Search results for: distributions channel
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1868

Search results for: distributions channel

1868 Numerical Analysis of Liquid Metal Magnetohydrodynamic Flows in a Manifold with Three Sub-Channels

Authors: Meimei Wen, Chang Nyung Kim

Abstract:

In the current study, three-dimensional liquid metal (LM) magneto-hydrodynamic (MHD) flows in a manifold with three sub-channels under a uniform magnetic field are numerically investigated. In the manifold, the electrical current can cross channel walls, thus having influence on the flow distribution in each sub-channel. A case with various arrangements of electric conductivity for different parts of channel walls is considered, yielding different current distributions as well as flow distributions in each sub-channel. Here, the imbalance of mass flow rates in the three sub-channels is addressed. Meanwhile, predicted are detailed behaviors of the flow velocity, pressure, current and electric potential of LM MHD flows with three sub-channels. Commercial software CFX is used for the numerical simulation of LM MHD flows.

Keywords: CFX, liquid metal, manifold, MHD flow

Procedia PDF Downloads 321
1867 Statistical Channel Modeling for Multiple-Input-Multiple-Output Communication System

Authors: M. I. Youssef, A. E. Emam, M. Abd Elghany

Abstract:

The performance of wireless communication systems is affected mainly by the environment of its associated channel, which is characterized by dynamic and unpredictable behavior. In this paper, different statistical earth-satellite channel models are studied with emphasize on two main models, first is the Rice-Log normal model, due to its representation for the environment including shadowing and multi-path components that affect the propagated signal along its path, and a three-state model that take into account different fading conditions (clear area, moderate shadow and heavy shadowing). The provided models are based on AWGN, Rician, Rayleigh, and log-normal distributions were their Probability Density Functions (PDFs) are presented. The transmission system Bit Error Rate (BER), Peak-Average-Power Ratio (PAPR), and the channel capacity vs. fading models are measured and analyzed. These simulations are implemented using MATLAB tool, and the results had shown the performance of transmission system over different channel models.

Keywords: fading channels, MIMO communication, RNS scheme, statistical modeling

Procedia PDF Downloads 113
1866 Opportunities and Challenges of Omni Channel Retailing in the Emerging Market

Authors: Salma Ahmed, Anil Kumar

Abstract:

This paper develops and estimates a model for understanding the drivers and barriers for Omni-Channel retail. This study serves as one of the first attempt to empirically test the effect of various factors on Omni-channel retail. Omni-channel is relative new and evolving, we hypothesize three drivers: (1) Innovative sales and marketing opportunities, (2) channel migration, (3) Cross channel synergies; and three barriers: (1) Integrated sales and marketing operations, (2) Visibility and synchronization (3) Integration and Technology challenges. The findings from the study strongly support that Omni-channel effects exist between cross channel synergy and channel migration. However, it partially supports innovative sales and marketing operations. We also found the variables which we identified as barriers to Omni-channel retail have a strong impact on Omni-channel retail.

Keywords: retailing, multichannel, Omni-channel, emerging market

Procedia PDF Downloads 504
1865 Depth-Averaged Velocity Distribution in Braided Channel Using Calibrating Coefficients

Authors: Spandan Sahu, Amiya Kumar Pati, Kishanjit Kumar Khatua

Abstract:

Rivers are the backbone of human civilization as well as one of the most important components of nature. In this paper, a method for predicting lateral depth-averaged velocity distribution in a two-flow braided compound channel is proposed. Experiments were conducted to study the boundary shear stress in the tip of the two flow path. The cross-section of the channel is divided into several panels to study the flow phenomenon on both the main channel and the flood plain. It can be inferred from the study that the flow coefficients get affected by boundary shear stress. In this study, the analytical solution of Shiono and knight (SKM) for lateral distributions of depth-averaged velocity and bed shear stress has been taken into account. The SKM is based on hydraulic parameters, which signify the bed friction factor (f), lateral eddy viscosity, and depth-averaged flow. While applying the SKM to different panels, the equations are solved considering the boundary conditions between panels. The boundary shear stress data, which are obtained from experimentation, are compared with CES software, which is based on quasi-one-dimensional Reynold's Averaged Navier-Stokes (RANS) approach.

