Search results for: dislocation model
16703 Model Predictive Controller for Pasteurization Process
Authors: Tesfaye Alamirew Dessie
Abstract:
Our study focuses on developing a Model Predictive Controller (MPC) and evaluating it against a traditional PID for a pasteurization process. Utilizing system identification from the experimental data, the dynamics of the pasteurization process were calculated. Using best fit with data validation, residual, and stability analysis, the quality of several model architectures was evaluated. The validation data fit the auto-regressive with exogenous input (ARX322) model of the pasteurization process by roughly 80.37 percent. The ARX322 model structure was used to create MPC and PID control techniques. After comparing controller performance based on settling time, overshoot percentage, and stability analysis, it was found that MPC controllers outperform PID for those parameters.Keywords: MPC, PID, ARX, pasteurization
Procedia PDF Downloads 16316702 Nonlinear Mathematical Model of the Rotor Motion in a Thin Hydrodynamic Gap
Authors: Jaroslav Krutil, Simona Fialová, , František Pochylý
Abstract:
A nonlinear mathematical model of mutual fluid-structure interaction is presented in the work. The model is applicable to the general shape of sealing gaps. An in compressible fluid and turbulent flow is assumed. The shaft carries a rotational and procession motion, the gap is axially flowed through. The achieved results of the additional mass, damping and stiffness matrices may be used in the solution of the rotor dynamics. The usage of this mathematical model is expected particularly in hydraulic machines. The method of control volumes in the ANSYS Fluent was used for the simulation. The obtained results of the pressure and velocity fields are used in the mathematical model of additional effects.Keywords: nonlinear mathematical model, CFD modeling, hydrodynamic sealing gap, matrices of mass, stiffness, damping
Procedia PDF Downloads 53516701 Exploring the Possibility of Islamic Banking as a Viable Alternative to the Conventional Banking Model
Authors: Lavan Vickneson
Abstract:
In today’s modern economy, the conventional banking model is the primary banking system used around the world. A significant problem faced by the conventional banking model is the recurring nature of banking crises. History’s record of the various banking crises, ranging from the Great Depression to the 2008 subprime mortgage crisis, is testament to the fact that banking crises continue to strike despite the preventive measures in place, such as bank’s minimum capital requirements and deposit guarantee schemes. If banking crises continue to occur despite these preventive measures, it necessarily follows that there are inherent flaws with the conventional banking model itself. In light of this, a possible alternative banking model to the conventional banking model is Islamic banking. To date, Islamic banking has been a niche market, predominantly serving Muslim investors. This paper seeks to explore the possibility of Islamic banking being more than just a niche market and playing a greater role in banking sectors around the world, by being a viable alternative to the conventional banking model.Keywords: bank crises, conventional banking model, Islamic banking, niche market
Procedia PDF Downloads 28216700 An E-Government Implementation Model for Peruvian State Companies Based on COBIT 5.0: Definition and Goals of the Model
Authors: M. Bruzza, M. Tupia, F. Rodríguez
Abstract:
As part of the regulatory compliance process and the streamlining of public administration, the Peruvian government has implemented the National E-Government Plan in all state institutions with the aim of providing citizens with solid services based on the use of Information and Communications Technologies (ICT). As part of the regulations, the requisites to be met by public institutions have been submitted. However, the lack of an implementation model was detected, one that can serve as a guide to such institutions in order to materialize the organizational and technological structures needed, which allow them to provide the required digital services. This paper develops an implementation model of electronic government (e-government) for Peru’s state institutions, in compliance with current regulations based on a COBIT 5.0 framework. Furthermore, the paper introduces phase 1 of this model: business and IT goals, the goals cascade and the future model of processes.Keywords: e-government, u-government, COBIT, implementation model
Procedia PDF Downloads 32616699 A Regression Model for Residual-State Creep Failure
Authors: Deepak Raj Bhat, Ryuichi Yatabe
Abstract:
In this study, a residual-state creep failure model was developed based on the residual-state creep test results of clayey soils. To develop the proposed model, the regression analyses were done by using the R. The model results of the failure time (tf) and critical displacement (δc) were compared with experimental results and found in close agreements to each others. It is expected that the proposed regression model for residual-state creep failure will be more useful for the prediction of displacement of different clayey soils in the future.Keywords: regression model, residual-state creep failure, displacement prediction, clayey soils
