Search results for: linear dynamic panel data model

Authors: Rakesh Kumar, A. K. Ghosh

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The paper presents the modeling of linear and nonlinear longitudinal aerodynamics using real flight data of Hansa-3 aircraft gathered at low and high angles of attack. The Neural-Gauss-Newton (NGN) method has been applied to model the linear and nonlinear longitudinal dynamics and estimate parameters from flight data. Unsteady aerodynamics due to flow separation at high angles of attack near stall has been included in the aerodynamic model using Kirchhoff’s quasi-steady stall model. NGN method is an algorithm that utilizes Feed Forward Neural Network (FFNN) and Gauss-Newton optimization to estimate the parameters and it does not require any a priori postulation of mathematical model or solving of equations of motion. NGN method was validated on real flight data generated at moderate angles of attack before application to the data at high angles of attack. The estimates obtained from compatible flight data using NGN method were validated by comparing with wind tunnel values and the maximum likelihood estimates. Validation was also carried out by comparing the response of measured motion variables with the response generated by using estimates a different control input. Next, NGN method was applied to real flight data generated by executing a well-designed quasi-steady stall maneuver. The results obtained in terms of stall characteristics and aerodynamic parameters were encouraging and reasonably accurate to establish NGN as a method for modeling nonlinear aerodynamics from real flight data at high angles of attack.

Keywords: parameter estimation, NGN method, linear and nonlinear, aerodynamic modeling

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Authors: Zahra Okba, Hassan El Ouizgani

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Anticipating an individual’s behavior to the environmental factors allows for having relevant ecological forecasts. The Dynamic Energy Budget model facilitates prediction, and it is mechanically dependent on biology to abiotic factors but is generally field verified under relatively stable physical conditions. Dynamic Energy Budget Theory (DEB) is a robust framework that can link the individual state to environmental factors, and in our work, we have tested its ability to account for variability by looking at model predictions in the Agadir Bay, which is characterized by a semi-arid climate and temperature is strongly influenced by the trade winds front and nutritional availability. From previous works in our laboratory, we have collected different biological DEB model parameters of Mytilus galloprovincialis mussel in Agadir Bay. We mathematically formulated the equations that make up the DEB model and then adjusted our analytical functions with the observed biological data of our local species. We also assumed the condition of constant immersion, and then we integrated the details of the tidal cycles to calculate the metabolic depression at low tide. Our results are quite satisfactory concerning the length and shape of the shell in one part and the gonadosomatic index in another part.

Keywords: dynamic energy budget, mussels, mytilus galloprovincialis, agadir bay, DEB model

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Authors: Stefanie M. Vanneste, Stijn Goeminne

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This paper studies the effect of political characteristics of 308 Flemish municipalities on their budget balance in the period 1995-2011. All local governments experience the same economic and financial setting, however some governments have high budget balances, while others have low budget balances. The aim of this paper is to explain the differences in municipal budget balances by a number of economic, socio-demographic and political variables. The economic and socio-demographic variables will be used as control variables, while the focus of this paper will be on the political variables. We test four hypotheses resulting from the literature, namely (i) the partisan hypothesis tests if left wing governments have lower budget balances, (ii) the fragmentation hypothesis stating that more fragmented governments have lower budget balances, (iii) the hypothesis regarding the power of the government, higher powered governments would resolve in higher budget balances, and (iv) the opportunistic budget cycle to test whether politicians manipulate the economic situation before elections in order to maximize their reelection possibilities and therefore have lower budget balances before elections. The contributions of our paper to the existing literature are multiple. First, we use the whole array of political variables and not just a selection of them. Second, we are dealing with a homogeneous database with the same budget and election rules, making it easier to focus on the political factors without having to control for the impact of differences in the political systems. Third, our research extends the existing literature on Flemish municipalities as this is the first dynamic research on local budget balances. We use a dynamic panel data model. Because of the two lagged dependent variables as explanatory variables, we employ the system GMM (Generalized Method of Moments) estimator. This is the best possible estimator as we are dealing with political panel data that is rather persistent. Our empirical results show that the effect of the ideological position and the power of the coalition are of less importance to explain the budget balance. The political fragmentation of the government on the other hand has a negative and significant effect on the budget balance. The more parties in a coalition the worse the budget balance is ceteris paribus. Our results also provide evidence of an opportunistic budget cycle, the budget balances are lower in pre-election years relative to the other years to try and increase the incumbents reelection possibilities. An additional finding is that the incremental effect of the budget balance is very important and should not be ignored like is being done in a lot of empirical research. The coefficients of the lagged dependent variables are always positive and very significant. This proves that the budget balance is subject to incrementalism. It is not possible to change the entire policy from one year to another so the actions taken in recent past years still have an impact on the current budget balance. Only a relatively small amount of research concerning the budget balance takes this considerable incremental effect into account. Our findings survive several robustness checks.

