Search results for: stochastic modeling

Authors: Hassan Manouzi

Abstract:

We present in this paper a useful strategy to solve stochastic partial differential equations (SPDEs) involving stochastic coefficients. Using the Wick-product of higher order and the Wiener-Itˆo chaos expansion, the SPDEs is reformulated as a large system of deterministic partial differential equations. To reduce the computational complexity of this system, we shall use a decomposition-coordination method. To obtain the chaos coefficients in the corresponding deterministic equations, we use a least square formulation. Once this approximation is performed, the statistics of the numerical solution can be easily evaluated.

Keywords: least squares, wick product, SPDEs, finite element, wiener chaos expansion, gradient method

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Authors: Ghania Zerari, Abderrezak Guessoum, Rachid Beguenane

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This paper introduces high-performance architecture for fully parallel stochastic Low-Density Parity-Check (LDPC) field programmable gate array (FPGA) based LDPC decoder. The new approach is designed to decrease the decoding latency and to reduce the FPGA logic utilisation. To accomplish the target logic utilisation reduction, the routing of the proposed sub-variable node (VN) internal memory is designed to utilize one slice distributed RAM. Furthermore, a VN initialization, using the channel input probability, is achieved to enhance the decoder convergence, without extra resources and without integrating the output saturated-counters. The Xilinx FPGA implementation, of IEEE 802.3an standard LDPC code, shows that the proposed decoding approach attain high performance along with reduction of FPGA logic utilisation.

Keywords: low-density parity-check (LDPC) decoder, stochastic decoding, field programmable gate array (FPGA), IEEE 802.3an standard

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Authors: Likewin Thomas, M. V. Manoj Kumar, B. Annappa

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The aim of this study was to develop an Artificial Neural Network0 s recommendation model for an online process using the complexity of load, performance, and average servicing time of the resources. Here, the proposed model investigates the resource performance using stochastic gradient decent method for learning ranking function. A probabilistic cost function is implemented to identify the optimal θ values (load) on each resource. Based on this result the recommendation of resource suitable for performing the currently executing task is made. The test result of CoSeLoG project is presented with an accuracy of 72.856%.

Keywords: ADALINE, neural network, gradient decent, process mining, resource behaviour, polynomial regression model

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Authors: N. R. Badurally Adam, S. R. Monebhurrun, M. Z. Dauhoo, A. Khoodaruth

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Transport energy demand is vital for the economic growth of any country. Globalisation and better standard of living plays an important role in transport energy demand. Recently, transport energy demand in Mauritius has increased significantly, thus leading to an abuse of natural resources and thereby contributing to global warming. Forecasting the transport energy demand is therefore important for controlling and managing the demand. In this paper, we develop a model to predict the transport energy demand. The model developed is based on a system of five stochastic differential equations (SDEs) consisting of five endogenous variables: fuel price, population, gross domestic product (GDP), number of vehicles and transport energy demand and three exogenous parameters: crude birth rate, crude death rate and labour force. An interval of seven years is used to avoid any falsification of result since Mauritius is a developing country. Data available for Mauritius from year 2003 up to 2009 are used to obtain the values of design variables by applying genetic algorithm. The model is verified and validated for 2010 to 2012 by substituting the values of coefficients obtained by GA in the model and using particle swarm optimisation (PSO) to predict the values of the exogenous parameters. This model will help to control the transport energy demand in Mauritius which will in turn foster Mauritius towards a pollution-free country and decrease our dependence on fossil fuels.

Keywords: genetic algorithm, modeling, particle swarm optimization, stochastic differential equations, transport energy demand

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Authors: Ahmet Kaya

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Quantum mechanism is one of the most important approaches to calculating non-ruin probability. We apply standard Dirac notation to model given Hamiltonians. By using the traditional method and eigenvector basis, non-ruin probability is found for several examples. Also, non-ruin probability is calculated for two different Hamiltonian by using the tensor product. Finally, the path integral method is applied to the examples and comparison is made for stochastic simulations and path integral calculation.

Keywords: quantum physics, Hamiltonian system, path integral, tensor product, ruin probability

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Authors: Zoltan Theisz, Gergely Mezei

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Modern industrial automation relies on service oriented concepts of Internet of Things (IoT) device modeling in order to provide a flexible and extendable environment for service meta-repository. However, state-of-the-art meta-modeling techniques prefer design-time modeling, which results in a heavy usage of class sometimes unnecessary static subtyping. Although this approach benefits from clear-cut object-oriented design principles, it also seals the model repository for further dynamic extensions. In this paper, a dynamic multi-level modeling approach is introduced that enables dynamic subtyping through a more relaxed partial instantiation mechanism. The approach is demonstrated on a simple sensor network example.

