Search results for: nonlinear analytical model
6164 Improved Tropical Wood Species Recognition System based on Multi-feature Extractor and Classifier
Authors: Marzuki Khalid, RubiyahYusof, AnisSalwaMohdKhairuddin
Abstract:
An automated wood recognition system is designed to classify tropical wood species.The wood features are extracted based on two feature extractors: Basic Grey Level Aura Matrix (BGLAM) technique and statistical properties of pores distribution (SPPD) technique. Due to the nonlinearity of the tropical wood species separation boundaries, a pre classification stage is proposed which consists ofKmeans clusteringand kernel discriminant analysis (KDA). Finally, Linear Discriminant Analysis (LDA) classifier and KNearest Neighbour (KNN) are implemented for comparison purposes. The study involves comparison of the system with and without pre classification using KNN classifier and LDA classifier.The results show that the inclusion of the pre classification stage has improved the accuracy of both the LDA and KNN classifiers by more than 12%.Keywords: Tropical wood species, nonlinear data, featureextractors, classification
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20006163 Agent/Group/Role Organizational Model to Simulate an Industrial Control System
Authors: Noureddine Seddari, Mohamed Belaoued, Salah Bougueroua
Abstract:
The modeling of complex systems is generally based on the decomposition of their components into sub-systems easier to handle. This division has to be made in a methodical way. In this paper, we introduce an industrial control system modeling and simulation based on the Multi-Agent System (MAS) methodology AALAADIN and more particularly the underlying conceptual model Agent/Group/Role (AGR). Indeed, in this division using AGR model, the overall system is decomposed into sub-systems in order to improve the understanding of regulation and control systems, and to simplify the implementation of the obtained agents and their groups, which are implemented using the Multi-Agents Development KIT (MAD-KIT) platform. This approach appears to us to be the most appropriate for modeling of this type of systems because, due to the use of MAS, it is possible to model real systems in which very complex behaviors emerge from relatively simple and local interactions between many different individuals, therefore a MAS is well adapted to describe a system from the standpoint of the activity of its components, that is to say when the behavior of the individuals is complex (difficult to describe with equations). The main aim of this approach is the take advantage of the performance, the scalability and the robustness that are intuitively provided by MAS.
Keywords: Complex systems, modeling and simulation, industrial control system, MAS, AALAADIN, AGR, MAD-KIT.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11896162 CSTR Control by Using Model Reference Adaptive Control and PSO
Authors: Neha Khanduja
Abstract:
This paper presents a comparative analysis of continuously stirred tank reactor (CSTR) control based on adaptive control and optimal tuning of PID control based on particle swarm optimization. In the design of adaptive control, Model reference adaptive control (MRAC) scheme is used, in which the adaptation law have been developed by MIT rule & Lyapunov’s rule. In PSO control parameters of PID controller is tuned by using the concept of particle swarm optimization to get optimized operating point for minimum integral square error (ISE) condition. The results show the adjustment of PID parameters converting into the optimal operating point and the good control response can be obtained by the PSO technique.Keywords: Model reference adaptive control (MRAC), optimal control, particle swarm optimization (PSO).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23386161 Effects of Opening Shape and Location on the Structural Strength of R.C. Deep Beams with Openings
Authors: Haider M. Alsaeq
Abstract:
This research investigates the effects of the opening shape and location on the structural behavior of reinforced concrete deep beam with openings, while keeping the opening size unchanged. The software ANSYS 12.1 is used to handle the nonlinear finite element analysis. The ultimate strength of reinforced concrete deep beam with opening obtained by ANSYS 12.1 shows fair agreement with the experimental results, with a difference of no more than 20%. The present work concludes that the opening location has much more effect on the structural strength than the opening shape. It was concluded that placing the openings near the upper corners of the deep beam may double the strength, and the use of a rectangular narrow opening, with the long sides in the horizontal direction, can save up to 40% of structural strength of the deep beam.Keywords: Deep Beams, Finite Element, Opening, Reinforced Concrete.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 42946160 Application of GAMS and GA in the Location and Penetration of Distributed Generation
Authors: Alireza Dehghani Pilehvarani, Mojtaba Hakimzadeh, Mohammad Jafari Far, Reza Sedaghati
Abstract:
Distributed Generation (DG) can help in reducing the cost of electricity to the costumer, relieve network congestion and provide environmentally friendly energy close to load centers. Its capacity is also scalable and it provides voltage support at distribution level. Hence, DG placement and penetration level is an important problem for both the utility and DG owner. DG allocation and capacity determination is a nonlinear optimization problem. The objective function of this problem is the minimization of the total loss of the distribution system. Also high levels of penetration of DG are a new challenge for traditional electric power systems. This paper presents a new methodology for the optimal placement of DG and penetration level of DG in distribution system based on General Algebraic Modeling System (GAMS) and Genetic Algorithm (GA).
