Search results for: equation model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 17833

Search results for: equation model

15643 Investigating the Dynamics of Knowledge Acquisition in Undergraduate Mathematics Students Using Differential Equations

Authors: Gilbert Makanda

Abstract:

The problem of the teaching of mathematics is studied using differential equations. A mathematical model for knowledge acquisition in mathematics is developed. In this study we adopt the mathematical model that is normally used for disease modelling in the teaching of mathematics. It is assumed that teaching is 'infecting' students with knowledge thereby spreading this knowledge to the students. It is also assumed that students who gain this knowledge spread it to other students making disease model appropriate to adopt for this problem. The results of this study show that increasing recruitment rates, learning contact with teachers and learning materials improves the number of knowledgeable students. High dropout rates and forgetting taught concepts also negatively affect the number of knowledgeable students. The developed model is then solved using Matlab ODE45 and \verb"lsqnonlin" to estimate parameters for the actual data.

Keywords: differential equations, knowledge acquisition, least squares, dynamical systems

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15642 E-Bike FE Model Analysis: Connection Stiffness of Elements with Different DOFs

Authors: Lele Zhang, Hui Leng Choo, Alexander Konyukhov, Shuguang Li

Abstract:

Finite Element (FE) model of simplified e-bike structure was generated by main frame with two tiers, which consisted of pipe, mass, beam, and shell elements (pipe 289, beam188, shell 181, shell 281, combin14, link11, mass21). These elements would be introduced and demonstrated using mathematical formulas. Based on coupling theory, constrain equations was proposed. Exporting all the parameters obtained from theory part, the connection stiffness matrix of the whole e-bike structure between each of these elements was detected.

Keywords: coupling theory, stiffness matrix, e-bike, finite element model

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15641 Developing a Model – an Application of Fuzzy Analytic Network Process Techniques for Hostels

Authors: Pin-Ju Juan, Peng-Yu Juan, Yi-Shan Chen

Abstract:

The main purpose of this paper is to present a fuzzy Analytic Network Process (ANP) model for the hostel organizational performance selection. In this article, we created 39 criteria for selecting hostel organizational performance acquired from literature's review and experts method practical investigations, and the methods of fuzzy analytic network process are used to consolidate decision-makers’ assessments about criteria weightings. Finally, we selected organizational performance of a hostel in Taiwan to determine the effectiveness of the proposed evaluation model in this paper.

Keywords: Fuzzy ANP, hostel, organizational performance, strategy management

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15640 On the Blocked-off Finite-Volume Radiation Solutions in a Two-Dimensional Enclosure

Authors: Gyo Woo Lee, Man Young Kim

Abstract:

The blocked-off formulations for the analysis of radiative heat transfer are formulated and examined in order to find the solutions in a two-dimensional complex enclosure. The final discretization equations using the step scheme for spatial differencing practice are proposed with the additional source term to incorporate the blocked-off procedure. After introducing the implementation for inactive region into the general discretization equation, three different problems are examined to find the performance of the solution methods.

Keywords: radiative heat transfer, Finite Volume Method (FVM), blocked-off solution procedure, body-fitted coordinate

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15639 The Implementation of Strengthening Institutional Model of Women Farmers Group in Developing Household Food Security

Authors: Rahmadanih, Sitti Bulkis, A. Amrullah, R. M. Rukka, N. M. Viantika

Abstract:

Food security is still a global issue, including in Indonesia. In South Sulawesi, this issue also occurs in members of farmer groups/women farmer groups. This study aims to (1) describe the implementation of strengthening institutional model of Women Farmer Groups (WFG) and (2) analyzing the capacity building of WFG members in order to develop food security after the implementations on institutional model. The research was conducted in Bulukumba and Luwu Utara District, South Sulawesi, Indonesia. The research was designed with qualitative and quantitative (mixed) method. Qualitative data were collected through in-depth interview and Focus Group Discussion (FGD); while quantitative data collected through a household survey of WGF members. Two WGF were selected they are WFG in Bulukumba and WGF in Luwu Utara District. Both WGF has been selected as the case unit, which consisting of 60 households. Institutional strengthening model that been implemented is a combination model of (1) institutional support and (2) capacity development of WGF members. The model of institutional support aim is to develop food security could be achieved through facilitation on produce banana chips (initiate a business group formation) and preparation of institution rule (AD/ART). (2) The developing Model of WFG members capacity building are (a) technical training of banana chips producing process, also food and nutrition counseling as well as the utilization of the yard, (b) processing of food products from their yards. Food and nutrition knowledge of WFG members was increased about 30% - 60% and accompanied by the development of households’ food security by 6.7% - 10.0%.; when compared to last year percentage.