Keywords: meta-modeling, dynamic subtyping, DMLA, industrial automation, arrowhead

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Authors: Karolína Vozková, Matěj Kuc

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This paper analyzes recent trends in cost efficiency of European cooperative banks using efficient frontier analysis. Our methodology is based on stochastic frontier analysis which is run on a set of 649 European cooperative banks using data between 2006 and 2015. Our results show that average inefficiency of European cooperative banks is increasing since 2008, smaller cooperative banks are significantly more efficient than the bigger ones over the whole time period and that share of net fee and commission income to total income surprisingly seems to have no impact on bank cost efficiency.

Keywords: cooperative banks, cost efficiency, efficient frontier analysis, stochastic frontier analysis, net fee and commission income

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Authors: Massimiliano Frezza, Sergio Bianchi, Augusto Pianese

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Introduced by Shannon in 1948 in the field of information theory as the average rate at which information is produced by a stochastic set of data, the concept of entropy has gained much attention as a measure of uncertainty and unpredictability associated with a dynamical system, eventually depicted by a stochastic process. In particular, the Shannon entropy measures the degree of order/disorder of a given signal and provides useful information about the underlying dynamical process. It has found widespread application in a variety of fields, such as, for example, cryptography, statistical physics and finance. In this regard, many contributions have employed different measures of entropy in an attempt to characterize the financial time series in terms of market efficiency, market crashes and/or financial crises. The Shannon entropy has also been considered as a measure of the risk of a portfolio or as a tool in asset pricing. This work investigates the theoretical link between the Shannon entropy and the multifractional Brownian motion (mBm), stochastic process which recently is the focus of a renewed interest in finance as a driving model of stochastic volatility. In particular, after exploring the current state of research in this area and highlighting some of the key results and open questions that remain, we show a well-defined relationship between the Shannon (log)entropy and the memory function H(t) of the mBm. In details, we allow both the length of time series and time scale to change over analysis to study how the relation modify itself. On the one hand, applications are developed after generating surrogates of mBm trajectories based on different memory functions; on the other hand, an empirical analysis of several international stock indexes, which confirms the previous results, concludes the work.

Keywords: Shannon entropy, multifractional Brownian motion, Hurst–Holder exponent, stock indexes

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Authors: Loïc Warscotte, Jehan Boreux

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The scientific literature of changepoint detection is vast. Today, a lot of methods are available to detect abrupt changes or slight drift in a signal, based on CUSUM or EWMA charts, for example. However, these methods rely on strong assumptions, such as the stationarity of the stochastic underlying process, or even the independence and Gaussian distributed noise at each time. Recently, the breakthrough research on locally stationary processes widens the class of studied stochastic processes with almost no assumptions on the signals and the nature of the changepoint. Despite the accurate description of the mathematical aspects, this methodology quickly suffers from impractical time and space complexity concerning the signals with high-rate data collection, if the characteristics of the process are completely unknown. In this paper, we then addressed the problem of making this theory usable to our purpose, which is monitoring a high-speed weigh-in-motion system (HS-WIM) towards direct enforcement without supervision. To this end, we first compute bounded approximations of the initial detection theory. Secondly, these approximating bounds are empirically validated by generating many independent long-run stochastic processes. The abrupt changes and the drift are both tested. Finally, this relaxed methodology is tested on real signals coming from a HS-WIM device in Belgium, collected over several months.

Keywords: changepoint, weigh-in-motion, process, non-parametric

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Authors: Karim Hamidi Machekposhti, Hossein Sedghi

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This study was designed to find the best stochastic model (using of time series analysis) for annual extreme streamflow (peak and maximum streamflow) of Karkheh River at Iran. The Auto-regressive Integrated Moving Average (ARIMA) model used to simulate these series and forecast those in future. For the analysis, annual extreme streamflow data of Jelogir Majin station (above of Karkheh dam reservoir) for the years 1958–2005 were used. A visual inspection of the time plot gives a little increasing trend; therefore, series is not stationary. The stationarity observed in Auto-Correlation Function (ACF) and Partial Auto-Correlation Function (PACF) plots of annual extreme streamflow was removed using first order differencing (d=1) in order to the development of the ARIMA model. Interestingly, the ARIMA(4,1,1) model developed was found to be most suitable for simulating annual extreme streamflow for Karkheh River. The model was found to be appropriate to forecast ten years of annual extreme streamflow and assist decision makers to establish priorities for water demand. The Statistical Analysis System (SAS) and Statistical Package for the Social Sciences (SPSS) codes were used to determinate of the best model for this series.

