Search results for: Porter's diamond model
16803 Stock Market Prediction by Regression Model with Social Moods
Authors: Masahiro Ohmura, Koh Kakusho, Takeshi Okadome
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This paper presents a regression model with autocorrelated errors in which the inputs are social moods obtained by analyzing the adjectives in Twitter posts using a document topic model. The regression model predicts Dow Jones Industrial Average (DJIA) more precisely than autoregressive moving-average models.Keywords: stock market prediction, social moods, regression model, DJIA
Procedia PDF Downloads 54816802 Influence of Different Thicknesses on Mechanical and Corrosion Properties of a-C:H Films
Authors: S. Tunmee, P. Wongpanya, I. Toda, X. L. Zhou, Y. Nakaya, N. Konkhunthot, S. Arakawa, H. Saitoh
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The hydrogenated amorphous carbon films (a-C:H) were deposited on p-type Si (100) substrates at different thicknesses by radio frequency plasma enhanced chemical vapor deposition technique (rf-PECVD). Raman spectra display asymmetric diamond-like peaks, representative of the a-C:H films. The decrease of intensity ID/IG ratios revealed the sp3 content arise at different thicknesses of the a-C:H films. In terms of mechanical properties, the high hardness and elastic modulus values show the elastic and plastic deformation behaviors related to sp3 content in amorphous carbon films. Electro chemical properties showed that the a-C:H films exhibited excellent corrosion resistance in air-saturated 3.5 wt% NaCl solution for pH 2 at room temperature. Thickness increasing affected the small sp2 clusters in matrix, restricting the velocity transfer and exchange of electrons. The deposited a-C:H films exhibited excellent mechanical properties and corrosion resistance.Keywords: thickness, mechanical properties, electrochemical corrosion properties, a-C:H film
Procedia PDF Downloads 44516801 Structural Equation Modeling Semiparametric Truncated Spline Using Simulation Data
Authors: Adji Achmad Rinaldo Fernandes
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SEM analysis is a complex multivariate analysis because it involves a number of exogenous and endogenous variables that are interconnected to form a model. The measurement model is divided into two, namely, the reflective model (reflecting) and the formative model (forming). Before carrying out further tests on SEM, there are assumptions that must be met, namely the linearity assumption, to determine the form of the relationship. There are three modeling approaches to path analysis, including parametric, nonparametric and semiparametric approaches. The aim of this research is to develop semiparametric SEM and obtain the best model. The data used in the research is secondary data as the basis for the process of obtaining simulation data. Simulation data was generated with various sample sizes of 100, 300, and 500. In the semiparametric SEM analysis, the form of the relationship studied was determined, namely linear and quadratic and determined one and two knot points with various levels of error variance (EV=0.5; 1; 5). There are three levels of closeness of relationship for the analysis process in the measurement model consisting of low (0.1-0.3), medium (0.4-0.6) and high (0.7-0.9) levels of closeness. The best model lies in the form of the relationship X1Y1 linear, and. In the measurement model, a characteristic of the reflective model is obtained, namely that the higher the closeness of the relationship, the better the model obtained. The originality of this research is the development of semiparametric SEM, which has not been widely studied by researchers.Keywords: semiparametric SEM, measurement model, structural model, reflective model, formative model
Procedia PDF Downloads 4016800 Use Cloud-Based Watson Deep Learning Platform to Train Models Faster and More Accurate
Authors: Susan Diamond
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Machine Learning workloads have traditionally been run in high-performance computing (HPC) environments, where users log in to dedicated machines and utilize the attached GPUs to run training jobs on huge datasets. Training of large neural network models is very resource intensive, and even after exploiting parallelism and accelerators such as GPUs, a single training job can still take days. Consequently, the cost of hardware is a barrier to entry. Even when upfront cost is not a concern, the lead time to set up such an HPC environment takes months from acquiring hardware to set up the hardware with the right set of firmware, software installed and configured. Furthermore, scalability is hard to achieve in a rigid traditional lab environment. Therefore, it is slow to react to the dynamic change in the artificial intelligent industry. Watson Deep Learning as a service, a cloud-based deep learning platform that mitigates the long lead time and high upfront investment in hardware. It enables robust and scalable sharing