Keywords: Distributed Generation, Location, Loss Reduction, Distribution Network, GA, GAMS.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26346159 Seismic Analysis of Structurally Hybrid Wind Mill Tower
Authors: Atul K. Desai, Hemal J. Shah
Abstract:
The tall windmill towers are designed as monopole tower or lattice tower. In the present research, a 125-meter high hybrid tower which is a combination of lattice and monopole type is proposed. The response of hybrid tower is compared with conventional monopole tower. The towers were analyzed in finite element method software considering nonlinear seismic time history load. The synthetic seismic time history for different soil is derived using the SeismoARTIF software. From the present research, it is concluded that, in the hybrid tower, we are not getting resonance condition. The base shear is less in hybrid tower compared to monopole tower for different soil conditions.
Keywords: Dynamic analysis, hybrid wind mill tower, resonance condition, synthetic time history.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7606158 CFD Simulation of SO2 Removal from Gas Mixtures using Ceramic Membranes
Authors: Azam Marjani, Saeed Shirazian
Abstract:
This work deals with modeling and simulation of SO2 removal in a ceramic membrane by means of FEM. A mass transfer model was developed to predict the performance of SO2 absorption in a chemical solvent. The model was based on solving conservation equations for gas component in the membrane. Computational fluid dynamics (CFD) of mass and momentum were used to solve the model equations. The simulations aimed to obtain the distribution of gas concentration in the absorption process. The effect of the operating parameters on the efficiency of the ceramic membrane was evaluated. The modeling findings showed that the gas phase velocity has significant effect on the removal of gas whereas the liquid phase does not affect the SO2 removal significantly. It is also indicated that the main mass transfer resistance is placed in the membrane and gas phase because of high tortuosity of the ceramic membrane.
Keywords: Gas separation, finite element, ceramic, sulphur dioxide, simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22806157 Statistical Analysis of the Impact of Maritime Transport Gross Domestic Product on Nigeria’s Economy
Authors: K. P. Oyeduntan, K. Oshinubi
Abstract:
Nigeria is referred as the ‘Giant of Africa’ due to high population, land mass and large economy. However, it still trails far behind many smaller economies in the continent in terms of maritime operations. As we have seen that the maritime industry is the sparkplug for national growth, because it houses the most crucial infrastructure that generates wealth for a nation, it is worrisome that a nation with six seaports lag in maritime activities. In this research, we have studied how the Gross Domestic Product (GDP) of the maritime transport influences the Nigerian economy. To do this, we applied Simple Linear Regression (SLR), Support Vector Machine (SVM), Polynomial Regression Model (PRM), Generalized Additive Model (GAM) and Generalized Linear Mixed Model (GLMM) to model the relationship between the nation’s Total GDP (TGDP) and the Maritime Transport GDP (MGDP) using a time series data of 20 years. The result showed that the MGDP is statistically significant to the Nigerian economy. Amongst the statistical tool applied, the PRM of order 4 describes the relationship better when compared to other methods. The recommendations presented in this study will guide policy makers and help improve the economy of Nigeria.
