Search results for: generalized local homology modules
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 6463

Search results for: generalized local homology modules

6433 Analysis of Accurate Direct-Estimation of the Maximum Power Point and Thermal Characteristics of High Concentration Photovoltaic Modules

Authors: Yan-Wen Wang, Chu-Yang Chou, Jen-Cheng Wang, Min-Sheng Liao, Hsuan-Hsiang Hsu, Cheng-Ying Chou, Chen-Kang Huang, Kun-Chang Kuo, Joe-Air Jiang

Abstract:

Performance-related parameters of high concentration photovoltaic (HCPV) modules (e.g. current and voltage) are required when estimating the maximum power point using numerical and approximation methods. The maximum power point on the characteristic curve for a photovoltaic module varies when temperature or solar radiation is different. It is also difficult to estimate the output performance and maximum power point (MPP) due to the special characteristics of HCPV modules. Based on the p-n junction semiconductor theory, a brand new and simple method is presented in this study to directly evaluate the MPP of HCPV modules. The MPP of HCPV modules can be determined from an irradiated I-V characteristic curve, because there is a non-linear relationship between the temperature of a solar cell and solar radiation. Numerical simulations and field tests are conducted to examine the characteristics of HCPV modules during maximum output power tracking. The performance of the presented method is evaluated by examining the dependence of temperature and irradiation intensity on the MPP characteristics of HCPV modules. These results show that the presented method allows HCPV modules to achieve their maximum power and perform power tracking under various operation conditions. A 0.1% error is found between the estimated and the real maximum power point.

Keywords: energy performance, high concentrated photovoltaic, maximum power point, p-n junction semiconductor

Procedia PDF Downloads 553
6432 Classification of Tropical Semi-Modules

Authors: Wagneur Edouard

Abstract:

Tropical algebra is the algebra constructed over an idempotent semifield S. We show here that every m-dimensional tropical module M over S with strongly independent basis can be embedded into Sm, and provide an algebraic invariant -the Γ-matrix of M- which characterises the isomorphy class of M. The strong independence condition also yields a significant improvement to the Whitney embedding for tropical torsion modules published earlier We also show that the strong independence of the basis of M is equivalent to the unique representation of elements of M. Numerous examples illustrate our results.

Keywords: classification, idempotent semi-modules, strong independence, tropical algebra

Procedia PDF Downloads 353
6431 Durrmeyer Type Modification of q-Generalized Bernstein Operators

Authors: Ruchi, A. M. Acu, Purshottam N. Agrawal

Abstract:

The purpose of this paper to introduce the Durrmeyer type modification of q-generalized-Bernstein operators which include the Bernstein polynomials in the particular α = 0. We investigate the rate of convergence by means of the Lipschitz class and the Peetre’s K-functional. Also, we define the bivariate case of Durrmeyer type modification of q-generalized-Bernstein operators and study the degree of approximation with the aid of the partial modulus of continuity and the Peetre’s K-functional. Finally, we introduce the GBS (Generalized Boolean Sum) of the Durrmeyer type modification of q- generalized-Bernstein operators and investigate the approximation of the Bögel continuous and Bögel differentiable functions with the aid of the Lipschitz class and the mixed modulus of smoothness.

Keywords: Bögel continuous, Bögel differentiable, generalized Boolean sum, Peetre’s K-functional, Lipschitz class, mixed modulus of smoothness

Procedia PDF Downloads 190
6430 Spectral Clustering from the Discrepancy View and Generalized Quasirandomness

Authors: Marianna Bolla

Abstract:

The aim of this paper is to compare spectral, discrepancy, and degree properties of expanding graph sequences. As we can prove equivalences and implications between them and the definition of the generalized (multiclass) quasirandomness of Lovasz–Sos (2008), they can be regarded as generalized quasirandom properties akin to the equivalent quasirandom properties of the seminal Chung-Graham-Wilson paper (1989) in the one-class scenario. Since these properties are valid for deterministic graph sequences, irrespective of stochastic models, the partial implications also justify for low-dimensional embedding of large-scale graphs and for discrepancy minimizing spectral clustering.

