Search results for: variogram estimation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1883

Search results for: variogram estimation

1133 Subsidiary Strategy and Importance of Standards: Re-Interpreting the Integration-Responsiveness Framework

Authors: Jo-Ann Müller

Abstract:

The integration-responsiveness (IR) framework presents four distinct internationalization strategies which differ depending on the extent of pressure the company faces for local responsiveness and global integration. This study applies the framework to standards by examining differences in the relative importance of three types of standards depending on the role the subsidiary plays within the corporate group. Hypotheses are tested empirically in a two-stage procedure. First, the subsidiaries are grouped performing cluster analysis. In the second step, the relationship between cluster affiliation and subsidiary strategy is tested using multinomial Probit estimation. While the level of local responsiveness of a firm relates to the relative importance of national and international formal standards, the degree of vertical integration is associated with the application of internal company.

Keywords: FDI, firm-level data, standards, subsidiary strategy

Procedia PDF Downloads 271
1132 Plantation Forests Height Mapping Using Unmanned Aerial System

Authors: Shiming Li, Qingwang Liu, Honggan Wu, Jianbing Zhang

Abstract:

Plantation forests are useful for timber production, recreation, environmental protection and social development. Stands height is an important parameter for the estimation of forest volume and carbon stocks. Although lidar is suitable technology for the vertical parameters extraction of forests, but high costs make it not suitable for operational inventory. With the development of computer vision and photogrammetry, aerial photos from unmanned aerial system can be used as an alternative solution for height mapping. Structure-from-motion (SfM) photogrammetry technique can be used to extract DSM and DEM information. Canopy height model (CHM) can be achieved by subtraction DEM from DSM. Our result shows that overlapping aerial photos is a potential solution for plantation forests height mapping.

Keywords: forest height mapping, plantation forests, structure-from-motion photogrammetry, UAS

Procedia PDF Downloads 268
1131 Analyzing the Empirical Link between Islamic Finance and Growth of Real Output: A Time Series Application to Pakistan

Authors: Nazima Ellahi, Danish Ramzan

Abstract:

There is a growing trend among development economists regarding the importance of financial sector for economic development and growth activities. The development thus introduced, helps to promote welfare effects and poverty alleviation. This study is an attempt to find the nature of link between Islamic banking financing and development of output growth for Pakistan. Time series data set has been utilized for a time period ranging from 1990 to 2010. Following the Phillip Perron (PP) and Augmented Dicky Fuller (ADF) test of unit root this study applied Ordinary Least Squares (OLS) method of estimation and found encouraging results in favor of promoting the Islamic banking practices in Pakistan.

Keywords: Islamic finance, poverty alleviation, economic growth, finance, commerce

Procedia PDF Downloads 329
1130 An Online Mastery Learning Method Based on a Dynamic Formative Evaluation

Authors: Jeongim Kang, Moon Hee Kim, Seong Baeg Kim

Abstract:

This paper proposes a novel e-learning model that is based on a dynamic formative evaluation. On evaluating the existing format of e-learning, conditions regarding repetitive learning to achieve mastery, causes issues for learners to lose tension and become neglectful of learning. The dynamic formative evaluation proposed is able to supplement limitation of the existing approaches. Since a repetitive learning method does not provide a perfect feedback, this paper puts an emphasis on the dynamic formative evaluation that is able to maximize learning achievement. Through the dynamic formative evaluation, the instructor is able to refer to the evaluation result when making estimation about the learner. To show the flow chart of learning, based on the dynamic formative evaluation, the model proves its effectiveness and validity.

Keywords: online learning, dynamic formative evaluation, mastery learning, repetitive learning method, learning achievement

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1129 CMOS Solid-State Nanopore DNA System-Level Sequencing Techniques Enhancement

Authors: Syed Islam, Yiyun Huang, Sebastian Magierowski, Ebrahim Ghafar-Zadeh

Abstract:

This paper presents system level CMOS solid-state nanopore techniques enhancement for speedup next generation molecular recording and high throughput channels. This discussion also considers optimum number of base-pair (bp) measurements through channel as an important role to enhance potential read accuracy. Effective power consumption estimation offered suitable rangeof multi-channel configuration. Nanopore bp extraction model in statistical method could contribute higher read accuracy with longer read-length (200 < read-length). Nanopore ionic current switching with Time Multiplexing (TM) based multichannel readout system contributed hardware savings.

