Search results for: extreme value
187 Analysis of Mathematical Models and Their Application to Extreme Events
Authors: Avellino I. Mondlane, Karin Hansson, Oliver Popov
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This paper discusses the application of extreme events distribution taking the Limpopo River Basin at Xai-Xai station, in Mozambique, as a case analysis. We analyze the extreme value concepts, namely Gumbel, Fréchet, Weibull and Generalized Extreme Value Distributions and then extrapolate the original data to 1000, 5000 and 10000 figures for further simulations and we compare their outcomes based on these three main distributions.
Keywords: Catastrophes, extreme event, disasters, mathematical models, simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2521186 Modelling Extreme Temperature in Malaysia Using Generalized Extreme Value Distribution
Authors: Husna Hasan, Norfatin Salam, Mohd Bakri Adam
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Extreme temperature of several stations in Malaysia is modelled by fitting the monthly maximum to the Generalized Extreme Value (GEV) distribution. The Mann-Kendall (MK) test suggests a non-stationary model. Two models are considered for stations with trend and the Likelihood Ratio test is used to determine the best-fitting model. Results show that half of the stations favour a model which is linear for the location parameters. The return level is the level of events (maximum temperature) which is expected to be exceeded once, on average, in a given number of years, is obtained.Keywords: Extreme temperature, extreme value, return level.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2835185 Estimating the Population Mean by Using Stratified Double Extreme Ranked Set Sample
Authors: Mahmoud I. Syam, Kamarulzaman Ibrahim, Amer I. Al-Omari
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Stratified double extreme ranked set sampling (SDERSS) method is introduced and considered for estimating the population mean. The SDERSS is compared with the simple random sampling (SRS), stratified ranked set sampling (SRSS) and stratified simple set sampling (SSRS). It is shown that the SDERSS estimator is an unbiased of the population mean and more efficient than the estimators using SRS, SRSS and SSRS when the underlying distribution of the variable of interest is symmetric or asymmetric.
Keywords: Double extreme ranked set sampling, Extreme ranked set sampling, Ranked set sampling, Stratified double extreme ranked set sampling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2347184 Characterization of Extreme Low-Resolution Digital Encoder for Control System with Sinusoidal Reference Signal
Authors: Zhenyu Zhang, Qingbin Gao
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Low-resolution digital encoder (LRDE) is commonly adopted as a position sensor in low-cost and resource-constraint applications. Traditionally, a digital encoder is modeled as a quantizer without considering the initial position of the LRDE. However, it cannot be applied to extreme LRDE for which stroke of angular motion is only a few times of resolution of the encoder. Besides, the actual angular motion is substantially distorted by this extreme LRDE so that the encoder reading does not faithfully represent the actual angular motion. This paper presents a modeling method for extreme LRDE by taking into account the initial position of the LRDE. For a control system with sinusoidal reference signal and extreme LRDE, this paper analyzes the characteristics of angular motion. Specifically, two descriptors of sinusoidal angular motion are studied, which essentially sheds light on the actual angular motion from extreme LRDE.
Keywords: Low resolution digital encoder, resource-constraint control system, sinusoidal reference signal, servo motion control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 806183 Application of Stochastic Models to Annual Extreme Streamflow Data
Authors: Karim Hamidi Machekposhti, Hossein Sedghi
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This study was designed to find the best stochastic model (using of time series analysis) for annual extreme streamflow (peak and maximum streamflow) of Karkheh River at Iran. The Auto-regressive Integrated Moving Average (ARIMA) model used to simulate these series and forecast those in future. For the analysis, annual extreme streamflow data of Jelogir Majin station (above of Karkheh dam reservoir) for the years 1958–2005 were used. A visual inspection of the time plot gives a little increasing trend; therefore, series is not stationary. The stationarity observed in Auto-Correlation Function (ACF) and Partial Auto-Correlation Function (PACF) plots of annual extreme streamflow was removed using first order differencing (d=1) in order to the development of the ARIMA model. Interestingly, the ARIMA(4,1,1) model developed was found to be most suitable for simulating annual extreme streamflow for Karkheh River. The model was found to be appropriate to forecast ten years of annual extreme streamflow and assist decision makers to establish priorities for water demand. The Statistical Analysis System (SAS) and Statistical Package for the Social Sciences (SPSS) codes were used to determinate of the best model for this series.Keywords: Stochastic models, ARIMA, extreme streamflow, Karkheh River.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 722182 The Analysis of Nanoptenna for Extreme Fast Communication (XFC) over Short Distance
Authors: Shruti Taksali
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This paper focuses on the analysis of Nanoptenna for extreme fast communication. The Nanoptenna is basically a nano antenna designed for communication at optical range of frequencies. Since, this range of frequencies includes the visible spectrum of the light, so there is a high possibility of the data transfer at high rates and extreme fast communication (XFC). The shape chosen for the analysis is a bow tie structure due to its various characteristics of electric field enhancement.