Keywords: food security, institutional strengthening, model implementation, women farmer group

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15638 Poverty Dynamics in Thailand: Evidence from Household Panel Data

Authors: Nattabhorn Leamcharaskul

Abstract:

This study aims to examine determining factors of the dynamics of poverty in Thailand by using panel data of 3,567 households in 2007-2017. Four techniques of estimation are employed to analyze the situation of poverty across households and time periods: the multinomial logit model, the sequential logit model, the quantile regression model, and the difference in difference model. Households are categorized based on their experiences into 5 groups, namely chronically poor, falling into poverty, re-entering into poverty, exiting from poverty and never poor households. Estimation results emphasize the effects of demographic and socioeconomic factors as well as unexpected events on the economic status of a household. It is found that remittances have positive impact on household’s economic status in that they are likely to lower the probability of falling into poverty or trapping in poverty while they tend to increase the probability of exiting from poverty. In addition, not only receiving a secondary source of household income can raise the probability of being a never poor household, but it also significantly increases household income per capita of the chronically poor and falling into poverty households. Public work programs are recommended as an important tool to relieve household financial burden and uncertainty and thus consequently increase a chance for households to escape from poverty.

Keywords: difference in difference, dynamic, multinomial logit model, panel data, poverty, quantile regression, remittance, sequential logit model, Thailand, transfer

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15637 Improving Pneumatic Artificial Muscle Performance Using Surrogate Model: Roles of Operating Pressure and Tube Diameter

Authors: Van-Thanh Ho, Jaiyoung Ryu

Abstract:

In soft robotics, the optimization of fluid dynamics through pneumatic methods plays a pivotal role in enhancing operational efficiency and reducing energy loss. This is particularly crucial when replacing conventional techniques such as cable-driven electromechanical systems. The pneumatic model employed in this study represents a sophisticated framework designed to efficiently channel pressure from a high-pressure reservoir to various muscle locations on the robot's body. This intricate network involves a branching system of tubes. The study introduces a comprehensive pneumatic model, encompassing the components of a reservoir, tubes, and Pneumatically Actuated Muscles (PAM). The development of this model is rooted in the principles of shock tube theory. Notably, the study leverages experimental data to enhance the understanding of the interplay between the PAM structure and the surrounding fluid. This improved interactive approach involves the use of morphing motion, guided by a contraction function. The study's findings demonstrate a high degree of accuracy in predicting pressure distribution within the PAM. The model's predictive capabilities ensure that the error in comparison to experimental data remains below a threshold of 10%. Additionally, the research employs a machine learning model, specifically a surrogate model based on the Kriging method, to assess and quantify uncertainty factors related to the initial reservoir pressure and tube diameter. This comprehensive approach enhances our understanding of pneumatic soft robotics and its potential for improved operational efficiency.

Keywords: pneumatic artificial muscles, pressure drop, morhing motion, branched network, surrogate model

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15636 Stoner Impurity Model in Nickel Hydride

Authors: Andrea Leon, J. M. Florez, P. Vargas

Abstract:

The effect of hydrogen adsorption on the magnetic properties of fcc Ni has been calculated using the linear-muffin-tin-orbital formalism and using the local-density approximation for the exchange y correlation. The calculations for the ground state show that the sequential addition of hydrogen atoms is found to monotonically reduce the total magnetic moment of the Ni fcc structure, as a result of changes in the exchange-splitting parameter and in the Fermi energy. In order to physically explain the effect of magnetization reduction as the Hydrogen concentration increases, we propose a Stoner impurity model to describe the influence of H impurity on the magnetic properties of Nickel.

Keywords: electronic structure, magnetic properties, Nickel hydride, stoner model

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15635 Dynamic Model of Automatic Loom on SimulationX

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

Abstract:

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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15634 Towards a Security Model against Denial of Service Attacks for SIP Traffic

Authors: Arellano Karina, Diego Avila-Pesántez, Leticia Vaca-Cárdenas, Alberto Arellano, Carmen Mantilla

Abstract:

Nowadays, security threats in Voice over IP (VoIP) systems are an essential and latent concern for people in charge of security in a corporate network, because, every day, new Denial-of-Service (DoS) attacks are developed. These affect the business continuity of an organization, regarding confidentiality, availability, and integrity of services, causing frequent losses of both information and money. The purpose of this study is to establish the necessary measures to mitigate DoS threats, which affect the availability of VoIP systems, based on the Session Initiation Protocol (SIP). A Security Model called MS-DoS-SIP is proposed, which is based on two approaches. The first one analyzes the recommendations of international security standards. The second approach takes into account weaknesses and threats. The implementation of this model in a VoIP simulated system allowed to minimize the present vulnerabilities in 92% and increase the availability time of the VoIP service into an organization.

