Search results for: Tobit model

Authors: Queen Suraajini Rajendran, Sai Hung Cheung

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Statistical down scaling models are required to connect the global climate model outputs and the local weather variables for climate change impact prediction. For reliable climate change impact studies, the uncertainty associated with the model including natural variability, uncertainty in the climate model(s), down scaling model, model inadequacy and in the predicted results should be quantified appropriately. In this work, a new approach is developed by the authors for statistical classification, statistical down scaling and uncertainty assessment and is applied to Singapore rainfall. It is a robust Bayesian uncertainty analysis methodology and tools based on coupling dependent modeling error with classification and statistical down scaling models in a way that the dependency among modeling errors will impact the results of both classification and statistical down scaling model calibration and uncertainty analysis for future prediction. Singapore data are considered here and the uncertainty and prediction results are obtained. From the results obtained, directions of research for improvement are briefly presented.

Keywords: statistical downscaling, global climate model, climate change, uncertainty

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Authors: Asma Hanif, A. I. K. Butt, Shabir Ahmad, Rahim Ud Din, Mustafa Inc

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This paper is devoted to a study of the fuzzy fractional mathematical model reviewing the transmission dynamics of the infectious disease Covid-19. The proposed dynamical model consists of susceptible, exposed, symptomatic, asymptomatic, quarantine, hospitalized and recovered compartments. In this study, we deal with the fuzzy fractional model defined in Caputo’s sense. We show the positivity of state variables that all the state variables that represent different compartments of the model are positive. Using Gronwall inequality, we show that the solution of the model is bounded. Using the notion of the next-generation matrix, we find the basic reproduction number of the model. We demonstrate the local and global stability of the equilibrium point by using the concept of Castillo-Chavez and Lyapunov theory with the Lasalle invariant principle, respectively. We present the results that reveal the existence and uniqueness of the solution of the considered model through the fixed point theorem of Schauder and Banach. Using the fuzzy hybrid Laplace method, we acquire the approximate solution of the proposed model. The results are graphically presented via MATLAB-17.

Keywords: Caputo fractional derivative, existence and uniqueness, gronwall inequality, Lyapunov theory

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Authors: Zhiyuan Tang, Ju Zhang, Wenyuan Wu

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In this research, a car-following model with consideration of the status of the brake light is proposed. The numerical results show that the stability of the traffic flow is improved. The ability of the brake light to reduce car accident is also showed.

Keywords: brake light, car-following model, traffic flow, regional planning, transportation

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Authors: Doğan Yıldız, Aydan Müşerref Erkmen

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The controller of the octocopter is mostly based on the PID controller. For complex maneuvers, PID controllers have limited performance capability like in collision avoidance. When an octocopter needs avoidance from an obstacle, it must instantly show an agile maneuver. Also, this kind of maneuver is affected severely by the nonlinear characteristic of octocopter. When these kinds of limitations are considered, the situation is highly challenging for the PID controller. In the proposed study, these challenges are tried to minimize by using the model predictive controller (MPC) for collision avoidance with a nonlinear octocopter model. The aim is to show that MPC-based collision avoidance has the capability to deal with fast varying conditions in case of obstacle detection and diminish the nonlinear effects of octocopter with varying disturbances.

Keywords: model predictive control, nonlinear octocopter model, collision avoidance, obstacle detection

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Authors: Samuel Oluwafemi Oyamakin, Angela Unna Chukwu

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Richrads growth equation being a generalized logistic growth equation was improved upon by introducing an allometric parameter using the hyperbolic sine function. The integral solution to this was called hyperbolic Richards growth model having transformed the solution from deterministic to a stochastic growth model. Its ability in model prediction was compared with the classical Richards growth model an approach which mimicked the natural variability of heights/diameter increment with respect to age and therefore provides a more realistic height/diameter predictions using the coefficient of determination (R2), Mean Absolute Error (MAE) and Mean Square Error (MSE) results. The Kolmogorov-Smirnov test and Shapiro-Wilk test was also used to test the behavior of the error term for possible violations. The mean function of top height/Dbh over age using the two models under study predicted closely the observed values of top height/Dbh in the hyperbolic Richards nonlinear growth models better than the classical Richards growth model.