Keywords: Economy, GDP, maritime transport, port, regression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1436156 Optimizing Telehealth Internet of Things Integration: A Sustainable Approach through Fog and Cloud Computing Platforms for Energy Efficiency
Authors: Yunyong Guo, Sudhakar Ganti, Bryan Guo
Abstract:
The swift proliferation of telehealth Internet of Things (IoT) devices has sparked concerns regarding energy consumption and the need for streamlined data processing. This paper presents an energy-efficient model that integrates telehealth IoT devices into a platform based on fog and cloud computing. This integrated system provides a sustainable and robust solution to address the challenges. Our model strategically utilizes fog computing as a localized data processing layer and leverages cloud computing for resource-intensive tasks, resulting in a significant reduction in overall energy consumption. The incorporation of adaptive energy-saving strategies further enhances the efficiency of our approach. Simulation analysis validates the effectiveness of our model in improving energy efficiency for telehealth IoT systems, particularly when integrated with localized fog nodes and both private and public cloud infrastructures. Subsequent research endeavors will concentrate on refining the energy-saving model, exploring additional functional enhancements, and assessing its broader applicability across various healthcare and industry sectors.
Keywords: Energy-efficient, fog computing, IoT, telehealth.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 876155 A Domain Specific Modeling Language Semantic Model for Artefact Orientation
Authors: Bunakiye R. Japheth, Ogude U. Cyril
Abstract:
Since the process of transforming user requirements to modeling constructs are not very well supported by domain-specific frameworks, it became necessary to integrate domain requirements with the specific architectures to achieve an integrated customizable solutions space via artifact orientation. Domain-specific modeling language specifications of model-driven engineering technologies focus more on requirements within a particular domain, which can be tailored to aid the domain expert in expressing domain concepts effectively. Modeling processes through domain-specific language formalisms are highly volatile due to dependencies on domain concepts or used process models. A capable solution is given by artifact orientation that stresses on the results rather than expressing a strict dependence on complicated platforms for model creation and development. Based on this premise, domain-specific methods for producing artifacts without having to take into account the complexity and variability of platforms for model definitions can be integrated to support customizable development. In this paper, we discuss methods for the integration capabilities and necessities within a common structure and semantics that contribute a metamodel for artifact-orientation, which leads to a reusable software layer with concrete syntax capable of determining design intents from domain expert. These concepts forming the language formalism are established from models explained within the oil and gas pipelines industry.
Keywords: Control process, metrics of engineering, structured abstraction, semantic model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7426154 A Numerical Model to Study the Rapid Buffering Approximation near an Open Ca2+ Channel for an Unsteady State Case
Authors: Leena Sharma
Abstract:
Chemical reaction and diffusion are important phenomena in quantitative neurobiology and biophysics. The knowledge of the dynamics of calcium Ca2+ is very important in cellular physiology because Ca2+ binds to many proteins and regulates their activity and interactions Calcium waves propagate inside cells due to a regenerative mechanism known as calcium-induced calcium release. Buffer-mediated calcium diffusion in the cytosol plays a crucial role in the process. A mathematical model has been developed for calcium waves by assuming the buffers are in equilibrium with calcium i.e., the rapid buffering approximation for a one dimensional unsteady state case. This model incorporates important physical and physiological parameters like dissociation rate, diffusion rate, total buffer concentration and influx. The finite difference method has been employed to predict [Ca2+] and buffer concentration time course regardless of the calcium influx. The comparative studies of the effect of the rapid buffered diffusion and kinetic parameters of the model on the concentration time course have been performed.
Keywords: Calcium Profile, Rapid Buffering Approximation, Influx, Dissociation rate constant.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18436153 Intrusion Detection based on Distance Combination
Authors: Joffroy Beauquier, Yongjie Hu
Abstract:
The intrusion detection problem has been frequently studied, but intrusion detection methods are often based on a single point of view, which always limits the results. In this paper, we introduce a new intrusion detection model based on the combination of different current methods. First we use a notion of distance to unify the different methods. Second we combine these methods using the Pearson correlation coefficients, which measure the relationship between two methods, and we obtain a combined distance. If the combined distance is greater than a predetermined threshold, an intrusion is detected. We have implemented and tested the combination model with two different public data sets: the data set of masquerade detection collected by Schonlau & al., and the data set of program behaviors from the University of New Mexico. The results of the experiments prove that the combination model has better performances.
