Search results for: markov renewal

Authors: Chitaranjan Sharma

Abstract:

The present paper deals with the analysis of a fuel supply system in an automobile engine of a four wheeler which is having both the option of fuel i.e. PETROL and CNG. Since CNG is cheaper than petrol so the priority is given to consume CNG as compared to petrol. An automatic switch is used to start petrol supply at the time of failure of CNG supply. Using regenerative point technique with Markov renewal process, the reliability characteristics which are useful to system designers are obtained.

Keywords: reliability, redundancy, repair time, transition, probability, regenerative points, markov renewal, process

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Authors: Hong Chen, Li Heping

Abstract:

China's urbanization rate has exceeded 60%, and in the long term, China's urbanization development will enter a new stage of transformation and development focusing on quality improvement, and urban renewal has become an important part of China's urban development. In the past, many cities in the process of renewal in order to maximize the pursuit of economic interests, large-scale demolition of the old to build new, accelerating the disappearance of regional history and culture, aggravating the homogenization of the city. With the changes in the economic and social development environment, urban renewal requires a more comprehensive perspective of action. Starting from the perspective of the core of urban management theory, this paper is oriented to culture-enabled urban renewal and takes the urban renewal of Changbin Road Area in Yuzhong District of Chongqing as an example to expound the problems and renewal strategies in its urban renewal, so as to provide references for the urban renewal of other Chinese cities in the new period.

Keywords: Urban management, Urban culture, Urban renewal in mountainous areas, urban renewal

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Authors: Sun Ailu, Zhao Wanmin

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In the process of rapid urbanization, old urban renewal is an important task in China's urban construction. This study, using status survey and Analytic Hierarchy Process (AHP) method, taking Chongqing of China as an example, puts forward the problems faced by the old urban area from the aspects of function, facilities and environment. Further, this study summarizes the types of the old urban area and proposes space renewal strategies for three typical old urban areas, such as old residential area, old factory and old market. These old urban areas are confronted with the problems of functional layout confounding, lack of infrastructure and poor living environment. At last, this paper proposes spatial strategies for urban renewal, which are hoped to be useful for urban renewal management in China.

Keywords: old urban renewal, renewal mode, renewal strategy, Chongqing, China

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Authors: Ali Isapour, Ramin Nateghi

Abstract:

— Markov parameters are unique parameters of the system and remain unchanged under similarity transformations. Markov parameters from a power series that is convergent only if the system matrix’s eigenvalues are inside the unity circle. Therefore, Markov parameters of a stable discrete-time system are convergent. In this study, we aim to realize the system based on Markov parameters by using Artificial Neural Networks (ANN), and this end, we use Flexible Neural Networks. Realization means determining the elements of matrices A, B, C, and D.

Keywords: Markov parameters, realization, activation function, flexible neural network

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Authors: Alshehri Sultan

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Organizational change has remained an important subject for many researchers in the field of organizations theory. We propose the importance of organizational liability of renewal through a model that examines how an organization can overcome potential rigidities in organizational capabilities from learning by changing capabilities. We examine whether an established organization can overcome liability of renewal by changes in organizational capabilities and how the organizational renewal process reflect on the balance between the dynamic aspect of organizational learning as demonstrated by changes in capabilities and the stabilizing aspects of organizational inertia. We found both positive relationship between organizational learning and performance, and between legitimacy and performance. Performance and legitimacy have, however, a negative relationship on the pressure for change.

Keywords: organizational capabilities, organizational liability, liability of renewal, pressure for change

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Authors: Muzaffer Ali Yaygın, Mehmet Topçu

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This research aims to investigate morphological changes in urban patterns in urban renewal areas by using geographic information systems and to reveal pattern differences that occur before and after urban renewal processes by applying a morphological analysis. The concept of urban morphology is not involved in urban renewal and urban planning practices in Turkey. This situation destroys the structural characteristic of urban space which appears as a consequence of changes at city, street or plot level. Different approaches and renewal interventions to urban settlements, which are formed as a reflection of cultural issues, may have positive and negative results. A morphological analysis has been applied to an urban renewal area that covers 325 ha. in Konya, in which city urban renewal projects have gained speed with the increasing of economic investments in this study. The study mentions urban renewal and urban morphology relationship, varied academic approach on the urban morphology issue, urban morphology components, changes in lots pattern and numerical differences that occur on road, construction and green space ratios that are before and after the renewal project, and the results of the morphological analysis. It is seen that the built-up area has significant differences when compared to the previous situation. The amount of green areas decreased significantly in quantitative terms; the transportation systems has been changed completely; and the property ownership has been reconstructed without taking the previous situation into account. Findings show that urban renewal projects in Turkey are put into practice with a rent-oriented approach without making an in-depth analysis. The paper discusses the morphological dimension of urban renewal projects in Turkey through a case study from Konya city.

