Search results for: interval DEA

Authors: Manoochehr Gholipoor

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The response of growth and yield of rainfed-chickpea to population density should be evaluated based on long-term experiments to include the climate variability. This is achievable just by simulation. In this simulation study, this evaluation was done by running the CYRUS model for long-term daily weather data of five locations in Iran. The tested population densities were 7 to 59 (with interval of 2) stands per square meter. Various functions, including quadratic, segmented, beta, broken linear, and dent-like functions, were tested. Considering root mean square of deviations and linear regression statistics [intercept (a), slope (b), and correlation coefficient (r)] for predicted versus observed variables, the quadratic and broken linear functions appeared to be appropriate for describing the changes in biomass and grain yield, and in harvest index, respectively. Results indicated that in all locations, grain yield tends to show increasing trend with crowding the population, but subsequently decreases. This was also true for biomass in five locations. The harvest index appeared to have plateau state across low population densities, but decreasing trend with more increasing density. The turning point (optimum population density) for grain yield was 30.68 stands per square meter in Isfahan, 30.54 in Shiraz, 31.47 in Kermanshah, 34.85 in Tabriz, and 32.00 in Mashhad. The optimum population density for biomass ranged from 24.6 (in Tabriz) to 35.3 stands per square meter (Mashhad). For harvest index it varied between 35.87 and 40.12 stands per square meter.

Keywords: Rainfed-chickpea, biomass, harvest index, grain yield, simulation.

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Authors: Nastaran Hajiheydari, Mohammad Soltani Delgosha

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Vendor (supplier) selection is a group decision-making (GDM) process, in which, based on some predetermined criteria, the experts’ preferences are provided in order to rank and choose the most desirable suppliers. In the real business environment, our attitudes or our choices would be made in an uncertain and indecisive situation could not be expressed in a crisp framework. Intuitionistic fuzzy sets (IFSs) could handle such situations in the best way. VIKOR method was developed to solve multi-criteria decision-making (MCDM) problems. This method, which is used to determine the compromised feasible solution with respect to the conflicting criteria, introduces a multi-criteria ranking index based on the particular measure of 'closeness' to the 'ideal solution'. Until now, there has been a little investigation of VIKOR with IFS, therefore we extended the intuitionistic fuzzy (IF) VIKOR to solve vendor selection problem under IF GDM environment. The present study intends to develop an IF VIKOR method in a GDM situation. Therefore, a model is presented to calculate the criterion weights based on entropy measure. Then, the interval-valued intuitionistic fuzzy weighted geometric (IFWG) operator utilized to obtain the total decision matrix. In the next stage, an approach based on the positive idle intuitionistic fuzzy number (PIIFN) and negative idle intuitionistic fuzzy number (NIIFN) was developed. Finally, the application of the proposed method to solve a vendor selection problem illustrated.

Keywords: Group decision making, intuitionistic fuzzy entropy measure, intuitionistic fuzzy set, vendor selection VIKOR.

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Authors: S. Mhamdi, O. Brendel, P. Montpied, K. Ben Yahia, N. Saouyah, B. Hasnaoui, E. Dreyer

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Leaf Life Span (LLS) is used to classify trees into two main groups: evergreen and deciduous species. It varies according to the forms of life between taxonomic groups. Co-occurrence of deciduous and evergreen oaks is common in some Mediterranean type climate areas. Nevertheless, in the Tunisian forests, there is no enough information about the functional inter-specific diversity among oak species, especially in the mixed stand marked by the simultaneous presence of Q. suber L., Q. canariensis Willd. and their hybrid (Q. afares), the latter being an endemic oak species threatened with extinction. This study has been conducted to estimate the LLS, the relative growth rate, and the count of different growth flushes of samplings in semi-controlled conditions. Our study took 17 months, with an observation's interval of 4 weeks. The aim is to characterize and compare the hybrid species to the parental ones. Differences were observed among species, both for phenology and growth. Indeed, Q. suber saplings reached higher total height and number of growth flushes then Q. canariensis, while Q. afares showed much less growth flushes than the parental species. The LLS of parental species has exceeded the duration of the experiment, but their hybrid lost all leaves on all cohorts. The short LLSs of hybrid species are in accordance with this phenology in the field, but for Q. canariensis there was a contrast with observations in the field where phenology is strictly annual. This study allowed us to differentiate the hybrid from both parental species.

Keywords: Leaf life span, growth, hybrid, evergreen, deciduous, seedlings, Q. afares Pomel, Q. suber L., Q. canariensis Willd.

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Authors: Lāsma Cielava, Daina Jonkus, Līga Paura

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The age of first calving (AFC) is one of the most important factors that have a significant impact on cow productivity in different lactations and its whole life. A belated AFC leads to reduced reproductive performance and it is one of the main reasons for reduced longevity. Cows that calved in time period from 2001-2007 and in this time finished at least four lactations were included in the database. Data were obtained from 68841 crossbred Holstein Black and White (HM), crossbred Latvian Brown (LB), and Latvian Brown genetic resources (LBGR) cows. Cows were distributed in four groups depending on age at first calving. The longest lifespan was conducted for LBGR cows, but they were also characterized with lowest lifetime milk yield and life day milk yield. HM breed cows had the shortest lifespan, but in the lifespan of 2862.2 days was obtained in average 37916.4 kg milk accordingly 13.2 kg milk in one life day. HM breed cows were also characterized with longer calving intervals (CI) in first four lactations, but LBGR cows had the shortest CI in the study group. Age at first calving significantly affected the length of CI in different lactations (p<0.05). HM cows that first time calved >30 months old in the fourth lactation had the longest CI in all study groups (421.4 days). The LBGR cows were characterized with the shortest CI, but there was slight increase in second and third lactation. Age at first calving had a significant impact on cows’ age in each calving time. In the analysis, cow group was conducted that cows with age at first calving <24 months or in average 580.5 days at the time of fifth calving were 2156.7 days (5.9 years) old, but cows with age at first calving >30 months (932.6 days) at the time of fifth calving were 2560.9 days (7.3 years) old.

Keywords: Age at first calving, calving interval, longevity, milk yield.

