Search results for: multivariate disaggregation rainfall model

Authors: Watcharin Sangma, Onsiri Chanmuang, Pitsanu Tongkhow

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A forecasting model for steel demand uncertainty in Thailand is proposed. It consists of trend, autocorrelation, and outliers in a hierarchical Bayesian frame work. The proposed model uses a cumulative Weibull distribution function, latent first-order autocorrelation, and binary selection, to account for trend, time-varying autocorrelation, and outliers, respectively. The Gibbs sampling Markov Chain Monte Carlo (MCMC) is used for parameter estimation. The proposed model is applied to steel demand index data in Thailand. The root mean square error (RMSE), mean absolute percentage error (MAPE), and mean absolute error (MAE) criteria are used for model comparison. The study reveals that the proposed model is more appropriate than the exponential smoothing method.

Keywords: forecasting model, steel demand uncertainty, hierarchical Bayesian framework, exponential smoothing method

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Authors: Soroor K. H. Al-Khafaji, Manal Mohammad Abed

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The research aim of this paper is to evaluate the reliability of a complex engineering system and to design a fuzzy model for the reliability estimation. The designed model has been applied on Vegetable Oil Purification System (neutralization system) to help the specialist user based on the concept of FMEA (Failure Mode and Effect Analysis) to estimate the reliability of the repairable system at the vegetable oil industry. The fuzzy model has been used to predict the system reliability for a future time period, depending on a historical database for the two past years. The model can help to specify the system malfunctions and to predict its reliability during a future period in more accurate and reasonable results compared with the results obtained by the traditional method of reliability estimation.

Keywords: fuzzy logic, reliability, repairable systems, FMEA

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Authors: Kuan-Chou Chen

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This paper will demonstrate a simulation model of an information security system by using the systems dynamic approach. The relationships in the system model are designed to be simple and functional and do not necessarily represent any particular information security environments. The purpose of the paper aims to develop a generic system dynamic information security system model with implications on information security research. The interrelated and interdependent relationships of five primary sectors in the system dynamic model will be presented in this paper. The integrated information security systems model will include (1) information security characteristics, (2) users, (3) technology, (4) business functions, and (5) policy and management. Environments, attacks, government and social culture will be defined as the external sector. The interactions within each of these sectors will be depicted by system loop map as well. The proposed system dynamic model will not only provide a conceptual framework for information security analysts and designers but also allow information security managers to remove the incongruity between the management of risk incidents and the management of knowledge and further support information security managers and decision makers the foundation for managerial actions and policy decisions.

Keywords: system thinking, information security systems, security management, simulation

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Authors: Semih Sözer

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One of the most common issues in economic systems is understanding characteristics of economic activities in cities and regions. Although there are critics to economic base models in conceptual and empirical aspects, these models are useful tools to examining the economic structure of a nation, regions or cities. This paper uses one of the methodologies of economic base models namely the location quotients model. Data for this model includes employment numbers of provinces and NUTS II regions in Turkey. Time series of data covers the years of 1990, 2000, 2003, and 2009. Aim of this study is finding which sectors are export-base and which sectors are import-base in provinces and regions. Model results show that big provinces or powerful regions (population, size etc.) mostly have basic sectors in their economic system. However, interesting facts came from different sectors in different provinces and regions in the model results.

Keywords: economic base, location quotients model, regional economics, regional development

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Authors: Albert Gyamfi

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Cocoa plays critical role in the socio-economic development of Ghana. Meanwhile, smallholder farmers most of whom are illiterate dominate the industry. According to the cocoa-based agricultural knowledge and information system (AKIS) model knowledge is created and transferred to the industry between three key actors: cocoa researchers, extension experts, and cocoa farmers. Dwelling on the SECI model, the media richness theory (MRT), and the AKIS model, a conceptual model of web 2.0-based AKIS model (AKIS 2.0) is developed and used to assess the possible effects of social media usage for knowledge creation in the Ghanaian cocoa industry. A mixed method approach with a survey questionnaire was employed, and a second-order multi-group structural equation model (SEM) was used to analyze the data. The study concludes that the use of web 2.0 applications for knowledge creation would lead to sustainable interactions among the key knowledge actors for effective knowledge creation in the cocoa industry in Ghana.