Keywords: Konya, pattern, urban morphology, urban renewal

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Authors: Farzad Pargar

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We introduce the preventive maintenance and renewal scheduling problem for a multi-unit system over a finite and discretized time horizon. Given the latest possible time for carrying out the next maintenance and renewal projects after the previous ones and considering several common set-up costs, the introduced scheduling model tries to minimize the cost of projects by grouping them and simultaneously finding the optimal balance between doing maintenance and renewal. We present a 0-1 pure integer linear programming that determines which projects should be performed together on which location and in which period (e.g., week or month). We consider railway track as a case for our study and test the performance of the proposed model on a set of test problems. The experimental results show that the proposed approach performs well.

Keywords: maintenance, renewal, scheduling, mathematical programming model

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Authors: Sibel Ecemis Kilic, Neslihan Karatas

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The concept of urban renewal came up with interventions to the urban areas which have social and economic problems aimed at gaining the city. In Turkey after 2000, urban renewal has become a frequent topic on the agenda; regulations have been developed in this regard. Urban renewal project would be a focal point for the formation of the city in the near future. The future of the city is directly related to how to achieve these applications. Urban renewal policies will be decisive in the positive or negative development of the potential of the existing renewal process. Urban renewal is seen as a refreshing new planned action for reshaping unplanned and uncontrolled growth of big cities/metropolitan areas. In this context, Izmir is one of the largest metropolitan areas which came on the agenda of urban renewal application in the recent period. Izmir, which is the third largest city of Turkey, is an important trade and port city. The city, located west of Turkey, is a gate opening to Europe. In particular, continued its development rapidly after the Republican Period, it has become an important big city today. Assessment of the current situation shows that the majority of existing residential areas was formed with squatters and unplanned settlements in Izmir city center. Therefore, an important part of these areas have significant problems in terms of the quality of life, safety, and environmental quality. Legal residential areas which have had developed before 2000 is seen inadequate security in terms of an earthquake. In this study, the central policies in Turkey and local policies in İzmir about urban renewal will be considered. In addition, urban renewal projects that are being implemented or applied in Izmir were discussed and suggestions will be developed in accordance with this policy.

Keywords: urban transformation, Izmir, urban planning, urban renewal

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Authors: Shih-Kuei Lin

Abstract:

The characterization of the arbitrage-free dynamics of interest rates is developed in this study under the presence of Markov jump risks, when the term structure of the interest rates is modeled through simple forward rates. We consider Markov jump risks by allowing randomness in jump sizes, independence between jump sizes and jump times. The Markov jump diffusion model is used to capture empirical phenomena and to accurately describe interest jump risks in a financial market. We derive the arbitrage-free model of simple forward rates under the spot measure. Moreover, the analytical pricing formulas for a cap and a floor are derived under the forward measure when the jump size follows a lognormal distribution. In our empirical analysis, we find that the LIBOR market model with Markov jump risk better accounts for changes from/to different states and different rates.

Keywords: arbitrage-free, cap and floor, Markov jump diffusion model, simple forward rate model, volatility smile, EM algorithm

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Authors: Jingjing Li, Shifu Wang

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After the irreversible consequences of the traditional renewal mode of ‘function first and then beautification’, such as the constructive destruction, social differentiation, and cultural, ecological imbalance, the renewal of the historical urban area began to pay attention to the excavation of cultural connotation, and entered a new stage from the pursuit of ‘quantity’ growth to the promotion of ‘quality’, expecting to rejuvenate the old city through the intervention of public art. This paper interprets the cases at home and abroad, summarizes the different forms of expression and application strategies of public art in the renewal of historical urban areas, and combs the limitations of the existing practice in Guangzhou through observation. Finally, it puts forward suggestions from three aspects of the system, implementation strategy, and implementation path, respectively, and explores the path of simultaneous rejuvenation of material space and cultural space in historical urban areas under the intervention of public art.