Keywords: boundary shear stress, lateral depth-averaged velocity, two-flow braided compound channel, velocity distribution

Procedia PDF Downloads 96
1864 Analysis of Joint Source Channel LDPC Coding for Correlated Sources Transmission over Noisy Channels

Authors: Marwa Ben Abdessalem, Amin Zribi, Ammar Bouallègue

Abstract:

In this paper, a Joint Source Channel coding scheme based on LDPC codes is investigated. We consider two concatenated LDPC codes, one allows to compress a correlated source and the second to protect it against channel degradations. The original information can be reconstructed at the receiver by a joint decoder, where the source decoder and the channel decoder run in parallel by transferring extrinsic information. We investigate the performance of the JSC LDPC code in terms of Bit-Error Rate (BER) in the case of transmission over an Additive White Gaussian Noise (AWGN) channel, and for different source and channel rate parameters. We emphasize how JSC LDPC presents a performance tradeoff depending on the channel state and on the source correlation. We show that, the JSC LDPC is an efficient solution for a relatively low Signal-to-Noise Ratio (SNR) channel, especially with highly correlated sources. Finally, a source-channel rate optimization has to be applied to guarantee the best JSC LDPC system performance for a given channel.

Keywords: AWGN channel, belief propagation, joint source channel coding, LDPC codes

Procedia PDF Downloads 328
1863 Unequal Error Protection of VQ Image Transmission System

Authors: Khelifi Mustapha, A. Moulay lakhdar, I. Elawady

Abstract:

We will study the unequal error protection for VQ image. We have used the Reed Solomon (RS) Codes as Channel coding because they offer better performance in terms of channel error correction over a binary output channel. One such channel (binary input and output) should be considered if it is the case of the application layer, because it includes all the features of the layers located below and on the what it is usually not feasible to make changes.

Keywords: vector quantization, channel error correction, Reed-Solomon channel coding, application

Procedia PDF Downloads 331
1862 Experimental Investigation of On-Body Channel Modelling at 2.45 GHz

Authors: Hasliza A. Rahim, Fareq Malek, Nur A. M. Affendi, Azuwa Ali, Norshafinash Saudin, Latifah Mohamed

Abstract:

This paper presents the experimental investigation of on-body channel fading at 2.45 GHz considering two effects of the user body movement; stationary and mobile. A pair of body-worn antennas was utilized in this measurement campaign. A statistical analysis was performed by comparing the measured on-body path loss to five well-known distributions; lognormal, normal, Nakagami, Weibull and Rayleigh. The results showed that the average path loss of moving arm varied higher than the path loss in sitting position for upper-arm-to-left-chest link, up to 3.5 dB. The analysis also concluded that the Nakagami distribution provided the best fit for most of on-body static link path loss in standing still and sitting position, while the arm movement can be best described by log-normal distribution.

Keywords: on-body channel communications, fading characteristics, statistical model, body movement

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1861 Numerical Simulation of Effect of Various Rib Configurations on Enhancing Heat Transfer of Matrix Cooling Channel

Authors: Seok Min Choi, Minho Bang, Seuong Yun Kim, Hyungmin Lee, Won-Gu Joo, Hyung Hee Cho

Abstract:

The matrix cooling channel was used for gas turbine blade cooling passage. The matrix cooling structure is useful for the structure stability however the cooling performance of internal cooling channel was not enough for cooling. Therefore, we designed the rib configurations in the matrix cooling channel to enhance the cooling performance. The numerical simulation was conducted to analyze cooling performance of rib configured matrix cooling channel. Three different rib configurations were used which are vertical rib, angled rib and c-type rib. Three configurations were adopted in two positions of matrix cooling channel which is one fourth and three fourth of channel. The result shows that downstream rib has much higher cooling performance than upstream rib. Furthermore, the angled rib in the channel has much higher cooling performance than vertical rib. This is because; the angled rib improves the swirl effect of matrix cooling channel more effectively. The friction factor was increased with the installation of rib. However, the thermal performance was increased with the installation of rib in the matrix cooling channel.