Keywords: Intrusion detection, combination, distance, Pearson correlation coefficients.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18426152 Influence of a Company’s Dynamic Capabilities on Its Innovation Capabilities
Authors: Lovorka Galetic, Zeljko Vukelic
Abstract:
The advanced concepts of strategic and innovation management in the sphere of company dynamic and innovation capabilities, and achieving their mutual alignment and a synergy effect, are important elements in business today. This paper analyses the theory and empirically investigates the influence of a company’s dynamic capabilities on its innovation capabilities. A new multidimensional model of dynamic capabilities is presented, consisting of five factors appropriate to real time requirements, while innovation capabilities are considered pursuant to the official OECD and Eurostat standards. After examination of dynamic and innovation capabilities indicated their theoretical links, the empirical study testing the model and examining the influence of a company’s dynamic capabilities on its innovation capabilities showed significant results. In the study, a research model was posed to relate company dynamic and innovation capabilities. One side of the model features the variables that are the determinants of dynamic capabilities defined through their factors, while the other side features the determinants of innovation capabilities pursuant to the official standards. With regard to the research model, five hypotheses were set. The study was performed in late 2014 on a representative sample of large and very large Croatian enterprises with a minimum of 250 employees. The research instrument was a questionnaire administered to company top management. For both variables, the position of the company was tested in comparison to industry competitors, on a fivepoint scale. In order to test the hypotheses, correlation tests were performed to determine whether there is a correlation between each individual factor of company dynamic capabilities with the existence of its innovation capabilities, in line with the research model. The results indicate a strong correlation between a company’s possession of dynamic capabilities in terms of their factors, due to the new multi-dimensional model presented in this paper, with its possession of innovation capabilities. Based on the results, all five hypotheses were accepted. Ultimately, it was concluded that there is a strong association between the dynamic and innovation capabilities of a company.Keywords: Dynamic capabilities, innovation capabilities, competitive advantage, business results.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14286151 Mathematical Modeling of Drip Emitter Discharge of Trapezoidal Labyrinth Channel
Authors: N. Philipova
Abstract:
The influence of the geometric parameters of trapezoidal labyrinth channel on the emitter discharge is investigated in this work. The impact of the dentate angle, the dentate spacing, and the dentate height are studied among the geometric parameters of the labyrinth channel. Numerical simulations of the water flow movement are performed according to central cubic composite design using Commercial codes GAMBIT and FLUENT. Inlet pressure of the dripper is set up to be 1 bar. The objective of this paper is to derive a mathematical model of the emitter discharge depending on the dentate angle, the dentate spacing, the dentate height of the labyrinth channel. As a result, the obtained mathematical model is a second-order polynomial reporting 2-way interactions among the geometric parameters. The dentate spacing has the most important and positive influence on the emitter discharge, followed by the simultaneous impact of the dentate spacing and the dentate height. The dentate angle in the observed interval has no significant effect on the emitter discharge. The obtained model can be used as a basis for a future emitter design.