Keywords: budget balance, fragmentation, ideology, incrementalism, municipalities, opportunistic budget cycle, panel data, political characteristics, power, system GMM

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Authors: Yoonsuh Jung, Steven N. MacEachern

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Check loss function is used to define quantile regression. In the prospect of cross validation, it is also employed as a validation function when underlying truth is unknown. However, our empirical study indicates that the validation with check loss often leads to choosing an over estimated fits. In this work, we suggest a modified or L2-adjusted check loss which rounds the sharp corner in the middle of check loss. It has a large effect of guarding against over fitted model in some extent. Through various simulation settings of linear and non-linear regressions, the improvement of check loss by L2 adjustment is empirically examined. This adjustment is devised to shrink to zero as sample size grows.

Keywords: cross-validation, model selection, quantile regression, tuning parameter selection

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Authors: Mark Ashton Newman, Richard Blagrove, Jonathan Folland

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The force-velocity profile of an individual has been shown to influence success in ballistic movements, independent of the individuals' maximal power output; therefore, effective and accurate evaluation of an individual’s F-V characteristics and not solely maximal power output is important. The relatively narrow range of loads typically utilised during force-velocity profiling protocols due to the difficulty in obtaining force data at high velocities may bring into question the accuracy of the F-V slope along with predictions pertaining to the maximum force that the system can produce at a velocity of null (F₀) and the theoretical maximum velocity against no load (V₀). As such, the reliability of the slope of the force-velocity profile, as well as V₀, has been shown to be relatively poor in comparison to F₀ and maximal power, and it has been recommended to assess velocity at loads closer to both F₀ and V₀. The aim of the present study was to assess the relative and absolute reliability of an instrumented novel leg press machine which enables the assessment of force and velocity data at loads equivalent to ≤ 10% of one repetition maximum (1RM) through to 1RM during a ballistic leg press movement. The reliability of maximal and mean force, velocity, and power, as well as the respective force-velocity and power-velocity relationships and the linearity of the force-velocity relationship, were evaluated. Sixteen male strength-trained individuals (23.6 ± 4.1 years; 177.1 ± 7.0 cm; 80.0 ± 10.8 kg) attended four sessions; during the initial visit, participants were familiarised with the leg press, modified to include a mounted force plate (Type SP3949, Force Logic, Berkshire, UK) and a Micro-Epsilon WDS-2500-P96 linear positional transducer (LPT) (Micro-Epsilon, Merseyside, UK). Peak isometric force (IsoMax) and a dynamic 1RM, both from a starting position of 81% leg length, were recorded for the dominant leg. Visits two to four saw the participants carry out the leg press movement at loads equivalent to ≤ 10%, 30%, 50%, 70%, and 90% 1RM. IsoMax was recorded during each testing visit prior to dynamic F-V profiling repetitions. The novel leg press machine used in the present study appears to be a reliable tool for measuring F and V-related variables across a range of loads, including velocities closer to V₀ when compared to some of the findings within the published literature. Both linear and polynomial models demonstrated good to excellent levels of reliability for SFV and F₀ respectively, with reliability for V₀ being good using a linear model but poor using a 2nd order polynomial model. As such, a polynomial regression model may be most appropriate when using a similar unilateral leg press setup to predict maximal force production capabilities due to only a 5% difference between F₀ and obtained IsoMax values with a linear model being best suited to predict V₀.

Keywords: force-velocity, leg-press, power-velocity, profiling, reliability

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Authors: Mahmoud Hassan, Walid Oueslati, Damien Rousseliere

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This paper explores the channels through which energy taxes may affect economic growth, using a simultaneous equations model for a balanced panel data of 31 OECD countries over the 1994–2013 period. The empirical results reveal a negative impact of energy taxes on physical investment in the short and long term. This impact is negatively sensitive to the existence and level of public debt. Additionally, the results show that energy taxes have an indirect effect on human capital through their impact on polluting emissions. The taxes on energy products are able to reduce both the flux and the stock of polluting emissions that have a negative impact on human capital skills in the short and long term. Finally, we found that energy taxes could encourage eco-innovation in the short and long term.

