Search results for: Physical Models

Authors: Makhlouf Mourad, Messabih Sidi Mohamed, Bouchher Omar, Houali Farida, Benrachedi Khaled

Abstract:

Mesoporous materials are very commonly used as adsorbent materials for removing phenolic compounds. However, the adsorption mechanism of these compounds is still poorly controlled. However, understanding the interactions mesoporous materials/adsorbed molecules is very important in order to optimize the processes of liquid phase adsorption. The difficulty of synthesis is to keep an orderly and cubic pore structure and achieve a homogeneous surface modification. The grafting of Si(CH₃)₃ was chosen, to transform hydrophilic surfaces hydrophobic surfaces. The aim of this work is to study the kinetics and thermodynamics of two volatile organic compounds VOC phenol (PhOH) and P hydroxy benzoic acid (4AHB) on a mesoporous material of type MCM-48 grafted with an organosilane of the Trimethylchlorosilane (TMCS) type, the material thus grafted or functionalized (hereinafter referred to as MCM-48-G). In a first step, the kinetic and thermodynamic study of the adsorption isotherms of each of the VOCs in mono-solution was carried out. In a second step, a similar study was carried out on a mixture of these two compounds. Kinetic models (pseudo-first order, pseudo-second order) were used to determine kinetic adsorption parameters. The thermodynamic parameters of the adsorption isotherms were determined by the adsorption models (Langmuir, Freundlich). The comparative study of adsorption of PhOH and 4AHB proved that MCM-48-G had a high adsorption capacity for PhOH and 4AHB; this may be related to the hydrophobicity created by the organic function of TMCS in MCM-48-G. The adsorption results for the two compounds using the Freundlich and Langmuir models show that the adsorption of 4AHB was higher than PhOH. The values ​​obtained by the adsorption thermodynamics show that the adsorption interactions for our sample with the phenol and 4AHB are of a physical nature. The adsorption of our VOCs on the MCM-48 (G) is a spontaneous and exothermic process.

Keywords: Adsorption, kinetics, isotherm, mesoporous materials, TMCS, phenol, P-hydroxy benzoic acid.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 742

Authors: A. Naceri, M. S. Bouglada, P. Grosseau

Abstract:

The setting agent Ca(OH)2 for activation of slag cement is used in the proportions of 0%, 2%, 4%, 6%, 8% and 10% by various methods (substitution and addition by mass of slag cement). The physical properties of slag cement activated by the calcium hydroxide at anhydrous and hydrated states (fineness, particle size distribution, consistency of the cement pastes and setting times) were studied. The activation method by the mineral activator of slag cement (latent hydraulicity) accelerates the hydration process and reduces the setting times of the cement activated.

Keywords: Mineral activator, slag cement, Anhydrous and hydrated states, physical characteristics.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1860

Authors: Snezhana G. Gocheva-Ilieva, Maya P. Stoimenova

Abstract:

Ambient air pollution with fine particulate matter (PM10) is a systematic permanent problem in many countries around the world. The accumulation of a large number of measurements of both the PM10 concentrations and the accompanying atmospheric factors allow for their statistical modeling to detect dependencies and forecast future pollution. This study applies the classification and regression trees (CART) method for building and analyzing PM10 models. In the empirical study, average daily air data for the city of Pleven, Bulgaria for a period of 5 years are used. Predictors in the models are seven meteorological variables, time variables, as well as lagged PM10 variables and some lagged meteorological variables, delayed by 1 or 2 days with respect to the initial time series, respectively. The degree of influence of the predictors in the models is determined. The selected best CART models are used to forecast future PM10 concentrations for two days ahead after the last date in the modeling procedure and show very accurate results.

Keywords: Cross-validation, decision tree, lagged variables, short-term forecasting.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 663

Authors: Bi-Huei Tsai

Abstract:

Previous studies on financial distress prediction choose the conventional failing and non-failing dichotomy; however, the distressed extent differs substantially among different financial distress events. To solve the problem, “non-distressed”, “slightlydistressed” and “reorganization and bankruptcy” are used in our article to approximate the continuum of corporate financial health. This paper explains different financial distress events using the two-stage method. First, this investigation adopts firm-specific financial ratios, corporate governance and market factors to measure the probability of various financial distress events based on multinomial logit models. Specifically, the bootstrapping simulation is performed to examine the difference of estimated misclassifying cost (EMC). Second, this work further applies macroeconomic factors to establish the credit cycle index and determines the distressed cut-off indicator of the two-stage models using such index. Two different models, one-stage and two-stage prediction models are developed to forecast financial distress, and the results acquired from different models are compared with each other, and with the collected data. The findings show that the one-stage model has the lower misclassification error rate than the two-stage model. The one-stage model is more accurate than the two-stage model.