Procedia PDF Downloads 40816698 Towards A New Maturity Model for Information System
Authors: Ossama Matrane
Abstract:
Information System has become a strategic lever for enterprises. It contributes effectively to align business processes on strategies of enterprises. It is regarded as an increase in productivity and effectiveness. So, many organizations are currently involved in implementing sustainable Information System. And, a large number of studies have been conducted the last decade in order to define the success factors of information system. Thus, many studies on maturity model have been carried out. Some of this study is referred to the maturity model of Information System. In this article, we report on development of maturity models specifically designed for information system. This model is built based on three components derived from Maturity Model for Information Security Management, OPM3 for Project Management Maturity Model and processes of COBIT for IT governance. Thus, our proposed model defines three maturity stages for corporate a strong Information System to support objectives of organizations. It provides a very practical structure with which to assess and improve Information System Implementation.Keywords: information system, maturity models, information security management, OPM3, IT governance
Procedia PDF Downloads 44716697 A Model Architecture Transformation with Approach by Modeling: From UML to Multidimensional Schemas of Data Warehouses
Authors: Ouzayr Rabhi, Ibtissam Arrassen
Abstract:
To provide a complete analysis of the organization and to help decision-making, leaders need to have relevant data; Data Warehouses (DW) are designed to meet such needs. However, designing DW is not trivial and there is no formal method to derive a multidimensional schema from heterogeneous databases. In this article, we present a Model-Driven based approach concerning the design of data warehouses. We describe a multidimensional meta-model and also specify a set of transformations starting from a Unified Modeling Language (UML) metamodel. In this approach, the UML metamodel and the multidimensional one are both considered as a platform-independent model (PIM). The first meta-model is mapped into the second one through transformation rules carried out by the Query View Transformation (QVT) language. This proposal is validated through the application of our approach to generating a multidimensional schema of a Balanced Scorecard (BSC) DW. We are interested in the BSC perspectives, which are highly linked to the vision and the strategies of an organization.Keywords: data warehouse, meta-model, model-driven architecture, transformation, UML
Procedia PDF Downloads 16016696 Location Choice of Firms in an Unequal Length Streets Model: Game Theory Approach as an Extension of the Spoke Model
Authors: Kiumars Shahbazi, Salah Salimian, Abdolrahim Hashemi Dizaj
Abstract:
Locating is one of the key elements in success and survival of industrial centers and has great impact on cost reduction of establishment and launching of various economic activities. In this study, streets with unequal length model have been used that is the classic extension of Spoke model; however with unlimited number of streets with uneven lengths. The results showed that the spoke model is a special case of streets with unequal length model. According to the results of this study, if the strategy of enterprises and firms is to select both price and location, there would be no balance in the game. Furthermore, increased length of streets leads to increased profit of enterprises and with increased number of streets, the enterprises choose locations that are far from center (the maximum differentiation), and the enterprises' output will decrease. Moreover, the enterprise production rate will incline toward zero when the number of streets goes to infinity, and complete competition outcome will be achieved.Keywords: locating, Nash equilibrium, streets with unequal length model, streets with unequal length model
Procedia PDF Downloads 20316695 Static Analysis Deployment Model for Code Quality on Research and Development Projects of Software Development
Authors: Jeong-Hyun Park, Young-Sik Park, Hyo-Teag Jung
Abstract:
This paper presents static analysis deployment model for code quality on R&D Projects of SW Development. The proposed model includes the scope of R&D projects and index for static analysis of source code, operation model and execution process, environments and infrastructure system for R&D projects of SW development. There is the static analysis result of pilot project as case study based on the proposed deployment model and environment, and strategic considerations for success operation of the proposed static analysis deployment model for R&D Projects of SW Development. The proposed static analysis deployment model in this paper will be adapted and improved continuously for quality upgrade of R&D projects, and customer satisfaction of developed source codes and products.Keywords: static analysis, code quality, coding rules, automation tool
Procedia PDF Downloads 52016694 Ethnic Andean Concepts of Health and Illness in the Post-Colombian World and Its Relevance Today
Authors: Elizabeth J. Currie, Fernando Ortega Perez
Abstract:
—‘MEDICINE’ is a new project funded under the EC Horizon 2020 Marie-Sklodowska Curie Actions, to determine concepts of health and healing from a culturally specific indigenous context, using a framework of interdisciplinary methods which integrates archaeological-historical, ethnographic and modern health sciences approaches. The study will generate new theoretical and methodological approaches to model how peoples survive and adapt their traditional belief systems in a context of alien cultural impacts. In the immediate wake of the conquest of Peru by invading Spanish armies and ideology, native Andeans responded by forming the Taki Onkoy millenarian movement, which rejected European philosophical and ontological teachings, claiming “you make us sick”. The study explores how people’s experience of their world and their health beliefs within it, is fundamentally shaped by their inherent beliefs about the nature of being and identity in relation to the wider cosmos. Cultural and health belief systems and related rituals or behaviors sustain a people’s sense of identity, wellbeing and integrity. In the event of dislocation and persecution these may change into devolved forms, which eventually inter-relate with ‘modern’ biomedical systems of health in as yet unidentified ways. The development of new conceptual frameworks that model this process will greatly expand our understanding of how people survive and adapt in response to cultural trauma. It will also demonstrate the continuing role, relevance and use of TM in present-day indigenous communities. Studies will first be made of relevant pre-Colombian material culture, and then of early colonial period ethnohistorical texts which document the health beliefs and ritual practices still employed by indigenous Andean societies at the advent of the 17th century Jesuit campaigns of persecution - ‘Extirpación de las Idolatrías’. Core beliefs drawn from these baseline studies will then be used to construct a questionnaire about current health beliefs and practices to be taken into the study population of indigenous Quechua peoples in the northern Andean region of Ecuador. Their current systems of knowledge and medicine have evolved within complex historical contexts of both the conquest by invading Inca armies in the late 15th century, followed a generation later by Spain, into new forms. A new model will be developed of contemporary Andean concepts of health, illness and healing demonstrating the way these have changed through time. With this, a ‘policy tool’ will be constructed as a bridhging facility into contemporary global scenarios relevant to other Indigenous, First Nations, and migrant peoples to provide a means through which their traditional health beliefs and current needs may be more appropriately understood and met. This paper presents findings from the first analytical phases of the work based upon the study of the literature and the archaeological records. The study offers a novel perspective and methods in the development policies sensitive to indigenous and minority people’s health needs.Keywords: Andean ethnomedicine, Andean health beliefs, health beliefs models, traditional medicine
Procedia PDF Downloads 34616693 The Spherical Geometric Model of Absorbed Particles: Application to the Electron Transport Study
Authors: A. Bentabet, A. Aydin, N. Fenineche
Abstract:
The mean penetration depth has a most important in the absorption transport phenomena. Analytical model of light ion backscattering coefficients from solid targets have been made by Vicanek and Urbassek. In the present work, we showed a mathematical expression (deterministic model) for Z1/2. In advantage, in the best of our knowledge, relatively only one analytical model exit for electron or positron mean penetration depth in solid targets. In this work, we have presented a simple geometric spherical model of absorbed particles based on CSDA scheme. In advantage, we have showed an analytical expression of the mean penetration depth by combination between our model and the Vicanek and Urbassek theory. For this, we have used the Relativistic Partial Wave Expansion Method (RPWEM) and the optical dielectric model to calculate the elastic cross sections and the ranges respectively. Good agreement was found with the experimental and theoretical data.Keywords: Bentabet spherical geometric model, continuous slowing down approximation, stopping powers, ranges, mean penetration depth
Procedia PDF Downloads 64116692 Expert Review on Conceptual Design Model of iTV Advertising towards Impulse Purchase
Authors: Azizah Che Omar
Abstract:
Various studies have proposed factors of impulse purchase in different advertising mediums like website, mobile, traditional retail store and traditional television. However, to the best of researchers’ knowledge, none of the impulse purchase model is dedicated towards impulse purchase tendency for interactive TV (iTV) advertising. Therefore, the proposed model conceptual design model of interactive television advertising toward impulse purchase (iTVAdIP) was developed. The focus of this study is to evaluate the conceptual design model of iTVAdIP through expert review. As a result, the finding showed that majority of expert reviews agreed that the conceptual design model iTVAdIP is applicable to the development of interactive television advertising and it will increase the effectiveness of advertising. This study also shows the conceptual design model of iTVAdIP that has been reviewed.Keywords: impulse purchase, interactive television advertising, persuasive
