Search results for: autoregressive moving average model

Authors: Yeongyu Choi, Ju H. Park, S. M. Lee, Ho-Youl Jung

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In this paper, an improved method for estimating fundamental matrix is proposed. The method is applied effectively to monocular camera based moving object detection. The method consists of corner points detection, moving object’s motion estimation and fundamental matrix calculation. The corner points are obtained by using Harris corner detector, motions of moving objects is calculated from pyramidal Lucas-Kanade optical flow algorithm. Through epipolar geometry analysis using RANSAC, the fundamental matrix is calculated. In this method, we have improved the performances of moving object detection by using two threshold values that determine inlier or outlier. Through the simulations, we compare the performances with varying the two threshold values.

Keywords: corner detection, optical flow, epipolar geometry, RANSAC

Procedia PDF Downloads 378

Authors: Lei Li, Ping Yin, Haneen Khreis

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Stroke is the second leading cause of death and a third leading cause of death and disability worldwide in 2019. Given the significant role of environmental factors in stroke development and progression, it is essential to investigate the effect of air pollution on stroke occurrence while considering the modifying effects of meteorological variables. This study aimed to evaluate the association between short-term exposure to air pollution and the incidence of stroke subtypes in Shenzhen, China, and to explore the potential interactions of meteorological factors with air pollutants. The study analyzed data from January 1, 2006, to December 31, 2014, including 88,214 cases of ischemic stroke and 30,433 cases of hemorrhagic stroke among residents of Shenzhen. Using a time-stratified case–crossover design with conditional quasi-Poisson regression, the study estimated the percentage changes in stroke morbidity associated with short-term exposure to nitrogen dioxide (NO₂), sulfur dioxide (SO₂), particulate matter less than 10 mm in aerodynamic diameter (PM10), carbon monoxide (CO), and ozone (O₃). A five-day moving average of air pollution was applied to capture the cumulative effects of air pollution. The estimates were further stratified by sex, age, education level, and season. The additive and multiplicative interaction between air pollutants and meteorologic variables were assessed by the relative excess risk due to interaction (RERI) and adding the interactive term into the main model, respectively. The study found that NO₂ was positively associated with ischemic stroke occurrence throughout the year and in the cold season (November through April), with a stronger effect observed among men. Each 10 μg/m³ increment in the five-day moving average of NO₂ was associated with a 2.38% (95% confidence interval was 1.36% to 3.41%) increase in the risk of ischemic stroke over the whole year and a 3.36% (2.04% to 4.69%) increase in the cold season. The harmful effect of CO on ischemic stroke was observed only in the cold season, with each 1 mg/m³ increment in the five-day moving average of CO increasing the risk by 12.34% (3.85% to 21.51%). There was no statistically significant additive interaction between individual air pollutants and temperature or relative humidity, as demonstrated by the RERI. The interaction term in the model showed a multiplicative antagonistic effect between NO₂ and temperature (p-value=0.0268). For hemorrhagic stroke, no evidence of the effects of any individual air pollutants was found in the whole population. However, the RERI indicated a statistically additive and multiplicative interaction of temperature on the effects of PM10 and O₃ on hemorrhagic stroke onset. Therefore, the insignificant conclusion should be interpreted with caution. The study suggests that environmental NO₂ and CO might increase the morbidity of ischemic stroke, particularly during the cold season. These findings could help inform policy decisions aimed at reducing air pollution levels to prevent stroke and other health conditions. Additionally, the study provides valuable insights into the interaction between air pollution and meteorological variables, which underscores the need for further research into the complex relationship between environmental factors and health.

Keywords: air pollution, meteorological variables, interactive effect, seasonal pattern, stroke

Procedia PDF Downloads 58

Authors: M. Ashaque Meah, Md. Fazlul Karim, M. Shah Noor, Nazmun Nahar Papri, M. Khalid Hossen, M. Ismoen

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Tsunami and inundation modelling due to far field tsunami propagation in a limited area is a very challenging numerical task because it involves many aspects such as the formation of various types of waves and the irregularities of coastal boundaries. To compute the effect of far field tsunami and extent of inland inundation due to far field tsunami along the coastal belts of west coast of Malaysia and Southern Thailand, a formulated boundary condition and a moving boundary condition are simultaneously used. In this study, a boundary fitted curvilinear grid system is used in order to incorporate the coastal and island boundaries accurately as the boundaries of the model domain are curvilinear in nature and the bending is high. The tsunami response of the event 26 December 2004 along the west open boundary of the model domain is computed to simulate the effect of far field tsunami. Based on the data of the tsunami source at the west open boundary of the model domain, a boundary condition is formulated and applied to simulate the tsunami response along the coastal and island boundaries. During the simulation process, a moving boundary condition is initiated instead of fixed vertical seaside wall. The extent of inland inundation and tsunami propagation pattern are computed. Some comparisons are carried out to test the validation of the simultaneous use of the two boundary conditions. All simulations show excellent agreement with the data of observation.