Keywords: Drip irrigation, labyrinth channel hydrodynamics, numerical simulations, Reynolds stress model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9386150 Analysis of Combustion, Performance and Emission Characteristics of Turbocharged LHR Extended Expansion DI Diesel Engine
Authors: Mohd.F.Shabir, P. Tamilporai, B. Rajendra Prasath
Abstract:
The fundamental aim of extended expansion concept is to achieve higher work done which in turn leads to higher thermal efficiency. This concept is compatible with the application of turbocharger and LHR engine. The Low Heat Rejection engine was developed by coating the piston crown, cylinder head inside with valves and cylinder liner with partially stabilized zirconia coating of 0.5 mm thickness. Extended expansion in diesel engines is termed as Miller cycle in which the expansion ratio is increased by reducing the compression ratio by modifying the inlet cam for late inlet valve closing. The specific fuel consumption reduces to an appreciable level and the thermal efficiency of the extended expansion turbocharged LHR engine is improved. In this work, a thermodynamic model was formulated and developed to simulate the LHR based extended expansion turbocharged direct injection diesel engine. It includes a gas flow model, a heat transfer model, and a two zone combustion model. Gas exchange model is modified by incorporating the Miller cycle, by delaying inlet valve closing timing which had resulted in considerable improvement in thermal efficiency of turbocharged LHR engines. The heat transfer model, calculates the convective and radiative heat transfer between the gas and wall by taking into account of the combustion chamber surface temperature swings. Using the two-zone combustion model, the combustion parameters and the chemical equilibrium compositions were determined. The chemical equilibrium compositions were used to calculate the Nitric oxide formation rate by assuming a modified Zeldovich mechanism. The accuracy of this model is scrutinized against actual test results from the engine. The factors which affect thermal efficiency and exhaust emissions were deduced and their influences were discussed. In the final analysis it is seen that there is an excellent agreement in all of these evaluations.Keywords: Low Heat Rejection, Miller cycle.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20936149 Using SNAP and RADTRAD to Establish the Analysis Model for Maanshan PWR Plant
Authors: J. R. Wang, H. C. Chen, C. Shih, S. W. Chen, J. H. Yang, Y. Chiang
Abstract:
In this study, we focus on the establishment of the analysis model for Maanshan PWR nuclear power plant (NPP) by using RADTRAD and SNAP codes with the FSAR, manuals, and other data. In order to evaluate the cumulative dose at the Exclusion Area Boundary (EAB) and Low Population Zone (LPZ) outer boundary, Maanshan NPP RADTRAD/SNAP model was used to perform the analysis of the DBA LOCA case. The analysis results of RADTRAD were similar to FSAR data. These analysis results were lower than the failure criteria of 10 CFR 100.11 (a total radiation dose to the whole body, 250 mSv; a total radiation dose to the thyroid from iodine exposure, 3000 mSv).Keywords: RADionuclide, transport, removal, and dose estimation, RADTRAD, symbolic nuclear analysis package, SNAP, dose, PWR.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10256148 Buckling Optimization of Radially-Graded, Thin-Walled, Long Cylinders under External Pressure
Authors: Karam Y. Maalawi
Abstract:
This paper presents a generalized formulation for the problem of buckling optimization of anisotropic, radially graded, thin-walled, long cylinders subject to external hydrostatic pressure. The main structure to be analyzed is built of multi-angle fibrous laminated composite lay-ups having different volume fractions of the constituent materials within the individual plies. This yield to a piecewise grading of the material in the radial direction; that is the physical and mechanical properties of the composite material are allowed to vary radially. The objective function is measured by maximizing the critical buckling pressure while preserving the total structural mass at a constant value equals to that of a baseline reference design. In the selection of the significant optimization variables, the fiber volume fractions adjoin the standard design variables including fiber orientation angles and ply thicknesses. The mathematical formulation employs the classical lamination theory, where an analytical solution that accounts for the effective axial and flexural stiffness separately as well as the inclusion of the coupling stiffness terms is presented. The proposed model deals with dimensionless quantities in order to be valid for thin shells having arbitrary thickness-to-radius ratios. The critical buckling pressure level curves augmented with the mass equality constraint are given for several types of cylinders showing the functional dependence of the constrained objective function on the selected design variables. It was shown that material grading can have significant contribution to the whole optimization process in achieving the required structural designs with enhanced stability limits.Keywords: Buckling instability, structural optimization, functionally graded material, laminated cylindrical shells, externalhydrostatic pressure.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23596147 Parametric Vibrations of Periodic Shells
Authors: B. Tomczyk, R. Mania
Abstract:
Thin linear-elastic cylindrical circular shells having a micro-periodic structure along two directions tangent to the shell midsurface (biperiodic shells) are object of considerations. The aim of this paper is twofold. First, we formulate an averaged nonasymptotic model for the analysis of parametric vibrations or dynamical stability of periodic shells under consideration, which has constant coefficients and takes into account the effect of a cell size on the overall shell behavior (a length-scale effect). This model is derived employing the tolerance modeling procedure. Second we apply the obtained model to derivation of frequency equation being a starting point in the analysis of parametric vibrations. The effect of the microstructure length oh this frequency equation is discussed.Keywords: Micro-periodic shells, mathematical modeling, length-scale effect, parametric vibrations
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15186146 Comparison of Two-Phase Critical Flow Models for Estimation of Leak Flow Rate through Cracks
Authors: Tadashi Watanabe, Jinya Katsuyama, Akihiro Mano
Abstract:
The estimation of leak flow rates through narrow cracks in structures is of importance for nuclear reactor safety, since the leak flow could be detected before occurrence of loss-of-coolant accidents. The two-phase critical leak flow rates are calculated using the system analysis code, and two representative non-homogeneous critical flow models, Henry-Fauske model and Ransom-Trapp model, are compared. The pressure decrease and vapor generation in the crack, and the leak flow rates are found to be larger for the Henry-Fauske model. It is shown that the leak flow rates are not affected by the structural temperature, but affected largely by the roughness of crack surface.
