Search results for: financial ratios
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1026

Search results for: financial ratios

666 The Proof of Analogous Results for Martingales and Partial Differential Equations Options Price Valuation Formulas Using Stochastic Differential Equation Models in Finance

Authors: H. D. Ibrahim, H. C. Chinwenyi, A. H. Usman

Abstract:

Valuing derivatives (options, futures, swaps, forwards, etc.) is one uneasy task in financial mathematics. The two ways this problem can be effectively resolved in finance is by the use of two methods (Martingales and Partial Differential Equations (PDEs)) to obtain their respective options price valuation formulas. This research paper examined two different stochastic financial models which are Constant Elasticity of Variance (CEV) model and Black-Karasinski term structure model. Assuming their respective option price valuation formulas, we proved the analogous of the Martingales and PDEs options price valuation formulas for the two different Stochastic Differential Equation (SDE) models. This was accomplished by using the applications of Girsanov theorem for defining an Equivalent Martingale Measure (EMM) and the Feynman-Kac theorem. The results obtained show the systematic proof for analogous of the two (Martingales and PDEs) options price valuation formulas beginning with the Martingales option price formula and arriving back at the Black-Scholes parabolic PDEs and vice versa.

Keywords: Option price valuation, Martingales, Partial Differential Equations, PDEs, Equivalent Martingale Measure, Girsanov Theorem, Feyman-Kac Theorem, European Put Option.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 316
665 Osmotic Dehydration of Apricot using Saltsucrose Solutions

Authors: M. Manafi, J. Hesari, H. Peighambardoust, M. Rahimzade Khoyi

Abstract:

Fruit drying is a well known process mostly used for preservation of fruits. Osmotic dehydration of apricot slices were carried out in three different salt-sucrose concentrations and four different temperatures. Also three different weight ratios of solution to sample were conducted to one set of experiments. The dehydration curves were constructed using Peleg-s model. Increasing the solution volume increased the mass transfer rate and hence the solid gain increased rapidly. Increasing the volume of osmotic media caused an increase in overall mass transfer but a 'solution to sample' ratio of 5:1 gave the best product quality. The best temperature and concentration that had a high water loss to solid gain ratio and an acceptable taste were 40°C and 5%, respectively.

Keywords: Apricot, Effective diffusivities, Osmotic dehydration

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2238
664 Self-tuned LMS Algorithm for Sinusoidal Time Delay Tracking

Authors: Jonah Gamba

Abstract:

In this paper the problem of estimating the time delay between two spatially separated noisy sinusoidal signals by system identification modeling is addressed. The system is assumed to be perturbed by both input and output additive white Gaussian noise. The presence of input noise introduces bias in the time delay estimates. Normally the solution requires a priori knowledge of the input-output noise variance ratio. We utilize the cascade of a self-tuned filter with the time delay estimator, thus making the delay estimates robust to input noise. Simulation results are presented to confirm the superiority of the proposed approach at low input signal-to-noise ratios.

Keywords: LMS algorithm, Self-tuned filter, Systemidentification, Time delay estimation, .

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1541
663 Integrating Geographic Information into Diabetes Disease Management

Authors: Tsu-Yun Chiu, Tsung-Hsueh Lu, Tain-Junn Cheng

Abstract:

Background: Traditional chronic disease management did not pay attention to effects of geographic factors on the compliance of treatment regime, which resulted in geographic inequality in outcomes of chronic disease management. This study aims to examine the geographic distribution and clustering of quality indicators of diabetes care. Method: We first extracted address, demographic information and quality of care indicators (number of visits, complications, prescription and laboratory records) of patients with diabetes for 2014 from medical information system in a medical center in Tainan City, Taiwan, and the patients’ addresses were transformed into district- and village-level data. We then compared the differences of geographic distribution and clustering of quality of care indicators between districts and villages. Despite the descriptive results, rate ratios and 95% confidence intervals (CI) were estimated for indices of care in order to compare the quality of diabetes care among different areas. Results: A total of 23,588 patients with diabetes were extracted from the hospital data system; whereas 12,716 patients’ information and medical records were included to the following analysis. More than half of the subjects in this study were male and between 60-79 years old. Furthermore, the quality of diabetes care did indeed vary by geographical levels. Thru the smaller level, we could point out clustered areas more specifically. Fuguo Village (of Yongkang District) and Zhiyi Village (of Sinhua District) were found to be “hotspots” for nephropathy and cerebrovascular disease; while Wangliau Village and Erwang Village (of Yongkang District) would be “coldspots” for lowest proportion of ≥80% compliance to blood lipids examination. On the other hand, Yuping Village (in Anping District) was the area with the lowest proportion of ≥80% compliance to all laboratory examination. Conclusion: In spite of examining the geographic distribution, calculating rate ratios and their 95% CI could also be a useful and consistent method to test the association. This information is useful for health planners, diabetes case managers and other affiliate practitioners to organize care resources to the areas most needed.

