Commenced in January 2007
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Edition: International
Paper Count: 12

dynamic model Related Abstracts

12 Using Arellano-Bover/Blundell-Bond Estimator in Dynamic Panel Data Analysis – Case of Finnish Housing Price Dynamics

Authors: Janne Engblom, Elias Oikarinen


A panel dataset is one that follows a given sample of individuals over time, and thus provides multiple observations on each individual in the sample. Panel data models include a variety of fixed and random effects models which form a wide range of linear models. A special case of panel data models are dynamic in nature. A complication regarding a dynamic panel data model that includes the lagged dependent variable is endogeneity bias of estimates. Several approaches have been developed to account for this problem. In this paper, the panel models were estimated using the Arellano-Bover/Blundell-Bond Generalized method of moments (GMM) estimator which is an extension of the Arellano-Bond model where past values and different transformations of past values of the potentially problematic independent variable are used as instruments together with other instrumental variables. The Arellano–Bover/Blundell–Bond estimator augments Arellano–Bond by making an additional assumption that first differences of instrument variables are uncorrelated with the fixed effects. This allows the introduction of more instruments and can dramatically improve efficiency. It builds a system of two equations—the original equation and the transformed one—and is also known as system GMM. In this study, Finnish housing price dynamics were examined empirically by using the Arellano–Bover/Blundell–Bond estimation technique together with ordinary OLS. The aim of the analysis was to provide a comparison between conventional fixed-effects panel data models and dynamic panel data models. The Arellano–Bover/Blundell–Bond estimator is suitable for this analysis for a number of reasons: It is a general estimator designed for situations with 1) a linear functional relationship; 2) one left-hand-side variable that is dynamic, depending on its own past realizations; 3) independent variables that are not strictly exogenous, meaning they are correlated with past and possibly current realizations of the error; 4) fixed individual effects; and 5) heteroskedasticity and autocorrelation within individuals but not across them. Based on data of 14 Finnish cities over 1988-2012 differences of short-run housing price dynamics estimates were considerable when different models and instrumenting were used. Especially, the use of different instrumental variables caused variation of model estimates together with their statistical significance. This was particularly clear when comparing estimates of OLS with different dynamic panel data models. Estimates provided by dynamic panel data models were more in line with theory of housing price dynamics.

Keywords: price dynamics, panel data, fixed effects, dynamic model

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11 Nonlinear Pollution Modelling for Polymeric Outdoor Insulator

Authors: Rahisham Abd Rahman


In this paper, a nonlinear pollution model has been proposed to compute electric field distribution over the polymeric insulator surface under wet contaminated conditions. A 2D axial-symmetric insulator geometry, energized with 11kV was developed and analysed using Finite Element Method (FEM). A field-dependent conductivity with simplified assumptions was established to characterize the electrical properties of the pollution layer. Comparative field studies showed that simulation of dynamic pollution model results in a more realistic field profile, offering better understanding on how the electric field behaves under wet polluted conditions.

Keywords: finite element method (FEM), dynamic model, electric field distributions, pollution layer, polymeric outdoor insulators

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10 Quoting Jobshops Due Dates Subject to Exogenous Factors in Developing Nations

Authors: Idris M. Olatunde, Kareem B.


In manufacturing systems, especially job shops, service performance is a key factor that determines customer satisfaction. Service performance depends not only on the quality of the output but on the delivery lead times as well. Besides product quality enhancement, delivery lead time must be minimized for optimal patronage. Quoting accurate due dates is sine quo non for job shop operational survival in a global competitive environment. Quoting accurate due dates in job shops has been a herculean task that nearly defiled solutions from many methods employed due to complex jobs routing nature of the system. This class of NP-hard problems possessed no rigid algorithms that can give an optimal solution. Jobshop operational problem is more complex in developing nations due to some peculiar factors. Operational complexity in job shops emanated from political instability, poor economy, technological know-how, and the non-promising socio-political environment. The mentioned exogenous factors were hardly considered in the previous studies on scheduling problem related to due date determination in job shops. This study has filled the gap created in the past studies by developing a dynamic model that incorporated the exogenous factors for accurate determination of due dates for varying jobs complexity. Real data from six job shops selected from the different part of Nigeria, were used to test the efficacy of the model, and the outcomes were analyzed statistically. The results of the analyzes showed that the model is more promising in determining accurate due dates than the traditional models deployed by many job shops in terms of patronage and lead times minimization.

