Search results for: Lorenz model
15736 Time Series Modelling and Prediction of River Runoff: Case Study of Karkheh River, Iran
Authors: Karim Hamidi Machekposhti, Hossein Sedghi, Abdolrasoul Telvari, Hossein Babazadeh
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Rainfall and runoff phenomenon is a chaotic and complex outcome of nature which requires sophisticated modelling and simulation methods for explanation and use. Time Series modelling allows runoff data analysis and can be used as forecasting tool. In the paper attempt is made to model river runoff data and predict the future behavioural pattern of river based on annual past observations of annual river runoff. The river runoff analysis and predict are done using ARIMA model. For evaluating the efficiency of prediction to hydrological events such as rainfall, runoff and etc., we use the statistical formulae applicable. The good agreement between predicted and observation river runoff coefficient of determination (R2) display that the ARIMA (4,1,1) is the suitable model for predicting Karkheh River runoff at Iran.Keywords: time series modelling, ARIMA model, river runoff, Karkheh River, CLS method
Procedia PDF Downloads 34115735 A Graph SEIR Cellular Automata Based Model to Study the Spreading of a Transmittable Disease
Authors: Natasha Sharma, Kulbhushan Agnihotri
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Cellular Automata are discrete dynamical systems which are based on local character and spatial disparateness of the spreading process. These factors are generally neglected by traditional models based on differential equations for epidemic spread. The aim of this work is to introduce an SEIR model based on cellular automata on graphs to imitate epidemic spreading. Distinctively, it is an SEIR-type model where the population is divided into susceptible, exposed, infected and recovered individuals. The results obtained from simulations are in accordance with the spreading behavior of a real time epidemics.Keywords: cellular automata, epidemic spread, graph, susceptible
Procedia PDF Downloads 45915734 Evaluation of Long Term Evolution Mobile Signal Propagation Models and Vegetation Attenuation in the Livestock Department at Escuela Superior Politécnica de Chimborazo
Authors: Cinthia Campoverde, Mateo Benavidez, Victor Arias, Milton Torres
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This article evaluates and compares three propagation models: the Okumura-Hata model, the Ericsson 9999 model, and the SUI model. The inclusion of vegetation attenuation in the area is also taken into account. These mathematical models aim to predict the power loss between a transmitting antenna (Tx) and a receiving antenna (Rx). The study was conducted in the open areas of the Livestock Department at the Escuela Superior Politécnica de Chimborazo (ESPOCH) University, located in the city of Riobamba, Ecuador. The necessary parameters for each model were calculated, considering LTE technology. The transmitting antenna belongs to the mobile phone company ”TUENTI” in Band 2, operating at a frequency of 1940 MHz. The reception power data in the area were empirically measured using the ”Network Cell Info” application. A total of 170 samples were collected, distributed across 19 radius, forming concentric circles around the transmitting antenna. The results demonstrate that the Okumura Hata urban model provides the best fit to the measured data.Keywords: propagation models, reception power, LTE, power losses, correction factor
Procedia PDF Downloads 8215733 Investigating the Dynamics of Knowledge Acquisition in Undergraduate Mathematics Students Using Differential Equations
Authors: Gilbert Makanda
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The problem of the teaching of mathematics is studied using differential equations. A mathematical model for knowledge acquisition in mathematics is developed. In this study we adopt the mathematical model that is normally used for disease modelling in the teaching of mathematics. It is assumed that teaching is 'infecting' students with knowledge thereby spreading this knowledge to the students. It is also assumed that students who gain this knowledge spread it to other students making disease model appropriate to adopt for this problem. The results of this study show that increasing recruitment rates, learning contact with teachers and learning materials improves the number of knowledgeable students. High dropout rates and forgetting taught concepts also negatively affect the number of knowledgeable students. The developed model is then solved using Matlab ODE45 and \verb"lsqnonlin" to estimate parameters for the actual data.Keywords: differential equations, knowledge acquisition, least squares, dynamical systems
Procedia PDF Downloads 42315732 E-Bike FE Model Analysis: Connection Stiffness of Elements with Different DOFs
Authors: Lele Zhang, Hui Leng Choo, Alexander Konyukhov, Shuguang Li
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Finite Element (FE) model of simplified e-bike structure was generated by main frame with two tiers, which consisted of pipe, mass, beam, and shell elements (pipe 289, beam188, shell 181, shell 281, combin14, link11, mass21). These elements would be introduced and demonstrated using mathematical formulas. Based on coupling theory, constrain equations was proposed. Exporting all the parameters obtained from theory part, the connection stiffness matrix of the whole e-bike structure between each of these elements was detected.Keywords: coupling theory, stiffness matrix, e-bike, finite element model
Procedia PDF Downloads 37515731 Developing a Model – an Application of Fuzzy Analytic Network Process Techniques for Hostels