Keywords: Multinomial logit model, corporate governance, company failure, reorganization, bankruptcy.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2639

Authors: L. Siva Rama Krishna, Sriram Venkatesh, M. Sastish Kumar, M. Uma Maheswara Chary

Abstract:

Rapid Prototyping (RP) is a technology that produces models and prototype parts from 3D CAD model data, CT/MRI scan data, and model data created from 3D object digitizing systems. There are several RP process like Stereolithography (SLA), Solid Ground Curing (SGC), Selective Laser Sintering (SLS), Fused Deposition Modeling (FDM), 3D Printing (3DP) among them SLS and FDM RP processes are used to fabricate pattern of custom cranial implant. RP technology is useful in engineering and biomedical application. This is helpful in engineering for product design, tooling and manufacture etc. RP biomedical applications are design and development of medical devices, instruments, prosthetics and implantation; it is also helpful in planning complex surgical operation. The traditional approach limits the full appreciation of various bony structure movements and therefore the custom implants produced are difficult to measure the anatomy of parts and analyze the changes in facial appearances accurately. Cranioplasty surgery is a surgical correction of a defect in cranial bone by implanting a metal or plastic replacement to restore the missing part. This paper aims to do a comparative study on the dimensional error of CAD and SLS RP Models for reconstruction of cranial defect by comparing the virtual CAD with the physical RP model of a cranial defect.

Keywords: Rapid Prototyping, Selective Laser Sintering, Cranial defect, Dimensional Error.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3318

Authors: Kholod M. Abualnaja

Abstract:

This paper consider the solution of the matrix differential models using quadratic, cubic, quartic, and quintic splines. Also using the Taylor’s and Picard’s matrix methods, one illustrative example is included.

Keywords: Matrix Splines, Cubic Splines, Quartic Splines.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1654

Authors: Ezequiel Garcia-Rodriguez, Luis A. Ochoa-Franco, Adrian I. Cervantes-Servin

Abstract:

In this work, the Ictalurus punctatus species estimated available physical habitat is compared with the estimated physical habitat for the same but modified river reach, with the aim of creating a linear park, along a length of 5 500 m. To determine the effect of ecological park construction, on physical habitat of the Lerma river stretch of study, first, the available habitat for the Ictalurus punctatus species was estimated through the simulation of the physical habitat, by using surveying, hydraulics, and habitat information gotten at the river reach in its actual situation. Second, it was estimated the available habitat for the above species, upon the simulation of the physical habitat through the proposed modification for the ecological park creation. Third, it is presented a comparison between both scenarios in terms of available habitat estimated for Ictalurus punctatus species, concluding that in cases of adult and spawning life stages, changes in the channel to create an ecological park would produce a considerable loss of potentially usable habitat (PUH), while in the case of the juvenile life stage PUH remains virtually unchanged, and in the case of life stage fry the PUH would increase due to the presence of velocities and depths of lesser magnitude, due to the presence of minor flow rates and lower volume of the wet channel. It is expected that habitat modification for linear park construction may produce the lack of Ictalurus punktatus species conservation at the river reach of the study.

Keywords: Habitat modification, Ictalurus punctatus, Lerma, river, linear park.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1558

Authors: Mária Stachová, Lukáš Sobíšek

Abstract:

Data mining incorporates a group of statistical methods used to analyze a set of information, or a data set. It operates with models and algorithms, which are powerful tools with the great potential. They can help people to understand the patterns in certain chunk of information so it is obvious that the data mining tools have a wide area of applications. For example in the theoretical chemistry data mining tools can be used to predict moleculeproperties or improve computer-assisted drug design. Classification analysis is one of the major data mining methodologies. The aim of thecontribution is to create a classification model, which would be able to deal with a huge data set with high accuracy. For this purpose logistic regression, Bayesian logistic regression and random forest models were built using R software. TheBayesian logistic regression in Latent GOLD software was created as well. These classification methods belong to supervised learning methods. It was necessary to reduce data matrix dimension before construct models and thus the factor analysis (FA) was used. Those models were applied to predict the biological activity of molecules, potential new drug candidates.

