Search results for: 3D multilayer model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 16934

Search results for: 3D multilayer model

16784 Artificial Neural Network and Satellite Derived Chlorophyll Indices for Estimation of Wheat Chlorophyll Content under Rainfed Condition

Authors: Muhammad Naveed Tahir, Wang Yingkuan, Huang Wenjiang, Raheel Osman

Abstract:

Numerous models used in prediction and decision-making process but most of them are linear in natural environment, and linear models reach their limitations with non-linearity in data. Therefore accurate estimation is difficult. Artificial Neural Networks (ANN) found extensive acceptance to address the modeling of the complex real world for the non-linear environment. ANN’s have more general and flexible functional forms than traditional statistical methods can effectively deal with. The link between information technology and agriculture will become more firm in the near future. Monitoring crop biophysical properties non-destructively can provide a rapid and accurate understanding of its response to various environmental influences. Crop chlorophyll content is an important indicator of crop health and therefore the estimation of crop yield. In recent years, remote sensing has been accepted as a robust tool for site-specific management by detecting crop parameters at both local and large scales. The present research combined the ANN model with satellite-derived chlorophyll indices from LANDSAT 8 imagery for predicting real-time wheat chlorophyll estimation. The cloud-free scenes of LANDSAT 8 were acquired (Feb-March 2016-17) at the same time when ground-truthing campaign was performed for chlorophyll estimation by using SPAD-502. Different vegetation indices were derived from LANDSAT 8 imagery using ERADAS Imagine (v.2014) software for chlorophyll determination. The vegetation indices were including Normalized Difference Vegetation Index (NDVI), Green Normalized Difference Vegetation Index (GNDVI), Chlorophyll Absorbed Ratio Index (CARI), Modified Chlorophyll Absorbed Ratio Index (MCARI) and Transformed Chlorophyll Absorbed Ratio index (TCARI). For ANN modeling, MATLAB and SPSS (ANN) tools were used. Multilayer Perceptron (MLP) in MATLAB provided very satisfactory results. For training purpose of MLP 61.7% of the data, for validation purpose 28.3% of data and rest 10% of data were used to evaluate and validate the ANN model results. For error evaluation, sum of squares error and relative error were used. ANN model summery showed that sum of squares error of 10.786, the average overall relative error was .099. The MCARI and NDVI were revealed to be more sensitive indices for assessing wheat chlorophyll content with the highest coefficient of determination R²=0.93 and 0.90 respectively. The results suggested that use of high spatial resolution satellite imagery for the retrieval of crop chlorophyll content by using ANN model provides accurate, reliable assessment of crop health status at a larger scale which can help in managing crop nutrition requirement in real time.

Keywords: ANN, chlorophyll content, chlorophyll indices, satellite images, wheat

Procedia PDF Downloads 146
16783 A Crop Growth Subroutine for Watershed Resources Management (WRM) Model

Authors: Kingsley Nnaemeka Ogbu, Constantine Mbajiorgu

Abstract:

Vegetation has a marked effect on runoff and has become an important component in hydrologic model. The watershed Resources Management (WRM) model, a process-based, continuous, distributed parameter simulation model developed for hydrologic and soil erosion studies at the watershed scale lack a crop growth component. As such, this model assumes a constant parameter values for vegetation and hydraulic parameters throughout the duration of hydrologic simulation. Our approach is to develop a crop growth algorithm based on the original plant growth model used in the Environmental Policy Integrated Climate Model (EPIC) model. This paper describes the development of a single crop growth model which has the capability of simulating all crops using unique parameter values for each crop. Simulated crop growth processes will reflect the vegetative seasonality of the natural watershed system. An existing model was employed for evaluating vegetative resistance by hydraulic and vegetative parameters incorporated into the WRM model. The improved WRM model will have the ability to evaluate the seasonal variation of the vegetative roughness coefficient with depth of flow and further enhance the hydrologic model’s capability for accurate hydrologic studies

Keywords: crop yield, roughness coefficient, PAR, WRM model

Procedia PDF Downloads 409
16782 Artificial Neural Networks and Geographic Information Systems for Coastal Erosion Prediction

Authors: Angeliki Peponi, Paulo Morgado, Jorge Trindade

Abstract:

Artificial Neural Networks (ANNs) and Geographic Information Systems (GIS) are applied as a robust tool for modeling and forecasting the erosion changes in Costa Caparica, Lisbon, Portugal, for 2021. ANNs present noteworthy advantages compared with other methods used for prediction and decision making in urban coastal areas. Multilayer perceptron type of ANNs was used. Sensitivity analysis was conducted on natural and social forces and dynamic relations in the dune-beach system of the study area. Variations in network’s parameters were performed in order to select the optimum topology of the network. The developed methodology appears fitted to reality; however further steps would make it better suited.

