engineering proposes therapeutic alternatives by using biomaterials to resemble the native extracellular medium combined with healthy and functional cells. This research focused on developing a natural thermosensitive hydrogel, its physical-chemical characterization and in vitro biocompatibility determination. Hydrogels’ morphological characterization was carried out through scanning electron microscopy and its chemical characterization by employing Infrared Spectroscopy technic. In addition, the biocompatibility was determined using fetal human ventricular cardiomyocytes cell line RL-14 and the MTT cytotoxicity test according to the ISO 10993-5 standard. Four biocompatible and thermosensitive hydrogels were obtained with a three-dimensional internal structure and two gelation times. The results show the potential of the hydrogel to increase the cell survival rate to the cardiac cell therapies under investigation and lay the foundations to continue with its characterization and biological evaluation both in vitro and in vivo models.
Keywords: cardiac cell therapy, cardiac ischemia, natural polymers, thermosensitive hydrogel
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 753828 Optimum Design of Alkali Activated Slag Concretes for Low Chloride Ion Permeability and Water Absorption Capacity
Authors: Müzeyyen Balçikanli, Erdoğan Özbay, Hakan Tacettin Türker, Okan Karahan, Cengiz Duran Atiş
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In this research, effect of curing time (TC), curing temperature (CT), sodium concentration (SC) and silicate modules (SM) on the compressive strength, chloride ion permeability, and water absorption capacity of alkali activated slag (AAS) concretes were investigated. For maximization of compressive strength while for minimization of chloride ion permeability and water absorption capacity of AAS concretes, best possible combination of CT, CTime, SC and SM were determined. An experimental program was conducted by using the central composite design method. Alkali solution-slag ratio was kept constant at 0.53 in all mixture. The effects of the independent parameters were characterized and analyzed by using statistically significant quadratic regression models on the measured properties (dependent parameters). The proposed regression models are valid for AAS concretes with the SC from 0.1% to 7.5%, SM from 0.4 to 3.2, CT from 20 °C to 94 °C and TC from 1.2 hours to 25 hours. The results of test and analysis indicate that the most effective parameter for the compressive strength, chloride ion permeability and water absorption capacity is the sodium concentration.
Keywords: Alkali activation, slag, rapid chloride permeability, water absorption capacity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1150827 Negative RT-PCR in a Newborn Infected with Zika Virus: A Case Report
Authors: Vallejo Michael, Acuña Edgar, Roa Juan David, Peñuela Rosa, Parra Alejandra, Casallas Daniela, Rodriguez Sheyla
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Congenital Zika Virus Syndrome is an entity composed by a variety of birth defects presented in newborns that have been exposed to the Zika Virus during pregnancy. The syndrome characteristic features are severe microcephaly, cerebral tissue abnormalities, ophthalmological abnormalities such as uveitis and chorioretinitis, arthrogryposis, clubfoot deformity and muscular tone abnormalities. The confirmatory test is the Reverse transcription polymerase chain reaction (RT-PCR) associated to the physical findings. Here we present the case of a newborn with microcephaly whose mother presented a confirmed Zika Virus infection during the third trimester of pregnancy, despite of the evident findings and the history of Zika infection the RT-PCR in amniotic and cerebrospinal fluid of the newborn was negative. RT-PCR has demonstrated a low sensibility in samples with low viral loads, reason why, we propose a clinical diagnosis in patients with clinical history of Zika Virus infection during pregnancy accompanied by evident clinical manifestations of the child.
