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We consider time-dependent portfolios and discuss the allocation of changes in the risk of a portfolio to changes in the portfolio’s components. For this purpose we adopt established allocation principles. We also use our approach to obtain forecasts for changes in the risk of the portfolio’s components. To put the approach into practice we present an implementation based on the output of a simulation. Allocation is illustrated with an example portfolio in the context of Solvency II. The quality of the forecasts is investigated with an empirical study.
On the applicability of several tests to models with not identically distributed random effects
(2023)
We consider Kolmogorov–Smirnov and Cramér–von-Mises type tests for testing central symmetry, exchangeability, and independence. In the standard case, the tests are intended for the application to independent and identically distributed data with unknown distribution. The tests are available for multivariate data and bootstrap procedures are suitable to obtain critical values. We discuss the applicability of the tests to random effects models, where the random effects are independent but not necessarily identically distributed and with possibly unknown distributions. Theoretical results show the adequacy of the tests in this situation. The quality of the tests in models with random effects is investigated by simulations. Empirical results obtained confirm the theoretical findings. A real data example illustrates the application.
Existing residential buildings have an average lifetime of 100 years. Many of these buildings will exist for at least another 50 years. To increase the efficiency of these buildings while keeping costs at reasonable rates, they can be retrofitted with sensors that deliver information to central control units for heating, ventilation and electricity. This retrofitting process should happen with minimal intervention into existing infrastructure and requires new approaches for sensor design and data transmission. At FH Aachen University of Applied Sciences, students of different disciplines work together to learn how to design, build, deploy and operate such sensors. The presented teaching project already created a low power design for a combined CO2, temperature and humidity measurement device that can be easily integrated into most home automation systems
The Cramér-von-Mises distance is applied to the distribution of the excess over a confidence level. Asymptotics of related statistics are investigated, and it is seen that the obtained limit distributions differ from the classical ones. For that reason, quantiles of the new limit distributions are given and new bootstrap techniques for approximation purposes are introduced and justified. The results motivate new one-sample goodness-of-fit tests for the distribution of the excess over a confidence level and a new confidence interval for the related fitting error. Simulation studies investigate size and power of the tests as well as coverage probabilities of the confidence interval in the finite sample case. A practice-oriented application of the Cramér-von-Mises tests is the determination of an appropriate confidence level for the fitting approach. The adoption of the idea to the well-known problem of threshold detection in the context of peaks over threshold modelling is sketched and illustrated by data examples.
Based on the European Space Agency (ESA) Science in Space Environment (SciSpacE) community White Paper “Human Physiology – Musculoskeletal system”, this perspective highlights unmet needs and suggests new avenues for future studies in musculoskeletal research to enable crewed exploration missions. The musculoskeletal system is essential for sustaining physical function and energy metabolism, and the maintenance of health during exploration missions, and consequently mission success, will be tightly linked to musculoskeletal function. Data collection from current space missions from pre-, during-, and post-flight periods would provide important information to understand and ultimately offset musculoskeletal alterations during long-term spaceflight. In addition, understanding the kinetics of the different components of the musculoskeletal system in parallel with a detailed description of the molecular mechanisms driving these alterations appears to be the best approach to address potential musculoskeletal problems that future exploratory-mission crew will face. These research efforts should be accompanied by technical advances in molecular and phenotypic monitoring tools to provide in-flight real-time feedback.
Motile cilia are hair-like cell extensions that beat periodically to generate fluid flow along various epithelial tissues within the body. In dense multiciliated carpets, cilia were shown to exhibit a remarkable coordination of their beat in the form of traveling metachronal waves, a phenomenon which supposedly enhances fluid transport. Yet, how cilia coordinate their regular beat in multiciliated epithelia to move fluids remains insufficiently understood, particularly due to lack of rigorous quantification. We combine experiments, novel analysis tools, and theory to address this knowledge gap. To investigate collective dynamics of cilia, we studied zebrafish multiciliated epithelia in the nose and the brain. We focused mainly on the zebrafish nose, due to its conserved properties with other ciliated tissues and its superior accessibility for non-invasive imaging. We revealed that cilia are synchronized only locally and that the size of local synchronization domains increases with the viscosity of the surrounding medium. Even though synchronization is local only, we observed global patterns of traveling metachronal waves across the zebrafish multiciliated epithelium. Intriguingly, these global wave direction patterns are conserved across individual fish, but different for left and right noses, unveiling a chiral asymmetry of metachronal coordination. To understand the implications of synchronization for fluid pumping, we used a computational model of a regular array of cilia. We found that local metachronal synchronization prevents steric collisions, i.e., cilia colliding with each other, and improves fluid pumping in dense cilia carpets, but hardly affects the direction of fluid flow. In conclusion, we show that local synchronization together with tissue-scale cilia alignment coincide and generate metachronal wave patterns in multiciliated epithelia, which enhance their physiological function of fluid pumping.