Keywords: matrix cooling, rib, heat transfer, gas turbine

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1860 Modeling Depth Averaged Velocity and Boundary Shear Stress Distributions

Authors: Ebissa Gadissa Kedir, C. S. P. Ojha, K. S. Hari Prasad

Abstract:

In the present study, the depth-averaged velocity and boundary shear stress in non-prismatic compound channels with three different converging floodplain angles ranging from 1.43ᶱ to 7.59ᶱ have been studied. The analytical solutions were derived by considering acting forces on the channel beds and walls. In the present study, five key parameters, i.e., non-dimensional coefficient, secondary flow term, secondary flow coefficient, friction factor, and dimensionless eddy viscosity, were considered and discussed. An expression for non-dimensional coefficient and integration constants was derived based on the boundary conditions. The model was applied to different data sets of the present experiments and experiments from other sources, respectively, to examine and analyse the influence of floodplain converging angles on depth-averaged velocity and boundary shear stress distributions. The results show that the non-dimensional parameter plays important in portraying the variation of depth-averaged velocity and boundary shear stress distributions with different floodplain converging angles. Thus, the variation of the non-dimensional coefficient needs attention since it affects the secondary flow term and secondary flow coefficient in both the main channel and floodplains. The analysis shows that the depth-averaged velocities are sensitive to a shear stress-dependent model parameter non-dimensional coefficient, and the analytical solutions are well agreed with experimental data when five parameters are included. It is inferred that the developed model may facilitate the interest of others in complex flow modeling.

Keywords: depth-average velocity, converging floodplain angles, non-dimensional coefficient, non-prismatic compound channels

Procedia PDF Downloads 48
1859 Adaptive Transmission Scheme Based on Channel State in Dual-Hop System

Authors: Seung-Jun Yu, Yong-Jun Kim, Jung-In Baik, Hyoung-Kyu Song

Abstract:

In this paper, a dual-hop relay based on channel state is studied. In the conventional relay scheme, a relay uses the same modulation method without reference to channel state. But, a relay uses an adaptive modulation method with reference to channel state. If the channel state is poor, a relay eliminates latter 2 bits and uses Quadrature Phase Shift Keying (QPSK) modulation. If channel state is good, a relay modulates the received symbols with 16-QAM symbols by using 4 bits. The performance of the proposed scheme for Symbol Error Rate (SER) and throughput is analyzed.

Keywords: adaptive transmission, channel state, dual-hop, hierarchical modulation, relay

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1858 Effects Induced by Dispersion-Promoting Cylinder on Fiber-Concentration Distributions in Pulp Suspension Flows

Authors: M. Sumida, T. Fujimoto

Abstract:

Fiber-concentration distributions in pulp liquid flows behind dispersion promoters were experimentally investigated to explore the feasibility of improving operational performance of hydraulic headboxes in papermaking machines. The proposed research was performed in the form of a basic test conducted on a screen-type model comprising a circular cylinder inserted within a channel. Tests were performed using pulp liquid possessing fiber concentrations ranging from 0.3-1.0 wt% under different flow velocities of 0.016-0.74 m/s. Fiber-concentration distributions were measured using the transmitted light attenuation method. Obtained test results were analyzed, and the influence of the flow velocities on wake characteristics behind the cylinder has been investigated with reference to findings of our preceding studies concerning pulp liquid flows in straight channels. Changes in fiber-concentration distribution along the flow direction were observed to be substantially large in the section from the cylinder to four times its diameter downstream of its centerline. Findings of this study provide useful information concerning the development of hydraulic headboxes.