Keywords: energy taxes, economic growth, public debt, simultaneous equations model, multiple imputation

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Authors: Nor Mazlin Zahari, Lian Gan, Xuerui Mao

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The power production in wind farms and the mechanical loads on the turbines are strongly impacted by the wake of the wind turbine. Thus, there is a need for understanding and modelling the turbine wake dynamic in the wind farm and the layout optimization. Having a good wake model is important in predicting plant performance and understanding fatigue loads. In this paper, the Dynamic Mode Decomposition (DMD) was applied to the simulation data generated by a Direct Numerical Simulation (DNS) of flow around a turbine, perturbed by upstream inflow noise. This technique is useful in analyzing the wake flow, to predict its future states and to reflect flow dynamics associated with the coherent structures behind wind turbine wake flow. DMD was employed to describe the dynamic of the flow around turbine from the DNS data. Since the DNS data comes with the unstructured meshes and non-uniform grid, the interpolation of each occurring within each element in the data to obtain an evenly spaced mesh was performed before the DMD was applied. DMD analyses were able to tell us characteristics of the travelling waves behind the turbine, e.g. the dominant helical flow structures and the corresponding frequencies. As the result, the dominant frequency will be detected, and the associated spatial structure will be identified. The dynamic mode which represented the coherent structure will be presented.

Keywords: coherent structure, Direct Numerical Simulation (DNS), dominant frequency, Dynamic Mode Decomposition (DMD)

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Authors: Moaine Jebara, Lionel Boillereaux, Sofiane Belhabib, Michel Havet, Alain Sarda, Pierre Mousseau, Rémi Deterre

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Energy consumption efficiency is a major concern for the material processing industry such as thermoforming process and molding. Indeed, these systems should deliver the right amount of energy at the right time to the processed material. Recent technical development, as well as the particularities of the heating system dynamics, made the Model Predictive Control (MPC) one of the best candidates for thermal control of several production processes like molding and composite thermoforming to name a few. The main principle of this technique is to use a dynamic model of the process inside the controller in real time in order to anticipate the future behavior of the process which allows the current timeslot to be optimized while taking future timeslots into account. This study presents a procedure based on a predictive control that brings balance between optimality, simplicity, and flexibility of its implementation. The development of this approach is progressive starting from the case of a single zone before its extension to the multizone and/or multisource case, taking thus into account the thermal couplings between the adjacent zones. After a quadratic formulation of the MPC criterion to ensure the thermal control, the linear expression is retained in order to reduce calculation time thanks to the use of the ARMAX linear decomposition methods. The effectiveness of this approach is illustrated by experiment and simulation.

Keywords: energy efficiency, linear decomposition methods, model predictive control, mold heating systems

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Authors: Javid Iqbal, Zhu Shifan

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The development in the construction of unconventional ships and the implementation of lightweight materials have shown a large impulse towards finite element (FE) method, making it a general tool for ship design. This paper briefly presents the modeling and analysis techniques of ship structures using FE method for complex boundary conditions which are difficult to analyze by existing Ship Classification Societies rules. During operation, all ships experience complex loading conditions. These loads are general categories into thermal loads, linear static, dynamic and non-linear loads. General strength of the ship structure is analyzed using static FE analysis. FE method is also suitable to consider the local loads generated by ballast tanks and cargo in addition to hydrostatic and hydrodynamic loads. Vibration analysis of a ship structure and its components can be performed using FE method which helps in obtaining the dynamic stability of the ship. FE method has developed better techniques for calculation of natural frequencies and different mode shapes of ship structure to avoid resonance both globally and locally. There is a lot of development towards the ideal design in ship industry over the past few years for solving complex engineering problems by employing the data stored in the FE model. This paper provides an overview of ship modeling methodology for FE analysis and its general application. Historical background, the basic concept of FE, advantages, and disadvantages of FE analysis are also reported along with examples related to hull strength and structural components.