Keywords: Nanoptenna, communication, optical range, XFC.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1355181 Applying the Extreme-Based Teaching Model in Post-Secondary Online Classroom Setting: A Field Experiment
Authors: Leon Pan
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The first programming course within post-secondary education has long been recognized as a challenging endeavor for both educators and students alike. Historically, these courses have exhibited high failure rates and a notable number of dropouts. Instructors often lament students' lack of effort on their coursework, and students often express frustration that the teaching methods employed are not effective. Drawing inspiration from the successful principles of Extreme Programming, this study introduces an approach—the Extremes-based teaching model—aimed at enhancing the teaching of introductory programming courses. To empirically determine the effectiveness of the model, a comparison was made between a section taught using the extreme-based model and another utilizing traditional teaching methods. Notably, the extreme-based teaching class required students to work collaboratively on projects, while also demanding continuous assessment and performance enhancement within groups. This paper details the application of the extreme-based model within the post-secondary online classroom context and presents the compelling results that emphasize its effectiveness in advancing the teaching and learning experiences. The extreme-based model led to a significant increase of 13.46 points in the weighted total average and a commendable 10% reduction in the failure rate.
Keywords: Extreme-based teaching model, innovative pedagogical methods, project-based learning, team-based learning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 130180 Detection of Linkages Between Extreme Flow Measures and Climate Indices
Authors: Mohammed Sharif, Donald Burn
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Large scale climate signals and their teleconnections can influence hydro-meteorological variables on a local scale. Several extreme flow and timing measures, including high flow and low flow measures, from 62 hydrometric stations in Canada are investigated to detect possible linkages with several large scale climate indices. The streamflow data used in this study are derived from the Canadian Reference Hydrometric Basin Network and are characterized by relatively pristine and stable land-use conditions with a minimum of 40 years of record. A composite analysis approach was used to identify linkages between extreme flow and timing measures and climate indices. The approach involves determining the 10 highest and 10 lowest values of various climate indices from the data record. Extreme flow and timing measures for each station were examined for the years associated with the 10 largest values and the years associated with the 10 smallest values. In each case, a re-sampling approach was applied to determine if the 10 values of extreme flow measures differed significantly from the series mean. Results indicate that several stations are impacted by the large scale climate indices considered in this study. The results allow the determination of any relationship between stations that exhibit a statistically significant trend and stations for which the extreme measures exhibit a linkage with the climate indices.
Keywords: flood analysis, low-flow events, climate change, trend analysis, Canada
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1600179 Present and Future Climate Extreme Indices over Sinai Peninsula, Egypt
Authors: Mahmoud Roushdi, Hany Mostafa, Khaled Kheireldin
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Sinai Peninsula and Suez Canal Corridor are promising and important economic regions in Egypt due to the unique location and development opportunities. Thus, the climate change impacts should be assessed over the mentioned area. Accordingly, this paper aims to assess the climate extreme indices in through the last 35 year over Sinai Peninsula and Suez Canal Corridor in addition to predict the climate extreme indices up to 2100. Present and future climate indices were analyzed with using different RCP scenarios 4.5 and 8.5 from 2010 until 2100 for Sinai Peninsula and Suez Canal Corridor. Furthermore, both CanESM and HadGEM2 global circulation models were used. The results indicate that the number of summer days is predicted to increase, on the other hand the frost days is predicted to decrease. Moreover, it is noted a slight positive trend for the percentile of wet and extremely days R95p and R99p for RCP4.5 and negative trend for RCP8.5.
