Search results for: sequential dependence model
17327 Dynamic Stability of Axially Moving Viscoelastic Plates under Nonuniform in-Plane Edge Excitations
Authors: T. H. Young, S. J. Huang, Y. S. Chiu
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This paper investigates the parametric stability of an axially moving web subjected to nonuniform in-plane edge excitations on two opposite, simply-supported edges. The web is modeled as a viscoelastic plate whose constitutive relation obeys the Kelvin-Voigt model, and the in-plane edge excitations are expressed as the sum of a static tension and a periodical perturbation. Due to the in-plane edge excitations, the moving plate may bring about parametric instability under certain situations. First, the in-plane stresses of the plate due to the nonuniform edge excitations are determined by solving the in-plane forced vibration problem. Then, the dependence on the spatial coordinates in the equation of transverse motion is eliminated by the generalized Galerkin method, which results in a set of discretized system equations in time. Finally, the method of multiple scales is utilized to solve the set of system equations analytically if the periodical perturbation of the in-plane edge excitations is much smaller as compared with the static tension of the plate, from which the stability boundaries of the moving plate are obtained. Numerical results reveal that only combination resonances of the summed-type appear under the in-plane edge excitations considered in this work.Keywords: axially moving viscoelastic plate, in-plane periodic excitation, nonuniformly distributed edge tension, dynamic stability
Procedia PDF Downloads 32217326 Development of an Analytical Model for a Synchronous Permanent Magnet Generator
Authors: T. Sahbani, M. Bouteraa, R. Wamkeue
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Wind Turbine are considered to be one of the more efficient system of energy production nowadays, a reason that leads the main industrial companies in wind turbine construction and researchers in over the world to look for better performance and one of the ways for that is the use of the synchronous permanent magnet generator. In this context, this work is about developing an analytical model that could simulate different situation in which the synchronous generator may go through, and of course this model match perfectly with the numerical and experimental model.Keywords: MATLAB, synchronous permanent magnet generator, wind turbine, analytical model
Procedia PDF Downloads 55017325 Forecasting Materials Demand from Multi-Source Ordering
Authors: Hui Hsin Huang
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The downstream manufactures will order their materials from different upstream suppliers to maintain a certain level of the demand. This paper proposes a bivariate model to portray this phenomenon of material demand. We use empirical data to estimate the parameters of model and evaluate the RMSD of model calibration. The results show that the model has better fitness.Keywords: recency, ordering time, materials demand quantity, multi-source ordering
Procedia PDF Downloads 53617324 Survival Analysis Based Delivery Time Estimates for Display FAB
Authors: Paul Han, Jun-Geol Baek
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In the flat panel display industry, the scheduler and dispatching system to meet production target quantities and the deadline of production are the major production management system which controls each facility production order and distribution of WIP (Work in Process). In dispatching system, delivery time is a key factor for the time when a lot can be supplied to the facility. In this paper, we use survival analysis methods to identify main factors and a forecasting model of delivery time. Of survival analysis techniques to select important explanatory variables, the cox proportional hazard model is used to. To make a prediction model, the Accelerated Failure Time (AFT) model was used. Performance comparisons were conducted with two other models, which are the technical statistics model based on transfer history and the linear regression model using same explanatory variables with AFT model. As a result, the Mean Square Error (MSE) criteria, the AFT model decreased by 33.8% compared to the existing prediction model, decreased by 5.3% compared to the linear regression model. This survival analysis approach is applicable to implementing a delivery time estimator in display manufacturing. And it can contribute to improve the productivity and reliability of production management system.Keywords: delivery time, survival analysis, Cox PH model, accelerated failure time model
Procedia PDF Downloads 54417323 A Platform to Analyze Controllers for Solar Hot Water Systems
Authors: Aziz Ahmad, Guillermo Ramirez-Prado
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Governments around the world encourage the use of solar water heating in residential houses due to the low maintenance requirements and efficiency of the solar collector water heating systems. The aim of this work is to study a domestic solar water heating system in a residential building to develop a model of the entire solar water heating system including flat-plate solar collector and storage tank. The proposed model is adaptable to any households and location. The model can be used to test different types of controllers and can provide efficiency as well as economic analysis. The proposed model is based on the heat and mass transfer equations along with assumptions applied in the model which can be modified for a variety of different solar water heating systems and sizes. Simulation results of the model were compared with the actual system which shows similar trends.Keywords: solar thermal systems, solar water heating, solar collector model, hot water tank model, solar controllers
Procedia PDF Downloads 27217322 A Controlled Mathematical Model for Population Dynamics in an Infested Honeybees Colonies
Authors: Chakib Jerry, Mounir Jerry
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In this paper, a mathematical model of infested honey bees colonies is formulated in order to investigate Colony Collapse Disorder in a honeybee colony. CCD, as it is known, is a major problem on honeybee farms because of the massive decline in colony numbers. We introduce to the model a control variable which represents forager protection. We study the controlled model to derive conditions under which the bee colony can fight off epidemic. Secondly we study the problem of minimizing prevention cost under model’s dynamics constraints.Keywords: honey bee, disease transmission model, disease control honeybees, optimal control