Authors: Pin-Ju Juan, Peng-Yu Juan, Yi-Shan Chen
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The main purpose of this paper is to present a fuzzy Analytic Network Process (ANP) model for the hostel organizational performance selection. In this article, we created 39 criteria for selecting hostel organizational performance acquired from literature's review and experts method practical investigations, and the methods of fuzzy analytic network process are used to consolidate decision-makers’ assessments about criteria weightings. Finally, we selected organizational performance of a hostel in Taiwan to determine the effectiveness of the proposed evaluation model in this paper.Keywords: Fuzzy ANP, hostel, organizational performance, strategy management
Procedia PDF Downloads 20015730 Modeling of Masonry In-Filled R/C Frame to Evaluate Seismic Performance of Existing Building
Authors: Tarek M. Alguhane, Ayman H. Khalil, M. N. Fayed, Ayman M. Ismail
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This paper deals with different modeling aspects of masonry infill: no infill model, Layered shell infill model, and strut infill model. These models consider the complicated behavior of the in-filled plane frames under lateral load similar to an earthquake load. Three strut infill models are used: NBCC (2005) strut infill model, ASCE/SEI 41-06 strut infill model and proposed strut infill model based on modification to Canadian, NBCC (2005) strut infill model. Pushover and modal analyses of a masonry infill concrete frame with a single storey and an existing 5-storey RC building have been carried out by using different models for masonry infill. The corresponding hinge status, the value of base shear at target displacement as well as their dynamic characteristics have been determined and compared. A validation of the structural numerical models for the existing 5-storey RC building has been achieved by comparing the experimentally measured and the analytically estimated natural frequencies and their mode shapes. This study shows that ASCE/SEI 41-06 equation underestimates the values for the equivalent properties of the diagonal strut while Canadian, NBCC (2005) equation gives realistic values for the equivalent properties. The results indicate that both ASCE/SEI 41-06 and Canadian, NBCC (2005) equations for strut infill model give over estimated values for dynamic characteristic of the building. Proposed modification to Canadian, NBCC (2005) equation shows that the fundamental dynamic characteristic values of the building are nearly similar to the corresponding values using layered shell elements as well as measured field results.Keywords: masonry infill, framed structures, RC buildings, non-structural elements
Procedia PDF Downloads 27715729 The Implementation of Strengthening Institutional Model of Women Farmers Group in Developing Household Food Security
Authors: Rahmadanih, Sitti Bulkis, A. Amrullah, R. M. Rukka, N. M. Viantika
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Food security is still a global issue, including in Indonesia. In South Sulawesi, this issue also occurs in members of farmer groups/women farmer groups. This study aims to (1) describe the implementation of strengthening institutional model of Women Farmer Groups (WFG) and (2) analyzing the capacity building of WFG members in order to develop food security after the implementations on institutional model. The research was conducted in Bulukumba and Luwu Utara District, South Sulawesi, Indonesia. The research was designed with qualitative and quantitative (mixed) method. Qualitative data were collected through in-depth interview and Focus Group Discussion (FGD); while quantitative data collected through a household survey of WGF members. Two WGF were selected they are WFG in Bulukumba and WGF in Luwu Utara District. Both WGF has been selected as the case unit, which consisting of 60 households. Institutional strengthening model that been implemented is a combination model of (1) institutional support and (2) capacity development of WGF members. The model of institutional support aim is to develop food security could be achieved through facilitation on produce banana chips (initiate a business group formation) and preparation of institution rule (AD/ART). (2) The developing Model of WFG members capacity building are (a) technical training of banana chips producing process, also food and nutrition counseling as well as the utilization of the yard, (b) processing of food products from their yards. Food and nutrition knowledge of WFG members was increased about 30% - 60% and accompanied by the development of households’ food security by 6.7% - 10.0%.; when compared to last year percentage.Keywords: food security, institutional strengthening, model implementation, women farmer group
Procedia PDF Downloads 18115728 Poverty Dynamics in Thailand: Evidence from Household Panel Data
Authors: Nattabhorn Leamcharaskul
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This study aims to examine determining factors of the dynamics of poverty in Thailand by using panel data of 3,567 households in 2007-2017. Four techniques of estimation are employed to analyze the situation of poverty across households and time periods: the multinomial logit model, the sequential logit model, the quantile regression model, and the difference in difference model. Households are categorized based on their experiences into 5 groups, namely chronically poor, falling into poverty, re-entering into poverty, exiting from poverty and never poor households. Estimation results emphasize the effects of demographic and socioeconomic factors as well as unexpected events on the economic status of a household. It is found that remittances have positive impact on household’s economic status in that they are likely to lower the probability of falling into poverty or trapping in poverty while they tend to increase the probability of exiting from poverty. In addition, not only receiving a secondary source of household income can raise the probability of being a never poor household, but it also significantly increases household income per capita of the chronically poor and falling into poverty households. Public work programs are recommended as an important tool to relieve household financial burden and uncertainty and thus consequently increase a chance for households to escape from poverty.Keywords: difference in difference, dynamic, multinomial logit model, panel data, poverty, quantile regression, remittance, sequential logit model, Thailand, transfer