Keywords: Climate change, extreme indices, RCP, Sinai Peninsula.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1571178 Cardiac Disorder Classification Based On Extreme Learning Machine
Authors: Chul Kwak, Oh-Wook Kwon
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In this paper, an extreme learning machine with an automatic segmentation algorithm is applied to heart disorder classification by heart sound signals. From continuous heart sound signals, the starting points of the first (S1) and the second heart pulses (S2) are extracted and corrected by utilizing an inter-pulse histogram. From the corrected pulse positions, a single period of heart sound signals is extracted and converted to a feature vector including the mel-scaled filter bank energy coefficients and the envelope coefficients of uniform-sized sub-segments. An extreme learning machine is used to classify the feature vector. In our cardiac disorder classification and detection experiments with 9 cardiac disorder categories, the proposed method shows significantly better performance than multi-layer perceptron, support vector machine, and hidden Markov model; it achieves the classification accuracy of 81.6% and the detection accuracy of 96.9%.
Keywords: Heart sound classification, extreme learning machine
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1932177 Classification of Extreme Ground-Level Ozone Based on Generalized Extreme Value Model for Air Monitoring Station
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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 517176 Extreme Temperature Forecast in Mbonge, Cameroon through Return Level Analysis of the Generalized Extreme Value (GEV) Distribution
Authors: Nkongho Ayuketang Arreyndip, Ebobenow Joseph
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In this paper, temperature extremes are forecast by employing the block maxima method of the Generalized extreme value(GEV) distribution to analyse temperature data from the Cameroon Development Corporation (C.D.C). By considering two sets of data (Raw data and simulated data) and two (stationary and non-stationary) models of the GEV distribution, return levels analysis is carried out and it was found that in the stationary model, the return values are constant over time with the raw data while in the simulated data, the return values show an increasing trend but with an upper bound. In the non-stationary model, the return levels of both the raw data and simulated data show an increasing trend but with an upper bound. This clearly shows that temperatures in the tropics even-though show a sign of increasing in the future, there is a maximum temperature at which there is no exceedence. The results of this paper are very vital in Agricultural and Environmental research.Keywords: Return level, Generalized extreme value (GEV), Meteorology, Forecasting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2106175 The Arab Spring and Extremism: Case Study to the Evolution of Extreme-Islamism in Egypt
Authors: Ayman M. Mottaleb
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In conducting a case study to analyze the status-quo of the extremists’ dominance in Egypt, the author of this paper uses qualitative research method to analyze the evolution of extreme Islamist groups in Egypt. In conducting this qualitative research, the author of this paper intends to use several lenses to understand the rise and the evolution of the hegemony of extremist groups, such as the Muslim Brotherhood and other groups in Egypt. Therefore, unless he intends to show an important nexus between the Egyptian groups and their sister-groups in other countries, he will intentionally exclude analyzing extreme Islamism of non-Egyptian origins. This case study relies on the moral disengagement theory to shed light on the ideological evolution of extremism in Egypt. The goal of this case study is to help in understanding extreme-Islamism adverse to the mainstream Islam; therefore, understanding the concept here should help in preventing similar groups from threatening the international community.
Keywords: Extremism, International Terrorism, Islamists, Middle East, Muslim Brotherhood.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2724174 New Hybrid Method to Model Extreme Rainfalls
Authors: Y. Laaroussi, Z. Guennoun, A. Amar
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Modeling and forecasting dynamics of rainfall occurrences constitute one of the major topics, which have been largely treated by statisticians, hydrologists, climatologists and many other groups of scientists. In the same issue, we propose, in the present paper, a new hybrid method, which combines Extreme Values and fractal theories. We illustrate the use of our methodology for transformed Emberger Index series, constructed basing on data recorded in Oujda (Morocco). The index is treated at first by Peaks Over Threshold (POT) approach, to identify excess observations over an optimal threshold u. In the second step, we consider the resulting excess as a fractal object included in one dimensional space of time. We identify fractal dimension by the box counting. We discuss the prospect descriptions of rainfall data sets under Generalized Pareto Distribution, assured by Extreme Values Theory (EVT). We show that, despite of the appropriateness of return periods given by POT approach, the introduction of fractal dimension provides accurate interpretation results, which can ameliorate apprehension of rainfall occurrences.