Keywords: dynamic analysis, finite element methods, ship structure, vibration analysis

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Authors: Mogens Saberi

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The focus of this article is to present the experience gained from the design of a grouted pile-sleeve connection and to present simple design expressions which can be used in the preliminary design phase of such connections. The grout pile-sleeve connection serves as a connection between an offshore jacket foundation and pre-installed piles located in the seabed. The jacket foundation supports a wind turbine generator resulting in significant dynamic loads on the connection. The connection is designed with shear keys in order to optimize the overall design but little experience is currently available in the use of shear keys in such connections. It is found that the consequence of introducing shear keys in the design is a very complex stress distribution which requires special attention due to significant fatigue loads. An optimal geometrical shape of the shear keys is introduced in order to avoid large stress concentration factors and a relatively easy fabrication. The connection is analysed in ANSYS Mechanical where the grout is modelled by a non-linear material model which allows for cracking of the grout material and captures the elastic-plastic behaviour of the grout material. Special types of finite elements are used in the interface between the pile sleeve and the grout material to model the slip surface between the grout material and the steel. Based on the performed finite element modelling simple design expressions are introduced.

Keywords: fatigue design, non-linear finite element modelling, structural dynamics, simple design expressions

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Authors: Mounir Tichamakdj, Khaled Sandjak, Boualem Tiliouine

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The design of flexible pavements is currently carried out using a multilayer elastic theory. However, for thin-surface pavements subject to light or medium traffic volumes, the importance of the non-linear stress-strain behavior of unbound granular materials requires the use of more sophisticated numerical models for the structural design of these pavements. The simplified analysis of the nonlinear behavior of granular materials in pavement design will be developed in this study. To achieve this objective, an equivalent linear model derived from a volumetric shear stress model is used to simulate the nonlinear elastic behavior of two unlinked local granular materials often used in pavements. This model is included here to adequately incorporate material non-linearity due to stress dependence and stiffness of the granular layers in the flexible pavement analysis. The sensitivity of the pavement design criteria to the likely variations in asphalt layer thickness and the mineralogical nature of unbound granular materials commonly used in pavement structures are also evaluated.

Keywords: granular materials, linear equivalent model, non-linear behavior, pavement design, shear volumetric strain model

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

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

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

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Authors: Ahmed Rashad Harb Riad Ismail

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The purpose of this research is to study the potential of Dynamic Pricing if deployed by mobile operators and analyse its effects from both operators and consumers side. Furthermore, to conclude, throughout the research study, the recommended conditions for successful Dynamic Pricing deployment, recommended factors identifying the type of markets where Dynamic Pricing can be effective, and proposal for a Dynamic Pricing stakeholders’ framework were presented. Currently, the mobile telecommunications industry is witnessing a dramatic growth rate in the data consumption, being fostered mainly by higher data speed technology as the 4G LTE and by the smart devices penetration rates. However, operators’ revenue from data services lags behind and is decupled from this data consumption growth. Pricing strategy is a key factor affecting this ecosystem. Since the introduction of the 4G LTE technology will increase the pace of data growth in multiples, consequently, if pricing strategies remain constant, then the revenue and usage gap will grow wider, risking the sustainability of the ecosystem. Therefore, this research study is focused on Dynamic Pricing for 4G LTE data services, researching the drivers, benefits and challenges of 4G LTE Dynamic Pricing and the feasibility of its deployment in practice from different perspectives including operators, regulators, consumers, and telecommunications equipment manufacturers point of views.

Keywords: LTE, dynamic pricing, EPC, research

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Authors: Igor Velickovski, Aleksandar Stojkov, Ivana Rajkovic

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This paper investigates drivers of shock synchronization using quarterly data for 27 European countries over the period 1999-2013 and taking into account the difference between core (‘the euro area core locomotive’) and peripheral euro area and transition countries (‘the peripheral wagons’). Results from panel error-correction models suggest that core of the euro area has not been strong magnetizer of the shock convergence of periphery and transition countries since the euro inception as a result of the offsetting effects of the various factors that affected the shock convergence process. These findings challenge the endogeneity hypothesis in the optimum currency area framework and rather support the specialisation paradigm which is concerning evidence for the future stability of the euro area.

Keywords: dynamic panel models, shock synchronisation, trade, optimum currency area

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Authors: Zaki Ahmad Khan, Jamshed Siddiqui, Abdus Samad

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The Scheduling and mapping of tasks on a set of processors is considered as a critical problem in parallel and distributed computing system. This paper deals with the problem of dynamic scheduling on a special type of multiprocessor architecture known as Linear Crossed Cube (LCQ) network. This proposed multiprocessor is a hybrid network which combines the features of both linear type of architectures as well as cube based architectures. Two standard dynamic scheduling schemes namely Minimum Distance Scheduling (MDS) and Two Round Scheduling (TRS) schemes are implemented on the LCQ network. Parallel tasks are mapped and the imbalance of load is evaluated on different set of processors in LCQ network. The simulations results are evaluated and effort is made by means of through analysis of the results to obtain the best solution for the given network in term of load imbalance left and execution time. The other performance matrices like speedup and efficiency are also evaluated with the given dynamic algorithms.

