Search results for: bilinear autoregressive model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 16199

Search results for: bilinear autoregressive model

15929 On Parameter Estimation of Simultaneous Linear Functional Relationship Model for Circular Variables

Authors: N. A. Mokhtar, A. G. Hussin, Y. Z. Zubairi

Abstract:

This paper proposes a new simultaneous simple linear functional relationship model by assuming equal error variances. We derive the maximum likelihood estimate of the parameters in the simultaneous model and the covariance. We show by simulation study the small bias values of the parameters suggest the suitability of the estimation method. As an illustration, the proposed simultaneous model is applied to real data of the wind direction and wave direction measured by two different instruments.

Keywords: simultaneous linear functional relationship model, Fisher information matrix, parameter estimation, circular variables

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15928 A Study of Population Growth Models and Future Population of India

Authors: Sheena K. J., Jyoti Badge, Sayed Mohammed Zeeshan

Abstract:

A Comparative Study of Exponential and Logistic Population Growth Models in India India is the second most populous city in the world, just behind China, and is going to be in the first place by next year. The Indian population has remarkably at higher rate than the other countries from the past 20 years. There were many scientists and demographers who has formulated various models of population growth in order to study and predict the future population. Some of the models are Fibonacci population growth model, Exponential growth model, Logistic growth model, Lotka-Volterra model, etc. These models have been effective in the past to an extent in predicting the population. However, it is essential to have a detailed comparative study between the population models to come out with a more accurate one. Having said that, this research study helps to analyze and compare the two population models under consideration - exponential and logistic growth models, thereby identifying the most effective one. Using the census data of 2011, the approximate population for 2016 to 2031 are calculated for 20 Indian states using both the models, compared and recorded the data with the actual population. On comparing the results of both models, it is found that logistic population model is more accurate than the exponential model, and using this model, we can predict the future population in a more effective way. This will give an insight to the researchers about the effective models of population and how effective these population models are in predicting the future population.

Keywords: population growth, population models, exponential model, logistic model, fibonacci model, lotka-volterra model, future population prediction, demographers

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15927 Socio-Demographic Factors and Testing Practices Are Associated with Spatial Patterns of Clostridium difficile Infection in the Australian Capital Territory, 2004-2014

Authors: Aparna Lal, Ashwin Swaminathan, Teisa Holani

Abstract:

Background: Clostridium difficile infections (CDIs) have been on the rise globally. In Australia, rates of CDI in all States and Territories have increased significantly since mid-2011. Identifying risk factors for CDI in the community can help inform targeted interventions to reduce infection. Methods: We examine the role of neighbourhood socio-economic status, demography, testing practices and the number of residential aged care facilities on spatial patterns in CDI incidence in the Australian Capital Territory. Data on all tests conducted for CDI were obtained from ACT Pathology by postcode for the period 1st January 2004 through 31 December 2014. Distribution of age groups and the neighbourhood Index of Relative Socio-economic Advantage Disadvantage (IRSAD) were obtained from the Australian Bureau of Statistics 2011 National Census data. A Bayesian spatial conditional autoregressive model was fitted at the postcode level to quantify the relationship between CDI and socio-demographic factors. To identify CDI hotspots, exceedance probabilities were set at a threshold of twice the estimated relative risk. Results: CDI showed a positive spatial association with the number of tests (RR=1.01, 95% CI 1.00, 1.02) and the resident population over 65 years (RR=1.00, 95% CI 1.00, 1.01). The standardized index of relative socio-economic advantage disadvantage (IRSAD) was significantly negatively associated with CDI (RR=0.74, 95% CI 0.56, 0.94). We identified three postcodes with high probability (0.8-1.0) of excess risk. Conclusions: Here, we demonstrate geographic variations in CDI in the ACT with a positive association of CDI with socioeconomic disadvantage and identify areas with a high probability of elevated risk compared with surrounding communities. These findings highlight community-based risk factors for CDI.