of resources among the teams in an organization. It is designed for on-demand cloud environments. Providing a similar user experience in a multi-tenant cloud environment comes with its own unique challenges regarding fault tolerance, performance, and security. Watson Deep Learning as a service tackles these challenges and present a deep learning stack for the cloud environments in a secure, scalable and fault-tolerant manner. It supports a wide range of deep-learning frameworks such as Tensorflow, PyTorch, Caffe, Torch, Theano, and MXNet etc. These frameworks reduce the effort and skillset required to design, train, and use deep learning models. Deep Learning as a service is used at IBM by AI researchers in areas including machine translation, computer vision, and healthcare.Keywords: deep learning, machine learning, cognitive computing, model training
Procedia PDF Downloads 20816799 Normal Spectral Emissivity of Roughened Aluminum Alloy AL 6061 Surfaces at High Temperature
Authors: Sumeet Kumar, C. V. Krishnamurthy, Krishnan Balasubramaniam
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Normal spectral emissivity of Al 6061 alloys with different surface finishes was experimentally measured at 833°K. Four different samples were prepared by polishing the surfaces of the alloy by 80, 220, 600 grit sizes of SiC abrasive papers and diamond paste. The samples were heated in air for 6 h at 833°K, and the emissivity was measured during the process from pyrometers operating at wavelengths of 3.9, 5.14 and 7.8 μm. The results indicated that the emissivity was increasing with heating time and the rate of increase was rapid during the initial stage of heating in comparison with the later stage. This appears to be because of the parabolic rate law followed by the process of oxidation. Further, it is found that the increase in emissivity with heating time was higher for rough surfaces than that for polished surfaces. Both the results were analyzed at all the three wavelengths, and qualitatively similar results were obtained for all of them. In this way emissivity of the alloy can be increased by roughening the surfaces and heating it at high temperature until the surfaces are oxidized.Keywords: aluminum alloy, high temperature, normal spectral emissivity, surface roughness
Procedia PDF Downloads 22716798 Metabolic Predictive Model for PMV Control Based on Deep Learning
Authors: Eunji Choi, Borang Park, Youngjae Choi, Jinwoo Moon
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In this study, a predictive model for estimating the metabolism (MET) of human body was developed for the optimal control of indoor thermal environment. Human body images for indoor activities and human body joint coordinated values were collected as data sets, which are used in predictive model. A deep learning algorithm was used in an initial model, and its number of hidden layers and hidden neurons were optimized. Lastly, the model prediction performance was analyzed after the model being trained through collected data. In conclusion, the possibility of MET prediction was confirmed, and the direction of the future study was proposed as developing various data and the predictive model.Keywords: deep learning, indoor quality, metabolism, predictive model
Procedia PDF Downloads 25716797 Model Averaging in a Multiplicative Heteroscedastic Model
Authors: Alan Wan
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In recent years, the body of literature on frequentist model averaging in statistics has grown significantly. Most of this work focuses on models with different mean structures but leaves out the variance consideration. In this paper, we consider a regression model with multiplicative heteroscedasticity and develop a model averaging method that combines maximum likelihood estimators of unknown parameters in both the mean and variance functions of the model. Our weight choice criterion is based on a minimisation of a plug-in estimator of the model average estimator's squared prediction risk. We prove that the new estimator possesses an asymptotic optimality property. Our investigation of finite-sample performance by simulations demonstrates that the new estimator frequently exhibits very favourable properties compared to some existing heteroscedasticity-robust model average estimators. The model averaging method hedges against the selection of very bad models and serves as a remedy to variance function misspecification, which often discourages practitioners from modeling heteroscedasticity altogether. The proposed model average estimator is applied to the analysis of two real data sets.Keywords: heteroscedasticity-robust, model averaging, multiplicative heteroscedasticity, plug-in, squared prediction risk
Procedia PDF Downloads 38416796 Reliability Prediction of Tires Using Linear Mixed-Effects Model
Authors: Myung Hwan Na, Ho- Chun Song, EunHee Hong