Procedia PDF Downloads 42717321 Acoustic Emission for Tool-Chip Interface Monitoring during Orthogonal Cutting
Authors: D. O. Ramadan, R. S. Dwyer-Joyce
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The measurement of the interface conditions in a cutting tool contact is essential information for performance monitoring and control. This interface provides the path for the heat flux to the cutting tool. This elevate in the cutting tool temperature leads to motivate the mechanism of tool wear, thus affect the life of the cutting tool and the productivity. This zone is representative by the tool-chip interface. Therefore, understanding and monitoring this interface is considered an important issue in machining. In this paper, an acoustic emission (AE) technique was used to find the correlation between AE parameters and the tool-chip interface. For this reason, a response surface design (RSD) has been used to analyse and optimize the machining parameters. The experiment design was based on the face centered, central composite design (CCD) in the Minitab environment. According to this design, a series of orthogonal cutting experiments for different cutting conditions were conducted on a Triumph 2500 lathe machine to study the sensitivity of the acoustic emission (AE) signal to change in tool-chip contact length. The cutting parameters investigated were the cutting speed, depth of cut, and feed and the experiments were performed for 6082-T6 aluminium tube. All the orthogonal cutting experiments were conducted unlubricated. The tool-chip contact area was investigated using a scanning electron microscope (SEM). The results obtained in this paper indicate that there is a strong dependence of the root mean square (RMS) on the cutting speed, where the RMS increases with increasing the cutting speed. A dependence on the tool-chip contact length has been also observed. However there was no effect observed of changing the cutting depth and feed on the RMS. These dependencies have been clarified in terms of the strain and temperature in the primary and secondary shear zones, also the tool-chip sticking and sliding phenomenon and the effect of these mechanical variables on dislocation activity at high strain rates. In conclusion, the acoustic emission technique has the potential to monitor in situ the tool-chip interface in turning and consequently could indicate the approaching end of life of a cutting tool.Keywords: Acoustic emission, tool-chip interface, orthogonal cutting, monitoring
Procedia PDF Downloads 48817320 Hospital 4.0 Maturity Assessment Model Development: Case of Moroccan Public Hospitals
Authors: T. Benazzouz, K. Auhmani
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This paper presents a Hospital 4.0 Maturity Assessment Model based on the Industry 4.0 concepts. The self-assessment model defines current and target states of digital transformation by considering multiple aspects of a hospital and a healthcare supply chain. The developed model was validated and evaluated on real-life cases. The resulting model consisted of 5 domains: Technology, Strategy 4.0, Human resources 4.0 & Culture 4.0, Supply chain 4.0 management, and Patient journeys management. Each domain is further divided into several sub-domains, totally 34 sub-domains are identified, that reflect different facets of a hospital 4.0 mature organization.Keywords: hospital 4.0, Industry 4.0, maturity assessment model, supply chain 4.0, patient
Procedia PDF Downloads 9417319 A Framework for Incorporating Non-Linear Degradation of Conductive Adhesive in Environmental Testing
Authors: Kedar Hardikar, Joe Varghese
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Conductive adhesives have found wide-ranging applications in electronics industry ranging from fixing a defective conductor on printed circuit board (PCB) attaching an electronic component in an assembly to protecting electronics components by the formation of “Faraday Cage.” The reliability requirements for the conductive adhesive vary widely depending on the application and expected product lifetime. While the conductive adhesive is required to maintain the structural integrity, the electrical performance of the associated sub-assembly can be affected by the degradation of conductive adhesive. The degradation of the adhesive is dependent upon the highly varied use case. The conventional approach to assess the reliability of the sub-assembly involves subjecting it to the standard environmental test conditions such as high-temperature high humidity, thermal cycling, high-temperature exposure to name a few. In order to enable projection of test data and observed failures to predict field performance, systematic development of an acceleration factor between the test conditions and field conditions is crucial. Common acceleration factor models such as Arrhenius model are based on rate kinetics and typically rely on an assumption of linear degradation in time for a given condition and test duration. The application of interest in this work involves conductive adhesive used in an electronic circuit of a capacitive sensor. The degradation of conductive adhesive in high temperature and humidity environment is quantified by the capacitance values. Under such conditions, the use of established models such as Hallberg-Peck model or Eyring Model to predict time to failure in the field typically relies on linear degradation rate. In this particular case, it is seen that the degradation is nonlinear in time and exhibits a square root t dependence. It is also shown that for the mechanism of interest, the presence of moisture is essential, and the dominant mechanism driving the degradation is the diffusion of moisture. In this work, a framework is developed to incorporate nonlinear degradation of the conductive adhesive for the development of an acceleration factor. This method can be extended to applications where nonlinearity in degradation rate can be adequately characterized in tests. It is shown that depending on the expected product lifetime, the use of conventional linear degradation approach can overestimate or underestimate the field performance. This work provides guidelines for suitability of linear degradation approximation for such varied applicationsKeywords: conductive adhesives, nonlinear degradation, physics of failure, acceleration factor model.