Keywords: data mining, classification, drug design, QSAR

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2798

Authors: L. J. de Bessa Neto, V. S. Filho, J. V. Ferreira Nunes, G. C. Bergamo

Abstract:

There are many situations in which human activities have significant effects on the environment. Damage to the ozone layer is one of them. The objective of this work is to use the Least Squares Method, considering the linear, exponential, logarithmic, power and polynomial models of the second degree, to analyze through the coefficient of determination (R²), which model best fits the behavior of the chlorodifluoromethane (HCFC-142b) in parts per trillion between 1992 and 2018, as well as estimates of future concentrations between 5 and 10 periods, i.e. the concentration of this pollutant in the years 2023 and 2028 in each of the adjustments. A total of 809 observations of the concentration of HCFC-142b in one of the monitoring stations of gases precursors of the deterioration of the ozone layer during the period of time studied were selected and, using these data, the statistical software Excel was used for make the scatter plots of each of the adjustment models. With the development of the present study, it was observed that the logarithmic fit was the model that best fit the data set, since besides having a significant R² its adjusted curve was compatible with the natural trend curve of the phenomenon.

Keywords: Chlorodifluoromethane (HCFC-142b), ozone (O3), least squares method, regression models.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 759

Authors: Boonorm Chomtee, John J. Borkowski

Abstract:

The objective of the research is to study and compare response surface designs: Central composite designs (CCD), Box- Behnken designs (BBD), Small composite designs (SCD), Hybrid designs, and Uniform shell designs (USD) over sets of reduced models when the design is in a spherical region for 3 and 4 design variables. The two optimality criteria ( D and G ) are considered which larger values imply a better design. The comparison of design optimality criteria of the response surface designs across the full second order model and sets of reduced models for 3 and 4 factors based on the two criteria are presented.

Keywords: design optimality criteria, reduced models, response surface design, spherical design region

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1214

Authors: Krzysztof Fujarewicz

Abstract:

This paper presents a predictive model of sensor readings for mobile robot. The model predicts sensor readings for given time horizon based on current sensor readings and velocities of wheels assumed for this horizon. Similar models for such anticipation have been proposed in the literature. The novelty of the model presented in the paper comes from the fact that its structure takes into account physical phenomena and is not just a black box, for example a neural network. From this point of view it may be regarded as a semi-phenomenological model. The model is developed for the Khepera robot, but after certain modifications, it may be applied for any robot with distance sensors such as infrared or ultrasonic sensors.

Keywords: Mobile robot, sensors, prediction, anticipation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1400

Authors: Mawarni Mohamed, Sharifah Shahira A. Hamid

Abstract:

Leisure time is an important component to offset the sedentary lifestyle of the people. Women tend to benefit from leisure activities not only to reduce stress but also to provide opportunities for well-being and self-satisfaction. This study was conducted to investigate body composition and leisure time use among women in Selangor from the influences of community settlement. A total of 419 women aged 18-65 years were selected to participate in this study. Descriptive statistics, t-test and ANOVA were used to analyze the level of physical activity and the relationship between leisure-time use and body composition were made to analyze the physical lifestyles. The results showed that women with normal body composition seem to be involved in more passive activities than women with less weight gain and obesity. Thus, the study recommended that the government and other health and recreational agencies should develop more places and activities suitable for leisure preference for women in their community settlement so they become more interested to engage in more active recreational and physical activities.

Keywords: Body composition, community settlement, leisure time, lifestyles.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 902

Authors: Belkacem Chikhaoui, Helene Pigot

Abstract:

Cognitive models allow predicting some aspects of utility and usability of human machine interfaces (HMI), and simulating the interaction with these interfaces. The action of predicting is based on a task analysis, which investigates what a user is required to do in terms of actions and cognitive processes to achieve a task. Task analysis facilitates the understanding of the system-s functionalities. Cognitive models are part of the analytical approaches, that do not associate the users during the development process of the interface. This article presents a study about the evaluation of a human machine interaction with a contextual assistant-s interface using ACTR and GOMS cognitive models. The present work shows how these techniques may be applied in the evaluation of HMI, design and research by emphasizing firstly the task analysis and secondly the time execution of the task. In order to validate and support our results, an experimental study of user performance is conducted at the DOMUS laboratory, during the interaction with the contextual assistant-s interface. The results of our models show that the GOMS and ACT-R models give good and excellent predictions respectively of users performance at the task level, as well as the object level. Therefore, the simulated results are very close to the results obtained in the experimental study.