Keywords: Customer Satisfaction, dynamic model, improved performance, due dates prediction, exogenous factors, job shops

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9 Lumped Parameter Models for Numerical Simulation of The Dynamic Response of Hoisting Appliances

Authors: Giovanni Incerti, Candida Petrogalli, Luigi Solazzi


This paper describes three lumped parameters models for the study of the dynamic behaviour of a boom crane. The models proposed here allow evaluating the fluctuations of the load arising from the rope and structure elasticity and from the type of the motion command imposed by the winch. A calculation software was developed in order to determine the actual acceleration of the lifted mass and the dynamic overload during the lifting phase. Some application examples are presented, with the aim of showing the correlation between the magnitude of the stress and the type of the employed motion command.

Keywords: Vibration, dynamic model, crane, overloading condition

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8 Dynamic Modeling of Wind Farms in the Jeju Power System

Authors: Soon-Ryul Nam, Dae-Hee Son, Sang-Hee Kang


In this paper, we develop a dynamic modeling of wind farms in the Jeju power system. The dynamic model of wind farms is developed to study their dynamic effects on the Jeju power system. PSS/E is used to develop the dynamic model of a wind farm composed of 1.5-MW doubly fed induction generators. The output of a wind farm is regulated based on pitch angle control, in which the two controllable parameters are speed and power references. The simulation results confirm that the pitch angle is successfully controlled, regardless of the variation in wind speed and output regulation.

Keywords: Wind Farm, dynamic model, Jeju power system, online limitation, pitch angle control

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7 Housing Price Dynamics: Comparative Study of 1980-1999 and the New Millenium

Authors: Janne Engblom, Elias Oikarinen


The understanding of housing price dynamics is of importance to a great number of agents: to portfolio investors, banks, real estate brokers and construction companies as well as to policy makers and households. A panel dataset is one that follows a given sample of individuals over time, and thus provides multiple observations on each individual in the sample. Panel data models include a variety of fixed and random effects models which form a wide range of linear models. A special case of panel data models is dynamic in nature. A complication regarding a dynamic panel data model that includes the lagged dependent variable is endogeneity bias of estimates. Several approaches have been developed to account for this problem. In this paper, the panel models were estimated using the Common Correlated Effects estimator (CCE) of dynamic panel data which also accounts for cross-sectional dependence which is caused by common structures of the economy. In presence of cross-sectional dependence standard OLS gives biased estimates. In this study, U.S housing price dynamics were examined empirically using the dynamic CCE estimator with first-difference of housing price as the dependent and first-differences of per capita income, interest rate, housing stock and lagged price together with deviation of housing prices from their long-run equilibrium level as independents. These deviations were also estimated from the data. The aim of the analysis was to provide estimates with comparisons of estimates between 1980-1999 and 2000-2012. Based on data of 50 U.S cities over 1980-2012 differences of short-run housing price dynamics estimates were mostly significant when two time periods were compared. Significance tests of differences were provided by the model containing interaction terms of independents and time dummy variable. Residual analysis showed very low cross-sectional correlation of the model residuals compared with the standard OLS approach. This means a good fit of CCE estimator model. Estimates of the dynamic panel data model were in line with the theory of housing price dynamics. Results also suggest that dynamics of a housing market is evolving over time.