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Authors: Alireza Ansariyar, Safieh Laaly

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Over the last decades, the vehicle industry has shown increased interest in integrating autonomous, connected, and electrical technologies in vehicle design with the primary hope of improving mobility and road safety while reducing transportation’s environmental impact. Using the State of Maryland (M.D.) in the United States as a pilot study, this research investigates Connected and Autonomous Vehicles (CAVs) fuel consumption and air pollutants including Carbon Monoxide (CO), Particulate Matter (PM), and Nitrogen Oxides (NOx) and utilizes meaningful linear regression models to predict CAV’s environmental effects. Maryland transportation network was simulated in VISUM software, and data on a set of variables were collected through a comprehensive survey. The number of pollutants and fuel consumption were obtained for the time interval 2010 to 2021 from the macro simulation. Eventually, four linear regression models were proposed to predict the amount of C.O., NOx, PM pollutants, and fuel consumption in the future. The results highlighted that CAVs’ pollutants and fuel consumption have a significant correlation with the income, age, and race of the CAV customers. Furthermore, the reliability of four statistical models was compared with the reliability of macro simulation model outputs in the year 2030. The error of three pollutants and fuel consumption was obtained at less than 9% by statistical models in SPSS. This study is expected to assist researchers and policymakers with planning decisions to reduce CAV environmental impacts in M.D.

Keywords: Connected and autonomous vehicles, statistical model, environmental effects, pollutants and fuel consumption, VISUM, linear regression models.

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Authors: Muhammad Aqil, Ichiro Kita, Moses Macalinao

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Reliable water level forecasts are particularly important for warning against dangerous flood and inundation. The current study aims at investigating the suitability of the adaptive network based fuzzy inference system for continuous water level modeling. A hybrid learning algorithm, which combines the least square method and the back propagation algorithm, is used to identify the parameters of the network. For this study, water levels data are available for a hydrological year of 2002 with a sampling interval of 1-hour. The number of antecedent water level that should be included in the input variables is determined by two statistical methods, i.e. autocorrelation function and partial autocorrelation function between the variables. Forecasting was done for 1-hour until 12-hour ahead in order to compare the models generalization at higher horizons. The results demonstrate that the adaptive networkbased fuzzy inference system model can be applied successfully and provide high accuracy and reliability for river water level estimation. In general, the adaptive network-based fuzzy inference system provides accurate and reliable water level prediction for 1-hour ahead where the MAPE=1.15% and correlation=0.98 was achieved. Up to 12-hour ahead prediction, the model still shows relatively good performance where the error of prediction resulted was less than 9.65%. The information gathered from the preliminary results provide a useful guidance or reference for flood early warning system design in which the magnitude and the timing of a potential extreme flood are indicated.

Keywords: Neural Network, Fuzzy, River, Forecasting

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Authors: I. Kurashvili, A. Sichinava, G. Bokuchava, G. Darsavelidze

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Si-Ge solid solutions (bulk poly- and mono-crystalline samples, thin films) are characterized by high perspectives for application in semiconductor devices, in particular, optoelectronics and microelectronics. From this point of view, complex studying of structural state of the defects and structural-sensitive physical properties of Si-Ge solid solutions depending on the contents of Si and Ge components is very important. Present work deals with the investigations of microstructure, microhardness, internal friction and shear modulus of Si1-xGex(x≤0,02) bulk monocrystals conducted at room temperature. Si-Ge bulk crystals were obtained by Czochralski method in [111] crystallographic direction. Investigated monocrystalline Si-Ge samples are characterized by p-type conductivity and carriers’ concentration 5.1014-1.1015cm-3. Microhardness was studied on Dynamic Ultra Micro hardness Tester DUH-201S with Berkovich indenter. Investigate samples are characterized with 0,5x0,5x(10-15)mm3 sizes, oriented along [111] direction at torsion oscillations ≈1Hz, multistage changing of internal friction and shear modulus has been revealed in an interval of strain amplitude of 10-5-5.10-3. Critical values of strain amplitude have been determined at which hysteretic changes of inelastic characteristics and microplasticity are observed. The critical strain amplitude and elasticity limit values are also determined. Dynamic mechanical characteristics decreasing trend is shown with increasing Ge content in Si-Ge solid solutions. Observed changes are discussed from the point of view of interaction of various dislocations with point defects and their complexes in a real structure of Si-Ge solid solutions.

Keywords: Internal friction, microhardness, relaxation processes, shear modulus, Si-Ge.

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Authors: I. Kurashvili, G. Darsavelidze, T. Kimeridze, G. Chubinidze, I. Tabatadze

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At present, a number of modern semiconductor devices based on SiGe alloys have been created in which the latest achievements of high technologies are used. These devices might cause significant changes to networking, computing, and space technology. In the nearest future new materials based on SiGe will be able to restrict the A³B⁵ and Si technologies and firmly establish themselves in medium frequency electronics. Effective realization of these prospects requires the solution of prediction and controlling of structural state and dynamical physical –mechanical properties of new SiGe materials. Based on these circumstances, a complex investigation of structural defects and structural-sensitive dynamic mechanical characteristics of SiGe alloys under different external impacts (deformation, radiation, thermal cycling) acquires great importance. Internal friction (IF) and shear modulus temperature and amplitude dependences of the monocrystalline boron-doped Si_1-xGe_x(x≤0.05) alloys grown by Czochralski technique is studied in initial and ⁶⁰Co gamma-irradiated states. In the initial samples, a set of dislocation origin relaxation processes and accompanying modulus defects are revealed in a temperature interval of 400-800 ⁰C. It is shown that after gamma-irradiation intensity of relaxation internal friction in the vicinity of 280 ⁰C increases and simultaneously activation parameters of high temperature relaxation processes reveal clear rising. It is proposed that these changes of dynamical mechanical characteristics might be caused by a decrease of the dislocation mobility in the Cottrell atmosphere enriched by the radiation defects.

Keywords: Gamma-irradiation, internal friction, shear modulus, SiGe alloys.

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Authors: B.R. Singh, O. Singh

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Worldwide conventional resources of fossil fuel are depleting very fast due to large scale increase in use of transport vehicles every year, therefore consumption rate of oil in transport sector alone has gone very high. In view of this, the major thrust has now been laid upon the search of alternative energy source and also for cost effective energy conversion system. The air converted into compressed form by non conventional or conventional methods can be utilized as potential working fluid for producing shaft work in the air turbine and thus offering the capability of being a zero pollution energy source. This paper deals with the mathematical modeling and performance evaluation of a small capacity compressed air driven vaned type novel air turbine. Effect of expansion action and steady flow work in the air turbine at high admission air pressure of 6 bar, for varying injection to vane angles ratios 0.2-1.6, at the interval of 0.2 and at different vane angles such as 30o, 45o, 51.4o, 60o, 72o, 90o, and 120o for 12, 8, 7, 6, 5, 4 and 3 vanes respectively at speed of rotation 2500 rpm, has been quantified and analyzed here. Study shows that the expansion power has major contribution to total power, whereas the contribution of flow work output has been found varying only up to 19.4%. It is also concluded that for variation of injection to vane angle ratios from 0.2 to 1.2, the optimal power output is seen at vane angle 90o (4 vanes) and for 1.4 to 1.6 ratios, the optimal total power is observed at vane angle 72o (5 vanes). Thus in the vaned type novel air turbine the optimum shaft power output is developed when rotor contains 4-5 vanes for almost all situations of injection to vane angle ratios from 0.2 to 1.6.

