Search results for: Philips mathematical model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 17300

Search results for: Philips mathematical model

16310 Fast Algorithm to Determine Initial Tsunami Wave Shape at Source

Authors: Alexander P. Vazhenin, Mikhail M. Lavrentiev, Alexey A. Romanenko, Pavel V. Tatarintsev

Abstract:

One of the problems obstructing effective tsunami modelling is the lack of information about initial wave shape at source. The existing methods; geological, sea radars, satellite images, contain an important part of uncertainty. Therefore, direct measurement of tsunami waves obtained at the deep water bottom peruse recorders is also used. In this paper we propose a new method to reconstruct the initial sea surface displacement at tsunami source by the measured signal (marigram) approximation with the help of linear combination of synthetic marigrams from the selected set of unit sources, calculated in advance. This method has demonstrated good precision and very high performance. The mathematical model and results of numerical tests are here described.

Keywords: numerical tests, orthogonal decomposition, Tsunami Initial Sea Surface Displacement

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16309 Design Channel Non Persistent CSMA MAC Protocol Model for Complex Wireless Systems Based on SoC

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

Abstract:

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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16308 A Deep Learning Based Integrated Model For Spatial Flood Prediction

Authors: Vinayaka Gude Divya Sampath

Abstract:

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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16307 Business and Psychological Principles Integrated into Automated Capital Investment Systems through Mathematical Algorithms

Authors: Cristian Pauna

Abstract:

With few steps away from the 2020, investments in financial markets is a common activity nowadays. In the electronic trading environment, the automated investment software has become a major part in the business intelligence system of any modern financial company. The investment decisions are assisted and/or made automatically by computers using mathematical algorithms today. The complexity of these algorithms requires computer assistance in the investment process. This paper will present several investment strategies that can be automated with algorithmic trading for Deutscher Aktienindex DAX30. It was found that, based on several price action mathematical models used for high-frequency trading some investment strategies can be optimized and improved for automated investments with good results. This paper will present the way to automate these investment decisions. Automated signals will be built using all of these strategies. Three major types of investment strategies were found in this study. The types are separated by the target length and by the exit strategy used. The exit decisions will be also automated and the paper will present the specificity for each investment type. A comparative study will be also included in this paper in order to reveal the differences between strategies. Based on these results, the profit and the capital exposure will be compared and analyzed in order to qualify the investment methodologies presented and to compare them with any other investment system. As conclusion, some major investment strategies will be revealed and compared in order to be considered for inclusion in any automated investment system.

Keywords: Algorithmic trading, automated investment systems, limit conditions, trading principles, trading strategies

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16306 Model of Transhipment and Routing Applied to the Cargo Sector in Small and Medium Enterprises of Bogotá, Colombia

Authors: Oscar Javier Herrera Ochoa, Ivan Dario Romero Fonseca

Abstract:

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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16305 Unified Structured Process for Health Analytics

Authors: Supunmali Ahangama, Danny Chiang Choon Poo

Abstract:

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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16304 Intelligent Indoor Localization Using WLAN Fingerprinting

Authors: Gideon C. Joseph

Abstract:

The ability to localize mobile devices is quite important, as some applications may require location information of these devices to operate or deliver better services to the users. Although there are several ways of acquiring location data of mobile devices, the WLAN fingerprinting approach has been considered in this work. This approach uses the Received Signal Strength Indicator (RSSI) measurement as a function of the position of the mobile device. RSSI is a quantitative technique of describing the radio frequency power carried by a signal. RSSI may be used to determine RF link quality and is very useful in dense traffic scenarios where interference is of major concern, for example, indoor environments. This research aims to design a system that can predict the location of a mobile device, when supplied with the mobile’s RSSIs. The developed system takes as input the RSSIs relating to the mobile device, and outputs parameters that describe the location of the device such as the longitude, latitude, floor, and building. The relationship between the Received Signal Strengths (RSSs) of mobile devices and their corresponding locations is meant to be modelled; hence, subsequent locations of mobile devices can be predicted using the developed model. It is obvious that describing mathematical relationships between the RSSIs measurements and localization parameters is one option to modelling the problem, but the complexity of such an approach is a serious turn-off. In contrast, we propose an intelligent system that can learn the mapping of such RSSIs measurements to the localization parameters to be predicted. The system is capable of upgrading its performance as more experiential knowledge is acquired. The most appealing consideration to using such a system for this task is that complicated mathematical analysis and theoretical frameworks are excluded or not needed; the intelligent system on its own learns the underlying relationship in the supplied data (RSSI levels) that corresponds to the localization parameters. These localization parameters to be predicted are of two different tasks: Longitude and latitude of mobile devices are real values (regression problem), while the floor and building of the mobile devices are of integer values or categorical (classification problem). This research work presents artificial neural network based intelligent systems to model the relationship between the RSSIs predictors and the mobile device localization parameters. The designed systems were trained and validated on the collected WLAN fingerprint database. The trained networks were then tested with another supplied database to obtain the performance of trained systems on achieved Mean Absolute Error (MAE) and error rates for the regression and classification tasks involved therein.

Keywords: indoor localization, WLAN fingerprinting, neural networks, classification, regression

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16303 A Case Study on the Estimation of Design Discharge for Flood Management in Lower Damodar Region, India

Authors: Susmita Ghosh

Abstract:

Catchment area of Damodar River, India experiences seasonal rains due to the south-west monsoon every year and depending upon the intensity of the storms, floods occur. During the monsoon season, the rainfall in the area is mainly due to active monsoon conditions. The upstream reach of Damodar river system has five dams store the water for utilization for various purposes viz, irrigation, hydro-power generation, municipal supplies and last but not the least flood moderation. But, in the downstream reach of Damodar River, known as Lower Damodar region, is severely and frequently suffering from flood due to heavy monsoon rainfall and also release from upstream reservoirs. Therefore, an effective flood management study is required to know in depth the nature and extent of flood, water logging, and erosion related problems, affected area, and damages in the Lower Damodar region, by conducting mathematical model study. The design flood or discharge is needed to decide to assign the respective model for getting several scenarios from the simulation runs. The ultimate aim is to achieve a sustainable flood management scheme from the several alternatives. there are various methods for estimating flood discharges to be carried through the rivers and their tributaries for quick drainage from inundated areas due to drainage congestion and excess rainfall. In the present study, the flood frequency analysis is performed to decide the design flood discharge of the study area. This, on the other hand, has limitations in respect of availability of long peak flood data record for determining long type of probability density function correctly. If sufficient past records are available, the maximum flood on a river with a given frequency can safely be determined. The floods of different frequency for the Damodar has been calculated by five candidate distributions i.e., generalized extreme value, extreme value-I, Pearson type III, Log Pearson and normal. Annual peak discharge series are available at Durgapur barrage for the period of 1979 to 2013 (35 years). The available series are subjected to frequency analysis. The primary objective of the flood frequency analysis is to relate the magnitude of extreme events to their frequencies of occurrence through the use of probability distributions. The design flood for return periods of 10, 15 and 25 years return period at Durgapur barrage are estimated by flood frequency method. It is necessary to develop flood hydrographs for the above floods to facilitate the mathematical model studies to find the depth and extent of inundation etc. Null hypothesis that the distributions fit the data at 95% confidence is checked with goodness of fit test, i.e., Chi Square Test. It is revealed from the goodness of fit test that the all five distributions do show a good fit on the sample population and is therefore accepted. However, it is seen that there is considerable variation in the estimation of frequency flood. It is therefore considered prudent to average out the results of these five distributions for required frequencies. The inundated area from past data is well matched using this flood.