Keywords: dynamic algorithm, load imbalance, mapping, task scheduling

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Authors: Luciano Oliveira, Elsa Vásquez-Alvarez

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The increase in rail freight transport in Brazil in recent years requires new railway lines and the maintenance of existing ones, which generates high costs for concessionaires. It is in this context that this work is inserted, whose objective is to propose a method that uses Binary Linear Programming for the choice of sleeper and rail fastening, from various options, including the way to apply these materials, with focus to minimize costs. Unit value information, the life cycle each of material type, and service expenses are considered. The model was implemented in commercial software using real data for its validation. The formulated model can be replicated to support decision-making for other railway projects in the choice of sleepers and rail fastening with lowest cost.

Keywords: linear programming, rail fastening, rail sleeper, railway

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Authors: Saba Rahman, Arvind K. Jain, S. D. Bharti, T. K. Datta

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The present study compares the semi-empirical wake-oscillator models that are used to predict vortex-induced vibration of structures. These models include those proposed by Facchinetti, Farshidian, and Dolatabadi, and Skop and Griffin. These models combine a wake oscillator model resembling the Van der Pol oscillator model and a single degree of freedom oscillation model. In order to use these models for estimating the top displacement of chimneys, the first mode vibration of the chimneys is only considered. The modal equation of the chimney constitutes the single degree of freedom model (SDOF). The equations of the wake oscillator model and the SDOF are simultaneously solved using an iterative procedure. The empirical parameters used in the wake-oscillator models are estimated using a newly developed approach, and response is compared with experimental data, which appeared comparable. For carrying out the iterative solution, the ode solver of MATLAB is used. To carry out the comparative study, a tall concrete chimney of height 210m has been chosen with the base diameter as 28m, top diameter as 20m, and thickness as 0.3m. The responses of the chimney are also determined using the linear model proposed by E. Simiu and the deterministic model given in Eurocode. It is observed from the comparative study that the responses predicted by the Facchinetti model and the model proposed by Skop and Griffin are nearly the same, while the model proposed by Fashidian and Dolatabadi predicts a higher response. The linear model without considering the aero-elastic phenomenon provides a less response as compared to the non-linear models. Further, for large damping, the prediction of the response by the Euro code is relatively well compared to those of non-linear models.

Keywords: chimney, deterministic model, van der pol, vortex-induced vibration

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Authors: Mahadev Bhise, Nabanita Majumder

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Recent studies have found association between air pollutants and mortality, particularly how concentration of air pollutant explains under-five mortality across the countries. Thus, the present study evaluates the relationship between Carbon dioxide (CO2) emission and under-five mortality, while controlling other well-being determinant of Under-five mortality in 100 countries using panel unbalanced cross sectional data. We have used PCSE and GMM model for the period 1990-2011 to meet our objectives. Our findings suggest that, the positive relationship between lagged periods of carbon dioxide and under-five mortality; the percentage of rural population with access of improved water is negatively associated with under-five mortality, while in case of urban population with access of improved water, is positively related to under-five mortality. Access of sanitation facility, food production index, GDP per capita, and concentration of urban population have significant negative impact on under-five mortality. Further, total fertility rate is significantly associated (positive) with under-five mortality which indicates relative change in fertility is related to relative change in under-five mortality.

Keywords: arbon dioxide (CO2), under-five mortality (0q5), gross domestic product (GDP), urban population, food production, panel corrected standard errors (PCSE), generalized method of moments (GMM)

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Authors: Mohsen Ziaee

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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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Authors: Lovorka Galetic, Zeljko Vukelic