Procedia PDF Downloads 11215727 Improving Pneumatic Artificial Muscle Performance Using Surrogate Model: Roles of Operating Pressure and Tube Diameter
Authors: Van-Thanh Ho, Jaiyoung Ryu
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In soft robotics, the optimization of fluid dynamics through pneumatic methods plays a pivotal role in enhancing operational efficiency and reducing energy loss. This is particularly crucial when replacing conventional techniques such as cable-driven electromechanical systems. The pneumatic model employed in this study represents a sophisticated framework designed to efficiently channel pressure from a high-pressure reservoir to various muscle locations on the robot's body. This intricate network involves a branching system of tubes. The study introduces a comprehensive pneumatic model, encompassing the components of a reservoir, tubes, and Pneumatically Actuated Muscles (PAM). The development of this model is rooted in the principles of shock tube theory. Notably, the study leverages experimental data to enhance the understanding of the interplay between the PAM structure and the surrounding fluid. This improved interactive approach involves the use of morphing motion, guided by a contraction function. The study's findings demonstrate a high degree of accuracy in predicting pressure distribution within the PAM. The model's predictive capabilities ensure that the error in comparison to experimental data remains below a threshold of 10%. Additionally, the research employs a machine learning model, specifically a surrogate model based on the Kriging method, to assess and quantify uncertainty factors related to the initial reservoir pressure and tube diameter. This comprehensive approach enhances our understanding of pneumatic soft robotics and its potential for improved operational efficiency.Keywords: pneumatic artificial muscles, pressure drop, morhing motion, branched network, surrogate model
Procedia PDF Downloads 9815726 Stoner Impurity Model in Nickel Hydride
Authors: Andrea Leon, J. M. Florez, P. Vargas
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The effect of hydrogen adsorption on the magnetic properties of fcc Ni has been calculated using the linear-muffin-tin-orbital formalism and using the local-density approximation for the exchange y correlation. The calculations for the ground state show that the sequential addition of hydrogen atoms is found to monotonically reduce the total magnetic moment of the Ni fcc structure, as a result of changes in the exchange-splitting parameter and in the Fermi energy. In order to physically explain the effect of magnetization reduction as the Hydrogen concentration increases, we propose a Stoner impurity model to describe the influence of H impurity on the magnetic properties of Nickel.Keywords: electronic structure, magnetic properties, Nickel hydride, stoner model
Procedia PDF Downloads 45915725 Dynamic Model of Automatic Loom on SimulationX
Authors: A. Jomartov, A. Tuleshov, B. Tultaev
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One of the main tasks in the development of textile machinery is to increase the rapidity of automatic looms, and consequently, their productivity. With increasing automatic loom speeds, the dynamic loads on their separate mechanisms and moving joints sharply increase. Dynamic research allows us to determine the weakest mechanisms of the automatic loom. The modern automatic loom consists of a large number of structurally different mechanisms. These are cam, lever, gear, friction and combined cyclic mechanisms. The modern automatic loom contains various mechatronic devices: A device for the automatic removal of faulty weft, electromechanical drive warp yarns, electronic controllers, servos, etc. In the paper, we consider the multibody dynamic model of the automatic loom on the software complex SimulationX. SimulationX is multidisciplinary software for modeling complex physical and technical facilities and systems. The multibody dynamic model of the automatic loom allows consideration of: The transition processes, backlash at the joints and nodes, the force of resistance and electric motor performance.Keywords: automatic loom, dynamics, model, multibody, SimulationX
Procedia PDF Downloads 34815724 Towards a Security Model against Denial of Service Attacks for SIP Traffic
Authors: Arellano Karina, Diego Avila-Pesántez, Leticia Vaca-Cárdenas, Alberto Arellano, Carmen Mantilla