Keywords: artificial neural networks, backpropagation, coastal urban zones, erosion prediction

Procedia PDF Downloads 392
16781 Numerical Modeling of the Depth-Averaged Flow over a Hill

Authors: Anna Avramenko, Heikki Haario

Abstract:

This paper reports the development and application of a 2D depth-averaged model. The main goal of this contribution is to apply the depth averaged equations to a wind park model in which the treatment of the geometry, introduced on the mathematical model by the mass and momentum source terms. The depth-averaged model will be used in future to find the optimal position of wind turbines in the wind park. K-E and 2D LES turbulence models were consider in this article. 2D CFD simulations for one hill was done to check the depth-averaged model in practise.

Keywords: depth-averaged equations, numerical modeling, CFD, wind park model

Procedia PDF Downloads 603
16780 UBCSAND Model Calibration for Generic Liquefaction Triggering Curves

Authors: Jui-Ching Chou

Abstract:

Numerical simulation is a popular method used to evaluate the effects of soil liquefaction on a structure or the effectiveness of a mitigation plan. Many constitutive models (UBCSAND model, PM4 model, SANISAND model, etc.) were presented to model the liquefaction phenomenon. In general, inputs of a constitutive model need to be calibrated against the soil cyclic resistance before being applied to the numerical simulation model. Then, simulation results can be compared with results from simplified liquefaction potential assessing methods. In this article, inputs of the UBCSAND model, a simple elastic-plastic stress-strain model, are calibrated against several popular generic liquefaction triggering curves of simplified liquefaction potential assessing methods via FLAC program. Calibrated inputs can provide engineers to perform a preliminary evaluation of an existing structure or a new design project.

Keywords: calibration, liquefaction, numerical simulation, UBCSAND Model

Procedia PDF Downloads 174
16779 A Crop Growth Subroutine for Watershed Resources Management (WRM) Model 1: Description

Authors: Kingsley Nnaemeka Ogbu, Constantine Mbajiorgu

Abstract:

Vegetation has a marked effect on runoff and has become an important component in hydrologic model. The watershed Resources Management (WRM) model, a process-based, continuous, distributed parameter simulation model developed for hydrologic and soil erosion studies at the watershed scale lack a crop growth component. As such, this model assumes a constant parameter values for vegetation and hydraulic parameters throughout the duration of hydrologic simulation. Our approach is to develop a crop growth algorithm based on the original plant growth model used in the Environmental Policy Integrated Climate Model (EPIC) model. This paper describes the development of a single crop growth model which has the capability of simulating all crops using unique parameter values for each crop. Simulated crop growth processes will reflect the vegetative seasonality of the natural watershed system. An existing model was employed for evaluating vegetative resistance by hydraulic and vegetative parameters incorporated into the WRM model. The improved WRM model will have the ability to evaluate the seasonal variation of the vegetative roughness coefficient with depth of flow and further enhance the hydrologic model’s capability for accurate hydrologic studies.

Keywords: runoff, roughness coefficient, PAR, WRM model

Procedia PDF Downloads 378
16778 Stock Market Prediction by Regression Model with Social Moods

Authors: Masahiro Ohmura, Koh Kakusho, Takeshi Okadome

Abstract:

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 548
16777 Performance Analysis of Artificial Neural Network with Decision Tree in Prediction of Diabetes Mellitus

Authors: J. K. Alhassan, B. Attah, S. Misra

Abstract:

Human beings have the ability to make logical decisions. Although human decision - making is often optimal, it is insufficient when huge amount of data is to be classified. medical dataset is a vital ingredient used in predicting patients health condition. In other to have the best prediction, there calls for most suitable machine learning algorithms. This work compared the performance of Artificial Neural Network (ANN) and Decision Tree Algorithms (DTA) as regards to some performance metrics using diabetes data. The evaluations was done using weka software and found out that DTA performed better than ANN. Multilayer Perceptron (MLP) and Radial Basis Function (RBF) were the two algorithms used for ANN, while RegTree and LADTree algorithms were the DTA models used. The Root Mean Squared Error (RMSE) of MLP is 0.3913,that of RBF is 0.3625, that of RepTree is 0.3174 and that of LADTree is 0.3206 respectively.