Keywords: Zika Virus, polymerase chain reaction, microcephaly, amniotic fluid.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 668826 A Structural Support Vector Machine Approach for Biometric Recognition
Authors: Vishal Awasthi, Atul Kumar Agnihotri
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Face is a non-intrusive strong biometrics for identification of original and dummy facial by different artificial means. Face recognition is extremely important in the contexts of computer vision, psychology, surveillance, pattern recognition, neural network, content based video processing. The availability of a widespread face database is crucial to test the performance of these face recognition algorithms. The openly available face databases include face images with a wide range of poses, illumination, gestures and face occlusions but there is no dummy face database accessible in public domain. This paper presents a face detection algorithm based on the image segmentation in terms of distance from a fixed point and template matching methods. This proposed work is having the most appropriate number of nodal points resulting in most appropriate outcomes in terms of face recognition and detection. The time taken to identify and extract distinctive facial features is improved in the range of 90 to 110 sec. with the increment of efficiency by 3%.Keywords: Face recognition, Principal Component Analysis, PCA, Linear Discriminant Analysis, LDA, Improved Support Vector Machine, iSVM, elastic bunch mapping technique.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 494825 Effect of Ground Subsidence on Load Sharing and Settlement of Raft and Piled Raft Foundations
Authors: T.V. Tran, S. Teramoto, M. Kimura, T. Boonyatee, Le Ba Vinh
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In this paper, two centrifugal model tests (case 1: raft foundation, case 2: 2x2 piled raft foundation) were conducted in order to evaluate the effect of ground subsidence on load sharing among piles and raft and settlement of raft and piled raft foundations. For each case, two conditions consisting of undrained (without groundwater pumping) and drained (with groundwater pumping) conditions were considered. Vertical loads were applied to the models after the foundations were completely consolidated by selfweight at 50g. The results show that load sharing by the piles in piled raft foundation (piled load share) for drained condition decreases faster than that for undrained condition. Settlement of both raft and piled raft foundations for drained condition increases more quickly than that for undrained condition. In addition, the settlement of raft foundation increases more largely than the settlement of piled raft foundation for drained condition.Keywords: Ground subsidence, Piled raft, Load sharing, Centrifugal model test.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2926824 Application of PSO Technique for Seismic Control of Tall Building
Authors: A. Shayeghi, H. Shayeghi, H. Eimani Kalasar
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In recent years, tuned mass damper (TMD) control systems for civil engineering structures have attracted considerable attention. This paper emphasizes on the application of particle swarm application (PSO) to design and optimize the parameters of the TMD control scheme for achieving the best results in the reduction of the building response under earthquake excitations. The Integral of the Time multiplied Absolute value of the Error (ITAE) based on relative displacement of all floors in the building is taken as a performance index of the optimization criterion. The problem of robustly TMD controller design is formatted as an optimization problem based on the ITAE performance index to be solved using the PSO technique which has a story ability to find the most optimistic results. An 11- story realistic building, located in the city of Rasht, Iran is considered as a test system to demonstrate effectiveness of the proposed method. The results analysis through the time-domain simulation and some performance indices reveals that the designed PSO based TMD controller has an excellent capability in reduction of the seismically excited example building.
Keywords: TMD, Particle Swarm Optimization, Tall Buildings, Structural Dynamics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1820823 Effect of Subsequent Drying and Wetting on the Small Strain Shear Modulus of Unsaturated Soils
Authors: A. Khosravi, S. Ghadirian, J. S. McCartney
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Evaluation of the seismic-induced settlement of an unsaturated soil layer depends on several variables, among which the small strain shear modulus, Gmax, and soil’s state of stress have been demonstrated to be of particular significance. Recent interpretation of trends in Gmax revealed considerable effects of the degree of saturation and hydraulic hysteresis on the shear stiffness of soils in unsaturated states. Accordingly, the soil layer is expected to experience different settlement behaviors depending on the soil saturation and seasonal weathering conditions. In this study, a semi-empirical formulation was adapted to extend an existing Gmax model to infer hysteretic effects along different paths of the SWRC including scanning curves. The suitability of the proposed approach is validated against experimental results from a suction-controlled resonant column test and from data reported in literature. The model was observed to follow the experimental data along different paths of the SWRC, and showed a slight hysteresis in shear modulus along the scanning curves.Keywords: Hydraulic hysteresis, Scanning path, Small strain shear modulus, Unsaturated soil.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1580822 Effect Comparison of Speckle Noise Reduction Filters on 2D-Echocardigraphic Images
Authors: Faten A. Dawood, Rahmita W. Rahmat, Suhaini B. Kadiman, Lili N. Abdullah, Mohd D. Zamrin
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Echocardiography imaging is one of the most common diagnostic tests that are widely used for assessing the abnormalities of the regional heart ventricle function. The main goal of the image enhancement task in 2D-echocardiography (2DE) is to solve two major anatomical structure problems; speckle noise and low quality. Therefore, speckle noise reduction is one of the important steps that used as a pre-processing to reduce the distortion effects in 2DE image segmentation. In this paper, we present the common filters that based on some form of low-pass spatial smoothing filters such as Mean, Gaussian, and Median. The Laplacian filter was used as a high-pass sharpening filter. A comparative analysis was presented to test the effectiveness of these filters after being applied to original 2DE images of 4-chamber and 2-chamber views. Three statistical quantity measures: root mean square error (RMSE), peak signal-to-ratio (PSNR) and signal-tonoise ratio (SNR) are used to evaluate the filter performance quantitatively on the output enhanced image.