Keywords: zero pollution, compressed air, air turbine, vaneangle, injection to vane angle ratios

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Authors: Muftah H. El-Naas, Ameera F. Mohammad, Mabruk I. Suleiman, Mohamed Al Musharfy, Ali H. Al-Marzouqi

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CO₂ capture and storage technologies play a significant role in contributing to the control of climate change through the reduction of carbon dioxide emissions into the atmosphere. The present study evaluates and optimizes CO₂ capture through a process, where carbon dioxide is passed into pH adjusted high salinity water and reacted with sodium chloride to form a precipitate of sodium bicarbonate. This process is based on a modified Solvay process with higher CO₂ capture efficiency, higher sodium removal, and higher pH level without the use of ammonia. The process was tested in a bubble column semi-batch reactor and was optimized using response surface methodology (RSM). CO₂ capture efficiency and sodium removal were optimized in terms of major operating parameters based on four levels and variables in Central Composite Design (CCD). The operating parameters were gas flow rate (0.5–1.5 L/min), reactor temperature (10 to 50 ^oC), buffer concentration (0.2-2.6%) and water salinity (25-197 g NaCl/L). The experimental data were fitted to a second-order polynomial using multiple regression and analyzed using analysis of variance (ANOVA). The optimum values of the selected variables were obtained using response optimizer. The optimum conditions were tested experimentally using desalination reject brine with salinity ranging from 65,000 to 75,000 mg/L. The CO₂ capture efficiency in 180 min was 99% and the maximum sodium removal was 35%. The experimental and predicted values were within 95% confidence interval, which demonstrates that the developed model can successfully predict the capture efficiency and sodium removal using the modified Solvay method.

Keywords: Bubble column reactor, CO2 capture, Response Surface Methodology, water desalination.

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Authors: O. Abramova, L. Abukova, A. Goreva, G. Isaeva

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The present work was made for the purpose of evaluating the interstitial water’s role in the mobilization of metal elements of clay deposits and occurrences in sedimentary formation in the hydro-geological basins. The experiments were performed by using a special facility, which allows adjusting the pressure, temperature, and the frequency of the acoustic vibrations. The dates for study were samples of the oil shales (Baltic career, O₂kk) and clay rocks, mainly montmorillonite composition (Borehole SG-12000, the depth of selection 1000–3600 m, the Azov-Kuban trough, N₁). After interstitial water squeezing from the rock samples, decrease in the original content of the rock forming components including trace metals V, Cr, Co, Ni, Cu, Zn, Zr, Mo, Pb, W, Ti, and others was recorded. The experiments made it possible to evaluate the ore elements output and organic matters with the interstitial waters. Calculations have shown that, in standard conditions, from each ton of the oil shales, 5-6 kg of ore elements and 9-10 kg of organic matter can be escaped. A quantity of matter, migrating from clays in the process of solidification, is changed depending on the lithogenesis stage: more recent unrealized deposits lose more ore and organic materials than the clay rocks, selected from depth over 3000 m. Each ton of clays in the depth interval 1000-1500 m is able to generate 3-5 kg of the ore elements and 6-8 kg of the organic matters. The interstitial waters are a freight forwarder over transferring these matters in the reservoir beds. It was concluded that the interstitial waters which escaped from the study samples are solutions with abnormal high concentrations of the metals and organic matters. In the discharge zones of the sediment basins, such fluids can create paragenetic associations of the sedimentary-catagenetic ore and hydrocarbon mineral resources accumulations.

Keywords: Hydrocarbons, ore genesis, paragenesis, interstitial waters.

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Authors: Mohamed A. Hammad, Dzul Azri Mohamed Noor, Syed Azhar Syed Sulaiman, Ahmed A. Khamis, Abeer Kharshid, Nor Azizah Aziz

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The effect of statins dose intensity (SDI) on glycemic control in patients with existing diabetes is unclear. Also, there are many contradictory findings were reported in the literature; thus, it is limiting the possibility to draw conclusions. This project was designed to compare the effect of SDI on glycated hemoglobin (HbA1c%) control in outpatients with Type 2 diabetes in the endocrine clinic at Hospital Pulau Pinang, Malaysia, between July 2015 and August 2016. A prospective cohort study was conducted, where records of 345 patients with Type 2 diabetes (Moderate-SDI group 289 patients and high-SDI cohort 56 patients) were reviewed to identify demographics and laboratory tests. The target of glycemic control (HbA1c < 7% for patient < 65 years, and < 8% for patient ≥ 65 years) was estimated, and the results were presented as descriptive statistics. From 289 moderate-SDI cohorts with a mean age of 57.3 ± 12.4 years, only 86 (29.8%) cases were shown to have controlled glycemia, while there were 203 (70.2%) cases with uncontrolled glycemia with confidence interval (CI) of 95% (6.2–10.8). On the other hand, the high-SDI group of 56 patients with Type 2 diabetes with a mean age 57.7±12.4 years is distributed among 11 (19.6%) patients with controlled diabetes, and 45 (80.4%) of them had uncontrolled glycemia, CI: 95% (7.1–11.9). The study has demonstrated that the relative risk (RR) of uncontrolled glycemia in patients with Type 2 diabetes that used high-SDI is 1.15, and the excessive relative risk (ERR) is 15%. The absolute risk (AR) is 10.2%, and the number needed to harm (NNH) is 10. Outpatients with Type 2 diabetes who use high-SDI of statin have a higher risk of uncontrolled glycemia than outpatients who had been treated with a moderate-SDI.

Keywords: Cohort study, diabetes control, dose intensity, HbA1c, Malaysia, statin, Type 2 diabetes mellitus, uncontrolled glycemia.

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Authors: Sun-Young Jang, Sung-Ah Kim, Dongyoun Shin

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The Intelligent transportation system is essential to build smarter cities. Machine learning based transportation prediction could be highly promising approach by delivering invisible aspect visible. In this context, this research aims to make a prototype model that predicts transportation network by using big data and machine learning technology. In detail, among urban transportation systems this research chooses bus system.  The research problem that existing headway model cannot response dynamic transportation conditions. Thus, bus delay problem is often occurred. To overcome this problem, a prediction model is presented to fine patterns of bus delay by using a machine learning implementing the following data sets; traffics, weathers, and bus statues. This research presents a flexible headway model to predict bus delay and analyze the result. The prototyping model is composed by real-time data of buses. The data are gathered through public data portals and real time Application Program Interface (API) by the government. These data are fundamental resources to organize interval pattern models of bus operations as traffic environment factors (road speeds, station conditions, weathers, and bus information of operating in real-time). The prototyping model is designed by the machine learning tool (RapidMiner Studio) and conducted tests for bus delays prediction. This research presents experiments to increase prediction accuracy for bus headway by analyzing the urban big data. The big data analysis is important to predict the future and to find correlations by processing huge amount of data. Therefore, based on the analysis method, this research represents an effective use of the machine learning and urban big data to understand urban dynamics.