Keywords: agriculture, cocoa, knowledge, media, web 2.0

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Authors: Subhadip Biswas, Shivendra Maurya, Satish Chandra, Indrajit Ghosh

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Developing speed model is a challenging task particularly under mixed traffic condition where the traffic composition plays a significant role in determining vehicular speed. The present research has been conducted to model individual vehicular speed in the context of mixed traffic on an urban arterial. Traffic speed and volume data have been collected from three midblock arterial road sections in New Delhi. Using the field data, a volume based speed prediction model has been developed adopting the methodology of Artificial Neural Network (ANN). The model developed in this work is capable of estimating speed for individual vehicle category. Validation results show a great deal of agreement between the observed speeds and the predicted values by the model developed. Also, it has been observed that the ANN based model performs better compared to other existing models in terms of accuracy. Finally, the sensitivity analysis has been performed utilizing the model in order to examine the effects of traffic volume and its composition on individual speeds.

Keywords: speed model, artificial neural network, arterial, mixed traffic

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Authors: Saheb Yousefi, Kim T. Zebehazy, Parviz Sharifi Daramadi, Tahereh Najafi Fard, Kevin Murfitt

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Context: Children with visual impairments often face challenges in their cognitive, motor, and social development. Sensory-motor and spatial perception therapies can be beneficial for these children, but many existing programs only focus on a limited set of therapies. This study aims to investigate the effectiveness of a rehabilitation program for sensory- motor and spatial perception in reducing the fear of mobility in visually impaired children. Research Aim: The aim of this study is to determine if a rehabilitation program based on parent-child interaction can reduce the fear of mobility in visually impaired children. Methodology: This study uses a semi-experimental approach with an uneven control group design. Visually impaired children aged 10 to 14 and their parents from the Board of the Blind and Visually Impaired in Tehran Province were included in the study. The sample was divided into experimental and control groups, with a total of 30 participants. The experimental group participated in a rehabilitation program for sensory-motor and spatial perception based on parent-child interaction, while the control group did not receive this intervention. Data was collected using questionnaires on transportation issues and analyzed using multivariate and univariate mixed analysis of variance tests. Findings: The analysis of the data showed that the fear of movement was significantly improved in the experimental group compared to the control group after the intervention. Theoretical Importance: This study highlights the effectiveness of a rehabilitation program for sensory- motor and spatial perception based on parent-child interaction in reducing the fear of mobility in visually impaired children. It contributes to the existing knowledge by demonstrating the positive impact of this type of intervention on the cognitive, motor, and social development of these children. Data Collection and Analysis Procedures: Data was collected through the use of questionnaires administered to the children before and after the intervention. The data was analyzed using multivariate and univariate mixed analysis of variance tests to examine the effects of the rehabilitation program. Questions Addressed: This study addresses the question of whether a rehabilitation program based on parent-child interaction can reduce the fear of mobility in visually impaired children. Conclusion: The findings of this study support the effectiveness of the sensory-motor and spatial perception rehabilitation program based on parent-child interaction in reducing the fear of movement in visually impaired children. This intervention can be considered as a suitable method to enhance the fear of mobility in these children.

Keywords: vision impairment, sensory-motor rehabilitation, space perception, parent-child interaction, fear of movement.

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Authors: D. S. Gomes, A. T. Silva

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Analysis of the uncertainty quantification related to nuclear safety margins applied to the nuclear reactor is an important concept to prevent future radioactive accidents. The nuclear fuel performance code may involve the tolerance level determined by traditional deterministic models producing acceptable results at burn cycles under 62 GWd/MTU. The behavior of nuclear fuel can simulate applying a series of material properties under irradiation and physics models to calculate the safety limits. In this study, theoretical predictions of nuclear fuel failure under transient conditions investigate extended radiation cycles at 75 GWd/MTU, considering the behavior of fuel rods in light-water reactors under reactivity accident conditions. The fuel pellet can melt due to the quick increase of reactivity during a transient. Large power excursions in the reactor are the subject of interest bringing to a treatment that is known as the Fuchs-Hansen model. The point kinetic neutron equations show similar characteristics of non-linear differential equations. In this investigation, the multivariate logistic regression is employed to a probabilistic forecast of fuel failure. A comparison of computational simulation and experimental results was acceptable. The experiments carried out use the pre-irradiated fuels rods subjected to a rapid energy pulse which exhibits the same behavior during a nuclear accident. The propagation of uncertainty utilizes the Wilk's formulation. The variables chosen as essential to failure prediction were the fuel burnup, the applied peak power, the pulse width, the oxidation layer thickness, and the cladding type.