Keywords: Geocoding, chronic disease management, quality of diabetes care, rate ratio.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 945
662 Blind Non-Minimum Phase Channel Identification Using 3rd and 4th Order Cumulants

Authors: S. Safi, A. Zeroual

Abstract:

In this paper we propose a family of algorithms based on 3rd and 4th order cumulants for blind single-input single-output (SISO) Non-Minimum Phase (NMP) Finite Impulse Response (FIR) channel estimation driven by non-Gaussian signal. The input signal represents the signal used in 10GBASE-T (or IEEE 802.3an-2006) as a Tomlinson-Harashima Precoded (THP) version of random Pulse-Amplitude Modulation with 16 discrete levels (PAM-16). The proposed algorithms are tested using three non-minimum phase channel for different Signal-to-Noise Ratios (SNR) and for different data input length. Numerical simulation results are presented to illustrate the performance of the proposed algorithms.

Keywords: Higher Order Cumulants, Channel identification, Ethernet communication.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1408
661 Deep Reinforcement Learning Approach for Trading Automation in the Stock Market

Authors: Taylan Kabbani, Ekrem Duman

Abstract:

Deep Reinforcement Learning (DRL) algorithms can scale to previously intractable problems. The automation of profit generation in the stock market is possible using DRL, by combining  the financial assets price ”prediction” step and the ”allocation” step of the portfolio in one unified process to produce fully autonomous systems capable of interacting with its environment to make optimal decisions through trial and error. This work represents a DRL model to generate profitable trades in the stock market, effectively overcoming the limitations of supervised learning approaches. We formulate the trading problem as a Partially observed Markov Decision Process (POMDP) model, considering the constraints imposed by the stock market, such as liquidity and transaction costs. We then solved the formulated POMDP problem using the Twin Delayed Deep Deterministic Policy Gradient (TD3) algorithm and achieved a 2.68 Sharpe ratio on the test dataset. From the point of view of stock market forecasting and the intelligent decision-making mechanism, this paper demonstrates the superiority of DRL in financial markets over other types of machine learning and proves its credibility and advantages of strategic decision-making.

Keywords: Autonomous agent, deep reinforcement learning, MDP, sentiment analysis, stock market, technical indicators, twin delayed deep deterministic policy gradient.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 460
660 Experimental Verification of the Relationship between Physiological Indexes and the Presence or Absence of an Operation during E-learning

Authors: Masaki Omata, Shumma Hosokawa

Abstract:

An experiment to verify the relationships between physiological indexes of an e-learner and the presence or absence of an operation during e-learning is described. Electroencephalogram (EEG), hemoencephalography (HEG), skin conductance (SC), and blood volume pulse (BVP) values were measured while participants performed experimental learning tasks. The results show that there are significant differences between the SC values when reading with clicking on learning materials and the SC values when reading without clicking, and between the HEG ratio when reading (with and without clicking) and the HEG ratio when resting for four of five participants. We conclude that the SC signals can be used to estimate whether or not a learner is performing an active task and that the HEG ratios can be used to estimate whether a learner is learning.