Keywords: Crack, critical flow, leak, roughness.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8426145 Existence of Periodic Solution for p-Laplacian Neutral Rayleigh Equation with Sign-variable Coefficient of Non Linear Term
Authors: Aomar Anane, Omar Chakrone, Loubna Moutaouekkil
Abstract:
As p-Laplacian equations have been widely applied in field of the fluid mechanics and nonlinear elastic mechanics, it is necessary to investigate the periodic solutions of functional differential equations involving the scalar p-Laplacian. By using Mawhin’s continuation theorem, we study the existence of periodic solutions for p-Laplacian neutral Rayleigh equation (ϕp(x(t)−c(t)x(t − r))) + f(x(t)) + g1(x(t − τ1(t, |x|∞))) + β(t)g2(x(t − τ2(t, |x|∞))) = e(t), It is meaningful that the functions c(t) and β(t) are allowed to change signs in this paper, which are different from the corresponding ones of known literature.
Keywords: periodic solution, neutral Rayleigh equation, variable sign, Deviating argument, p-Laplacian, Mawhin’s continuation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13796144 Constructing Approximate and Exact Solutions for Boussinesq Equations using Homotopy Perturbation Padé Technique
Authors: Mohamed M. Mousa, Aidarkhan Kaltayev
Abstract:
Based on the homotopy perturbation method (HPM) and Padé approximants (PA), approximate and exact solutions are obtained for cubic Boussinesq and modified Boussinesq equations. The obtained solutions contain solitary waves, rational solutions. HPM is used for analytic treatment to those equations and PA for increasing the convergence region of the HPM analytical solution. The results reveal that the HPM with the enhancement of PA is a very effective, convenient and quite accurate to such types of partial differential equations.Keywords: Homotopy perturbation method, Padé approximants, cubic Boussinesq equation, modified Boussinesq equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 45786143 EML-Estimation of Multivariate t Copulas with Heuristic Optimization
Authors: Jin Zhang, Wing Lon Ng
Abstract:
In recent years, copulas have become very popular in financial research and actuarial science as they are more flexible in modelling the co-movements and relationships of risk factors as compared to the conventional linear correlation coefficient by Pearson. However, a precise estimation of the copula parameters is vital in order to correctly capture the (possibly nonlinear) dependence structure and joint tail events. In this study, we employ two optimization heuristics, namely Differential Evolution and Threshold Accepting to tackle the parameter estimation of multivariate t distribution models in the EML approach. Since the evolutionary optimizer does not rely on gradient search, the EML approach can be applied to estimation of more complicated copula models such as high-dimensional copulas. Our experimental study shows that the proposed method provides more robust and more accurate estimates as compared to the IFM approach.Keywords: Copula Models, Student t Copula, Parameter Inference, Differential Evolution, Threshold Accepting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15606142 Evaluating Hourly Sulphur Dioxide and Ground Ozone Simulated with the Air Quality Model in Lima, Peru
Authors: Odón R. Sánchez-Ccoyllo, Elizabeth Ayma-Choque, Alan Llacza
Abstract:
Sulphur dioxide (SO₂) and surface-ozone (O₃) concentrations are associated with diseases. The objective of this research is to evaluate the effectiveness of the air-quality Weather Research and Forecasting model coupled to Chemistry (WRF-Chem) model with a horizontal resolution of 5 km x 5 km. For this purpose, the measurements of the hourly SO₂ and O₃ concentrations available in three air quality monitoring stations in Lima, Peru were used for the purpose of validating the simulations of the SO₂ and O₃ concentrations obtained with the WRF-Chem model in February 2018. For the quantitative evaluation of the simulations of these gases, statistical techniques were implemented, such as the average of the simulations; the average of the measurements; the Mean Bias (MeB); the Mean Error (MeE); and the Root Mean Square Error (RMSE). The results of these statistical metrics indicated that the simulated SO₂ and O₃ values over-predicted the SO₂ and O₃ measurements. For the SO₂ concentration, the MeB values varied from 0.58 to 26.35 µg/m³; the MeE values varied from 8.75 to 26.5 µg/m³; the RMSE values varied from 13.3 to 31.79 µg/m³; while for O₃ concentrations the statistical values of the MeB varied from 37.52 to 56.29 µg/m³; the MeE values varied from 37.54 to 56.70 µg/m³; the RMSE values varied from 43.05 to 69.56 µg/m³.