Keywords: logistic regression, reactivity-initiated accident, safety margins, uncertainty propagation

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Authors: Anderson Ngowa Chembe, John Olukuru

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Greenhouse emissions by human activities are known to irreversibly increase global temperatures through the greenhouse effect. This study seeks to propose a mortality model with sensitivity to heat-change effects as one of the underlying parameters in the model. As such, the study sought to establish the relationship between greenhouse emissions and mortality indices in five OECD countries (USA, UK, Japan, Canada & Germany). Upon the establishment of the relationship using correlation analysis, an additional parameter that accounts for the sensitivity of heat-changes to mortality rates was incorporated in the Lee-Carter model. Based on the proposed model, new parameter estimates were calculated using iterative algorithms for optimization. Finally, the goodness of fit for the original Lee-Carter model and the proposed model were compared using deviance comparison. The proposed model provides a better fit to mortality rates especially in USA, UK and Germany where the mortality indices have a strong positive correlation with the level of greenhouse emissions. The results of this study are of particular importance to actuaries, demographers and climate-risk experts who seek to use better mortality-modeling techniques in the wake of heat effects caused by increased greenhouse emissions.

Keywords: climate risk, greenhouse emissions, Lee-Carter model, OECD

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Authors: Byomakesh Debata, Jitendra Mahakud

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The recent financial crisis has been characterized by massive monetary policy interventions by the Central bank, and it has amplified the importance of liquidity for the stability of the stock market. This paper empirically elucidates the actual impact of monetary policy interventions on stock market liquidity covering all National Stock Exchange (NSE) Stocks, which have been traded continuously from 2002 to 2015. The present study employs a multivariate VAR model along with VAR-granger causality test, impulse response functions, block exogeneity test, and variance decomposition to analyze the direction as well as the magnitude of the relationship between monetary policy and market liquidity. Our analysis posits a unidirectional relationship between monetary policy (call money rate, base money growth rate) and aggregate market liquidity (traded value, turnover ratio, Amihud illiquidity ratio, turnover price impact, high-low spread). The impulse response function analysis clearly depicts the influence of monetary policy on stock liquidity for every unit innovation in monetary policy variables. Our results suggest that an expansionary monetary policy increases aggregate stock market liquidity and the reverse is documented during the tightening of monetary policy. To ascertain whether our findings are consistent across all periods, we divided the period of study as pre-crisis (2002 to 2007) and post-crisis period (2007-2015) and ran the same set of models. Interestingly, all liquidity variables are highly significant in the post-crisis period. However, the pre-crisis period has witnessed a moderate predictability of monetary policy. To check the robustness of our results we ran the same set of VAR models with different monetary policy variables and found the similar results. Unlike previous studies, we found most of the liquidity variables are significant throughout the sample period. This reveals the predictability of monetary policy on aggregate market liquidity. This study contributes to the existing body of literature by documenting a strong predictability of monetary policy on stock liquidity in an emerging economy with an order driven market making system like India. Most of the previous studies have been carried out in developing economies with quote driven or hybrid market making system and their results are ambiguous across different periods. From an eclectic sense, this study may be considered as a baseline study to further find out the macroeconomic determinants of liquidity of stocks at individual as well as aggregate level.

Keywords: market liquidity, monetary policy, order driven market, VAR, vector autoregressive model

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Authors: Ibrahim A. Aref, Tarek El-Mihoub, Khadiga Ben Musa

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This paper presents Carrier Sense Multiple Access (CSMA) communication model based on SoC design methodology. Such model can be used to support the modelling of the complex wireless communication systems, therefore use of such communication model is an important technique in the construction of high performance communication. SystemC has been chosen because it provides a homogeneous design flow for complex designs (i.e. SoC and IP based design). We use a swarm system to validate CSMA designed model and to show how advantages of incorporating communication early in the design process. The wireless communication created through the modeling of CSMA protocol that can be used to achieve communication between all the agents and to coordinate access to the shared medium (channel).