Keywords: E-learning, physiological index, physiological signal, state of learning.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1466
659 Causal Relationship between Macro-Economic Indicators and Funds Unit Prices Behavior: Evidence from Malaysian Islamic Equity Unit Trust Funds Industry

Authors: Anwar Hasan Abdullah Othman, Ahamed Kameel, Hasanuddeen Abdul Aziz

Abstract:

In this study, attempt has been made to investigate the relationship specifically the causal relation between fund unit prices of Islamic equity unit trust fund which measure by fund NAV and the selected macro-economic variables of Malaysian economy by using VECM causality test and Granger causality test. Monthly data has been used from Jan, 2006 to Dec, 2012 for all the variables. The findings of the study showed that industrial production index, political election and financial crisis are the only variables having unidirectional causal relationship with fund unit price. However the global oil price is having bidirectional causality with fund NAV. Thus, it is concluded that the equity unit trust fund industry in Malaysia is an inefficient market with respect to the industrial production index, global oil prices, political election and financial crisis. However the market is approaching towards informational efficiency at least with respect to four macroeconomic variables, treasury bill rate, money supply, foreign exchange rate, and corruption index.

Keywords: Fund unit price, unit trust industry, Malaysia, macroeconomic variables, causality.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3555
658 Evaluation of Cognitive Benefits among Differently Abled Subjects with Video Game as Intervention

Authors: H. Nagendra, Vinod Kumar, S. Mukherjee

Abstract:

In this study, the potential benefits of playing action video game among congenitally deaf and dumb subjects is reported in terms of EEG ratio indices. The frontal and occipital lobes are associated with development of motor skills, cognition, and visual information processing and color recognition. The sixteen hours of First-Person shooter action video game play resulted in the increase of the ratios β/(α+θ) and β/θ in frontal and occipital lobes. This can be attributed to the enhancement of certain aspect of cognition among deaf and dumb subjects.

Keywords: Cognitive enhancement, video games, EEG band powers, Deaf and Dumb subjects.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1724
657 Innovative Activity and Development: Analyzing Firm Data from Eurozone Country-Members

Authors: Ilias A. Makris

Abstract:

In this work, we attempt to associate firm characteristics with innovative activity. We collect microdata from listed firms of selected Eurozone Country-members, after the beginning of 2007 financial crisis. The following literature, several indicators of growth and performance were selected and tested for their ability to interpret innovative activity. The main scope is to examine the possible differences in performance and growth between innovative and non-innovative firms, during a severe recession. Additionally to that, a special focus will be held on whether macroeconomic performance and national innovation system, determines the extent of innovators' performance. Preliminary findings, through correlation matrices and non-parametric tests, strongly indicate the positive relation between innovative activity and most of the measures used (profitability, size, employment), confirming that even during a recessionary period, innovative firms not only survive but also seem to succeed better economic results in almost all indexes relative to non-innovative. However, even though innovators seem to perform better in all economies examined, the extent of that performance seems to be strongly affected by the supportive mechanisms (financial and structural) that their country provides. Thus, it is clear, that the technologically intensive 'gap' between European South and North, during the economic crisis, became chaotic, due to the harsh austerity measures and reduced budgets in those countries, even in sectors with high potentials in economic activity and employment, impairing the effects of crisis and enhancing the vicious circle of recession.

Keywords: Eurozone, innovative activity, development, firm performance, non-parametric tests.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1407
656 An Efficient Classification Method for Inverse Synthetic Aperture Radar Images

Authors: Sang-Hong Park

Abstract:

This paper proposes an efficient method to classify inverse synthetic aperture (ISAR) images. Because ISAR images can be translated and rotated in the 2-dimensional image place, invariance to the two factors is indispensable for successful classification. The proposed method achieves invariance to translation and rotation of ISAR images using a combination of two-dimensional Fourier transform, polar mapping and correlation-based alignment of the image. Classification is conducted using a simple matching score classifier. In simulations using the real ISAR images of five scaled models measured in a compact range, the proposed method yields classification ratios higher than 97 %.