High aerodynamic efficiency requires propellers with high aspect ratios, while propeller sweep potentially reduces noise. Propeller sweep and high aspect ratios increase elasticity and coupling of structural mechanics and aerodynamics, affecting the propeller performance and noise. Therefore, this paper analyzes the influence of elasticity on forward-swept, backward-swept, and unswept propellers in hover conditions. A reduced-order blade element momentum approach is coupled with a one-dimensional Timoshenko beam theory and Farassat's formulation 1A. The results of the aeroelastic simulation are used as input for the aeroacoustic calculation. The analysis shows that elasticity influences noise radiation because thickness and loading noise respond differently to deformations. In the case of the backward-swept propeller, the location of the maximum sound pressure level shifts forward by 0.5 °, while in the case of the forward-swept propeller, it shifts backward by 0.5 °. Therefore, aeroacoustic optimization requires the consideration of propeller deformation.
This paper presents an approach to predicting the sound exposure on the ground caused by a landing aircraft with recuperating propellers. The noise source along the trajectory of a flight specified for a steeper approach is simulated based on measurements of sound power levels and additional parameters of a single propeller placed in a wind tunnel. To validate the measured data/measurement results, these simulations are also supported by overflight measurements of a test aircraft. It is shown that the simple source models of propellers do not provide fully satisfactory results since the sound levels are estimated too low. Nevertheless, with a further reference comparison, margins for an acceptable increase in the sound power level of the aircraft on its now steeper approach path could be estimated. Thus, in this case, a +7 dB increase in SWL would not increase the SEL compared to the conventional approach within only 2 km ahead of the airfield.
Dynamic loads significantly impact the structural design of propeller blades due to fatigue and static strength. Since propellers are elastic structures, deformations and aerodynamic loads are coupled. In the past, propeller manufacturers established procedures to determine unsteady aerodynamic loads and the structural response with analytical steady-state calculations. According to the approach, aeroelastic coupling primarily consists of torsional deformations. They neglect bending deformations, deformation velocities, and inertia terms. This paper validates the assumptions above for a General Aviation propeller and a lift propeller for urban air mobility or large cargo drones. Fully coupled reduced-order simulations determine the dynamic loads in the time domain. A quasi-steady blade element momentum approach transfers loads to one-dimensional finite beam elements. The simulation results are in relatively good agreement with the analytical method for the General Aviation propeller but show increasing errors for the slender lift propeller. The analytical approach is modified to consider the induced velocities. Still, inertia and velocity proportional terms play a significant role for the lift propeller due to increased elasticity. The assumption that only torsional deformations significantly impact the dynamic loads of propellers is not valid. Adequate determination of dynamic loads of such designs requires coupled aeroelastic simulations or advanced analytical procedures.
The RoboCup Logistics League (RCLL) is a robotics competition in a production logistics scenario in the context of a Smart Factory. In the competition, a team of three robots needs to assemble products to fulfill various orders that are requested online during the game. This year, the Carologistics team was able to win the competition with a new approach to multi-agent coordination as well as significant changes to the robot’s perception unit and a pragmatic network setup using the cellular network instead of WiFi. In this paper, we describe the major components of our approach with a focus on the changes compared to the last physical competition in 2019.
The first and last mile of a railway journey, in both freight and transit applications, constitutes a high effort and is either non-productive (e.g. in the case of depot operations) or highly inefficient (e.g. in industrial railways). These parts are typically managed on-sight, i.e. with no signalling and train protection systems ensuring the freedom of movement. This is possible due to the rather short braking distances of individual vehicles and shunting consists. The present article analyses the braking behaviour of such shunting units. For this purpose, a dedicated model is developed. It is calibrated on published results of brake tests and validated against a high-definition model for low-speed applications. Based on this model, multiple simulations are executed to obtain a Monte Carlo simulation of the resulting braking distances. Based on the distribution properties and established safety levels, the risk of exceeding certain braking distances is evaluated and maximum braking distances are derived. Together with certain parameters of the system, these can serve in the design and safety assessment of driver assistance systems and automation of these processes.