Keywords: systemC, modelling, simulation, CSMA

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Authors: Vinayaka Gude Divya Sampath

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The research introduces an integrated prediction model to assess the susceptibility of roads in a future flooding event. The model consists of deep learning algorithm for forecasting gauge height data and Flood Inundation Mapper (FIM) for spatial flooding. An optimal architecture for Long short-term memory network (LSTM) was identified for the gauge located on Tangipahoa River at Robert, LA. Dropout was applied to the model to evaluate the uncertainty associated with the predictions. The estimates are then used along with FIM to identify the spatial flooding. Further geoprocessing in ArcGIS provides the susceptibility values for different roads. The model was validated based on the devastating flood of August 2016. The paper discusses the challenges for generalization the methodology for other locations and also for various types of flooding. The developed model can be used by the transportation department and other emergency response organizations for effective disaster management.

Keywords: deep learning, disaster management, flood prediction, urban flooding

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Authors: Oscar Javier Herrera Ochoa, Ivan Dario Romero Fonseca

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This paper presents a design of a model for planning the distribution logistics operation. The significance of this work relies on the applicability of this fact to the analysis of small and medium enterprises (SMEs) of dry freight in Bogotá. Two stages constitute this implementation: the first one is the place where optimal planning is achieved through a hybrid model developed with mixed integer programming, which considers the transhipment operation based on a combined load allocation model as a classic transshipment model; the second one is the specific routing of that operation through the heuristics of Clark and Wright. As a result, an integral model is obtained to carry out the step by step planning of the distribution of dry freight for SMEs in Bogotá. In this manner, optimum assignments are established by utilizing transshipment centers with that purpose of determining the specific routing based on the shortest distance traveled.

Keywords: transshipment model, mixed integer programming, saving algorithm, dry freight transportation

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Authors: Ma Lanting, S. Eguilior, A. Hurtado, Juan F. Llamas Borrajo

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Horizontal hydraulic fracturing is a technology to increase natural gas flow and improve productivity in the low permeability formation. During this drilling operation tons of flowback and produced water which contains many organic compounds return to the surface with a potential risk of influencing the surrounding environment and human health. A mathematical model is urgently needed to represent organic compounds in water transportation process behavior and the concentration change with time throughout the hydraulic fracturing operation life cycle. A comprehensive model combined Organic Matter Transport Dynamic Model with Two-Compartment First-order Model Constant (TFRC) Model has been established to quantify the organic compounds concentration. This algorithm model is composed of two transportation parts based on time factor. For the fast part, the curve fitting technique is applied using flowback water data from the Marcellus shale gas site fracturing and the coefficients of determination (R2) from all analyzed compounds demonstrate a high experimental feasibility of this numerical model. Furthermore, along a decade of drilling the concentration ratio curves have been estimated by the slow part of this model. The result shows that the larger value of Koc in chemicals, the later maximum concentration in water will reach, as well as all the maximum concentrations percentage would reach up to 90% of initial concentration from shale formation within a long sufficient period.

Keywords: model, shale gas, concentration, organic compounds

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Authors: Supunmali Ahangama, Danny Chiang Choon Poo

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Health analytics (HA) is used in healthcare systems for effective decision-making, management, and planning of healthcare and related activities. However, user resistance, the unique position of medical data content, and structure (including heterogeneous and unstructured data) and impromptu HA projects have held up the progress in HA applications. Notably, the accuracy of outcomes depends on the skills and the domain knowledge of the data analyst working on the healthcare data. The success of HA depends on having a sound process model, effective project management and availability of supporting tools. Thus, to overcome these challenges through an effective process model, we propose an HA process model with features from the rational unified process (RUP) model and agile methodology.

Keywords: agile methodology, health analytics, unified process model, UML

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Authors: Marzieh Talebzadeh Shoushtari

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The present study aimed to determine the effectiveness of Metaphor therapy on depression among female students. The sample included 60 female students with depression symptoms selected by simple sampling and randomly divided into two equal groups (experimental and control groups). Beck Depression Inventory was used to measure the variables. This was an experimental study with a pre-test/post-test design with control group. Eight metaphor therapy sessions were held for the experimental group. A post-test was administered to both groups. Data were analyzed using multivariate analysis of covariance (MANCOVA). Results showed that the Metaphor therapy decreased depression in the experimental group compared to the control group.