Keywords: stochastic models, ARIMA, extreme streamflow, Karkheh river

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Authors: Salinee Thumronglaohapun

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The proper number and appropriate locations of service centers can save cost, raise revenue and gain more satisfaction from customers. Establishing service centers is high-cost and difficult to relocate. In long-term planning periods, several factors may affect the service. One of the most critical factors is uncertain demand of customers. The opened service centers need to be capable of serving customers and making a profit although the demand in each period is changed. In this work, the capacitated location-allocation problem with stochastic demand is considered. A mathematical model is formulated to determine suitable locations of service centers and their allocation to maximize total profit for multiple planning periods. Two heuristic methods, a local search and genetic algorithm, are used to solve this problem. For the local search, five different chances to choose each type of moves are applied. For the genetic algorithm, three different replacement strategies are considered. The results of applying each method to solve numerical examples are compared. Both methods reach to the same best found solution in most examples but the genetic algorithm provides better solutions in some cases.

Keywords: location-allocation problem, stochastic demand, local search, genetic algorithm

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Authors: Amanbek Jainakov, Abdikerim Kurbanaliev

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The work presents the results of mathematical modeling of large-scale flows in areas with a complex topographic relief. The Reynolds-averaged Navier—Stokes equations constitute the basis of the three-dimensional unsteady modeling. The well-known Volume of Fluid method implemented in the solver interFoam of the open package OpenFOAM 2.3 is used to track the free-boundary location. The mathematical model adequacy is checked by comparing with experimental data. The efficiency of the applied technology is illustrated by the example of modeling the breakthrough of the dams of the Andijan (Uzbekistan) and Papan (near the Osh town, Kyrgyzstan) reservoir.

Keywords: three-dimensional modeling, free boundary, the volume-of-fluid method, dam break, flood, OpenFOAM

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Authors: Mehdi Jalalpour, Mazdak Tootkaboni

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We present a computationally efficient method for reliability-based topology optimization under material properties uncertainty, which is assumed to be lognormally distributed and correlated within the domain. Computational efficiency is achieved through estimating the response statistics with stochastic perturbation of second order, using these statistics to fit an appropriate distribution that follows the empirical distribution of the response, and employing an efficient gradient-based optimizer. The proposed algorithm is utilized for design of new structures and the changes in the optimized topology is discussed for various levels of target reliability and correlation strength. Predictions were verified thorough comparison with results obtained using Monte Carlo simulation.

Keywords: material uncertainty, stochastic perturbation, structural reliability, topology optimization

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Authors: Joseph Mouallem, Seyed Reza Amini Niaki, Norman Chavez-Cussy, Christian Costa Milioli, Fernando Eduardo Milioli

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Sub-grid closures for filtered two-fluid models (fTFM) useful in large scale simulations (LSS) of riser flows can be derived from highly resolved simulations (HRS) with microscopic two-fluid modeling (mTFM). Accurate sub-grid closures require accurate mTFM formulations as well as accurate correlation of relevant filtered parameters to suitable independent variables. This article deals with both of those issues. The accuracy of mTFM is touched by assessing the impact of gas sub-grid turbulence over HRS filtered predictions. A gas turbulence alike effect is artificially inserted by means of a stochastic forcing procedure implemented in the physical space over the momentum conservation equation of the gas phase. The correlation issue is touched by introducing a three-filtered variable correlation analysis (three-marker analysis) performed under a variety of different macro-scale conditions typical or risers. While the more elaborated correlation procedure clearly improved accuracy, accounting for gas sub-grid turbulence had no significant impact over predictions.

Keywords: fluidization, gas-particle flow, two-fluid model, sub-grid models, filtered closures

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Authors: Himanshu Payal, Sachin Maheshwari, Pushpendra S. Bharti

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Electrical discharge machining (EDM), a non-conventional machining process, finds wide applications for shaping difficult-to-cut alloys. Process modeling of EDM is required to exploit the process to the fullest. Process modeling of EDM is a challenging task owing to involvement of so many electrical and non-electrical parameters. This work is an attempt to model the EDM process using artificial neural network (ANN). Experiments were carried out on die-sinking EDM taking Inconel 825 as work material. ANN modeling has been performed using experimental data. The prediction ability of trained network has been verified experimentally. Results indicate that ANN can predict the values of performance measures of EDM satisfactorily.