Procedia PDF Downloads 35516691 Presenting the Mathematical Model to Determine Retention in the Watersheds
Authors: S. Shamohammadi, L. Razavi
Abstract:
This paper based on the principle concepts of SCS-CN model, a new mathematical model for computation of retention potential (S) presented. In the mathematical model, not only precipitation-runoff concepts in SCS-CN model are precisely represented in a mathematical form, but also new concepts, called “maximum retention” and “total retention” is introduced, and concepts of potential retention capacity, maximum retention, and total retention have been separated from each other. In the proposed model, actual retention (F), maximum actual retention (Fmax), total retention (S), maximum retention (Smax), and potential retention (Sp), for the first time clearly defined, so that Sp is not variable, but a function of morphological characteristics of the watershed. Indeed, based on the mathematical relation of the conceptual curve of SCS-CN model, the proposed model provides a new method for the computation of actual retention in watershed and it simply determined runoff based on. In the corresponding relations, in addition to Precipitation (P), Initial retention (Ia), cumulative values of actual retention capacity (F), total retention (S), runoff (Q), antecedent moisture (M), potential retention (Sp), total retention (S), we introduced Fmax and Fmin referring to maximum and minimum actual retention, respectively. As well as, ksh is a coefficient which depends on morphological characteristics of the watershed. Advantages of the modified version versus the original model include a better precision, higher performance, easier calibration and speed computing.Keywords: model, mathematical, retention, watershed, SCS
Procedia PDF Downloads 45716690 On Parameter Estimation of Simultaneous Linear Functional Relationship Model for Circular Variables
Authors: N. A. Mokhtar, A. G. Hussin, Y. Z. Zubairi
Abstract:
This paper proposes a new simultaneous simple linear functional relationship model by assuming equal error variances. We derive the maximum likelihood estimate of the parameters in the simultaneous model and the covariance. We show by simulation study the small bias values of the parameters suggest the suitability of the estimation method. As an illustration, the proposed simultaneous model is applied to real data of the wind direction and wave direction measured by two different instruments.Keywords: simultaneous linear functional relationship model, Fisher information matrix, parameter estimation, circular variables
Procedia PDF Downloads 36616689 A Study of Population Growth Models and Future Population of India
Authors: Sheena K. J., Jyoti Badge, Sayed Mohammed Zeeshan
Abstract:
A Comparative Study of Exponential and Logistic Population Growth Models in India India is the second most populous city in the world, just behind China, and is going to be in the first place by next year. The Indian population has remarkably at higher rate than the other countries from the past 20 years. There were many scientists and demographers who has formulated various models of population growth in order to study and predict the future population. Some of the models are Fibonacci population growth model, Exponential growth model, Logistic growth model, Lotka-Volterra model, etc. These models have been effective in the past to an extent in predicting the population. However, it is essential to have a detailed comparative study between the population models to come out with a more accurate one. Having said that, this research study helps to analyze and compare the two population models under consideration - exponential and logistic growth models, thereby identifying the most effective one. Using the census data of 2011, the approximate population for 2016 to 2031 are calculated for 20 Indian states using both the models, compared and recorded the data with the actual population. On comparing the results of both models, it is found that logistic population model is more accurate than the exponential model, and using this model, we can predict the future population in a more effective way. This will give an insight to the researchers about the effective models of population and how effective these population models are in predicting the future population.Keywords: population growth, population models, exponential model, logistic model, fibonacci model, lotka-volterra model, future population prediction, demographers
Procedia PDF Downloads 12416688 Controlling Interactions and Non-Equilibrium Steady State in Spinning Active Matter Monolayers
Authors: Joshua Paul Steimel, Michael Pappas, Ethan Hall
Abstract:
Particle-particle interactions are critical in determining the state of an active matter system. Unique and ubiquitous non-equilibrium behavior like swarming, vortexing, spiraling, and much more is governed by interactions between active units or particles. In hybrid active-passive matter systems, the attraction between spinning active units in a 2D monolayer of passive particles is controlled by the mechanical behavior of the passive monolayer. We demonstrate here that the range and dynamics of this attraction can be controlled by changing the composition of the passive monolayer by adding dopant passive particles. These dopant passive particles effectively pin the movement of dislocation motion in the passive media and reduce the probability of defect motion required to erode the bridge of passive particles between active spinners, thus reducing the range of attraction. Additionally, by adding an out of plane component to the magnetic moment and creating a top-like motion a short range repulsion emerges between the top-like particle. At inter-top distances less than four particle diameters apart, the tops repel but beyond that, distance attract up to 13 particle diameters apart. The tops were also able to locally and transiently anneal the passive monolayer. Thus we demonstrate that by tuning several parameters of the hybrid active matter system, one can observe very different emergent behavior.Keywords: active matter, colloids, ferromagnetic, annealing
Procedia PDF Downloads 11016687 Discovering the Dimension of Abstractness: Structure-Based Model that Learns New Categories and Categorizes on Different Levels of Abstraction
Authors: Georgi I. Petkov, Ivan I. Vankov, Yolina A. Petrova
Abstract:
A structure-based model of category learning and categorization at different levels of abstraction is presented. The model compares different structures and expresses their similarity implicitly in the forms of mappings. Based on this similarity, the model can categorize different targets either as members of categories that it already has or creates new categories. The model is novel using two threshold parameters to evaluate the structural correspondence. If the similarity between two structures exceeds the higher threshold, a new sub-ordinate category is created. Vice versa, if the similarity does not exceed the higher threshold but does the lower one, the model creates a new category on higher level of abstraction.Keywords: analogy-making, categorization, learning of categories, abstraction, hierarchical structure
Procedia PDF Downloads 19116686 The Gasoil Hydrofining Kinetics Constants Identification
Authors: C. Patrascioiu, V. Matei, N. Nicolae
Abstract:
The paper describes the experiments and the kinetic parameters calculus of the gasoil hydrofining. They are presented experimental results of gasoil hidrofining using Mo and promoted with Ni on aluminum support catalyst. The authors have adapted a kinetic model gasoil hydrofining. Using this proposed kinetic model and the experimental data they have calculated the parameters of the model. The numerical calculus is based on minimizing the difference between the experimental sulf concentration and kinetic model estimation.Keywords: hydrofining, kinetic, modeling, optimization
Procedia PDF Downloads 43816685 A Mean–Variance–Skewness Portfolio Optimization Model
Authors: Kostas Metaxiotis
Abstract:
Portfolio optimization is one of the most important topics in finance. This paper proposes a mean–variance–skewness (MVS) portfolio optimization model. Traditionally, the portfolio optimization problem is solved by using the mean–variance (MV) framework. In this study, we formulate the proposed model as a three-objective optimization problem, where the portfolio's expected return and skewness are maximized whereas the portfolio risk is minimized. For solving the proposed three-objective portfolio optimization model we apply an adapted version of the non-dominated sorting genetic algorithm (NSGAII). Finally, we use a real dataset from FTSE-100 for validating the proposed model.Keywords: evolutionary algorithms, portfolio optimization, skewness, stock selection
Procedia PDF Downloads 19816684 Developing a Total Quality Management Model Using Structural Equation Modeling for Indonesian Healthcare Industry
Authors: Jonny, T. Yuri M. Zagloel
Abstract:
This paper is made to present an Indonesian Healthcare model. Currently, there are nine TQM (Total Quality Management) practices in healthcare industry. However, these practices are not integrated yet. Therefore, this paper aims to integrate these practices as a model by using Structural Equation Modeling (SEM). After administering about 210 questionnaires to various stakeholders of this industry, a LISREL program was used to evaluate the model's fitness. The result confirmed that the model is fit because the p-value was about 0.45 or above required 0.05. This has signified that previously mentioned of nine TQM practices are able to be integrated as an Indonesian healthcare model.Keywords: healthcare, total quality management (TQM), structural equation modeling (SEM), linear structural relations (LISREL)
Procedia PDF Downloads 29216683 A Research on Flipped-Classroom Teaching Model in English for Academic Purpose Teaching
Authors: Li Shuang
Abstract:
With rigid teaching procedures and limited academic performance assessment methods, traditional teaching model stands in the way of college English reform in China, which features EAP (English for Academic Purpose) teaching. Flipped-classroom teaching, which has been extensively applied to science subjects teaching, however, covers the shortage of traditional teaching model in EAP teaching, via creatively inverting traditional teaching procedures. Besides, the application of flipped-classroom teaching model in EAP teaching also proves that this new teaching philosophy is not confined to science subjects teaching; it goes perfectly well with liberal-arts subjects teaching. Data analysis, desk research survey, and comparative study are referred to in the essay so as to prove its feasibility and advantages in EAP teaching.Keywords: EAP, traditional teaching method, flipped-classroom teaching model, teaching model design