Keywords: open boundary condition, moving boundary condition, boundary-fitted curvilinear grids, far-field tsunami, shallow water equations, tsunami source, Indonesian tsunami of 2004

Procedia PDF Downloads 420

Authors: Shrikant V. Sangludkar, Dilip I. Sangotra, Sachin T. Bagde, Abhijeet A. Khandagale

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The paper discloses a controlled tracked humanoid robot moving platform. A driving and driven wheel are controlled by a control module to drive a robot body to move according to data signals of a monitoring module, in addition, remote transmission can be achieved, and a certain remote control function can be realized. A power management module circuit board looks after in used for providing electric drive for moving of the robot body and distribution of separate power source to be used in internal of robot system. An external port circuit board is arranged, the tracked robot moving platform can be used immediately for any data acquisition. The moving platform is simple and compact in structure, strong in adaptation performance, stable in operation and suitable for being operated in severe environments. Meanwhile, a layered modular installation structure is adopted, and therefore the moving platform is convenient to assemble and disassemble.

Keywords: moving platform, humanoid robot, embedded controlled drive, mobile robot, museum robots, self-localization, obstacle avoidance, communication

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Authors: Alexander Buhr, Klaus Ehrenfried

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Trackside induced airflow velocities, also known as slipstream velocities, are an important criterion for the design of high-speed trains. The maximum permitted values are given by the Technical Specifications for Interoperability (TSI) and have to be checked in the approval process. For train manufactures it is of great interest to know in advance, how new train geometries would perform in TSI tests. The Reynolds number in moving model experiments is lower compared to full-scale. Especially the limited model length leads to a thinner boundary layer at the rear end. The hypothesis is that the boundary layer rolls up to characteristic flow structures in the train wake, in which the maximum flow velocities can be observed. The idea is to enlarge the boundary layer using roughness elements at the train model head so that the ratio between the boundary layer thickness and the car width at the rear end is comparable to a full-scale train. This may lead to similar flow structures in the wake and better prediction accuracy for TSI tests. In this case, the design of the roughness elements is limited by the moving model rig. Small rectangular roughness shapes are used to get a sufficient effect on the boundary layer, while the elements are robust enough to withstand the high accelerating and decelerating forces during the test runs. For this investigation, High-Speed Particle Image Velocimetry (HS-PIV) measurements on an ICE3 train model have been realized in the moving model rig of the DLR in Göttingen, the so called tunnel simulation facility Göttingen (TSG). The flow velocities within the boundary layer are analysed in a plain parallel to the ground. The height of the plane corresponds to a test position in the EN standard (TSI). Three different shapes of roughness elements are tested. The boundary layer thickness and displacement thickness as well as the momentum thickness and the form factor are calculated along the train model. Conditional sampling is used to analyse the size and dynamics of the flow structures at the time of maximum velocity in the train wake behind the train. As expected, larger roughness elements increase the boundary layer thickness and lead to larger flow velocities in the boundary layer and in the wake flow structures. The boundary layer thickness, displacement thickness and momentum thickness are increased by using larger roughness especially when applied in the height close to the measuring plane. The roughness elements also cause high fluctuations in the form factors of the boundary layer. Behind the roughness elements, the form factors rapidly are approaching toward constant values. This indicates that the boundary layer, while growing slowly along the second half of the train model, has reached a state of equilibrium.

Keywords: boundary layer, high-speed PIV, ICE3, moving train model, roughness elements

Procedia PDF Downloads 279

Authors: V. Churkin, M. Lopatin

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The purpose of the paper is to estimate the US small wind turbines market potential and forecast the small wind turbines sales in the US. The forecasting method is based on the application of the Bass model and the generalized Bass model of innovations diffusion under replacement purchases. In the work an exponential distribution is used for modeling of replacement purchases. Only one parameter of such distribution is determined by average lifetime of small wind turbines. The identification of the model parameters is based on nonlinear regression analysis on the basis of the annual sales statistics which has been published by the American Wind Energy Association (AWEA) since 2001 up to 2012. The estimation of the US average market potential of small wind turbines (for adoption purchases) without account of price changes is 57080 (confidence interval from 49294 to 64866 at P = 0.95) under average lifetime of wind turbines 15 years, and 62402 (confidence interval from 54154 to 70648 at P = 0.95) under average lifetime of wind turbines 20 years. In the first case the explained variance is 90,7%, while in the second - 91,8%. The effect of the wind turbines price changes on their sales was estimated using generalized Bass model. This required a price forecast. To do this, the polynomial regression function, which is based on the Berkeley Lab statistics, was used. The estimation of the US average market potential of small wind turbines (for adoption purchases) in that case is 42542 (confidence interval from 32863 to 52221 at P = 0.95) under average lifetime of wind turbines 15 years, and 47426 (confidence interval from 36092 to 58760 at P = 0.95) under average lifetime of wind turbines 20 years. In the first case the explained variance is 95,3%, while in the second –95,3%.