Keywords: height, diameter at breast height, DBH, hyperbolic sine function, Pinus caribaea, Richards' growth model

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Authors: Mohamed Zaher Bouaziz

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Our study examines the Ohlson Model, which links a company's market value to its equity and net earnings, in the context of the evolution of the Canadian accounting model, characterized by more extensive use of fair value and a broader measure of performance after IFRS adoption. Our hypothesis is that if equity is reported at its fair value, this valuation is closely linked to market capitalization, so the weight of earnings weakens or even disappears in the Ohlson Model. Drawing on Canada's adoption of the International Financial Reporting Standards (IFRS), our results support our hypothesis that equity appears to include most of the relevant information for investors, while earnings have become less important. However, the predictive power of earnings does not disappear.

Keywords: fair value accounting, Ohlson model, IFRS adoption, value-relevance of equity and earnings

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Authors: Ratchada Sopakayang, Gerhard A. Holzapfel

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In this study, a new constitutive model is developed to describe the hyperelastic behavior of collagenous tissues with a parallel arrangement of collagen fibers such as ligaments and tendons. The model is formulated using a continuum approach incorporating the structural changes of the main tissue components: collagen fibers, proteoglycan-rich matrix and fiber-matrix interaction. The mechanical contribution of the interaction between the fibers and the matrix is simply expressed by a coupling term. The structural change of the collagen fibers is incorporated in the constitutive model to describe the activation of the fibers under tissue straining. Finally, the constitutive model can easily describe the stress-stretch nonlinearity which occurs when a ligament/tendon is axially stretched. This study shows that the interaction between the fibers and the matrix contributes to the mechanical tissue response. Therefore, the model may lead to a better understanding of the physiological mechanisms of ligaments and tendons under axial loading.

Keywords: constitutive model, fiber-matrix, hyperelasticity, interaction, ligament, tendon

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Authors: Achouri Fatima, Chouicha Kaddour

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The main parameters affecting the workability are the water content, particle size, and the total surface of the grains, as long as the mixing water begins by wetting the surface of the grains and then fills the voids between the grains to form entrapped water, the quantity of water remaining is called free water. The aim is to undertake a fractal approach through the relationship between the concrete formulation parameters and workability, to develop this approach a series of concrete taken from the literature was investigated by varying formulation parameters such as G / S, the quantity of cement C and the quantity of mixing water E. We also call on other model as the model for the thickness of the water layer and model of the thickness of the paste layer to judge their relevance, hence the following results : the relevance of the model of the thickness of the water layer is considered relevant when there is a variation in the water quantity, the model of the thickness of the layer of the paste is only applicable if we consider that the paste is made with the grain value Dmax = 2.85: value from which we see a stable model.

Keywords: concrete, fractal method, paste thickness, water thickness, workability

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Authors: Abdullah E. Al-Mazrooei

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In this paper, we present a new kind of the bilinear systems in the form of state space model. The evolution of this system depends on the product of state vector by its self. The well known Lotak Volterra and Lorenz models are special cases of this new model. We also present here a generalization of Kalman filter which is suitable to work with the new bilinear model. An application to real measurements is introduced to illustrate the efficiency of the proposed algorithm.

Keywords: bilinear systems, state space model, Kalman filter, application, models

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Authors: S. A. Al-Qallaf, S. A. Al-Mawsawi, A. Haider

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In order to evaluate the performance of a unified power flow controller (UPFC), mathematical models for steady state and dynamic analysis are to be developed. The steady state model is mainly concerned with the incorporation of the UPFC in load flow studies. Several load flow models for UPFC have been introduced in literature, and one of the most reliable models is the decoupled UPFC model. In spite of UPFC decoupled load flow model simplicity, it is more robust compared to other UPFC load flow models and it contains unique capabilities. Some shortcoming such as additional set of nonlinear equations are to be solved separately after the load flow solution is obtained. The aim of this study is to investigate the different control strategies that can be realized in the decoupled load flow model (individual control and combined control), and the impact of the location of the UPFC in the network on its control parameters.