Keywords: Denial-of-Service SIP attacks, MS-DoS-SIP, security model, VoIP-SIP vulnerabilities

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15633 Study of Efficiency of Flying Animal Using Computational Simulation

Authors: Ratih Julistina, M. Agoes Moelyadi

Abstract:

Innovation in aviation technology evolved rapidly by time to time for acquiring the most favorable value of utilization and is usually denoted by efficiency parameter. Nature always become part of inspiration, and for this sector, many researchers focused on studying the behavior of flying animal to comprehend the fundamental, one of them is birds. Experimental testing has already conducted by several researches to seek and calculate the efficiency by putting the object in wind tunnel. Hence, computational simulation is needed to conform the result and give more visualization which is based on Reynold Averaged Navier-Stokes equation solution for unsteady case in time-dependent viscous flow. By creating model from simplification of the real bird as a rigid body, those are Hawk which has low aspect ratio and Swift with high aspect ratio, subsequently generating the multi grid structured mesh to capture and calculate the aerodynamic behavior and characteristics. Mimicking the motion of downstroke and upstroke of bird flight which produced both lift and thrust, the sinusoidal function is used. Simulation is carried out for varied of flapping frequencies within upper and lower range of actual each bird’s frequency which are 1 Hz, 2.87 Hz, 5 Hz for Hawk and 5 Hz, 8.9 Hz, 13 Hz for Swift to investigate the dependency of frequency effecting the efficiency of aerodynamic characteristics production. Also, by comparing the result in different condition flights with the morphology of each bird. Simulation has shown that higher flapping frequency is used then greater aerodynamic coefficient is obtained, on other hand, efficiency on thrust production is not the same. The result is analyzed from velocity and pressure contours, mesh movement as to see the behavior.

Keywords: characteristics of aerodynamic, efficiency, flapping frequency, flapping wing, unsteady simulation

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15632 Application of Terminal Sliding Mode Control to the Stabilization of the Indoor Temperature in Buildings

Authors: Pawel Skruch, Marek Dlugosz

Abstract:

The paper starts with a general model of the temperature dynamics in buildings. The modelling approach relies on thermodynamics, in particular heat transfer, principles. The model considers heat loses by conduction and ventilation and internal heat gains. The parameters of the model can be determined uniquely from the geometry of the building and from thermal properties of construction materials. The model is presented using state space notation and this form is used in the control design procedure. A sliding surface is defined by the system output and the desired trajectory. The control law is designed to force the trajectory of the system from any initial condition to the sliding surface in finite time. The trajectory of the system after reaching the sliding surface remains on it. A simulation example is included to verify the approach and to demonstrate the achievable performance improvement by the proposed solution in the temperature control in buildings.

Keywords: modelling, building, temperature dynamics, sliding-mode control, sliding surface

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15631 The Limits of Charity: Advancing a Rights-based Justice Model to Remedy Poverty and Hunger

Authors: Tracy Smith-Carrier

Abstract:

In 1995, the World Health Organization declared that poverty was the biggest killer and the greatest cause of suffering in the world. Income is certainly a key social determinant of health, the lack of which causes innumerable health and mental health conditions. In seeking to provide relief from financial hardship for residents within their populace, states in the Global North have largely turned to the non-profit and charitable sector. The stigma and shame of accessing charity is a significant barrier for many, but what is more problematic is that the embrace of the charitable model has let governments off the hook from responding to their international human rights obligations. Although states are signatories to various human rights treaties and conventions internationally, many of these laws have not been implemented domestically. This presentation explores the limits of the charitable model in addressing poverty in countries of the Global North. Unlike in the ages passed, when poverty was thought to be an individual problem, we now know that poverty is largely systemic in nature. In this presentation, we will identify the structural determinants of poverty, outline why people are reticent to access charitable programs and services and how income security is reproduced through the charitable model, and discuss evidence-informed solutions, such as a basic income guarantee, to move beyond the charitable model in favour of a rights-based justice model. To move beyond charity, we must demand that governments recognize our fundamental human rights and address poverty and hunger using a justice model based on substantive human rights.