Keywords: Big data, bus headway prediction, machine learning, public transportation.

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Authors: Siti Aisyah Zakaria, Nor Azrita Mohd Amin, Noor Fadhilah Ahmad Radi, Nasrul Hamidin

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Higher ground-level ozone (GLO) concentration adversely affects human health, vegetations as well as activities in the ecosystem. In Malaysia, most of the analysis on GLO concentration are carried out using the average value of GLO concentration, which refers to the centre of distribution to make a prediction or estimation. However, analysis which focuses on the higher value or extreme value in GLO concentration is rarely explored. Hence, the objective of this study is to classify the tail behaviour of GLO using generalized extreme value (GEV) distribution estimation the return level using the corresponding modelling (Gumbel, Weibull, and Frechet) of GEV distribution. The results show that Weibull distribution which is also known as short tail distribution and considered as having less extreme behaviour is the best-fitted distribution for four selected air monitoring stations in Peninsular Malaysia, namely Larkin, Pelabuhan Kelang, Shah Alam, and Tanjung Malim; while Gumbel distribution which is considered as a medium tail distribution is the best-fitted distribution for Nilai station. The return level of GLO concentration in Shah Alam station is comparatively higher than other stations. Overall, return levels increase with increasing return periods but the increment depends on the type of the tail of GEV distribution’s tail. We conduct this study by using maximum likelihood estimation (MLE) method to estimate the parameters at four selected stations in Peninsular Malaysia. Next, the validation for the fitted block maxima series to GEV distribution is performed using probability plot, quantile plot and likelihood ratio test. Profile likelihood confidence interval is tested to verify the type of GEV distribution. These results are important as a guide for early notification on future extreme ozone events.

Keywords: Extreme value theory, generalized extreme value distribution, ground-level ozone, return level.

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Authors: M. Naimi, M. B. Khaled

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The present study consisted of an applied test in meat system to assess the effectiveness of three bio agents bacteriocinproducing strains: Lm24: Lactobacillus sakei, Lm14and Lm25: Pediococcus spp. Two tests were carried out: The ex situ test was intended for three batches added with crude bacteriocin solutions at 12.48 AU/ml for Lm25 and 8.4 AU/ml for Lm14 and Lm24. However, the in situ one consisted of four batches; three of them inoculated with one bacteriocinogenic Lm25, Lm14, Lm24, respectively. The fourth one was used in mixture: Lm14+m24 at approximately of 107 CFU/ml. The two used tests were done in the presence of the pathogen St. aureus ATCC 6538, as a test strain at 103 CFU/ml. Another batch served as a positive or a negative control was used too. The incubation was performed at 7°C. Total viable counts, staphylococci and lactic acid bacteria, at the beginning and at selected times with interval of three days were enumerated. Physico-chemical determinations (except for in situ test): pH, dry mater, sugars, fat and total protein, at the beginning and at end of the experiment, were done, according to the international norms. Our results confirmed the ex situ effectiveness. Furthermore, the batches affected negatively the total microbial load over the incubation days, and showed a significant regression in staphylococcal load at day seven, for Lm14, Lm24, and Lm25 of 0.73, 2.11, and 2.4 log units. It should be noticed that, at the last day of culture, staphylococcal load was nil for the three batches. In the in situ test, the cultures displayed less inhibitory attitude and recorded a decrease in staphylococcal load, for Lm14, Lm24, Lm25, Lm14+m24 of 0.73, 0.20, 0.86, 0.032 log units. Therefore, physicochemical analysis for Lm14, Lm24, Lm25, Lm14+m24 showed an increase in pH from 5.50 to 5.77, 6.18, 5.96, 7.22, a decrease in dry mater from 7.30% to 7.05%, 6.87%, 6.32%, 6.00%.This result reflects the decrease in fat ranging from 1.53% to 1.49%, 1.07%, 0.99%, 0.87%; and total protein from 6.18% to 5.25%, 5.56%, 5.37%, 5.5%. This study suggests that the use of selected strains as Lm25 could lead to the best results and would help in preserving and extending the shelf life of lamb meat.

Keywords: Biocontrol, in situ and ex situ, meat system, St. aureus, Lactobacillus sakei, Pediococcus spp.

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Authors: Ragi Poyyara, Vijaya Patnana, Mohammed Alam

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When acid is pumped into damaged reservoirs for damage removal/stimulation, distorted inflow of acid into the formation occurs caused by acid preferentially traveling into highly permeable regions over low permeable regions, or (in general) into the path of least resistance. This can lead to poor zonal coverage and hence warrants diversion to carry out an effective placement of acid. Diversion is desirably a reversible technique of temporarily reducing the permeability of high perm zones, thereby forcing the acid into lower perm zones. The uniqueness of each reservoir can pose several challenges to engineers attempting to devise optimum and effective diversion strategies. Diversion techniques include mechanical placement and/or chemical diversion of treatment fluids, further sub-classified into ball sealers, bridge plugs, packers, particulate diverters, viscous gels, crosslinked gels, relative permeability modifiers (RPMs), foams, and/or the use of placement techniques, such as coiled tubing (CT) and the maximum pressure difference and injection rate (MAPDIR) methodology. It is not always realized that the effectiveness of diverters greatly depends on reservoir properties, such as formation type, temperature, reservoir permeability, heterogeneity, and physical well characteristics (e.g., completion type, well deviation, length of treatment interval, multiple intervals, etc.). This paper reviews the mechanisms by which each variety of diverter functions and discusses the effect of various reservoir properties on the efficiency of diversion techniques. Guidelines are recommended to help enhance productivity from zones of interest by choosing the best methods of diversion while pumping an optimized amount of treatment fluid. The success of an overall acid treatment often depends on the effectiveness of the diverting agents.

Keywords: Acid treatment, carbonate, diversion, sandstone.