Keywords: bass model, generalized bass model, replacement purchases, sales forecasting of innovations, statistics of sales of small wind turbines in the United States

Procedia PDF Downloads 328

Authors: Krishang Surapaneni

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The goal of this project is to determine how to predict important aspects of options, including the ask price. We want to compare different machine learning models to learn the best model and the best hyperparameters for that model for this purpose and data set. Option pricing is a relatively new field, and it can be very complicated and intimidating, especially to inexperienced people, so we want to create a machine learning model that can predict important aspects of an option stock, which can aid in future research. We tested multiple different models and experimented with hyperparameter tuning, trying to find some of the best parameters for a machine-learning model. We tested three different models: a Random Forest Regressor, a linear regressor, and an MLP (multi-layer perceptron) regressor. The most important feature in this experiment is the ask price; this is what we were trying to predict. In the field of stock pricing prediction, there is a large potential for error, so we are unable to determine the accuracy of the models based on if they predict the pricing perfectly. Due to this factor, we determined the accuracy of the model by finding the average percentage difference between the predicted and actual values. We tested the accuracy of the machine learning models by comparing the actual results in the testing data and the predictions made by the models. The linear regression model performed worst, with an average percentage error of 17.46%. The MLP regressor had an average percentage error of 11.45%, and the random forest regressor had an average percentage error of 7.42%

Keywords: finance, linear regression model, machine learning model, neural network, stock price

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Authors: Agim Kukelii, Gevorg Sargsyan

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This study, focusing on the base regional area (county level), estimates the effect of natural disaster damages on aggregate personal income, aggregate wages, wages per worker, aggregate employment, and aggregate income transfer. The study further estimates the dynamics of personal income, employment, and wages under natural disaster shocks. Southeast Texas, located at the center of Golf Coast, is hit by meteorological and hydrological caused natural disasters yearly. On average, there are more than four natural disasters per year that cane an estimated damage average of 2.2% of real personal income. The study uses the panel data method to estimate the average effect of natural disasters on the area’s economy (personal income, wages, employment, and income transfer). It also uses Panel Vector Autoregressive (PVAR) model to study the dynamics of macroeconomic variables under natural disaster shocks. The study finds that the average effect of natural disasters is positive for personal income and income transfer and is negative for wages and employment. The PVAR and the impulse response function estimates reveal that natural disaster shocks cause a decrease in personal income, employment, and wages. However, the economy’s variables bounce back after three years. The novelty of this study rests on several aspects. First, this is the first study to investigate the effects of natural disasters on macroeconomic variables at a regional level. Second, the study uses direct measures of natural disaster damages. Third, the study estimates that the time that the local economy takes to absorb the natural disaster damages shocks is three years. This is a relatively good reaction to the local economy, therefore, adding to the “resiliency” hypothesis. The study has several implications for policymakers, businesses, and households. First, this study serves to increase the awareness of local stakeholders that natural disaster damages do worsen, macroeconomic variables, such as personal income, employment, and wages beyond the immediate damages to residential and commercial properties, physical infrastructure, and discomfort in daily lives. Second, the study estimates that these effects linger on the economy on average for three years, which would require policymakers to factor in the time area need to be on focus.

Keywords: natural disaster damages, macroeconomics effects, PVAR, panel data

Procedia PDF Downloads 67

Authors: Mohamed Amarouayache, Badia Amrouche, Gharbi Akila, Boukadoume Mohamed

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This work is devoted to the modeling of DC-DC converter (boost) used for MPPT applications to set conditions of stability. For this, we establish a linear mathematical model of the DC-DC converter with an average small signal model. This model has allowed us to apply conventional linear methods of automation. A mathematical relationship between the duty cycle and the voltage of the panel has been set up. With this relationship we specify the conditions of the stability in closed-loop depending on the system parameters (the elements of storage capacity and inductance, PWM control).

Keywords: MPPT, PWM, stability, criterion of Routh, average small signal model

Procedia PDF Downloads 409

Authors: Susmita Panda, Arnab Banerjee, Ajinkya Baxy, Bappaditya Manna

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The design of short to medium-span high-speed bridges in critical locations is an essential aspect of vehicle-bridge interaction. Due to dynamic interaction between moving load and bridge, mathematical models or finite element modeling computations become time-consuming. Thus, to reduce the computational effort, a universal approximator using an artificial neural network (ANN) has been used to evaluate the dynamic response of the bridge. The data set generation and training of surrogate models have been conducted over the results obtained from mathematical modeling. Further, the robustness of the surrogate model has been investigated, which showed an error percentage of less than 10% with conventional methods. Additionally, the dependency of the dynamic response of the bridge on various load and bridge parameters has been highlighted through a parametric study.