Keywords: DNA, nanopore, amplifier, ADC, multichannel

Procedia PDF Downloads 444
1128 Estimating 3D-Position of a Stationary Random Acoustic Source Using Bispectral Analysis of 4-Point Detected Signals

Authors: Katsumi Hirata

Abstract:

To develop the useful acoustic environmental recognition system, the method of estimating 3D-position of a stationary random acoustic source using bispectral analysis of 4-point detected signals is proposed. The method uses information about amplitude attenuation and propagation delay extracted from amplitude ratios and angles of auto- and cross-bispectra of the detected signals. It is expected that using bispectral analysis affects less influence of Gaussian noises than using conventional power spectral one. In this paper, the basic principle of the method is mentioned first, and its validity and features are considered from results of the fundamental experiments assumed ideal circumstances.

Keywords: 4-point detection, a stationary random acoustic source, auto- and cross-bispectra, estimation of 3D-position

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1127 Compressive Strength Evaluation of Underwater Concrete Structures Integrating the Combination of Rebound Hardness and Ultrasonic Pulse Velocity Methods with Artificial Neural Networks

Authors: Seunghee Park, Junkyeong Kim, Eun-Seok Shin, Sang-Hun Han

Abstract:

In this study, two kinds of nondestructive evaluation (NDE) techniques (rebound hardness and ultrasonic pulse velocity methods) are investigated for the effective maintenance of underwater concrete structures. A new methodology to estimate the underwater concrete strengths more effectively, named “artificial neural network (ANN) – based concrete strength estimation with the combination of rebound hardness and ultrasonic pulse velocity methods” is proposed and verified throughout a series of experimental works.

Keywords: underwater concrete, rebound hardness, Schmidt hammer, ultrasonic pulse velocity, ultrasonic sensor, artificial neural networks, ANN

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1126 Evaluation of Ultrasonic Techniques for the Estimation of Air Voids in Asphalt Concrete

Authors: Majid Zargar, Frank Bullen, Ron Ayers

Abstract:

One of the important factors in the design of asphalt concrete mixes is the accurate measurement of air voids and their variable distribution. Both can have significant impact on long and short term fatigue and creep behaviour under traffic. While some simple methods exist for overall evaluation of air voids, measuring air void distribution in asphalt concrete is very complex, involving expensive techniques such as X-ray methodologies. The research reported in the paper investigated the use of non-destructive ultrasonic techniques as an alternative to estimate the amount of air voids and their distribution within asphalt samples. Seventy-four Standard AC–14 asphalt samples made with three types of bitumen; Multigrade, PMB and C320 were analysed using ultrasonic techniques. The results have illustrated that ultrasonic testing has the potential of being a rapid, accurate and cost-effective method of estimating air void distribution in asphalt.

Keywords: asphalt concrete, air voids, ultrasonic, mechanical behaviour

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1125 Facial Recognition on the Basis of Facial Fragments

Authors: Tetyana Baydyk, Ernst Kussul, Sandra Bonilla Meza

Abstract:

There are many articles that attempt to establish the role of different facial fragments in face recognition. Various approaches are used to estimate this role. Frequently, authors calculate the entropy corresponding to the fragment. This approach can only give approximate estimation. In this paper, we propose to use a more direct measure of the importance of different fragments for face recognition. We propose to select a recognition method and a face database and experimentally investigate the recognition rate using different fragments of faces. We present two such experiments in the paper. We selected the PCNC neural classifier as a method for face recognition and parts of the LFW (Labeled Faces in the Wild) face database as training and testing sets. The recognition rate of the best experiment is comparable with the recognition rate obtained using the whole face.