Keywords: design discharge, flood frequency, goodness of fit, sustainable flood management

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16302 Analysis of the Temperature Dependence of Local Avalanche Compact Model for Bipolar Transistors

Authors: Robert Setekera, Ramses van der Toorn

Abstract:

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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16301 Special Case of Trip Distribution Model and Its Use for Estimation of Detailed Transport Demand in the Czech Republic

Authors: Jiri Dufek

Abstract:

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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16300 Forecasting Unemployment Rate in Selected European Countries Using Smoothing Methods

Authors: Ksenija Dumičić, Anita Čeh Časni, Berislav Žmuk

Abstract:

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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16299 Simulation of Flow Patterns in Vertical Slot Fishway with Cylindrical Obstacles

Authors: Mohsen Solimani Babarsad, Payam Taheri

Abstract:

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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16298 Application of Mathematical Sciences to Farm Management

Authors: Fahad Suleiman

Abstract:

Agriculture has been the mainstay of the nation’s economy in Nigeria. It provides food for the ever rapidly increasing population and raw materials for the industries. People especially the rural dwellers are gainfully employed on their crop farms and small-scale livestock farms for income earning. In farming, availability of funds and time management are one of the major factors that influence the system of farming in Nigeria in which mathematical science knowledge was highly required in order for farms to be managed effectively. Farmers often applied mathematics, almost every day for a variety of tasks, ranging from measuring and weighing, to land marking. This paper, therefore, explores some of the ways math is used in farming. For instance, farmers use arithmetic variety of farm activities such as seed planting, harvesting crop, cultivation and mulching. It is also important in helping farmers to know how much their livestock weighs, how much milk their cows produce and crop yield per acres, among others.

Keywords: agriculture, application, economic, farming, mathematics

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16297 New Approaches to the Determination of the Time Costs of Movements

Authors: Dana Kristalova

Abstract:

This article deals with geographical conditions in terrain and their effect on the movement of vehicles, their effect on speed and safety of movement of people and vehicles. Finding of the optimal routes outside the communication is studied in the army environment, but it occur in civilian as well, primarily in crisis situation, or by the provision of assistance when natural disasters such as floods, fires, storms, etc. have happened. These movements require the optimization of routes when effects of geographical factors should be included. The most important factor is surface of the terrain. It is based on several geographical factors as are slopes, soil conditions, micro-relief, a type of surface and meteorological conditions. Their mutual impact has been given by coefficient of deceleration. This coefficient can be used for commander´s decision. New approaches and methods of terrain testing, mathematical computing, mathematical statistics or cartometric investigation are necessary parts of this evaluation.

Keywords: surface of a terrain, movement of vehicles, geographical factor, optimization of routes

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16296 Frequency Selective Filters for Estimating the Equivalent Circuit Parameters of Li-Ion Battery

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

Abstract:

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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16295 Biomechanical Modeling, Simulation, and Comparison of Human Arm Motion to Mitigate Astronaut Task during Extra Vehicular Activity

Authors: B. Vadiraj, S. N. Omkar, B. Kapil Bharadwaj, Yash Vardhan Gupta

Abstract:

During manned exploration of space, missions will require astronaut crewmembers to perform Extra Vehicular Activities (EVAs) for a variety of tasks. These EVAs take place after long periods of operations in space, and in and around unique vehicles, space structures and systems. Considering the remoteness and time spans in which these vehicles will operate, EVA system operations should utilize common worksites, tools and procedures as much as possible to increase the efficiency of training and proficiency in operations. All of the preparations need to be carried out based on studies of astronaut motions. Until now, development and training activities associated with the planned EVAs in Russian and U.S. space programs have relied almost exclusively on physical simulators. These experimental tests are expensive and time consuming. During the past few years a strong increase has been observed in the use of computer simulations due to the fast developments in computer hardware and simulation software. Based on this idea, an effort to develop a computational simulation system to model human dynamic motion for EVA is initiated. This study focuses on the simulation of an astronaut moving the orbital replaceable units into the worksites or removing them from the worksites. Our physics-based methodology helps fill the gap in quantitative analysis of astronaut EVA by providing a multisegment human arm model. Simulation work described in the study improves on the realism of previous efforts, incorporating joint stops to account for the physiological limits of range of motion. To demonstrate the utility of this approach human arm model is simulated virtually using ADAMS/LifeMOD® software. Kinematic mechanism for the astronaut’s task is studied from joint angles and torques. Simulation results obtained is validated with numerical simulation based on the principles of Newton-Euler method. Torques determined using mathematical model are compared among the subjects to know the grace and consistency of the task performed. We conclude that due to uncertain nature of exploration-class EVA, a virtual model developed using multibody dynamics approach offers significant advantages over traditional human modeling approaches.