Keywords: dispersion promoter, fiber-concentration distribution, hydraulic headbox, pulp liquid flow

Procedia PDF Downloads 307
1857 Formation of Round Channel for Microfluidic Applications

Authors: A. Zahra, G. de Cesare, D. Caputo, A. Nascetti

Abstract:

PDMS (Polydimethylsiloxane) polymer is a suitable material for biological and MEMS (Microelectromechanical systems) designers, because of its biocompatibility, transparency and high resistance under plasma treatment. PDMS round channel is always been of great interest due to its ability to confine the liquid with membrane type micro valves. In this paper we are presenting a very simple way to form round shape microfluidic channel, which is based on reflow of positive photoresist AZ® 40 XT. With this method, it is possible to obtain channel of different height simply by varying the spin coating parameters of photoresist.

Keywords: lab-on-chip, PDMS, reflow, round microfluidic channel

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1856 Simulation of Channel Models for Device-to-Device Application of 5G Urban Microcell Scenario

Authors: H. Zormati, J. Chebil, J. Bel Hadj Tahar

Abstract:

Next generation wireless transmission technology (5G) is expected to support the development of channel models for higher frequency bands, so clarification of high frequency bands is the most important issue in radio propagation research for 5G, multiple urban microcellular measurements have been carried out at 60 GHz. In this paper, the collected data is uniformly analyzed with focus on the path loss (PL), the objective is to compare simulation results of some studied channel models with the purpose of testing the performance of each one.

Keywords: 5G, channel model, 60GHz channel, millimeter-wave, urban microcell

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1855 A Soil Stabilization Technique on Apa-Hotamiş Conveyance Channel

Authors: Ali Sinan Soğancı

Abstract:

Apa-Hotamış conveyance channel is located within in the boundaries of Konya Regional Directorate of Water Works. This channel transfers the water to the fount of Apa Dam with 17 km length of Blue Channel. Then the water is transmitted with Apa- Hotamış conveyance channel to Hotamış Water Storage. In some places along the Apa-Hotamış conveyance canal which will be constructed by Directorate of Water Works of Konya, some swelling soils have been seen. The samples taken from these places have 35-95 kPa swelling pressure. To prevent the swelling pressure arising from the penetration of water to the concrete channel, it was proposed to make 10 cm concrete coating by spreading the geomembrane and geotextile between the soil and concrete. In this way, the pressure (35-95 kPa) caused by the swelling and cracking of concrete failure will be blocked.

Keywords: conveyance channel, swelling pressure, geomembrane, geotextile, concrete

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1854 Numerical Study for Improving Performance of Air Cooled Proton Exchange Membrane Fuel Cell on the Cathode Channel

Authors: Mohamed Hassan Gundu, Jaeseung Lee, Muhammad Faizan Chinannai, Hyunchul Ju

Abstract:

In this study, we present the effects of bipolar plate design to control the temperature of the cell and ensure effective water management under an excessive amount of air flow and low humidification conditions in the proton exchange membrane fuel cell (PEMFC). The PEMFC model developed and applied to consider a three type of bipolar plate that is defined by ratio of inlet channel width to outlet channel width. Simulation results show that the design which has narrow gas inlet channel and wide gas outlet channel width (wide coolant inlet channel and narrow coolant outlet channel width) make the relative humidity and water concentration increase in the channel and the catalyst layer. Therefore, this study clearly demonstrates that the dehydration phenomenon can be decreased by using design of bipolar plate with narrow gas inlet channel and wide gas outlet channel width (wide coolant inlet channel and narrow coolant outlet channel width).

Keywords: PEMFC, air-cooling, relative humidity, water management, water concentration, oxygen concentration

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1853 High-Dose-Rate Brachytherapy for Cervical Cancer: The Effect of Total Reference Air Kerma on the Results of Single-Channel and Tri-Channel Applicators

Authors: Hossain A., Miah S., Ray P. K.