Keywords: spatial, socio-demographic, infection, Clostridium difficile

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15926 Discovering the Dimension of Abstractness: Structure-Based Model that Learns New Categories and Categorizes on Different Levels of Abstraction

Authors: Georgi I. Petkov, Ivan I. Vankov, Yolina A. Petrova

Abstract:

A structure-based model of category learning and categorization at different levels of abstraction is presented. The model compares different structures and expresses their similarity implicitly in the forms of mappings. Based on this similarity, the model can categorize different targets either as members of categories that it already has or creates new categories. The model is novel using two threshold parameters to evaluate the structural correspondence. If the similarity between two structures exceeds the higher threshold, a new sub-ordinate category is created. Vice versa, if the similarity does not exceed the higher threshold but does the lower one, the model creates a new category on higher level of abstraction.

Keywords: analogy-making, categorization, learning of categories, abstraction, hierarchical structure

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15925 The Gasoil Hydrofining Kinetics Constants Identification

Authors: C. Patrascioiu, V. Matei, N. Nicolae

Abstract:

The paper describes the experiments and the kinetic parameters calculus of the gasoil hydrofining. They are presented experimental results of gasoil hidrofining using Mo and promoted with Ni on aluminum support catalyst. The authors have adapted a kinetic model gasoil hydrofining. Using this proposed kinetic model and the experimental data they have calculated the parameters of the model. The numerical calculus is based on minimizing the difference between the experimental sulf concentration and kinetic model estimation.

Keywords: hydrofining, kinetic, modeling, optimization

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15924 A Mean–Variance–Skewness Portfolio Optimization Model

Authors: Kostas Metaxiotis

Abstract:

Portfolio optimization is one of the most important topics in finance. This paper proposes a mean–variance–skewness (MVS) portfolio optimization model. Traditionally, the portfolio optimization problem is solved by using the mean–variance (MV) framework. In this study, we formulate the proposed model as a three-objective optimization problem, where the portfolio's expected return and skewness are maximized whereas the portfolio risk is minimized. For solving the proposed three-objective portfolio optimization model we apply an adapted version of the non-dominated sorting genetic algorithm (NSGAII). Finally, we use a real dataset from FTSE-100 for validating the proposed model.

Keywords: evolutionary algorithms, portfolio optimization, skewness, stock selection

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15923 Developing a Total Quality Management Model Using Structural Equation Modeling for Indonesian Healthcare Industry

Authors: Jonny, T. Yuri M. Zagloel

Abstract:

This paper is made to present an Indonesian Healthcare model. Currently, there are nine TQM (Total Quality Management) practices in healthcare industry. However, these practices are not integrated yet. Therefore, this paper aims to integrate these practices as a model by using Structural Equation Modeling (SEM). After administering about 210 questionnaires to various stakeholders of this industry, a LISREL program was used to evaluate the model's fitness. The result confirmed that the model is fit because the p-value was about 0.45 or above required 0.05. This has signified that previously mentioned of nine TQM practices are able to be integrated as an Indonesian healthcare model.

Keywords: healthcare, total quality management (TQM), structural equation modeling (SEM), linear structural relations (LISREL)

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15922 A Research on Flipped-Classroom Teaching Model in English for Academic Purpose Teaching

Authors: Li Shuang

Abstract:

With rigid teaching procedures and limited academic performance assessment methods, traditional teaching model stands in the way of college English reform in China, which features EAP (English for Academic Purpose) teaching. Flipped-classroom teaching, which has been extensively applied to science subjects teaching, however, covers the shortage of traditional teaching model in EAP teaching, via creatively inverting traditional teaching procedures. Besides, the application of flipped-classroom teaching model in EAP teaching also proves that this new teaching philosophy is not confined to science subjects teaching; it goes perfectly well with liberal-arts subjects teaching. Data analysis, desk research survey, and comparative study are referred to in the essay so as to prove its feasibility and advantages in EAP teaching.

Keywords: EAP, traditional teaching method, flipped-classroom teaching model, teaching model design

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15921 Analytical Model to Predict the Shear Capacity of Reinforced Concrete Beams Externally Strengthened with CFRP Composites Conditions

Authors: Rajai Al-Rousan

Abstract:

This paper presents a proposed analytical model for predicting the shear strength of reinforced concrete beams strengthened with CFRP composites as external reinforcement. The proposed analytical model can predict the shear contribution of CFRP composites of RC beams with an acceptable coefficient of correlation with the tested results. Based on the comparison of the proposed model with the published well-known models (ACI model, Triantafillou model, and Colotti model), the ACI model had a wider range of 0.16 to 10.08 for the ratio between tested and predicted ultimate shears at failure. Also, an acceptable range of 0.27 to 2.78 for the ratio between tested and predicted ultimate shears by the Triantafillou model. Finally, the best prediction (the ratio between the tested and predicted ones) of the ultimate shear capacity is observed by using Colotti model with a range of 0.20 to 1.78. Thus, the contribution of the CFRP composites as external reinforcement can be predicted with high accuracy by using the proposed analytical model.