Keywords: extra vehicular activity, biomechanics, inverse kinematics, human body modeling

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16294 Designing Equivalent Model of Floating Gate Transistor

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

Abstract:

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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16293 Effects of Merging Personal and Social Responsibility with Sports Education Model on Students' Game Performance and Responsibility

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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16292 A Digital Environment for Developing Mathematical Abilities in Children with Autism Spectrum Disorder

Authors: M. Isabel Santos, Ana Breda, Ana Margarida Almeida

Abstract:

Research on academic abilities of individuals with autism spectrum disorder (ASD) underlines the importance of mathematics interventions. Yet the proposal of digital applications for children and youth with ASD continues to attract little attention, namely, regarding the development of mathematical reasoning, being the use of the digital technologies an area of great interest for individuals with this disorder and its use is certainly a facilitative strategy in the development of their mathematical abilities. The use of digital technologies can be an effective way to create innovative learning opportunities to these students and to develop creative, personalized and constructive environments, where they can develop differentiated abilities. The children with ASD often respond well to learning activities involving information presented visually. In this context, we present the digital Learning Environment on Mathematics for Autistic children (LEMA) that was a research project conducive to a PhD in Multimedia in Education and was developed by the Thematic Line Geometrix, located in the Department of Mathematics, in a collaboration effort with DigiMedia Research Center, of the Department of Communication and Art (University of Aveiro, Portugal). LEMA is a digital mathematical learning environment which activities are dynamically adapted to the user’s profile, towards the development of mathematical abilities of children aged 6–12 years diagnosed with ASD. LEMA has already been evaluated with end-users (both students and teacher’s experts) and based on the analysis of the collected data readjustments were made, enabling the continuous improvement of the prototype, namely considering the integration of universal design for learning (UDL) approaches, which are of most importance in ASD, due to its heterogeneity. The learning strategies incorporated in LEMA are: (i) provide options to custom choice of math activities, according to user’s profile; (ii) integrates simple interfaces with few elements, presenting only the features and content needed for the ongoing task; (iii) uses a simple visual and textual language; (iv) uses of different types of feedbacks (auditory, visual, positive/negative reinforcement, hints with helpful instructions including math concept definitions, solved math activities using split and easier tasks and, finally, the use of videos/animations that show a solution to the proposed activity); (v) provides information in multiple representation, such as text, video, audio and image for better content and vocabulary understanding in order to stimulate, motivate and engage users to mathematical learning, also helping users to focus on content; (vi) avoids using elements that distract or interfere with focus and attention; (vii) provides clear instructions and orientation about tasks to ease the user understanding of the content and the content language, in order to stimulate, motivate and engage the user; and (viii) uses buttons, familiarly icons and contrast between font and background. Since these children may experience little sensory tolerance and may have an impaired motor skill, besides the user to have the possibility to interact with LEMA through the mouse (point and click with a single button), the user has the possibility to interact with LEMA through Kinect device (using simple gesture moves).

Keywords: autism spectrum disorder, digital technologies, inclusion, mathematical abilities, mathematical learning activities

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16291 New Estimation in Autoregressive Models with Exponential White Noise by Using Reversible Jump MCMC Algorithm

Authors: Suparman Suparman

Abstract:

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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16290 Numerical Pricing of Financial Options under Irrational Exercise Times and Regime-Switching Models

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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16289 Induction Heating Process Design Using Comsol® Multiphysics Software Version 4.2a

Authors: K. Djellabi, M. E. H. Latreche

Abstract:

Induction heating computer simulation is a powerful tool for process design and optimization, induction coil design, equipment selection, as well as education and business presentations. The authors share their vast experience in the practical use of computer simulation for different induction heating and heat treating processes. In this paper deals with mathematical modeling and numerical simulation of induction heating furnaces with axisymmetric geometries. For the numerical solution, we propose finite element methods combined with boundary (FEM) for the electromagnetic model using COMSOL® Multiphysics Software. Some numerical results for an industrial furnace are shown with high frequency.