Keywords: public art, historic city, public space, renewal activation

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Authors: Qingxiang Zeng

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Since the beginning of the 21st century, China's urbanization process has rapidly progressed. Since 2005, China's developed regions have gradually entered the stage of urban conservation and updating. The over-pursuit of economic market benefits in urban construction in China has led to issues such as disrespect for residents' rights, neglect of historical context protection, and gentlemanization, which hinder urban social development in some developed urban areas. This article takes the Hubei Ancient Village renewal project in Shenzhen, China, as an example. The project took eight years to obtain government approval and implementation since its renewal proposal was launched, which has attracted attention from society and urban planning circles. Through an introduction to the project's general situation and renewal process, this article reflects on the issues of planning systems, historical context protection, conflicts between multiple values, and neglect of vulnerable groups in the Hubei Ancient Village renewal and protection project. Based on this reflection, this article summarizes the corresponding experience and provides theoretical help for urban renewal in developed regions in China, providing case references for urban renewal and construction in other developing countries and offering critical thinking and valuable experience for urban planning practitioners and policymakers.

Keywords: urban renewal, Hubei Ancient Village, historical context, public participation

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Authors: Garry A. Einicke, Langford B. White

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This paper describes an optimum filter and smoother for recovering a Markov process message from noisy measurements. The developments follow from an equivalence between a state space model and a hidden Markov chain. The ensuing filter and smoother employ transition probability matrices and approximate probability distribution vectors. The properties of the optimum solutions are retained, namely, the estimates are unbiased and minimize the variance of the output estimation error, provided that the assumed parameter set are correct. Methods for estimating unknown parameters from noisy measurements are discussed. Signal recovery examples are described in which performance benefits are demonstrated at an increased calculation cost.

Keywords: optimal filtering, smoothing, Markov chains

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Authors: Eman Hegazy, Stefan Anderberg, Joakim Krook

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Urban water infrastructure systems are central to functioning cities. For securing a continuous and efficient supply of the systems services, continuous investment, maintenance, and renewal are needed. Neglecting maintenance and renewal can lead to recurrent breakdown problems as systems age, which makes it more and more difficult to secure efficient long-term supply. Globally, many cities struggle with aging water infrastructure, often due to competing funding priorities. Investment in maintenance and renewal is not prioritized. The problem primarily stems from the challenge of reaping the benefits of investments promptly. The long-term benefits gained from investing in the renewal of water infrastructure may be achievable in the long run, resulting in the oversight of such investments. This leads to a build-up of "renewal debt" for future generations to inherit. Addressing this issue is difficult due to various contributing factors and the complex nature of the systems. The study aims to contribute to an increased understanding of the long-term management challenges of urban water infrastructure, the development of improved maintenance and renewal strategies through the examination of water infrastructure management, and the assessment of the adequacy of the maintenance and renewal in a case study, the city of Linköping, Sweden. Employing a multi-methods approach, this study utilized both qualitative and quantitative methods, including interviews, workshops, and data analysis. The findings of the study provided insights into the current status of the water and sewerage networks in Linkoping, highlighting the risks to ensuring reliable and sustainable water supply and discussing strategies for improving maintenance and renewal.

Keywords: case study, infrastructure management, renewal needs, Sweden, urban water infrastructure

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Authors: Boukelkoul Lahcen

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The cumulative costs for O&M may represent as much as 65%-90% of the turbine's investment cost. Nowadays the cost effectiveness concept becomes a decision-making and technology evaluation metric. The cost of energy metric accounts for the effect replacement cost and unscheduled maintenance cost parameters. One key of the proposed approach is the idea of maintaining the WTs which can be captured via use of a finite state Markov chain. Such a model can be embedded within a probabilistic operation and maintenance simulation reflecting the action to be done. In this paper, an approach of estimating the cost of O&M is presented. The finite state Markov model is used for decision problems with number of determined periods (life cycle) to predict the cost according to various options of maintenance.