Keywords: basic income, charity, poverty, income security, hunger, food security, social justice, human rights

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15630 Finite Element Model to Investigate the Dynamic Behavior of Ring-Stiffened Conical Shell Fully and Partially Filled with Fluid

Authors: Mohammadamin Esmaeilzadehazimi, Morteza Shayan Arani, Mohammad Toorani, Aouni Lakis

Abstract:

This study uses a hybrid finite element method to predict the dynamic behavior of both fully and partially-filled truncated conical shells stiffened with ring stiffeners. The method combines classical shell theory and the finite element method, and employs displacement functions derived from exact solutions of Sanders' shell equilibrium equations for conical shells. The shell-fluid interface is analyzed by utilizing the velocity potential, Bernoulli's equation, and impermeability conditions to determine an explicit expression for fluid pressure. The equations of motion presented in this study apply to both conical and cylindrical shells. This study presents the first comparison of the method applied to ring-stiffened shells with other numerical and experimental findings. Vibration frequencies for conical shells with various boundary conditions and geometries in a vacuum and filled with water are compared with experimental and numerical investigations, achieving good agreement. The study thoroughly investigates the influence of geometric parameters, stiffener quantity, semi-vertex cone angle, level of water filled in the cone, and applied boundary conditions on the natural frequency of fluid-loaded ring-stiffened conical shells, and draws some useful conclusions. The primary advantage of the current method is its use of a minimal number of finite elements while achieving highly accurate results.

Keywords: finite element method, fluid–structure interaction, conical shell, natural frequency, ring-stiffener

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15629 Numerical Analysis of the Effect of Height and Rate of Fluid Flow on a Stepped Spillway

Authors: Amir Abbas Kamanbedast, Abbas Saki

Abstract:

Stepped spillways are composed of several steps, which start from around the spillway crest and continue to the downstream heel. Recently, such spillways have been receiving increasing attention due to the significant effect of the associated stairs on the flow’s rate of energy dissipation. Energy dissipation in the stepped spillways across the overflow can be explained by the watercourse contact with the stairs (i.e., large, harsh surfaces). In this context, less energy must be dissipated at the end of the spillway, and, hence, a smaller (less expensive) energy-dissipating structure is required. In this study, a stepped spillway was simulated using the model Fluent 3, and a standard model was used to model the flow disturbance. For this purpose, the energy dissipation from the stepped spillway was investigated in terms of the different numbers of stairs involved. Using k-ε, the disturbances of the numerical method for velocity and of flow depth at the downstream overflow were obtained, and, then, the energy that was dissipated throughout the spillway was calculated. Our results showed that an increase in the number of stairs can considerably increase the amount of energy dissipation for the fixed, upstream energy. In addition, the results of the numerical analyses were provided as isobar and velocity curves so points that were sensitive to cavitation could be determined.

Keywords: stepped spillway, fluent software, turbulence model of k-ε, VOF model

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15628 A Posteriori Trading-Inspired Model-Free Time Series Segmentation

Authors: Plessen Mogens Graf

Abstract:

Within the context of multivariate time series segmentation, this paper proposes a method inspired by a posteriori optimal trading. After a normalization step, time series are treated channelwise as surrogate stock prices that can be traded optimally a posteriori in a virtual portfolio holding either stock or cash. Linear transaction costs are interpreted as hyperparameters for noise filtering. Trading signals, as well as trading signals obtained on the reversed time series, are used for unsupervised channelwise labeling before a consensus over all channels is reached that determines the final segmentation time instants. The method is model-free such that no model prescriptions for segments are made. Benefits of proposed approach include simplicity, computational efficiency, and adaptability to a wide range of different shapes of time series. Performance is demonstrated on synthetic and real-world data, including a large-scale dataset comprising a multivariate time series of dimension 1000 and length 2709. Proposed method is compared to a popular model-based bottom-up approach fitting piecewise affine models and to a recent model-based top-down approach fitting Gaussian models and found to be consistently faster while producing more intuitive results in the sense of segmenting time series at peaks and valleys.