Keywords: face recognition, labeled faces in the wild (LFW) database, random local descriptor (RLD), random features

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1124 Brand Management Model in Professional Football League

Authors: Vajiheh Javani

Abstract:

The study aims to examine brand image in Iran's professional Football League (2014-2015). The study was descriptive survey one. A sample of Iranian professional football league fans (N=911) responded four items questionnaire. A structural equation model (SEM) test with maximum likelihood estimation was performed to test the relationships among the research variables. The analyses of data showed three dimensions of brand image influenced on fan’s brand loyalty of which the attitude was the most important. Benefits and attributes were placed in the second and third rank respectively. According to results, brand image plays a pivotal role between Iranian fans brand loyalty. Create an attractive and desirable brand image in the fans mind increases brand loyalty. Moreover due to, revenue and profits increase through ticket sales and products of club and also attract more sponsors.

Keywords: brand management, sport industry, brand image, fans

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1123 Failure Criterion for Mixed Mode Fracture of Cracked Wood Specimens

Authors: Mahdi Fakoor, Seyed Mohammad Navid Ghoreishi

Abstract:

Investigation of fracture of wood components can prevent from catastrophic failures. Created fracture process zone (FPZ) in crack tip vicinity has important effect on failure of cracked composite materials. In this paper, a failure criterion for fracture investigation of cracked wood specimens under mixed mode I/II loading is presented. This criterion is based on maximum strain energy release rate and material nonlinearity in the vicinity of crack tip due to presence of microcracks. Verification of results with available experimental data proves the coincidence of the proposed criterion with the nature of fracture of wood. To simplify the estimation of nonlinear properties of FPZ, a damage factor is also introduced for engineering and application purposes.

Keywords: fracture criterion, mixed mode loading, damage zone, micro cracks

Procedia PDF Downloads 285
1122 Enhanced Weighted Centroid Localization Algorithm for Indoor Environments

Authors: I. Nižetić Kosović, T. Jagušt

Abstract:

Lately, with the increasing number of location-based applications, demand for highly accurate and reliable indoor localization became urgent. This is a challenging problem, due to the measurement variance which is the consequence of various factors like obstacles, equipment properties and environmental changes in complex nature of indoor environments. In this paper we propose low-cost custom-setup infrastructure solution and localization algorithm based on the Weighted Centroid Localization (WCL) method. Localization accuracy is increased by several enhancements: calibration of RSSI values gained from wireless nodes, repetitive measurements of RSSI to exclude deviating values from the position estimation, and by considering orientation of the device according to the wireless nodes. We conducted several experiments to evaluate the proposed algorithm. High accuracy of ~1m was achieved.

Keywords: indoor environment, received signal strength indicator, weighted centroid localization, wireless localization

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1121 A DFT-Based QSARs Study of Kovats Retention Indices of Adamantane Derivatives

Authors: Z. Bayat

Abstract:

A quantitative structure–property relationship (QSPR) study was performed to develop models those relate the structures of 65 Kovats retention index (RI) of adamantane derivatives. Molecular descriptors derived solely from 3D structures of the molecular compounds. The usefulness of the quantum chemical descriptors, calculated at the level of the DFT theories using 6-311+G** basis set for QSAR study of adamantane derivatives was examined. The use of descriptors calculated only from molecular structure eliminates the need to experimental determination of properties for use in the correlation and allows for the estimation of RI for molecules not yet synthesized. The prediction results are in good agreement with the experimental value. A multi-parametric equation containing maximum Four descriptors at B3LYP/6-31+G** method with good statistical qualities (R2train=0.913, Ftrain=97.67, R2test=0.770, Ftest=3.21, Q2LOO=0.895, R2adj=0.904, Q2LGO=0.844) was obtained by Multiple Linear Regression using stepwise method.

Keywords: DFT, adamantane, QSAR, Kovat

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1120 Estimation of Pressure Loss Coefficients in Combining Flows Using Artificial Neural Networks

Authors: Shahzad Yousaf, Imran Shafi

Abstract:

This paper presents a new method for calculation of pressure loss coefficients by use of the artificial neural network (ANN) in tee junctions. Geometry and flow parameters are feed into ANN as the inputs for purpose of training the network. Efficacy of the network is demonstrated by comparison of the experimental and ANN based calculated data of pressure loss coefficients for combining flows in a tee junction. Reynolds numbers ranging from 200 to 14000 and discharge ratios varying from minimum to maximum flow for calculation of pressure loss coefficients have been used. Pressure loss coefficients calculated using ANN are compared to the models from literature used in junction flows. The results achieved after the application of ANN agrees reasonably to the experimental values.