Keywords: artificial neural network, mode superposition method, moving load analysis, surrogate models

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Authors: Seyedamir Makinejadsanij

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One of the most important factors in the production of quality steel is to know the exact weight of steel in the steelmaking area. In this study, a calculation method is presented to estimate the exact weight of the melt as well as the objects transported by the overhead crane. Iran Alloy Steel Company's steelmaking area has three 90-ton cranes, which are responsible for transferring the ladles and ladle caps between 34 areas in the melt shop. Each crane is equipped with a Disomat Tersus weighing system that calculates and displays real-time weight. The moving object has a variable weight due to swinging, and the weighing system has an error of about +-5%. This means that when the object is moving by a crane, which weighs about 80 tons, the device (Disomat Tersus system) calculates about 4 tons more or 4 tons less, and this is the biggest problem in calculating a real weight. The k-means algorithm is an unsupervised clustering method that was used here. The best result was obtained by considering 3 centers. Compared to the normal average(one) or two, four, five, and six centers, the best answer is with 3 centers, which is logically due to the elimination of noise above and below the real weight. Every day, the standard weight is moved with working cranes to test and calibrate cranes. The results are shown that the accuracy is about 40 kilos per 60 tons (standard weight). As a result, with this method, the accuracy of moving weight is calculated as 99.95%. K-means is used to calculate the exact mean of objects. The stopping criterion of the algorithm is also the number of 1000 repetitions or not moving the points between the clusters. As a result of the implementation of this system, the crane operator does not stop while moving objects and continues his activity regardless of weight calculations. Also, production speed increased, and human error decreased.

Keywords: k-means, overhead crane, melt weight, weight estimation, swing problem

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Authors: M. Najafi, S. Bab, F. Rahimi Dehgolan

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The motion of an axially moving beam with rotating prismatic joint with a tip mass on the end is analyzed to investigate the nonlinear vibration and dynamic stability of the beam. The beam is moving with a harmonic axially and rotating velocity about a constant mean velocity. A time-dependent partial differential equation and boundary conditions with the aid of the Hamilton principle are derived to describe the beam lateral deflection. After the partial differential equation is discretized by the Galerkin method, the method of multiple scales is applied to obtain analytical solutions. Frequency response curves are plotted for the super harmonic resonances of the first and the second modes. The effects of non-linear term and mean velocity are investigated on the steady state response of the axially moving beam. The results are validated with numerical simulations.

Keywords: super harmonic resonances, non-linear vibration, axially moving beam, Galerkin method

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Authors: Muhammed Ashiq Villanthenkodath, Shreya Pal

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Purpose: This study scrutinizes the impact of economic globalization on ecological footprint while endogenizing economic growth and energy consumption from 1990 to 2018 in India. Design/methodology/approach: The standard unit root test has been employed for time series analysis to unveil the integration order. Then, the cointegration was confirmed using autoregressive distributed lag (ARDL) analysis. Further, the study executed the dynamic ARDL simulation model to estimate long-run and short-run results along with simulation and robotic prediction. Findings: The cointegration analysis confirms the existence of a long-run association among variables. Further, economic globalization reduces the ecological footprint in the long run. Similarly, energy consumption decreases the ecological footprint. In contrast, economic growth spurs the ecological footprint in India. Originality/value: This study contributes to the literature in many ways. First, unlike studies that employ CO2 emissions and globalization nexus, this study employs ecological footprint for measuring environmental quality; since it is the broader measure of environmental quality, it can offer a wide range of climate change mitigation policies for India. Second, the study executes a multivariate framework with updated series from 1990 to 2018 in India to explore the link between EF, economic globalization, energy consumption, and economic growth. Third, the dynamic autoregressive distributed lag (ARDL) model has been used to explore the short and long-run association between the series. Finally, to our limited knowledge, this is the first study that uses economic globalization in the EF function of India amid facing a trade-off between sustainable economic growth and the environment in the era of globalization.

Keywords: economic globalization, ecological footprint, India, dynamic ARDL simulation model

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Authors: Bang-Fuh Chen, Chih-Chun Chu

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The flow induced cylinder vibration or earthquake-induced cylinder motion are moving in an arbitrary direction with time. The phenomenon of flow across cylinder is highly nonlinear and a linear-superposition of flow pattern across separated oscillating direction of cylinder motion is not valid to obtain the flow pattern across a cylinder oscillating in multiple directions. A novel finite difference scheme is developed to simulate the viscous flow across an arbitrary moving circular cylinder and we call this a complete 2D (two-dimensional) flow-cylinder interaction. That is, the cylinder is simultaneously oscillating in x- and y- directions. The time-dependent domain and meshes associated with the moving cylinder are mapped to a fixed computational domain and meshes, which are time independent. The numerical results are validated by several bench mark studies. Several examples are introduced including flow across steam-wise, transverse oscillating cylinder and flow across rotating cylinder and flow across arbitrary moving cylinder. The Morison’s formula can not describe the complex interaction phenomenon between cross flow and oscillating circular cylinder. And the completed 2D computational fluid dynamic analysis should be made to obtain the correct hydrodynamic force acting on the cylinder.