Procedia PDF Downloads 13517318 Numerical Simulations of the Transition Flow of Model Propellers for Predicting Open Water Performance
Authors: Huilan Yao, Huaixin Zhang
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Simulations of the transition flow of model propellers are important for predicting hydrodynamic performance and studying scale effects. In this paper, the transition flow of a model propeller under different loadings are simulated using a transition model provided by STAR-CCM+, and the influence of turbulence intensity (TI) on the transition, especially friction and pressure components of propeller performance, was studied. Before that, the transition model was applied to simulate the transition flow of a flat plate and an airfoil. Predicted transitions agree well with experimental results. Then, the transition model was applied for propeller simulations in open water, and the influence of TI was studied. Under the heavy and moderate loadings, thrust and torque of the propeller predicted by the transition model (different TI) and two turbulence models are very close and agree well with measurements. However, under the light loading, only the transition model with low TI predicts the most accurate results. Above all, the friction components of propeller performance predicted by the transition model with different TI have obvious difference.Keywords: transition flow, model propellers, hydrodynamic performance, numerical simulation
Procedia PDF Downloads 26317317 Strategic Model of Implementing E-Learning Using Funnel Model
Authors: Mohamed Jama Madar, Oso Wilis
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E-learning is the application of information technology in the teaching and learning process. This paper presents the Funnel model as a solution for the problems of implementation of e-learning in tertiary education institutions. While existing models such as TAM, theory-based e-learning and pedagogical model have been used over time, they have generally been found to be inadequate because of their tendencies to treat materials development, instructional design, technology, delivery and governance as separate and isolated entities. Yet it is matching components that bring framework of e-learning strategic implementation. The Funnel model enhances all these into one and applies synchronously and asynchronously to e-learning implementation where the only difference is modalities. Such a model for e-learning implementation has been lacking. The proposed Funnel model avoids ad-ad-hoc approach which has made other systems unused or inefficient, and compromised educational quality. Therefore, the proposed Funnel model should help tertiary education institutions adopt and develop effective and efficient e-learning system which meets users’ requirements.Keywords: e-learning, pedagogical, technology, strategy
Procedia PDF Downloads 45317316 An Unified Model for Longshore Sediment Transport Rate Estimation
Authors: Aleksandra Dudkowska, Gabriela Gic-Grusza
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Wind wave-induced sediment transport is an important multidimensional and multiscale dynamic process affecting coastal seabed changes and coastline evolution. The knowledge about sediment transport rate is important to solve many environmental and geotechnical issues. There are many types of sediment transport models but none of them is widely accepted. It is bacause the process is not fully defined. Another problem is a lack of sufficient measurment data to verify proposed hypothesis. There are different types of models for longshore sediment transport (LST, which is discussed in this work) and cross-shore transport which is related to different time and space scales of the processes. There are models describing bed-load transport (discussed in this work), suspended and total sediment transport. LST models use among the others the information about (i) the flow velocity near the bottom, which in case of wave-currents interaction in coastal zone is a separate problem (ii) critical bed shear stress that strongly depends on the type of sediment and complicates in the case of heterogeneous sediment. Moreover, LST rate is strongly dependant on the local environmental conditions. To organize existing knowledge a series of sediment transport models intercomparisons was carried out as a part of the project “Development of a predictive model of morphodynamic changes in the coastal zone”. Four classical one-grid-point models were studied and intercompared over wide range of bottom shear stress conditions, corresponding with wind-waves conditions appropriate for coastal zone in polish marine areas. The set of models comprises classical theories that assume simplified influence of turbulence on the sediment transport (Du Boys, Meyer-Peter & Muller, Ribberink, Engelund & Hansen). It turned out that the values of estimated longshore instantaneous mass sediment transport are in general in agreement with earlier studies and measurements conducted in the area of interest. However, none of the formulas really stands out from the rest as being particularly suitable for the test location over the whole analyzed flow velocity range. Therefore, based on the models discussed a new unified formula for longshore sediment transport rate estimation is introduced, which constitutes the main original result of this study. Sediment transport rate is calculated based on the bed shear stress and critical bed shear stress. The dependence of environmental conditions is expressed by one coefficient (in a form of constant or function) thus the model presented can be quite easily adjusted to the local conditions. The discussion of the importance of each model parameter for specific velocity ranges is carried out. Moreover, it is shown that the value of near-bottom flow velocity is the main determinant of longshore bed-load in storm conditions. Thus, the accuracy of the results depends less on the sediment transport model itself and more on the appropriate modeling of the near-bottom velocities.Keywords: bedload transport, longshore sediment transport, sediment transport models, coastal zone