Keywords: artificial neural networks, combining flow, pressure loss coefficients, solar collector tee junctions

Procedia PDF Downloads 375
1119 Efficiency Improvement of REV-Method for Calibration of Phased Array Antennas

Authors: Daniel Hristov

Abstract:

The paper describes the principle of operation, simulation and physical validation of method for simultaneous acquisition of gain and phase states of multiple antenna elements and the corresponding feed lines across a Phased Array Antenna (PAA). The derived values for gain and phase are used for PAA-calibration. The method utilizes the Rotating-Element Electric- Field Vector (REV) principle currently used for gain and phase state estimation of single antenna element across an active antenna aperture. A significant reduction of procedure execution time is achieved with simultaneous setting of different phase delays to multiple phase shifters, followed by a single power measurement. The initial gain and phase states are calculated using spectral and correlation analysis of the measured power series.

Keywords: antenna, antenna arrays, calibration, phase measurement, power measurement

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1118 Ensemble Machine Learning Approach for Estimating Missing Data from CO₂ Time Series

Authors: Atbin Mahabbati, Jason Beringer, Matthias Leopold

Abstract:

To address the global challenges of climate and environmental changes, there is a need for quantifying and reducing uncertainties in environmental data, including observations of carbon, water, and energy. Global eddy covariance flux tower networks (FLUXNET), and their regional counterparts (i.e., OzFlux, AmeriFlux, China Flux, etc.) were established in the late 1990s and early 2000s to address the demand. Despite the capability of eddy covariance in validating process modelling analyses, field surveys and remote sensing assessments, there are some serious concerns regarding the challenges associated with the technique, e.g. data gaps and uncertainties. To address these concerns, this research has developed an ensemble model to fill the data gaps of CO₂ flux to avoid the limitations of using a single algorithm, and therefore, provide less error and decline the uncertainties associated with the gap-filling process. In this study, the data of five towers in the OzFlux Network (Alice Springs Mulga, Calperum, Gingin, Howard Springs and Tumbarumba) during 2013 were used to develop an ensemble machine learning model, using five feedforward neural networks (FFNN) with different structures combined with an eXtreme Gradient Boosting (XGB) algorithm. The former methods, FFNN, provided the primary estimations in the first layer, while the later, XGB, used the outputs of the first layer as its input to provide the final estimations of CO₂ flux. The introduced model showed slight superiority over each single FFNN and the XGB, while each of these two methods was used individually, overall RMSE: 2.64, 2.91, and 3.54 g C m⁻² yr⁻¹ respectively (3.54 provided by the best FFNN). The most significant improvement happened to the estimation of the extreme diurnal values (during midday and sunrise), as well as nocturnal estimations, which is generally considered as one of the most challenging parts of CO₂ flux gap-filling. The towers, as well as seasonality, showed different levels of sensitivity to improvements provided by the ensemble model. For instance, Tumbarumba showed more sensitivity compared to Calperum, where the differences between the Ensemble model on the one hand and the FFNNs and XGB, on the other hand, were the least of all 5 sites. Besides, the performance difference between the ensemble model and its components individually were more significant during the warm season (Jan, Feb, Mar, Oct, Nov, and Dec) compared to the cold season (Apr, May, Jun, Jul, Aug, and Sep) due to the higher amount of photosynthesis of plants, which led to a larger range of CO₂ exchange. In conclusion, the introduced ensemble model slightly improved the accuracy of CO₂ flux gap-filling and robustness of the model. Therefore, using ensemble machine learning models is potentially capable of improving data estimation and regression outcome when it seems to be no more room for improvement while using a single algorithm.