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Nowadays, security threats in Voice over IP (VoIP) systems are an essential and latent concern for people in charge of security in a corporate network, because, every day, new Denial-of-Service (DoS) attacks are developed. These affect the business continuity of an organization, regarding confidentiality, availability, and integrity of services, causing frequent losses of both information and money. The purpose of this study is to establish the necessary measures to mitigate DoS threats, which affect the availability of VoIP systems, based on the Session Initiation Protocol (SIP). A Security Model called MS-DoS-SIP is proposed, which is based on two approaches. The first one analyzes the recommendations of international security standards. The second approach takes into account weaknesses and threats. The implementation of this model in a VoIP simulated system allowed to minimize the present vulnerabilities in 92% and increase the availability time of the VoIP service into an organization.Keywords: Denial-of-Service SIP attacks, MS-DoS-SIP, security model, VoIP-SIP vulnerabilities
Procedia PDF Downloads 20315723 Application of Terminal Sliding Mode Control to the Stabilization of the Indoor Temperature in Buildings
Authors: Pawel Skruch, Marek Dlugosz
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The paper starts with a general model of the temperature dynamics in buildings. The modelling approach relies on thermodynamics, in particular heat transfer, principles. The model considers heat loses by conduction and ventilation and internal heat gains. The parameters of the model can be determined uniquely from the geometry of the building and from thermal properties of construction materials. The model is presented using state space notation and this form is used in the control design procedure. A sliding surface is defined by the system output and the desired trajectory. The control law is designed to force the trajectory of the system from any initial condition to the sliding surface in finite time. The trajectory of the system after reaching the sliding surface remains on it. A simulation example is included to verify the approach and to demonstrate the achievable performance improvement by the proposed solution in the temperature control in buildings.Keywords: modelling, building, temperature dynamics, sliding-mode control, sliding surface
Procedia PDF Downloads 54915722 The Limits of Charity: Advancing a Rights-based Justice Model to Remedy Poverty and Hunger
Authors: Tracy Smith-Carrier
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In 1995, the World Health Organization declared that poverty was the biggest killer and the greatest cause of suffering in the world. Income is certainly a key social determinant of health, the lack of which causes innumerable health and mental health conditions. In seeking to provide relief from financial hardship for residents within their populace, states in the Global North have largely turned to the non-profit and charitable sector. The stigma and shame of accessing charity is a significant barrier for many, but what is more problematic is that the embrace of the charitable model has let governments off the hook from responding to their international human rights obligations. Although states are signatories to various human rights treaties and conventions internationally, many of these laws have not been implemented domestically. This presentation explores the limits of the charitable model in addressing poverty in countries of the Global North. Unlike in the ages passed, when poverty was thought to be an individual problem, we now know that poverty is largely systemic in nature. In this presentation, we will identify the structural determinants of poverty, outline why people are reticent to access charitable programs and services and how income security is reproduced through the charitable model, and discuss evidence-informed solutions, such as a basic income guarantee, to move beyond the charitable model in favour of a rights-based justice model. To move beyond charity, we must demand that governments recognize our fundamental human rights and address poverty and hunger using a justice model based on substantive human rights.Keywords: basic income, charity, poverty, income security, hunger, food security, social justice, human rights
Procedia PDF Downloads 11715721 Numerical Analysis of the Effect of Height and Rate of Fluid Flow on a Stepped Spillway
Authors: Amir Abbas Kamanbedast, Abbas Saki
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Stepped spillways are composed of several steps, which start from around the spillway crest and continue to the downstream heel. Recently, such spillways have been receiving increasing attention due to the significant effect of the associated stairs on the flow’s rate of energy dissipation. Energy dissipation in the stepped spillways across the overflow can be explained by the watercourse contact with the stairs (i.e., large, harsh surfaces). In this context, less energy must be dissipated at the end of the spillway, and, hence, a smaller (less expensive) energy-dissipating structure is required. In this study, a stepped spillway was simulated using the model Fluent 3, and a standard model was used to model the flow disturbance. For this purpose, the energy dissipation from the stepped spillway was investigated in terms of the different numbers of stairs involved. Using k-ε, the disturbances of the numerical method for velocity and of flow depth at the downstream overflow were obtained, and, then, the energy that was dissipated throughout the spillway was calculated. Our results showed that an increase in the number of stairs can considerably increase the amount of energy dissipation for the fixed, upstream energy. In addition, the results of the numerical analyses were provided as isobar and velocity curves so points that were sensitive to cavitation could be determined.Keywords: stepped spillway, fluent software, turbulence model of k-ε, VOF model
Procedia PDF Downloads 29915720 Simulation of Dynamic Behavior of Seismic Isolators Using a Parallel Elasto-Plastic Model
Authors: Nicolò Vaiana, Giorgio Serino