Keywords: UPFC, decoupled model, load flow, control parameters

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Authors: Sana Ridene, Soumaya Sayeb, Houda Helali, Mohammed Ben Hassen

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Nonwoven structures have a range of applications which include Medical, filtration, geotextile and recently this unconventional fabric is finding a niche in fashion apparel. In this paper, a modified form of Vangheluwe rheological model is used to describe the mechanical behavior of nonwovens fabrics in uniaxial tension. This model is an association in parallel of three Maxwell elements characterized by damping coefficients η1, η2 and η3 and E1, E2, E3 elastic modulus and a nonlinear spring C. The model is verified experimentally with two types of nonwovens (50% viscose /50% Polyester) and (40% viscose/60% Polyester) and a range of three square weights values. Comparative analysis of the theoretical model and the experimental results of tensile test proofs a high correlation between them. The proposed model can fairly well replicate the behavior of nonwoven fabrics during relaxation and sample traction. This allowed us to predict the mechanical behavior in tension and relaxation of fabrics starting only from their technical parameters (composition and weight).

Keywords: mechanical behavior, tensile strength, relaxation, rheological model

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Authors: Nicolas Delcey, Philippe Baucour, Didier Chamagne, Geneviève Wimmer, Auditeau Gérard, Bausseron Thomas, Bouger Odile, Blanvillain Gérard

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This paper proposes a thermal study of the catenary/pantograph interface for a train in motion. A 2.5D complex model of the pantograph strip has been defined and created by a coupling between a 1D and a 2D model. Experimental and simulation results are presented and with a comparison allow validating the 2.5D model. Some physical phenomena are described and presented with the help of the model such as the stagger motion thermal effect, particular heats and the effect of the material characteristics. Finally it is possible to predict the critical thermal configuration during a train trip.

Keywords: electro-thermal studies, mathematical optimizations, multi-physical approach, numerical model, pantograph strip wear

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Authors: Yasser F. Hassan

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In this paper, a proposed model of cellular automata is studied by means of fractional integral function. A cellular automaton is a decentralized computing model providing an excellent platform for performing complex computation with the help of only local information. The paper discusses how using fractional integral function for representing cellular automata memory or state. The architecture of computing and learning model will be given and the results of calibrating of approach are also given.

Keywords: fractional integral, cellular automata, memory, learning

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Authors: Dilina Janadith Nawarathne

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This article presents the initial development of a communication model (Model_isi) as the means of gathering, preserving and transferring indigenous knowledge in the field of knowledge management. The article first discusses the need for an appropriate complimentary model for indigenous knowledge management which differs from the existing methods and models. Then the paper suggests the newly developed model for indigenous knowledge management which generate as result of blending key aspects of different disciplines, which can be implemented as a complementary approach for the existing scientific method. The paper further presents the effectiveness of the developed method in reflecting upon a pilot demonstration carried out on selected indigenous communities of Sri Lanka.

Keywords: indigenous knowledge management, knowledge transferring, tacit knowledge, research model, asian centric philosophy

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Authors: Pingshan Chen, Zhiliang Dong

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In order to estimate the post-construction settlement more objectively, the power-polynomial model is proposed, which can reflect the trend of settlement development based on the observed settlement data. It was demonstrated by an actual case history of an embankment, and during the prediction. Compared with the other three prediction models, the power-polynomial model can estimate the post-construction settlement more accurately with more simple calculation.