Keywords: generalized random graphs, multiway discrepancy, normalized modularity spectra, spectral clustering

Procedia PDF Downloads 173
6429 Point Estimation for the Type II Generalized Logistic Distribution Based on Progressively Censored Data

Authors: Rana Rimawi, Ayman Baklizi

Abstract:

Skewed distributions are important models that are frequently used in applications. Generalized distributions form a class of skewed distributions and gain widespread use in applications because of their flexibility in data analysis. More specifically, the Generalized Logistic Distribution with its different types has received considerable attention recently. In this study, based on progressively type-II censored data, we will consider point estimation in type II Generalized Logistic Distribution (Type II GLD). We will develop several estimators for its unknown parameters, including maximum likelihood estimators (MLE), Bayes estimators and linear estimators (BLUE). The estimators will be compared using simulation based on the criteria of bias and Mean square error (MSE). An illustrative example of a real data set will be given.

Keywords: point estimation, type II generalized logistic distribution, progressive censoring, maximum likelihood estimation

Procedia PDF Downloads 176
6428 Non Commutative Lᵖ Spaces as Hilbert Modules

Authors: Salvatore Triolo

Abstract:

We discuss the possibility of extending the well-known Gelfand-Naimark-Segal representation to modules over a C*algebra. We focus our attention on the case of Hilbert modules. We consider, in particular, the problem of the existence of a faithful representation. Non-commutative Lᵖ-spaces are shown to constitute examples of a class of CQ*-algebras. Finally, we have shown that any semisimple proper CQ*-algebra (X, A#), with A# a W*-algebra can be represented as a CQ*-algebra of measurable operators in Segal’s sense.

Keywords: Gelfand-Naimark-Segal representation, CQ*-algebras, faithful representation, non-commutative Lᵖ-spaces, operator in Hilbert spaces

Procedia PDF Downloads 227
6427 An Extension of the Generalized Extreme Value Distribution

Authors: Serge Provost, Abdous Saboor

Abstract:

A q-analogue of the generalized extreme value distribution which includes the Gumbel distribution is introduced. The additional parameter q allows for increased modeling flexibility. The resulting distribution can have a finite, semi-infinite or infinite support. It can also produce several types of hazard rate functions. The model parameters are determined by making use of the method of maximum likelihood. It will be shown that it compares favourably to three related distributions in connection with the modeling of a certain hydrological data set.

Keywords: extreme value theory, generalized extreme value distribution, goodness-of-fit statistics, Gumbel distribution

Procedia PDF Downloads 320
6426 Interaction of Phytochemicals Present in Green Tea, Honey and Cinnamon to Human Melanocortin 4 Receptor

Authors: Chinmayee Choudhury

Abstract:

Human Melanocortin 4 Receptor (HMC4R) is one of the most potential drug targets for the treatment of obesity which controls the appetite. A deletion of the residues 88-92 in HMC4R is sometimes the cause of severe obesity in the humans. In this study, two homology models are constructed for the normal as well as mutated HMC4Rs and some phytochemicals present in Green Tea, Honey and Cinnamon have been docked to them to study their differential binding to the normal and mutated HMC4R as compared to the natural agonist α- MSH. Two homology models have been constructed for the normal as well as mutated HMC4Rs using the Modeller9v7. Some of the phytochemicals present in Green Tea, Honey, and Cinnamon, which have appetite suppressant activities are constructed, minimized and docked to these normal and mutated HMC4R models using ArgusLab 4.0.1. The mode of binding of the phytochemicals with the Normal and Mutated HMC4Rs have been compared. Further, the mode of binding of these phytochemicals with that of the natural agonist α- Melanocyte Stimulating Hormone(α-MSH) to both normal and mutated HMC4Rs have also been studied. It is observed that the phytochemicals Kaempherol, Epigallocatechin-3-gallate (EGCG) present in Green Tea and Honey, Isorhamnetin, Chlorogenic acid, Chrysin, Galangin, Pinocambrin present in Honey, Cinnamaldehyde, Cinnamyl acetate and Cinnamyl alcohol present in Cinnamon have capacity to form more stable complexes with the Mutated HMC4R as compared to α- MSH. So they may be potential agonists of HMC4R to suppress the appetite.