Keywords: metaphor therapy, depression, female, students

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Authors: Austyn Snowden

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Aim: To examine the construct validity of the Trait Emotional Intelligence Questionnaire Short form. Background: Emotional intelligence involves the identification and regulation of our own emotions and the emotions of others. It is therefore a potentially useful construct in the investigation of recruitment and retention in nursing and many questionnaires have been constructed to measure it. Design: Secondary analysis of existing dataset of responses to TEIQue-SF using concurrent application of Rasch analysis and confirmatory factor analysis. Method: First year undergraduate nursing and computing students completed Trait Emotional Intelligence Questionnaire-Short Form. Responses were analysed by synthesising results of Rasch analysis and confirmatory factor analysis.

Keywords: emotional intelligence, rasch analysis, factor analysis, nurse recruiters

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Authors: Hasan Vural

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Turkey is a favorable country to produce a great variety of agricultural products because of her different geographic and climatic conditions which have been used to divide the country into four main and seven sub regions. This classification into seven regions traditionally has been used in order to data collection and publication especially related with agricultural production. Afterwards, nine agricultural regions were considered. Recently, the governmental body which is responsible of data collection and dissemination (Turkish Institute of Statistics-TIS) has used 12 classes which include 11 sub regions and Istanbul province. This study aims to evaluate these classification efforts based on the acreage of ten main crops in a ten years time period (1996-2005). The panel data grouped in 11 subregions has been evaluated by cluster and multivariate statistical methods. It was concluded that from the agricultural production point of view, it will be rather meaningful to consider three main and eight sub-agricultural regions throughout the country.

Keywords: agricultural region, factorial analysis, cluster analysis,

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Authors: Robert Setekera, Ramses van der Toorn

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We present an extensive analysis of the temperature dependence of the local avalanche model used in most of the modern compact models for bipolar transistors. This local avalanche model uses the Chynoweth's empirical law for ionization coefficient to define the generation of the avalanche current in terms of the local electric field. We carry out the model analysis using DC-measurements taken on both Si and advanced SiGe bipolar transistors. For the advanced industrial SiGe-HBTs, we consider both high-speed and high-power devices (both NPN and PNP transistors). The limitations of the local avalanche model in modeling the temperature dependence of the avalanche current mostly in the weak avalanche region are demonstrated. In addition, the model avalanche parameters are analyzed to see if they are in agreement with semiconductor device physics.

Keywords: avalanche multiplication, avalanche current, bipolar transistors, compact modeling, electric field, impact ionization, local avalanche

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Authors: Jiri Dufek

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The national model of the Czech Republic has been modified in a detailed way to get detailed travel demand in the municipality level (cities, villages over 300 inhabitants). As a technique for this detailed modelling, three-dimensional procedure for calibrating gravity models, was used. Besides of zone production and attraction, which is usual in gravity models, the next additional parameter for trip distribution was introduced. Usually it is called by “third dimension”. In the model, this parameter is a demand between regions. The distribution procedure involved calculation of appropriate skim matrices and its multiplication by three coefficients obtained by iterative balancing of production, attraction and third dimension. This type of trip distribution was processed in R-project and the results were used in the Czech Republic transport model, created in PTV Vision. This process generated more precise results in local level od the model (towns, villages)

Keywords: trip distribution, three dimension, transport model, municipalities

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Authors: Ksenija Dumičić, Anita Čeh Časni, Berislav Žmuk

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The aim of this paper is to select the most accurate forecasting method for predicting the future values of the unemployment rate in selected European countries. In order to do so, several forecasting techniques adequate for forecasting time series with trend component, were selected, namely: double exponential smoothing (also known as Holt`s method) and Holt-Winters` method which accounts for trend and seasonality. The results of the empirical analysis showed that the optimal model for forecasting unemployment rate in Greece was Holt-Winters` additive method. In the case of Spain, according to MAPE, the optimal model was double exponential smoothing model. Furthermore, for Croatia and Italy the best forecasting model for unemployment rate was Holt-Winters` multiplicative model, whereas in the case of Portugal the best model to forecast unemployment rate was Double exponential smoothing model. Our findings are in line with European Commission unemployment rate estimates.

Keywords: European Union countries, exponential smoothing methods, forecast accuracy unemployment rate

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Authors: Mohsen Solimani Babarsad, Payam Taheri

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Numerical results of vertical slot fishways with and without cylinders study are presented. The simulated results and the measured data in the fishways are compared to validate the application of the model. This investigation is made using FLUENT V.6.3, a Computational Fluid Dynamics solver. Advantages of using these types of numerical tools are the possibility of avoiding the St.-Venant equations’ limitations, and turbulence can be modeled by means of different models such as the k-ε model. In general, the present study has demonstrated that the CFD model could be useful for analysis and design of vertical slot fishways with cylinders.