Abstract:

Introduction: Single channel and tri-channel applicators are used in the traditional treatment of cervical cancer. Total reference air kerma (TRAK) and treatment outcomes in high-dose-rate brachytherapy for cervical cancer using single-channel and tri-channel applicators were the main objectives of this retrospective study. Material and Methods: Patients in the radiotherapy division who received brachytherapy, chemotherapy, and external radiotherapy (EBRT) using single and tri-channel applicators were the subjects of a retrospective cohort study from 2016 to 2020. All brachytherapy parameters, including TRAK, were calculated in accordance with the international protocol. The Kaplan Meier method was used to analyze survival rates using a log-rank test. Results and Discussions: Based on treatment times of 15.34 (10-20) days and 21.35 (6.5-28) days, the TRAK for the tri-channel applicator was 0.52 cGy.m² and for the single-channel applicator was 0.34 cGy.m². Based on TRAK, the rectum, bladder, and tumor had respective Pearson correlations of 0.082, 0.009, and 0.032. The 1-specificity and sensitivity were 0.70 and 0.30, respectively. At that time, AUC was 0.71. The log-rank test showed that tri-channel applicators had a survival rate of 95% and single-channel applicators had a survival rate of 85% (p=0.565). Conclusions: The relationship between TRAK and treatment duration and Pearson correlation for the tumor, rectum, and bladder suggests that TRAK should be taken into account for the proper operation of single channel and tri-channel applicators.

Keywords: single-channel, tri-channel, high dose rate brachytherapy, cervical cancer

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1852 A Proposed Mechanism for Skewing Symmetric Distributions

Authors: M. T. Alodat

Abstract:

In this paper, we propose a mechanism for skewing any symmetric distribution. The new distribution is called the deflation-inflation distribution (DID). We discuss some statistical properties of the DID such moments, stochastic representation, log-concavity. Also we fit the distribution to real data and we compare it to normal distribution and Azzlaini's skew normal distribution. Numerical results show that the DID fits the the tree ring data better than the other two distributions.

Keywords: normal distribution, moments, Fisher information, symmetric distributions

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1851 Forced Heat Transfer Convection in a Porous Channel with an Oriented Confined Jet

Authors: Azzedine Abdedou, Khedidja Bouhadef

Abstract:

The present study is an analysis of the forced convection heat transfer in porous channel with an oriented jet at the inlet with uniform velocity and temperature distributions. The upper wall is insulated when the bottom one is kept at constant temperature higher than that of the fluid at the entrance. The dynamic field is analysed by the Brinkman-Forchheimer extended Darcy model and the thermal field is traduced by the energy one equation model. The numerical solution of the governing equations is obtained by using the finite volume method. The results mainly concern the effect of Reynolds number, jet angle and thermal conductivity ratio on the flow structure and local and average Nusselt numbers evolutions.

Keywords: forced convection, porous media, oriented confined jet, fluid mechanics

Procedia PDF Downloads 356
1850 Channel Estimation for LTE Downlink

Authors: Rashi Jain

Abstract:

The LTE systems employ Orthogonal Frequency Division Multiplexing (OFDM) as the multiple access technology for the Downlink channels. For enhanced performance, accurate channel estimation is required. Various algorithms such as Least Squares (LS), Minimum Mean Square Error (MMSE) and Recursive Least Squares (RLS) can be employed for the purpose. The paper proposes channel estimation algorithm based on Kalman Filter for LTE-Downlink system. Using the frequency domain pilots, the initial channel response is obtained using the LS criterion. Then Kalman Filter is employed to track the channel variations in time-domain. To suppress the noise within a symbol, threshold processing is employed. The paper draws comparison between the LS, MMSE, RLS and Kalman filter for channel estimation. The parameters for evaluation are Bit Error Rate (BER), Mean Square Error (MSE) and run-time.