Keywords: predicting, shear capacity, reinforced concrete, beams, strengthened, externally, CFRP composites

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15920 Effect of Drying on the Concrete Structures

Authors: A. Brahma

Abstract:

The drying of hydraulics materials is unavoidable and conducted to important spontaneous deformations. In this study, we show that it is possible to describe the drying shrinkage of the high-performance concrete by a simple expression. A multiple regression model was developed for the prediction of the drying shrinkage of the high-performance concrete. The assessment of the proposed model has been done by a set of statistical tests. The model developed takes in consideration the main parameters of confection and conservation. There was a very good agreement between drying shrinkage predicted by the multiple regression model and experimental results. The developed model adjusts easily to all hydraulic concrete types.

Keywords: hydraulic concretes, drying, shrinkage, prediction, modeling

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15919 Parametric Study of Vertical Diffusion Stills for Water Desalination

Authors: A. Seleem, M. Mortada, M. El-Morsi, M. Younan

Abstract:

Diffusion stills have been effective in water desalination. The present work represents a model of the distillation process by using vertical single-effect diffusion stills. A semi-analytical model has been developed to model the process. A software computer code using Engineering Equation Solver EES software has been developed to solve the equations of the developed model. An experimental setup has been constructed, and used for the validation of the model. The model is also validated against former literature results. The results obtained from the present experimental test rig, and the data from the literature, have been compared with the results of the code to find its best range of validity. In addition, a parametric analysis of the system has been developed using the model to determine the effect of operating conditions on the system's performance. The dominant parameters that affect the productivity of the still are the hot plate temperature that ranges from (55-90 °C) and feed flow rate in range of (0.00694-0.0211 kg/m2-s).

Keywords: analytical model, solar distillation, sustainable water systems, vertical diffusion still

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15918 Proposing a New Design Method for Added Viscoelastic Damper’s Application in Steel Moment-Frame

Authors: Saeed Javaherzadeh, Babak Dindar Safa

Abstract:

Structure, given its ductility, can depreciate significant amount of seismic energy in the form of hysteresis behavior; the amount of energy depreciation depends on the structure ductility rate. So in seismic guidelines such as ASCE7-10 code, to reduce the number of design forces and using the seismic energy dissipation capacity of structure, when entering non-linear behavior range of the materials, the response modification factor is used. Various parameters such as ductility modification factor, overstrength factor and reliability factor, are effective in determining the value of this factor. Also, gradually, energy dissipation systems, especially added dampers, have become an inseparable part of the seismic design. In this paper, in addition to reviewing of previous studies, using the response modification factor caused by using more added viscoelastic dampers, a new design method has introduced for steel moment-frame with added dampers installed. To do this, in addition to using bilinear behavior models and quick ways such as using the equivalent lateral force method and capacity spectrum method for the proposed design methodology, the results has been controlled with non-linear time history analysis for a number of structural. The analysis is done by Opensees Software.

Keywords: added viscoelastic damper, design base shear, response modification factor, non-linear time history

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15917 2D and 3D Unsteady Simulation of the Heat Transfer in the Sample during Heat Treatment by Moving Heat Source

Authors: Zdeněk Veselý, Milan Honner, Jiří Mach

Abstract:

The aim of the performed work is to establish the 2D and 3D model of direct unsteady task of sample heat treatment by moving source employing computer model on the basis of finite element method. The complex boundary condition on heat loaded sample surface is the essential feature of the task. Computer model describes heat treatment of the sample during heat source movement over the sample surface. It is started from the 2D task of sample cross section as a basic model. Possibilities of extension from 2D to 3D task are discussed. The effect of the addition of third model dimension on the temperature distribution in the sample is showed. Comparison of various model parameters on the sample temperatures is observed. Influence of heat source motion on the depth of material heat treatment is shown for several velocities of the movement. Presented computer model is prepared for the utilization in laser treatment of machine parts.