Keywords: Gaussian operator, median filter, speckle texture, peak signal-to-ratio
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1995821 Fracture Toughness Properties and FTIR Analysis of Corn Fiber Green Composites
Authors: Ahmed Mudhafar Hashim, Aseel Mahmood Abdullah
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The present work introduced a green composite consisting of corn natural fiber of constant concentration of 10% by weight incorporation with poly methyl methacrylate matrix biomaterial prepared by hand lay-up technique. Corn natural fibers were treated with two concentrations of sodium hydroxide solution (3% and 5%) with different immersed time (1.5 and 3 hours) at room temperature. The fracture toughness test of untreated and alkali treated corn fiber composites were performed. The effect of chemically treated on fracture properties of composites has been analyzed using Fourier transform infrared (FTIR) spectroscopy. The experimental results showed that the alkali treatment improved the fracture properties in terms of plane strain fracture toughness KIC. It was found that the plane strain fracture toughness KIC increased by up to 62% compared to untreated fiber composites. On the other hand, increases in both concentrations of alkali solution and time of soaking to 5% NaOH and 3 hours, respectively reduced the values of KIC lower than the value of the unfilled material.
Keywords: green composites, fracture toughness, corn natural fiber, Bio-PMMA
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 533820 Mathematical Analysis of Stock Prices Prediction in a Financial Market Using Geometric Brownian Motion Model
Authors: Edikan E. Akpanibah, Ogunmodimu Dupe Catherine
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The relevance of geometric Brownian motion (GBM) in modelling the behaviour of stock market prices (SMP) cannot be over emphasized taking into consideration the volatility of the SMP. Consequently, there is need to investigate how GBM models are being estimated and used in financial market to predict SMP. To achieve this, the GBM estimation and its application to the SMP of some selected companies are studied. The normal and log-normal distributions were used to determine the expected value, variance and co-variance. Furthermore, the GBM model was used to predict the SMP of some selected companies over a period of time and the mean absolute percentage error (MAPE) were calculated and used to determine the accuracy of the GBM model in predicting the SMP of the four companies under consideration. It was observed that for all the four companies, their MAPE values were within the region of acceptance. Also, the MAPE values of our data were compared to an existing literature to test the accuracy of our prediction with respect to time of investment. Finally, some numerical simulations of the graphs of the SMP, expectations and variance of the four companies over a period of time were presented using MATLAB programming software.
Keywords: Stock Market, Geometric Brownian Motion, normal and log-normal distribution, mean absolute percentage error.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 269819 Internal Leakage Analysis from Pd to Pc Port Direction in ECV Body Used in External Variable Type A/C Compressor
Authors: Md. Iqbal Mahmud, Haeng Muk Cho, Seo Hyun Sang, Wang Wen Hai, Chang Heon Yi, Man Ik Hwang, Dae Hoon Kang
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Solenoid operated electromagnetic control valve (ECV) playing an important role for car’s air conditioning control system. ECV is used in external variable displacement swash plate type compressor and controls the entire air conditioning system by means of a pulse width modulation (PWM) input signal supplying from an external source (controller). Complete form of ECV contains number of internal features like valve body, core, valve guide, plunger, guide pin, plunger spring, bellows etc. While designing the ECV; dimensions of different internal items must meet the standard requirements as it is quite challenging. In this research paper, especially the dimensioning of ECV body and its three pressure ports through which the air/refrigerant passes are considered. Here internal leakage test analysis of ECV body is being carried out from its discharge port (Pd) to crankcase port (Pc) when the guide valve is placed inside it. The experiments have made both in ordinary and digital system using different assumptions and thereafter compare the results.