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Authors: Somayeh Abedian, Pirhossein Kolivand, Hamid Reza Lornejad, Amin Karampour, Ebrahim Keshavarz Safari

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For emergency and relief service providers such as pre-hospital emergencies, quick arrival at the scene of an accident or any EMS mission is one of the most important requirements of effective service delivery. EMS Response time (the interval between the time of the call and the time of arrival on scene) is a critical factor in determining the quality of pre-hospital Emergency Medical Services (EMS). This is especially important for heart attack, stroke, or accident patients that seconds are vital in saving their lives. Location-based e-services can be broadly defined as any service that provides information pertinent to the current location of an active mobile handset or precise address of landline phone call at a specific time window, regardless of the underlying delivery technology used to convey the information. According to research, one of the effective methods of meeting this goal is determining the location of the caller via the cooperation of landline and mobile phone operators in the country. The follow-up of the Communications Regulatory Authority (CRA) organization has resulted in the receipt of two separate secured electronic web services. Thus, to ensure human privacy, a secure technical architecture was required for launching the services in the pre-hospital EMS information management system. In addition, to quicken medics’ arrival at the patient's bedside, rescue vehicles should make use of an intelligent transportation system to estimate road traffic using a GPS-based mobile navigation system independent of the Internet. This paper seeks to illustrate the architecture of the practical national model used by the Iranian EMS organization.

Keywords: response time, geographic location inquiry service, location-based services, emergency medical services information system

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Authors: Le Xuan Cau

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Flash flood is occurred in short time rainfall interval: from 1 hour to 12 hours in small and medium basins. Flash floods typically have two characteristics: large water flow and big flow velocity. Flash flood is occurred at hill valley site (strip of lowland of terrain) in a catchment with large enough distribution area, steep basin slope, and heavy rainfall. The risk of flash floods is determined through Gridded Basin Flash Flood Potential Index (GBFFPI). Flash Flood Potential Index (FFPI) is determined through terrain slope flash flood index, soil erosion flash flood index, land cover flash floods index, land use flash flood index, rainfall flash flood index. Determining GBFFPI, each cell in a map can be considered as outlet of a water accumulation basin. GBFFPI of the cell is determined as basin average value of FFPI of the corresponding water accumulation basin. Based on GIS, a tool is developed to compute GBFFPI using ArcObjects SDK for .NET. The maps of GBFFPI are built in two types: GBFFPI including rainfall flash flood index (real time flash flood warning) or GBFFPI excluding rainfall flash flood index. GBFFPI Tool can be used to determine a high flash flood potential site in a large region as quick as possible. The GBFFPI is improved from conventional FFPI. The advantage of GBFFPI is that GBFFPI is taking into account the basin response (interaction of cells) and determines more true flash flood site (strip of lowland of terrain) while conventional FFPI is taking into account single cell and does not consider the interaction between cells. The GBFFPI Map of QuangNam, QuangNgai, DaNang, Hue is built and exported to Google Earth. The obtained map proves scientific basis of GBFFPI.

Keywords: ArcObjects SDK for .NET, Basin average value of FFPI, Gridded basin flash flood potential index, GBFFPI map.

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Authors: Ye. B. Utepov, A. S. Tulebekova, A. B. Kazkeyev

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Maturity sensors are used to determine concrete strength by the non-destructive method. The method of placement of the maturity sensors determines their number required for a certain frame of a monolithic building. This paper proposes a cheap prototype of an embedded wireless sensor for monitoring concrete structures, as well as an alternative strategy for placing sensors based on the transitional boundaries of the temperature distribution of concrete curing, which were determined by building a heat map of the temperature distribution, where unknown values are calculated by the method of inverse distance weighing. The developed prototype can simultaneously measure temperature and relative humidity over a smartphone-controlled time interval. It implements a maturity method to assess the in-situ strength of concrete, which is considered an alternative to the traditional shock impulse and compression testing method used in Kazakhstan. The prototype was tested in laboratory and field conditions. The tests were aimed at studying the effect of internal and external temperature and relative humidity on concrete's strength gain. Based on an experimentally poured concrete slab with randomly integrated maturity sensors, it the transition boundaries form elliptical forms were determined. Temperature distribution over the largest diameter of the ellipses was plotted, resulting in correct and inverted parabolas. As a result, the distance between the closest opposite crossing points of the parabolas is accepted as the maximum permissible step for setting the maturity sensors. The proposed placement strategy can be applied to sensors that measure various continuous phenomena such as relative humidity. Prototype testing has also revealed Bluetooth inconvenience due to weak signal and inability to access multiple prototypes simultaneously. For this reason, further prototype upgrades are planned in the future work.

Keywords: Heat map, placement strategy, temperature and relative humidity, wireless embedded sensor.

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Authors: I. M. Yusuff, A. M. Arogunjo, S. B. Ibikunle, O. M. Oni, P. O. Osho

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Generally, water contamination is a serious health concern, affecting millions of people worldwide every year. Among the water contaminants, radon is a radioactive contaminant understudied and under-regulated. It produces many adverse health effects, including cancer. It is a natural gas that cannot be seen, tasted, or smelled. It develops from the radioactive decay of radium found in the rock of soil and has been considered a health hazard due to its radioactivity in nature. To examine its effects and physicochemical characteristics on the blood biomarkers due to its ingestion in drinking water, its concentrations were monitored and measured in treated and untreated water using Electronic Radon Active Detector (RAD7), while human blood samples were collected using the required laboratory tools. The blood samples were collected and examined physicochemically using semi-automated chemistry analyzer to evaluate the chemistry parameters of the blood. Statistically, results obtained were analyzed using T-test of variables at 95% confidence interval. The outcome of results revealed 112.03 Bq/m3, 561.67 Bq/m3 and 2,753.00 Bq/m3 of radon-222 concentrations in the three water samples used respectively. Demographically, chemistry parameters biomarkers of the blood determined displayed some levels of variations due to radon-222 contaminants ingested from untreated water. Also, analyzed results of blood revealed the associations between the physicochemical parameters of the blood biomarkers and volunteers’ health consequences. The consequences observed were more severed with group B volunteers than group A, due to high level of radon contaminants in borehole water consumed by group B than in well water consumed by group A. The percentages of elevated and depressed biomarkers observed differ from initial reference values and, were the dysfunction indicators. They are directly or indirectly associated to human’s state of health. Most significant biomarkers affected were; HCO3, Cl, K, Cr and Na, they are relevant biomarkers in medicine to determine human’s state of health at any point in time.

Keywords: Radioactive, radon, biomarker, ingestion, dysfunction.