Keywords: time series segmentation, model-free, trading-inspired, multivariate data

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15627 Visco-Hyperelastic Finite Element Analysis for Diagnosis of Knee Joint Injury Caused by Meniscal Tearing

Authors: Eiji Nakamachi, Tsuyoshi Eguchi, Sayo Yamamoto, Yusuke Morita, H. Sakamoto

Abstract:

In this study, we aim to reveal the relationship between the meniscal tearing and the articular cartilage injury of knee joint by using the dynamic explicit finite element (FE) method. Meniscal injuries reduce its functional ability and consequently increase the load on the articular cartilage of knee joint. In order to prevent the induction of osteoarthritis (OA) caused by meniscal injuries, many medical treatment techniques, such as artificial meniscus replacement and meniscal regeneration, have been developed. However, it is reported that these treatments are not the comprehensive methods. In order to reveal the fundamental mechanism of OA induction, the mechanical characterization of meniscus under the condition of normal and injured states is carried out by using FE analyses. At first, a FE model of the human knee joint in the case of normal state – ‘intact’ - was constructed by using the magnetron resonance (MR) tomography images and the image construction code, Materialize Mimics. Next, two types of meniscal injury models with the radial tears of medial and lateral menisci were constructed. In FE analyses, the linear elastic constitutive law was adopted for the femur and tibia bones, the visco-hyperelastic constitutive law for the articular cartilage, and the visco-anisotropic hyperelastic constitutive law for the meniscus, respectively. Material properties of articular cartilage and meniscus were identified using the stress-strain curves obtained by our compressive and the tensile tests. The numerical results under the normal walking condition revealed how and where the maximum compressive stress occurred on the articular cartilage. The maximum compressive stress and its occurrence point were varied in the intact and two meniscal tear models. These compressive stress values can be used to establish the threshold value to cause the pathological change for the diagnosis. In this study, FE analyses of knee joint were carried out to reveal the influence of meniscal injuries on the cartilage injury. The following conclusions are obtained. 1. 3D FE model, which consists femur, tibia, articular cartilage and meniscus was constructed based on MR images of human knee joint. The image processing code, Materialize Mimics was used by using the tetrahedral FE elements. 2. Visco-anisotropic hyperelastic constitutive equation was formulated by adopting the generalized Kelvin model. The material properties of meniscus and articular cartilage were determined by curve fitting with experimental results. 3. Stresses on the articular cartilage and menisci were obtained in cases of the intact and two radial tears of medial and lateral menisci. Through comparison with the case of intact knee joint, two tear models show almost same stress value and higher value than the intact one. It was shown that both meniscal tears induce the stress localization in both medial and lateral regions. It is confirmed that our newly developed FE analysis code has a potential to be a new diagnostic system to evaluate the meniscal damage on the articular cartilage through the mechanical functional assessment.

Keywords: finite element analysis, hyperelastic constitutive law, knee joint injury, meniscal tear, stress concentration

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15626 Optimizing Super Resolution Generative Adversarial Networks for Resource-Efficient Single-Image Super-Resolution via Knowledge Distillation and Weight Pruning

Authors: Hussain Sajid, Jung-Hun Shin, Kum-Won Cho

Abstract:

Image super-resolution is the most common computer vision problem with many important applications. Generative adversarial networks (GANs) have promoted remarkable advances in single-image super-resolution (SR) by recovering photo-realistic images. However, high memory requirements of GAN-based SR (mainly generators) lead to performance degradation and increased energy consumption, making it difficult to implement it onto resource-constricted devices. To relieve such a problem, In this paper, we introduce an optimized and highly efficient architecture for SR-GAN (generator) model by utilizing model compression techniques such as Knowledge Distillation and pruning, which work together to reduce the storage requirement of the model also increase in their performance. Our method begins with distilling the knowledge from a large pre-trained model to a lightweight model using different loss functions. Then, iterative weight pruning is applied to the distilled model to remove less significant weights based on their magnitude, resulting in a sparser network. Knowledge Distillation reduces the model size by 40%; pruning then reduces it further by 18%. To accelerate the learning process, we employ the Horovod framework for distributed training on a cluster of 2 nodes, each with 8 GPUs, resulting in improved training performance and faster convergence. Experimental results on various benchmarks demonstrate that the proposed compressed model significantly outperforms state-of-the-art methods in terms of peak signal-to-noise ratio (PSNR), structural similarity index measure (SSIM), and image quality for x4 super-resolution tasks.

Keywords: single-image super-resolution, generative adversarial networks, knowledge distillation, pruning

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15625 Hemodynamics of a Cerebral Aneurysm under Rest and Exercise Conditions

