Search results for: dynamic models

Authors: Fan Yang, Ye-Lu Wang, Yang Zhao

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The dynamic load allowance, as an application result of the vehicle-bridge coupled vibration theory, is an important parameter for bridge design and evaluation. Based on the coupled vehicle-bridge vibration theory, the current work establishes a full girder model of a dynamic load allowance, selects a planar five-degree-of-freedom three-axis vehicle model, solves the coupled vehicle-bridge dynamic response using the APDL language in the spatial finite element program ANSYS, selects the pivot point 2 sections as the representative of the negative moment section, and analyzes the effects of parameters such as travel speed, unevenness, vehicle frequency, span diameter, span number and forced displacement of the support on the negative moment dynamic load allowance through orthogonal tests. The influence of parameters such as vehicle speed, unevenness, vehicle frequency, span diameter, span number, and forced displacement of the support on the negative moment dynamic load allowance is analyzed by orthogonal tests, and the influence law of each influencing parameter is summarized. It is found that the effects of vehicle frequency, unevenness, and speed on the negative moment dynamic load allowance are significant, among which vehicle frequency has the greatest effect on the negative moment dynamic load allowance; the effects of span number and span diameter on the negative moment dynamic load allowance are relatively small; the effects of forced displacement of the support on the negative moment dynamic load allowance are negligible.

Keywords: continuous T-girder bridge, dynamic load allowance, sensitivity analysis, vehicle-bridge coupling

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Authors: Peng Liu, Chyng Wen Tee, Xiaofei Xu

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This paper integrates machine learning forecasting techniques into the multi-period portfolio optimization framework, enabling dynamic asset allocation based on multiple future periods. We explore both theoretical foundations and practical applications, employing diverse machine learning models for return forecasting. This comprehensive guide demonstrates the superiority of multi-period optimization over single-period approaches, particularly in risk mitigation through strategic rebalancing and enhanced market trend forecasting. Our goal is to promote wider adoption of multi-period optimization, providing insights that can significantly enhance the decision-making capabilities of practitioners and researchers alike.

Keywords: multi-period portfolio optimization, look-ahead constrained optimization, machine learning, sequential decision making

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Authors: Amir Tosson, Mohammad Reza, Christian Gutt

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Metadata stands at the forefront of advancing data management practices within research communities, with particular significance in the realms of neutron and photon scattering. This paper introduces a groundbreaking approach—dynamic metadata schema—within the context of X-ray Photon Correlation Spectroscopy (XPCS). XPCS, a potent technique unravelling nanoscale dynamic processes, serves as an illustrative use case to demonstrate how dynamic metadata can revolutionize data acquisition, sharing, and analysis workflows. This paper explores the challenges encountered by the neutron and photon communities in navigating intricate data landscapes and highlights the prowess of dynamic metadata in addressing these hurdles. Our proposed approach empowers researchers to tailor metadata definitions to the evolving demands of experiments, thereby facilitating streamlined data integration, traceability, and collaborative exploration. Through tangible examples from the XPCS domain, we showcase how embracing dynamic metadata standards bestows advantages, enhancing data reproducibility, interoperability, and the diffusion of knowledge. Ultimately, this paper underscores the transformative potential of dynamic metadata, heralding a paradigm shift in data management within the neutron and photon research communities.

Keywords: metadata, FAIR, data analysis, XPCS, IoT

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Authors: Muzaffer Borekci, Murat Serdar Kirçil

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Predicting the collapse potential of a structure during earthquakes is an important issue in earthquake engineering. Many researchers proposed different methods to assess the collapse potential of structures under the effect of strong ground motions. However most of them did not consider degradation and softening effect in hysteretic behavior. In this study, collapse potential of SDOF systems caused by dynamic instability with stiffness and strength degradation has been investigated. An equation was proposed for the estimation of collapse period of SDOF system which is a limit value of period for dynamic instability. If period of the considered SDOF system is shorter than the collapse period then the relevant system exhibits dynamic instability and collapse occurs.