Keywords: numerical methods, induction furnaces, induction heating, finite element method, Comsol multiphysics software

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16288 Mathematical Modeling of Carotenoids and Polyphenols Content of Faba Beans (Vicia faba L.) during Microwave Treatments

Authors: Ridha Fethi Mechlouch, Ahlem Ayadi, Ammar Ben Brahim

Abstract:

Given the importance of the preservation of polyphenols and carotenoids during thermal processing, we attempted in this study to investigate the variation of these two parameters in faba beans during microwave treatment using different power densities (1; 2; and 3W/g), then to perform a mathematical modeling by using non-linear regression analysis to evaluate the models constants. The variation of the carotenoids and polyphenols ratio of faba beans and the models are tested to validate the experimental results. Exponential models were found to be suitable to describe the variation of caratenoid ratio (R²= 0.945, 0.927 and 0.946) for power densities (1; 2; and 3W/g) respectively, and polyphenol ratio (R²= 0.931, 0.989 and 0.982) for power densities (1; 2; and 3W/g) respectively. The effect of microwave power density Pd(W/g) on the coefficient k of models were also investigated. The coefficient is highly correlated (R² = 1) and can be expressed as a polynomial function.

Keywords: microwave treatment, power density, carotenoid, polyphenol, modeling

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16287 Applying the Crystal Model Approach on Light Nuclei for Calculating Radii and Density Distribution

Authors: A. Amar

Abstract:

A new model, namely the crystal model, has been modified to calculate the radius and density distribution of light nuclei up to ⁸Be. The crystal model has been modified according to solid-state physics, which uses the analogy between nucleon distribution and atoms distribution in the crystal. The model has analytical analysis to calculate the radius where the density distribution of light nuclei has obtained from analogy of crystal lattice. The distribution of nucleons over crystal has been discussed in a general form. The equation that has been used to calculate binding energy was taken from the solid-state model of repulsive and attractive force. The numbers of the protons were taken to control repulsive force, where the atomic number was responsible for the attractive force. The parameter has been calculated from the crystal model was found to be proportional to the radius of the nucleus. The density distribution of light nuclei was taken as a summation of two clusters distribution as in ⁶Li=alpha+deuteron configuration. A test has been done on the data obtained for radius and density distribution using double folding for d+⁶,⁷Li with M3Y nucleon-nucleon interaction. Good agreement has been obtained for both the radius and density distribution of light nuclei. The model failed to calculate the radius of ⁹Be, so modifications should be done to overcome discrepancy.

Keywords: nuclear physics, nuclear lattice, study nucleus as crystal, light nuclei till to ⁸Be

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16286 RAPDAC: Role Centric Attribute Based Policy Driven Access Control Model

Authors: Jamil Ahmed

Abstract:

Access control models aim to decide whether a user should be denied or granted access to the user‟s requested activity. Various access control models have been established and proposed. The most prominent of these models include role-based, attribute-based, policy based access control models as well as role-centric attribute based access control model. In this paper, a novel access control model is presented called “Role centric Attribute based Policy Driven Access Control (RAPDAC) model”. RAPDAC incorporates the concept of “policy” in the “role centric attribute based access control model”. It leverages the concept of "policy‟ by precisely combining the evaluation of conditions, attributes, permissions and roles in order to allow authorization access. This approach allows capturing the "access control policy‟ of a real time application in a well defined manner. RAPDAC model allows making access decision at much finer granularity as illustrated by the case study of a real time library information system.