Keywords: 2D cylinder, finite-difference method, flow-cylinder interaction, flow induced vibration

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Authors: Supannee Chaiumporn

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This article is to introduce the meaning and form of social quality moving process as indicated by members of two suburb communities with different social and cultural contexts. The form of social quality moving process is very significant for the community and social development, because it will make the people living together with sustainable happiness. This is a qualitative study involving 30 key-informants from two suburb communities. Data were collected though key-informant interviews, and analyzed using logical content description and descriptive statistics. This research found that on the social quality component, the people in both communities stressed the procedure for social quality-making. This includes the generousness, sharing and assisting among people in the communities. These practices helped making people to live together with sustainable happiness. Living as a family or appear to be a family is the major social characteristic of these two communities. This research also found that form of social quality’s moving process of both communities stress relation of human and nature; “nature overpower humans” paradigm and influence of religious doctrine that emphasizes relations among humans. Both criteria make the form of social’s moving process simple, adaptive to nature and caring for opinion sharing and understanding among each other before action. This form of social quality’s moving process is composed of 4 steps; (1) awareness building, (2) motivation to change, (3) participation from every party concerned (4) self-reliance.

Keywords: social quality, form of social quality moving process, happiness, different social and cultural context

Procedia PDF Downloads 357

Authors: Chih-Hua Chang

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This study uses a three-dimensional (3D) fully nonlinear model to simulate the wave generation problem caused by the movement of the seabed. The numerical model is first simplified into two dimensions and then compared with the existing two-dimensional (2D) experimental data and the 2D numerical results of other shallow-water wave models. Results show that this model is different from the earlier shallow-water wave models, with the phase being closer to the experimental results of wave propagation. The results of this study are also compared with those of the 3D experimental results of other researchers. Satisfactory results can be obtained in both the waveform and the flow field. This study assesses the application of the model to simulate the wave caused by the circular (radius r0) terrain rising or falling (moving distance bm). The influence of wave-making parameters r0 and bm are discussed. This study determines that small-range (e.g., r0 = 2, normalized by the static water depth), rising, or sinking terrain will produce significant wave groups in the far field. For large-scale moving terrain (e.g., r0 = 10), uplift and deformation will potentially generate the leading solitary-like waves in the far field.

Keywords: seismic wave, wave generation, far-field waves, seabed deformation

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Authors: Tea Poklepović, Zdravka Aljinović, Branka Marasović

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Due to the importance of yield curve and its estimation it is inevitable to have valid methods for yield curve forecasting in cases when there are scarce issues of securities and/or week trade on a secondary market. Therefore in this paper, after the estimation of weekly yield curves on Croatian financial market from October 2011 to August 2012 using Nelson-Siegel and Svensson models, yield curves are forecasted using Vector auto-regressive model and Neural networks. In general, it can be concluded that both forecasting methods have good prediction abilities where forecasting of yield curves based on Nelson Siegel estimation model give better results in sense of lower Mean Squared Error than forecasting based on Svensson model Also, in this case Neural networks provide slightly better results. Finally, it can be concluded that most appropriate way of yield curve prediction is neural networks using Nelson-Siegel estimation of yield curves.

Keywords: Nelson-Siegel Model, neural networks, Svensson Model, vector autoregressive model, yield curve

Procedia PDF Downloads 289

Authors: Chen-Yin Kuo, Yung-Hsin Lee

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Previous studies applying residual income valuation (RIV) model generally use panel data and single-equation model to forecast stock prices. Unlike these, this paper uses Taiwan longitudinal data to estimate multi-equation time-series models such as Vector Autoregressive (VAR), Vector Error Correction Model (VECM), and conduct out-of-sample forecasting. Further, this work assesses their forecasting performance by two instruments. In favor of extant research, the major finding shows that VECM outperforms other three models in forecasting for three stock sectors over entire horizons. It implies that an error correction term containing long-run information contributes to improve forecasting accuracy. Moreover, the pattern of composite shows that at longer horizon, VECM produces the greater reduction in errors, and performs substantially better than VAR.

Keywords: residual income valuation model, vector error correction model, out of sample forecasting, forecasting accuracy

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Authors: Irene Carter, Roy Hanes, Judy MacDonald

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Considering that disability is universal and people with disabilities are part of all societies; that there is a connection between the disabled individual and the societal; and that it is society and social arrangements that disable people with impairments, contemporary disability discourse emphasizes the social model of disability to counter medical and rehabilitative models of disability. However, the social model does not go far enough in addressing the issues of oppression and inclusion. The authors indicate that the social model does not specifically or adequately denote the oppression of persons with disabilities, which is a central component of progressive social work practice with people with disabilities. The social model of disability does not go far enough in deconstructing disability and offering social workers, as well as people with disabilities a way of moving forward in terms of practice anchored in individual, familial and societal change. The social model of disability is expanded by incorporating principles of anti-oppression social work practice. Although the contextual analysis of the social model of disability is an important component there remains a need for social workers to provide service to individuals and their families, which will be illustrated through anti-oppressive practice (AOP). By applying an anti-oppressive model of practice to the above definitions, the authors not only deconstruct disability paradigms but illustrate how AOP offers a framework for social workers to engage with people with disabilities at the individual, familial and community levels of practice, promoting an emancipatory focus in working with people with disabilities. An anti- social- oppression social work model of disability connects the day-to-day hardships of people with disabilities to the direct consequence of oppression in the form of ableism. AOP theory finds many of its basic concepts within social-oppression theory and the social model of disability. It is often the case that practitioners, including social workers and psychologists, define people with disabilities’ as having or being a problem with the focus placed upon adjustment and coping. A case example will be used to illustrate how an AOP paradigm offers social work a more comprehensive and critical analysis and practice model for social work practice with and for people with disabilities than the traditional medical model, rehabilitative and social model approaches.