Keywords: collapse, degradation, dynamic instability, seismic response

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Authors: A. Aleksic-Veljkovic, K. Herodek, M. Bratic, M. Mitic

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The aim of this study was to investigate the relationship between variables of dynamic balance and countermovement jump in young, female gymnasts. A single-group design was used. Forty-seven young, female gymnasts (Mean±SD; age: 8-12 years, height: 42.88±10.38 cm, mass: 35.59±8.15 kg; body mass index: 17.18±1.62 kg/m2; training hours per week: 15-18 h/week) performed measurements of dynamic balance and countermovement jump with and without arm swing. Significant, but small to medium associations were observed between variables of balance and height of the jump in both protocols of the countermovement jump ranging from r = +0.313 to +0.426. No significant associations were observed between variables of dynamic balance and relative power and peak power of countermovement jump with or without arm swings. The data indicate that dynamic balance and leg power imply that balance and power are independent of each other and may have to be tested and trained complementarily in young gymnasts.

Keywords: artistic gymnastics, countermovement jump, jump height, testing

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Authors: Abdelghafour Galadi

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In this paper, accurate power MOSFET models including quasi-saturation effect are presented. These models have no internal node voltages determined by the circuit simulator and use one JFET or one depletion mode MOSFET transistors controlled by an “effective” gate voltage taking into account the quasi-saturation effect. The proposed models achieve accurate simulation results with an average error percentage less than 9%, which is an improvement of 21 percentage points compared to the commonly used standard power MOSFET model. In addition, the models can be integrated in any available commercial circuit simulators by using their analytical equations. A description of the models will be provided along with the parameter extraction procedure.

Keywords: power MOSFET, drift layer, quasi-saturation effect, SPICE model

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Authors: Ayman Aboelkassem, Mohamoud Ali, Rezq Diab

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This project aims to document and preserve boat models which were discovered in the Saqqara by Czech Institute of Egyptology archeological mission at Saqqara (GEM numbers, 46007, 46008, 46009). These boat models dates back to Egyptian Old Kingdom and have been transferred to the Conservation Center of the Grand Egyptian Museum, to be displayed at the new museum.The project objectives making such boat models more visible to visitors through the use of 3D reconstructed models and high resolution photos which describe the history of using the boats during the Ancient Egyptian history. Especially, The Grand Egyptian Museum is going to exhibit the second boat of King Khufu from Old kingdom. The project goals are to document the boat models and arrange an exhibition, where such Models going to be displayed next to the Khufu Second Boat. The project shows the importance of using boats in Ancient Egypt, and connecting their usage through Ancient Egyptian periods till now. The boat models had a unique Symbolized in ancient Egypt and connect the public with their kings. The Egyptian kings allowed high ranked employees to put boat models in their tombs which has a great meaning that they hope to fellow their kings in the journey of the afterlife.

Keywords: archaeology, boat models, 3D digital tools for heritage management, museums

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Authors: Suparman

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Piecewise linear regression models are very flexible models for modeling the data. If the piecewise linear regression models are matched against the data, then the parameters are generally not known. This paper studies the problem of parameter estimation of piecewise linear regression models. The method used to estimate the parameters of picewise linear regression models is Bayesian method. But the Bayes estimator can not be found analytically. To overcome these problems, the reversible jump MCMC algorithm is proposed. Reversible jump MCMC algorithm generates the Markov chain converges to the limit distribution of the posterior distribution of the parameters of picewise linear regression models. The resulting Markov chain is used to calculate the Bayes estimator for the parameters of picewise linear regression models.