Keywords: prediction, model, post-construction settlement, soft ground

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Authors: R. Shamsi, F. Sharifi

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In this paper, we obtain the projection of inefficient units in data envelopment analysis (DEA) in the case of stochastic inputs and outputs using the multi-objective programming (MOP) structure. In some problems, the inputs might be stochastic while the outputs are deterministic, and vice versa. In such cases, we propose a multi-objective DEA-R model because in some cases (e.g., when unnecessary and irrational weights by the BCC model reduce the efficiency score), an efficient decision-making unit (DMU) is introduced as inefficient by the BCC model, whereas the DMU is considered efficient by the DEA-R model. In some other cases, only the ratio of stochastic data may be available (e.g., the ratio of stochastic inputs to stochastic outputs). Thus, we provide a multi-objective DEA model without explicit outputs and prove that the input-oriented MOP DEA-R model in the invariable return to scale case can be replaced by the MOP-DEA model without explicit outputs in the variable return to scale and vice versa. Using the interactive methods for solving the proposed model yields a projection corresponding to the viewpoint of the DM and the analyst, which is nearer to reality and more practical. Finally, an application is provided.

Keywords: DEA-R, multi-objective programming, stochastic data, data envelopment analysis

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Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke

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The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.

Keywords: generalized autoregressive score model, South Africa, stock returns, time-varying

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Authors: Abdur Rosyid, Mohamed El-Madany, Mohanad Alata

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Due to simplicity and low cost, rotordynamic system is often modeled by using lumped parameters. Recently, finite elements have been used to model rotordynamic system as it offers higher accuracy. However, it involves high degrees of freedom. In some applications such as control design, this requires higher cost. For this reason, various model reduction methods have been proposed. This work demonstrates the quality of model reduction of rotor-bearing-support system through substructuring. The quality of the model reduction is evaluated by comparing some first natural frequencies, modal damping ratio, critical speeds and response of both the full system and the reduced system. The simulation shows that the substructuring is proven adequate to reduce finite element rotor model in the frequency range of interest as long as the numbers and the locations of master nodes are determined appropriately. However, the reduction is less accurate in an unstable or nearly-unstable system.

Keywords: rotordynamic, finite element model, timoshenko beam, 3D solid elements, Guyan reduction method

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Authors: N. Naga Subrahmanyeswara Rao, Parag Arvind Deshpande

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Understanding nucleotide synthesis reaction of any organism is beneficial to know the growth of it as in Mycobacterium tuberculosis to design anti TB drug. One of the reactions of de novo pathway which takes place in all organisms was considered. The reaction takes places between phosphoribosyl pyrophosphate and orotate catalyzed by orotate phosphoribosyl transferase and divalent metal ion gives orotdine monophosphate, a nucleotide. All the reaction steps of three experimentally proposed mechanisms for this reaction were considered to develop kinetic rate expression. The model was validated using the data for four organisms. This model could successfully describe the kinetics for the reported data. The developed model can serve as a reliable model to describe the kinetics in new organisms without the need of mechanistic determination. So an organism-independent model was developed.

Keywords: mechanism, nucleotide, organism, tuberculosis

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Authors: C. Cohen, O. Levi

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This work introduces a generalization of the classical Tullock’s model of one-stage contests under complete information with multiple unlimited numbers of contestants. In classical Tullock’s model, the contest winner is not necessarily the highest bidder. Instead, the winner is determined according to a draw in which the winning probabilities are the relative contestants’ efforts. The Tullock modeling fits well political contests, in which the winner is not necessarily the highest effort contestant. This work presents a modified model which uses a simple non-discriminating rule, namely, a parameter to influence the total costs planned for an election, for example, the contest designer can control the contestants' efforts. The winner pays a fee, and the losers are reimbursed the same amount. Our proposed model includes a mechanism that controls the efforts exerted and balances competition, creating a tighter, less predictable and more interesting contest. Additionally, the proposed model follows the fairness criterion in the sense that it does not alter the contestants' probabilities of winning compared to the classic Tullock’s model. We provide an analytic solution for the contestant's optimal effort and expected reward.

Keywords: contests, Tullock's model, political elections, control expenses

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Authors: Deeksha Arora

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The study aims to explore the applicability of the widely used asset pricing models, namely, Capital Asset Pricing Model (CAPM) and the Fama-French Four Factor Model in the Indian equity market. The study will be based on the companies that form part of the Nifty Fifty Index for a period of five years: 2011 to 2016. The asset pricing model is examined by forming portfolios on the basis of three variables – market capitalization (size effect), book-to-market equity ratio (value effect) and profitability. The study provides a basis to test the presence of the Fama-French Four factor model in Indian stock market. This study may provide a basis for future research in the generalized asset pricing model comprising of multiple risk factors.