Keywords: LTE, channel estimation, OFDM, RLS, Kalman filter, threshold

Procedia PDF Downloads 329
1849 Variation of Manning’s Coefficient in a Meandering Channel with Emergent Vegetation Cover

Authors: Spandan Sahu, Amiya Kumar Pati, Kishanjit Kumar Khatua

Abstract:

Vegetation plays a major role in deciding the flow parameters in an open channel. It enhances the aesthetic view of the revetments. The major types of vegetation in river typically comprises of herbs, grasses, weeds, trees, etc. The vegetation in an open channel usually consists of aquatic plants with complete submergence, partial submergence, floating plants. The presence of vegetative plants can have both benefits and problems. The major benefits of aquatic plants are they reduce the soil erosion, which provides the water with a free surface to move on without hindrance. The obvious problems are they retard the flow of water and reduce the hydraulic capacity of the channel. The degree to which the flow parameters are affected depends upon the density of the vegetation, degree of submergence, pattern of vegetation, vegetation species. Vegetation in open channel tends to provide resistance to flow, which in turn provides a background to study the varying trends in flow parameters having vegetative growth in the channel surface. In this paper, an experiment has been conducted on a meandering channel having sinuosity of 1.33 with rigid vegetation cover to investigate the effect on flow parameters, variation of manning’s n with degree of the denseness of vegetation, vegetation pattern and submergence criteria. The measurements have been carried out in four different cross-sections two on trough portion of the meanders, two on the crest portion. In this study, the analytical solution of Shiono and knight (SKM) for lateral distributions of depth-averaged velocity and bed shear stress have been taken into account. Dimensionless eddy viscosity and bed friction have been incorporated to modify the SKM to provide more accurate results. A mathematical model has been formulated to have a comparative analysis with the results obtained from Shiono-Knight Method.

Keywords: bed friction, depth averaged velocity, eddy viscosity, SKM

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1848 Study of Adaptive Filtering Algorithms and the Equalization of Radio Mobile Channel

Authors: Said Elkassimi, Said Safi, B. Manaut

Abstract:

This paper presented a study of three algorithms, the equalization algorithm to equalize the transmission channel with ZF and MMSE criteria, application of channel Bran A, and adaptive filtering algorithms LMS and RLS to estimate the parameters of the equalizer filter, i.e. move to the channel estimation and therefore reflect the temporal variations of the channel, and reduce the error in the transmitted signal. So far the performance of the algorithm equalizer with ZF and MMSE criteria both in the case without noise, a comparison of performance of the LMS and RLS algorithm.

Keywords: adaptive filtering second equalizer, LMS, RLS Bran A, Proakis (B) MMSE, ZF

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1847 Influence of Channel Depth on the Performance of Wavy Fin Absorber Solar Air Heater

Authors: Abhishek Priyam, Prabha Chand

Abstract:

Channel depth is an important design parameter to be fixed in designing a solar air heater. In this paper, a mathematical model has been developed to study the influence of channel duct on the thermal performance of solar air heaters. The channel depth has been varied from 1.5 cm to 3.5 cm for the mass flow range 0.01 to 0.11 kg/s. Based on first law of thermodynamics, the channel depth of 1.5 cm shows better thermal performance for all the mass flow range. Also, better thermohydraulic performance has been found up to 0.05 kg/s, and beyond this, thermohydraulic efficiency starts decreasing. It has been seen that, with the increase in the mass flow rate, the difference between thermal and thermohydraulic efficiency increases because of the increase in pressure drop. At lower mass flow rate, 0.01 kg/s, the thermal and thermohydraulic efficiencies for respective channel depth remain the same.

Keywords: channel depth, thermal efficiency, wavy fin, thermohydraulic efficiency

Procedia PDF Downloads 343
1846 Estimating View-Through Ad Attribution from User Surveys Using Convex Optimization

Authors: Yuhan Lin, Rohan Kekatpure, Cassidy Yeung

Abstract:

In Digital Marketing, robust quantification of View-through attribution (VTA) is necessary for evaluating channel effectiveness. VTA occurs when a product purchase is aided by an Ad but without an explicit click (e.g. a TV ad). A lack of a tracking mechanism makes VTA estimation challenging. Most prevalent VTA estimation techniques rely on post-purchase in-product user surveys. User surveys enable the calculation of channel multipliers, which are the ratio of the view-attributed to the click-attributed purchases of each marketing channel. Channel multipliers thus provide a way to estimate the unknown VTA for a channel from its known click attribution. In this work, we use Convex Optimization to compute channel multipliers in a way that enables a mathematical encoding of the expected channel behavior. Large fluctuations in channel attributions often result from overfitting the calculations to user surveys. Casting channel attribution as a Convex Optimization problem allows an introduction of constraints that limit such fluctuations. The result of our study is a distribution of channel multipliers across the entire marketing funnel, with important implications for marketing spend optimization. Our technique can be broadly applied to estimate Ad effectiveness in a privacy-centric world that increasingly limits user tracking.