Keywords: regression, piecewise, Bayesian, reversible Jump MCMC

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Authors: T. Hari Prasath, P. Ithaya Rani

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In the world of visual technology, recognizing emotions from the face images is a challenging task. Several related methods have not utilized the dynamic facial features effectively for high performance. This paper proposes a method for emotions recognition using dynamic facial features with high performance. Initially, local features are captured by Gabor filter with different scale and orientations in each frame for finding the position and scale of face part from different backgrounds. The Gabor features are sent to the ensemble classifier for detecting Gabor facial features. The region of dynamic features is captured from the Gabor facial features in the consecutive frames which represent the dynamic variations of facial appearances. In each region of dynamic features is normalized using Z-score normalization method which is further encoded into binary pattern features with the help of threshold values. The binary features are passed to Multi-class AdaBoost classifier algorithm with the well-trained database contain happiness, sadness, surprise, fear, anger, disgust, and neutral expressions to classify the discriminative dynamic features for emotions recognition. The developed method is deployed on the Ryerson Multimedia Research Lab and Cohn-Kanade databases and they show significant performance improvement owing to their dynamic features when compared with the existing methods.

Keywords: detecting face, Gabor filter, multi-class AdaBoost classifier, Z-score normalization

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Authors: Harold Vásquez, Cesar Hernández, Ingrid Páez

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This paper approach cognitive radio technic and applied pure proactive handoff Model to decrease interference between PU and SU and comparing it with reactive handoff model. Through the study and analysis of multivariate models SAW and TOPSIS join to 3 dynamic prediction techniques AR, MA ,and ARMA. To evaluate the best model is taken four metrics: number failed handoff, number handoff, number predictions, and number interference. The result presented the advantages using this type of pure proactive models to predict changes in the PU according to the selected channel and reduce interference. The model showed better performance was TOPSIS-MA, although TOPSIS-AR had a higher predictive ability this was not reflected in the interference reduction.

Keywords: cognitive radio, spectrum handoff, decision making, time series, wireless networks

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Authors: A. Marolleau, F. Salaun, D. Dupont, H. Gidik, S. Ducept.

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The goal of this study is to analyze the hydric behaviour of textiles which can impact significantly the comfort of the wearer. Indeed, fabrics can be adapted for different climate if hydric and thermal behaviors are known. In this study, fabrics are only submitted to hydric variations. Sorption and desorption isotherms obtained from the dynamic vapour sorption apparatus (DVS) are fitted with the parallel exponential kinetics (PEK), the Hailwood-Horrobin (HH) and the Brunauer-Emmett-Teller (BET) models. One of the major finding is the relationship existing between PEK and HH models. During slow and fast processes, the sorption of water molecules on the polymer can be in monolayer and multilayer form. According to the BET model, moisture regain, a physical property of textiles, show a linear correlation with the total amount of water taken in monolayer. This study provides potential information of the end uses of these fabrics according to the selected activity level.

Keywords: comfort, hydric properties, modelling, underwears

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Authors: Mehdi Rostamzadeh

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Genetic Algorithms (GAs) are an adaptive heuristic search algorithm premised on the evolutionary ideas of natural selection and genetic. In this study, we apply GAs for fundamental and technical models of exchange rate determination in exchange rate market. In this framework, we estimated absolute and relative purchasing power parity, Mundell-Fleming, sticky and flexible prices (monetary models), equilibrium exchange rate and portfolio balance model as fundamental models and Auto Regressive (AR), Moving Average (MA), Auto-Regressive with Moving Average (ARMA) and Mean Reversion (MR) as technical models for Iranian Rial against European Union’s Euro using monthly data from January 1992 to December 2014. Then, we put these models into the genetic algorithm system for measuring their optimal weight for each model. These optimal weights have been measured according to four criteria i.e. R-Squared (R2), mean square error (MSE), mean absolute percentage error (MAPE) and root mean square error (RMSE).Based on obtained Results, it seems that for explaining of Iranian Rial against EU Euro exchange rate behavior, fundamental models are better than technical models.