Keywords: cost, finite state, Markov model, operation and maintenance

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Authors: Li Shiyue

Abstract:

In an urban built environment, urban green space is scarce, especially around old residential areas. Due to the innate design deficiency and the non-core location of these areas, they lack green space, and the recreational opportunities of the surrounding residents are not guaranteed. Micro greenspace becomes a "patch" to compensate for the urban function. To realize the renewal and transformation of micro greenspace, and make it meet the use needs of most groups, this paper introduces the concept of inclusive design. Based on relevant research at home and abroad, this paper discusses the connotation and current situation of micro greenspace. Combining with the realistic conditions of China, this paper thinks about the planning path of inclusive renewal from the aspects of selecting micro greenspace transformation potential points and exploring the key points of site renewal. Among them, the key points of site renewal are explored from five angles: land guarantee, systematic coordination, refined design, and shared space creation, to provide useful references for related research and practice.

Keywords: inclusive design, micro greenspace, old city area, space renewal

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Authors: Yun Zuo, Wenju Li

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Shenzhen is one of China’s gates to the world. What was once a fishing village is now a metropolis of more than 10 million people. Because of its unprecedented pace of development, it also brings a serious of issues, such as the self-renewal of the city. In the paper, we use Sungang-Quingshuihe(SQ) as an example. SQ is one of the oldest districts in the east of Shenzhen. Nowadays, SQ faces many challenges. This is because once the logistics area has been slowly disappear, the new identity will be replaced. As a result, we are to minimize damages to the city in transforming process by seeking for a new design strategy. In the meantime, we think that each district in a city has its own role forming the whole city together. Therefore, a district transformation is functionally-oriented and for improving city quality in focus.

Keywords: old district, renewal strategy, public space, sustainable development

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Authors: Hanjun Hu, Jinxiang Zhang

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With the decline of "growthism", China's urbanization process has shifted from the stage of spatial expansion to the stage of optimization of built-up spaces, and urban renewal has gradually become a new wave of China's urban movement in recent years. The ongoing urban renewal movement in China not only needs to generate new motivation for urban development but also solve the backlog of social problems caused by rapid urbanization, which provides an opportunity for the transformation of China's urban governance model. Unlike previous approaches that focused on physical space and functional renewal, such as urban reconstruction, redevelopment, and reuse, the key challenge of urban renewal in the post-growth era lies in coordinating the complex interest relationships between multiple stakeholders. The traditional theoretical frameworks that focus on the structural relations between social groups are insufficient to explain the behavior logic and mutual cooperation mechanism of various groups and individuals in the current urban renewal practices. Therefore, based on the long-term tracking of the urban renewal practices in the Old City of Nanjing (OCN), this paper introduces the "collective action" theory to deeply analyze changes in the urban renewal governance model in OCN and tries to summarize the governance strategies that promote the formation of collective action within recent practices from a micro-scale. The study found that the practice in OCN experienced three different stages "government-led", "growth coalition" and "asymmetric game". With the transformation of government governance concepts, the rise of residents' consciousness of rights, and the wider participation of social organizations in recent years, the urban renewal in OCN is entering a new stage of "collective renewal action". Through the establishment of the renewal organization model, incentive policies, and dynamic negotiation mechanism, urban renewal in OCN not only achieves a relative balance between individual interests and collective interests but also makes the willingness of residents the dominant factor in formulating urban renewal policies. However, the presentation of "collective renewal action" in OCN is still mainly based on typical cases. Although the government is no longer the dominant role, a large number of resident-led collective actions have not yet emerged, which puts forward new research needs for a sustainable governance policy innovation in this action.

Keywords: urban renewal, collective action theory, governance, cooperation mechanism, China

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Authors: A. F. Chikerema

Abstract:

Political leadership in Africa vary from the “criminalization” of the state to political leadership as “dispensing patrimony”, the “recycling” of elites and the use of state power and resources to consolidate political and economic power (Van Wyk:2007: p1). Political parties just like any other organizations always need leadership renewal and revamping, besides ideological and policy renewal. Zimbabwean politics present a shunned leadership renewal as reflected by the two champion political parties namely ZANU PF and MDC-T. Despite hot political power contestation between MDC and ZANUPF, the parties` internal structures are hinged on the two Godfather or Father figure that is Mugabe and Tsvangirai. They are the “labels “behind the two political parties. The suppressing of dissent voice on succession and renewal of leadership in the two parties has brew resistance from within and this has resulted in factional fights within the two political parties. The disgruntlement in the political parties has led to the stemming of the ‘bhoramusango concept’ from the electorate and party cadres whereby they are throwing or donating away their votes to other political parties. The ‘bhoramusango’ concept haunted ZANUPF in 2008 leading to its defeat by the opposition MDC-T .The paper takes the form of an analytic approach on leadership crisis in Zimbabwe. The narrative is framed on key concepts of leadership: namely leadership renewal and leadership succession, as agents operating within inherited structures negotiated political settlements, and form structures of leadership. Rulers gave priority to the consolidation of state power by installing party loyalists in the armed forces, civil service and local government. As part of this process, rulers have ensured consolidated power and authority.