Keywords: carbon flux, Eddy covariance, extreme gradient boosting, gap-filling comparison, hybrid model, OzFlux network

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1117 Demand and Supply Management for Electricity Markets: Econometric Analysis of Electricity Prices

Authors: Ioana Neamtu

Abstract:

This paper investigates the potential for demand-side management for the system price in the Nordic electricity market and the price effects of introducing wind-power into the system. The model proposed accounts for the micro-structure of the Nordic electricity market by modeling each hour individually, while still accounting for the relationship between the hours within a day. This flexibility allows us to explore the differences between peak and shoulder demand hours. Preliminary results show potential for demand response management, as indicated by the price elasticity of demand as well as a small but statistically significant decrease in price, given by the wind power penetration. Moreover, our study shows that these effects are stronger during day-time and peak hours,compared to night-time and shoulder hours.

Keywords: structural model, GMM estimation, system of equations, electricity market

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1116 Low Cost Inertial Sensors Modeling Using Allan Variance

Authors: A. A. Hussen, I. N. Jleta

Abstract:

Micro-electromechanical system (MEMS) accelerometers and gyroscopes are suitable for the inertial navigation system (INS) of many applications due to the low price, small dimensions and light weight. The main disadvantage in a comparison with classic sensors is a worse long term stability. The estimation accuracy is mostly affected by the time-dependent growth of inertial sensor errors, especially the stochastic errors. In order to eliminate negative effect of these random errors, they must be accurately modeled. Where the key is the successful implementation that depends on how well the noise statistics of the inertial sensors is selected. In this paper, the Allan variance technique will be used in modeling the stochastic errors of the inertial sensors. By performing a simple operation on the entire length of data, a characteristic curve is obtained whose inspection provides a systematic characterization of various random errors contained in the inertial-sensor output data.

Keywords: Allan variance, accelerometer, gyroscope, stochastic errors

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1115 Evaluation of Parameters of Subject Models and Their Mutual Effects

Authors: A. G. Kovalenko, Y. N. Amirgaliyev, A. U. Kalizhanova, L. S. Balgabayeva, A. H. Kozbakova, Z. S. Aitkulov

Abstract:

It is known that statistical information on operation of the compound multisite system is often far from the description of actual state of the system and does not allow drawing any conclusions about the correctness of its operation. For example, from the world practice of operation of systems of water supply, water disposal, it is known that total measurements at consumers and at suppliers differ between 40-60%. It is connected with mathematical measure of inaccuracy as well as ineffective running of corresponding systems. Analysis of widely-distributed systems is more difficult, in which subjects, which are self-maintained in decision-making, carry out economic interaction in production, act of purchase and sale, resale and consumption. This work analyzed mathematical models of sellers, consumers, arbitragers and the models of their interaction in the provision of dispersed single-product market of perfect competition. On the basis of these models, the methods, allowing estimation of every subject’s operating options and systems as a whole are given.

Keywords: dispersed systems, models, hydraulic network, algorithms

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1114 A Survey on Quasi-Likelihood Estimation Approaches for Longitudinal Set-ups

Authors: Naushad Mamode Khan

Abstract:

The Com-Poisson (CMP) model is one of the most popular discrete generalized linear models (GLMS) that handles both equi-, over- and under-dispersed data. In longitudinal context, an integer-valued autoregressive (INAR(1)) process that incorporates covariate specification has been developed to model longitudinal CMP counts. However, the joint likelihood CMP function is difficult to specify and thus restricts the likelihood based estimating methodology. The joint generalized quasilikelihood approach (GQL-I) was instead considered but is rather computationally intensive and may not even estimate the regression effects due to a complex and frequently ill conditioned covariance structure. This paper proposes a new GQL approach for estimating the regression parameters (GQLIII) that are based on a single score vector representation. The performance of GQL-III is compared with GQL-I and separate marginal GQLs (GQL-II) through some simulation experiments and is proved to yield equally efficient estimates as GQL-I and is far more computationally stable.