Keywords: computer simulation, unsteady model, heat treatment, complex boundary condition, moving heat source

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15916 Assessment of the Relationship between Energy Price Dynamics and Green Growth in the Sub-Sharan Africa

Authors: Christopher I. Ifeacho, Adeleke Omolade

Abstract:

The paper examines the relationship between energy price dynamics and green growth in Sub Sahara African Countries. The quest for adopting green energy in order to improve green growth that can engender sustainability and stability has received more attention from researchers in recent times. This study uses a panel autoregressive distributed lag approach to investigate this relationship. Findings from the result showed that energy price dynamics and exchange rates have more short-run significant impacts on green growth in individual countries rather than the pooled result. Furthermore, the long-run result confirmed that inflation and capital have a significant long-run relationship with green growth. The causality test result revealed the existence of a bi-directional relationship between green growth and energy price dynamics. The study recommends caution in a currency devaluation and improvement in renewable energy production in the Sub Sahara Africa in order to achieve sustainable green growth.

Keywords: green growth, energy price dynamics, Sub Saharan Africa, relationship

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15915 EarlyWarning for Financial Stress Events:A Credit-Regime Switching Approach

Authors: Fuchun Li, Hong Xiao

Abstract:

We propose a new early warning model for predicting financial stress events for a given future time. In this model, we examine whether credit conditions play an important role as a nonlinear propagator of shocks when predicting the likelihood of occurrence of financial stress events for a given future time. This propagation takes the form of a threshold regression in which a regime change occurs if credit conditions cross a critical threshold. Given the new early warning model for financial stress events, we evaluate the performance of this model and currently available alternatives, such as the model from signal extraction approach, and linear regression model. In-sample forecasting results indicate that the three types of models are useful tools for predicting financial stress events while none of them outperforms others across all criteria considered. The out-of-sample forecasting results suggest that the credit-regime switching model performs better than the two others across all criteria and all forecasting horizons considered.

Keywords: cut-off probability, early warning model, financial crisis, financial stress, regime-switching model, forecasting horizons

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15914 Optimal Design for SARMA(P,Q)L Process of EWMA Control Chart

Authors: Yupaporn Areepong

Abstract:

The main goal of this paper is to study Statistical Process Control (SPC) with Exponentially Weighted Moving Average (EWMA) control chart when observations are serially-correlated. The characteristic of control chart is Average Run Length (ARL) which is the average number of samples taken before an action signal is given. Ideally, an acceptable ARL of in-control process should be enough large, so-called (ARL0). Otherwise it should be small when the process is out-of-control, so-called Average of Delay Time (ARL1) or a mean of true alarm. We find explicit formulas of ARL for EWMA control chart for Seasonal Autoregressive and Moving Average processes (SARMA) with Exponential white noise. The results of ARL obtained from explicit formula and Integral equation are in good agreement. In particular, this formulas for evaluating (ARL0) and (ARL1) be able to get a set of optimal parameters which depend on smoothing parameter (λ) and width of control limit (H) for designing EWMA chart with minimum of (ARL1).

Keywords: average run length, optimal parameters, exponentially weighted moving average (EWMA), control chart

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15913 Model of the Increasing the Capacity of the Train and Railway Track by Using the New Type of Wagon

Authors: Martin Kendra, Jaroslav Mašek, Juraj Čamaj, Martin Búda

Abstract:

The paper deals with possibilities of increase train capacity by using a new type of railway wagon. In the first part is created a mathematical model to calculate the capacity of the train. The model is based on the main limiting parameters of the train - maximum number of axles per train, the maximum gross weight of the train, the maximum length of train and number of TEUs per one wagon. In the second part is the model applied to four different model trains with different composition of the train set and three different average weights of TEU and a train consisting of a new type of wagons. The result is to identify where the carrying capacity of the original trains is higher, respectively less than a capacity of the train consisting of a new type of wagons.