In times of social climate protection movements, such as Fridays for Future, the priorities of society, industry and higher education are currently changing. The consideration of sustainability challenges is increasing. In the context of sustainable development, social skills are crucial to achieving the United Nations Sustainable Development Goals (SDGs). In particular, the impact that educational activities have on people, communities and society is therefore coming to the fore. Research has shown that people with high levels of social competence are better able to manage stressful situations, maintain positive relationships and communicate effectively. They are also associated with better academic performance and career success. However, especially in engineering programs, the social pillar is underrepresented compared to the environmental and economic pillars.
In response to these changes, higher education institutions should be more aware of their social impact - from individual forms of teaching to entire modules and degree programs. To specifically determine the potential for improvement and derive resulting change for further development, we present an initial framework for social impact measurement by transferring already established approaches from the business sector to the education sector. To demonstrate the applicability, we measure the key competencies taught in undergraduate engineering programs in Germany.
The aim is to prepare the students for success in the modern world of work and their future contribution to sustainable development. Additionally, the university can include the results in its sustainability report. Our method can be applied to different teaching methods and enables their comparison.
This book is based on a multimedia course for biological and chemical engineers, which is designed to trigger students' curiosity and initiative. A solid basic knowledge of thermodynamics and kinetics is necessary for understanding many technical, chemical, and biological processes.
The one-semester basic lecture course was divided into 12 workshops (chapters). Each chapter covers a practically relevant area of physical chemistry and contains the following didactic elements that make this book particularly exciting and understandable:
- Links to Videos at the start of each chapter as preparation for the workshop
- Key terms (in bold) for further research of your own
- Comprehension questions and calculation exercises with solutions as learning checks
- Key illustrations as simple, easy-to-replicate blackboard pictures
Humorous cartoons for each workshop (by Faelis) additionally lighten up the text and facilitate the learning process as a mnemonic. To round out the book, the appendix includes a summary of the most popular experiments in basic physical chemistry courses, as well as suggestions for designing workshops with exhibits, experiments, and "questions of the day."
Suitable for students minoring in chemistry; chemistry majors are sure to find this slimmed-down, didactically valuable book helpful as well. The book is excellent for self-study.
Digital forensics of smartphones is of utmost importance in many criminal cases. As modern smartphones store chats, photos, videos etc. that can be relevant for investigations and as they can have storage capacities of hundreds of gigabytes, they are a primary target for forensic investigators. However, it is exactly this large amount of data that is causing problems: extracting and examining the data from multiple phones seized in the context of a case is taking more and more time. This bears the risk of wasting a lot of time with irrelevant phones while there is not enough time left to analyze a phone which is worth examination. Forensic triage can help in this case: Such a triage is a preselection step based on a subset of data and is performed before fully extracting all the data from the smartphone. Triage can accelerate subsequent investigations and is especially useful in cases where time is essential. The aim of this paper is to determine which and how much data from an Android smartphone can be made directly accessible to the forensic investigator – without tedious investigations. For this purpose, an app has been developed that can be used with extremely limited storage of data in the handset and which outputs the extracted data immediately to the forensic workstation in a human- and machine-readable format.
Experimental determination of the cross sections of proton capture on radioactive nuclei is extremely difficult. Therefore, it is of substantial interest for the understanding of the production of the p-nuclei. For the first time, a direct measurement of proton-capture cross sections on stored, radioactive ions became possible in an energy range of interest for nuclear astrophysics. The experiment was performed at the Experimental Storage Ring (ESR) at GSI by making use of a sensitive method to measure (p,γ) and (p,n) reactions in inverse kinematics. These reaction channels are of high relevance for the nucleosyn-thesis processes in supernovae, which are among the most violent explosions in the universe and are not yet well understood. The cross section of the ¹¹⁸Te(p,γ) reaction has been measured at energies of 6 MeV/u and 7 MeV/u. The heavy ions interacted with a hydrogen gas jet target. The radiative recombination process of the fully stripped ¹¹⁸Te ions and electrons from the hydrogen target was used as a luminosity monitor. An overview of the experimental method and preliminary results from the ongoing analysis will be presented.
This paper presents an approach for reducing the cognitive load for humans working in quality control (QC) for production processes that adhere to the 6σ -methodology. While 100% QC requires every part to be inspected, this task can be reduced when a human-in-the-loop QC process gets supported by an anomaly detection system that only presents those parts for manual inspection that have a significant likelihood of being defective. This approach shows good results when applied to image-based QC for metal textile products.