Keywords: Ground-ozone, Lima, Sulphur dioxide, WRF-Chem.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3656141 Predicting Bankruptcy using Tabu Search in the Mauritian Context
Authors: J. Cheeneebash, K. B. Lallmamode, A. Gopaul
Abstract:
Throughout this paper, a relatively new technique, the Tabu search variable selection model, is elaborated showing how it can be efficiently applied within the financial world whenever researchers come across the selection of a subset of variables from a whole set of descriptive variables under analysis. In the field of financial prediction, researchers often have to select a subset of variables from a larger set to solve different type of problems such as corporate bankruptcy prediction, personal bankruptcy prediction, mortgage, credit scoring and the Arbitrage Pricing Model (APM). Consequently, to demonstrate how the method operates and to illustrate its usefulness as well as its superiority compared to other commonly used methods, the Tabu search algorithm for variable selection is compared to two main alternative search procedures namely, the stepwise regression and the maximum R 2 improvement method. The Tabu search is then implemented in finance; where it attempts to predict corporate bankruptcy by selecting the most appropriate financial ratios and thus creating its own prediction score equation. In comparison to other methods, mostly the Altman Z-Score model, the Tabu search model produces a higher success rate in predicting correctly the failure of firms or the continuous running of existing entities.
Keywords: Predicting Bankruptcy, Tabu Search
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19396140 Towards a Systematic Planning of Standardization Projects in Plant Engineering
Authors: M. Amberg, M. Gepp, S. Horn
Abstract:
In today-s economy plant engineering faces many challenges. For instance the intensifying competition in this business is leading to cost competition and needs for a shorter time-to-market. To remain competitive companies need to make their businesses more profitable by implementing improvement programs such as standardization projects. But they have difficulties to tap their full economic potential for various reasons. One of them is non-holistic planning and implementation of standardization projects. This paper describes a new conceptual framework - the layer-model. The model combines and expands existing proven approaches in order to improve design, implementation and management of standardization projects. Based on a holistic approach it helps to systematically analyze the effects of standardization projects on different business layers and enables companies to better seize the opportunities offered by standardization.Keywords: layer model, plant engineering, standardization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16066139 Pore Model Prediction of CH4 Separation from HS Using PTMSP and γ -Alumina Membranes
Authors: H. Mukhtar, N. M. Noor, R. Nasir, D. F. Mohshim
Abstract:
The main aim of this work is to develop a model of hydrogen sulfide (H2S) separation from natural gas by using membrane separation technology. The model is developed by incorporating three diffusion mechanisms which are Knudsen, viscous and surface diffusion towards membrane selectivity and permeability. The findings from the simulation result shows that the permeability of the gas is dependent toward the pore size of the membrane, operating pressure, operating temperature as well as feed composition. The permeability of methane has the highest value for Poly (1-trimethylsilyl-1-propyne ) PTMSP membrane at pore size of 0.1nm and decreasing toward a minimum peak at pore range 1 to 1.5 nm as pore size increased before it increase again for pore size is greater than 1.5 nm. On the other hand, the permeability of hydrogen sulfide is found to increase almost proportionally with the increase of membrane pore size. Generally, the increase of pressure will increase the permeability of gas since more driving force is provided to the system while increasing of temperature would decrease the permeability due to the surface diffusion drop off effect. A corroboration of the simulation result also showed a good agreement with the experimental data.