Keywords: artificial neural network, EDM, metal removal rate, modeling, surface roughness

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Authors: Hyunsun Lee, Yi Zhu

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Wireless ad-hoc network is a decentralized type of temporary machine-to-machine connection that is spontaneous or impromptu so that it does not rely on any fixed infrastructure and centralized administration. As unmanned aerial vehicles (UAVs), also called drones, have recently become more accessible and widely utilized in military and civilian domains such as surveillance, search and detection missions, traffic monitoring, remote filming, product delivery, to name a few. The communication between these UAVs become possible and materialized through Flying Ad-hoc Networks (FANETs). However, due to the high mobility of UAVs that may cause different types of transmission interference, it is vital to design robust routing protocols for FANETs. In this talk, the multicast routing method based on a modified stochastic branching process is proposed. The stochastic branching process is often used to describe an early stage of an infectious disease outbreak, and the reproductive number in the process is used to classify the outbreak into a major or minor outbreak. The reproductive number to regulate the local transmission rate is adapted and modified for flying ad-hoc network communication. The performance of the proposed routing method is compared with other well-known methods such as flooding method and gossip method based on three measures; average reachability, average node usage and average branching factor. The proposed routing method achieves average reachability very closer to flooding method, average node usage closer to gossip method, and outstanding average branching factor among methods. It can be concluded that the proposed multicast routing scheme is more efficient than well-known routing schemes such as flooding and gossip while it maintains high performance.

Keywords: Flying Ad-hoc Networks, Multicast Routing, Stochastic Branching Process, Unmanned Aerial Vehicles

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Authors: Ho Yuan-Hong, Huang Chiung-Ju

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This study conducts simulation analyses to find the optimal debt ceiling of Taiwan, while factoring in welfare maximization under a dynamic stochastic general equilibrium framework. The simulation is based on Taiwan's 2001 to 2011 economic data and shows that welfare is maximized at a "debt"⁄"GDP" ratio of 0.2, increases in the "debt"⁄"GDP " ratio leads to increases in both tax and interest rates and decreases in the consumption ratio and working hours. The study results indicate that the optimal debt ceiling of Taiwan is 20% of GDP, where if the "debt"⁄"GDP" ratio is greater than 40%, the welfare will be negative and result in welfare loss.

Keywords: debt sustainability, optimal debt ceiling, dynamic stochastic general equilibrium, welfare maximization

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Authors: Hycham Aboutaleb, Bruno Monsuez

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Current systems complexity has reached a degree that requires addressing conception and design issues while taking into account all the necessary aspects. Therefore, one of the main challenges is the way complex systems are specified and designed. The exponential growing effort, cost and time investment of complex systems in modeling phase emphasize the need for a paradigm, a framework and a environment to handle the system model complexity. For that, it is necessary to understand the expectations of the human user of the model and his limits. This paper presents a generic framework for designing complex systems, highlights the requirements a system model needs to fulfill to meet human user expectations, and defines the refined functional as well as non functional requirements modeling tools needs to meet to be useful in model-based system engineering.

Keywords: system modeling, modeling language, modeling requirements, framework

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Authors: Nurul Bin Ibrahim

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Advancements in neural networks have offered valuable insights into Fluid Dynamics, notably in addressing turbulence-related challenges. In this research, we introduce multiple applications of models of neural networks, namely Feed-Forward and Recurrent Neural Networks, to explore the relationship between jet formations and stratified turbulence within stochastically excited Boussinesq systems. Using machine learning tools like TensorFlow and PyTorch, the study has created models that effectively mimic and show the underlying features of the complex patterns of jet formation and stratified turbulence. These models do more than just help us understand these patterns; they also offer a faster way to solve problems in stochastic systems, improving upon traditional numerical techniques to solve stochastic differential equations such as the Euler-Maruyama method. In addition, the research includes a thorough comparison with the Statistical State Dynamics (SSD) approach, which is a well-established method for studying chaotic systems. This comparison helps evaluate how well neural networks can help us understand the complex relationship between jet formations and stratified turbulence. The results of this study underscore the potential of neural networks in computational physics and fluid dynamics, opening up new possibilities for more efficient and accurate simulations in these fields.