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Authors: Hikari Ryu, Yuki Fukuda, Kento Oishi, Chiharu Igarashi, Shogo Kiryu

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Recently, wireless power transfer has been developed in various fields. Magnetic coupling is popular for feeding power at a relatively short distance and at a lower frequency. Electro-magnetic wave coupling at a high frequency is used for long-distance power transfer. The wireless power transfer has attracted attention in e-textile fields. Rigid batteries are required for many body-worn electric systems at the present time. The technology enables such batteries to be removed from the systems. Coils with a high Q factor are required in the magnetic-coupling power transfer. Antennas with low return loss are needed for the electro-magnetic coupling. Litz wire is so flexible to fabricate coils and antennas sewn on fabric and has low resistivity. In this study, the electric characteristics of some coils and antennas fabricated with the Litz wire by using two sewing techniques are investigated. As examples, a coil and an antenna are described. Both were fabricated with 330/0.04 mm Litz wire. The coil was a planar coil with a square shape. The outer side was 150 mm, the number of turns was 15, and the pitch interval between each turn was 5 mm. The Litz wire of the coil was overstitched with a sewing machine. The coil was fabricated as a receiver coil for a magnetic coupled wireless power transfer. The Q factor was 200 at a frequency of 800 kHz. A wireless power system was constructed by using the coil. A power oscillator was used in the system. The resonant frequency of the circuit was set to 123 kHz, where the switching loss of power Field Effect Transistor (FET) was was small. The power efficiencies were 0.44-0.99, depending on the distance between the transmitter and receiver coils. As an example of an antenna with a sewing technique, a fractal pattern antenna was stitched on a 500 mm x 500 mm fabric by using a needle punch method. The pattern was the 2nd-oder Vicsec fractal. The return loss of the antenna was -28 dB at a frequency of 144 MHz.

Keywords: E-textile, flexible coils, flexible antennas, Litz wire, wireless power transfer.

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Authors: Rashima Mahajan, Dipali Bansal, Shweta Singh

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Real time non-invasive Brain Computer Interfaces have a significant progressive role in restoring or maintaining a quality life for medically challenged people. This manuscript provides a comprehensive review of emerging research in the field of cognitive/affective computing in context of human neural responses. The perspectives of different emotion assessment modalities like face expressions, speech, text, gestures, and human physiological responses have also been discussed. Focus has been paid to explore the ability of EEG (Electroencephalogram) signals to portray thoughts, feelings, and unspoken words. An automated workflow-based protocol to design an EEG-based real time Brain Computer Interface system for analysis and classification of human emotions elicited by external audio/visual stimuli has been proposed. The front end hardware includes a cost effective and portable Emotiv EEG Neuroheadset unit, a personal computer and a set of external stimulators. Primary signal analysis and processing of real time acquired EEG shall be performed using MATLAB based advanced brain mapping toolbox EEGLab/BCILab. This shall be followed by the development of MATLAB based self-defined algorithm to capture and characterize temporal and spectral variations in EEG under emotional stimulations. The extracted hybrid feature set shall be used to classify emotional states using artificial intelligence tools like Artificial Neural Network. The final system would result in an inexpensive, portable and more intuitive Brain Computer Interface in real time scenario to control prosthetic devices by translating different brain states into operative control signals.

Keywords: Brain Computer Interface (BCI), Electroencephalogram (EEG), EEGLab, BCILab, Emotiv, Emotions, Interval features, Spectral features, Artificial Neural Network, Control applications.

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Authors: R. Bužgová, R. Kozáková, M. Škutová, M. Bar, P. Ressner, P. Bártová

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Introduction: Currently, there has been an increasing concern about the provision of palliative care in non-oncological patients in both professional literature and clinical practice. However, there is not much scientific information on how to provide neurological and palliative care together. The main objective of the project is to create and to verify a concept of neuro-palliative and rehabilitative care for patients with selected neurological diseases in an advanced stage of the disease and also to evaluate bio-psychosocial and spiritual needs of these patients and their caregivers related to the quality of life using created standardized tools. Methodology: Triangulation of research methods (qualitative and quantitative) will be used. A concept of care and assessment tools will be developed by analyzing interviews and focus groups. Qualitative data will be analyzed using grounded theory. The concept of care will be tested in the context of the intervention study. Using quantitative analysis, we will assess the effect of an intervention provided on the saturation of needs, quality of life, and quality of care. A research sample will be made up of the patients with selected neurological diseases (Parkinson´s syndrome, motor neuron disease, multiple sclerosis, Huntington’s disease), together with patients´ family members. Based on the results, educational materials and a certified course for health care professionals will be created. Findings: Based on qualitative data analysis, we will propose the concept of integrated care model combining neurological, rehabilitative and specialist palliative care for patients with selected neurological diseases in different settings of care and services. Patients´ needs related to quality of life will be described by newly created and validated measuring tools before the start of intervention (application of neuro-palliative and palliative approach) and then in the time interval. Conclusion: Based on the results, educational materials and a certified course for doctors and health care professionals will be created.

Keywords: Multidisciplinary approach, neuropalliative care, research, quality of life.

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Authors: Elena Carcano, Mirzi Betasolo

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This study helps Public Water Bureaus in giving reliable answers to water concession requests. Rapidly increasing water requests can be supported provided that further uses of a river course are not totally compromised, and environmental features are protected as well. Strictly speaking, a water concession can be considered a continuous drawing from the source and causes a mean annual streamflow reduction. Therefore, deciding if a water concession is appropriate or inappropriate seems to be easily solved by comparing the generic demand to the mean annual streamflow value at disposal. Still, the immediate shortcoming for such a comparison is that streamflow data are information available only for few catchments and, most often, limited to specific sites. Subsequently, comparing the generic water demand to mean daily discharge is indeed far from being completely satisfactory since the mean daily streamflow is greater than the water withdrawal for a long period of a year. Consequently, such a comparison appears to be of little significance in order to preserve the quality and the quantity of the river. In order to overcome such a limit, this study aims to complete the information provided by flow duration curves introducing a link between Flow Duration Curves (FDCs) and recession curves and aims to show the chronological sequence of flows with a particular focus on low flow data. The analysis is carried out on 25 catchments located in North-Eastern Italy for which daily data are provided. The results identify groups of catchments as hydrologically homogeneous, having the lower part of the FDCs (corresponding streamflow interval is streamflow Q between 300 and 335, namely: Q(300), Q(335)) smoothly reproduced by a common recession curve. In conclusion, the results are useful to provide more reliable answers to water request, especially for those catchments which show similar hydrological response and can be used for a focused regionalization approach on low flow data. A mathematical link between streamflow duration curves and recession curves is herein provided, thus furnishing streamflow duration curves information upon a temporal sequence of data. In such a way, by introducing assumptions on recession curves, the chronological sequence upon low flow data can also be attributed to FDCs, which are known to lack this information by nature.

Keywords: Chronological sequence of discharges, recession curves, streamflow duration curves, water concession.