Keywords: Extreme values theory, Fractals dimensions, Peaks Over Threshold, Rainfall occurrences.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2099173 A Stochastic Approach to Extreme Wind Speeds Conditions on a Small Axial Wind Turbine
Authors: Nkongho Ayuketang Arreyndip, Ebobenow Joseph
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In this paper, to model a real life wind turbine, a probabilistic approach is proposed to model the dynamics of the blade elements of a small axial wind turbine under extreme stochastic wind speeds conditions. It was found that the power and the torque probability density functions even-dough decreases at these extreme wind speeds but are not infinite. Moreover, we also fund that it is possible to stabilize the power coefficient (stabilizing the output power)above rated wind speeds by turning some control parameters. This method helps to explain the effect of turbulence on the quality and quantity of the harness power and aerodynamic torque.Keywords: Probability, Stochastic, Probability density function, Turbulence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1745172 Statistical Reliability Based Modeling of Series and Parallel Operating Systems using Extreme Value Theory
Authors: Mohamad Mahdavi, Mojtaba Mahdavi
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This paper tries to represent a new method for computing the reliability of a system which is arranged in series or parallel model. In this method we estimate life distribution function of whole structure using the asymptotic Extreme Value (EV) distribution of Type I, or Gumbel theory. We use EV distribution in minimal mode, for estimate the life distribution function of series structure and maximal mode for parallel system. All parameters also are estimated by Moments method. Reliability function and failure (hazard) rate and p-th percentile point of each function are determined. Other important indexes such as Mean Time to Failure (MTTF), Mean Time to repair (MTTR), for non-repairable and renewal systems in both of series and parallel structure will be computed.Keywords: Reliability, extreme value, parallel, series, lifedistribution
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2089171 The Effect of Cyclic Speed on the Wear Properties of Molybdenum Disulfide Greases under Extreme Pressure Loading Using 4 Balls Wear Tests
Authors: Gabi Nehme
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The relationship between different types of Molybdenum disulfide greases under extreme pressure loading and different speed situations have been studied using Design of Experiment (DOE) under 1200rpm steady state rotational speed and cyclic frequencies between 2400 and 1200rpm using a Plint machine software to set up the different rotational speed situations. Research described here is aimed at providing good friction and wear performance while optimizing cyclic frequencies and MoS2 concentration due to the recent concern about grease behavior in extreme pressure applications. Extreme load of 785 Newton was used in conjunction with different cyclic frequencies (2400rpm -3.75min, 1200rpm -7.5min, 2400rpm -3.75min, 1200rpm -7.5min), to examine lithium based grease with and without MoS2 for equal number of revolutions, and a total run of 36000 revolutions; then compared to 1200rpm steady speed for the same total number of revolutions. 4 Ball wear tester was utilized to run large number of experiments randomly selected by the DOE software. The grease was combined with fine grade MoS2 or technical grade then heated to 750C and the wear scar width was collected at the end of each test. DOE model validation results verify that the data were very significant and can be applied to a wide range of extreme pressure applications. Based on simulation results and Scanning Electron images (SEM), it has been found that wear was largely dependent on the cyclic frequency condition. It is believed that technical grade MoS2 greases under faster cyclic speeds perform better and provides antiwear film that can resist extreme pressure loadings. Figures showed reduced wear scars width and improved frictional values.