Keywords: leadership renewal, leadership succession, ‘Bhora Musango’, political culture, political legitimacy

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Authors: Eman Hegazy, Stefan Anderberg, Joakim Krook

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Urban water infrastructure is crucial for efficient and reliable water supply in growing cities. With the growth of cities, the need for maintenance and renewal of these systems increases but often goes unfulfilled due to a variety of reasons, such as limited funding, political priorities, or lack of public awareness. Neglecting the renewal needs of these systems can lead to frequent malfunctions and reduced quality and reliability of water supply, as well as increased costs and health and environmental hazards. It is important for cities to prioritize investment in water infrastructure and develop long-term plans to address renewal needs. Drawing general conclusions about the rate of renewal of urban water infrastructure systems at an international or national level can be challenging due to the influence of local management decisions. In many countries, the responsibility for water infrastructure management lies with the municipal authorities, who are responsible for making decisions about the allocation of resources for repair, maintenance, and renewal. These decisions can vary widely based on factors such as local finances, political priorities, and public perception of the importance of water infrastructure. As a result, it is difficult to make generalizations about the rate of renewal across different countries or regions. In Sweden, the situation is not different, and the information from Svenskt Vatten indicates that the rate of renewal varies across municipalities and can be insufficient, leading to a buildup of maintenance and renewal needs. This study aims to examine the adequacy of the rate of renewal of urban water infrastructure in Linköping case city in Sweden. Using a case study framework, the study will assess the current status of the urban water system and the need for renewal. The study will also consider the role of factors such as proper identification processes, limited funding, competing for political priorities, and local management decisions in contributing to insufficient renewal. The study investigates the following questions: (1) What is the current status of water and sewerage networks in terms of length, age distribution, and material composition, estimated total water leakage in the network per year, damages, leaks, and outages occur per year, both overall and by district? (2) What are the main causes of these damages, leaks, and interruptions, and how are they related to lack of maintenance and renewal? (3) What is the current status of renewal work for the water and sewerage networks, including the renewal rate and changes over time, recent renewal material composition, and the budget allocation for renewal and emergency repairs? (4) What factors influence the need for renewal and what conditions should be considered in the assessment? The findings of the study provide insights into the challenges facing urban water infrastructure and identify strategies for improving the rate of renewal to ensure a reliable and sustainable water supply.

Keywords: case study, infrastructure, management, renewal need, Sweden

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Authors: Yibei Ye, Lei Xu, Zhenyu Cao

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Ancient town is a unique carrier of urban culture, maintaining the core culture of a region and continuing the urban context. Fengqiao, a nearly 2000-year-old town was on the brink of dilapidation in the past few decades. The town faced such problems as poor construction quality, environmental degeneration, inadequate open space, cultural characteristics and industry vitality. Therefore, the research upholds the principle of ‘organic renewal’ and puts forward three practical updated strategies which are ‘Repair Old as Ever,' ‘Activate Function’ and ‘Fill in with The New’. Also as a participant in updating the design, the author aims to ‘keep the memory of the history and see the development of the present’ as the goal of updating the design and regards the process of town renewal as the experimental venue for realizing this purpose. The research will sum up innovations on the designing process and the engineering progress in the past two years, and find out the innovation experiment and the effect of its implementation on the methodological level of the organic renewal design in Fengqiao ancient town. From here, we can also enjoy the very characteristic development trend presented by China in the design practice of the organic renewal in the ancient town.

Keywords: characteristic town, Fengqiao, organic renewal, urban memory

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Authors: Ma Chaoyang

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With the acceleration of urbanization, old communities are facing renewal problems such as an aging material environment, declining living quality, and insufficient resilience. The once glorious old communities have become the most vulnerable areas in the city. Through a re-understanding of the ‘disaster chain’ and resilient communities, it is believed that considering the construction of resilient communities during community renewal is of great significance for promoting the sustainable development of communities. This article proposes renewal strategies for old communities based on the concept of preventing the occurrence of disaster chains. After analyzing the main demand characteristics of old communities, it proposes a reflection on improving community spatial safety resilience based on the ‘broken chain’ concept. In the four stages of ‘pre-disaster, mid-disaster, and post-disaster’, it elaborates that considering the occurrence of disaster chain in community renewal is the main content of research on spatial safety resilience construction and clarifies that community resilience is the idea and principle of responding with the process of disaster chain. The study focuses on the four dimensions of ‘pre-disaster, mid-disaster, and post-disaster’. This can provide ideas and references for resilience construction in community updates.