Keywords: Radar, ISAR, radar target classification, radar imaging.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2138
655 Portfolio Management for Construction Company during Covid-19 Using AHP Technique

Authors: Sareh Rajabi, Salwa Bheiry

Abstract:

In general, Covid-19 created many financial and non-financial damages to the economy and community. Level and severity of covid-19 as pandemic case varies over the region and due to different types of the projects. Covid-19 virus emerged as one of the most imperative risk management factors word-wide recently. Therefore, as part of portfolio management assessment, it is essential to evaluate severity of such risk on the project and program in portfolio management level to avoid any risky portfolio. Covid-19 appeared very effectively in South America, part of Europe and Middle East. Such pandemic infection affected the whole universe, due to lock down, interruption in supply chain management, health and safety requirements, transportations and commercial impacts. Therefore, this research proposes Analytical Hierarchy Process (AHP) to analyze and assess such pandemic case like Covid-19 and its impacts on the construction projects. The AHP technique uses four sub-criteria: Health and safety, commercial risk, completion risk and contractual risk to evaluate the project and program. The result will provide the decision makers with information which project has higher or lower risk in case of Covid-19 and pandemic scenario. Therefore, the decision makers can have most feasible solution based on effective weighted criteria for project selection within their portfolio to match with the organization’s strategies.

Keywords: Portfolio management, risk management, COVID-19, analytical hierarchy process technique.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 753
654 Recovery of Acetonitrile from Aqueous Solutions by Extractive Distillation–Effect of Entrainer

Authors: Aleksandra Yu. Sazonova, Valentina M. Raeva

Abstract:

The aim of this work was to apply extractive distillation for acetonitrile removal from water solutions, to validate thermodynamic criterion based on excess Gibbs energy to entrainer selection process for acetonitrile – water mixture separation and show its potential efficiency at isothermal conditions as well as at isobaric (conditions of real distillation process), to simulate and analyze an extractive distillation process with chosen entrainers: optimize amount of trays and feeds, entrainer/original mixture and reflux ratios. Equimolar composition of the feed stream was chosen for the process, comparison of the energy consumptions was carried out. Glycerol was suggested as the most energetically and ecologically suitable entrainer.

Keywords: Acetonitrile, entrainer, extractive distillation, water.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7106
653 Stability of Square Plate with Concentric Cutout

Authors: B. S. Jayashankarbabu, Karisiddappa

Abstract:

The finite element method is used to obtain the elastic buckling load factor for square isotropic plate containing circular, square and rectangular cutouts. ANSYS commercial finite element software had been used in the study. The applied inplane loads considered are uniaxial and biaxial compressions. In all the cases the load is distributed uniformly along the plate outer edges. The effects of the size and shape of concentric cutouts with different plate thickness ratios and the influence of plate edge conditions, such as SSSS, CCCC and mixed boundary condition SCSC on the plate buckling strength have been considered in the analysis.

Keywords: Concentric cutout, Elastic buckling, Finite element method, Inplane loads, Thickness ratio.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3173
652 Effect of Groove Location on the Dynamic Characteristics of Multiple Axial Groove Water Lubricated Journal Bearing

Authors: M. Vijaya Kini, R. S. Pai, D. Srikanth Rao, Satish Shenoy B, R. Pai

Abstract:

The stability characteristics of water lubricated journal bearings having three axial grooves are obtained theoretically. In this lubricant (water) is fed under pressure from one end of the bearing, through the 3-axial grooves (groove angles may vary). These bearings can use the process fluid as the lubricant, as in the case of feed water pumps. The Reynolds equation is solved numerically by the finite difference method satisfying the boundary conditions. The stiffness and damping coefficient for various bearing number and eccentricity ratios, assuming linear pressure drop along the groove, shows that smaller groove angles better results.

Keywords: 3-axial groove, dynamic characteristics, groovelocation, water lubricated bearings.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2085
651 Mechanical Characterization of Extrudable Foamed Concrete: An Experimental Study

Authors: D. Falliano, D. De Domenico, G. Ricciardi, E. Gugliandolo

Abstract:

This paper is focused on the mechanical characterization of foamed concrete specimens with protein-based foaming agent. Unlike classic foamed concrete, a peculiar property of the analyzed foamed concrete is the extrudability, which is achieved via a specific additive in the concrete mix that significantly improves the cohesion and viscosity of the fresh cementitious paste. A broad experimental campaign was conducted to evaluate the compressive strength and the indirect tensile strength of the specimens. The study has comprised three different cement types, two water/cement ratios, three curing conditions and three target dry densities. The variability of the strength values upon the above mentioned factors is discussed.