Keywords: exchange rate, genetic algorithm, fundamental models, technical models

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Authors: Fatih Tarlak

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Predictive microbiology can be considered as an important field in food microbiology in which it uses predictive models to describe the microbial growth in different food products. Predictive models estimate the growth of microorganisms quickly, efficiently, and in a cost-effective way as compared to traditional methods of enumeration, which are long-lasting, expensive, and time-consuming. The mathematical models used in predictive microbiology are mainly categorised as primary and secondary models. The primary models are the mathematical equations that define the growth data as a function of time under a constant environmental condition. The secondary models describe the effects of environmental factors, such as temperature, pH, and water activity (aw) on the parameters of the primary models, including the maximum specific growth rate and lag phase duration, which are the most critical growth kinetic parameters. The combination of primary and secondary models provides valuable information to set limits for the quantitative detection of the microbial spoilage and assess product shelf-life.

Keywords: shelf-life, growth model, predictive microbiology, simulation

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Authors: Dalvinder Kaur Mangal

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For the past decade, noise corrupted output measurements have been a fundamental research problem to be investigated. On the other hand, the estimation of the parameters for linear dynamic systems when also the input is affected by noise is recognized as more difficult problem which only recently has received increasing attention. Representations where errors or measurement noises/disturbances are present on both the inputs and outputs are usually called errors-in-variables (EIV) models. These disturbances may also have additive effects which are also considered in this paper. Parameter estimation of false EIV problem using equation error, output error and iterative prefiltering identification schemes with and without additive uncertainty, when only the output observation is corrupted by noise has been dealt in this paper. The comparative study of these three schemes has also been carried out.

Keywords: errors-in-variable (EIV), false EIV, equation error, output error, iterative prefiltering, Gaussian noise

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Authors: David Lall, Vikram Vishal, P. G. Ranjith

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Numerical modeling of gas production from hydrate-bearing reservoirs requires the solution of various thermal, hydrological, chemical, and mechanical phenomena in a coupled manner. Among the various reservoir properties that influence gas production estimates, the distribution of permeability across the domain is one of the most crucial parameters since it determines both heat transfer and mass transfer. The aspect of permeability in hydrate-bearing reservoirs is particularly complex compared to conventional reservoirs since it depends on the saturation of gas hydrates and hence, is dynamic during production. The dependence of permeability on hydrate saturation is mathematically represented using permeability-reduction models, which are specific to the expected morphology of hydrate accumulations (such as grain-coating or pore-filling hydrates). In this study, we demonstrate the impact of various permeability-reduction models, and consequently, different morphologies of hydrate deposits on the estimates of gas production using depressurization at the reservoir scale. We observe significant differences in produced water volumes and cumulative mass of produced gas between the models, thereby highlighting the uncertainty in production behavior arising from the ambiguity in the prevalent gas hydrate morphology.

Keywords: gas hydrate morphology, multi-scale modeling, THMC, fluid flow in porous media

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Authors: Kholil, Laksanto Utomo

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The food needs of the Indonesian people will continue increase year to year due to the increase of population growth. For ensuring food securityand and resilience, the government has developed a program food self-resilience village since 2006. Food resilience is a complex system, consisting of subsystem availability, distribution and consumption of the sufficiency of food consumed both in quantity and quality. Low access, and limited assets to food sources is the dominant factor vulnerable of food. Women have a major role in supporting the productive activities of the family to meet food sufficiency and resilience. The purpose of this paper is to discuss the model of food self-resilience village wich gender responsive by using a dynamic system model. Model will be developed into 3 level: family, vilage, and regency in accordance with the concept of village food resilience model wich has been developed by ministry of agriculture. Model development based on the results of experts discussion and field study. By some scenarios and simulation models we will able to develop appropriate policy strategies for family food resilience. The result of study show that food resilience was influenced by many factors: goverment policies, technology, human resource, and in the same time it will be a feed back for goverment policies and number of poor family.