Keywords: anti-oppressive practice, disability, people with disabilities, social model of disability

Procedia PDF Downloads 1029

Authors: Yuzhi Cai

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In this paper, we discuss a Bayesian approach to quantile autoregressive (QAR) time series model estimation and forecasting. Together with a combining forecasts technique, we then predict USD to GBP currency exchange rates. Combined forecasts contain all the information captured by the fitted QAR models at different quantile levels and are therefore better than those obtained from individual models. Our results show that an unequally weighted combining method performs better than other forecasting methodology. We found that a median AR model can perform well in point forecasting when the predictive density functions are symmetric. However, in practice, using the median AR model alone may involve the loss of information about the data captured by other QAR models. We recommend that combined forecasts should be used whenever possible.

Keywords: combining forecasts, MCMC, predictive density functions, quantile forecasting, quantile modelling

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Authors: Diteboho Xaba, Kolentino Mpeta, Tlotliso Qejoe

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This paper assesses the in-sample forecasting of the South African exchange rates comparing a linear ARIMA model and a SETAR model. The study uses a monthly adjusted data of South African exchange rates with 420 observations. Akaike information criterion (AIC) and the Schwarz information criteria (SIC) are used for model selection. Mean absolute error (MAE), root mean squared error (RMSE) and mean absolute percentage error (MAPE) are error metrics used to evaluate forecast capability of the models. The Diebold –Mariano (DM) test is employed in the study to check forecast accuracy in order to distinguish the forecasting performance between the two models (ARIMA and SETAR). The results indicate that both models perform well when modelling and forecasting the exchange rates, but SETAR seemed to outperform ARIMA.

Keywords: ARIMA, error metrices, model selection, SETAR

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Authors: Kalai Lamia, Jilani Faouzi

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Measuring and controlling risk is one of the most attractive issues in finance. With the persistence of uncontrolled and erratic stocks movements, volatility is perceived as a barometer of daily fluctuations. An objective measure of this variable seems then needed to control risks and cover those that are considered the most important. Non-linear autoregressive modeling is our first evaluation approach. In particular, we test the presence of “persistence” of conditional variance and the presence of a degree of a leverage effect. In order to resolve for the problem of “asymmetry” in volatility, the retained specifications point to the importance of stocks reactions in response to news. Effects of shocks on volatility highlight also the need to study the “long term” behaviour of conditional variance of stocks returns and articulate the presence of long memory and dependence of time series in the long run. We note that the integrated fractional autoregressive model allows for representing time series that show long-term conditional variance thanks to fractional integration parameters. In order to stop at the dynamics that manage time series, a comparative study of the results of the different models will allow for better understanding volatility structure over the Tunisia stock market, with the aim of accurately predicting fluctuation risks.

Keywords: asymmetry volatility, clustering, stylised facts, leverage effect

Procedia PDF Downloads 276

Authors: M. Mashiur Rahman, Ulrik Birk Henriksen, Jesper Ahrenfeldt, Maria Puig Arnavat

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Using biomass gasification to make producer gas is one of the promising sustainable energy options available for small scale plant and rural applications for power and electricity. Tar content in producer gas is the main problem if it is used directly as a fuel. A low-tar biomass (LTB) gasifier of approximately 30 kW capacity has been developed to solve this. Moving bed gasifier with internal recirculation of pyrolysis gas has been the basic principle of the LTB gasifier. The gasifier focuses on the concept of mixing the pyrolysis gases with gasifying air and burning the mixture in separate combustion chamber. Five tests were carried out with the use of wood pellets and wood chips separately, with moisture content of 9-34%. The LTB gasifier offers excellent opportunities for handling extremely low-tar in the producer gas. The gasifiers producer gas had an extremely low tar content of 21.2 mg/Nm³ (avg.) and an average lower heating value (LHV) of 4.69 MJ/Nm³. Tar content found in different tests in the ranges of 10.6-29.8 mg/Nm³. This low tar content makes the producer gas suitable for direct use in internal combustion engine. Using mass and energy balances, the average gasifier capacity and cold gas efficiency (CGE) observed 23.1 kW and 82.7% for wood chips, and 33.1 kW and 60.5% for wood pellets, respectively. Average heat loss in term of higher heating value (HHV) observed 3.2% of thermal input for wood chips and 1% for wood pellets, where heat loss was found 1% of thermal input in term of enthalpy. Thus, the LTB gasifier performs better compared to typical gasifiers in term of heat loss. Equivalence ratio (ER) in the range of 0.29 to 0.41 gives better performance in terms of heating value and CGE. The specific gas production yields at the above ER range were in the range of 2.1-3.2 Nm³/kg. Heating value and CGE changes proportionally with the producer gas yield. The average gas compositions (H₂-19%, CO-19%, CO₂-10%, CH₄-0.7% and N₂-51%) obtained for wood chips are higher than the typical producer gas composition. Again, the temperature profile of the LTB gasifier observed relatively low temperature compared to typical moving bed gasifier. The average partial oxidation zone temperature of 970°C observed for wood chips. The use of separate combustor in the partial oxidation zone substantially lowers the bed temperature to 750°C. During the test, the engine was started and operated completely with the producer gas. The engine operated well on the produced gas, and no deposits were observed in the engine afterwards. Part of the producer gas flow was used for engine operation, and corresponding electrical power was found to be 1.5 kW continuously, and maximum power of 2.5 kW was also observed, while maximum generator capacity is 3 kW. A thermodynamic equilibrium model is good agreement with the experimental results and correctly predicts the equilibrium bed temperature, gas composition, LHV of the producer gas and ER with the experimental data, when the heat loss of 4% of the energy input is considered.