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We widely use normal linear mixed-effects model to analysis data in repeated measurement. In case of detecting heteroscedasticity and the non-normality of the population distribution at the same time, normal linear mixed-effects model can give improper result of analysis. To achieve more robust estimation, we use heavy tailed linear mixed-effects model which gives more exact and reliable analysis conclusion than standard normal linear mixed-effects model.Keywords: reliability, tires, field data, linear mixed-effects model
Procedia PDF Downloads 56316795 Desktop High-Speed Aerodynamics by Shallow Water Analogy in a Tin Box for Engineering Students
Authors: Etsuo Morishita
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In this paper, we show shallow water in a tin box as an analogous simulation tool for high-speed aerodynamics education and research. It is customary that we use a water tank to create shallow water flow. While a flow in a water tank is not necessarily uniform and is sometimes wavy, we can visualize a clear supercritical flow even when we move a body manually in stationary water in a simple shallow tin box. We can visualize a blunt shock wave around a moving circular cylinder together with a shock pattern around a diamond airfoil. Another interesting analogous experiment is a hydrodynamic shock tube with water and tea. We observe the contact surface clearly due to color difference of the two liquids those are invisible in the real gas dynamics experiment. We first revisit the similarities between high-speed aerodynamics and shallow water hydraulics. Several educational and research experiments are then introduced for engineering students. Shallow water experiments in a tin box simulate properly the high-speed flows.Keywords: aerodynamics compressible flow, gas dynamics, hydraulics, shock wave
Procedia PDF Downloads 30216794 Towards a Measurement-Based E-Government Portals Maturity Model
Authors: Abdoullah Fath-Allah, Laila Cheikhi, Rafa E. Al-Qutaish, Ali Idri
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The e-government emerging concept transforms the way in which the citizens are dealing with their governments. Thus, the citizens can execute the intended services online anytime and anywhere. This results in great benefits for both the governments (reduces the number of officers) and the citizens (more flexibility and time saving). Therefore, building a maturity model to assess the e-government portals becomes desired to help in the improvement process of such portals. This paper aims at proposing an e-government maturity model based on the measurement of the best practices’ presence. The main benefit of such maturity model is to provide a way to rank an e-government portal based on the used best practices, and also giving a set of recommendations to go to the higher stage in the maturity model.Keywords: best practices, e-government portal, maturity model, quality model
Procedia PDF Downloads 33816793 CFD Simulation of a Large Scale Unconfined Hydrogen Deflagration
Authors: I. C. Tolias, A. G. Venetsanos, N. Markatos
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In the present work, CFD simulations of a large scale open deflagration experiment are performed. Stoichiometric hydrogen-air mixture occupies a 20 m hemisphere. Two combustion models are compared and are evaluated against the experiment. The Eddy Dissipation Model and a Multi-physics combustion model which is based on Yakhot’s equation for the turbulent flame speed. The values of models’ critical parameters are investigated. The effect of the turbulence model is also examined. k-ε model and LES approach were tested.Keywords: CFD, deflagration, hydrogen, combustion model
Procedia PDF Downloads 50216792 A Framework for Consumer Selection on Travel Destinations
Authors: J. Rhodes, V. Cheng, P. Lok
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The aim of this study is to develop a parsimonious model that explains the effect of different stimulus on a tourist’s intention to visit a new destination. The model consists of destination trust and interest as the mediating variables. The model was tested using two different types of stimulus; both studies empirically supported the proposed model. Furthermore, the first study revealed that advertising has a stronger effect than positive online reviews. The second study found that the peripheral route of the elaboration likelihood model has a stronger influence power than the central route in this context.Keywords: advertising, electronic word-of-mouth, elaboration likelihood model, intention to visit, trust
Procedia PDF Downloads 45816791 A Combined AHP-GP Model for Selecting Knowledge Management Tool
Authors: Ahmad Sarfaraz, Raiyad Herwies