Keywords: food availability, food sufficiency, gender, model dynamic, law enfrocement

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Authors: Nini Johana Marin Rodriguez

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This paper applies DCC, EWMA and OGARCH models to compare the dynamic correlations between exchange rates, oil prices, exchange rates and stock markets to examine the time-varying conditional correlations to the daily oil prices and index returns in relation to the US dollar/local currency for developed (Canada and Mexico) and emerging Latin American markets (Brazil, Chile, Colombia and Peru). Changes in correlation interactions are indicative of structural changes in market linkages with implications to contagion and interdependence. For each pair of stock price-exchange rate and oil price-US dollar/local currency, empirical evidence confirms of a strengthening negative correlation in the last decade. Methodologies suggest only two events have significatively impact in the countries analyzed: global financial crisis and Europe crisis, both events are associated with shifts of correlations to stronger negative level for most of the pairs analyzed. While, the first event has a shifting effect on mainly emerging members, the latter affects developed members. The identification of these relationships provides benefits in risk diversification and inflation targeting.

Keywords: crude oil, dynamic conditional correlation, exchange rates, interdependence, stock prices

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Authors: A. Jomartov, A. Tuleshov, B. Tultaev

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One of the main tasks in the development of textile machinery is to increase the rapidity of automatic looms, and consequently, their productivity. With increasing automatic loom speeds, the dynamic loads on their separate mechanisms and moving joints sharply increase. Dynamic research allows us to determine the weakest mechanisms of the automatic loom. The modern automatic loom consists of a large number of structurally different mechanisms. These are cam, lever, gear, friction and combined cyclic mechanisms. The modern automatic loom contains various mechatronic devices: A device for the automatic removal of faulty weft, electromechanical drive warp yarns, electronic controllers, servos, etc. In the paper, we consider the multibody dynamic model of the automatic loom on the software complex SimulationX. SimulationX is multidisciplinary software for modeling complex physical and technical facilities and systems. The multibody dynamic model of the automatic loom allows consideration of: The transition processes, backlash at the joints and nodes, the force of resistance and electric motor performance.

Keywords: automatic loom, dynamics, model, multibody, SimulationX

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Authors: Makhsud Bobojanov, Dauletbek Rismukhamedov, Furkat Tuychiev, Khusniddin Shamsutdionov

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The article presents the results of experimental study of a two-speed asynchronous motor 4A80B6/4U3 with pole-changing winding on a fan drive VSUN 160x74-0.55-4 in static and dynamic modes. A prototype of a pole-changing Motor was made based on the results of the calculation and the performance and mechanical characteristics of the Motor were removed at the experimental stand, as well as useful capacities and other parameters from both poles were determined. In dynamic mode, the curves of changes of torque and current of the stator were removed by direct start, constant speed operation, by switching of speeds and stopping.

Keywords: two speed motor, pole-changing motor, electric drive of fan, dynamic modes

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Authors: Byl Farney Cunha Junior

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In this work the dynamic three-dimensional analysis of a 47-story building located in Goiania city when subjected to wind loads generated using both the Wind Brazilian code, NBR6123 (ABNT, 1988) and the Synthetic-Wind method is realized. To model the frames three different methodologies are used: the shear building model and both bi and three-dimensional finite element models. To start the analysis, a plane frame is initially studied to validate the shear building model and, in order to compare the results of natural frequencies and displacements at the top of the structure the same plane frame was modeled using the finite element method through the SAP2000 V10 software. The same steps were applied to an idealized 20-story spacial frame that helps in the presentation of the stiffness correction process applied to columns. Based on these models the two methods used to generate the Wind loads are presented: a discrete model proposed in the Wind Brazilian code, NBR6123 (ABNT, 1988) and the Synthetic-Wind method. The method uses the Davenport spectrum which is divided into a variety of frequencies to generate the temporal series of loads. Finally, the 47- story building was analyzed using both the three-dimensional finite element method through the SAP2000 V10 software and the shear building model. The models were loaded with Wind load generated by the Wind code NBR6123 (ABNT, 1988) and by the Synthetic-Wind method considering different wind directions. The displacements and internal forces in columns and beams were compared and a comparative study considering a situation of a full elevated reservoir is realized. As can be observed the displacements obtained by the SAP2000 V10 model are greater when loaded with NBR6123 (ABNT, 1988) wind load related to the permanent phase of the structure’s response.