Keywords: book to market equity, Fama French four factor model, market capitalization, profitability, size effect, value effect

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Authors: Abdellahi Cheikh

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With the emergence of quantum computers with very powerful capabilities, the security of the exchange of shared keys between two interlocutors poses a big problem in terms of the rapid development of technologies such as computing power and computing speed. Therefore, the Diffie-Hellmann (DH) algorithm is more vulnerable than ever. No mechanism guarantees the security of the key exchange, so if an intermediary manages to intercept it, it is easy to intercept. In this regard, several studies have been conducted to improve the security of key exchange between two interlocutors, which has led to interesting results. The modification made on our model Diffie-Hellman-RSA-AES (DRA), which encrypts the information exchanged between two users using the three-encryption algorithms DH, RSA and AES, by using stenographic photos to hide the contents of the p, g and ClesAES values that are sent in an unencrypted state at the level of DRA model to calculate each user's public key. This work includes a comparative study between the DRA model and all existing solutions, as well as the modification made to this model, with an emphasis on the aspect of reliability in terms of security. This study presents a simulation to demonstrate the effectiveness of the modification made to the DRA model. The obtained results show that our model has a security advantage over the existing solution, so we made these changes to reinforce the security of the DRA model.

Keywords: Diffie-Hellmann, DRA, RSA, advanced encryption standard

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Authors: Mehrzad Abdi Khalife, Iraj Mahdavi

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This paper presents the agile model for project management process. For project management process, the Project Management Body of Knowledge (PMBOK) guideline has been selected as platform. Combination of computational science and artificial intelligent methodology has been added to the guideline to transfer the standard to agile project management process. The model is the combination of practical standard, computational science and artificial intelligent. In this model, we present communication model and protocols to keep process agile. Here, we illustrate the collaboration man and machine in project management area with artificial intelligent approach.

Keywords: artificial intelligent, conceptual model, man-machine collaboration, project management, standard

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Authors: Manoja Rajalakshmi Aravindakshana, Devleena Ghosha, Chittaranjan Mandala, K. V. Venkateshb, Jit Sarkarc, Partha Chakrabartic, Sujay K. Maity

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Oral Glucose Tolerance Test (OGTT) is the primary test used to diagnose type 2 diabetes mellitus (T2DM) in a clinical setting. Analysis of OGTT data using the Oral Minimal Model (OMM) along with the rate of appearance of ingested glucose (Ra) is performed to study differences in model parameters for control and T2DM groups. The differentiation of parameters of the model gives insight into the behaviour and physiology of T2DM. The model is also studied to find parameter differences among obese and non-obese T2DM subjects and the sensitive parameters were co-related to the known physiological findings. Sensitivity analysis is performed to understand changes in parameter values with model output and to support the findings, appropriate statistical tests are done. This seems to be the first preliminary application of the OMM with obesity as a distinguishing factor in understanding T2DM from estimated parameters of insulin-glucose model and relating the statistical differences in parameters to diabetes pathophysiology.

Keywords: oral minimal model, OGTT, obese and non-obese T2DM, mathematical modeling, parameter estimation

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Authors: Khaled Salah

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Model order reduction has been one of the most challenging topics in the past years. In this paper, a hybrid solution of genetic algorithm (GA) and simulated annealing algorithm (SA) are used to approximate high-order transfer functions (TFs) to lower-order TFs. In this approach, hybrid algorithm is applied to model order reduction putting in consideration improving accuracy and preserving the properties of the original model which are two important issues for improving the performance of simulation and computation and maintaining the behavior of the original complex models being reduced. Compared to conventional mathematical methods that have been used to obtain a reduced order model of high order complex models, our proposed method provides better results in terms of reducing run-time. Thus, the proposed technique could be used in electronic design automation (EDA) tools.