Keywords: biomass gasification, low-tar biomass gasifier, tar elimination, engine, deposits, condensate

Procedia PDF Downloads 93

Authors: Kelemewerk Destalem, Joongjae Cho, Jaeseong Lee, Ju H. Park, Joonhyuk Yoo

Abstract:

Background subtraction and temporal difference are often used for moving object detection in video. Both approaches are computationally simple and easy to be deployed in real-time image processing. However, while the background subtraction is highly sensitive to dynamic background and illumination changes, the temporal difference approach is poor at extracting relevant pixels of the moving object and at detecting the stopped or slowly moving objects in the scene. In this paper, we propose a moving object detection scheme based on adaptive background subtraction and temporal difference exploiting dynamic background updates. The proposed technique consists of a histogram equalization, a linear combination of background and temporal difference, followed by the novel frame-based and pixel-based background updating techniques. Finally, morphological operations are applied to the output images. Experimental results show that the proposed algorithm can solve the drawbacks of both background subtraction and temporal difference methods and can provide better performance than that of each method.

Keywords: background subtraction, background updating, real time, light weight algorithm, temporal difference

Procedia PDF Downloads 315

Authors: Salman Mohamadi, Seyed Mohammad Ali Tayaranian Hosseini, Hamidreza Amindavar

Abstract:

In this paper, we provide a procedure to analyze and model EEG (electroencephalogram) signal as a time series using ARIMA-GARCH to predict an epileptic attack. The heteroskedasticity of EEG signal is examined through the ARCH or GARCH, (Autore- gressive conditional heteroskedasticity, Generalized autoregressive conditional heteroskedasticity) test. The best ARIMA-GARCH model in AIC sense is utilized to measure the volatility of the EEG from epileptic canine subjects, to forecast the future values of EEG. ARIMA-only model can perform prediction, but the ARCH or GARCH model acting on the residuals of ARIMA attains a con- siderable improved forecast horizon. First, we estimate the best ARIMA model, then different orders of ARCH and GARCH modelings are surveyed to determine the best heteroskedastic model of the residuals of the mentioned ARIMA. Using the simulated conditional variance of selected ARCH or GARCH model, we suggest the procedure to predict the oncoming seizures. The results indicate that GARCH modeling determines the dynamic changes of variance well before the onset of seizure. It can be inferred that the prediction capability comes from the ability of the combined ARIMA-GARCH modeling to cover the heteroskedastic nature of EEG signal changes.

Keywords: epileptic seizure prediction , ARIMA, ARCH and GARCH modeling, heteroskedasticity, EEG

Procedia PDF Downloads 380

Authors: Drew Fockler

Abstract:

This research examines how to improve an employee’s experience when transferring between departments within an organization. This research includes a historical review of a Canadian retail organization. Based on this historical review, gaps are identified between current and future visions to show where problems with existing training and development practices need to be resolved to reduce front-line employee turnover within an organization. The strategies within this paper support leaders through the LEAD: Listen, Explore, Act and Develop, Change Management Model. The LEAD Change Management Model supports the change process. This research proposes three possible solutions to improve an employee who is transferring between departments. The best solution to resolve the problem of improving an employee moving between departments experience is creating a Training Manager position within the retail store. A Training Manager position could support both employees and leadership with training and development of staff who are moving between departments. Within this research, an implementation plan using the TransX Model was created. The TransX Model is a hybrid of Leader-Member Exchange Theory and Transformational Leadership Theory to facilitate this organizational change within an organization by creating a common vision. Finally, this research provides the next steps as well as future considerations to enhance the training manager role within an organization.