Keywords: HMC4R, α-MSH, docking, photochemical, appetite suppressant, homology modelling

Procedia PDF Downloads 172
6425 A Three-Dimensional TLM Simulation Method for Thermal Effect in PV-Solar Cells

Authors: R. Hocine, A. Boudjemai, A. Amrani, K. Belkacemi

Abstract:

Temperature rising is a negative factor in almost all systems. It could cause by self heating or ambient temperature. In solar photovoltaic cells this temperature rising affects on the behavior of cells. The ability of a PV module to withstand the effects of periodic hot-spot heating that occurs when cells are operated under reverse biased conditions is closely related to the properties of the cell semi-conductor material. In addition, the thermal effect also influences the estimation of the maximum power point (MPP) and electrical parameters for the PV modules, such as maximum output power, maximum conversion efficiency, internal efficiency, reliability, and lifetime. The cells junction temperature is a critical parameter that significantly affects the electrical characteristics of PV modules. For practical applications of PV modules, it is very important to accurately estimate the junction temperature of PV modules and analyze the thermal characteristics of the PV modules. Once the temperature variation is taken into account, we can then acquire a more accurate MPP for the PV modules, and the maximum utilization efficiency of the PV modules can also be further achieved. In this paper, the three-Dimensional Transmission Line Matrix (3D-TLM) method was used to map the surface temperature distribution of solar cells while in the reverse bias mode. It was observed that some cells exhibited an inhomogeneity of the surface temperature resulting in localized heating (hot-spot). This hot-spot heating causes irreversible destruction of the solar cell structure. Hot spots can have a deleterious impact on the total solar modules if individual solar cells are heated. So, the results show clearly that the solar cells are capable of self-generating considerable amounts of heat that should be dissipated very quickly to increase PV module's lifetime.

Keywords: thermal effect, conduction, heat dissipation, thermal conductivity, solar cell, PV module, nodes, 3D-TLM

Procedia PDF Downloads 370
6424 Forecasting Electricity Spot Price with Generalized Long Memory Modeling: Wavelet and Neural Network

Authors: Souhir Ben Amor, Heni Boubaker, Lotfi Belkacem

Abstract:

This aims of this paper is to forecast the electricity spot prices. First, we focus on modeling the conditional mean of the series so we adopt a generalized fractional -factor Gegenbauer process (k-factor GARMA). Secondly, the residual from the -factor GARMA model has used as a proxy for the conditional variance; these residuals were predicted using two different approaches. In the first approach, a local linear wavelet neural network model (LLWNN) has developed to predict the conditional variance using the Back Propagation learning algorithms. In the second approach, the Gegenbauer generalized autoregressive conditional heteroscedasticity process (G-GARCH) has adopted, and the parameters of the k-factor GARMA-G-GARCH model has estimated using the wavelet methodology based on the discrete wavelet packet transform (DWPT) approach. The empirical results have shown that the k-factor GARMA-G-GARCH model outperform the hybrid k-factor GARMA-LLWNN model, and find it is more appropriate for forecasts.

Keywords: electricity price, k-factor GARMA, LLWNN, G-GARCH, forecasting

Procedia PDF Downloads 209
6423 The World View of Tere Liye in Negeri Para Bedebah an Analysis of Genetic Structuralism Lucien Goldmann

Authors: Muhammad Fadli Muslimin

Abstract:

Negeri Para Bedebah is known as one of the works of Tere Liye, an Indonesia author. In the literary works, the fiction as always tries to reflect the reality of the society where the author or the social groups lived in. The essential or nature of society is generally a reality while literary work is fiction and both of them are social fact. Negeri Para Bedebah is a novel fiction which is a social fact and which holds an important role in reality. It is more likely as the representation of social, economy and politic aspects in Indonesia. The purpose of this study is to reveal the world view of Tere Liye throughout novel Negeri Para Bedebah. By analyzing the object using genetic structuralism Lucien Goldmann which chiefly focuses on world view, it is stated that the literary work is an structure and it has homology with the structure in society. The structure of literary work is not chiefly homolog to the structure of society but homolog to the world view which is growing and developing inside the society. The methodological research used in this paper is a dialectic method which focuses on the starting and ending points lied in the literary text by paying attention to the coherent meanings. The result of this study is that Tere Liye shows us his world view about the structure of the society where he is living in, but one is an imaginative form of the world and the homology to the reality itself.