Keywords: HMI, interface evaluation, Analytical evaluation, cognitivemodeling, user modeling, user performance.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1490

Authors: Sh. Khoshemehry, M. E. Bahram, M. J. Pourvaghar

Abstract:

Sport has found a special place as an effective phenomenon in all societies of the contemporary world. The relationship between physical activity and exercise with different sciences has provided new fields for human study. The range of issues related to exercise and physical education is such that it requires specialized sciences and special studies. In this article, the psychological and social sections of exercise have been investigated for children and adults. It can be used for anyone in different age groups. Exercise and regular physical movements have a great impact on the mental and social health of the individual in addition to body health. It affects the individual's adaptability in society and his/her personality. Exercise affects the treatment of diseases such as depression, anxiety, stress, body image, and memory. Exercise is a safe haven for young people to achieve the optimum human development in its shelter. The effects of sensorimotor skills on mental actions and mental development are such a way that many psychologists and sports science experts believe these activities should be included in training programs in the first place. Familiarity of students and scholars with different programs and methods of sensorimotor activities not only causes their mental actions; but also increases mental health and vitality, enhances self-confidence and, therefore, mental health.

Keywords: Anxiety, mental health, physical activity, serotonin.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1724

Authors: N. Sopipan

Abstract:

In this paper, we study the rainfall using a time series for weather stations in Nakhon Ratchasima province in Thailand by various statistical methods to enable us to analyse the behaviour of rainfall in the study areas. Time-series analysis is an important tool in modelling and forecasting rainfall. The ARIMA and Holt-Winter models were built on the basis of exponential smoothing. All the models proved to be adequate. Therefore it is possible to give information that can help decision makers establish strategies for the proper planning of agriculture, drainage systems and other water resource applications in Nakhon Ratchasima province. We obtained the best performance from forecasting with the ARIMA Model(1,0,1)(1,0,1)12.

Keywords: ARIMA Models, Exponential Smoothing, Holt- Winter model.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2634

Authors: Nieto Bernal Wilson, Carmona Suarez Edgar

Abstract:

The organizations have structured and unstructured information in different formats, sources, and systems. Part of these come from ERP under OLTP processing that support the information system, however these organizations in OLAP processing level, presented some deficiencies, part of this problematic lies in that does not exist interesting into extract knowledge from their data sources, as also the absence of operational capabilities to tackle with these kind of projects.  Data Warehouse and its applications are considered as non-proprietary tools, which are of great interest to business intelligence, since they are repositories basis for creating models or patterns (behavior of customers, suppliers, products, social networks and genomics) and facilitate corporate decision making and research. The following paper present a structured methodology, simple, inspired from the agile development models as Scrum, XP and AUP. Also the models object relational, spatial data models, and the base line of data modeling under UML and Big data, from this way sought to deliver an agile methodology for the developing of data warehouses, simple and of easy application. The methodology naturally take into account the application of process for the respectively information analysis, visualization and data mining, particularly for patterns generation and derived models from the objects facts structured.

Keywords: Data warehouse, model data, big data, object fact, object relational fact, process developed data warehouse.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1437

Authors: Kaveh Mohammad Cyrus, Shadi Sanagoo

Abstract:

MABENA model is a complementary model in comparison with traditional models such as HCMS, CMS and etc. New factors, which have effects on preparation of strategic plans and their sequential order in MABENA model is the platform of presented road map in this paper.Study review shows, factors such as emerging new critical success factors for strategic planning, improvement of international strategic models, increasing the maturity of companies and emerging new needs leading to design a new model which can be responsible for new critical factors and solve the limitations of previous strategic management models. Preparation of strategic planning need more factors than introduced in traditional models. The needed factors includes determining future Critical Success Factors and competencies, defining key processes, determining the maturity of the processes, considering all aspects of the external environment etc. Description of aforementioned requirements, the outcomes and their order is developing and presenting the MABENA model-s road map in this paper. This study presents a road map for strategic planning of the Iranian organizations.