Keywords: panel data, dynamic model, cross-sectional dependence, interaction model

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6 Frictional Effects on the Dynamics of a Truncated Double-Cone Gravitational Motor

Authors: Barenten Suciu


In this work, effects of the friction and truncation on the dynamics of a double-cone gravitational motor, self-propelled on a straight V-shaped horizontal rail, are evaluated. Such mechanism has a variable radius of contact, and, on one hand, it is similar to a pulley mechanism that changes the potential energy into the kinetic energy of rotation, but on the other hand, it is similar to a pendulum mechanism that converts the potential energy of the suspended body into the kinetic energy of translation along a circular path. Movies of the self- propelled double-cones, made of S45C carbon steel and wood, along rails made of aluminum alloy, were shot for various opening angles of the rails. Kinematical features of the double-cones were estimated through the slow-motion processing of the recorded movies. Then, a kinematical model is derived under assumption that the distance traveled by the contact points on the rectilinear rails is identical with the distance traveled by the contact points on the truncated conical surface. Additionally, a dynamic model, for this particular contact problem, was proposed and validated against the experimental results. Based on such model, the traction force and the traction torque acting on the double-cone are identified. One proved that the rolling traction force is always smaller than the sliding friction force; i.e., the double-cone is rolling without slipping. Results obtained in this work can be used to achieve the proper design of such gravitational motor.

Keywords: friction, dynamic model, Truncated double-cone, rolling and sliding, gravitational motor

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5 Construction of a Dynamic Model of Cerebral Blood Circulation for Future Integrated Control of Brain State

Authors: Tomohiko Utsuki


Currently, brain resuscitation becomes increasingly important due to revising various clinical guidelines pertinent to emergency care. In brain resuscitation, the control of brain temperature (BT), intracranial pressure (ICP), and cerebral blood flow (CBF) is required for stabilizing physiological state of brain, and is described as the essential treatment points in many guidelines of disorder and/or disease such as brain injury, stroke, and encephalopathy. Thus, an integrated control system of BT, ICP, and CBF will greatly contribute to alleviating the burden on medical staff and improving treatment effect in brain resuscitation. In order to develop such a control system, models related to BT, ICP, and CBF are required for control simulation, because trial and error experiments using patients are not ethically allowed. A static model of cerebral blood circulation from intracranial arteries and vertebral artery to jugular veins has already constructed and verified. However, it is impossible to represent the pooling of blood in blood vessels, which is one cause of cerebral hypertension in this model. And, it is also impossible to represent the pulsing motion of blood vessels caused by blood pressure change which can have an affect on the change of cerebral tissue pressure. Thus, a dynamic model of cerebral blood circulation is constructed in consideration of the elasticity of the blood vessel and the inertia of the blood vessel wall. The constructed dynamic model was numerically analyzed using the normal data, in which each arterial blood flow in cerebral blood circulation, the distribution of blood pressure in the Circle of Willis, and the change of blood pressure along blood flow were calculated for verifying against physiological knowledge. As the result, because each calculated numerical value falling within the generally known normal range, this model has no problem in representing at least the normal physiological state of the brain. It is the next task to verify the accuracy of the present model in the case of disease or disorder. Currently, the construction of a migration model of extracellular fluid and a model of heat transfer in cerebral tissue are in progress for making them parts of an integrated model of brain physiological state, which is necessary for developing an future integrated control system of BT, ICP and CBF. The present model is applicable to constructing the integrated model representing at least the normal condition of brain physiological state by uniting with such models.