Keywords: digital marketing, survey analysis, operational research, convex optimization, channel attribution

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1845 Brand Position Communication Channel for Rajabhat University

Authors: Narong Anurak

Abstract:

The objective of this research was to study Brand Position Communication Channel in Brand Building in Rajabhat University Affecting Decision Making of Higher Education from of qualitative research and in-depth interview with executive members Rajabhat University and also quantitative by questionnaires which are personal data of students, study of the acceptance and the finding of the information of Rajabhat University, study of pattern or Brand Position Communication Channel affecting the decision making of studying in Rajabhat University and the result of the communication in Brand Position Communication Channel. It is found that online channel and word of mount are highly important and necessary for education business since media channel is a tool and the management of marketing communication to create brand awareness, brand credibility and to achieve the high acclaim in terms of bringing out qualified graduates. Also, off-line channel can enable the institution to survive from the high competition especially in education business regarding management of the Rajabhat University. Therefore, Rajabhat University has to communicate by the various communication channel strategies for brand building for attractive student to make decision making of higher education.

Keywords: brand position, communication channel, Rajabhat University, higher education

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1844 Copula Markov Switching Multifractal Models for Forecasting Value-at-Risk

Authors: Giriraj Achari, Malay Bhattacharyya

Abstract:

In this paper, the effectiveness of Copula Markov Switching Multifractal (MSM) models at forecasting Value-at-Risk of a two-stock portfolio is studied. The innovations are allowed to be drawn from distributions that can capture skewness and leptokurtosis, which are well documented empirical characteristics observed in financial returns. The candidate distributions considered for this purpose are Johnson-SU, Pearson Type-IV and α-Stable distributions. The two univariate marginal distributions are combined using the Student-t copula. The estimation of all parameters is performed by Maximum Likelihood Estimation. Finally, the models are compared in terms of accurate Value-at-Risk (VaR) forecasts using tests of unconditional coverage and independence. It is found that Copula-MSM-models with leptokurtic innovation distributions perform slightly better than Copula-MSM model with Normal innovations. Copula-MSM models, in general, produce better VaR forecasts as compared to traditional methods like Historical Simulation method, Variance-Covariance approach and Copula-Generalized Autoregressive Conditional Heteroscedasticity (Copula-GARCH) models.

Keywords: Copula, Markov Switching, multifractal, value-at-risk

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1843 X̄ and S Control Charts based on Weighted Standard Deviation Method

Authors: Derya Karagöz

Abstract:

A Shewhart chart based on normality assumption is not appropriate for skewed distributions since its Type-I error rate is inflated. This study presents X̄ and S control charts for monitoring the process variability for skewed distributions. We propose Weighted Standard Deviation (WSD) X̄ and S control charts. Standard deviation estimator is applied to monitor the process variability for estimating the process standard deviation, in the case of the W SD X̄ and S control charts as this estimator is simple and easy to compute. Unlike the Shewhart control chart, the proposed charts provide asymmetric limits in accordance with the direction and degree of skewness to construct the upper and lower limits. The performances of the proposed charts are compared with other heuristic charts for skewed distributions by using Simulation study. The Simulation studies show that the proposed control charts have good properties for skewed distributions and large sample sizes.