Procedia PDF Downloads 38717315 The Grand Unified Theory of Everything as a Generalization to the Standard Model Called as the General Standard Model
Authors: Amir Deljoo
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The endeavor to comprehend the existence have been the center of thought for human in form of different disciplines and now basically in physics as the theory of everything. Here, after a brief review of the basic frameworks of thought, and a history of thought since ancient up to present, a logical methodology is presented based on a core axiom after which a function, a proto-field and then a coordinates are explained. Afterwards a generalization to Standard Model is proposed as General Standard Model which is believed to be the base of the Unified Theory of Everything.Keywords: general relativity, grand unified theory, quantum mechanics, standard model, theory of everything
Procedia PDF Downloads 10117314 Sequential Mixed Methods Study to Examine the Potentiality of Blackboard-Based Collaborative Writing as a Solution Tool for Saudi Undergraduate EFL Students’ Writing Difficulties
Authors: Norah Alosayl
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English is considered the most important foreign language in the Kingdom of Saudi Arabia (KSA) because of the usefulness of English as a global language compared to Arabic. As students’ desire to improve their English language skills has grown, English writing has been identified as the most difficult problem for Saudi students in their language learning. Although the English language in Saudi Arabia is taught beginning in the seventh grade, many students have problems at the university level, especially in writing, due to a gap between what is taught in secondary and high schools and university expectations- pupils generally study English at school, based on one book with few exercises in vocabulary and grammar exercises, and there are no specific writing lessons. Moreover, from personal teaching experience at King Saud bin Abdulaziz University, students face real problems with their writing. This paper revolves around the blackboard-based collaborative writing to help the undergraduate Saudi EFL students, in their first year enrolled in two sections of ENGL 101 in the first semester of 2021 at King Saud bin Abdulaziz University, practice the most difficult skill they found in their writing through a small group. Therefore, a sequential mixed methods design will be suited. The first phase of the study aims to highlight the most difficult skill experienced by students from an official writing exam that is evaluated by their teachers through an official rubric used in King Saud bin Abdulaziz University. In the second phase, this study will intend to investigate the benefits of social interaction on the process of learning writing. Students will be provided with five collaborative writing tasks via discussion feature on Blackboard to practice a skill that they found difficult in writing. the tasks will be formed based on social constructivist theory and pedagogic frameworks. The interaction will take place between peers and their teachers. The frequencies of students’ participation and the quality of their interaction will be observed through manual counting, screenshotting. This will help the researcher understand how students actively work on the task through the amount of their participation and will also distinguish the type of interaction (on task, about task, or off-task). Semi-structured interviews will be conducted with students to understand their perceptions about the blackboard-based collaborative writing tasks, and questionnaires will be distributed to identify students’ attitudes with the tasks.Keywords: writing difficulties, blackboard-based collaborative writing, process of learning writing, interaction, participations
Procedia PDF Downloads 19317313 Induced Thermo-Osmotic Convection for Heat and Mass Transfer
Authors: Francisco J. Arias
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Consideration is given to a mechanism of heat and mass transport in solutions similar than that of natural convection but with one important difference. Here the mechanism is not promoted by density differences in the fluid occurring due to temperature gradients (coefficient of thermal expansion) but rather by solubility differences due to the thermal dependence of the solubility (coefficient of thermal solubility). Utilizing a simplified physical model, it is shown that by the proper choice of the concentration of a given solution, convection might be induced by the alternating precipitation of the solute -when the solution becomes supersaturated, and its posterior recombination when changes in temperature occurs. The spontaneous change in the Gibbs free energy during the mixing is the driven force for the mechanism. The maximum extractable energy from this new type of thermal convection was derived. Experimental data from a closed-loop circuit was obtained demonstrating the feasibility for continuous separation and recombination of the solution. This type of heat and mass transport -which doesn’t depend on gravity, might potentially be interesting for heat and mass transport downwards (as in solar-roof collectors to inside homes), horizontal (e.g., microelectronic applications), and in microgravity (space technology). Also, because the coefficient of thermal solubility could be positive or negative, the investigated thermo-osmosis convection can be used either for heating or cooling.Keywords: natural convection, thermal gradient, solubility, osmotic pressure