Keywords: Electromagnetic control valve (ECV), Leakage, Pressure port, Valve body, Valve guide.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2853818 Hair Mechanical Properties Depending on Age and Origin
Authors: Meriem Benzarti, Mohamed Ben Tkaya, Cyril Pailler Mattei, Hassan Zahouani
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Hair is a non homogenous complex material which can be associated with a polymer. It is made up 95% of Keratin. Hair has a great social significance for human beings. In the High Middle Ages, for example, long hairs have been reserved for kings and nobles. Most common interest in hair is focused on hair growth, hair types and hair care, but hair is also an important biomaterial which can vary depending on ethnic origin or on age, hair colour for example can be a sign of ethnic ancestry or age (dark hair for Asiatic, blond hair for Caucasian and white hair for old people in general). In this context, different approaches have been conducted to determine the differences in mechanical properties and characterize the fracture topography at the surface of hair depending on its type and its age. A tensile testing machine was especially designed to achieve tensile tests on hair. This device is composed of a microdisplacement system and a force sensor whose peak load is limited to 3N. The curves and the values extracted from each experiment, allow us to compare the evolution of the mechanical properties from one hair to another. Observations with a Scanning Electron Microscope (SEM) and with an interferometer were made on different hairs. Thus, it is possible to access the cuticle state and the fracture topography for each category.Keywords: Hair, relaxation test, SEM, interferometer, mechanical properties.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2470817 Measurement and Evaluation of Outdoor Lighting Environment at Night in Residential Community in China: A Case Study of Hangzhou
Authors: Jiantao Weng, Yujie Zhao
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With the improvement of living quality and demand for nighttime activities in China, the current situation of outdoor lighting environment at night needs to be assessed. Lighting environment at night plays an important role to guarantee night safety. Two typical residential communities in Hangzhou were selected. A comprehensive test method of outdoor lighting environment at night was established. The road, fitness area, landscape, playground and entrance were included. Field measurements and questionnaires were conducted in these two residential communities. The characteristics of residents’ habits and the subjective evaluation on different aspects of outdoor lighting environment at night were collected via questionnaire. A safety evaluation system on the outdoor lighting environment at night in the residential community was established. The results show that there is a big difference in illumination in different areas. The lighting uniformities of roads cannot meet the requirement of lighting standard in China. Residents pay more attention to the lighting environment of the fitness area and road than others. This study can provide guidance for the design and management of outdoor lighting environment at night.
Keywords: Residential community, lighting environment, night, field measurement.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 656816 Simplified Models to Determine Nodal Voltagesin Problems of Optimal Allocation of Capacitor Banks in Power Distribution Networks
Authors: A. Pereira, S. Haffner, L. V. Gasperin
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This paper presents two simplified models to determine nodal voltages in power distribution networks. These models allow estimating the impact of the installation of reactive power compensations equipments like fixed or switched capacitor banks. The procedure used to develop the models is similar to the procedure used to develop linear power flow models of transmission lines, which have been widely used in optimization problems of operation planning and system expansion. The steady state non-linear load flow equations are approximated by linear equations relating the voltage amplitude and currents. The approximations of the linear equations are based on the high relationship between line resistance and line reactance (ratio R/X), which is valid for power distribution networks. The performance and accuracy of the models are evaluated through comparisons with the exact results obtained from the solution of the load flow using two test networks: a hypothetical network with 23 nodes and a real network with 217 nodes.Keywords: Distribution network models, distribution systems, optimization, power system planning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1562815 The Relationship between Representational Conflicts, Generalization, and Encoding Requirements in an Instance Memory Network
Authors: Mathew Wakefield, Matthew Mitchell, Lisa Wise, Christopher McCarthy
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This paper aims to provide an interpretation of artificial neural networks (ANNs) and explore some of its implications. The interpretation views ANNs as a memory which encodes instances of experience. An experiment explores the behavior of encoding and retrieval of instances from memory. A localised representation ANN is created that allows control over encoding and retrieved memory sample size and is experimented with using the MNIST digits dataset. The relationship between input familiarity, conflict within retrieved samples, and error rates is described and demonstrated to be an effective driver for memory encoding. Results indicate that selective encoding and retrieval samples that allow detection of memory conflicts produce optimal performance, and that error rates are normally distributed with input familiarity and conflict. By using input familiarity and sample consistency to guide memory encoding, the number of encoding trials on the dataset were reduced to 18.33% of the training data while maintaining good recognition performance on the test data.