Authors: Shivam Patel, Abdullah Y. Usmani

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Physiological flow under rest and exercise conditions in patient-specific cerebral aneurysm models is numerically investigated. A finite-volume based code with BiCGStab as the linear equation solver is used to simulate unsteady three-dimensional flow field through the incompressible Navier-Stokes equations. Flow characteristics are first established in a healthy cerebral artery for both physiological conditions. The effect of saccular aneurysm on cerebral hemodynamics is then explored through a comparative analysis of the velocity distribution, nature of flow patterns, wall pressure and wall shear stress (WSS) against the reference configuration. The efficacy of coil embolization as a potential strategy of surgical intervention is also examined by modelling coil as a homogeneous and isotropic porous medium where the extended Darcy’s law, including Forchheimer and Brinkman terms, is applicable. The Carreau-Yasuda non-Newtonian blood model is incorporated to capture the shear thinning behavior of blood. Rest and exercise conditions correspond to normotensive and hypertensive blood pressures respectively. The results indicate that the fluid impingement on the outer wall of the arterial bend leads to abnormality in the distribution of wall pressure and WSS, which is expected to be the primary cause of the localized aneurysm. Exercise correlates with elevated flow velocity, vortex strength, wall pressure and WSS inside the aneurysm sac. With the insertion of coils in the aneurysm cavity, the flow bypasses the dilatation, leading to a decline in flow velocities and WSS. Particle residence time is observed to be lower under exercise conditions, a factor favorable for arresting plaque deposition and combating atherosclerosis.

Keywords: 3D FVM, Cerebral aneurysm, hypertension, coil embolization, non-Newtonian fluid

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15624 The Design of a Mixed Matrix Model for Activity Levels Extraction and Sub Processes Classification of a Work Project (Case: Great Tehran Electrical Distribution Company)

Authors: Elham Allahmoradi, Bahman Allahmoradi, Ali Bonyadi Naeini

Abstract:

Complex systems have many aspects. A variety of methods have been developed to analyze these systems. The most efficient of these methods should not only be simple, but also provide useful and comprehensive information about many aspects of the system. Matrix methods are considered the most commonly methods used to analyze and design systems. Each matrix method can examine a particular aspect of the system. If these methods are combined, managers can access to more comprehensive and broader information about the system. This study was conducted in four steps. In the first step, a process model of a real project has been extracted through IDEF3. In the second step, activity levels have been attained by writing a process model in the form of a design structure matrix (DSM) and sorting it through triangulation algorithm (TA). In the third step, sub-processes have been obtained by writing the process model in the form of an interface structure matrix (ISM) and clustering it through cluster identification algorithm (CIA). In the fourth step, a mixed model has been developed to provide a unified picture of the project structure through the simultaneous presentation of activities and sub-processes. Finally, the paper is completed with a conclusion.

Keywords: integrated definition for process description capture (IDEF3) method, design structure matrix (DSM), interface structure matrix (ism), mixed matrix model, activity level, sub-process

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15623 Evaluating Performance of Value at Risk Models for the MENA Islamic Stock Market Portfolios

Authors: Abderrazek Ben Maatoug, Ibrahim Fatnassi, Wassim Ben Ayed

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In this paper we investigate the issue of market risk quantification for Middle East and North Africa (MENA) Islamic market equity. We use Value-at-Risk (VaR) as a measure of potential risk in Islamic stock market, for long and short position, based on Riskmetrics model and the conditional parametric ARCH class model volatility with normal, student and skewed student distribution. The sample consist of daily data for the 2006-2014 of 11 Islamic stock markets indices. We conduct Kupiec and Engle and Manganelli tests to evaluate the performance for each model. The main finding of our empirical results show that (i) the superior performance of VaR models based on the Student and skewed Student distribution, for the significance level of α=1% , for all Islamic stock market indices, and for both long and short trading positions (ii) Risk Metrics model, and VaR model based on conditional volatility with normal distribution provides the best accurate VaR estimations for both long and short trading positions for a significance level of α=5%.

Keywords: value-at-risk, risk management, islamic finance, GARCH models

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15622 Hamilton-Jacobi Treatment of Damped Motion

Authors: Khaled I. Nawafleh

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In this work, we apply the method of Hamilton-Jacobi to obtain solutions of Hamiltonian systems in classical mechanics with two certain structures: the first structure plays a central role in the theory of time-dependent Hamiltonians, whilst the second is used to treat classical Hamiltonians, including dissipation terms. It is proved that the generalization of problems from the calculus of variation methods in the nonstationary case can be obtained naturally in Hamilton-Jacobi formalism. Then, another expression of geometry of the Hamilton Jacobi equation is retrieved for Hamiltonians with time-dependent and frictional terms. Both approaches shall be applied to many physical examples.