Keywords: loading units, theoretical capacity model, train capacity, wagon for intermodal transport

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15912 Modeling and Simulation Methods Using MATLAB/Simulink

Authors: Jamuna Konda, Umamaheswara Reddy Karumuri, Sriramya Muthugi, Varun Pishati, Ravi Shakya,

Abstract:

This paper investigates the challenges involved in mathematical modeling of plant simulation models ensuring the performance of the plant models much closer to the real time physical model. The paper includes the analysis performed and investigation on different methods of modeling, design and development for plant model. Issues which impact the design time, model accuracy as real time model, tool dependence are analyzed. The real time hardware plant would be a combination of multiple physical models. It is more challenging to test the complete system with all possible test scenarios. There are possibilities of failure or damage of the system due to any unwanted test execution on real time.

Keywords: model based design (MBD), MATLAB, Simulink, stateflow, plant model, real time model, real-time workshop (RTW), target language compiler (TLC)

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15911 Mixture statistical modeling for predecting mortality human immunodeficiency virus (HIV) and tuberculosis(TB) infection patients

Authors: Mohd Asrul Affendi Bi Abdullah, Nyi Nyi Naing

Abstract:

The purpose of this study was to identify comparable manner between negative binomial death rate (NBDR) and zero inflated negative binomial death rate (ZINBDR) with died patients with (HIV + T B+) and (HIV + T B−). HIV and TB is a serious world wide problem in the developing country. Data were analyzed with applying NBDR and ZINBDR to make comparison which a favorable model is better to used. The ZINBDR model is able to account for the disproportionately large number of zero within the data and is shown to be a consistently better fit than the NBDR model. Hence, as a results ZINBDR model is a superior fit to the data than the NBDR model and provides additional information regarding the died mechanisms HIV+TB. The ZINBDR model is shown to be a use tool for analysis death rate according age categorical.

Keywords: zero inflated negative binomial death rate, HIV and TB, AIC and BIC, death rate

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15910 Model-Based Software Regression Test Suite Reduction

Authors: Shiwei Deng, Yang Bao

Abstract:

In this paper, we present a model-based regression test suite reducing approach that uses EFSM model dependence analysis and probability-driven greedy algorithm to reduce software regression test suites. The approach automatically identifies the difference between the original model and the modified model as a set of elementary model modifications. The EFSM dependence analysis is performed for each elementary modification to reduce the regression test suite, and then the probability-driven greedy algorithm is adopted to select the minimum set of test cases from the reduced regression test suite that cover all interaction patterns. Our initial experience shows that the approach may significantly reduce the size of regression test suites.

Keywords: dependence analysis, EFSM model, greedy algorithm, regression test

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15909 Dynamics of a Susceptible-Infected-Recovered Model along with Time Delay, Modulated Incidence, and Nonlinear Treatment

Authors: Abhishek Kumar, Nilam

Abstract:

As we know that, time delay exists almost in every biological phenomenon. Therefore, in the present study, we propose a susceptible–infected–recovered (SIR) epidemic model along with time delay, modulated incidence rate of infection, and Holling Type II nonlinear treatment rate. The present model aims to provide a strategy to control the spread of epidemics. In the mathematical study of the model, it has been shown that the model has two equilibriums which are named as disease-free equilibrium (DFE) and endemic equilibrium (EE). Further, stability analysis of the model is discussed. To prove the stability of the model at DFE, we derived basic reproduction number, denoted by (R₀). With the help of basic reproduction number (R₀), we showed that the model is locally asymptotically stable at DFE when the basic reproduction number (R₀) less than unity and unstable when the basic reproduction number (R₀) is greater than unity. Furthermore, stability analysis of the model at endemic equilibrium has also been discussed. Finally, numerical simulations have been done using MATLAB 2012b to exemplify the theoretical results.

Keywords: time delayed SIR epidemic model, modulated incidence rate, Holling type II nonlinear treatment rate, stability

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15908 Simulation of Flow through Dam Foundation by FEM and ANN Methods Case Study: Shahid Abbaspour Dam

Authors: Mehrdad Shahrbanozadeh, Gholam Abbas Barani, Saeed Shojaee

Abstract:

In this study, a finite element (Seep3D model) and an artificial neural network (ANN) model were developed to simulate flow through dam foundation. Seep3D model is capable of simulating three-dimensional flow through a heterogeneous and anisotropic, saturated and unsaturated porous media. Flow through the Shahid Abbaspour dam foundation has been used as a case study. The FEM with 24960 triangular elements and 28707 nodes applied to model flow through foundation of this dam. The FEM being made denser in the neighborhood of the curtain screen. The ANN model developed for Shahid Abbaspour dam is a feedforward four layer network employing the sigmoid function as an activator and the back-propagation algorithm for the network learning. The water level elevations of the upstream and downstream of the dam have been used as input variables and the piezometric heads as the target outputs in the ANN model. The two models are calibrated and verified using the Shahid Abbaspour’s dam piezometric data. Results of the models were compared with those measured by the piezometers which are in good agreement. The model results also revealed that the ANN model performed as good as and in some cases better than the FEM.