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In this paper, a one-dimensional (1d) Parallel Elasto- Plastic Model (PEPM), able to simulate the uniaxial dynamic behavior of seismic isolators having a continuously decreasing tangent stiffness with increasing displacement, is presented. The parallel modeling concept is applied to discretize the continuously decreasing tangent stiffness function, thus allowing to simulate the dynamic behavior of seismic isolation bearings by putting linear elastic and nonlinear elastic-perfectly plastic elements in parallel. The mathematical model has been validated by comparing the experimental force-displacement hysteresis loops, obtained testing a helical wire rope isolator and a recycled rubber-fiber reinforced bearing, with those predicted numerically. Good agreement between the simulated and experimental results shows that the proposed model can be an effective numerical tool to predict the forcedisplacement relationship of seismic isolators within relatively large displacements. Compared to the widely used Bouc-Wen model, the proposed one allows to avoid the numerical solution of a first order ordinary nonlinear differential equation for each time step of a nonlinear time history analysis, thus reducing the computation effort, and requires the evaluation of only three model parameters from experimental tests, namely the initial tangent stiffness, the asymptotic tangent stiffness, and a parameter defining the transition from the initial to the asymptotic tangent stiffness.Keywords: base isolation, earthquake engineering, parallel elasto-plastic model, seismic isolators, softening hysteresis loops
Procedia PDF Downloads 28015719 A Posteriori Trading-Inspired Model-Free Time Series Segmentation
Authors: Plessen Mogens Graf
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Within the context of multivariate time series segmentation, this paper proposes a method inspired by a posteriori optimal trading. After a normalization step, time series are treated channelwise as surrogate stock prices that can be traded optimally a posteriori in a virtual portfolio holding either stock or cash. Linear transaction costs are interpreted as hyperparameters for noise filtering. Trading signals, as well as trading signals obtained on the reversed time series, are used for unsupervised channelwise labeling before a consensus over all channels is reached that determines the final segmentation time instants. The method is model-free such that no model prescriptions for segments are made. Benefits of proposed approach include simplicity, computational efficiency, and adaptability to a wide range of different shapes of time series. Performance is demonstrated on synthetic and real-world data, including a large-scale dataset comprising a multivariate time series of dimension 1000 and length 2709. Proposed method is compared to a popular model-based bottom-up approach fitting piecewise affine models and to a recent model-based top-down approach fitting Gaussian models and found to be consistently faster while producing more intuitive results in the sense of segmenting time series at peaks and valleys.Keywords: time series segmentation, model-free, trading-inspired, multivariate data
Procedia PDF Downloads 13615718 Optimizing Super Resolution Generative Adversarial Networks for Resource-Efficient Single-Image Super-Resolution via Knowledge Distillation and Weight Pruning
Authors: Hussain Sajid, Jung-Hun Shin, Kum-Won Cho
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Image super-resolution is the most common computer vision problem with many important applications. Generative adversarial networks (GANs) have promoted remarkable advances in single-image super-resolution (SR) by recovering photo-realistic images. However, high memory requirements of GAN-based SR (mainly generators) lead to performance degradation and increased energy consumption, making it difficult to implement it onto resource-constricted devices. To relieve such a problem, In this paper, we introduce an optimized and highly efficient architecture for SR-GAN (generator) model by utilizing model compression techniques such as Knowledge Distillation and pruning, which work together to reduce the storage requirement of the model also increase in their performance. Our method begins with distilling the knowledge from a large pre-trained model to a lightweight model using different loss functions. Then, iterative weight pruning is applied to the distilled model to remove less significant weights based on their magnitude, resulting in a sparser network. Knowledge Distillation reduces the model size by 40%; pruning then reduces it further by 18%. To accelerate the learning process, we employ the Horovod framework for distributed training on a cluster of 2 nodes, each with 8 GPUs, resulting in improved training performance and faster convergence. Experimental results on various benchmarks demonstrate that the proposed compressed model significantly outperforms state-of-the-art methods in terms of peak signal-to-noise ratio (PSNR), structural similarity index measure (SSIM), and image quality for x4 super-resolution tasks.Keywords: single-image super-resolution, generative adversarial networks, knowledge distillation, pruning
Procedia PDF Downloads 9615717 The Design of a Mixed Matrix Model for Activity Levels Extraction and Sub Processes Classification of a Work Project (Case: Great Tehran Electrical Distribution Company)
Authors: Elham Allahmoradi, Bahman Allahmoradi, Ali Bonyadi Naeini