Procedia PDF Downloads 29517312 Hand Gesture Recognition for Sign Language: A New Higher Order Fuzzy HMM Approach
Authors: Saad M. Darwish, Magda M. Madbouly, Murad B. Khorsheed
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Sign Languages (SL) are the most accomplished forms of gestural communication. Therefore, their automatic analysis is a real challenge, which is interestingly implied to their lexical and syntactic organization levels. Hidden Markov models (HMM’s) have been used prominently and successfully in speech recognition and, more recently, in handwriting recognition. Consequently, they seem ideal for visual recognition of complex, structured hand gestures such as are found in sign language. In this paper, several results concerning static hand gesture recognition using an algorithm based on Type-2 Fuzzy HMM (T2FHMM) are presented. The features used as observables in the training as well as in the recognition phases are based on Singular Value Decomposition (SVD). SVD is an extension of Eigen decomposition to suit non-square matrices to reduce multi attribute hand gesture data to feature vectors. SVD optimally exposes the geometric structure of a matrix. In our approach, we replace the basic HMM arithmetic operators by some adequate Type-2 fuzzy operators that permits us to relax the additive constraint of probability measures. Therefore, T2FHMMs are able to handle both random and fuzzy uncertainties existing universally in the sequential data. Experimental results show that T2FHMMs can effectively handle noise and dialect uncertainties in hand signals besides a better classification performance than the classical HMMs. The recognition rate of the proposed system is 100% for uniform hand images and 86.21% for cluttered hand images.Keywords: hand gesture recognition, hand detection, type-2 fuzzy logic, hidden Markov Model
Procedia PDF Downloads 46317311 Definition of a Computing Independent Model and Rules for Transformation Focused on the Model-View-Controller Architecture
Authors: Vanessa Matias Leite, Jandira Guenka Palma, Flávio Henrique de Oliveira
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This paper presents a model-oriented development approach to software development in the Model-View-Controller (MVC) architectural standard. This approach aims to expose a process of extractions of information from the models, in which through rules and syntax defined in this work, assists in the design of the initial model and its future conversions. The proposed paper presents a syntax based on the natural language, according to the rules agreed in the classic grammar of the Portuguese language, added to the rules of conversions generating models that follow the norms of the Object Management Group (OMG) and the Meta-Object Facility MOF.Keywords: BNF Syntax, model driven architecture, model-view-controller, transformation, UML
Procedia PDF Downloads 39517310 1D Velocity Model for the Gobi-Altai Region from Local Earthquakes
Authors: Dolgormaa Munkhbaatar, Munkhsaikhan Adiya, Tseedulam Khuut
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We performed an inversion method to determine the 1D-velocity model with station corrections of the Gobi-Altai area in the southern part of Mongolia using earthquake data collected in the National Data Center during the last 10 years. In this study, the concept of the new 1D model has been employed to minimize the average RMS of a set of well-located earthquakes, recorded at permanent (between 2006 and 2016) and temporary seismic stations (between 2014 and 2016), compute solutions for the coupled hypocenter and 1D velocity model. We selected 4800 events with RMS less than 0.5 seconds and with a maximum GAP of 170 degrees and determined velocity structures. Also, we relocated all possible events located in the Gobi-Altai area using the new 1D velocity model and achieved constrained hypocentral determinations for events within this area. We concluded that the estimated new 1D velocity model is a relatively low range compared to the previous velocity model in a significant improvement intend to, and the quality of the information basis for future research center locations to determine the earthquake epicenter area with this new transmission model.Keywords: 1D velocity model, earthquake, relocation, Velest
Procedia PDF Downloads 16817309 The Volume–Volatility Relationship Conditional to Market Efficiency
Authors: Massimiliano Frezza, Sergio Bianchi, Augusto Pianese