Keywords: homology, literary work, society, structure, world view

Procedia PDF Downloads 488
6422 A Similarity/Dissimilarity Measure to Biological Sequence Alignment

Authors: Muhammad A. Khan, Waseem Shahzad

Abstract:

Analysis of protein sequences is carried out for the purpose to discover their structural and ancestry relationship. Sequence similarity determines similar protein structures, similar function, and homology detection. Biological sequences composed of amino acid residues or nucleotides provide significant information through sequence alignment. In this paper, we present a new similarity/dissimilarity measure to sequence alignment based on the primary structure of a protein. The approach finds the distance between the two given sequences using the novel sequence alignment algorithm and a mathematical model. The algorithm runs at a time complexity of O(n²). A distance matrix is generated to construct a phylogenetic tree of different species. The new similarity/dissimilarity measure outperforms other existing methods.

Keywords: alignment, distance, homology, mathematical model, phylogenetic tree

Procedia PDF Downloads 157
6421 Monitoring System for Electronic Procurement Systems

Authors: Abdulah Fajar

Abstract:

Electronic Procurement System has been implemented at government institution in Indonesia. This system has been developed centrally at Institution of National Procurement Policy (LKPP) and implemented autonomously at either local or national government institution. The lack of competency at many institution on Information Technology Management arise several major problems. The main concern of LKPP to local administrator is assured that the system is running normally and always be able to serve the needs of its users. Monitoring system has been identified as the one of solution to prevent the problems appeared. Monitoring system is developed using Simple Network Management Protocol (SNMP) and implemented at LKPP. There are two modules; Main Dashboard and Local Agent. Main Dashboard is intended for LKPP and Local Agent is intended to implement at local autonomous e-procurement system (LPSE). There are several resources that must be monitored such as computation, memory and network traffic. Agile paradigm is applied to this project to assure user and system requirement is met. The length of project is the one of reason why agile paradigm has been chosen. The system has been successfully delivered to LKPP.

Keywords: procurement system, SNMP, LKPP, LPSE

Procedia PDF Downloads 398
6420 Creation of Processes for a Safety Element Out of Context for an Actuator Circuit Control Module

Authors: Hassan Noun, Christian Urban-Seelmann, Mohamed Abdelfattah, Guillaume Zeller, Rajesh G., Iryna Mozgova, Roland Lachmayer

Abstract:

Several modules in automotive are usually modified and adapted for various project-specific applications. Due to a standardized safety concept, high reusability is accessible. A safety element out of context (SEooC) according to ISO 26262 can be a suitable approach. Based on the same safety concept and analysis, common modules can reach high usability. For developing according to a module out of context, an appropriate and detailed development approach is required. This paper shows how to derive these development processes for platform modules. Therefore, the detailed approach to the safety element out of context is derived. The aim is to create a detailed workflow for all phases of the development and integration of any kind of system modules. As an application example, an automotive project for an actuator control module is considered.

Keywords: functional safety, engineering processes, system engineering, electronic engineering

Procedia PDF Downloads 125
6419 Convergence of Generalized Jacobi, Gauss-Seidel and Successive Overrelaxation Methods for Various Classes of Matrices

Authors: Manideepa Saha, Jahnavi Chakrabarty

Abstract:

Generalized Jacobi (GJ) and Generalized Gauss-Seidel (GGS) methods are most effective than conventional Jacobi and Gauss-Seidel methods for solving linear system of equations. It is known that GJ and GGS methods converge for strictly diagonally dominant (SDD) and for M-matrices. In this paper, we study the convergence of GJ and GGS converge for symmetric positive definite (SPD) matrices, L-matrices and H-matrices. We introduce a generalization of successive overrelaxation (SOR) method for solving linear systems and discuss its convergence for the classes of SDD matrices, SPD matrices, M-matrices, L-matrices and for H-matrices. Advantages of generalized SOR method are established through numerical experiments over GJ, GGS, and SOR methods.