Keywords: Competitive Advantage, Process Maturity, StrategicPlanning, Strategic potential

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2112

Authors: David Xiaoqian Sun, Khairunnisa Binti Haji Sibah, Jr., Lejak Anak Ambol

Abstract:

The purpose of the study was to examine the relationships between objectively measured physical activity levels (PALs), enjoyment of physical activity (EPA), and body mass index (BMI) among adolescents. A total of 188 12-14-year-old Bruneian secondary school adolescents (88 boys and 100 girls) voluntarily took part in this study. Subjects wore the RT3 accelerometer for seven consecutive days in order to measure their PALs. Times of students’ engagement in total (TPA), light (LPA), moderate (MPV), and vigorous PA (VPA) were obtained from the accelerometer. Their BMIs were calculated from their body height and weight. Physical Activity Enjoyment Scale (PACES) was administrated to obtain their EPA levels. Four key enjoyment factors including fun factors, positive perceptions, unexciting in doing activities, and negative perceptions were identified. Subjects’ social economic status (SES) was provided by school administration. Results show that all the adolescents did not meet the recommended PA guidelines even though boys were engaged in more MVPA than girls. No relationships were found between BMI and all PALs in both boys and girls. BMI was significantly related to the PACES scores (r = -.22, p = 0.01), fun factors (r = -.20, p = 0.05) and positive perceptions (r =- .21, p < 0.05). The PACES scores were significantly related to LPA (r = .18, p = 0.01) but not related to MVPA (r = .04, p > 0.05). After controlling for age and SES, BMI was only significantly related to the PACES scores in girls (r = -.27, p < .01) but boys (r = -.06, p > 0.05). Fun factors were significantly related to LPA and MVPA (p < .01) in girls while negative perceptions were significantly related to LPA and MVPA (p < .01) in boys. This study provides evidence that enjoyment may be a trigger of LPA but MVPA and may be influenced by their BMI status particularly in girls. Based on these findings, physical and health educators are suggested to not only make PA more enjoyable, but also consider gender differences in promoting adolescents' participation in MVPA

Keywords: Accelerometer, body mass index, enjoyment of physical activity, moderate to vigorous physical activity.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2287

Authors: Keneilwe Maremi, Marlien Herselman, Adele Botha

Abstract:

The main purpose and focus of this paper are to determine the Interoperability Maturity Models to consider when using School Management Systems (SMS). The importance of this is to inform and help schools with knowing which Interoperability Maturity Model is best suited for their SMS. To address the purpose, this paper will apply a scoping review to ensure that all aspects are provided. The scoping review will include papers written from 2012-2019 and a comparison of the different types of Interoperability Maturity Models will be discussed in detail, which includes the background information, the levels of interoperability, and area for consideration in each Maturity Model. The literature was obtained from the following databases: IEEE Xplore and Scopus, the following search engines were used: Harzings, and Google Scholar. The topic of the paper was used as a search term for the literature and the term ‘Interoperability Maturity Models’ was used as a keyword. The data were analyzed in terms of the definition of Interoperability, Interoperability Maturity Models, and levels of interoperability. The results provide a table that shows the focus area of concern for each Maturity Model (based on the scoping review where only 24 papers were found to be best suited for the paper out of 740 publications initially identified in the field). This resulted in the most discussed Interoperability Maturity Model for consideration (Information Systems Interoperability Maturity Model (ISIMM) and Organizational Interoperability Maturity Model for C2 (OIM)).

Keywords: Interoperability, Interoperability Maturity Model, School Management System, scoping review.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 711

Authors: Weihua Ruan, Kuan-Chou Chen

Abstract:

This paper is concerned with a system of Hamilton-Jacobi-Bellman equations coupled with an autonomous dynamical system. The mathematical system arises in the differential game formulation of political economy models as an infinite-horizon continuous-time differential game with discounted instantaneous payoff rates and continuously and discretely varying state variables. The existence of a weak solution of the PDE system is proven and a computational scheme of approximate solution is developed for a class of such systems. A model of democratization is mathematically analyzed as an illustration of application.

Keywords: Differential games, Hamilton-Jacobi-Bellman equations, infinite horizon, political-economy models.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1012

Authors: Hidehiko Okada

Abstract:

The author previously proposed an extension of differential evolution. The proposed method extends the processes of DE to handle interval numbers as genotype values so that DE can be applied to interval-valued optimization problems. The interval DE can employ either of two interval models, the lower and upper model or the center and width model, for specifying genotype values. Ability of the interval DE in searching for solutions may depend on the model. In this paper, the author compares the two models to investigate which model contributes better for the interval DE to find better solutions. Application of the interval DE is evolutionary training of interval-valued neural networks. A result of preliminary study indicates that the CW model is better than the LU model: the interval DE with the CW model could evolve better neural networks. 