Keywords: employee transfers, employee engagement, human resources, employee induction, TransX model, lead change management model

Procedia PDF Downloads 50

Authors: Guoyu Wang, Meilian Zhang, Chunhui LI, Bing Ren

Abstract:

In recent decades, a variety of floating structures have played a crucial role in ocean and marine engineering, such as ships, offshore platforms, floating breakwaters, fish farms, floating airports, etc. It is common for floating structures to suffer from loadings under waves, and the responses of the structures mounted in marine environments have a significant relation to the wave impacts. The interaction between surface waves and floating structures is one of the important issues in ship or marine structure design to increase performance and efficiency. With the progress of computational fluid dynamics, a number of numerical models based on the NS equations in the time domain have been developed to explore the above problem, such as the finite difference method or the finite volume method. Those traditional numerical simulation techniques for moving bodies are grid-based, which may encounter some difficulties when treating a large free surface deformation and a moving boundary. In these models, the moving structures in a Lagrangian formulation need to be appropriately described in grids, and the special treatment of the moving boundary is inevitable. Nevertheless, in the mesh-based models, the movement of the grid near the structure or the communication between the moving Lagrangian structure and Eulerian meshes will increase the algorithm complexity. Fortunately, these challenges can be avoided by the meshless particle methods. In the present study, a moving particle semi-implicit model is explored for the numerical simulation of fluid–structure interaction with surface flows, especially for coupling of fluid and moving rigid body. The equivalent momentum transfer method is proposed and derived for the coupling of fluid and rigid moving body. The structure is discretized into a group of solid particles, which are assumed as fluid particles involved in solving the NS equation altogether with the surrounding fluid particles. The momentum conservation is ensured by the transfer from those fluid particles to the corresponding solid particles. Then, the position of the solid particles is updated to keep the initial shape of the structure. Using the proposed method, the motions of a free-floating body in regular waves are numerically studied. The wave surface evaluation and the dynamic response of the floating body are presented. There is good agreement when the numerical results, such as the sway, heave, and roll of the floating body, are compared with the experimental and other numerical data. It is demonstrated that the presented MPS model is effective for the numerical simulation of fluid-structure interaction.

Keywords: floating body, fluid structure interaction, MPS, particle method, waves

Procedia PDF Downloads 46

Authors: H. İmrek, O. Corumluoglu, B. Akdemir, I. Sanlioglu

Abstract:

It is important to be able to determine the heading direction of a moving vehicle with respect to a distant location. Additionally, it is important to be able to direct a rotating platform on a moving vehicle towards a distant position or location on the earth surface, especially for applications such as determination of the Kaaba direction for daily Muslim prayers. GNNS offers some reasonable solutions. In this study, a functional model of such a directing system supported by GNNS is discussed, and an appropriate system is designed for these purposes. An application for directing system is done by using RTK and DGNSS. Accuracy estimations are given for this system.

Keywords: GNNS, orientation of rotating platform, vehicle orientation, prayer aid device

Procedia PDF Downloads 370

Authors: N. M. Arifin, S. P. M. Isa, R. Nazar, N. Bachok, F. M. Ali, I. Pop

Abstract:

In this paper, the steady forced convection boundary layer flow of a Casson fluid past a moving permeable semi-infinite flat plate beneath a uniform free stream is investigated. The mathematical problem reduces to a pair of noncoupled ordinary differential equations by similarity transformation, which is then solved numerically using the shooting method. Both the cases when the plate moves into or out of the origin are considered. Effects of the non-Newtonian (Casson) parameter, moving parameter, suction or injection parameter and Eckert number on the flow and heat transfer characteristics are thoroughly examined. Dual solutions are found to exist for each value of the governing parameters.

Keywords: forced convection, Casson fluids, moving flat plate, boundary layer

Procedia PDF Downloads 435

Authors: Devi Srinivas, K. Sindhuja

Abstract:

This paper presents architecture to improve surveillance applications based on the usage of the service oriented paradigm, with smart phones as user terminals, allowing application dynamic composition and increasing the flexibility of the system. According to the result of moving object detection research on video sequences, the movement of the people is tracked using video surveillance. The moving object is identified using the image subtraction method. The background image is subtracted from the foreground image, from that the moving object is derived. So the Background subtraction algorithm and the threshold value is calculated to find the moving image by using background subtraction algorithm the moving frame is identified. Then, by the threshold value the movement of the frame is identified and tracked. Hence, the movement of the object is identified accurately. This paper deals with low-cost intelligent mobile phone-based wireless video surveillance solution using moving object recognition technology. The proposed solution can be useful in various security systems and environmental surveillance. The fundamental rule of moving object detecting is given in the paper, then, a self-adaptive background representation that can update automatically and timely to adapt to the slow and slight changes of normal surroundings is detailed. While the subtraction of the present captured image and the background reaches a certain threshold, a moving object is measured to be in the current view, and the mobile phone will automatically notify the central control unit or the user through SMS (Short Message System). The main advantage of this system is when an unknown image is captured by the system it will alert the user automatically by sending an SMS to user’s mobile.

Keywords: security, graphical password, persuasive cued click points

Procedia PDF Downloads 514