Procedia PDF Downloads 31116682 Analytical Model to Predict the Shear Capacity of Reinforced Concrete Beams Externally Strengthened with CFRP Composites Conditions
Authors: Rajai Al-Rousan
Abstract:
This paper presents a proposed analytical model for predicting the shear strength of reinforced concrete beams strengthened with CFRP composites as external reinforcement. The proposed analytical model can predict the shear contribution of CFRP composites of RC beams with an acceptable coefficient of correlation with the tested results. Based on the comparison of the proposed model with the published well-known models (ACI model, Triantafillou model, and Colotti model), the ACI model had a wider range of 0.16 to 10.08 for the ratio between tested and predicted ultimate shears at failure. Also, an acceptable range of 0.27 to 2.78 for the ratio between tested and predicted ultimate shears by the Triantafillou model. Finally, the best prediction (the ratio between the tested and predicted ones) of the ultimate shear capacity is observed by using Colotti model with a range of 0.20 to 1.78. Thus, the contribution of the CFRP composites as external reinforcement can be predicted with high accuracy by using the proposed analytical model.Keywords: predicting, shear capacity, reinforced concrete, beams, strengthened, externally, CFRP composites
Procedia PDF Downloads 22916681 Effect of Drying on the Concrete Structures
Authors: A. Brahma
Abstract:
The drying of hydraulics materials is unavoidable and conducted to important spontaneous deformations. In this study, we show that it is possible to describe the drying shrinkage of the high-performance concrete by a simple expression. A multiple regression model was developed for the prediction of the drying shrinkage of the high-performance concrete. The assessment of the proposed model has been done by a set of statistical tests. The model developed takes in consideration the main parameters of confection and conservation. There was a very good agreement between drying shrinkage predicted by the multiple regression model and experimental results. The developed model adjusts easily to all hydraulic concrete types.Keywords: hydraulic concretes, drying, shrinkage, prediction, modeling
Procedia PDF Downloads 36816680 Parametric Study of Vertical Diffusion Stills for Water Desalination
Authors: A. Seleem, M. Mortada, M. El-Morsi, M. Younan
Abstract:
Diffusion stills have been effective in water desalination. The present work represents a model of the distillation process by using vertical single-effect diffusion stills. A semi-analytical model has been developed to model the process. A software computer code using Engineering Equation Solver EES software has been developed to solve the equations of the developed model. An experimental setup has been constructed, and used for the validation of the model. The model is also validated against former literature results. The results obtained from the present experimental test rig, and the data from the literature, have been compared with the results of the code to find its best range of validity. In addition, a parametric analysis of the system has been developed using the model to determine the effect of operating conditions on the system's performance. The dominant parameters that affect the productivity of the still are the hot plate temperature that ranges from (55-90 °C) and feed flow rate in range of (0.00694-0.0211 kg/m2-s).Keywords: analytical model, solar distillation, sustainable water systems, vertical diffusion still
Procedia PDF Downloads 40516679 2D and 3D Unsteady Simulation of the Heat Transfer in the Sample during Heat Treatment by Moving Heat Source
Authors: Zdeněk Veselý, Milan Honner, Jiří Mach
Abstract:
The aim of the performed work is to establish the 2D and 3D model of direct unsteady task of sample heat treatment by moving source employing computer model on the basis of finite element method. The complex boundary condition on heat loaded sample surface is the essential feature of the task. Computer model describes heat treatment of the sample during heat source movement over the sample surface. It is started from the 2D task of sample cross section as a basic model. Possibilities of extension from 2D to 3D task are discussed. The effect of the addition of third model dimension on the temperature distribution in the sample is showed. Comparison of various model parameters on the sample temperatures is observed. Influence of heat source motion on the depth of material heat treatment is shown for several velocities of the movement. Presented computer model is prepared for the utilization in laser treatment of machine parts.Keywords: computer simulation, unsteady model, heat treatment, complex boundary condition, moving heat source
Procedia PDF Downloads 39316678 EarlyWarning for Financial Stress Events:A Credit-Regime Switching Approach
Abstract:
We propose a new early warning model for predicting financial stress events for a given future time. In this model, we examine whether credit conditions play an important role as a nonlinear propagator of shocks when predicting the likelihood of occurrence of financial stress events for a given future time. This propagation takes the form of a threshold regression in which a regime change occurs if credit conditions cross a critical threshold. Given the new early warning model for financial stress events, we evaluate the performance of this model and currently available alternatives, such as the model from signal extraction approach, and linear regression model. In-sample forecasting results indicate that the three types of models are useful tools for predicting financial stress events while none of them outperforms others across all criteria considered. The out-of-sample forecasting results suggest that the credit-regime switching model performs better than the two others across all criteria and all forecasting horizons considered.Keywords: cut-off probability, early warning model, financial crisis, financial stress, regime-switching model, forecasting horizons
Procedia PDF Downloads 43516677 Model of the Increasing the Capacity of the Train and Railway Track by Using the New Type of Wagon
Authors: Martin Kendra, Jaroslav Mašek, Juraj Čamaj, Martin Búda
Abstract:
The paper deals with possibilities of increase train capacity by using a new type of railway wagon. In the first part is created a mathematical model to calculate the capacity of the train. The model is based on the main limiting parameters of the train - maximum number of axles per train, the maximum gross weight of the train, the maximum length of train and number of TEUs per one wagon. In the second part is the model applied to four different model trains with different composition of the train set and three different average weights of TEU and a train consisting of a new type of wagons. The result is to identify where the carrying capacity of the original trains is higher, respectively less than a capacity of the train consisting of a new type of wagons.Keywords: loading units, theoretical capacity model, train capacity, wagon for intermodal transport
Procedia PDF Downloads 49716676 Modeling and Simulation Methods Using MATLAB/Simulink
Authors: Jamuna Konda, Umamaheswara Reddy Karumuri, Sriramya Muthugi, Varun Pishati, Ravi Shakya,
Abstract:
This paper investigates the challenges involved in mathematical modeling of plant simulation models ensuring the performance of the plant models much closer to the real time physical model. The paper includes the analysis performed and investigation on different methods of modeling, design and development for plant model. Issues which impact the design time, model accuracy as real time model, tool dependence are analyzed. The real time hardware plant would be a combination of multiple physical models. It is more challenging to test the complete system with all possible test scenarios. There are possibilities of failure or damage of the system due to any unwanted test execution on real time.Keywords: model based design (MBD), MATLAB, Simulink, stateflow, plant model, real time model, real-time workshop (RTW), target language compiler (TLC)
Procedia PDF Downloads 34316675 Mixture statistical modeling for predecting mortality human immunodeficiency virus (HIV) and tuberculosis(TB) infection patients
Authors: Mohd Asrul Affendi Bi Abdullah, Nyi Nyi Naing
Abstract:
The purpose of this study was to identify comparable manner between negative binomial death rate (NBDR) and zero inflated negative binomial death rate (ZINBDR) with died patients with (HIV + T B+) and (HIV + T B−). HIV and TB is a serious world wide problem in the developing country. Data were analyzed with applying NBDR and ZINBDR to make comparison which a favorable model is better to used. The ZINBDR model is able to account for the disproportionately large number of zero within the data and is shown to be a consistently better fit than the NBDR model. Hence, as a results ZINBDR model is a superior fit to the data than the NBDR model and provides additional information regarding the died mechanisms HIV+TB. The ZINBDR model is shown to be a use tool for analysis death rate according age categorical.Keywords: zero inflated negative binomial death rate, HIV and TB, AIC and BIC, death rate
Procedia PDF Downloads 43216674 Model-Based Software Regression Test Suite Reduction
Authors: Shiwei Deng, Yang Bao
Abstract:
In this paper, we present a model-based regression test suite reducing approach that uses EFSM model dependence analysis and probability-driven greedy algorithm to reduce software regression test suites. The approach automatically identifies the difference between the original model and the modified model as a set of elementary model modifications. The EFSM dependence analysis is performed for each elementary modification to reduce the regression test suite, and then the probability-driven greedy algorithm is adopted to select the minimum set of test cases from the reduced regression test suite that cover all interaction patterns. Our initial experience shows that the approach may significantly reduce the size of regression test suites.Keywords: dependence analysis, EFSM model, greedy algorithm, regression test
Procedia PDF Downloads 427