Keywords: longitudinal, com-Poisson, ill-conditioned, INAR(1), GLMS, GQL

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1113 Robust Variable Selection Based on Schwarz Information Criterion for Linear Regression Models

Authors: Shokrya Saleh A. Alshqaq, Abdullah Ali H. Ahmadini

Abstract:

The Schwarz information criterion (SIC) is a popular tool for selecting the best variables in regression datasets. However, SIC is defined using an unbounded estimator, namely, the least-squares (LS), which is highly sensitive to outlying observations, especially bad leverage points. A method for robust variable selection based on SIC for linear regression models is thus needed. This study investigates the robustness properties of SIC by deriving its influence function and proposes a robust SIC based on the MM-estimation scale. The aim of this study is to produce a criterion that can effectively select accurate models in the presence of vertical outliers and high leverage points. The advantages of the proposed robust SIC is demonstrated through a simulation study and an analysis of a real dataset.

Keywords: influence function, robust variable selection, robust regression, Schwarz information criterion

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1112 Combining the Dynamic Conditional Correlation and Range-GARCH Models to Improve Covariance Forecasts

Authors: Piotr Fiszeder, Marcin Fałdziński, Peter Molnár

Abstract:

The dynamic conditional correlation model of Engle (2002) is one of the most popular multivariate volatility models. However, this model is based solely on closing prices. It has been documented in the literature that the high and low price of the day can be used in an efficient volatility estimation. We, therefore, suggest a model which incorporates high and low prices into the dynamic conditional correlation framework. Empirical evaluation of this model is conducted on three datasets: currencies, stocks, and commodity exchange-traded funds. The utilisation of realized variances and covariances as proxies for true variances and covariances allows us to reach a strong conclusion that our model outperforms not only the standard dynamic conditional correlation model but also a competing range-based dynamic conditional correlation model.

Keywords: volatility, DCC model, high and low prices, range-based models, covariance forecasting

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1111 ANFIS Approach for Locating Faults in Underground Cables

Authors: Magdy B. Eteiba, Wael Ismael Wahba, Shimaa Barakat

Abstract:

This paper presents a fault identification, classification and fault location estimation method based on Discrete Wavelet Transform and Adaptive Network Fuzzy Inference System (ANFIS) for medium voltage cable in the distribution system. Different faults and locations are simulated by ATP/EMTP, and then certain selected features of the wavelet transformed signals are used as an input for a training process on the ANFIS. Then an accurate fault classifier and locator algorithm was designed, trained and tested using current samples only. The results obtained from ANFIS output were compared with the real output. From the results, it was found that the percentage error between ANFIS output and real output is less than three percent. Hence, it can be concluded that the proposed technique is able to offer high accuracy in both of the fault classification and fault location.

Keywords: ANFIS, fault location, underground cable, wavelet transform

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1110 Competitiveness of African Countries through Open Quintuple Helix Model

Authors: B. G. C. Ahodode, S. Fekkaklouhail

Abstract:

Following the triple helix theory, this study aims to evaluate the innovation system effect on African countries’ competitiveness by taking into account external contributions; according to the extent that developing countries (especially African countries) are characterized by weak innovation systems whose synergy operates more at the foreign level than domestic and global. To do this, we used the correlation test, parsimonious regression techniques, and panel estimation between 2013 and 2016. Results show that the degree of innovation synergy has a significant effect on competitiveness in Africa. Specifically, while the opening system (OPESYS) and social system (SOCSYS) contribute respectively in importance order to 0.634 and 0.284 (at 1%) significant points of increase in the GCI, the political system (POLSYS) and educational system (EDUSYS) only increase it to 0.322 and 0.169 at 5% significance level while the effect of the economic system (ECOSYS) is not significant on Global Competitiveness Index.

Keywords: innovation system, innovation, competitiveness, Africa

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1109 Review on Quaternion Gradient Operator with Marginal and Vector Approaches for Colour Edge Detection

Authors: Nadia Ben Youssef, Aicha Bouzid

Abstract:

Gradient estimation is one of the most fundamental tasks in the field of image processing in general, and more particularly for color images since that the research in color image gradient remains limited. The widely used gradient method is Di Zenzo’s gradient operator, which is based on the measure of squared local contrast of color images. The proposed gradient mechanism, presented in this paper, is based on the principle of the Di Zenzo’s approach using quaternion representation. This edge detector is compared to a marginal approach based on multiscale product of wavelet transform and another vector approach based on quaternion convolution and vector gradient approach. The experimental results indicate that the proposed color gradient operator outperforms marginal approach, however, it is less efficient then the second vector approach.