Keywords: Automatic Control, dynamic model, cerebral blood circulation, brain resuscitation

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4 Construction of a Dynamic Migration Model of Extracellular Fluid in Brain for Future Integrated Control of Brain State

Authors: Tomohiko Utsuki, Kyoka Sato


In emergency medicine, it is recognized that brain resuscitation is very important for the reduction of mortality rate and neurological sequelae. Especially, the control of brain temperature (BT), intracranial pressure (ICP), and cerebral blood flow (CBF) are most required for stabilizing brain’s physiological state in the treatment for such as brain injury, stroke, and encephalopathy. However, the manual control of BT, ICP, and CBF frequently requires the decision and operation of medical staff, relevant to medication and the setting of therapeutic apparatus. Thus, the integration and the automation of the control of those is very effective for not only improving therapeutic effect but also reducing staff burden and medical cost. For realizing such integration and automation, a mathematical model of brain physiological state is necessary as the controlled object in simulations, because the performance test of a prototype of the control system using patients is not ethically allowed. A model of cerebral blood circulation has already been constructed, which is the most basic part of brain physiological state. Also, a migration model of extracellular fluid in brain has been constructed, however the condition that the total volume of intracranial cavity is almost changeless due to the hardness of cranial bone has not been considered in that model. Therefore, in this research, the dynamic migration model of extracellular fluid in brain was constructed on the consideration of the changelessness of intracranial cavity’s total volume. This model is connectable to the cerebral blood circulation model. The constructed model consists of fourteen compartments, twelve of which corresponds to perfused area of bilateral anterior, middle and posterior cerebral arteries, the others corresponds to cerebral ventricles and subarachnoid space. This model enable to calculate the migration of tissue fluid from capillaries to gray matter and white matter, the flow of tissue fluid between compartments, the production and absorption of cerebrospinal fluid at choroid plexus and arachnoid granulation, and the production of metabolic water. Further, the volume, the colloid concentration, and the tissue pressure of/in each compartment are also calculable by solving 40-dimensional non-linear simultaneous differential equations. In this research, the obtained model was analyzed for its validation under the four condition of a normal adult, an adult with higher cerebral capillary pressure, an adult with lower cerebral capillary pressure, and an adult with lower colloid concentration in cerebral capillary. In the result, calculated fluid flow, tissue volume, colloid concentration, and tissue pressure were all converged to suitable value for the set condition within 60 minutes at a maximum. Also, because these results were not conflict with prior knowledge, it is certain that the model can enough represent physiological state of brain under such limited conditions at least. One of next challenges is to integrate this model and the already constructed cerebral blood circulation model. This modification enable to simulate CBF and ICP more precisely due to calculating the effect of blood pressure change to extracellular fluid migration and that of ICP change to CBF.

Keywords: Automatic Control, dynamic model, brain resuscitation, cerebral extracellular migration

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3 Design and Biomechanical Analysis of a Transtibial Prosthesis for Cyclists of the Colombian Team Paralympic

Authors: Jhonnatan Eduardo Zamudio Palacios, Oscar Leonardo Mosquera Dussan, Daniel Guzman Perez, Daniel Alfonso Botero Rosas, Oscar Fabian Rubiano Espinosa, Jose Antonio Garcia Torres, Ivan Dario Chavarro, Ivan Ramiro Rodriguez Camacho, Jaime Orlando Rodriguez