Keywords: seepage, dam foundation, finite element method, neural network, seep 3D model

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15907 A Mixed Integer Linear Programming Model for Flexible Job Shop Scheduling Problem

Authors: Mohsen Ziaee

Abstract:

In this paper, a mixed integer linear programming (MILP) model is presented to solve the flexible job shop scheduling problem (FJSP). This problem is one of the hardest combinatorial problems. The objective considered is the minimization of the makespan. The computational results of the proposed MILP model were compared with those of the best known mathematical model in the literature in terms of the computational time. The results show that our model has better performance with respect to all the considered performance measures including relative percentage deviation (RPD) value, number of constraints, and total number of variables. By this improved mathematical model, larger FJS problems can be optimally solved in reasonable time, and therefore, the model would be a better tool for the performance evaluation of the approximation algorithms developed for the problem.

Keywords: scheduling, flexible job shop, makespan, mixed integer linear programming

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15906 A New Prediction Model for Soil Compression Index

Authors: D. Mohammadzadeh S., J. Bolouri Bazaz

Abstract:

This paper presents a new prediction model for compression index of fine-grained soils using multi-gene genetic programming (MGGP) technique. The proposed model relates the soil compression index to its liquid limit, plastic limit and void ratio. Several laboratory test results for fine-grained were used to develop the models. Various criteria were considered to check the validity of the model. The parametric and sensitivity analyses were performed and discussed. The MGGP method was found to be very effective for predicting the soil compression index. A comparative study was further performed to prove the superiority of the MGGP model to the existing soft computing and traditional empirical equations.

Keywords: new prediction model, compression index soil, multi-gene genetic programming, MGGP

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15905 BTG-BIBA: A Flexibility-Enhanced Biba Model Using BTG Strategies for Operating System

Authors: Gang Liu, Can Wang, Runnan Zhang, Quan Wang, Huimin Song, Shaomin Ji

Abstract:

Biba model can protect information integrity but might deny various non-malicious access requests of the subjects, thereby decreasing the availability in the system. Therefore, a mechanism that allows exceptional access control is needed. Break the Glass (BTG) strategies refer an efficient means for extending the access rights of users in exceptional cases. These strategies help to prevent a system from stagnation. An approach is presented in this work for integrating Break the Glass strategies into the Biba model. This research proposes a model, BTG-Biba, which provides both an original Biba model used in normal situations and a mechanism used in emergency situations. The proposed model is context aware, can implement a fine-grained type of access control and primarily solves cross-domain access problems. Finally, the flexibility and availability improvement with the use of the proposed model is illustrated.

Keywords: Biba model, break the glass, context, cross-domain, fine-grained

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15904 Proposing a Strategic Management Maturity Model for Continues Innovation

Authors: Ferhat Demir

Abstract:

Even if strategic management is highly critical for all types of organizations, only a few maturity models have been proposed in business literature for the area of strategic management activities. This paper updates previous studies and presents a new conceptual model for assessing the maturity of strategic management in any organization. Strategic management maturity model (S-3M) is basically composed of 6 maturity levels with 7 dimensions. The biggest contribution of S-3M is to put innovation into agenda of strategic management. The main objective of this study is to propose a model to align innovation with business strategies. This paper suggests that innovation (breakthrough new products/services and business models) is the only way of creating sustainable growth and strategy studies cannot ignore this aspect. Maturity models should embrace innovation to respond dynamic business environment and rapidly changing customer behaviours.