Keywords: finite element method, synthetic wind, tall buildings, shear building

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Authors: B. Chetti, W. A. Crosby

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The work described in this paper is an investigation of the static and dynamic characteristics of two-lobe journal bearings taking into consideration the thermal effects. A thermo-hydrodynamic solution of a finite two-lobe journal bearing is performed by solving the generalized form Reynolds equation with the energy equation, taking into consideration viscosity variation across the film thickness. The static and dynamic characteristics were numerically obtained. The results are evaluated for different values of viscosity-temperature coefficient and Peclet number. The results show that considering the thermal effects in the solution of the two-lobe journal bearing has a marked on the study of its stability.

Keywords: two-lobe bearing, thermal effect, static, dynamic characteristics

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Authors: Alfred L. Guiffrida

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A review of the literature on supply chain delivery models which use delivery windows to measure delivery performance is presented. The review herein serves to meet the following objectives: (i) provide a synthesis of previously published literature on supply chain delivery performance models, (ii) provide in one paper a consolidation of research that can serve as a single source to keep researchers up to date with the research developments in supply chain delivery models, and (iii) identify gaps in the modeling of supply chain delivery performance which could stimulate new research agendas.

Keywords: delivery performance, delivery window, supply chain delivery models, supply chain performance

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Authors: Jamshid Qodirov, Sirojiddin Komolov, Ravilov Mirahmad, Olimjon Mirzayev

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Nowadays, natural language processing tools play a crucial role in our daily lives, including various techniques with text processing. There are very advanced models in modern languages, such as English, Russian etc. But, in some languages, such as Uzbek, the NLP models have been developed recently. Thus, there are only a few NLP models in Uzbek language. Moreover, there is no such work that could show which Uzbek NLP model behaves in different situations and when to use them. This work tries to close this gap and compares the Uzbek NLP models existing as of the time this article was written. The authors try to compare the NLP models in two different scenarios: sentiment analysis and sentence similarity, which are the implementations of the two most common problems in the industry: classification and similarity. Another outcome from this work is two datasets for classification and sentence similarity in Uzbek language that we generated ourselves and can be useful in both industry and academia as well.

Keywords: NLP, benchmak, bert, vectorization

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Authors: Basiliyos Tilahun Betru, Charles Awono Onana, Bernabe Batchakui

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Recommender systems have become increasingly popular in recent years, and are utilized in numerous areas. Nowadays many web services provide several information for users and recommender systems have been developed as critical element of these web applications to predict choice of preference and provide significant recommendations. With the help of the advantage of deep learning in modeling different types of data and due to the dynamic change of user preference, building a deep model can better understand users demand and further improve quality of recommendation. In this paper, deep neural network models for recommender system are evaluated. Most of deep neural network models in recommender system focus on the classical collaborative filtering user-item setting. Deep learning models demonstrated high level features of complex data can be learned instead of using metadata which can significantly improve accuracy of recommendation. Even though deep learning poses a great impact in various areas, applying the model to a recommender system have not been fully exploited and still a lot of improvements can be done both in collaborative and content-based approach while considering different contextual factors.

Keywords: big data, decision making, deep learning, recommender system

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Authors: Chungkuk Jin, Moohyun Kim, Woo Chul Chung

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This paper presents global performance and dynamic behaviors of a discrete-pontoon-type floating bridge with mooring lines in time domain under wind and wave excitations. The structure is designed for long-distance and deep-water crossing and consists of the girder, columns, pontoons, and mooring lines. Their functionality and behaviors are investigated by using elastic-floater/mooring fully-coupled dynamic simulation computer program. Dynamic wind, first- and second-order wave forces, and current loads are considered as environmental loads. Girder’s dynamic responses and mooring tensions are analyzed under different analysis methods and environmental conditions. Girder’s lateral responses are highly influenced by the second-order wave and wind loads while the first-order wave load mainly influences its vertical responses.