Keywords: neural networks, machine learning, computational fluid dynamics, stochastic systems, simulation, stratified turbulence

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Authors: Sania Maghsodloo, Sirus Mohammadi

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Electric Vehicle (EV) technology is expected to take a major share in the light-vehicle market in the coming decades. Transportation electrification has become an important issue in recent decades and the large scale deployment of EVs has yet to be achieved. The smart coordination of EV demand addresses an improvement in the flexibility of power systems and reduces the costs of power system investment. The uncertainty in EV drivers’ behaviour is one of the main problems to solve to obtain an optimal integration of EVs into power systems Charging of EVs will put an extra burden on the distribution grid and in some cases adjustments will need to be made. The stochastic process of the driving pattern is done to make the outcome of the project more realistic. Based on the stochastic data, the optimization of charging plans is made.

Keywords: electric vehicles (PEVs), smart grid, Monticello, distribution system

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Authors: I. D. Arroyo

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This article seeks to integrate different concepts from contemporary software engineering with an agile development approach. We seek to clarify some definitions and uses, we make a difference between the Systems Development Life Cycle (SDLC) and the methodologies, we differentiate the types of frameworks such as methodological, philosophical and behavioral, standards and documentation. We define relationships based on the documentation of the development process through formal and ad hoc models, and we define the usefulness of using DevOps and Agile Modeling as integrative methodologies of principles and best practices.

Keywords: methodologies, modeling languages, agile modeling, UML

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Authors: Nicholas Burica, Nina Selak

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The ADHCAT (Automated Distribution Hosting Capacity Assessment Tool) was designed to run Hosting Capacity Analysis on the ComEd system via a stochastic DER (Distributed Energy Resource) placement on multiple power flow simulations against a set of violation criteria. The violation criteria in the initial version of the tool captured a limited amount of issues that individual departments design against for DER interconnections. Enhancements were made to the tool to further align with individual department violation and operation criteria, as well as the addition of new modules for use for future load profile analysis. A reporting engine was created for future analytical use based on the simulations and observations in the tool.

Keywords: distributed energy resources, hosting capacity, interconnect, voltage optimization

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Authors: Xian Li, Qing-Guo Wang, Jiangshuai Huang, Jidong Liu, Ming Yu, Tan Kok Poh

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In power industry, accurate electricity demand forecasting for a certain leading time is important for system operation and control, etc. In this paper, we investigate the modeling and forecasting of Singapore’s electricity demand. Several standard models, such as HWT exponential smoothing model, the ARMA model and the ANNs model have been proposed based on historical demand data. We applied them to Singapore electricity market and proposed three refinements based on simulation to improve the modeling accuracy. Compared with existing models, our refined model can produce better forecasting accuracy. It is demonstrated in the simulation that by adding forecasting error into the forecasting equation, the modeling accuracy could be improved greatly.

Keywords: power industry, electricity demand, modeling, forecasting

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Authors: Meng-Fei Cheng, Wei-Lun Chen, Han-Chang Ma, Chi-Che Tsai

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Recent K–12 Taiwan Science Education Curriculum Guideline emphasize the essential role of modeling curriculum in science learning; however, few modeling curricula have been designed and adopted in current science teaching. Therefore, this study aims to develop modeling curriculum on electric circuits to investigate any learning difficulties students have with modeling curriculum and further enhance modeling teaching. This study was conducted with 44 10th-grade students in Central Taiwan. Data collection included a students’ understanding of models in science (SUMS) survey that explored the students' epistemology of scientific models and modeling and a complex circuit problem to investigate the students’ modeling abilities. Data analysis included the following: (1) Paired sample t-tests were used to examine the improvement of students’ modeling abilities and conceptual understanding before and after the curriculum was taught. (2) Paired sample t-tests were also utilized to determine the students’ modeling abilities before and after the modeling activities, and a Pearson correlation was used to understand the relationship between students’ modeling abilities during the activities and on the posttest. (3) ANOVA analysis was used during different stages of the modeling curriculum to investigate the differences between the students’ who developed microscopic models and macroscopic models after the modeling curriculum was taught. (4) Independent sample t-tests were employed to determine whether the students who changed their models had significantly different understandings of scientific models than the students who did not change their models. The results revealed the following: (1) After the modeling curriculum was taught, the students had made significant progress in both their understanding of the science concept and their modeling abilities. In terms of science concepts, this modeling curriculum helped the students overcome the misconception that electric currents reduce after flowing through light bulbs. In terms of modeling abilities, this modeling curriculum helped students employ macroscopic or microscopic models to explain their observed phenomena. (2) Encouraging the students to explain scientific phenomena in different context prompts during the modeling process allowed them to convert their models to microscopic models, but it did not help them continuously employ microscopic models throughout the whole curriculum. The students finally consistently employed microscopic models when they had help visualizing the microscopic models. (3) During the modeling process, the students who revised their own models better understood that models can be changed than the students who did not revise their own models. Also, the students who revised their models to explain different scientific phenomena tended to regard models as explanatory tools. In short, this study explored different strategies to facilitate students’ modeling processes as well as their difficulties with the modeling process. The findings can be used to design and teach modeling curricula and help students enhance their modeling abilities.