Due to the increasing complexity of software projects, software development is becoming more and more dependent on teams. The quality of this teamwork can vary depending on the team composition, as teams are always a combination of different skills and personality types. This paper aims to answer the question of how to describe a software development team and what influence the personality of the team members has on the team dynamics. For this purpose, a systematic literature review (n=48) and a literature search with the AI research assistant Elicit (n=20) were conducted. Result: A person’s personality significantly shapes his or her thinking and actions, which in turn influences his or her behavior in software development teams. It has been shown that team performance and satisfaction can be strongly influenced by personality. The quality of communication and the likelihood of conflict can also be attributed to personality.
Hydrogen peroxide (H₂O₂), a strong oxidizer, is a commonly used sterilization agent employed during aseptic food processing and medical applications. To assess the sterilization efficiency with H₂O₂, bacterial spores are common microbial systems due to their remarkable robustness against a wide variety of decontamination strategies. Despite their widespread use, there is, however, only little information about the detailed time-resolved mechanism underlying the oxidative spore death by H₂O₂. In this work, we investigate chemical and morphological changes of individual Bacillus atrophaeus spores undergoing oxidative damage using optical sensing with trapping Raman microscopy in real-time. The time-resolved experiments reveal that spore death involves two distinct phases: (i) an initial phase dominated by the fast release of dipicolinic acid (DPA), a major spore biomarker, which indicates the rupture of the spore’s core; and (ii) the oxidation of the remaining spore material resulting in the subsequent fragmentation of the spores’ coat. Simultaneous observation of the spore morphology by optical microscopy corroborates these mechanisms. The dependence of the onset of DPA release and the time constant of spore fragmentation on H₂O₂ shows that the formation of reactive oxygen species from H₂O₂ is the rate-limiting factor of oxidative spore death.
Immunosorbent turnip vein clearing virus (TVCV) particles displaying the IgG-binding domains D and E of Staphylococcus aureus protein A (PA) on every coat protein (CP) subunit (TVCVPA) were purified from plants via optimized and new protocols. The latter used polyethylene glycol (PEG) raw precipitates, from which virions were selectively re-solubilized in reverse PEG concentration gradients. This procedure improved the integrity of both TVCVPA and the wild-type subgroup 3 tobamovirus. TVCVPA could be loaded with more than 500 IgGs per virion, which mediated the immunocapture of fluorescent dyes, GFP, and active enzymes. Bi-enzyme ensembles of cooperating glucose oxidase and horseradish peroxidase were tethered together on the TVCVPA carriers via a single antibody type, with one enzyme conjugated chemically to its Fc region, and the other one bound as a target, yielding synthetic multi-enzyme complexes. In microtiter plates, the TVCVPA-displayed sugar-sensing system possessed a considerably increased reusability upon repeated testing, compared to the IgG-bound enzyme pair in the absence of the virus. A high coverage of the viral adapters was also achieved on Ta2O5 sensor chip surfaces coated with a polyelectrolyte interlayer, as a prerequisite for durable TVCVPA-assisted electrochemical biosensing via modularly IgG-assembled sensor enzymes.
Anti-bias trainings are increasingly demanded and practiced in academia and industry to increase employees’ sensitivity to discrimination, racism, and diversity. Under the heading of “Diversity Management”, anti-bias trainings are mainly offered as one-off workshops intending to raise awareness of unconscious biases, create a diversity-affirming corporate culture, awake awareness of the potential of diversity, and ultimately enable the reflection of diversity in development processes. However, coming from childhood education, research and scientific articles on the sustainable effectiveness of anti-bias in adulthood, especially in academia, are very scarce. In order to fill this research gap, the paper explores how sustainable the effects of individual anti-bias trainings on the behavior of participants are. In order to investigate this, participant observation in a qualitative pre-post setting was conducted, analyzing anti-bias trainings in an academic context. Two observers actively participated in the training sessions and documented the activities and reflection processes of the participants. Overall, the results question the effectiveness of single anti-bias trainings and show that a target-group adaptive approach is mandatory due to the background of the approach in early childhood education. Therefore, it can be concluded that anti-bias work needs to be adapted to the target group’s needs and reality of life. Furthermore, the study reveals that single anti-bias trainings must be embedded in a holistic diversity management approach to stimulate sustainable reflection processes among the target group. This paper is one of the first to scientifically evaluate anti-bias training effectiveness, especially in engineering sciences and the university context.