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The relation between stock price volatility and trading volume represents a controversial issue which has received a remarkable attention over the past decades. In fact, an extensive literature shows a positive relation between price volatility and trading volume in the financial markets, but the causal relationship which originates such association is an open question, from both a theoretical and empirical point of view. In this regard, various models, which can be considered as complementary rather than competitive, have been introduced to explain this relationship. They include the long debated Mixture of Distributions Hypothesis (MDH); the Sequential Arrival of Information Hypothesis (SAIH); the Dispersion of Beliefs Hypothesis (DBH); the Noise Trader Hypothesis (NTH). In this work, we analyze whether stock market efficiency can explain the diversity of results achieved during the years. For this purpose, we propose an alternative measure of market efficiency, based on the pointwise regularity of a stochastic process, which is the Hurst–H¨older dynamic exponent. In particular, we model the stock market by means of the multifractional Brownian motion (mBm) that displays the property of a time-changing regularity. Mostly, such models have in common the fact that they locally behave as a fractional Brownian motion, in the sense that their local regularity at time t0 (measured by the local Hurst–H¨older exponent in a neighborhood of t0 equals the exponent of a fractional Brownian motion of parameter H(t0)). Assuming that the stock price follows an mBm, we introduce and theoretically justify the Hurst–H¨older dynamical exponent as a measure of market efficiency. This allows to measure, at any time t, markets’ departures from the martingale property, i.e. from efficiency as stated by the Efficient Market Hypothesis. This approach is applied to financial markets; using data for the SP500 index from 1978 to 2017, on the one hand we find that when efficiency is not accounted for, a positive contemporaneous relationship emerges and is stable over time. Conversely, it disappears as soon as efficiency is taken into account. In particular, this association is more pronounced during time frames of high volatility and tends to disappear when market becomes fully efficient.Keywords: volume–volatility relationship, efficient market hypothesis, martingale model, Hurst–Hölder exponent
Procedia PDF Downloads 7917308 An Elbow Biomechanical Model and Its Coefficients Adjustment
Authors: Jie Bai, Yongsheng Gao, Shengxin Wang, Jie Zhao
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Through the establishment of the elbow biomechanical model, it can provide theoretical guide for rehabilitation therapy on the upper limb of the human body. A biomechanical model of the elbow joint can be built by the connection of muscle force model and elbow dynamics. But there are many undetermined coefficients in the model like the optimal joint angle and optimal muscle force which are usually specified as the experimental parameters of other workers. Because of the individual differences, there is a certain deviation of the final result. To this end, the RMS value of the deviation between the actual angle and calculated angle is considered. A set of coefficients which lead to the minimum RMS value will be chosen to be the optimal parameters. The direct search method and the conjugacy search method are used to get the optimal parameters, thus the model can be more accurate and mode adaptability.Keywords: elbow biomechanical model, RMS, direct search, conjugacy search
Procedia PDF Downloads 55017307 Forecasting for Financial Stock Returns Using a Quantile Function Model
Authors: Yuzhi Cai
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In this paper, we introduce a newly developed quantile function model that can be used for estimating conditional distributions of financial returns and for obtaining multi-step ahead out-of-sample predictive distributions of financial returns. Since we forecast the whole conditional distributions, any predictive quantity of interest about the future financial returns can be obtained simply as a by-product of the method. We also show an application of the model to the daily closing prices of Dow Jones Industrial Average (DJIA) series over the period from 2 January 2004 - 8 October 2010. We obtained the predictive distributions up to 15 days ahead for the DJIA returns, which were further compared with the actually observed returns and those predicted from an AR-GARCH model. The results show that the new model can capture the main features of financial returns and provide a better fitted model together with improved mean forecasts compared with conventional methods. We hope this talk will help audience to see that this new model has the potential to be very useful in practice.Keywords: DJIA, financial returns, predictive distribution, quantile function model
Procedia PDF Downloads 36717306 Surveying Energy Dissipation in Stepped Spillway Using Finite Element Modeling
Authors: Mehdi Fuladipanah
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Stepped spillway includes several steps from the crest to the toe. The steps of stepped spillway could cause to decrease the energy with making energy distribution in the longitude mode and also to reduce the outcome speed. The aim of this study was to stimulate the stepped spillway combined with stilling basin-step using Fluent model and the turbulent superficial flow using RNG, K-ε. The free surface of the flow was monitored by VOF model. The velocity and the depth of the flow were measured by tail water depth by the numerical model and then the dissipated energy was calculated along the spillway. The results indicated that the stilling basin-step complex may cause energy dissipation increment in the stepped spillway. Also, the numerical model was suggested as an effective method to predict the circular and complicated flows in the stepped spillways.Keywords: stepped spillway, fluent model, VOF model, K-ε model, energy distribution
Procedia PDF Downloads 37217305 Analyzing the Impacts of Sustainable Tourism Development on Residents’ Well-Being Based on Stakeholder Perception: Evidence from a Coastal-Hinterland Region
Authors: Elham Falatoonitoosi, Vikki Schaffer, Don Kerr