Keywords: Hamilton-Jacobi, time dependent lagrangians, dissipative systems, variational principle

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15621 Optimization of Black-Litterman Model for Portfolio Assets Allocation

Authors: A. Hidalgo, A. Desportes, E. Bonin, A. Kadaoui, T. Bouaricha

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Present paper is concerned with portfolio management with Black-Litterman (B-L) model. Considered stocks are exclusively limited to large companies stocks on US market. Results obtained by application of the model are presented. From analysis of collected Dow Jones stock data, remarkable explicit analytical expression of optimal B-L parameter τ, which scales dispersion of normal distribution of assets mean return, is proposed in terms of standard deviation of covariance matrix. Implementation has been developed in Matlab environment to split optimization in Markovitz sense from specific elements related to B-L representation.

Keywords: Black-Litterman, Markowitz, market data, portfolio manager opinion

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15620 Structural Breaks, Asymmetric Effects and Long Memory in the Volatility of Turkey Stock Market

Authors: Serpil Türkyılmaz, Mesut Balıbey

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In this study, long memory properties in volatility of Turkey Stock Market are being examined through the FIGARCH, FIEGARCH and FIAPARCH models under different distribution assumptions as normal and skewed student-t distributions. Furthermore, structural changes in volatility of Turkey Stock Market are investigated. The results display long memory property and the presence of asymmetric effects of shocks in volatility of Turkey Stock Market.

Keywords: FIAPARCH model, FIEGARCH model, FIGARCH model, structural break

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15619 The Effect of Al Andalus Improvement Model on the Teachers Performance and Their High School Students' Skills Acquiring

Authors: Sobhy Fathy A. Hashesh

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The study was carried out in the High School Classes of Andalus Private Schools, boys section, using control and experimental groups that were randomly assigned. The study investigated the effect of Al-Andalus Improvement Model (AIM) on the development of students’ skills acquiring. The society of the study composed of Al-Andalus Private Schools, high school students, boys Section (N=700), while the sample of the study composed of four randomly assigned groups two groups of teachers (N=16) and two groups of students (N=42) with one experimental group and one control group for teachers and their students respectively. The study followed the quantitative and qualitative approaches in collecting and analyzing data to investigate the study hypotheses. Results of the study revealed that there were significant statistical differences in teachers’ performances and students' skills acquiring for the favor of the experimental groups and there was a strong correlation between the teachers performances and the students skills acquiring. The study recommended the implementation of the AIM model for the sake of teachers performances and students’ learning outcomes.

Keywords: AIM, improvement model, Classera, Al-Andalus Improvement Model.

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15618 Translation Quality Assessment: Proposing a Linguistic-Based Model for Translation Criticism with Considering Ideology and Power Relations

Authors: Mehrnoosh Pirhayati

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In this study, the researcher tried to propose a model of Translation Criticism (TC) regarding the phenomenon of Translation Quality Assessment (TQA). With changing the general view on re/writing as an illegal act, the researcher defined a scale for the act of translation and determined the redline of translation with other products. This research attempts to show TC as a related phenomenon to TQA. This study shows that TQA with using the rules and factors of TC as depicted in both product-oriented analysis and process-oriented analysis, determines the orientation or the level of the quality of translation. This study also depicts that TC, regarding TQA’s perspective, reveals the aim of the translation of original text and the root of ideological manipulation and re/writing. On the other hand, this study stresses the existence of a direct relationship between the linguistic materials and semiotic codes of a text or book. This study can be fruitful for translators, scholars, translation criticizers, and translation quality assessors, and also it is applicable in the area of pedagogy.

Keywords: a model of translation criticism, a model of translation quality assessment, critical discourse analysis (CDA), re/writing, translation criticism (TC), translation quality assessment (TQA)

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15617 Estimation of the Parameters of Muskingum Methods for the Prediction of the Flood Depth in the Moudjar River Catchment

Authors: Fares Laouacheria, Said Kechida, Moncef Chabi

Abstract:

The objective of the study was based on the hydrological routing modelling for the continuous monitoring of the hydrological situation in the Moudjar river catchment, especially during floods with Hydrologic Engineering Center–Hydrologic Modelling Systems (HEC-HMS). The HEC-GeoHMS was used to transform data from geographic information system (GIS) to HEC-HMS for delineating and modelling the catchment river in order to estimate the runoff volume, which is used as inputs to the hydrological routing model. Two hydrological routing models were used, namely Muskingum and Muskingum routing models, for conducting this study. In this study, a comparison between the parameters of the Muskingum and Muskingum-Cunge routing models in HEC-HMS was used for modelling flood routing in the Moudjar river catchment and determining the relationship between these parameters and the physical characteristics of the river. The results indicate that the effects of input parameters such as the weighting factor "X" and travel time "K" on the output results are more significant, where the Muskingum routing model was more sensitive to input parameters than the Muskingum-Cunge routing model. This study can contribute to understand and improve the knowledge of the mechanisms of river floods, especially in ungauged river catchments.