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The advanced concepts of strategic and innovation management in the sphere of company dynamic and innovation capabilities, and achieving their mutual alignment and a synergy effect, are important elements in business today. This paper analyses the theory and empirically investigates the influence of a company’s dynamic capabilities on its innovation capabilities. A new multidimensional model of dynamic capabilities is presented, consisting of five factors appropriate to real time requirements, while innovation capabilities are considered pursuant to the official OECD and Eurostat standards. After examination of dynamic and innovation capabilities indicated their theoretical links, the empirical study testing the model and examining the influence of a company’s dynamic capabilities on its innovation capabilities showed significant results. In the study, a research model was posed to relate company dynamic and innovation capabilities. One side of the model features the variables that are the determinants of dynamic capabilities defined through their factors, while the other side features the determinants of innovation capabilities pursuant to the official standards. With regard to the research model, five hypotheses were set. The study was performed in late 2014 on a representative sample of large and very large Croatian enterprises with a minimum of 250 employees. The research instrument was a questionnaire administered to company top management. For both variables, the position of the company was tested in comparison to industry competitors, on a fivepoint scale. In order to test the hypotheses, correlation tests were performed to determine whether there is a correlation between each individual factor of company dynamic capabilities with the existence of its innovation capabilities, in line with the research model. The results indicate a strong correlation between a company’s possession of dynamic capabilities in terms of their factors, due to the new multi-dimensional model presented in this paper, with its possession of innovation capabilities. Based on the results, all five hypotheses were accepted. Ultimately, it was concluded that there is a strong association between the dynamic and innovation capabilities of a company. 

Keywords: dynamic capabilities, innovation capabilities, competitive advantage, business results

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Authors: Veerpal Kaur

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The present paper aims at investigating the role of dynamic externalities of agglomeration in the regional productivity growth of manufacturing sector in India and China. Taking 2-digit level manufacturing sector data of states and provinces of India and China respectively for the period of 1998-99 to 2011-12, this paper examines the effect of dynamic externalities namely – Marshall-Arrow-Romer (MAR) specialization externalities, Jacobs’s diversity externalities, and Porter’s competition externalities on regional total factor productivity growth (TFPG) of manufacturing sector in both economies. Regressions have been carried on pooled data for all 2-digit manufacturing industries for India and China separately. The estimation of Panel has been based on a fixed effect by sector model. The results of econometric exercise show that labour-intensive industries in Indian regional manufacturing benefit from diversity externalities and capital intensive industries gain more from specialization in terms of TFPG. In China, diversity externalities and competition externalities hold better prospectus for regional TFPG in both labour intensive and capital intensive industries. But if we look at results for coastal and non-coastal region separately, specialization tends to assert a positive effect on TFPG in coastal regions whereas it has a negative effect on TFPG of coastal regions. Competition externalities put a negative effect on TFPG of non-coastal regions whereas it has a positive effect on TFPG of coastal regions. Diversity externalities made a positive contribution to TFPG in both coastal and non-coastal regions. So the results of the study postulate that the importance of dynamic externalities should not be examined by pooling all industries and all regions together. This could hold differential implications for region specific and industry-specific policy formulation. Other important variables explaining regional level TFPG in both India and China have been the availability of infrastructure, level of competitiveness, foreign direct investment, exports and geographical location of the region (especially in China).

Keywords: China, dynamic externalities, India, manufacturing, productivity

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Authors: Ibnorachid Zakaria, El Bikri Khalid, Benamar Rhali, Farah Abdoun

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The aim of the present work is to study the linear free symmetric vibration of three-layer sandwich beam using the energy method. The zigzag model is used to describe the displacement field. The theoretical model is based on the top and bottom layers behave like Euler-Bernoulli beams while the core layer like a Timoshenko beam. Based on Hamilton’s principle, the governing equation of motion sandwich beam is obtained in order to calculate the linear frequency parameters for a clamped-clamped and simple supported-simple-supported beams. The effects of material properties and geometric parameters on the natural frequencies are also investigated.

Keywords: linear vibration, sandwich, shear deformation, Timoshenko zig-zag model

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Authors: Yihua Wang, Yunru Lai

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Statistical process control has been successfully applied in a variety of industries. In some applications, the quality of a process or product is better characterized and summarized by a functional relationship between a response variable and one or more explanatory variables. A collection of this type of data is called a profile. Profile monitoring is used to understand and check the stability of this relationship or curve over time. The independent assumption for the error term is commonly used in the existing profile monitoring studies. However, in many applications, the profile data show correlations over time. Therefore, we focus on a general linear regression model with a first-order autocorrelation between profiles in this study. We propose an exponentially weighted moving average charting scheme to monitor this type of profile. The simulation study shows that our proposed methods outperform the existing schemes based on the average run length criterion.