Keywords: slot Fish-way, CFD, k-ε model, St.-Venant equations’

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Authors: Stepan Kuchar, Martin Golasowski, Radim Vavrik, Michal Podhoranyi, Boris Sir, Jan Martinovic

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The main goal of this article is to describe the online flood monitoring and prediction system Floreon+ primarily developed for the Moravian-Silesian region in the Czech Republic and the basic process it uses for running automatic rainfall-runoff and hydrodynamic simulations along with their calibration and uncertainty modeling. It takes a long time to execute such process sequentially, which is not acceptable in the online scenario, so the use of high-performance computing environment is proposed for all parts of the process to shorten their duration. Finally, a case study on the Ostravice river catchment is presented that shows actual durations and their gain from the parallel implementation.

Keywords: flood prediction process, high performance computing, online flood prediction system, parallelization

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Authors: Ramli Nazir, Hossein Moayedi

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Soil confinement systems serve as effective solutions to any erosion control project. Various confinements systems, namely triangular, circular and rectangular with the size of 50, 100, and 150 mm, and with a depth of 10 mm, were embedded in soil samples at slope angle of 60°. The observed soil mass losses for the confined soil systems were much smaller than those from unconfined system. As a result, the size of confinement and rainfall intensity have a direct effect on the soil mass loss. The triangular and rectangular confinement systems showed the lowest and highest soil loss masses, respectively. The slopes also failed much faster in the unconfined system than in the confined slope.

Keywords: erosion control, soil confinement, soil erosion, slope stability

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Authors: Arpita Mondal, Aurobinda Routray, Sreeraj Puravankara, Rajashree Biswas

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The most difficult part of designing a battery management system (BMS) is battery modeling. A good battery model can capture the dynamics which helps in energy management, by accurate model-based state estimation algorithms. So far the most suitable and fruitful model is the equivalent circuit model (ECM). However, in real-time applications, the model parameters are time-varying, changes with current, temperature, state of charge (SOC), and aging of the battery and this make a great impact on the performance of the model. Therefore, to increase the equivalent circuit model performance, the parameter estimation has been carried out in the frequency domain. The battery is a very complex system, which is associated with various chemical reactions and heat generation. Therefore, it’s very difficult to select the optimal model structure. As we know, if the model order is increased, the model accuracy will be improved automatically. However, the higher order model will face the tendency of over-parameterization and unfavorable prediction capability, while the model complexity will increase enormously. In the time domain, it becomes difficult to solve higher order differential equations as the model order increases. This problem can be resolved by frequency domain analysis, where the overall computational problems due to ill-conditioning reduce. In the frequency domain, several dominating frequencies can be found in the input as well as output data. The selective frequency domain estimation has been carried out, first by estimating the frequencies of the input and output by subspace decomposition, then by choosing the specific bands from the most dominating to the least, while carrying out the least-square, recursive least square and Kalman Filter based parameter estimation. In this paper, a second order battery model consisting of three resistors, two capacitors, and one SOC controlled voltage source has been chosen. For model identification and validation hybrid pulse power characterization (HPPC) tests have been carried out on a 2.6 Ah LiFePO₄ battery.

Keywords: equivalent circuit model, frequency estimation, parameter estimation, subspace decomposition

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Authors: Birinderjit Singh Kalyan, Inderpreet Kaur, Balwinder Singh Sohi

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In this paper, an equivalent model for floating gate transistor has been proposed. Using the floating gate voltage value, capacitive coupling coefficients has been found at different bias conditions. The amount of charge present on the gate has been then calculated using the transient models of hot electron programming and Fowler-Nordheim Tunnelling. The proposed model can be extended to the transient conditions as well. The SPICE equivalent model is designed and current-voltage characteristics and Transfer characteristics are comparatively analysed. The dc current-voltage characteristics, as well as dc transfer characteristics, have been plotted for an FGMOS with W/L=0.25μm/0.375μm, the inter-poly capacitance of 0.8fF for both programmed and erased states. The Comparative analysis has been made between the present model and capacitive coefficient coupling methods which were already available.