Keywords: Cement type, curing conditions, density, extrudable concrete, foamed concrete, mechanical characterization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1215
650 Microfluidic Plasmonic Bio-Sensing of Exosomes by Using a Gold Nano-Island Platform

Authors: Srinivas Bathini, Duraichelvan Raju, Simona Badilescu, Muthukumaran Packirisamy

Abstract:

A bio-sensing method, based on the plasmonic property of gold nano-islands, has been developed for detection of exosomes in a clinical setting. The position of the gold plasmon band in the UV-Visible spectrum depends on the size and shape of gold nanoparticles as well as on the surrounding environment. By adsorbing various chemical entities, or binding them, the gold plasmon band will shift toward longer wavelengths and the shift is proportional to the concentration. Exosomes transport cargoes of molecules and genetic materials to proximal and distal cells. Presently, the standard method for their isolation and quantification from body fluids is by ultracentrifugation, not a practical method to be implemented in a clinical setting. Thus, a versatile and cutting-edge platform is required to selectively detect and isolate exosomes for further analysis at clinical level. The new sensing protocol, instead of antibodies, makes use of a specially synthesized polypeptide (Vn96), to capture and quantify the exosomes from different media, by binding the heat shock proteins from exosomes. The protocol has been established and optimized by using a glass substrate, in order to facilitate the next stage, namely the transfer of the protocol to a microfluidic environment. After each step of the protocol, the UV-Vis spectrum was recorded and the position of gold Localized Surface Plasmon Resonance (LSPR) band was measured. The sensing process was modelled, taking into account the characteristics of the nano-island structure, prepared by thermal convection and annealing. The optimal molar ratios of the most important chemical entities, involved in the detection of exosomes were calculated as well. Indeed, it was found that the results of the sensing process depend on the two major steps: the molar ratios of streptavidin to biotin-PEG-Vn96 and, the final step, the capture of exosomes by the biotin-PEG-Vn96 complex. The microfluidic device designed for sensing of exosomes consists of a glass substrate, sealed by a PDMS layer that contains the channel and a collecting chamber. In the device, the solutions of linker, cross-linker, etc., are pumped over the gold nano-islands and an Ocean Optics spectrometer is used to measure the position of the Au plasmon band at each step of the sensing. The experiments have shown that the shift of the Au LSPR band is proportional to the concentration of exosomes and, thereby, exosomes can be accurately quantified. An important advantage of the method is the ability to discriminate between exosomes having different origins.

Keywords: Exosomes, gold nano-islands, microfluidics, plasmonic biosensing.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1400
649 Supercompression for Full-HD and 4k-3D (8k)Digital TV Systems

Authors: Mario Mastriani

Abstract:

In this work, we developed the concept of supercompression, i.e., compression above the compression standard used. In this context, both compression rates are multiplied. In fact, supercompression is based on super-resolution. That is to say, supercompression is a data compression technique that superpose spatial image compression on top of bit-per-pixel compression to achieve very high compression ratios. If the compression ratio is very high, then we use a convolutive mask inside decoder that restores the edges, eliminating the blur. Finally, both, the encoder and the complete decoder are implemented on General-Purpose computation on Graphics Processing Units (GPGPU) cards. Specifically, the mentio-ned mask is coded inside texture memory of a GPGPU.