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Over-development for tourism and its consequences on residents’ well-being turn into a critical issue in tourism destinations. Learning about undesirable impacts of tourism has led many people to seek more sustainable and responsible tourism. The main objective of this research is to understand how and to what extent sustainable tourism development enhances locals’ well-being regarding stakeholder perception. The research was conducted in a coastal-hinterland tourism region through two sequential phases. At the first phase, a unique set of 19 sustainable tourism indicators resulted from a triplex model was used to examine the sustainability effects on the main factors of residents’ well-being including equity and living condition, life satisfaction, health condition, and education quality. The triplex model including i) systematic literature search, ii) convergent interviewing, and iii) DEMATEL aimed to develop sustainability indicators, specify them for a particular destination, and identify the dominant sustainability issues acting as key predictors in sustainable development. At the second phase, a hierarchical multiple regression was used to examine the relationship between sustainable development and local residents’ well-being. A number of 167 participants from five different groups of stakeholders perceived the importance level of each sustainability indicators regarding well-being factors on 5-point Likert scale. Results from the first phase indicated that sustainability training, government support, tourism sociocultural effects, tourism revenue, and climate change are the top dominant sustainability issues in the regional sustainable development. Results from the second phase showed that sustainable development considerably improves the overall residents’ well-being and has positive relationships with all well-being factors except life satisfaction. It explains that it was difficult for stakeholders to recognize a link between sustainable development and their overall life satisfaction and happiness. Among well-being’s factors, health condition was influenced the most by sustainability indicators that indicate stakeholders believed sustainability development can promote public health, health sector performance, quality of drinking water, and sanitation. For the future research, it is highly recommended to analysis the effects of sustainable tourism development on the other features of a tourism destination’s well-being including residents sociocultural empowerment, local economic growth, and attractiveness of the destination.Keywords: residents' well-being, stakeholder perception, sustainability indicators, sustainable tourism
Procedia PDF Downloads 26617304 Monitoring Three-Dimensional Models of Tree and Forest by Using Digital Close-Range Photogrammetry
Authors: S. Y. Cicekli
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In this study, tree-dimensional model of tree was created by using terrestrial close range photogrammetry. For this close range photos were taken. Photomodeler Pro 5 software was used for camera calibration and create three-dimensional model of trees. In first test, three-dimensional model of a tree was created, in the second test three-dimensional model of three trees were created. This study aim is creating three-dimensional model of trees and indicate the use of close-range photogrammetry in forestry. At the end of the study, three-dimensional model of tree and three trees were created. This study showed that usability of close-range photogrammetry for monitoring tree and forests three-dimensional model.Keywords: close- range photogrammetry, forest, tree, three-dimensional model
Procedia PDF Downloads 38917303 A Mathematical-Based Formulation of EEG Fluctuations
Authors: Razi Khalafi
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Brain is the information processing center of the human body. Stimuli in form of information are transferred to the brain and then brain makes the decision on how to respond to them. In this research we propose a new partial differential equation which analyses the EEG signals and make a relationship between the incoming stimuli and the brain response to them. In order to test the proposed model, a set of external stimuli applied to the model and the model’s outputs were checked versus the real EEG data. The results show that this model can model the EEG signal well. The proposed model is useful not only for modeling of the EEG signal in case external stimuli but it can be used for the modeling of brain response in case of internal stimuli.Keywords: Brain, stimuli, partial differential equation, response, eeg signal
Procedia PDF Downloads 43417302 Performance and Availability Analysis of 2N Redundancy Models
Authors: Yutae Lee
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In this paper, we consider the performance and availability of a redundancy model. The redundancy model is a form of resilience that ensures service availability in the event of component failure. This paper considers a 2N redundancy model. In the model there are at most one active service unit and at most one standby service unit. The active one is providing the service while the standby is prepared to take over the active role when the active fails. We design our analysis model using Stochastic Reward Nets, and then evaluate the performance and availability of 2N redundancy model using Stochastic Petri Net Package (SPNP).Keywords: availability, performance, stochastic reward net, 2N redundancy
Procedia PDF Downloads 42117301 A Mathematical Equation to Calculate Stock Price of Different Growth Model
Authors: Weiping Liu