Keywords: autocorrelation, EWMA control chart, general linear regression model, profile monitoring

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Authors: Sennanda Musa, Ahmed Mutunzi Kitunzi, Gerald Kasigwa, Ismail Kintu

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This paper is an analysis of the empirical relationship between project financing by Islamic Development Bank (IsDB) and the poverty trends in the context of countries benefiting from IsDB. Specifically, the study seeks to find out whether there is a statistically significant relationship between the project financing dollar amounts by IsDB (PF) and the GNI Per Capita, PPP of 57 countries for the years 2002 to 2021. The research is a longitudinal, desk-top triangulation of correlation, regression, hypothesis-testing employing the linear dynamic panel data GMM model as an estimator of the empirical relationships between the key variables of the study. The study results show that there is a significant positive relationship between the PF dollar amounts from the IsDB and the GNI Per Capita, PPP in these 57 countries. Therefore, countries that receive higher PF dollar amounts from the IsDB, generally have more GNI Per Capita, PPP (less poverty) than their counterparts. It is, therefore, recommendable for countries to formulate policies that facilitate Islamically financed projects to mitigate poverty. This paper develops policy discussions regarding allocation of political attention to the policy topics on poverty mitigation, and their relation to financing projects Islamically, thus generate information on policy choices regarding the Islamic financing alternative.

Keywords: gross-national-income, IsDB-project-financing, public policy, poverty

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Authors: Kyu Jin Kim, Byung Kwan Oh, Hyo Seon Park

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The seismic responses-based structural health monitoring system has been performed to prevent seismic damage. Structural seismic damage of building is caused by the instantaneous stress concentration which is related with dynamic characteristic of earthquake. Meanwhile, seismic response analysis to estimate the dynamic responses of building demands significantly high computational cost. To prevent the failure of structural members from the characteristic of the earthquake and the significantly high computational cost for seismic response analysis, this paper presents an artificial neural network (ANN) based prediction model for dynamic responses of building considering specific time length. Through the measured dynamic responses, input and output node of the ANN are formed by the length of specific time, and adopted for the training. In the model, evolutionary radial basis function neural network (ERBFNN), that radial basis function network (RBFN) is integrated with evolutionary optimization algorithm to find variables in RBF, is implemented. The effectiveness of the proposed model is verified through an analytical study applying responses from dynamic analysis for multi-degree of freedom system to training data in ERBFNN.

Keywords: structural health monitoring, dynamic response, artificial neural network, radial basis function network, genetic algorithm

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Authors: Kuan-Chou Chen

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This paper will demonstrate a simulation model of an information security system by using the systems dynamic approach. The relationships in the system model are designed to be simple and functional and do not necessarily represent any particular information security environments. The purpose of the paper aims to develop a generic system dynamic information security system model with implications on information security research. The interrelated and interdependent relationships of five primary sectors in the system dynamic model will be presented in this paper. The integrated information security systems model will include (1) information security characteristics, (2) users, (3) technology, (4) business functions, and (5) policy and management. Environments, attacks, government and social culture will be defined as the external sector. The interactions within each of these sectors will be depicted by system loop map as well. The proposed system dynamic model will not only provide a conceptual framework for information security analysts and designers but also allow information security managers to remove the incongruity between the management of risk incidents and the management of knowledge and further support information security managers and decision makers the foundation for managerial actions and policy decisions.

Keywords: system thinking, information security systems, security management, simulation

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Authors: Bahram Fathi, Karim Alizadeh, Azam Mohammadbagheri

Abstract:

The aim of this paper is to investigate the role of oil price shocks in explaining business cycles in Iran using a dynamic stochastic general equilibrium approach. This model incorporates both productivity and oil revenue shocks. The results indicate that productivity shocks are relatively more important to business cycles than oil shocks. The model with two shocks produces different values for volatility, but these values have the same ranking as that of the actual data for most variables. In addition, the actual data are close to the ratio of standard deviations to the output obtained from the model with two shocks. The results indicate that productivity shocks are relatively more important to business cycles than the oil shocks. The model with only a productivity shock produces the most similar figures in term of volatility magnitude to that of the actual data. Next, we use the Impulse Response Functions (IRF) to evaluate the capability of the model. The IRF shows no effect of an oil shock on the capital stocks and on labor hours, which is a feature of the model. When the log-linearized system of equations is solved numerically, investment and labor hours were not found to be functions of the oil shock. This research recommends using different techniques to compare the model’s robustness. One method by which to do this is to have all decision variables as a function of the oil shock by inducing the stationary to the model differently. Another method is to impose a bond adjustment cost. This study intends to fill that gap. To achieve this objective, we derive a DSGE model that allows for the world oil price and productivity shocks. Second, we calibrate the model to the Iran economy. Next, we compare the moments from the theoretical model with both single and multiple shocks with that obtained from the actual data to see the extent to which business cycles in Iran can be explained by total oil revenue shock. Then, we use an impulse response function to evaluate the role of world oil price shocks. Finally, I present implications of the findings and interpretations in accordance with economic theory.