Keywords: floating bridge, mooring line, pontoon, wave excitation

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Authors: Abdellatif Baba

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In order to facilitate medical images analysis by improving their quality and readability, we present in this paper a new dynamic band pass filter as a general and suitable operator for different types of medical images. Our objective is to enrich the details of any treated medical image to make it sufficiently clear enough to give an understood and simplified meaning even for unspecialized people in the medical domain.

Keywords: medical image enhancement, dynamic band pass filter, analysis improvement

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Authors: Marian Sorin Ionescu, Olivia Negoita, Cosmin Dobrin

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This scientific communication reports and discusses learning models adaptable to modern business problems and models specific to digital concepts and paradigms. In the PAC (probably approximately correct) learning model approach, in which the learning process begins by receiving a batch of learning examples, the set of learning processes is used to acquire a hypothesis, and when the learning process is fully used, this hypothesis is used in the prediction of new operational examples. For complex business models, a lot of models should be introduced and evaluated to estimate the induced results so that the totality of the results are used to develop a predictive rule, which anticipates the choice of new models. In opposition, for online learning-type processes, there is no separation between the learning (training) and predictive phase. Every time a business model is approached, a test example is considered from the beginning until the prediction of the appearance of a model considered correct from the point of view of the business decision. After choosing choice a part of the business model, the label with the logical value "true" is known. Some of the business models are used as examples of learning (training), which helps to improve the prediction mechanisms for future business models.

Keywords: machine learning, business models, convex analysis, online learning

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Authors: Shahram Jamali, Samira Hamed

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One of the open issues in Random Early Detection (RED) algorithm is how to set its parameters to reach high performance for the dynamic conditions of the network. Although original RED uses fixed values for its parameters, this paper follows a model-based approach to upgrade performance of the RED algorithm. It models the routers queue behavior by using the Markov model and uses this model to predict future conditions of the queue. This prediction helps the proposed algorithm to make some tunings over RED's parameters and provide efficiency and better performance. Widespread packet level simulations confirm that the proposed algorithm, called Markov-RED, outperforms RED and FARED in terms of queue stability, bottleneck utilization and dropped packets count.

Keywords: active queue management, RED, Markov model, random early detection algorithm

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Authors: Vaibhav Rana, Nicholas Balaresque

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The 3-cup anemometer is the most commonly used instrument for wind speed measurement and, consequently, for the wind resource assessment. Though the cup anemometer shows accurate measurement under quasi-static conditions, there is uncertainty in the measurement when subjected to field measurement. Sensitivity to the angle of attacks with respect to horizontal plane, dynamic response, and non-linear behavior in calibration due to friction. The presented work aimed to identify the sensitivity of anemometer to non-horizontal flow. The cup anemometer was investigated under low wind speed wind tunnel, first under the static flow direction changes and second under the dynamic direction changes, at a different angle of attacks, under the similar conditions of reference wind tunnel speeds. The cup anemometer response under both conditions was evaluated and compared. The results showed the anemometer under dynamic wind direction changes is highly sensitive compared to static conditions.

Keywords: wind energy, cup anemometer, directional sensitivity, dynamic behavior, wind tunnel

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Authors: Walid Chkili

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This paper investigates the dynamic relationship between gold and stock markets using data for BRICS counties. For this purpose, we estimate three multivariate GARCH models (namely CCC, DCC and BEKK) for weekly stock and gold data. Our main objective is to examine time variations in conditional correlations between the two assets and to check the effectiveness use of gold as a hedge for equity markets. Empirical results reveal that dynamic conditional correlations switch between positive and negative values over the period under study. This correlation is negative during the major financial crises suggesting that gold can act as a safe haven during the major stress period of stock markets. We also evaluate the implications for portfolio diversification and hedging effectiveness for the pair gold/stock. Our findings suggest that adding gold in the stock portfolio enhance its risk-adjusted return.

Keywords: gold, financial markets, hedge, multivariate GARCH

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