Keywords: MoS2 grease, wear, friction, extreme load, cyclic frequencies, aircraft grade bearing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1898170 Evaluation of Best-Fit Probability Distribution for Prediction of Extreme Hydrologic Phenomena
Authors: Karim Hamidi Machekposhti, Hossein Sedghi
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The probability distributions are the best method for forecasting of extreme hydrologic phenomena such as rainfall and flood flows. In this research, in order to determine suitable probability distribution for estimating of annual extreme rainfall and flood flows (discharge) series with different return periods, precipitation with 40 and discharge with 58 years time period had been collected from Karkheh River at Iran. After homogeneity and adequacy tests, data have been analyzed by Stormwater Management and Design Aid (SMADA) software and residual sum of squares (R.S.S). The best probability distribution was Log Pearson Type III with R.S.S value (145.91) and value (13.67) for peak discharge and Log Pearson Type III with R.S.S values (141.08) and (8.95) for maximum discharge in Jelogir Majin and Pole Zal stations, respectively. The best distribution for maximum precipitation in Jelogir Majin and Pole Zal stations was Log Pearson Type III distribution with R.S.S values (1.74&1.90) and then Pearson Type III distribution with R.S.S values (1.53&1.69). Overall, the Log Pearson Type III distributions are acceptable distribution types for representing statistics of extreme hydrologic phenomena in Karkheh River at Iran with the Pearson Type III distribution as a potential alternative.
Keywords: Karkheh river, log pearson type III, probability distribution, residual sum of squares.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 881169 Determination of Extreme Shear Stresses in Teaching Mechanics Using Freely Available Computer Tools
Authors: Rado Flajs
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In the present paper the extreme shear stresses with the corresponding planes are established using the freely available computer tools like the Gnuplot, Sage, R, Python and Octave. In order to support these freely available computer tools, their strong symbolical and graphical abilities are illustrated. The nature of the stationary points obtained by the Method of Lagrangian Multipliers can be determined using freely available computer symbolical tools like Sage. The characters of the stationary points can be explained in the easiest way using freely available computer graphical tools like Gnuplot, Sage, R, Python and Octave. The presented figures improve the understanding of the problem and the obtained solutions for the majority of students of civil or mechanical engineering.
Keywords: engineering, continuum mechanics, extreme shear stresses, Gnuplot, Sage, R, Python, Octave
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1389168 Landslide and Debris Flow Characteristics during Extreme Rainfall in Taiwan
Authors: C. Y. Chen
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As the global climate changes, the threat from landslides and debris flows increases. Learning how a watershed initiates landslides under abnormal rainfall conditions and predicting landslide magnitude and frequency distribution is thus important. Landslides show a power-law distribution in the frequency-area distribution. The distribution curve shows an exponent gradient 1.0 in the Sandpile model test. Will the landslide frequency-area statistics show a distribution similar to the Sandpile model under extreme rainfall conditions? The purpose of the study is to identify the extreme rainfall-induced landslide frequency-area distribution in the Laonong River Basin in southern Taiwan. Results of the analysis show that a lower gradient of landslide frequency-area distribution could be attributed to the transportation and deposition of debris flow areas that are included in the landslide area.Keywords: Landslide, power-law distribution, GIS.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1943167 Extreme Rainfall Frequency Analysis for Meteorological Sub-Division 4 of India Using L-Moments
Authors: Th. Arti Devi, Parthasarthi Choudhury
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Extreme rainfall frequency analysis for Meteorological Sub-Division 4 of India was analyzed using L-moments approach. Serial Correlation and Mann Kendall tests were conducted for checking serially independent and stationarity of the observations. The discordancy measure for the sites was conducted to detect the discordant sites. The regional homogeneity was tested by comparing with 500 generated homogeneous regions using a 4 parameter Kappa distribution. The best fit distribution was selected based on ZDIST statistics and L-moments ratio diagram from the five extreme value distributions GPD, GLO, GEV, P3 and LP3. The LN3 distribution was selected and regional rainfall frequency relationship was established using index-rainfall procedure. A regional mean rainfall relationship was developed using multiple linear regression with latitude and longitude of the sites as variables.