Keywords: gradient, edge detection, color image, quaternion

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1108 An Unified Model for Longshore Sediment Transport Rate Estimation

Authors: Aleksandra Dudkowska, Gabriela Gic-Grusza

Abstract:

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

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1107 Flow Field Analysis of a Liquid Ejector Pump Using Embedded Large Eddy Simulation Methodology

Authors: Qasim Zaheer, Jehanzeb Masud

Abstract:

The understanding of entrainment and mixing phenomenon in the ejector pump is of pivotal importance for designing and performance estimation. In this paper, the existence of turbulent vortical structures due to Kelvin-Helmholtz instability at the free surface between the motive and the entrained fluids streams are simulated using Embedded LES methodology. The efficacy of Embedded LES for simulation of complex flow field of ejector pump is evaluated using ANSYS Fluent®. The enhanced mixing and entrainment process due to breaking down of larger eddies into smaller ones as a consequence of Vortex Stretching phenomenon is captured in this study. Moreover, the flow field characteristics of ejector pump like pressure velocity fields and mass flow rates are analyzed and validated against the experimental results.

Keywords: Kelvin Helmholtz instability, embedded LES, complex flow field, ejector pump

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1106 Modelling High-Frequency Crude Oil Dynamics Using Affine and Non-Affine Jump-Diffusion Models

Authors: Katja Ignatieva, Patrick Wong

Abstract:

We investigated the dynamics of high frequency energy prices, including crude oil and electricity prices. The returns of underlying quantities are modelled using various parametric models such as stochastic framework with jumps and stochastic volatility (SVCJ) as well as non-parametric alternatives, which are purely data driven and do not require specification of the drift or the diffusion coefficient function. Using different statistical criteria, we investigate the performance of considered parametric and nonparametric models in their ability to forecast price series and volatilities. Our models incorporate possible seasonalities in the underlying dynamics and utilise advanced estimation techniques for the dynamics of energy prices.

Keywords: stochastic volatility, affine jump-diffusion models, high frequency data, model specification, markov chain monte carlo

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1105 Direct Transient Stability Assessment of Stressed Power Systems

Authors: E. Popov, N. Yorino, Y. Zoka, Y. Sasaki, H. Sugihara

Abstract:

This paper discusses the performance of critical trajectory method (CTrj) for power system transient stability analysis under various loading settings and heavy fault condition. The method obtains Controlling Unstable Equilibrium Point (CUEP) which is essential for estimation of power system stability margins. The CUEP is computed by applying the CTrjto the boundary controlling unstable equilibrium point (BCU) method. The Proposed method computes a trajectory on the stability boundary that starts from the exit point and reaches CUEP under certain assumptions. The robustness and effectiveness of the method are demonstrated via six power system models and five loading conditions. As benchmark is used conventional simulation method whereas the performance is compared with and BCU Shadowing method.

Keywords: power system, transient stability, critical trajectory method, energy function method

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1104 Aliasing Free and Additive Error in Spectra for Alpha Stable Signals

Authors: R. Sabre

Abstract:

This work focuses on the symmetric alpha stable process with continuous time frequently used in modeling the signal with indefinitely growing variance, often observed with an unknown additive error. The objective of this paper is to estimate this error from discrete observations of the signal. For that, we propose a method based on the smoothing of the observations via Jackson polynomial kernel and taking into account the width of the interval where the spectral density is non-zero. This technique allows avoiding the “Aliasing phenomenon” encountered when the estimation is made from the discrete observations of a process with continuous time. We have studied the convergence rate of the estimator and have shown that the convergence rate improves in the case where the spectral density is zero at the origin. Thus, we set up an estimator of the additive error that can be subtracted for approaching the original signal without error.

Keywords: spectral density, stable processes, aliasing, non parametric

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