Keywords: convergence, Gauss-Seidel, iterative method, Jacobi, SOR

Procedia PDF Downloads 168
6418 Characterization of Probability Distributions through Conditional Expectation of Pair of Generalized Order Statistics

Authors: Zubdahe Noor, Haseeb Athar

Abstract:

In this article, first a relation for conditional expectation is developed and then is used to characterize a general class of distributions F(x) = 1-e^(-ah(x)) through conditional expectation of difference of pair of generalized order statistics. Some results are reduced for particular cases. In the end, a list of distributions is presented in the form of table that are compatible with the given general class.

Keywords: generalized order statistics, order statistics, record values, conditional expectation, characterization

Procedia PDF Downloads 442
6417 A Case of Generalized Anxiety Disorder (GAD)

Authors: Muhammad Zeeshan

Abstract:

This case study is about a 54 years man named Mr. U, referred to Capital Hospital, Islamabad, with the presenting complaints of Generalized Anxiety Disorder (GAD). Contrary to his complaints, the client reported psychological symptoms such as restlessness, low mood and fear of darkness and fear from closed places from the last 30 days. He also had a fear of death and his existence in the grave. His sleep was also disturbed due to excessive urination due to diabetes. He was also suffering from semantic symptoms such as headache, numbness of feet and pain in the chest and blockage of the nose. A complete history was taken and informal assessment (clinical interview and MSE) and formal testing (BAI) was applied that showed the clear diagnosis of Generalized Anxiety Disorder. CBT, relaxation techniques, prayer chart and behavioural techniques were applied for the treatment purposes.

Keywords: generalized anxiety disorder, presenting complaints, formal and informal assessment, diagnosis

Procedia PDF Downloads 265
6416 Generalized Dirac oscillators Associated to Non-Hermitian Quantum Mechanical Systems

Authors: Debjit Dutta, P. Roy, O. Panella

Abstract:

In recent years, non Hermitian interaction in non relativistic as well as relativistic quantum mechanics have been examined from various aspect. We can observe interesting fact that for such systems a class of potentials, namely the PT symmetric and η-pseudo Hermitian admit real eigenvalues despite being non Hermitian and analogues of those system have been experimentally verified. Point to be noted that relativistic non Hermitian (PT symmetric) interactions can be realized in optical structures and also there exists photonic realization of the (1 + 1) dimensional Dirac oscillator. We have thoroughly studied generalized Dirac oscillators with non Hermitian interactions in (1 + 1) dimensions. To be more specific, we have examined η pseudo Hermitian interactions within the framework of generalized Dirac oscillator in (1 + 1) dimensions. In particular, we have obtained a class of interactions which are η-pseudo Hermitian and the metric operator η could have been also found explicitly. It is possible to have exact solutions of the generalized Dirac oscillator for some choices of the interactions. Subsequently we have employed the mapping between the generalized Dirac oscillator and the Jaynes Cummings (JC) model by spin flip to obtain a class of exactly solvable non Hermitian JC as well as anti Jaynes Cummings (AJC) type models.

Keywords: Dirac oscillator, non-Hermitian quantum system, Hermitian, relativistic

Procedia PDF Downloads 436
6415 De Novo Assembly and Characterization of the Transcriptome from the Fluoroacetate Producing Plant, Dichapetalum Cymosum

Authors: Selisha A. Sooklal, Phelelani Mpangase, Shaun Aron, Karl Rumbold

Abstract:

Organically bound fluorine (C-F bond) is extremely rare in nature. Despite this, the first fluorinated secondary metabolite, fluoroacetate, was isolated from the plant Dichapetalum cymosum (commonly known as Gifblaar). However, the enzyme responsible for fluorination (fluorinase) in Gifblaar was never isolated and very little progress has been achieved in understanding this process in higher plants. Fluorinated compounds have vast applications in the pharmaceutical, agrochemical and fine chemicals industries. Consequently, an enzyme capable of catalysing a C-F bond has great potential as a biocatalyst in the industry considering that the field of fluorination is virtually synthetic. As with any biocatalyst, a range of these enzymes are required. Therefore, it is imperative to expand the exploration for novel fluorinases. This study aimed to gain molecular insights into secondary metabolite biosynthesis in Gifblaar using a high-throughput sequencing-based approach. Mechanical wounding studies were performed using Gifblaar leaf tissue in order to induce expression of the fluorinase. The transcriptome of the wounded and unwounded plant was then sequenced on the Illumina HiSeq platform. A total of 26.4 million short sequence reads were assembled into 77 845 transcripts using Trinity. Overall, 68.6 % of transcripts were annotated with gene identities using public databases (SwissProt, TrEMBL, GO, COG, Pfam, EC) with an E-value threshold of 1E-05. Sequences exhibited the greatest homology to the model plant, Arabidopsis thaliana (27 %). A total of 244 annotated transcripts were found to be differentially expressed between the wounded and unwounded plant. In addition, secondary metabolic pathways present in Gifblaar were successfully reconstructed using Pathway tools. Due to lack of genetic information for plant fluorinases, a transcript failed to be annotated as a fluorinating enzyme. Thus, a local database containing the 5 existing bacterial fluorinases was created. Fifteen transcripts having homology to partial regions of existing fluorinases were found. In efforts to obtain the full coding sequence of the Gifblaar fluorinase, primers were designed targeting the regions of homology and genome walking will be performed to amplify the unknown regions. This is the first genetic data available for Gifblaar. It has provided novel insights into the mechanisms of metabolite biosynthesis and will allow for the discovery of the first eukaryotic fluorinase.

Keywords: biocatalyst, fluorinase, gifblaar, transcriptome

Procedia PDF Downloads 252
6414 Modeling of Maximum Rainfall Using Poisson-Generalized Pareto Distribution in Kigali, Rwanda

Authors: Emmanuel Iyamuremye

Abstract:

Extreme rainfall events have caused significant damage to agriculture, ecology, and infrastructure, disruption of human activities, injury, and loss of life. They also have significant social, economic, and environmental consequences because they considerably damage urban as well as rural areas. Early detection of extreme maximum rainfall helps to implement strategies and measures, before they occur, hence mitigating the consequences. Extreme value theory has been used widely in modeling extreme rainfall and in various disciplines, such as financial markets, the insurance industry, failure cases. Climatic extremes have been analyzed by using either generalized extreme value (GEV) or generalized Pareto (GP) distributions, which provides evidence of the importance of modeling extreme rainfall from different regions of the world. In this paper, we focused on Peak Over Thresholds approach, where the Poisson-generalized Pareto distribution is considered as the proper distribution for the study of the exceedances. This research also considers the use of the generalized Pareto (GP) distribution with a Poisson model for arrivals to describe peaks over a threshold. The research used statistical techniques to fit models that used to predict extreme rainfall in Kigali. The results indicate that the proposed Poisson-GP distribution provides a better fit to maximum monthly rainfall data. Further, the Poisson-GP models are able to estimate various return levels. The research also found a slow increase in return levels for maximum monthly rainfall for higher return periods, and further, the intervals are increasingly wider as the return period is increasing.

Keywords: exceedances, extreme value theory, generalized Pareto distribution, Poisson generalized Pareto distribution

Procedia PDF Downloads 118
6413 Rings Characterized by Classes of Rad-plus-Supplemented Modules

Authors: Manoj Kumar Patel

Abstract:

In this paper, we introduce and give various properties of weak* Rad-plus-supplemented and cofinitely weak* Rad-plus-supplemented modules over some special kinds of rings, in particular, artinian serial ring and semiperfect ring. Also prove that ring R is artinian serial if and only if every right and left R-module is weak* Rad-plus-supplemented. We provide the counter example which proves that weak* Rad-plus-supplemented module is the generalization of plus-supplemented and Rad-plus-supplemented modules. Furthermore, as an application of above finding results of this research article, our main focus is to characterized the semisimple ring, artinian principal ideal ring, semilocal ring, semiperfect ring, perfect ring, commutative noetherian ring and Dedekind domain in terms of weak* Rad-plus-supplemented module.