Keywords: strategic management, innovation, business model, maturity model

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15903 Comparison of Applicability of Time Series Forecasting Models VAR, ARCH and ARMA in Management Science: Study Based on Empirical Analysis of Time Series Techniques

Authors: Muhammad Tariq, Hammad Tahir, Fawwad Mahmood Butt

Abstract:

Purpose: This study attempts to examine the best forecasting methodologies in the time series. The time series forecasting models such as VAR, ARCH and the ARMA are considered for the analysis. Methodology: The Bench Marks or the parameters such as Adjusted R square, F-stats, Durban Watson, and Direction of the roots have been critically and empirically analyzed. The empirical analysis consists of time series data of Consumer Price Index and Closing Stock Price. Findings: The results show that the VAR model performed better in comparison to other models. Both the reliability and significance of VAR model is highly appreciable. In contrary to it, the ARCH model showed very poor results for forecasting. However, the results of ARMA model appeared double standards i.e. the AR roots showed that model is stationary and that of MA roots showed that the model is invertible. Therefore, the forecasting would remain doubtful if it made on the bases of ARMA model. It has been concluded that VAR model provides best forecasting results. Practical Implications: This paper provides empirical evidences for the application of time series forecasting model. This paper therefore provides the base for the application of best time series forecasting model.

Keywords: forecasting, time series, auto regression, ARCH, ARMA

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15902 Multiscale Simulation of Ink Seepage into Fibrous Structures through a Mesoscopic Variational Model

Authors: Athmane Bakhta, Sebastien Leclaire, David Vidal, Francois Bertrand, Mohamed Cheriet

Abstract:

This work presents a new three-dimensional variational model proposed for the simulation of ink seepage into paper sheets at the fiber level. The model, inspired by the Hising model, takes into account a finite volume of ink and describes the system state through gravity, cohesion, and adhesion force interactions. At the mesoscopic scale, the paper substrate is modeled using a discretized fiber structure generated using a numerical deposition procedure. A modified Monte Carlo method is introduced for the simulation of the ink dynamics. Besides, a multiphase lattice Boltzmann method is suggested to fine-tune the mesoscopic variational model parameters, and it is shown that the ink seepage behaviors predicted by the proposed model can resemble those predicted by a method relying on first principles.

Keywords: fibrous media, lattice Boltzmann, modelling and simulation, Monte Carlo, variational model

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15901 Segmentation of Piecewise Polynomial Regression Model by Using Reversible Jump MCMC Algorithm

Authors: Suparman

Abstract:

Piecewise polynomial regression model is very flexible model for modeling the data. If the piecewise polynomial regression model is matched against the data, its parameters are not generally known. This paper studies the parameter estimation problem of piecewise polynomial regression model. The method which is used to estimate the parameters of the piecewise polynomial regression model is Bayesian method. Unfortunately, the Bayes estimator cannot be found analytically. Reversible jump MCMC algorithm is proposed to solve this problem. Reversible jump MCMC algorithm generates the Markov chain that converges to the limit distribution of the posterior distribution of piecewise polynomial regression model parameter. The resulting Markov chain is used to calculate the Bayes estimator for the parameters of piecewise polynomial regression model.

Keywords: piecewise regression, bayesian, reversible jump MCMC, segmentation

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15900 Comparison of Sourcing Process in Supply Chain Operation References Model and Business Information Systems

Authors: Batuhan Kocaoglu

Abstract:

Although using powerful systems like ERP (Enterprise Resource Planning), companies still cannot benchmark their processes and measure their process performance easily based on predefined SCOR (Supply Chain Operation References) terms. The purpose of this research is to identify common and corresponding processes to present a conceptual model to model and measure the purchasing process of an organization. The main steps for the research study are: Literature review related to 'procure to pay' process in ERP system; Literature review related to 'sourcing' process in SCOR model; To develop a conceptual model integrating 'sourcing' of SCOR model and 'procure to pay' of ERP model. In this study, we examined the similarities and differences between these two models. The proposed framework is based on the assumptions that are drawn from (1) the body of literature, (2) the authors’ experience by working in the field of enterprise and logistics information systems. The modeling framework provides a structured and systematic way to model and decompose necessary information from conceptual representation to process element specification. This conceptual model will help the organizations to make quality purchasing system measurement instruments and tools. And offered adaptation issues for ERP systems and SCOR model will provide a more benchmarkable and worldwide standard business process.

Keywords: SCOR, ERP, procure to pay, sourcing, reference model

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