Keywords: General-Purpose computation on Graphics Processing Units, Image Compression, Interpolation, Super-resolution.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1933
648 A Case Study on the Value of Corporate Social Responsibility Systems

Authors: José M. Brotons, Manuel E. Sansalvador

Abstract:

The relationship between Corporate Social Responsibility (CSR) and financial performance (FP) is a subject of great interest that has not yet been resolved. In this work, we have developed a new and original tool to measure this relation. The tool quantifies the value contributed to companies that are committed to CSR. The theoretical model used is the fuzzy discounted cash flow method. Two assumptions have been considered, the first, the company has implemented the IQNet SR10 certification, and the second, the company has not implemented that certification. For the first one, the growth rate used for the time horizon is the rate maintained by the company after obtaining the IQNet SR10 certificate. For the second one, both, the growth rates company prior to the implementation of the certification, and the evolution of the sector will be taken into account. By using triangular fuzzy numbers, it is possible to deal adequately with each company’s forecasts as well as the information corresponding to the sector. Once the annual growth rate of the sales is obtained, the profit and loss accounts are generated from the annual estimate sales. For the remaining elements of this account, their regression with the nets sales has been considered. The difference between these two valuations, made in a fuzzy environment, allows obtaining the value of the IQNet SR10 certification. Although this study presents an innovative methodology to quantify the relation between CSR and FP, the authors are aware that only one company has been analyzed. This is precisely the main limitation of this study which in turn opens up an interesting line for future research: to broaden the sample of companies.

Keywords: Corporate social responsibility, case study, financial performance, company valuation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 747
647 Synthesis of Bimetallic Fe/Cu Nanoparticles with Different Copper Loading Ratios

Authors: May Thant Zin, Josephine Borja, Hirofumi Hinode, Winarto Kurniawan

Abstract:

Nanotechnology has multiple and enormous advantages for all application. Therefore, this research is carried out to synthesize and characterize bimetallic iron with copper nanoparticles. After synthesizing nano zero valent iron by reduction of ferric chloride by sodium borohydride under nitrogen purging environment, bimetallic iron with copper nanoparticles are synthesized by varying different loads of copper chloride. Due to different standard potential (E0) values of copper and iron, copper is coupled with iron at (Cu to Fe ratio of 1:5, 1:6.7, 1:10, 1:20). It is found that the resulted bimetallic Fe/Cu nanoparticles are composing phases of iron and copper. According to the diffraction patterns indicating the state of chemical combination of the bimetallic nanoparticles, the particles are well-combined and crystalline sizes are less than 1000Ao (or 100nm). Specifically, particle sizes of synthesized bimetallic Fe/Cu nanoparticles are ranging from 44.583 nm to 85.149 nm.

Keywords: Bimetallic Fe/Cu nanoparticles, Loading ratio, Synthesis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5476
646 Phase Noise Impact on BER in Space Communication

Authors: Ondrej Baran, Miroslav Kasal, Petr Vagner, Tomas Urbanec

Abstract:

This paper deals with the modeling and the evaluation of a multiplicative phase noise influence on the bit error ratio in a general space communication system. Our research is focused on systems with multi-state phase shift keying modulation techniques and it turns out, that the phase noise significantly affects the bit error rate, especially for higher signal to noise ratios. These results come from a system model created in Matlab environment and are shown in a form of constellation diagrams and bit error rate dependencies. The change of a user data bit rate is also considered and included into simulation results. Obtained outcomes confirm theoretical presumptions.

Keywords: Additive thermal noise, AWGN, BER, bit error rate, multiplicative phase noise, phase shift keying.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4553
645 Adaptive Fuzzy Control on EDF Scheduling

Authors: Xiangbin Zhu

Abstract:

EDF (Early Deadline First) algorithm is a very important scheduling algorithm for real- time systems . The EDF algorithm assigns priorities to each job according to their absolute deadlines and has good performance when the real-time system is not overloaded. When the real-time system is overloaded, many misdeadlines will be produced. But these misdeadlines are not uniformly distributed, which usually focus on some tasks. In this paper, we present an adaptive fuzzy control scheduling based on EDF algorithm. The improved algorithm can have a rectangular distribution of misdeadline ratios among all real-time tasks when the system is overloaded. To evaluate the effectiveness of the improved algorithm, we have done extensive simulation studies. The simulation results show that the new algorithm is superior to the old algorithm.