Keywords: authorization, access control model, role based access control, attribute based access control

Procedia PDF Downloads 149
16285 Efficient Bargaining versus Right to Manage in the Era of Liberalization

Authors: Panagiota Koliousi, Natasha Miaouli

Abstract:

We compare product and labour market liberalization under the two trade union bargaining models: the Right-to-Manage (RTM) model and the Efficient Bargaining (EB) model. The vehicle is a dynamic general equilibrium (DGE) model that incorporates two types of agents (capitalists and workers), imperfectly competitive product and labour markets. The model is solved numerically employing common parameter values and data from the euro area. A key message is that product market deregulation is favourable under any labour market structure while opting for labour market deregulation one should provide special attention to the structure of the labour market such as the bargaining system of unions. If the prevailing way of bargaining is the RTM model then restructuring both markets is beneficial for all agents.

Keywords: market structure, structural reforms, trade unions, unemployment

Procedia PDF Downloads 194
16284 Conduction Model Compatible for Multi-Physical Domain Dynamic Investigations: Bond Graph Approach

Authors: A. Zanj, F. He

Abstract:

In the current paper, a domain independent conduction model compatible for multi-physical system dynamic investigations is suggested. By means of a port-based approach, a classical nonlinear conduction model containing physical states is first represented. A compatible discrete configuration of the thermal domain in line with the elastic domain is then generated through the enhancement of the configuration of the conventional thermal element. The presented simulation results of a sample structure indicate that the suggested conductive model can cover a wide range of dynamic behavior of the thermal domain.

Keywords: multi-physical domain, conduction model, port based modeling, dynamic interaction, physical modeling

Procedia PDF Downloads 270
16283 Enhancement of Indexing Model for Heterogeneous Multimedia Documents: User Profile Based Approach

Authors: Aicha Aggoune, Abdelkrim Bouramoul, Mohamed Khiereddine Kholladi

Abstract:

Recent research shows that user profile as important element can improve heterogeneous information retrieval with its content. In this context, we present our indexing model for heterogeneous multimedia documents. This model is based on the combination of user profile to the indexing process. The general idea of our proposal is to operate the common concepts between the representation of a document and the definition of a user through his profile. These two elements will be added as additional indexing entities to enrich the heterogeneous corpus documents indexes. We have developed IRONTO domain ontology allowing annotation of documents. We will present also the developed tool validating the proposed model.

Keywords: indexing model, user profile, multimedia document, heterogeneous of sources, ontology

Procedia PDF Downloads 338
16282 An Improved C-Means Model for MRI Segmentation

Authors: Ying Shen, Weihua Zhu

Abstract:

Medical images are important to help identifying different diseases, for example, Magnetic resonance imaging (MRI) can be used to investigate the brain, spinal cord, bones, joints, breasts, blood vessels, and heart. Image segmentation, in medical image analysis, is usually the first step to find out some characteristics with similar color, intensity or texture so that the diagnosis could be further carried out based on these features. This paper introduces an improved C-means model to segment the MRI images. The model is based on information entropy to evaluate the segmentation results by achieving global optimization. Several contributions are significant. Firstly, Genetic Algorithm (GA) is used for achieving global optimization in this model where fuzzy C-means clustering algorithm (FCMA) is not capable of doing that. Secondly, the information entropy after segmentation is used for measuring the effectiveness of MRI image processing. Experimental results show the outperformance of the proposed model by comparing with traditional approaches.

Keywords: magnetic resonance image (MRI), c-means model, image segmentation, information entropy

Procedia PDF Downloads 221
16281 The Implementation of Secton Method for Finding the Root of Interpolation Function

Authors: Nur Rokhman

Abstract:

A mathematical function gives relationship between the variables composing the function. Interpolation can be viewed as a process of finding mathematical function which goes through some specified points. There are many interpolation methods, namely: Lagrange method, Newton method, Spline method etc. For some specific condition, such as, big amount of interpolation points, the interpolation function can not be written explicitly. This such function consist of computational steps. The solution of equations involving the interpolation function is a problem of solution of non linear equation. Newton method will not work on the interpolation function, for the derivative of the interpolation function cannot be written explicitly. This paper shows the use of Secton method to determine the numerical solution of the function involving the interpolation function. The experiment shows the fact that Secton method works better than Newton method in finding the root of Lagrange interpolation function.

Keywords: Secton method, interpolation, non linear function, numerical solution

Procedia PDF Downloads 373