Keywords: cofinitely weak* Rad-plus-supplemented module , Dedekind domain, Rad-plus-supplemented module, semiperfect ring

Procedia PDF Downloads 241
6412 VaR or TCE: Explaining the Preferences of Regulators

Authors: Silvia Faroni, Olivier Le Courtois, Krzysztof Ostaszewski

Abstract:

While a lot of research concentrates on the merits of VaR and TCE, which are the two most classic risk indicators used by financial institutions, little has been written on explaining why regulators favor the choice of VaR or TCE in their set of rules. In this paper, we investigate the preferences of regulators with the aim of understanding why, for instance, a VaR with a given confidence level is ultimately retained. Further, this paper provides equivalence rules that explain how a given choice of VaR can be equivalent to a given choice of TCE. Then, we introduce a new risk indicator that extends TCE by providing a more versatile weighting of the constituents of probability distribution tails. All of our results are illustrated using the generalized Pareto distribution.

Keywords: generalized pareto distribution, generalized tail conditional expectation, regulator preferences, risk measure

Procedia PDF Downloads 144
6411 Calibration of Hybrid Model and Arbitrage-Free Implied Volatility Surface

Authors: Kun Huang

Abstract:

This paper investigates whether the combination of local and stochastic volatility models can be calibrated exactly to any arbitrage-free implied volatility surface of European option. The risk neutral Brownian Bridge density is applied for calibration of the leverage function of our Hybrid model. Furthermore, the tails of marginal risk neutral density are generated by Generalized Extreme Value distribution in order to capture the properties of asset returns. The local volatility is generated from the arbitrage-free implied volatility surface using stochastic volatility inspired parameterization.

Keywords: arbitrage free implied volatility, calibration, extreme value distribution, hybrid model, local volatility, risk-neutral density, stochastic volatility

Procedia PDF Downloads 247
6410 A Fast Version of the Generalized Multi-Directional Radon Transform

Authors: Ines Elouedi, Atef Hammouda

Abstract:

This paper presents a new fast version of the generalized Multi-Directional Radon Transform method. The new method uses the inverse Fast Fourier Transform to lead to a faster Generalized Radon projections. We prove in this paper that the fast algorithm leads to almost the same results of the eldest one but with a considerable lower time computation cost. The projection end result of the fast method is a parameterized Radon space where a high valued pixel allows the detection of a curve from the original image. The proposed fast inversion algorithm leads to an exact reconstruction of the initial image from the Radon space. We show examples of the impact of this algorithm on the pattern recognition domain.

Keywords: fast generalized multi-directional Radon transform, curve, exact reconstruction, pattern recognition

Procedia PDF Downloads 259
6409 The Generalized Pareto Distribution as a Model for Sequential Order Statistics

Authors: Mahdy ‎Esmailian, Mahdi ‎Doostparast, Ahmad ‎Parsian

Abstract:

‎In this article‎, ‎sequential order statistics (SOS) censoring type II samples coming from the generalized Pareto distribution are considered‎. ‎Maximum likelihood (ML) estimators of the unknown parameters are derived on the basis of the available multiple SOS data‎. ‎Necessary conditions for existence and uniqueness of the derived ML estimates are given‎. Due to complexity in the proposed likelihood function‎, ‎a useful re-parametrization is suggested‎. ‎For illustrative purposes‎, ‎a Monte Carlo simulation study is conducted and an illustrative example is analysed‎.