Keywords: oil price, shocks, dynamic stochastic general equilibrium, Iran

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Authors: Jianzhou Ni, Hua Fan

Abstract:

It has been determined that supervisor support has a major influence on postgraduate students' academic emotions and is considered a method of successfully anticipating postgraduates' good psychological well-being levels. As a result, by assessing the mediating influence upon academic emotions for contemporary postgraduates in China, this study investigated the tight reciprocal relationship between psychological empowerment and positive mental well-being among postgraduates. To that end, a help enables a theoretical analysis of role clarity, academic emotion, and positive psychological health was developed, and its validity and reliability were demonstrated for the first time using the normalized postgrad relationship with supervisor scale, academic emotion scale, and positive mental scale, as well as questionnaire data from Chinese postgraduate students. This study used the cross-lagged (ARCL) panel model data to longitudinally measure 798 valid data from two survey questions polls taken in 2019 (T1) and 2021 (T2) to investigate the link between supervisor support and positive graduate student mental well-being in a bidirectional relationship of influence. The study discovered that mentor assistance could have a considerable beneficial impact on graduate students' academic emotions and, as a result, indirectly help learners attain positive mental health development. This verifies the theoretical premise that academic emotions partially mediate the effect of mentor support on positive mental health development and argues for the coexistence of the two. The outcomes of this study can help researchers gain a better knowledge of the dynamic interplay among three different research variables: supervisor support, academic emotions, and positive mental health, as well as fill gaps in previous research. In this regard, the study indicated that mentor assistance directly stimulates students' academic drive and assists graduate students in developing good academic emotions, which contributes to the development of positive mental health. However, given the restricted measurement time in this study's cross-lagged panel data and the potential effect of moderating effects other than academic mood on graduate students' good mental health, the results of this study need to be more fully understood and validated.

Keywords: supervisor support, academic emotions, positive mental health, interaction effects, longitudinal cross-lagged measurements

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Authors: Daniel Fundi Murithi

Abstract:

Missing data is a real bane in many surveys. To overcome the problems caused by missing data, partial deletion, and single imputation methods, among others, have been proposed. However, problems such as discarding usable data and inaccuracy in reproducing known population parameters and standard errors are associated with them. For regression and stochastic imputation, it is assumed that there is a variable with complete cases to be used as a predictor in estimating missing values in the other variable, and the relationship between the two variables is linear, which might not be realistic in practice. In this project, we estimate population total in presence of missing values in two-phase sampling. Instead of regression or stochastic models, non-parametric model based regression model is used in imputing missing values. Empirical study showed that nonparametric model-based regression imputation is better in reproducing variance of population total estimate obtained when there were no missing values compared to mean, median, regression, and stochastic imputation methods. Although regression and stochastic imputation were better than nonparametric model-based imputation in reproducing population total estimates obtained when there were no missing values in one of the sample sizes considered, nonparametric model-based imputation may be used when the relationship between outcome and predictor variables is not linear.

Keywords: finite population total, missing data, model-based imputation, two-phase sampling

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Authors: T. Parhizkar, H. Jafarian, F. Aramoun, Y. Saboohi

Abstract:

Applying motorized shades have substantial effect on reducing energy consumption in building sector. Moreover, the combination of motorized shades with lighting systems and PV panels can lead to considerable reduction in the energy demand of buildings. In this paper, a model is developed to assess and find an optimum combination from shade designs, lighting control systems (dimming and on/off) and implementing PV panels in shades point of view. It is worth mentioning that annual saving for all designs is obtained during hourly simulation of lighting, solar heat flux and electricity generation with the use of PV panel. From 12 designs in general, three designs, two lighting control systems and PV panel option is implemented for a case study. The results illustrate that the optimum combination causes a saving potential of 792kW.hr per year.

Keywords: motorized shades, daylight, cooling load, shade control, hourly simulation

Procedia PDF Downloads 148