Keywords: Fuzzy control, real-time systems, EDF, misdeadline ratio.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1447
644 Molecular Dynamics Analysis onI mpact Behaviour of Carbon Nanotubes and Graphene Sheets

Authors: Sajjad Seifoori

Abstract:

Impact behavior of striker on graphene sheet and carbon nanotube is investigated based on molecular dynamics (MD) simulations. A MD simulation is conducted to obtain the maximum dynamic deflections of a square and rectangular single-layered graphene sheets (SLGSs) with various values of side-length and striker parameter. Effect of (i) chirality, (ii) graphene side-length and nanotube length, (iii) striker mass on the maximum dynamic deflections of graphene and nanotube are investigated. The effect of different types of boundary condition on the maximum dynamic deflections is studied for zigzag and armchair SWCNTs with various aspect ratios (Length/Diameter).

Keywords: Impact, molecular dynamic, graphene, nanotube.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1036
643 Temperature Distribution Enhancement in a Conical Diffuser Fitted with Helical Screw-Tape with and without Center-Rod

Authors: Ehan Sabah Shukri, Wirachman Wisnoe

Abstract:

Temperature distribution investigation in a conical diffuser fitted with helical screw-tape with and without center-rod is studied numerically. A helical screw-tape is inserted in the diffuser to create swirl flow that helps to enhance the temperature distribution rate with inlet Reynolds number 4.3 x 104. Three pitch lengths ratios (Y/L = 0.153, 0.23 and 0.307) for the helical screw-tape with and without center-rod are simulated and compared. The geometry of the conical diffuser and the inlet condition for both arrangements are kept constant. Numerical findings show that the helical screw-tape inserts without center-rod perform significantly better than the helical tape inserts with center-rod in the conical diffuser.

Keywords: Diffuser, temperature distribution, CFD, pitch length ratio.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1631
642 Assessment of Solid Insulating Material Using Partial Discharge Characteristics

Authors: Qasim Khan, Furkan Ahmad, Asfar A. Khan, M. Saad Alam, Faiz Ahmad

Abstract:

In this paper, partial discharge analysis is performed in cavities artificially created in insulation. The setup is according with Cigre-II Method. Circular Samples created from Perspex Sheet with different configuration with changing number of cavities. Assessment of insulation health can be performed by Partial Discharge measurement as this has been found to be important means of condition monitoring. The experiments are done using MPD 540, which is a modern partial discharge measurement system. By analyzing the PD activity obtained for various voids/cavities, it is observed that the PD voltages show variation for cavity’s diameter, depth even for its ratios. This can be employed for scrutiny of insulation system.

Keywords: Partial discharges, condition monitoring, MPD 540, cavities/defects, degradation and corrosion, PMMA.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2298
641 Surface Flattening based on Linear-Elastic Finite Element Method

Authors: Wen-liang Chen, Peng Wei, Yidong Bao

Abstract:

This paper presents a linear-elastic finite element method based flattening algorithm for three dimensional triangular surfaces. First, an intrinsic characteristic preserving method is used to obtain the initial developing graph, which preserves the angles and length ratios between two adjacent edges. Then, an iterative equation is established based on linear-elastic finite element method and the flattening result with an equilibrium state of internal force is obtained by solving this iterative equation. The results show that complex surfaces can be dealt with this proposed method, which is an efficient tool for the applications in computer aided design, such as mould design.

Keywords: Triangular mesh, surface flattening, finite elementmethod, linear-elastic deformation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3117
640 Geochemical Study of Natural Bitumen, Condensate and Gas Seeps from Sousse Area, Central Tunisia

Authors: A. Belhaj Mohamed, M. Saidi, N. Boucherb, N. Ourtani, A. Soltani, I. Bouazizi, M. Ben Jrad

Abstract:

Natural hydrocarbon seepage has helped petroleum exploration as a direct indicator of gas and/or oil subsurface accumulations. Surface macro-seeps are generally an indication of a fault in an active Petroleum Seepage System belonging to a Total Petroleum System. This paper describes a case study in which multiple analytical techniques were used to identify and characterize trace petroleum-related hydrocarbons and other volatile organic compounds in groundwater samples collected from Sousse aquifer (Central Tunisia). The analytical techniques used for analyses of water samples included gas chromatography-mass spectrometry (GCMS), capillary GC with flame-ionization detection, Compound Specific Isotope Analysis, Rock Eval Pyrolysis. The objective of the study was to confirm the presence of gasoline and other petroleum products or other volatile organic pollutants in those samples in order to assess the respective implication of each of the potentially responsible parties to the contamination of the aquifer. In addition, the degree of contamination at different depths in the aquifer was also of interest. The oil and gas seeps have been investigated using biomarker and stable carbon isotope analyses to perform oil-oil and oil-source rock correlations. The seepage gases are characterized by high CH4 content, very low δ13CCH4 values (-71,9 ‰) and high C1/C1–5 ratios (0.95–1.0), light deuterium–hydrogen isotope ratios (- 198 ‰) and light δ13CC2 and δ13CCO2 values (-23,8‰ and-23,8‰ respectively) indicating a thermogenic origin with the contribution of the biogenic gas. An organic geochemistry study was carried out on the more ten oil seep samples. This study includes light hydrocarbon and biomarkers analyses (hopanes, steranes, n-alkanes, acyclic isoprenoids, and aromatic steroids) using GC and GC-MS. The studied samples show at least two distinct families, suggesting two different types of crude oil origins: the first oil seeps appears to be highly mature, showing evidence of chemical and/or biological degradation and was derived from a clay-rich source rock deposited in suboxic conditions. It has been sourced mainly by the lower Fahdene (Albian) source rocks. The second oil seeps was derived from a carbonate-rich source rock deposited in anoxic conditions, well correlated with the Bahloul (Cenomanian-Turonian) source rock.

Keywords: Biomarkers, oil and gas seeps, organic geochemistry, source rock.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3380
639 2D Rigid Registration of MR Scans using the 1d Binary Projections

Authors: Panos D. Kotsas

Abstract:

This paper presents the application of a signal intensity independent registration criterion for 2D rigid body registration of medical images using 1D binary projections. The criterion is defined as the weighted ratio of two projections. The ratio is computed on a pixel per pixel basis and weighting is performed by setting the ratios between one and zero pixels to a standard high value. The mean squared value of the weighted ratio is computed over the union of the one areas of the two projections and it is minimized using the Chebyshev polynomial approximation using n=5 points. The sum of x and y projections is used for translational adjustment and a 45deg projection for rotational adjustment. 20 T1- T2 registration experiments were performed and gave mean errors 1.19deg and 1.78 pixels. The method is suitable for contour/surface matching. Further research is necessary to determine the robustness of the method with regards to threshold, shape and missing data.

Keywords: Medical image, projections, registration, rigid.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1306
638 A FEM Study of Explosive Welding of Double Layer Tubes

Authors: R. Alipour, F.Najarian

Abstract:

Explosive welding is a process which uses explosive detonation to move the flyer plate material into the base material to produce a solid state joint. Experimental tests have been carried out by other researchers; have been considered to explosively welded aluminium 7039 and steel 4340 tubes in one step. The tests have been done using various stand-off distances and explosive ratios. Various interface geometries have been obtained from these experiments. In this paper, all the experiments carried out were simulated using the finite element method. The flyer plate and collision velocities obtained from the analysis were validated by the pin-measurement experiments. The numerical results showed that very high localized plastic deformation produced at the bond interface. The Ls_dyna_971 FEM has been used for all simulation process.

Keywords: Explosive Welding, Johnson-Cook Equation, Finite Element, JWL Equation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1989
637 Numerical Study on the Response of Reinforced Concrete Wall Resisting the Impact Loading

Authors: DucKien Thai, Seung EockKim

Abstract:

A numerical analysis of a reinforced concrete (RC) wall under missile impact loading is presented in this study. The model created by Technical Research Center of Finland was used. The commercial finite element code, LS-DYNA was used to analyze. The structural components of the reinforced concrete wall, missile and their contacts are fully modeled. The material nonlinearity with strain rate effects considering damage and failure is included in the analysis. The results of analysis were verified with other research results. The case-studies with different reinforcement ratios were conducted to investigate the influence of reinforcement on the punching behavior of walls under missile impact.

Keywords: Missile Impact, Reinforced Concrete Walls, LSDYNA, Dynamic Analysis, Punching Behavior.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2508