Keywords: bayesian estimation‎, generalized pareto distribution‎, ‎maximum likelihood estimation‎, sequential order statistics

Procedia PDF Downloads 483
6408 PV Module as a Design Element of Barriers for Protection against Noise

Authors: Budimir S. Sudimac, Andjela N. Dubljevic

Abstract:

The aim of thisresearch paper is to consider possibilities for improving the street lighting on the E75 highway, which passes through Serbia, using renewable sources of energy. In this paper, we analyzed the possibilities for installing sound barriers along the highway and integrating photovoltaic (PV) modules, which would generate electrical energy to power the lighting on the section of the highway running through Belgrade. The main aim of this paper is to analyze, show and promote innovative, hybrid, multi-functional solar technology using PV modules as an element of sound barriers in urban areas. The paper seeks to show the hybridity of using sustainable technologies in solving environmental issues. This structure solves the problem of noise in populated areas and provides the electricity from renewable source.

Keywords: noise, PV modules, solar energy, sound barriers

Procedia PDF Downloads 452
6407 A New Fixed Point Theorem for Almost θ-Contraction

Authors: Hichem Ramoul

Abstract:

In this work, we introduce a new type of contractive maps and we establish a new fixed point theorem for the class of almost θ-contractions (more general than the class of almost contractions) in a complete generalized metric space. The major novelty of our work is to prove a new fixed point result by weakening some hypotheses imposed on the function θ which will change completely the classical technique used in the literature review to prove fixed point theorems for almost θ-contractions in a complete generalized metric space.

Keywords: almost contraction, almost θ-contraction, fixed point, generalized metric space

Procedia PDF Downloads 280
6406 Evaluation of Low Power Wi-Fi Modules in Simulated Ocean Environments

Authors: Gabriel Chenevert, Abhilash Arora, Zeljko Pantic

Abstract:

The major problem underwater acoustic communication faces is the low data rate due to low signal frequency. By contrast, the Wi-Fi communication protocol offers high throughput but limited operating range due to the attenuation effect of the sea and ocean medium. However, short-range near-field underwater wireless power transfer systems offer an environment where Wi-Fi communication can be effectively integrated to collect data and deliver instructions to sensors in underwater sensor networks. In this paper, low-power, low-cost off-the-shelf Wi-Fi modules are explored experimentally for four selected parameters for different distances between units and water salinities. The results reveal a shorter operating range and stronger dependence on water salinity than reported so far for high-end Wi-Fi modules.

Keywords: Wi-Fi, wireless power transfer, underwater communications, ESP

Procedia PDF Downloads 97
6405 A Generalized Model for Performance Analysis of Airborne Radar in Clutter Scenario

Authors: Vinod Kumar Jaysaval, Prateek Agarwal

Abstract:

Performance prediction of airborne radar is a challenging and cumbersome task in clutter scenario for different types of targets. A generalized model requires to predict the performance of Radar for air targets as well as ground moving targets. In this paper, we propose a generalized model to bring out the performance of airborne radar for different Pulsed Repetition Frequency (PRF) as well as different type of targets. The model provides a platform to bring out different subsystem parameters for different applications and performance requirements under different types of clutter terrain.

Keywords: airborne radar, blind zone, clutter, probability of detection

Procedia PDF Downloads 445
6404 Generalized Extreme Value Regression with Binary Dependent Variable: An Application for Predicting Meteorological Drought Probabilities

Authors: Retius Chifurira

Abstract:

Logistic regression model is the most used regression model to predict meteorological drought probabilities. When the dependent variable is extreme, the logistic model fails to adequately capture drought probabilities. In order to adequately predict drought probabilities, we use the generalized linear model (GLM) with the quantile function of the generalized extreme value distribution (GEVD) as the link function. The method maximum likelihood estimation is used to estimate the parameters of the generalized extreme value (GEV) regression model. We compare the performance of the logistic and the GEV regression models in predicting drought probabilities for Zimbabwe. The performance of the regression models are assessed using the goodness-of-fit tests, namely; relative root mean square error (RRMSE) and relative mean absolute error (RMAE). Results show that the GEV regression model performs better than the logistic model, thereby providing a good alternative candidate for predicting drought probabilities. This paper provides the first application of GLM derived from extreme value theory to predict drought probabilities for a drought-prone country such as Zimbabwe.

Keywords: generalized extreme value distribution, general linear model, mean annual rainfall, meteorological drought probabilities

Procedia PDF Downloads 175