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In this paper, a multi-criteria decision making analysis is used to help any organization selects the best KM tool that fits and serves its needs. The AHP model is used based on a previous study to highlight and identify the main criteria and sub-criteria that are incorporated in the selection process. Different KM tools alternatives with different criteria are compared and weighted accurately to be incorporated in the GP model. The main goal is to combine the GP model with the AHP model to ensure that selecting the KM tool considers the resource constraints. Two important issues are discussed in this paper: how different factors could be taken into consideration in forming the AHP model, and how to incorporate the AHP results into the GP model for better results.Keywords: knowledge management, analytical hierarchy process, goal programming, multi-criteria decision making
Procedia PDF Downloads 38516790 Long Short-Time Memory Neural Networks for Human Driving Behavior Modelling
Authors: Lu Zhao, Nadir Farhi, Yeltsin Valero, Zoi Christoforou, Nadia Haddadou
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In this paper, a long short-term memory (LSTM) neural network model is proposed to replicate simultaneously car-following and lane-changing behaviors in road networks. By combining two kinds of LSTM layers and three input designs of the neural network, six variants of the LSTM model have been created. These models were trained and tested on the NGSIM 101 dataset, and the results were evaluated in terms of longitudinal speed and lateral position, respectively. Then, we compared the LSTM model with a classical car-following model (the intelligent driving model (IDM)) in the part of speed decision. In addition, the LSTM model is compared with a model using classical neural networks. After the comparison, the LSTM model demonstrates higher accuracy than the physical model IDM in terms of car-following behavior and displays better performance with regard to both car-following and lane-changing behavior compared to the classical neural network model.Keywords: traffic modeling, neural networks, LSTM, car-following, lane-change
Procedia PDF Downloads 26116789 AgriFood Model in Ankara Regional Innovation Strategy
Authors: Coskun Serefoglu
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The study aims to analyse how a traditional sector such as agri-food could be mobilized through regional innovation strategies. A principal component analysis as well as qualitative information, such as in-depth interviews, focus group and surveys, were employed to find the priority sectors. An agri-food model was developed which includes both a linear model and interactive model. The model consists of two main components, one of which is technological integration and the other one is agricultural extension which is based on Land-grant university approach of U.S. which is not a common practice in Turkey.Keywords: regional innovation strategy, interactive model, agri-food sector, local development, planning, regional development
Procedia PDF Downloads 14916788 Stability Analysis of SEIR Epidemic Model with Treatment Function
Authors: Sasiporn Rattanasupha, Settapat Chinviriyasit
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The treatment function adopts a continuous and differentiable function which can describe the effect of delayed treatment when the number of infected individuals increases and the medical condition is limited. In this paper, the SEIR epidemic model with treatment function is studied to investigate the dynamics of the model due to the effect of treatment. It is assumed that the treatment rate is proportional to the number of infective patients. The stability of the model is analyzed. The model is simulated to illustrate the analytical results and to investigate the effects of treatment on the spread of infection.Keywords: basic reproduction number, local stability, SEIR epidemic model, treatment function
Procedia PDF Downloads 52116787 Design of Lead-Lag Based Internal Model Controller for Binary Distillation Column
Authors: Rakesh Kumar Mishra, Tarun Kumar Dan
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Lead-Lag based Internal Model Control method is proposed based on Internal Model Control (IMC) strategy. In this paper, we have designed the Lead-Lag based Internal Model Control for binary distillation column for SISO process (considering only bottom product). The transfer function has been taken from Wood and Berry model. We have find the composition control and disturbance rejection using Lead-Lag based IMC and comparing with the response of simple Internal Model Controller.Keywords: SISO, lead-lag, internal model control, wood and berry, distillation column
Procedia PDF Downloads 64616786 A New Mathematical Model of Human Olfaction
Authors: H. Namazi, H. T. N. Kuan
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It is known that in humans, the adaptation to a given odor occurs within a quite short span of time (typically one minute) after the odor is presented to the brain. Different models of human olfaction have been developed by scientists but none of these models consider the diffusion phenomenon in olfaction. A novel microscopic model of the human olfaction is presented in this paper. We develop this model by incorporating the transient diffusivity. In fact, the mathematical model is written based on diffusion of the odorant within the mucus layer. By the use of the model developed in this paper, it becomes possible to provide quantification of the objective strength of odor.Keywords: diffusion, microscopic model, mucus layer, olfaction