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Complex systems have many aspects. A variety of methods have been developed to analyze these systems. The most efficient of these methods should not only be simple, but also provide useful and comprehensive information about many aspects of the system. Matrix methods are considered the most commonly methods used to analyze and design systems. Each matrix method can examine a particular aspect of the system. If these methods are combined, managers can access to more comprehensive and broader information about the system. This study was conducted in four steps. In the first step, a process model of a real project has been extracted through IDEF3. In the second step, activity levels have been attained by writing a process model in the form of a design structure matrix (DSM) and sorting it through triangulation algorithm (TA). In the third step, sub-processes have been obtained by writing the process model in the form of an interface structure matrix (ISM) and clustering it through cluster identification algorithm (CIA). In the fourth step, a mixed model has been developed to provide a unified picture of the project structure through the simultaneous presentation of activities and sub-processes. Finally, the paper is completed with a conclusion.Keywords: integrated definition for process description capture (IDEF3) method, design structure matrix (DSM), interface structure matrix (ism), mixed matrix model, activity level, sub-process
Procedia PDF Downloads 49415716 Evaluating Performance of Value at Risk Models for the MENA Islamic Stock Market Portfolios
Authors: Abderrazek Ben Maatoug, Ibrahim Fatnassi, Wassim Ben Ayed
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In this paper we investigate the issue of market risk quantification for Middle East and North Africa (MENA) Islamic market equity. We use Value-at-Risk (VaR) as a measure of potential risk in Islamic stock market, for long and short position, based on Riskmetrics model and the conditional parametric ARCH class model volatility with normal, student and skewed student distribution. The sample consist of daily data for the 2006-2014 of 11 Islamic stock markets indices. We conduct Kupiec and Engle and Manganelli tests to evaluate the performance for each model. The main finding of our empirical results show that (i) the superior performance of VaR models based on the Student and skewed Student distribution, for the significance level of α=1% , for all Islamic stock market indices, and for both long and short trading positions (ii) Risk Metrics model, and VaR model based on conditional volatility with normal distribution provides the best accurate VaR estimations for both long and short trading positions for a significance level of α=5%.Keywords: value-at-risk, risk management, islamic finance, GARCH models
Procedia PDF Downloads 59215715 Optimization of Black-Litterman Model for Portfolio Assets Allocation
Authors: A. Hidalgo, A. Desportes, E. Bonin, A. Kadaoui, T. Bouaricha
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Present paper is concerned with portfolio management with Black-Litterman (B-L) model. Considered stocks are exclusively limited to large companies stocks on US market. Results obtained by application of the model are presented. From analysis of collected Dow Jones stock data, remarkable explicit analytical expression of optimal B-L parameter τ, which scales dispersion of normal distribution of assets mean return, is proposed in terms of standard deviation of covariance matrix. Implementation has been developed in Matlab environment to split optimization in Markovitz sense from specific elements related to B-L representation.Keywords: Black-Litterman, Markowitz, market data, portfolio manager opinion
Procedia PDF Downloads 26015714 Structural Breaks, Asymmetric Effects and Long Memory in the Volatility of Turkey Stock Market
Authors: Serpil Türkyılmaz, Mesut Balıbey
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In this study, long memory properties in volatility of Turkey Stock Market are being examined through the FIGARCH, FIEGARCH and FIAPARCH models under different distribution assumptions as normal and skewed student-t distributions. Furthermore, structural changes in volatility of Turkey Stock Market are investigated. The results display long memory property and the presence of asymmetric effects of shocks in volatility of Turkey Stock Market.Keywords: FIAPARCH model, FIEGARCH model, FIGARCH model, structural break
Procedia PDF Downloads 29115713 The Effect of Al Andalus Improvement Model on the Teachers Performance and Their High School Students' Skills Acquiring
Authors: Sobhy Fathy A. Hashesh
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The study was carried out in the High School Classes of Andalus Private Schools, boys section, using control and experimental groups that were randomly assigned. The study investigated the effect of Al-Andalus Improvement Model (AIM) on the development of students’ skills acquiring. The society of the study composed of Al-Andalus Private Schools, high school students, boys Section (N=700), while the sample of the study composed of four randomly assigned groups two groups of teachers (N=16) and two groups of students (N=42) with one experimental group and one control group for teachers and their students respectively. The study followed the quantitative and qualitative approaches in collecting and analyzing data to investigate the study hypotheses. Results of the study revealed that there were significant statistical differences in teachers’ performances and students' skills acquiring for the favor of the experimental groups and there was a strong correlation between the teachers performances and the students skills acquiring. The study recommended the implementation of the AIM model for the sake of teachers performances and students’ learning outcomes.Keywords: AIM, improvement model, Classera, Al-Andalus Improvement Model.