Keywords: HEC-HMS, hydrological modelling, Muskingum routing model, Muskingum-Cunge routing model

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15616 A User Study on the Adoption of Context-Aware Destination Mobile Applications

Authors: Shu-Lu Hsu, Fang-Yi Chu

Abstract:

With the advances in information and communications technology, mobile context-aware applications have become powerful marketing tools. In Apple online store, there are numerous mobile applications (APPs) developed for destination tour. This study investigated the determinants of adoption of context-aware APPs for destination tour services. A model is proposed based on Technology Acceptance Model and privacy concern theory. The model was empirically tested based on a sample of 259 users of a tourism APP published by Kaohsiung Tourism Bureau, Taiwan. The results showed that the fitness of the model is well and, among all the factors, the perceived usefulness and perceived ease of use have the most significant influences on the intention to adopt context-aware destination APPs. Finally, contrary to the findings of previous literature, the effect of privacy concern on the adoption intention of context-aware APP is insignificant.

Keywords: mobile application, context-aware, privacy concern, TAM

Procedia PDF Downloads 258
15615 Magnetized Cellulose Nanofiber Extracted from Natural Resources for the Application of Hexavalent Chromium Removal Using the Adsorption Method

Authors: Kebede Gamo Sebehanie, Olu Emmanuel Femi, Alberto Velázquez Del Rosario, Abubeker Yimam Ali, Gudeta Jafo Muleta

Abstract:

Water pollution is one of the most serious worldwide issues today. Among water pollution, heavy metals are becoming a concern to the environment and human health due to their non-biodegradability and bioaccumulation. In this study, a magnetite-cellulose nanocomposite derived from renewable resources is employed for hexavalent chromium elimination by adsorption. Magnetite nanoparticles were synthesized directly from iron ore using solvent extraction and co-precipitation technique. Cellulose nanofiber was extracted from sugarcane bagasse using the alkaline treatment and acid hydrolysis method. Before and after the adsorption process, the MNPs-CNF composites were evaluated using X-ray diffraction (XRD), Scanning electron microscope (SEM), Fourier transform infrared (FTIR), and Vibrator sample magnetometer (VSM), and Thermogravimetric analysis (TGA). The impacts of several parameters such as pH, contact time, initial pollutant concentration, and adsorbent dose on adsorption efficiency and capacity were examined. The kinetic and isotherm adsorption of Cr (VI) was also studied. The highest removal was obtained at pH 3, and it took 80 minutes to establish adsorption equilibrium. The Langmuir and Freundlich isotherm models were used, and the experimental data fit well with the Langmuir model, which has a maximum adsorption capacity of 8.27 mg/g. The kinetic study of the adsorption process using pseudo-first-order and pseudo-second-order equations revealed that the pseudo-second-order equation was more suited for representing the adsorption kinetic data. Based on the findings, pure MNPs and MNPs-CNF nanocomposites could be used as effective adsorbents for the removal of Cr (VI) from wastewater.

Keywords: magnetite-cellulose nanocomposite, hexavalent chromium, adsorption, sugarcane bagasse

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15614 Asymmetrical Informative Estimation for Macroeconomic Model: Special Case in the Tourism Sector of Thailand

Authors: Chukiat Chaiboonsri, Satawat Wannapan

Abstract:

This paper used an asymmetric informative concept to apply in the macroeconomic model estimation of the tourism sector in Thailand. The variables used to statistically analyze are Thailand international and domestic tourism revenues, the expenditures of foreign and domestic tourists, service investments by private sectors, service investments by the government of Thailand, Thailand service imports and exports, and net service income transfers. All of data is a time-series index which was observed between 2002 and 2015. Empirically, the tourism multiplier and accelerator were estimated by two statistical approaches. The first was the result of the Generalized Method of Moments model (GMM) based on the assumption which the tourism market in Thailand had perfect information (Symmetrical data). The second was the result of the Maximum Entropy Bootstrapping approach (MEboot) based on the process that attempted to deal with imperfect information and reduced uncertainty in data observations (Asymmetrical data). In addition, the tourism leakages were investigated by a simple model based on the injections and leakages concept. The empirical findings represented the parameters computed from the MEboot approach which is different from the GMM method. However, both of the MEboot estimation and GMM model suggests that Thailand’s tourism sectors are in a period capable of stimulating the economy.

Keywords: TThailand tourism, Maximum Entropy Bootstrapping approach, macroeconomic model, asymmetric information

Procedia PDF Downloads 295