Procedia PDF Downloads 50516785 An Output Oriented Super-Efficiency Model for Considering Time Lag Effect
Authors: Yanshuang Zhang, Byungho Jeong
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There exists some time lag between the consumption of inputs and the production of outputs. This time lag effect should be considered in calculating efficiency of decision making units (DMU). Recently, a couple of DEA models were developed for considering time lag effect in efficiency evaluation of research activities. However, these models can’t discriminate efficient DMUs because of the nature of basic DEA model in which efficiency scores are limited to ‘1’. This problem can be resolved a super-efficiency model. However, a super efficiency model sometimes causes infeasibility problem. This paper suggests an output oriented super-efficiency model for efficiency evaluation under the consideration of time lag effect. A case example using a long term research project is given to compare the suggested model with the MpO modelKeywords: DEA, Super-efficiency, Time Lag, research activities
Procedia PDF Downloads 65716784 Validation of the Formal Model of Web Services Applications for Digital Reference Service of Library Information System
Authors: Zainab Magaji Musa, Nordin M. A. Rahman, Julaily Aida Jusoh
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The web services applications for digital reference service (WSDRS) of LIS model is an informal model that claims to reduce the problems of digital reference services in libraries. It uses web services technology to provide efficient way of satisfying users’ needs in the reference section of libraries. The formal WSDRS model consists of the Z specifications of all the informal specifications of the model. This paper discusses the formal validation of the Z specifications of WSDRS model. The authors formally verify and thus validate the properties of the model using Z/EVES theorem prover.Keywords: validation, verification, formal, theorem prover
Procedia PDF Downloads 51516783 Linear MIMO Model Identification Using an Extended Kalman Filter
Authors: Matthew C. Best
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Linear Multi-Input Multi-Output (MIMO) dynamic models can be identified, with no a priori knowledge of model structure or order, using a new Generalised Identifying Filter (GIF). Based on an Extended Kalman Filter, the new filter identifies the model iteratively, in a continuous modal canonical form, using only input and output time histories. The filter’s self-propagating state error covariance matrix allows easy determination of convergence and conditioning, and by progressively increasing model order, the best fitting reduced-order model can be identified. The method is shown to be resistant to noise and can easily be extended to identification of smoothly nonlinear systems.Keywords: system identification, Kalman filter, linear model, MIMO, model order reduction
Procedia PDF Downloads 59416782 Two-Dimensional Symmetric Half-Plane Recursive Doubly Complementary Digital Lattice Filters
Authors: Ju-Hong Lee, Chong-Jia Ciou, Yuan-Hau Yang
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This paper deals with the problem of two-dimensional (2-D) recursive doubly complementary (DC) digital filter design. We present a structure of 2-D recursive DC filters by using 2-D symmetric half-plane (SHP) recursive digital all-pass lattice filters (DALFs). The novelty of using 2-D SHP recursive DALFs to construct a 2-D recursive DC digital lattice filter is that the resulting 2-D SHP recursive DC digital lattice filter provides better performance than the existing 2-D SHP recursive DC digital filter. Moreover, the proposed structure possesses a favorable 2-D DC half-band (DC-HB) property that allows about half of the 2-D SHP recursive DALF’s coefficients to be zero. This leads to considerable savings in computational burden for implementation. To ensure the stability of a designed 2-D SHP recursive DC digital lattice filter, some necessary constraints on the phase of the 2-D SHP recursive DALF during the design process are presented. Design of a 2-D diamond-shape decimation/interpolation filter is presented for illustration and comparison.Keywords: all-pass digital filter, doubly complementary, lattice structure, symmetric half-plane digital filter, sampling rate conversion
Procedia PDF Downloads 43716781 Towards Efficient Reasoning about Families of Class Diagrams Using Union Models
Authors: Tejush Badal, Sanaa Alwidian