Procedia PDF Downloads 16515712 Translation Quality Assessment: Proposing a Linguistic-Based Model for Translation Criticism with Considering Ideology and Power Relations
Authors: Mehrnoosh Pirhayati
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In this study, the researcher tried to propose a model of Translation Criticism (TC) regarding the phenomenon of Translation Quality Assessment (TQA). With changing the general view on re/writing as an illegal act, the researcher defined a scale for the act of translation and determined the redline of translation with other products. This research attempts to show TC as a related phenomenon to TQA. This study shows that TQA with using the rules and factors of TC as depicted in both product-oriented analysis and process-oriented analysis, determines the orientation or the level of the quality of translation. This study also depicts that TC, regarding TQA’s perspective, reveals the aim of the translation of original text and the root of ideological manipulation and re/writing. On the other hand, this study stresses the existence of a direct relationship between the linguistic materials and semiotic codes of a text or book. This study can be fruitful for translators, scholars, translation criticizers, and translation quality assessors, and also it is applicable in the area of pedagogy.Keywords: a model of translation criticism, a model of translation quality assessment, critical discourse analysis (CDA), re/writing, translation criticism (TC), translation quality assessment (TQA)
Procedia PDF Downloads 32015711 Estimation of the Parameters of Muskingum Methods for the Prediction of the Flood Depth in the Moudjar River Catchment
Authors: Fares Laouacheria, Said Kechida, Moncef Chabi
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The objective of the study was based on the hydrological routing modelling for the continuous monitoring of the hydrological situation in the Moudjar river catchment, especially during floods with Hydrologic Engineering Center–Hydrologic Modelling Systems (HEC-HMS). The HEC-GeoHMS was used to transform data from geographic information system (GIS) to HEC-HMS for delineating and modelling the catchment river in order to estimate the runoff volume, which is used as inputs to the hydrological routing model. Two hydrological routing models were used, namely Muskingum and Muskingum routing models, for conducting this study. In this study, a comparison between the parameters of the Muskingum and Muskingum-Cunge routing models in HEC-HMS was used for modelling flood routing in the Moudjar river catchment and determining the relationship between these parameters and the physical characteristics of the river. The results indicate that the effects of input parameters such as the weighting factor "X" and travel time "K" on the output results are more significant, where the Muskingum routing model was more sensitive to input parameters than the Muskingum-Cunge routing model. This study can contribute to understand and improve the knowledge of the mechanisms of river floods, especially in ungauged river catchments.Keywords: HEC-HMS, hydrological modelling, Muskingum routing model, Muskingum-Cunge routing model
Procedia PDF Downloads 27815710 A User Study on the Adoption of Context-Aware Destination Mobile Applications
Authors: Shu-Lu Hsu, Fang-Yi Chu
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With the advances in information and communications technology, mobile context-aware applications have become powerful marketing tools. In Apple online store, there are numerous mobile applications (APPs) developed for destination tour. This study investigated the determinants of adoption of context-aware APPs for destination tour services. A model is proposed based on Technology Acceptance Model and privacy concern theory. The model was empirically tested based on a sample of 259 users of a tourism APP published by Kaohsiung Tourism Bureau, Taiwan. The results showed that the fitness of the model is well and, among all the factors, the perceived usefulness and perceived ease of use have the most significant influences on the intention to adopt context-aware destination APPs. Finally, contrary to the findings of previous literature, the effect of privacy concern on the adoption intention of context-aware APP is insignificant.Keywords: mobile application, context-aware, privacy concern, TAM
Procedia PDF Downloads 25815709 Asymmetrical Informative Estimation for Macroeconomic Model: Special Case in the Tourism Sector of Thailand
Authors: Chukiat Chaiboonsri, Satawat Wannapan