Keywords: Evolutionary algorithms, differential evolution, neural network, neuroevolution, interval arithmetic.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1617

Authors: Dev Ras Pandey, Bharat Mishra, S. K. Tripathi

Abstract:

Cloud computing is ready to transform the structure of businesses and learning through supplying the real-time applications and provide an immediate help for small to medium sized businesses. The ability to run a hypervisor inside a virtual machine is important feature of virtualization and it is called nested virtualization. In today’s growing field of information technology, many of the virtualization models are available, that provide a convenient approach to implement, but decision for a single model selection is difficult. This paper explains the applications of operating system based virtualization in cloud computing with an appropriate/suitable model with their different specifications and user’s requirements. In the present paper, most popular models are selected, and the selection was based on container and hypervisor based virtualization. Selected models were compared with a wide range of user’s requirements as number of CPUs, memory size, nested virtualization supports, live migration and commercial supports, etc. and we identified a most suitable model of virtualization.

Keywords: Virtualization, OS based virtualization, container and hypervisor based virtualization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1904

Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. However, most of the option pricing models have no analytical solution. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.

Keywords: Integral differential equations, American options, jump–diffusion model, rational approximation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 497

Authors: D. S. C. Soares, D. G. Costa, J. T. S., A. K. S. Abud, T. P. Nunes, A. M. Oliveira Júnior

Abstract:

Mathematical models of drying are used for the purpose of understanding the drying process in order to determine important parameters for design and operation of the dryer. The jackfruit is a fruit with high consumption in the Northeast and perishability. It is necessary to apply techniques to improve their conservation for longer in order to diffuse it by regions with low consumption. This study aimed to analyze several mathematical models (Page, Lewis, and Midilli) to indicate one that best fits the conditions of convective drying process using performance indicators associated with each model: accuracy (Af) and noise factors (Bf), mean square error (RMSE) and standard error of prediction (% SEP). Jackfruit drying was carried out in convective type tray dryer at a temperature of 50°C for 9 hours. It is observed that the model Midili was more accurate with Af: 1.39, Bf: 1.33, RMSE: 0.01%, and SEP: 5.34. However, the use of the Model Midilli is not appropriate for purposes of control process due to need four tuning parameters. With the performance indicators used in this paper, the Page model showed similar results with only two parameters. It is concluded that the best correlation between the experimental and estimated data is given by the Page’s model.

Keywords: Drying, models, jackfruit.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2388

Authors: Afshin Ahmadi Nadooshan

Abstract:

In this article, various models of surface tension force (CSF, CSS and PCIL) for interfacial flows have been applied to dynamic case and the results were compared. We studied the Kelvin- Helmholtz instabilities, which are produced by shear at the interface between two fluids with different physical properties. The velocity inlet is defined as a sinusoidal perturbation. When gravity and surface tension are taking into account, we observe the development of the Instability for a critic value of the difference of velocity of the both fluids. The VOF Model enables to simulate Kelvin-Helmholtz Instability as dynamic case.

Keywords: Interfacial flow, Incompressible flow, surface tension, Volume-Of-Fluid, Kelvin-Helmholtz.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2520

Authors: Shigeaki Sakurai, Ryohei Orihara

Abstract:

This paper proposes a new method for analyzing textual data. The method deals with items of textual data, where each item is described based on various viewpoints. The method acquires 2- class classification models of the viewpoints by applying an inductive learning method to items with multiple viewpoints. The method infers whether the viewpoints are assigned to the new items or not by using the models. The method extracts expressions from the new items classified into the viewpoints and extracts characteristic expressions corresponding to the viewpoints by comparing the frequency of expressions among the viewpoints. This paper also applies the method to questionnaire data given by guests at a hotel and verifies its effect through numerical experiments.