Keywords: genetic algorithm, simulated annealing, model reduction, transfer function

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Authors: Jessemyn Modiini, Timothy Lynar, Elena Sitnikova

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We present a novel enhanced compartmental model for malware spread analysis in cyber security. This paper applies cyber security data features to epidemiological compartmental models to model the infectious potential of malware. Compartmental models are most efficient for calculating the infectious potential of a disease. In this paper, we discuss and profile epidemiologically relevant data features from a Domain Name System (DNS) dataset. We then apply these features to epidemiological compartmental models to network traffic features. This paper demonstrates how epidemiological principles can be applied to the novel analysis of key cybersecurity behaviours and trends and provides insight into threat modelling above that of kill-chain analysis. In applying deterministic compartmental models to a cyber security use case, the authors analyse the deficiencies and provide an enhanced stochastic model for cyber epidemiology. This enhanced compartmental model (SUEICRN model) is contrasted with the traditional SEIR model to demonstrate its efficacy.

Keywords: cybersecurity, epidemiology, cyber epidemiology, malware

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Authors: N. V. Kuznetsov, O. A. Kuznetsova, G. A. Leonov, M. V. Yuldashev, R. V. Yuldashev

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Nonlinear analysis of the phase locked loop (PLL)-based circuits is a challenging task. Thus, the simulation is widely used for their study. In this work, we consider a mathematical model of the optical Costas loop and demonstrate the limitations of simulation approach related to the existence of so-called hidden oscillations in the phase space of the model.

Keywords: optical Costas loop, mathematical model, simulation, hidden oscillation

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Authors: Julio Kauss, Miguel Cadillo, David Mauricio

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E-commerce is a business model that allows companies to optimize the processes of buying, selling, transferring goods and exchanging services through computer networks or the Internet. In Peru, the electronic commerce is used infrequently. This situation is due, in part to the fact that there is no model that allows companies to implement an e-commerce solution, which means that most SMEs do not have adequate knowledge to adapt to electronic commerce. In this work, a reference model is proposed for the implementation of an e-commerce solution in Peruvian SMEs in the retail sector. It consists of five phases: Business Analysis, Business Modeling, Implementation, Post Implementation and Results. The present model was validated in a SME of the Peruvian retail sector through the implementation of an electronic commerce platform, through which the company increased its sales through the delivery channel by 10% in the first month of deployment. This result showed that the model is easy to implement, is economical and agile. In addition, it allowed the company to increase its business offer, adapt to e-commerce and improve customer loyalty.

Keywords: e-commerce, retail, SMEs, reference model

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Authors: Do-Jin Jang, Sung-Ah Kim

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In designing a kinetic façade, it is hard for the designer to make digital models due to its complex geometry with motion. This paper aims to present a methodology of converting a point cloud of a physical model into a single digital model with a certain topology and motion. The method uses a Microsoft Kinect sensor, and color markers were defined and applied to three paper folding-inspired designs. Although the resulted digital model cannot represent the whole folding range of the physical model, the method supports the designer to conduct a performance-oriented design process with the rough physical model in the reduced folding range.

Keywords: design media, kinetic facades, tangible user interface, 3D scanning

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Authors: Yake Zhang, Peng Xu

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The development of building energy models (BEM) required for architectural design and analysis is a time-consuming and complex process, demanding a deep understanding and proficient use of simulation software. To streamline the generation of complex building energy models, this study proposes an automated method for generating building energy models using a large language model and the BEM library aimed at improving the efficiency of model generation. This method leverages a large language model to parse user-specified requirements for target building models, extracting key features such as building location, window-to-wall ratio, and thermal performance of the building envelope. The BEM library is utilized to retrieve energy models that match the target building’s characteristics, serving as reference information for the large language model to enhance the accuracy and relevance of the generated model, allowing for the creation of a building energy model that adapts to the user’s modeling requirements. This study enables the automatic creation of building energy models based on natural language inputs, reducing the professional expertise required for model development while significantly decreasing the time and complexity of manual configuration. In summary, this study provides an efficient and intelligent solution for building energy analysis and simulation, demonstrating the potential of a large language model in the field of building simulation and performance modeling.

Keywords: artificial intelligence, building energy modelling, building simulation, large language model

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