Keywords: L-moments, ZDIST statistics, Serial correlation, Mann Kendall test.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2462166 Multi-Hazard Risk Assessment and Management in Tourism Industry- A Case Study from the Island of Taiwan
Authors: Chung-Hung Tsai
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Global environmental changes lead to increased frequency and scale of natural disaster, Taiwan is under the influence of global warming and extreme weather. Therefore, the vulnerability was increased and variability and complexity of disasters is relatively enhanced. The purpose of this study is to consider the source and magnitude of hazard characteristics on the tourism industry. Using modern risk management concepts, integration of related domestic and international basic research, this goes beyond the Taiwan typhoon disaster risk assessment model and evaluation of loss. This loss evaluation index system considers the impact of extreme weather, in particular heavy rain on the tourism industry in Taiwan. Consider the extreme climate of the compound impact of disaster for the tourism industry; we try to make multi-hazard risk assessment model, strategies and suggestions. Related risk analysis results are expected to provide government department, the tourism industry asset owners, insurance companies and banking include tourist disaster risk necessary information to help its tourism industry for effective natural disaster risk management.
Keywords: Tourism industry, extreme weather, multi-hazard, vulnerability analysis, loss exceeding probability, risk management.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3829165 An Application of Extreme Value Theory as a Risk Measurement Approach in Frontier Markets
Authors: Dany Ng Cheong Vee, Preethee Nunkoo Gonpot, Noor-Ul-Hacq Sookia
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In this paper, we consider the application of Extreme Value Theory as a risk measurement tool. The Value at Risk, for a set of indices, from six Stock Exchanges of Frontier markets is calculated using the Peaks over Threshold method and the performance of the model index-wise is evaluated using coverage tests and loss functions. Our results show that “fattailedness” alone of the data is not enough to justify the use of EVT as a VaR approach. The structure of the returns dynamics is also a determining factor. This approach works fine in markets which have had extremes occurring in the past thus making the model capable of coping with extremes coming up (Colombo, Tunisia and Zagreb Stock Exchanges). On the other hand, we find that indices with lower past than present volatility fail to adequately deal with future extremes (Mauritius and Kazakhstan). We also conclude that using EVT alone produces quite static VaR figures not reflecting the actual dynamics of the data.
Keywords: Extreme Value theory, Financial Crisis 2008, Frontier Markets, Value at Risk.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2386164 Geometric Properties and Neighborhood for Certain Subclasses of Multivalent Functions
Authors: Hesam Mahzoon
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By using the two existing operators, we have defined an operator, which is an extension for them. In this paper, first the operator is introduced. Then, using this operator, the subclasses of multivalent functions are defined. These subclasses of multivalent functions are utilized in order to obtain coefficient inequalities, extreme points, and integral means inequalities for functions belonging to these classes.
Keywords: Coefficient inequalities, extreme points, integral means, multivalent functions, Al-Oboudi operator, and Sãlãgean operator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 698163 Numerical Simulation of a Solar Photovoltaic Panel Cooled by a Forced Air System
Authors: D. Nebbali, R. Nebbali, A. Ouibrahim
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This study focuses on the cooling of a photovoltaic panel (PV). Indeed, the cooling improves the conversion capacity of this one and maintains, under extreme conditions of air temperature, the panel temperature at an appreciable level which avoids the altering. To do this, a fan provides forced circulation of air. Because the fan is supplied by the panel, it is necessary to determine the optimum operating point that unites efficiency of the PV with the consumption of the fan. For this matter, numerical simulations are performed at varying mass flow rates of air, under two extreme air temperatures (50°C, 25°C) and a fixed solar radiation (1000W.m2) in a case of no wind.