Keywords: Text mining, Multiple viewpoints, Differential analysis, Questionnaire data

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1255

Authors: Hermann Kuehnle

Abstract:

Applications of the Hausdorff space and its mappings into tangent spaces are outlined, including their fractal dimensions and self-similarities. The paper details this theory set up and further describes virtualizations and atomization of manufacturing processes. It demonstrates novel concurrency principles that will guide manufacturing processes and resources configurations. Moreover, varying levels of details may be produced by up folding and breaking down of newly introduced generic models. This choice of layered generic models for units and systems aspects along specific aspects allows research work in parallel to other disciplines with the same focus on all levels of detail. More credit and easier access are granted to outside disciplines for enriching manufacturing grounds. Specific mappings and the layers give hints for chances for interdisciplinary outcomes and may highlight more details for interoperability standards, as already worked on the international level. The new rules are described, which require additional properties concerning all involved entities for defining distributed decision cycles, again on the base of self-similarity. All properties are further detailed and assigned to a maturity scale, eventually displaying the smartness maturity of a total shopfloor or a factory. The paper contributes to the intensive ongoing discussion in the field of intelligent distributed manufacturing and promotes solid concepts for implementations of Cyber Physical Systems and the Internet of Things into manufacturing industry, like industry 4.0, as discussed in German-speaking countries.

Keywords: Autonomous unit, Networkability, Smart manufacturing unit, Virtualization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2032

Authors: Daniel Kliewe, Arno Kühn, Roman Dumitrescu, Jürgen Gausemeier

Abstract:

This paper examines the system protection for cyber-physical systems (CPS). CPS are particularly characterized by their networking system components. This means they are able to adapt to the needs of their users and its environment. With this ability, CPS have new, specific requirements on the protection against anti-counterfeiting, know-how loss and manipulation. They increase the requirements on system protection because piracy attacks can be more diverse, for example because of an increasing number of interfaces or through the networking abilities. The new requirements were identified and in a next step matched with existing protective measures. Due to the found gap the development of new protection measures has to be forced to close this gap. Moreover a comparison of the effectiveness between selected measures was realized and the first results are presented in this paper.

Keywords: Anti-counterfeiting, cyber physical systems, Intellectual property (IP) and knowledge management, system protection.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1985

Authors: Justinian Anatory, Nelson Theethayi

Abstract:

The paper compares different channel models used for modeling Broadband Power-Line Communication (BPLC) system. The models compared are Zimmermann and Dostert, Philipps, Anatory et al and Anatory et al generalized Transmission Line (TL) model. The validity of each model was compared in time domain with ATP-EMTP software which uses transmission line approach. It is found that for a power-line network with minimum number of branches all the models give similar signal/pulse time responses compared with ATP-EMTP software; however, Zimmermann and Dostert model indicates the same amplitude but different time delay. It is observed that when the numbers of branches are increased only generalized TL theory approach results are comparable with ATPEMTP results. Also the Multi-Carrier Spread Spectrum (MC-SS) system was applied to check the implication of such behavior on the modulation schemes. It is observed that using Philipps on the underground cable can predict the performance up to 25dB better than other channel models which can misread the actual performance of the system. Also modified Zimmermann and Dostert under multipath can predict a better performance of about 5dB better than the actual predicted by Generalized TL theory. It is therefore suggested for a realistic BPLC system design and analyses the model based on generalized TL theory be used.

Keywords: Broadband Power line Channel Models, loadimpedance, Branched network.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1774

Authors: Mahmoud Elmezain, Samar El-shinawy

Abstract:

Many approaches to pattern recognition are founded on probability theory, and can be broadly characterized as either generative or discriminative according to whether or not the distribution of the image features. Generative and discriminative models have very different characteristics, as well as complementary strengths and weaknesses. In this paper, we study these models to recognize the patterns of alphabet characters (A-Z) and numbers (0-9). To handle isolated pattern, generative model as Hidden Markov Model (HMM) and discriminative models like Conditional Random Field (CRF), Hidden Conditional Random Field (HCRF) and Latent-Dynamic Conditional Random Field (LDCRF) with different number of window size are applied on extracted pattern features. The gesture recognition rate is improved initially as the window size increase, but degrades as window size increase further. Experimental results show that the LDCRF is the best in terms of results than CRF, HCRF and HMM at window size equal 4. Additionally, our results show that; an overall recognition rates are 91.52%, 95.28%, 96.94% and 98.05% for CRF, HCRF, HMM and LDCRF respectively.

Keywords: Statistical Pattern Recognition, Generative Model, Discriminative Model, Human Computer Interaction.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2866