Keywords: community updates, disaster chain concept, community resilience, space environment

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Authors: Xiaoting Jing, Ling Huang

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After the reform and opening up, Chongqing has formed far more high-rise residential areas than other cities in its more than 40 years of urban construction. High-rise residential areas have become one of the main modern living models in Chongqing and an important carrier reflecting the city's high quality of life. Reviewing the construction process and renewal work helps understand the characteristics of high-rise residential areas in Chongqing at different stages, clarify current development demands, and look forward to the focus of future renewal work. Based on socio-economic development and policy background, the article sorts the construction process of high-rise residential areas in Chongqing into four stages: the early experimental construction period of high-rise residential areas (1978-1996), the rapid start-up period of high-rise commodity housing construction (1997-2006), the large-scale construction period of high-rise commodity housing and public rental housing (2007-2014), and the period of renewal and renovation of high-rise residential areas and step-by-step construction of quality commodity housing (2015-present). Based on the construction demands and main construction types of each stage, the article summarizes that the construction of high-rise residential areas in Chongqing features large scale, high speed, and high density. It points out that a large number of high-rise residential areas built after 2000 will become important objects of renewal and renovation in the future. Based on existing renewal work experience, it is urgent to explore a path for sustainable renewal and development in terms of policy mechanisms, digital supervision, and renewal and renovation models, leading the high-rise living in Chongqing toward high-quality development.

Keywords: high-rise residential areas, construction process, renewal and renovation, Chongqing

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Authors: R. B. Mishra

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Hidden Markov Model (HMM) has been used in prediction and determination of states that generate different neural activations as well as mental working conditions. This paper addresses two applications of HMM; one to determine the optimal sequence of states for two neural states: Active (AC) and Inactive (IA) for the three emission (observations) which are for No Working (NW), Waiting (WT) and Working (W) conditions of human beings. Another is for the determination of optimal sequence of intentionality i.e. Believe (B), Desire (D), and Intention (I) as the states and three observational sequences: NW, WT and W. The computational results are encouraging and useful.

Keywords: hiden markov model, believe desire intention, neural activation, simulation

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Authors: Giovanni Matheus Rech, Gilberto Zan, Filipe P. Aguiar

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The current pandemic scenario raises questions that many times would have previously gone unnoticed. One of these issues is the quality of the air we breathe in the most diverse environments in which we are inserted in an everyday. It is plausible to suppose that, at times like this, there is apprehension regarding the possibility of contamination by pathological agents such as viruses and bacterias through the airways. However, the renewal of indoor air, combined with a properly sanitized air conditioning system, are important tools for the prevention of viral diseases, as is the case with COVID-19. The bus is an example of an environment where renovation is applied to improve the quality of indoor air, helping to reduce the possibility of spreading pathological agents. Together with other care, such as an alcohol gel dispenser, curtains to separate the passengers, cleaning the environment more frequently, and mandatory use of masks, help to reduce the transmission of pathologies, such as COVID-19. Knowing the reality of a large part of the population regarding the need for public transport, there are standards and devices dedicated to promoting air quality, ensuring greater comfort and safety for users. This paper seeks to present such standards and recommendations to improve the quality of indoor air, as well as the equipment responsible for the renewal of the air in the body of a bus. Experimental measurement of the flow rates of the renewal devices present in the bus body allows quantifying the average volume of external air admitted in each type of body. This way, it was possible to compare, in terms of airflow per person, the values of a bus in relation to a series of other environments, using recommendations for air renewal are described through the Brazilian standard ABNT NBR 16401.