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This paper presents an equation to calculate stock prices of different growth model. This equation is mathematically derived by using discounted cash flow method. It has the advantages of being very easy to use and very accurate. It can still be used even when the first stage is lengthy. This equation is more generalized because it can be used for all the three popular stock price models. It can be programmed into financial calculator or electronic spreadsheets. In addition, it can be extended to a multistage model. It is more versatile and efficient than the traditional methods.Keywords: stock price, multistage model, different growth model, discounted cash flow method
Procedia PDF Downloads 40717300 Numerical Solutions of Fractional Order Epidemic Model
Authors: Sadia Arshad, Ayesha Sohail, Sana Javed, Khadija Maqbool, Salma Kanwal
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The dynamical study of the carriers play an essential role in the evolution and global transmission of infectious diseases and will be discussed in this study. To make this approach novel, we will consider the fractional order model which is generalization of integer order derivative to an arbitrary number. Since the integration involved is non local therefore this property of fractional operator is very useful to study epidemic model for infectious diseases. An extended numerical method (ODE solver) is implemented on the model equations and we will present the simulations of the model for different values of fractional order to study the effect of carriers on transmission dynamics. Global dynamics of fractional model are established by using the reproduction number.Keywords: Fractional differential equation, Numerical simulations, epidemic model, transmission dynamics
Procedia PDF Downloads 60217299 Creativity and Innovation in a Military Unit of South America: Decision Making Process, Socio-Emotional Climate, Shared Flow and Leadership
Authors: S. da Costa, D. Páez, E. Martínez, A. Torres, M. Beramendi, D. Hermosilla, M. Muratori
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This study examined the association between creative performance, organizational climate and leadership, affectivity, shared flow, and group decision making. The sample consisted of 315 cadets of a military academic unit of South America. Satisfaction with the decision-making process during a creative task was associated with the usefulness and effectiveness of the ideas generated by the teams with a weighted average correlation of r = .18. Organizational emotional climate, positive and innovation leadership were associated with this group decision-making process r = .25, with shared flow, r = .29 and with positive affect felt during the performance of the creative task, r = .12. In a sequential mediational analysis positive organizational leadership styles were significantly associated with decision-making process and trough cohesion with utility and efficacy of the solution of a creative task. Satisfactory decision-making was related to shared flow during the creative task at collective or group level, and positive affect with flow at individual level.This study examined the association between creative performance, organizational climate and leadership, affectivity, shared flow, and group decision making. The sample consisted of 315 cadets of a military academic unit of South America. Satisfaction with the decision-making process during a creative task was associated with the usefulness and effectiveness of the ideas generated by the teams with a weighted average correlation of r = .18. Organizational emotional climate, positive and innovation leadership were associated with this group decision-making process r = .25, with shared flow, r = .29 and with positive affect felt during the performance of the creative task, r = .12. In a sequential mediational analysis positive organizational leadership styles were significantly associated with decision-making process and trough cohesion with utility and efficacy of the solution of a creative task. Satisfactory decision-making was related to shared flow during the creative task at collective or group level, and positive affect with flow at individual level.Keywords: creativity, innovation, military, organization, teams
Procedia PDF Downloads 12317298 A Proposal for a Combustion Model Considering the Lewis Number and Its Evaluation
Authors: Fujio Akagi, Hiroaki Ito, Shin-Ichi Inage
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The aim of this study is to develop a combustion model that can be applied uniformly to laminar and turbulent premixed flames while considering the effect of the Lewis number (Le). The model considers the effect of Le on the transport equations of the reaction progress, which varies with the chemical species and temperature. The distribution of the reaction progress variable is approximated by a hyperbolic tangent function, while the other distribution of the reaction progress variable is estimated using the approximated distribution and transport equation of the reaction progress variable considering the Le. The validity of the model was evaluated under the conditions of propane with Le > 1 and methane with Le = 1 (equivalence ratios of 0.5 and 1). The estimated results were found to be in good agreement with those of previous studies under all conditions. A method of introducing a turbulence model into this model is also described. It was confirmed that conventional turbulence models can be expressed as an approximate theory of this model in a unified manner.Keywords: combustion model, laminar flame, Lewis number, turbulent flame
Procedia PDF Downloads 124