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This paper used an asymmetric informative concept to apply in the macroeconomic model estimation of the tourism sector in Thailand. The variables used to statistically analyze are Thailand international and domestic tourism revenues, the expenditures of foreign and domestic tourists, service investments by private sectors, service investments by the government of Thailand, Thailand service imports and exports, and net service income transfers. All of data is a time-series index which was observed between 2002 and 2015. Empirically, the tourism multiplier and accelerator were estimated by two statistical approaches. The first was the result of the Generalized Method of Moments model (GMM) based on the assumption which the tourism market in Thailand had perfect information (Symmetrical data). The second was the result of the Maximum Entropy Bootstrapping approach (MEboot) based on the process that attempted to deal with imperfect information and reduced uncertainty in data observations (Asymmetrical data). In addition, the tourism leakages were investigated by a simple model based on the injections and leakages concept. The empirical findings represented the parameters computed from the MEboot approach which is different from the GMM method. However, both of the MEboot estimation and GMM model suggests that Thailand’s tourism sectors are in a period capable of stimulating the economy.Keywords: TThailand tourism, Maximum Entropy Bootstrapping approach, macroeconomic model, asymmetric information
Procedia PDF Downloads 29515708 An Investigation of a Three-Dimensional Constitutive Model of Gas Diffusion Layers in Polymer Electrolyte Membrane Fuel Cells
Authors: Yanqin Chen, Chao Jiang, Chongdu Cho
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This research presents the three-dimensional mechanical characteristics of a commercial gas diffusion layer by experiment and simulation results. Although the mechanical performance of gas diffusion layers has attracted much attention, its reliability and accuracy are still a major challenge. With the help of simulation analysis methods, it is beneficial to the gas diffusion layer’s extensive commercial development and the overall stress analysis of proton electrolyte membrane fuel cells during its pre-production design period. Therefore, in this paper, a three-dimensional constitutive model of a commercial gas diffusion layer, including its material stiffness matrix parameters, is developed and coded, in the user-defined material model of a commercial finite element method software for simulation. Then, the model is validated by comparing experimental results as well as simulation outcomes. As a result, both the experimental data and simulation results show a good agreement with each other, with high accuracy.Keywords: gas diffusion layer, proton electrolyte membrane fuel cell, stiffness matrix, three-dimensional mechanical characteristics, user-defined material model
Procedia PDF Downloads 15915707 A Prediction of Cutting Forces Using Extended Kienzle Force Model Incorporating Tool Flank Wear Progression
Authors: Wu Peng, Anders Liljerehn, Martin Magnevall
Abstract:
In metal cutting, tool wear gradually changes the micro geometry of the cutting edge. Today there is a significant gap in understanding the impact these geometrical changes have on the cutting forces which governs tool deflection and heat generation in the cutting zone. Accurate models and understanding of the interaction between the work piece and cutting tool leads to improved accuracy in simulation of the cutting process. These simulations are useful in several application areas, e.g., optimization of insert geometry and machine tool monitoring. This study aims to develop an extended Kienzle force model to account for the effect of rake angle variations and tool flank wear have on the cutting forces. In this paper, the starting point sets from cutting force measurements using orthogonal turning tests of pre-machined flanches with well-defined width, using triangular coated inserts to assure orthogonal condition. The cutting forces have been measured by dynamometer with a set of three different rake angles, and wear progression have been monitored during machining by an optical measuring collaborative robot. The method utilizes the measured cutting forces with the inserts flank wear progression to extend the mechanistic cutting forces model with flank wear as an input parameter. The adapted cutting forces model is validated in a turning process with commercial cutting tools. This adapted cutting forces model shows the significant capability of prediction of cutting forces accounting for tools flank wear and different-rake-angle cutting tool inserts. The result of this study suggests that the nonlinear effect of tools flank wear and interaction between the work piece and the cutting tool can be considered by the developed cutting forces model.Keywords: cutting force, kienzle model, predictive model, tool flank wear
Procedia PDF Downloads 108