Keywords: artificial neural network, classification, decision tree algorithms, diabetes mellitus

Procedia PDF Downloads 408
16776 Structural Equation Modeling Semiparametric Truncated Spline Using Simulation Data

Authors: Adji Achmad Rinaldo Fernandes

Abstract:

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 X1Y1 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 40
16775 Metabolic Predictive Model for PMV Control Based on Deep Learning

Authors: Eunji Choi, Borang Park, Youngjae Choi, Jinwoo Moon

Abstract:

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 257
16774 Model Averaging in a Multiplicative Heteroscedastic Model

Authors: Alan Wan

Abstract:

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 385
16773 Reliability Prediction of Tires Using Linear Mixed-Effects Model

Authors: Myung Hwan Na, Ho- Chun Song, EunHee Hong

Abstract:

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 564
16772 Towards a Measurement-Based E-Government Portals Maturity Model

Authors: Abdoullah Fath-Allah, Laila Cheikhi, Rafa E. Al-Qutaish, Ali Idri

Abstract:

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 338
16771 CFD Simulation of a Large Scale Unconfined Hydrogen Deflagration

Authors: I. C. Tolias, A. G. Venetsanos, N. Markatos

Abstract:

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

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16770 A Framework for Consumer Selection on Travel Destinations

Authors: J. Rhodes, V. Cheng, P. Lok

Abstract:

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 458
16769 A Combined AHP-GP Model for Selecting Knowledge Management Tool

Authors: Ahmad Sarfaraz, Raiyad Herwies

Abstract:

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 385
16768 Long Short-Time Memory Neural Networks for Human Driving Behavior Modelling

Authors: Lu Zhao, Nadir Farhi, Yeltsin Valero, Zoi Christoforou, Nadia Haddadou

Abstract:

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

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16767 Online Authenticity Verification of a Biometric Signature Using Dynamic Time Warping Method and Neural Networks

Authors: Gałka Aleksandra, Jelińska Justyna, Masiak Albert, Walentukiewicz Krzysztof

Abstract:

An offline signature is well-known however not the safest way to verify identity. Nowadays, to ensure proper authentication, i.e. in banking systems, multimodal verification is more widely used. In this paper the online signature analysis based on dynamic time warping (DTW) coupled with machine learning approaches has been presented. In our research signatures made with biometric pens were gathered. Signature features as well as their forgeries have been described. For verification of authenticity various methods were used including convolutional neural networks using DTW matrix and multilayer perceptron using sums of DTW matrix paths. System efficiency has been evaluated on signatures and signature forgeries collected on the same day. Results are presented and discussed in this paper.

Keywords: dynamic time warping, handwritten signature verification, feature-based recognition, online signature

Procedia PDF Downloads 175
16766 AgriFood Model in Ankara Regional Innovation Strategy

Authors: Coskun Serefoglu

Abstract:

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 149
16765 Stability Analysis of SEIR Epidemic Model with Treatment Function

Authors: Sasiporn Rattanasupha, Settapat Chinviriyasit

Abstract:

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 521
16764 Design of Lead-Lag Based Internal Model Controller for Binary Distillation Column

Authors: Rakesh Kumar Mishra, Tarun Kumar Dan

Abstract:

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 646
16763 A New Mathematical Model of Human Olfaction

Authors: H. Namazi, H. T. N. Kuan

Abstract:

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 505
16762 An Output Oriented Super-Efficiency Model for Considering Time Lag Effect

Authors: Yanshuang Zhang, Byungho Jeong

Abstract:

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 model

Keywords: DEA, Super-efficiency, Time Lag, research activities

Procedia PDF Downloads 658
16761 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

Abstract:

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

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16760 Linear MIMO Model Identification Using an Extended Kalman Filter

Authors: Matthew C. Best

Abstract:

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 594
16759 Towards Efficient Reasoning about Families of Class Diagrams Using Union Models

Authors: Tejush Badal, Sanaa Alwidian

Abstract:

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

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16758 The Social Change Leadership Model for Administrators and Teachers Development in Northeast Thailand

Authors: D. Thawinkarn, S. Wongbutlee

Abstract:

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

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16757 SiC Merged PiN and Schottky (MPS) Power Diodes Electrothermal Modeling in SPICE

Authors: A. Lakrim, D. Tahri

Abstract:

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

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16756 Lee-Carter Mortality Forecasting Method with Dynamic Normal Inverse Gaussian Mortality Index

Authors: Funda Kul, İsmail Gür

Abstract:

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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16755 Combining the Dynamic Conditional Correlation and Range-GARCH Models to Improve Covariance Forecasts

Authors: Piotr Fiszeder, Marcin Fałdziński, Peter Molnár

Abstract:

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 183