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Class diagrams are useful tools within the Unified Modelling Language (UML) to model and visualize the relationships between, and properties of objects within a system. As a system evolves over time and space (e.g., products), a series of models with several commonalities and variabilities create what is known as a model family. In circumstances where there are several versions of a model, examining each model individually, becomes expensive in terms of computation resources. To avoid performing redundant operations, this paper proposes an approach for representing a family of class diagrams into Union Models to represent model families using a single generic model. The paper aims to analyze and reason about a family of class diagrams using union models as opposed to individual analysis of each member model in the family. The union algorithm provides a holistic view of the model family, where the latter cannot be otherwise obtained from an individual analysis approach, this in turn, enhances the analysis performed in terms of speeding up the time needed to analyze a family of models together as opposed to analyzing individual models, one model at a time.Keywords: analysis, class diagram, model family, unified modeling language, union model
Procedia PDF Downloads 7416780 Forest Soil Greenhouse Gas Real-Time Analysis Using Quadrupole Mass Spectrometry
Authors: Timothy L. Porter, T. Randy Dillingham
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Vegetation growth and decomposition, along with soil microbial activity play a complex role in the production of greenhouse gases originating in forest soils. The absorption or emission (respiration) of these gases is a function of many factors relating to the soils themselves, the plants, and the environment in which the plants are growing. For this study, we have constructed a battery-powered, portable field mass spectrometer for use in analyzing gases in the soils surrounding trees, plants, and other areas. We have used the instrument to sample in real-time the greenhouse gases carbon dioxide and methane in soils where plant life may be contributing to the production of gases such as methane. Gases such as isoprene, which may help correlate gas respiration to microbial activity have also been measured. The instrument is composed of a quadrupole mass spectrometer with part per billion or better sensitivity, coupled to battery-powered turbo and diaphragm pumps. A unique ambient air pressure differentially pumped intake apparatus allows for the real-time sampling of gases in the soils from the surface to several inches below the surface. Results show that this instrument is capable of instant, part-per-billion sensitivity measurement of carbon dioxide and methane in the near surface region of various forest soils. We have measured differences in soil respiration resulting from forest thinning, forest burning, and forest logging as compared to pristine, untouched forests. Further studies will include measurements of greenhouse gas respiration as a function of temperature, microbial activity as measured by isoprene production, and forest restoration after fire.Keywords: forest, soil, greenhouse, quadrupole
Procedia PDF Downloads 11616779 The Social Change Leadership Model for Administrators and Teachers Development in Northeast Thailand
Authors: D. Thawinkarn, S. Wongbutlee
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The Social Change Leadership model is strongly aligned with administration’s mission. This research aims to examine the elements of social change leadership, build and develop leadership for social change, and evaluate effectiveness of leadership development model for social change. The research operation has 3 phases: model studies by in-depth interviews and survey research; drafting and creating model which verified by the experts; and trial of model in schools. The results showed that administrators and teachers have the elements of leadership for social change in moderate level. These elements are ranged descending from consciousness of self, common purpose, congruence, collaboration, commitment, citizenship, and controversy with civility. Model of leadership for social change is included the principles, objectives, content, process. Workshop process: Results show that the model of leadership development for social change in administrators and teachers leads to higher score in leadership evaluation prior to administering the operation.Keywords: leadership, social change model, organization, administrators
Procedia PDF Downloads 41816778 SiC Merged PiN and Schottky (MPS) Power Diodes Electrothermal Modeling in SPICE
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This paper sets out a behavioral macro-model of a Merged PiN and Schottky (MPS) diode based on silicon carbide (SiC). This model holds good for both static and dynamic electrothermal simulations for industrial applications. Its parameters have been worked out from datasheets curves by drawing on the optimization method: Simulated Annealing (SA) for the SiC MPS diodes made available in the industry. The model also adopts the Analog Behavioral Model (ABM) of PSPICE in which it has been implemented. The thermal behavior of the devices was also taken into consideration by making use of Foster’ canonical network as figured out from electro-thermal measurement provided by the manufacturer of the device.Keywords: SiC MPS diode, electro-thermal, SPICE model, behavioral macro-model