Keywords: air quality, air renewal, buses, Covid-19

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Authors: Brahim-Fares Zaidi, Malika Boudraa, Sid-Ahmed Selouani

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Our work aims to improve our Automatic Recognition System for Dysarthria Speech (ARSDS) based on the Hidden Models of Markov (HMM) and the Hidden Markov Model Toolkit (HTK) to help people who are sick. With pronunciation problems, we applied two techniques of speech parameterization based on Mel Frequency Cepstral Coefficients (MFCC's) and Perceptual Linear Prediction (PLP's) and concatenated them with JITTER and SHIMMER coefficients in order to increase the recognition rate of a dysarthria speech. For our tests, we used the NEMOURS database that represents speakers with dysarthria and normal speakers.

Keywords: hidden Markov model toolkit (HTK), hidden models of Markov (HMM), Mel-frequency cepstral coefficients (MFCC), perceptual linear prediction (PLP’s)

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Authors: Amina Boukelkoul, Rahil Boukelkoul, Leila Maachia

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The cumulative vapors emitted from the service stations may represent a hazard to the environment and the population. Besides fuel spill and their penetration into deep soil layers are the main contributors to soil and ground-water contamination in the vicinity of the petrol stations. The amount of the effluents from the service stations depends on strategy of maintenance and the policy adopted by the management to reduce the pollution. One key of the proposed approach is the idea of managing the effluents from the service stations which can be captured via use of a finite state Markov chain. Such a model can be embedded within a probabilistic operation and maintenance simulation reflecting the action to be done. In this paper, an approach of estimating a probabilistic percentage of the amount of emitted pollutants is presented. The finite state Markov model is used for decision problems with number of determined periods (life cycle) to predict the amount according to various options of operation.

Keywords: environment, markov modeling, pollution, service station

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Authors: Amira Kaddour

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To curb the problem of liquidity in times of financial crises, two cases arise; the Bailout or Bailin, two opposite choices that elicit the analysis of their effect on moral hazard. This paper attempts to empirically analyze the effect of these two types of events on the behavior of investors. For this end, we use the Emerging Market Bonds Index (EMBI-JP Morgan), and its excess of return, to detect the change in the risk premia through a Markov switching model. The results showed the transition to two types of regime and an effect on moral hazard; Bailout is an incentive of moral hazard, Bailin effectiveness remains subject of credibility.

Keywords: Bailout, Bailin, Moral hazard, financial crisis, Markov switching

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Authors: Pavan K. Rallabandi, Kailash C. Patidar

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In this paper, we present an optimization technique or a learning algorithm using the hybrid architecture by combining the most popular sequence recognition models such as Recurrent Neural Networks (RNNs) and Hidden Markov models (HMMs). In order to improve the sequence or pattern recognition/ classification performance by applying a hybrid/neural symbolic approach, a gradient descent learning algorithm is developed using the Real Time Recurrent Learning of Recurrent Neural Network for processing the knowledge represented in trained Hidden Markov Models. The developed hybrid algorithm is implemented on automata theory as a sample test beds and the performance of the designed algorithm is demonstrated and evaluated on learning the deterministic finite state automata.

Keywords: hybrid systems, hidden markov models, recurrent neural networks, deterministic finite state automata

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Authors: Nop Sopipan

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In this paper, we forecast the volatility of Baht/USDs using Markov Regime Switching GARCH (MRS-GARCH) models. These models allow volatility to have different dynamics according to unobserved regime variables. The main purpose of this paper is to find out whether MRS-GARCH models are an improvement on the GARCH type models in terms of modeling and forecasting Baht/USD volatility. The MRS-GARCH is the best performance model for Baht/USD volatility in short term but the GARCH model is best perform for long term.

Keywords: volatility, Markov Regime Switching, forecasting, Baht/USD

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Authors: Josip Arneric, Blanka Skrabic Peric

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Forecasting of volatility, i.e. returns fluctuations, has been a topic of interest to portfolio managers, option traders and market makers in order to get higher profits or less risky positions. Based on the fact that volatility is time varying in high frequency data and that periods of high volatility tend to cluster, the most common used models are GARCH type models. As standard GARCH models show high volatility persistence, i.e. integrated behaviour of the conditional variance, it is difficult the predict volatility using standard GARCH models. Due to practical limitations of these models different approaches have been proposed in the literature, based on Markov switching models. In such situations models in which the parameters are allowed to change over time are more appropriate because they allow some part of the model to depend on the state of the economy. The empirical analysis demonstrates that Markov switching GARCH model resolves the problem of excessive persistence and outperforms uni-regime GARCH models in forecasting volatility for selected emerging markets.

Keywords: emerging markets, Markov switching, GARCH model, transition probabilities

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