The training of cilsitas with some type of disability finds in the technological development an indispensable ally, generating every day advances to contribute to the quality of life allowing to maximize the capacities of the athletes. The performance of a cyclist depends on physiological and biomechanical factors, such as aerodynamic profile, bicycle measurements, connecting rod length, pedaling systems, type of competition, among others. This study particularly focuses on the description of the dynamic model of a transtibial prosthesis for Paralympic cyclists. To make the model, two points are chosen: in the radius centers of rotation of the plate and pinion of the track bicycle. The parametric scheme of the track bike represents a model of 6 degrees of freedom due to the displacement in X - Y of each of the reference points of the angles of the curve profile β, cant of the velodrome α and the angle of rotation of the connecting rod φ. The force exerted on the crank of the bicycle varies according to the angles of the curve profile β, the velodrome cant of α and the angle of rotation of the crank φ. The behavior is analyzed through the Matlab R2015a software. The average strength that a cyclist exerts on the cranks of a bicycle is 1,607.1 N, the Paralympic cyclist must perform a force on each crank about 803.6 N. Once the maximum force associated with the movement has been determined, it is continued to the dynamic modeling of the transtibial prosthesis that represents a model of 6 degrees of freedom with displacement in X - Y in relation to the angles of rotation of the hip π, knee γ and ankle λ. Subsequently, an analysis of the kinematic behavior of the prosthesis was carried out by means of SolidWorks 2017 and Matlab R2015a, which was used to model and analyze the variation of the hip angles π, knee γ and ankle of the λ prosthesis. The reaction forces generated in the prosthesis were performed on the ankle of the prosthesis, performing the summation of forces on the X and Y axes. The same analysis was then applied to the tibia of the prosthesis and the socket. The reaction force of the parts of the prosthesis varies according to the hip angles π, knee γ and ankle of the prosthesis λ. Therefore, it can be deduced that the maximum forces experienced by the ankle of the prosthesis is 933.6 N on the X axis and 2.160.5 N on the Y axis. Finally, it is calculated that the maximum forces experienced by the tibia and the socket of the transtibial prosthesis in high performance competitions is 3.266 N on the X axis and 1.357 N on the Y axis. In conclusion, it can be said that the performance of the cyclist depends on several physiological factors, linked to biomechanics of training. The influence of biomechanical factors such as aerodynamics, bicycle measurements, connecting rod length, or non-circular pedaling systems on the cyclist performance.

Keywords: Biomechanics, dynamic model, transtibial prosthesis, paralympic cyclist

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2 A Dynamic Approach for Evaluating the Climate Change Risks on Building Performance

Authors: X. Lu, T. Lu, S. Javadi


A simple dynamic approach is presented for analyzing thermal and moisture dynamics of buildings, which is of particular relevance to understanding climate change impacts on buildings, including assessment of risks and applications of resilience strategies. With the goal to demonstrate the proposed modeling methodology, to verify the model, and to show that wooden materials provide a mechanism that can facilitate the reduction of moisture risks and be more resilient to global warming, a wooden church equipped with high precision measurement systems was taken as a test building for full-scale time-series measurements. Sensitivity analyses indicate a high degree of accuracy in the model prediction regarding the indoor environment. The model is then applied to a future projection of climate indoors aiming to identify significant environmental factors, the changing temperature and humidity, and effective response to the climate change impacts. The paper suggests that wooden building materials offer an effective and resilient response to anticipated future climate changes.

Keywords: Buildings, forecast, dynamic model, climate change impact, wooden structure

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1 Augmented ADRC for Trajectory Tracking of a Novel Hydraulic Spherical Motion Mechanism

Authors: Liang Wang, Bin Bian


A hydraulic spherical motion mechanism (HSMM) is proposed. Unlike traditional systems using serial or parallel mechanisms for multi-DOF rotations, the HSMM is capable of implementing continuous 2-DOF rotational motions in a single joint without the intermediate transmission mechanisms. It has some advantages of compact structure, low inertia and high stiffness. However, as HSMM is a nonlinear and multivariable system, it is very complicate to realize accuracy control. Therefore, an augmented active disturbance rejection controller (ADRC) is proposed in this paper. Compared with the traditional PD control method, three compensation items, i.e., dynamics compensation term, disturbance compensation term and nonlinear error elimination term, are added into the proposed algorithm to improve the control performance. The ADRC algorithm aims at offsetting the effects of external disturbance and realizing accurate control. Euler angles are applied to describe the orientation of rotor. Lagrange equations are utilized to establish the dynamic model of the HSMM. The stability of this algorithm is validated with detailed derivation. Simulation model is formulated in Matlab/Simulink. The results show that the proposed control algorithm has better competence of trajectory tracking in the presence of uncertainties.

Keywords: trajectory tracking, active disturbance rejection control, dynamic model, hydraulic spherical motion mechanism

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