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Authors: Siddharth Ahuja, T. M. Muruganandam

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An analytical investigation is performed to study the unsteady response of a one-dimensional, non-linear dynamic shock system to external downstream pressure perturbations in a supersonic flow in a varying area duct. For a given pressure ratio across a wind tunnel, the normal shock's location can be computed as per one-dimensional steady gas dynamics. Similarly, for some other pressure ratio, the location of the normal shock will change accordingly, again computed using one-dimensional gas dynamics. This investigation focuses on the small-time interval between the first steady shock location and the new steady shock location (corresponding to different pressure ratios). In essence, this study aims to shed light on the motion of the shock from one steady location to another steady location. Further, this study aims to create the foundation of the Unsteady Gas Dynamics field enabling further insight in future research work. According to the new pressure ratio, a pressure pulse, generated at the exit of the tunnel which travels and perturbs the shock from its original position, setting it into motion. During such activity, other numerous physical phenomena also happen at the same time. However, three broad phenomena have been focused on, in this study - Traversal of a Wave, Fluid Element Interactions and Wave Interactions. The above mentioned three phenomena create, alter and kill numerous waves for different conditions. The waves which are created by the above-mentioned phenomena eventually interact with the shock and set it into motion. Numerous such interactions with the shock will slowly make it settle into its final position owing to the new pressure ratio across the duct, as estimated by one-dimensional gas dynamics. This analysis will be extremely helpful in the prediction of inlet 'unstart' of the flow in a supersonic engine intake and its prominence with the incoming flow Mach number, incoming flow pressure and the external perturbation pressure is also studied to help design more efficient supersonic intakes for engines like ramjets and scramjets.

Keywords: Analytical investigation, compression and expansion waves, fluid element interactions, shock trajectory, supersonic flow, unsteady gas dynamics, varying area duct, wave interactions.

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Authors: Boris Barbolyas, Kristina Buckova, Tomas Volensky, Cyril Belavy, Ladislav Dedik

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Background: Based on statokinezigram, the human balance control is often studied. Approach to human postural reaction analysis is based on a combination of stabilometry output signal with retroreflective marker data signal processing, analysis, and understanding, in this study. The study shows another original application of Method of Developed Statokinesigram Trajectory (MDST), too. Methods: In this study, the participants maintained quiet bipedal standing for 10 s on stabilometry platform. Consequently, bilateral vibration stimuli to Achilles tendons in 20 s interval was applied. Vibration stimuli caused that human postural system took the new pseudo-steady state. Vibration frequencies were 20, 60 and 80 Hz. Participant's body segments - head, shoulders, hips, knees, ankles and little fingers were marked by 12 retroreflective markers. Markers positions were scanned by six cameras system BTS SMART DX. Registration of their postural reaction lasted 60 s. Sampling frequency was 100 Hz. For measured data processing were used Method of Developed Statokinesigram Trajectory. Regression analysis of developed statokinesigram trajectory (DST) data and retroreflective marker developed trajectory (DMT) data were used to find out which marker trajectories most correlate with stabilometry platform output signals. Scaling coefficients (λ) between DST and DMT by linear regression analysis were evaluated, too. Results: Scaling coefficients for marker trajectories were identified for all body segments. Head markers trajectories reached maximal value and ankle markers trajectories had a minimal value of scaling coefficient. Hips, knees and ankles markers were approximately symmetrical in the meaning of scaling coefficient. Notable differences of scaling coefficient were detected in head and shoulders markers trajectories which were not symmetrical. The model of postural system behavior was identified by MDST. Conclusion: Value of scaling factor identifies which body segment is predisposed to postural instability. Hypothetically, if statokinesigram represents overall human postural system response to vibration stimuli, then markers data represented particular postural responses. It can be assumed that cumulative sum of particular marker postural responses is equal to statokinesigram.

Keywords: Center of pressure (CoP), a method of developed statokinesigram trajectory (MDST), a model of postural system behavior, retroreflective marker data.

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Authors: Ghada Abo-Zaid

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Objectives: The main objective of this study was to examine the association between the elevated level of C-reactive protein (CRP) and incidence of hypertension before and after adjustments for age, BMI, gender, SES, smoking, diabetes, cholesterol LDL and cholesterol HDL, and to determine whether the association differs by race. Method: Cross sectional data for participants from aged 17 years to 74 years, included in The National Health and Nutrition Examination Survey (NHANES) from 1999 to 2010 were analyzed. The CRP level was classified into three categories (> 3 mg/L, between 1 mg/L and 3 mg/L, and < 3 mg/L). Blood pressure categorization was done using JNC 7 indicator. Hypertension is defined as either systolic blood pressure (SBP) of 140 mmHg or more and diastolic blood pressure (DBP) of 90 mmHg or more, otherwise a self-reported prior diagnosis by a physician. Pre-hypertension was defined as 139 ≥ SBP > 120 or 89 ≥ DBP >80. Multinominal regression model was undertaken to measure the association between CRP level and hypertension. Results: In univariable models, CRP concentrations > 3 mg/L were associated with a 73% greater risk of incident hypertension compared with CRP concentrations < 1 mg/L (Hypertension: odds ratio [OR] = 1.73; 95% confidence interval [CI], 1.50-1.99). Ethnic comparisons showed that American Mexicans had the highest risk of incident hypertension (OR = 2.39; 95% CI, 2.21-2.58). This risk was statistically insignificant after controlling by other variables (Hypertension: OR = 0.75; 95% CI, 0.52-1.08), or categorized by race [American Mexican: OR= 1.58; 95% CI, 0.58-4.26, Other Hispanic: OR = 0.87; 95% CI, 0.19-4.42, Non-Hispanic white: OR = 0.90; 95% CI, 0.50-1.59, Non-Hispanic Black: OR = 0.44; 95% CI, 0.22-0.87. The same results were found for pre-hypertension, and the Non-Hispanic black segment showed the highest significant risk for Pre-Hypertension (OR = 1.60; 95% CI, 1.26-2.03). When CRP concentrations were between 1.0 and 3.0 mg/L in unadjusted models, prehypertension was associated with higher likelihood of elevated CRP (OR = 1.37; 95% CI, 1.15-1.62). The same relationship was maintained in Non-Hispanic white, Non-Hispanic black, and other race (Non-Hispanic white: OR = 1.24; 95% CI, 1.03-1.48, Non-Hispanic black: OR = 1.60; 95% CI, 1.27-2.03, other race: OR = 2.50; 95% CI, 1.32-4.74) while the association was insignificant with American Mexican and other Hispanic. In the adjusted model, the relationship between CRP and prehypertension were no longer available. Contrary, hypertension was not independently associated with elevated CRP, and the results were the same after being grouped by race or adjustments for the possible confounder variables. The same results were obtained when SBP or DBP were on a continuous measure. Conclusions: This study confirmed the existence of an association between hypertension, prehypertension and elevated level of CRP, however this association was no longer available after adjusting by other variables. Ethic group differences were statistically significant at the univariable models, while it disappeared after controlling by other variables. 