Keywords: electric circuits, modeling curriculum, science learning, scientific model

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Authors: Alireza Dantism

Abstract:

Presently, describing the function of a protein sequence is one of the most common problems in biology. Usually, this problem can be facilitated by studying the three-dimensional structure of proteins. In the absence of a protein structure, comparative modeling often provides a useful three-dimensional model of the protein that is dependent on at least one known protein structure. Comparative modeling predicts the three-dimensional structure of a given protein sequence (target) mainly based on its alignment with one or more proteins of known structure (templates). Comparative modeling consists of four main steps 1. Similarity between the target sequence and at least one known template structure 2. Alignment of target sequence and template(s) 3. Build a model based on alignment with the selected template(s). 4. Prediction of model errors 5. Optimization of the built model There are many computer programs and web servers that automate the comparative modeling process. One of the most important advantages of these servers is that it makes comparative modeling available to both experts and non-experts, and they can easily do their own modeling without the need for programming knowledge, but some other experts prefer using programming knowledge and do their modeling manually because by doing this they can maximize the accuracy of their modeling. In this study, a web-based tool has been designed to predict the tertiary structure of proteins using PHP and Python programming languages. This tool is called EasyModel. EasyModel can receive, according to the user's inputs, the desired unknown sequence (which we know as the target) in this study, the protein sequence file (template), etc., which also has a percentage of similarity with the primary sequence, and its third structure Predict the unknown sequence and present the results in the form of graphs and constructed protein files.

Keywords: structural bioinformatics, protein tertiary structure prediction, modeling, comparative modeling, modeller

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Authors: Jihye Jeon

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This paper analyzes the conceptual framework of three statistical methods, multiple regression, path analysis, and structural equation models. When establishing research model of the statistical modeling of complex social phenomenon, it is important to know the strengths and limitations of three statistical models. This study explored the character, strength, and limitation of each modeling and suggested some strategies for accurate explaining or predicting the causal relationships among variables. Especially, on the studying of depression or mental health, the common mistakes of research modeling were discussed.

Keywords: multiple regression, path analysis, structural equation models, statistical modeling, social and psychological phenomenon

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Authors: H. D. Ibrahim, H. C. Chinwenyi, T. Danjuma

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An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.

Keywords: Black-Scholes partial differential equations, Ito process, option price valuation, partial differential equations

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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

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Authors: Venkatesh Pulletikurthi, Karthik B. Ariyur, Luciano Castillo

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The system identification from the turbulence wakes will lead to the tactical advantage to prepare and also, to predict the trajectory of the opponents’ movements. A low-order modeling technique, POD, is used to predict the object based on the wake pattern and compared with pre-trained image recognition neural network (NN) to classify the wake patterns into objects. It is demonstrated that low-order modeling, POD, is able to predict the objects better compared to pretrained NN by ~30%.

Keywords: the bluff body wakes, low-order modeling, neural network, system identification

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Authors: Ketseas Dimitris

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In this work, we investigate the effect of noise on a classical two-degree-of-freedom pitch-plunge aeroelastic system. The inlet velocity of the flow is modelled as a stochastically varying parameter by the Ornstein-Uhlenbeck (OU) stochastic process. The system is a 2D airfoil, and the elastic problem is simulated using linear springs. We study the manifestation of Limit Cycle Oscillations (LCO) that correspond to the varying fluid velocity under the dynamic stall regime. We aim to delve into the unexplored facets of the classical pitch-plunge aeroelastic system, seeking a comprehensive understanding of how parametric noise influences the occurrence of LCO and expands the boundaries of its known behavior.

Keywords: aerodynamics, aeroelasticity, computational fluid mechanics, stall flutter, stochastical processes, limit cycle oscillation

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