Keywords: FGMOS, floating gate transistor, capacitive coupling coefficient, SPICE model

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Authors: Fikre Belay Tekulu

Abstract:

The Adigrat town lies in the Tigray region of Ethiopia. This region is mountainous and experiences a semiarid type of climate. Most of the rainfall occurs in four months of the year, which are June to September. During this season, flood is a common natural disaster, especially in urban areas. In this paper, an attempt is made to identify flood-prone areas in Adigrat town using Boolean logic with GIS and remote sensing techniques. Three parameters were incorporated as land use type, elevation, and slope. Boolean logic was used as land use equal to buildup land, elevation less than 2430 m, and slope less than 5 degrees. As a result, 0.575 km² was identified severely affected by floods during the rainy season.

Keywords: flood, GIS, hydrology, Adigrat

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Authors: Yi-Hsiang Pan, Chen-Hui Huang, Wei-Ting Hsu

Abstract:

The purposes of the study were to understand these topics as follows: 1. To explore the effect of merging teaching personal and social responsibility (TPSR) with sports education model on students' game performance and responsibility. 2. To explore the effect of sports education model on students' game performance and responsibility. 3. To compare the difference between "merging TPSR with sports education model" and "sports education model" on students' game performance and responsibility. The participants include three high school physical education teachers and six physical education classes. Every teacher teaches an experimental group and a control group. The participants had 121 students, including 65 students in the experimental group and 56 students in the control group. The research methods had game performance assessment, questionnaire investigation, interview, focus group meeting. The research instruments include personal and social responsibility questionnaire and game performance assessment instrument. Paired t-test test and MANCOVA were used to test the difference between "merging TPSR with sports education model" and "sports education model" on students' learning performance. 1) "Merging TPSR with sports education model" showed significant improvements in students' game performance, and responsibilities with self-direction, helping others, cooperation. 2) "Sports education model" also had significant improvements in students' game performance, and responsibilities with effort, self-direction, helping others. 3.) There was no significant difference in game performance and responsibilities between "merging TPSR with sports education model" and "sports education model". 4)."Merging TPSR with sports education model" significantly improve learning atmosphere and peer relationships, it may be developed in the physical education curriculum. The conclusions were as follows: Both "Merging TPSR with sports education model" and "sports education model" can help improve students' responsibility and game performance. However, "Merging TPSR with sports education model" can reduce the competitive atmosphere in highly intensive games between students. The curricular projects of hybrid TPSR-Sport Education model is a good approach for moral character education.

Keywords: curriculum and teaching model, sports self-efficacy, sport enthusiastic, character education

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Authors: Suparman Suparman

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A white noise in autoregressive (AR) model is often assumed to be normally distributed. In application, the white noise usually do not follows a normal distribution. This paper aims to estimate a parameter of AR model that has a exponential white noise. A Bayesian method is adopted. A prior distribution of the parameter of AR model is selected and then this prior distribution is combined with a likelihood function of data to get a posterior distribution. Based on this posterior distribution, a Bayesian estimator for the parameter of AR model is estimated. Because the order of AR model is considered a parameter, this Bayesian estimator cannot be explicitly calculated. To resolve this problem, a method of reversible jump Markov Chain Monte Carlo (MCMC) is adopted. A result is a estimation of the parameter AR model can be simultaneously calculated.

Keywords: autoregressive (AR) model, exponential white Noise, bayesian, reversible jump Markov Chain Monte Carlo (MCMC)

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Authors: Mohammad Saber Rohi, Saghar Heidari

Abstract:

In this paper, we studied the pricing problem of American options under a regime-switching model with the possibility of a non-optimal exercise policy (early or late exercise time) which is called an irrational strategy. For this, we consider a Markovmodulated model for the dynamic of the underlying asset as an alternative model to the classical Balck-Scholes-Merton model (BSM) and an intensity-based model for the irrational strategy, to provide more realistic results for American option prices under the irrational behavior in real financial markets. Applying a partial differential equation (PDE) approach, the pricing problem of American options under regime-switching models can be formulated as coupled PDEs. To solve the resulting systems of PDEs in this model, we apply a finite element method as the numerical solving procedure to the resulting variational inequality. Under some appropriate assumptions, we establish the stability of the method and compare its accuracy to some recent works to illustrate the suitability of the proposed model and the accuracy of the applied numerical method for the pricing problem of American options under the regime-switching model with irrational behaviors.

Keywords: irrational exercise strategy, rationality parameter, regime-switching model, American option, finite element method, variational inequality

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