Keywords: Hydrogen Sulfide, Methane, Inorganic Membrane, Organic Membrane, Pore Model
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 37086138 A Discrete Choice Modeling Approach to Modular Systems Design
Authors: Ivan C. Mustakerov, Daniela I. Borissova
Abstract:
The paper proposes an approach for design of modular systems based on original technique for modeling and formulation of combinatorial optimization problems. The proposed approach is described on the example of personal computer configuration design. It takes into account the existing compatibility restrictions between the modules and can be extended and modified to reflect different functional and users- requirements. The developed design modeling technique is used to formulate single objective nonlinear mixedinteger optimization tasks. The practical applicability of the developed approach is numerically tested on the basis of real modules data. Solutions of the formulated optimization tasks define the optimal configuration of the system that satisfies all compatibility restrictions and user requirements.Keywords: Constrained discrete combinatorial choice, modular systems design, optimization problem, PC configuration.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20206137 Comparing Transformational Leadership in Successful and Unsuccessful Companies
Authors: Gh. Jandaghi, H. Zarei Matin, A. Farjami
Abstract:
In this article, while it is attempted to describe the problem and its importance, transformational leadership is studied by considering leadership theories. Issues such as the definition of transformational leadership and its aspects are compared on the basis of the ideas of various connoisseurs and then it (transformational leadership) is examined in successful and unsuccessful companies. According to the methodology, the method of research, hypotheses, population and statistical sample are investigated and research findings are analyzed by using descriptive and inferential statistical methods in the framework of analytical tables. Finally, our conclusion is provided by considering the results of statistical tests. The final result shows that transformational leadership is significantly higher in successful companies than unsuccessful ones P<0.0001).Keywords: Idealized influence, individualized considerations, inspirational motivation, intellectual stimulation, transformational leadership
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 46166136 Effective Design Parameters on the End Effect in Single-Sided Linear Induction Motors
Authors: A. Zare Bazghaleh, M. R. Naghashan, H. Mahmoudimanesh, M. R. Meshkatoddini
Abstract:
Linear induction motors are used in various industries but they have some specific phenomena which are the causes for some problems. The most important phenomenon is called end effect. End effect decreases efficiency, power factor and output force and unbalances the phase currents. This phenomenon is more important in medium and high speeds machines. In this paper a factor, EEF , is obtained by an accurate equivalent circuit model, to determine the end effect intensity. In this way, all of effective design parameters on end effect is described. Accuracy of this equivalent circuit model is evaluated by two dimensional finite-element analysis using ANSYS. The results show the accuracy of the equivalent circuit model.Keywords: Linear induction motor, end effect, equivalent circuitmodel, finite-element method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27936135 Developing a Statistical Model for Electromagnetic Environment for Mobile Wireless Networks
Authors: C. Temaneh Nyah
Abstract:
The analysis of electromagnetic environment using deterministic mathematical models is characterized by the impossibility of analyzing a large number of interacting network stations with a priori unknown parameters, and this is characteristic, for example, of mobile wireless communication networks. One of the tasks of the tools used in designing, planning and optimization of mobile wireless network is to carry out simulation of electromagnetic environment based on mathematical modelling methods, including computer experiment, and to estimate its effect on radio communication devices. This paper proposes the development of a statistical model of electromagnetic environment of a mobile wireless communication network by describing the parameters and factors affecting it including the propagation channel and their statistical models.Keywords: Electromagnetic Environment, Statistical model, Wireless communication network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1918