Procedia PDF Downloads 40716777 Lee-Carter Mortality Forecasting Method with Dynamic Normal Inverse Gaussian Mortality Index
Authors: Funda Kul, İsmail Gür
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Pension scheme providers have to price mortality risk by accurate mortality forecasting method. There are many mortality-forecasting methods constructed and used in literature. The Lee-Carter model is the first model to consider stochastic improvement trends in life expectancy. It is still precisely used. Mortality forecasting is done by mortality index in the Lee-Carter model. It is assumed that mortality index fits ARIMA time series model. In this paper, we propose and use dynamic normal inverse gaussian distribution to modeling mortality indes in the Lee-Carter model. Using population mortality data for Italy, France, and Turkey, the model is forecasting capability is investigated, and a comparative analysis with other models is ensured by some well-known benchmarking criterions.Keywords: mortality, forecasting, lee-carter model, normal inverse gaussian distribution
Procedia PDF Downloads 36016776 Combining the Dynamic Conditional Correlation and Range-GARCH Models to Improve Covariance Forecasts
Authors: Piotr Fiszeder, Marcin Fałdziński, Peter Molnár
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The dynamic conditional correlation model of Engle (2002) is one of the most popular multivariate volatility models. However, this model is based solely on closing prices. It has been documented in the literature that the high and low price of the day can be used in an efficient volatility estimation. We, therefore, suggest a model which incorporates high and low prices into the dynamic conditional correlation framework. Empirical evaluation of this model is conducted on three datasets: currencies, stocks, and commodity exchange-traded funds. The utilisation of realized variances and covariances as proxies for true variances and covariances allows us to reach a strong conclusion that our model outperforms not only the standard dynamic conditional correlation model but also a competing range-based dynamic conditional correlation model.Keywords: volatility, DCC model, high and low prices, range-based models, covariance forecasting
Procedia PDF Downloads 18316775 The Establishment of RELAP5/SNAP Model for Kuosheng Nuclear Power Plant
Authors: C. Shih, J. R. Wang, H. C. Chang, S. W. Chen, S. C. Chiang, T. Y. Yu
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After the measurement uncertainty recapture (MUR) power uprates, Kuosheng nuclear power plant (NPP) was uprated the power from 2894 MWt to 2943 MWt. For power upgrade, several codes (e.g., TRACE, RELAP5, etc.) were applied to assess the safety of Kuosheng NPP. Hence, the main work of this research is to establish a RELAP5/MOD3.3 model of Kuosheng NPP with SNAP interface. The establishment of RELAP5/SNAP model was referred to the FSAR, training documents, and TRACE model which has been developed and verified before. After completing the model establishment, the startup test scenarios would be applied to the RELAP5/SNAP model. With comparing the startup test data and TRACE analysis results, the applicability of RELAP5/SNAP model would be assessed.Keywords: RELAP5, TRACE, SNAP, BWR
Procedia PDF Downloads 42916774 The Filipino Catholics in Japan: Traces and Cues of De/Ghettoization
Authors: Willard Enrique R. Macaraan
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Filipino Catholics' historicized narrative in the Church of Japan is found to be marked by contestation and negotiation. This paper aims to uncover the nuances of this marginality by utilizing Loic Wacquant's theorization of urban ghettos as well as Pierre Bourdieu's field ideation. In an attempt to illustrate the dynamics of the power-play that is implicit in any situation of marginality, the paper proposes a 'diamond-quadrant' (DQ) plane that may serve as a heuristic device for analytical purposes. This study is drawn from data collected and gathered through ten-month field research in selected church communities in the Archdiocese of Tokyo, Japan employing qualitative methodologies like participant observation, interviews, and document reviews. Reconstructing their historicized struggle since the late 70s, it is discovered that the arena of contested space has shifted from the right plane of "ghettoization" tendencies in the early years towards the left plane of "deghettoization" strategies in recent years. Still, a highly negotiated space, several situational factors, and emerging trends in and outside the ecclesial grounds have led to this major shift.Keywords: Wacquant, ghetto, migration, religion
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