Keywords: Energy conversion, efficiency, balance energy, solar cell.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2479162 A Heuristic Statistical Model for Lifetime Distribution Analysis of Complicated Systems in the Reliability Centered Maintenance
Authors: Mojtaba Mahdavi, Mohamad Mahdavi, Maryam Yazdani
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A heuristic conceptual model for to develop the Reliability Centered Maintenance (RCM), especially in preventive strategy, has been explored during this paper. In most real cases which complicity of system obligates high degree of reliability, this model proposes a more appropriate reliability function between life time distribution based and another which is based on relevant Extreme Value (EV) distribution. A statistical and mathematical approach is used to estimate and verify these two distribution functions. Then best one is chosen just among them, whichever is more reliable. A numeric Industrial case study will be reviewed to represent the concepts of this paper, more clearly.Keywords: Lifetime distribution, Reliability, Estimation, Extreme value, Improving model, Series, Parallel.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1479161 Prediction of Basic Wind Speed for Ayeyarwady
Authors: Chaw Su Mon
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Abstract— The paper presents a preliminary study on modeling and estimation of basic wind speed ( extreme wind gusts ) for the consideration of vulnerability and design of building in Ayeyarwady Region. The establishment of appropriate design wind speeds is a critical step towards the calculation of design wind loads for structures. In this paper the extreme value analysis of this prediction work is based on the anemometer data (1970-2009) maintained by the department of meteorology and hydrology of Pathein. Statistical and probabilistic approaches are used to derive formulas for estimating 3-second gusts from recorded data (10-minute sustained mean wind speeds).
Keywords: Basic Wind Speed, Building, Gusts, Statistical and probabilistic approaches
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1278160 Application of Extreme Learning Machine Method for Time Series Analysis
Authors: Rampal Singh, S. Balasundaram
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In this paper, we study the application of Extreme Learning Machine (ELM) algorithm for single layered feedforward neural networks to non-linear chaotic time series problems. In this algorithm the input weights and the hidden layer bias are randomly chosen. The ELM formulation leads to solving a system of linear equations in terms of the unknown weights connecting the hidden layer to the output layer. The solution of this general system of linear equations will be obtained using Moore-Penrose generalized pseudo inverse. For the study of the application of the method we consider the time series generated by the Mackey Glass delay differential equation with different time delays, Santa Fe A and UCR heart beat rate ECG time series. For the choice of sigmoid, sin and hardlim activation functions the optimal values for the memory order and the number of hidden neurons which give the best prediction performance in terms of root mean square error are determined. It is observed that the results obtained are in close agreement with the exact solution of the problems considered which clearly shows that ELM is a very promising alternative method for time series prediction.Keywords: Chaotic time series, Extreme learning machine, Generalization performance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3518159 Defining of the Shape of the Spine Using Moiré Method in Case of Patients with Scheuermann Disease
Authors: Petra Balla, Gabor Manhertz, Akos Antal
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Nowadays spinal deformities are very frequent problems among teenagers. Scheuermann disease is a one dimensional deformity of the spine, but it has prevalence over 11% of the children. A traditional technology, the moiré method was used by us for screening and diagnosing this type of spinal deformity. A LabVIEW program has been developed to evaluate the moiré pictures of patients with Scheuermann disease. Two different solutions were tested in this computer program, the extreme and the inflexion point calculation methods. Effects using these methods were compared and according to the results both solutions seemed to be appropriate. Statistical results showed better efficiency in case of the extreme search method where the average difference was only 6,09⁰.
Keywords: Spinal deformity, picture evaluation, moiré method, Scheuermann disease, curve detection, moiré topography.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3576158 Lessons from Applying XP Methodology to Business Requirements Engineering in Developing Countries Context
Authors: Olugbara O.O., Adebiyi A.A.
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Most standard software development methodologies are often not applied to software projects in many developing countries of the world. The approach generally practice is close to what eXtreme Programming (XP) is likely promoting, just keep coding and testing as the requirement evolves. XP is an agile software process development methodology that has inherent capability for improving efficiency of Business Software Development (BSD). XP can facilitate Business-to-Development (B2D) relationship due to its customer-oriented advocate. From practitioner point of view, we applied XP to BSD and result shows that customer involvement has positive impact on productivity, but can as well frustrate the success of the project. In an effort to promote software engineering practice in developing countries of Africa, we present the experiment performed, lessons learned, problems encountered and solution adopted in applying XP methodology to BSD.Keywords: Requirements engineering, Requirements elicitation, Extreme programming, Mobile Work force
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1460