Keywords: Artificial Neural Networks, ANNs, representation, memory, conflict monitoring, confidence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 507814 Long Term Variability of Temperature in Armenia in the Context of Climate Change
Authors: Hrachuhi Galstyan, Lucian Sfîcă, Pavel Ichim
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The purpose of this study is to analyze the temporal and spatial variability of thermal conditions in the Republic of Armenia. The paper describes annual fluctuations in air temperature. Research has been focused on case study region of Armenia and surrounding areas, where long–term measurements and observations of weather conditions have been performed within the National Meteorological Service of Armenia and its surrounding areas. The study contains yearly air temperature data recorded between 1961- 2012. Mann-Kendal test and the autocorrelation function were applied to detect the change trend of annual mean temperature, as well as other parametric and non-parametric tests searching to find the presence of some breaks in the long term evolution of temperature. The analysis of all records reveals a tendency mostly towards warmer years, with increased temperatures especially in valleys and inner basins. The maximum temperature increase is up to 1,5°C. Negative results have not been observed in Armenia. The patterns of temperature change have been observed since the 1990’s over much of the Armenian territory. The climate in Armenia was influenced by global change in the last 2 decades, as results from the methods employed within the study.Keywords: Air temperature, long-term variability, trend, climate change.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2216813 Studies on Microstructure and Mechanical Properties of Simulated Heat Affected Zone in a Micro Alloyed Steel
Authors: Sanjeev Kumar, S. K. Nath
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Proper selection of welding parameters for getting excellent weld is a challenge. HAZ simulation helps in identifying suitable welding parameters like heating rate, cooling rate, peak temperature, and energy input. In this study, the influence of weld thermal cycle of heat affected zone (HAZ) is simulated for Submerged Arc Welding (SAW) using Gleeble ® 3800 thermomechanical simulator. A (Micro-alloyed) MA steel plate of thickness 18 mm having yield strength 450MPa is used for making test specimens. Determination of the mechanical properties of weld simulated specimens including Charpy V-notch toughness and hardness is performed. Peak temperatures of 1300°C, 1150°C, 1000°C, 900°C, 800°C, heat energy input of 22KJ/cm and preheat temperatures of 30°C have been used with Rykalin-3D simulation model. It is found that the impact toughness (75J) is the best for the simulated HAZ specimen at the peak temperature 900ºC. For parent steel, impact toughness value is 26.8J at -50°C in transverse direction.Keywords: HAZ Simulation, Mechanical Properties, Peak Temperature, Ship hull steel, and Weldability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1678812 Top Management Support as an Enabling Factor for Academic Innovation through Knowledge Sharing
Authors: Sawsan J. Al-husseini, Talib A. Dosa
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Educational institutions are today facing increasing pressures due to economic, political and social upheaval. This is only exacerbated by the nature of education as an intangible good which relies upon the intellectual assets of the organisation, its staff. Top management support has been acknowledged as having a positive general influence on knowledge management and creativity. However, there is a lack of models linking top management support, knowledge sharing, and innovation within higher education institutions, in general within developing countries, and particularly in Iraq. This research sought to investigate the impact of top management support on innovation through the mediating role of knowledge sharing in Iraqi private HEIs. A quantitative approach was taken and 262 valid responses were collected to test the causal relationships between top management support, knowledge sharing, and innovation. Employing structural equation modelling with AMOS v.25, the research demonstrated that knowledge sharing plays a pivotal role in the relationship between top management support and innovation. The research has produced some guidelines for researchers as well as leaders, and provided evidence to support the use of knowledge sharing to increase innovation within the higher education environment in developing countries, particularly Iraq.
Keywords: Top management support, knowledge sharing, innovation, structural equation modelling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1282811 The Use of Fractional Brownian Motion in the Generation of Bed Topography for Bodies of Water Coupled with the Lattice Boltzmann Method
Authors: Elysia Barker, Jian Guo Zhou, Ling Qian, Steve Decent
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A method of modelling topography used in the simulation of riverbeds is proposed in this paper which removes the need for datapoints and measurements of a physical terrain. While complex scans of the contours of a surface can be achieved with other methods, this requires specialised tools which the proposed method overcomes by using fractional Brownian motion (FBM) as a basis to estimate the real surface within a 15% margin of error while attempting to optimise algorithmic efficiency. This removes the need for complex, expensive equipment and reduces resources spent modelling bed topography. This method also accounts for the change in topography over time due to erosion, sediment transport, and other external factors which could affect the topography of the ground by updating its parameters and generating a new bed. The lattice Boltzmann method (LBM) is used to simulate both stationary and steady flow cases in a side-by-side comparison over the generated bed topography using the proposed method, and a test case taken from an external source. The method, if successful, will be incorporated into the current LBM program used in the testing phase, which will allow an automatic generation of topography for the given situation in future research, removing the need for bed data to be specified.
Keywords: Bed topography, FBM, LBM, shallow water, simulations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 308