Keywords: weighted standard deviation, MAD, skewed distributions, S control charts

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1842 Channel Estimation Using Deep Learning for Reconfigurable Intelligent Surfaces-Assisted Millimeter Wave Systems

Authors: Ting Gao, Mingyue He

Abstract:

Reconfigurable intelligent surfaces (RISs) are expected to be an important part of next-generation wireless communication networks due to their potential to reduce the hardware cost and energy consumption of millimeter Wave (mmWave) massive multiple-input multiple-output (MIMO) technology. However, owing to the lack of signal processing abilities of the RIS, the perfect channel state information (CSI) in RIS-assisted communication systems is difficult to acquire. In this paper, the uplink channel estimation for mmWave systems with a hybrid active/passive RIS architecture is studied. Specifically, a deep learning-based estimation scheme is proposed to estimate the channel between the RIS and the user. In particular, the sparse structure of the mmWave channel is exploited to formulate the channel estimation as a sparse reconstruction problem. To this end, the proposed approach is derived to obtain the distribution of non-zero entries in a sparse channel. After that, the channel is reconstructed by utilizing the least-squares (LS) algorithm and compressed sensing (CS) theory. The simulation results demonstrate that the proposed channel estimation scheme is superior to existing solutions even in low signal-to-noise ratio (SNR) environments.

Keywords: channel estimation, reconfigurable intelligent surface, wireless communication, deep learning

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1841 Optimization of Wavy Channel Using Genetic Algorithm

Authors: Yue-Tzu Yang, Peng-Jen Chen

Abstract:

The present study deals with the numerical optimization of wavy channel with the help of genetic algorithm (GA). Three design variables related to the wave amplitude (A), the wavelength (λ) and the channel aspect ratio (α) are chosen and their ranges are decided through preliminary calculations of three-dimensional Navier-stokes and energy equations. A parametric study is also performed to show the effects of different design variables on the overall performance of the wavy channel. Objective functions related to the heat transfer and pressure drop, performance factor (PF) is formulated to analyze the performance of the wavy channel. The numerical results show that the wave amplitude and the channel aspect ratio have significant effects on the thermal performance. It can improve the performance of the wavy channels by increasing wave amplitude or decreasing the channel aspect ratio. Increasing wavelengths have no significant effects on the heat transfer performance.

Keywords: wavy channel, genetic algorithm, optimization, numerical simulation

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1840 Software-Defined Radio Based Channel Measurement System of Wideband HF Communication System in Low-Latitude Region

Authors: P. H. Mukti, I. Kurniawati, F. Oktaviansyah, A. D. Adhitya, N. Rachmadani, R. Corputty, G. Hendrantoro, T. Fukusako

Abstract:

HF Communication system is one of the attractive fields among many researchers since it can be reached long-distance areas with low-cost. This long-distance communication can be achieved by exploiting the ionosphere as a transmission medium for the HF radio wave. However, due to the dynamic nature of ionosphere, the channel characteristic of HF communication has to be investigated in order to gives better performances. Many techniques to characterize HF channel are available in the literature. However, none of those techniques describe the HF channel characteristic in low-latitude regions, especially equatorial areas. Since the ionosphere around equatorial region has an ESF phenomenon, it becomes an important investigation to characterize the wideband HF Channel in low-latitude region. On the other sides, the appearance of software-defined radio attracts the interest of many researchers. Accordingly, in this paper a SDR-based channel measurement system is proposed to be used for characterizing the HF channel in low-latitude region.

Keywords: channel characteristic, HF communication system, LabVIEW, software-defined radio, universal software radio peripheral

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1839 Numerical Investigation of Hybrid Ferrofluid Unsteady Flow through Porous Channel

Authors: Wajahat Hussain Khan, M. Zubair Akbar Qureshi

Abstract:

The viscous, two-dimensional, incompressible, and laminar time-dependent heat transfer flow through a ferromagnetic fluid is considered in this paper. Flow takes place in a channel between two porous walls under the influence of the magnetic field located beyond the channel. It is assumed that there are no electric field effects and the variation in the magnetic field vector that could occur within the F

Keywords: hybrid ferrofluid, heat transfer, magnetic field, porous channel

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