Keywords: CRP, hypertension, ethnicity, NHANES, blood pressure.

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Authors: M. A. Okezue, K. L. Clase, S. R. Byrn

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The requirement for maintaining data integrity in laboratory operations is critical for regulatory compliance. Automation of procedures reduces incidence of human errors. Quality control laboratories located in low-income economies may face some barriers in attempts to automate their processes. Since data from quality control tests on pharmaceutical products are used in making regulatory decisions, it is important that laboratory reports are accurate and reliable. Zinc Sulphate (ZnSO₄) tablets is used in treatment of diarrhea in pediatric population, and as an adjunct therapy for COVID-19 regimen. Unfortunately, zinc content in these formulations is determined titrimetrically; a manual analytical procedure. The assay for ZnSO4 tablets involves time-consuming steps that contain mathematical formulae prone to calculation errors. To achieve consistency, save costs, and improve data integrity, validated spreadsheets were developed to simplify the two critical steps in the analysis of ZnSO4 tablets: standardization of 0.1M Sodium Edetate (EDTA) solution, and the complexometric titration assay procedure. The assay method in the United States Pharmacopoeia was used to create a process flow for ZnSO₄ tablets. For each step in the process, different formulae were input into two spreadsheets to automate calculations. Further checks were created within the automated system to ensure validity of replicate analysis in titrimetric procedures. Validations were conducted using five data sets of manually computed assay results. The acceptance criteria set for the protocol were met. Significant p-values (p < 0.05, α = 0.05, at 95% Confidence Interval) were obtained from students’ t-test evaluation of the mean values for manual-calculated and spreadsheet results at all levels of the analysis flow. Right-first-time analysis and principles of data integrity were enhanced by use of the validated spreadsheet calculators in titrimetric evaluations of ZnSO₄ tablets. Human errors were minimized in calculations when procedures were automated in quality control laboratories. The assay procedure for the formulation was achieved in a time-efficient manner with greater level of accuracy. This project is expected to promote cost savings for laboratory business models.

Keywords: Data integrity, spreadsheets, titrimetry, validation, zinc sulphate tablets.

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Authors: Alexander J. Severinsky

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Radiative forces of greenhouse gases (GHG) increase the temperature of the Earth's surface, more on land, and less in oceans, due to their thermal capacities. Given this inertia, the temperature increase is delayed over time. Air temperature, however, is not delayed as air thermal capacity is much lower. In this study, through analysis and synthesis of multidisciplinary science and data, an estimate of atmospheric temperature increase is made. Then, this estimate is used to shed light on current observations of ice and snow loss, desertification and forest fires, and increased extreme air disturbances. The reason for this inquiry is due to the author’s skepticism that current changes cannot be explained by a "~1 ^oC" global average surface temperature rise within the last 50-60 years. The only other plausible cause to explore for understanding is that of atmospheric temperature rise. The study utilizes an analysis of air temperature rise from three different scientific disciplines: thermodynamics, climate science experiments, and climactic historical studies. The results coming from these diverse disciplines are nearly the same, within ± 1.6%. The direct radiative force of GHGs with a high level of scientific understanding is near 4.7 W/m² on average over the Earth’s entire surface in 2018, as compared to one in pre-Industrial time in the mid-1700s. The additional radiative force of fast feedbacks coming from various forms of water gives approximately an additional ~15 W/m². In 2018, these radiative forces heated the atmosphere by approximately 5.1 ^oC, which will create a thermal equilibrium average ground surface temperature increase of 4.6 ^oC to 4.8 ^oC by the end of this century. After 2018, the temperature will continue to rise without any additional increases in the concentration of the GHGs, primarily of carbon dioxide and methane. These findings of the radiative force of GHGs in 2018 were applied to estimates of effects on major Earth ecosystems. This additional force of nearly 20 W/m² causes an increase in ice melting by an additional rate of over 90 cm/year, green leaves temperature increase by nearly 5 ^oC, and a work energy increase of air by approximately 40 Joules/mole. This explains the observed high rates of ice melting at all altitudes and latitudes, the spread of deserts and increases in forest fires, as well as increased energy of tornadoes, typhoons, hurricanes, and extreme weather, much more plausibly than the 1.5 ^oC increase in average global surface temperature in the same time interval. Planned mitigation and adaptation measures might prove to be much more effective when directed toward the reduction of existing GHGs in the atmosphere.

Keywords: GHG radiative forces, GHG air temperature, GHG thermodynamics, GHG historical, GHG experimental, GHG radiative force on ice, GHG radiative force on plants, GHG radiative force in air.

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Authors: I. Lucas, N. Schomberg, F-A. Couturier

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Most empirical studies have analyzed how liquidity risks faced by individual institutions turn into systemic risk. Recent banking crisis has highlighted the importance of grasping and controlling the systemic risk, and the acceptance by Central Banks to ease their monetary policies for saving default or illiquid banks. This last point shows that banks would pay less attention to liquidity risk which, in turn, can become a new important channel of loss. The financial regulation focuses on the most important and “systemic” banks in the global network. However, to quantify the expected loss associated with liquidity risk, it is worth to analyze sensitivity to this channel for the various elements of the global bank network. A small bank is not considered as potentially systemic; however the interaction of small banks all together can become a systemic element. This paper analyzes the impact of medium and small banks interaction on a set of banks which is considered as the core of the network. The proposed method uses the structure of agent-based model in a two-class environment. In first class, the data from actual balance sheets of 22 large and systemic banks (such as BNP Paribas or Barclays) are collected. In second one, to model a network as closely as possible to actual interbank market, 578 fictitious banks smaller than the ones belonging to first class have been split into two groups of small and medium ones. All banks are active on the European interbank network and have deposit and market activity. A simulation of 12 three month periods representing a midterm time interval three years is projected. In each period, there is a set of behavioral descriptions: repayment of matured loans, liquidation of deposits, income from securities, collection of new deposits, new demands of credit, and securities sale. The last two actions are part of refunding process developed in this paper. To strengthen reliability of proposed model, random parameters dynamics are managed with stochastic equations as rates the variations of which are generated by Vasicek model. The Central Bank is considered as the lender of last resort which allows banks to borrow at REPO rate and some ejection conditions of banks from the system are introduced.

Liquidity crunch due to exogenous crisis is simulated in the first class and the loss impact on other bank classes is analyzed though aggregate values representing the aggregate of loans and/or the aggregate of borrowing between classes. It is mainly shown that the three groups of European interbank network do not have the same response, and that intermediate banks are the most sensitive to liquidity risk.

Keywords: Systemic Risk, Financial Contagion, Liquidity Risk, Interbank Market, Network Model.

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