Search results for: multilevel model
16220 A Comparative Analysis of Multicarrier SPWM Strategies for Five-Level Flying Capacitor Inverter
Authors: Bachir Belmadani, Rachid Taleb, Zinelaabidine Boudjema, Adil Yahdou
Abstract:
Carrier-based methods have been used widely for switching of multilevel inverters due to their simplicity, flexibility and reduced computational requirements compared to space vector modulation (SVM). This paper focuses on Multicarrier Sinusoidal Pulse Width Modulation (MCSPWM) strategy for the three phase Five-Level Flying Capacitor Inverter (5LFCI). The inverter is simulated for Induction Motor (IM) load and Total Harmonic Distortion (THD) for output waveforms is observed for different controlling schemes.Keywords: flying capacitor inverter, multicarrier sinusoidal pulse width modulation, space vector modulation, total harmonic distortion, induction motor
Procedia PDF Downloads 38416219 UBCSAND Model Calibration for Generic Liquefaction Triggering Curves
Authors: Jui-Ching Chou
Abstract:
Numerical simulation is a popular method used to evaluate the effects of soil liquefaction on a structure or the effectiveness of a mitigation plan. Many constitutive models (UBCSAND model, PM4 model, SANISAND model, etc.) were presented to model the liquefaction phenomenon. In general, inputs of a constitutive model need to be calibrated against the soil cyclic resistance before being applied to the numerical simulation model. Then, simulation results can be compared with results from simplified liquefaction potential assessing methods. In this article, inputs of the UBCSAND model, a simple elastic-plastic stress-strain model, are calibrated against several popular generic liquefaction triggering curves of simplified liquefaction potential assessing methods via FLAC program. Calibrated inputs can provide engineers to perform a preliminary evaluation of an existing structure or a new design project.Keywords: calibration, liquefaction, numerical simulation, UBCSAND Model
Procedia PDF Downloads 12616218 A Crop Growth Subroutine for Watershed Resources Management (WRM) Model 1: Description
Authors: Kingsley Nnaemeka Ogbu, Constantine Mbajiorgu
Abstract:
Vegetation has a marked effect on runoff and has become an important component in hydrologic model. The watershed Resources Management (WRM) model, a process-based, continuous, distributed parameter simulation model developed for hydrologic and soil erosion studies at the watershed scale lack a crop growth component. As such, this model assumes a constant parameter values for vegetation and hydraulic parameters throughout the duration of hydrologic simulation. Our approach is to develop a crop growth algorithm based on the original plant growth model used in the Environmental Policy Integrated Climate Model (EPIC) model. This paper describes the development of a single crop growth model which has the capability of simulating all crops using unique parameter values for each crop. Simulated crop growth processes will reflect the vegetative seasonality of the natural watershed system. An existing model was employed for evaluating vegetative resistance by hydraulic and vegetative parameters incorporated into the WRM model. The improved WRM model will have the ability to evaluate the seasonal variation of the vegetative roughness coefficient with depth of flow and further enhance the hydrologic model’s capability for accurate hydrologic studies.Keywords: runoff, roughness coefficient, PAR, WRM model
Procedia PDF Downloads 33916217 Stock Market Prediction by Regression Model with Social Moods
Authors: Masahiro Ohmura, Koh Kakusho, Takeshi Okadome
Abstract:
This paper presents a regression model with autocorrelated errors in which the inputs are social moods obtained by analyzing the adjectives in Twitter posts using a document topic model. The regression model predicts Dow Jones Industrial Average (DJIA) more precisely than autoregressive moving-average models.Keywords: stock market prediction, social moods, regression model, DJIA
Procedia PDF Downloads 51916216 Metabolic Predictive Model for PMV Control Based on Deep Learning
Authors: Eunji Choi, Borang Park, Youngjae Choi, Jinwoo Moon
Abstract:
In this study, a predictive model for estimating the metabolism (MET) of human body was developed for the optimal control of indoor thermal environment. Human body images for indoor activities and human body joint coordinated values were collected as data sets, which are used in predictive model. A deep learning algorithm was used in an initial model, and its number of hidden layers and hidden neurons were optimized. Lastly, the model prediction performance was analyzed after the model being trained through collected data. In conclusion, the possibility of MET prediction was confirmed, and the direction of the future study was proposed as developing various data and the predictive model.Keywords: deep learning, indoor quality, metabolism, predictive model
Procedia PDF Downloads 23016215 Model Averaging in a Multiplicative Heteroscedastic Model
Authors: Alan Wan
Abstract:
In recent years, the body of literature on frequentist model averaging in statistics has grown significantly. Most of this work focuses on models with different mean structures but leaves out the variance consideration. In this paper, we consider a regression model with multiplicative heteroscedasticity and develop a model averaging method that combines maximum likelihood estimators of unknown parameters in both the mean and variance functions of the model. Our weight choice criterion is based on a minimisation of a plug-in estimator of the model average estimator's squared prediction risk. We prove that the new estimator possesses an asymptotic optimality property. Our investigation of finite-sample performance by simulations demonstrates that the new estimator frequently exhibits very favourable properties compared to some existing heteroscedasticity-robust model average estimators. The model averaging method hedges against the selection of very bad models and serves as a remedy to variance function misspecification, which often discourages practitioners from modeling heteroscedasticity altogether. The proposed model average estimator is applied to the analysis of two real data sets.Keywords: heteroscedasticity-robust, model averaging, multiplicative heteroscedasticity, plug-in, squared prediction risk
Procedia PDF Downloads 33516214 Reliability Prediction of Tires Using Linear Mixed-Effects Model
Authors: Myung Hwan Na, Ho- Chun Song, EunHee Hong
Abstract:
We widely use normal linear mixed-effects model to analysis data in repeated measurement. In case of detecting heteroscedasticity and the non-normality of the population distribution at the same time, normal linear mixed-effects model can give improper result of analysis. To achieve more robust estimation, we use heavy tailed linear mixed-effects model which gives more exact and reliable analysis conclusion than standard normal linear mixed-effects model.Keywords: reliability, tires, field data, linear mixed-effects model
Procedia PDF Downloads 53416213 Towards a Measurement-Based E-Government Portals Maturity Model
Authors: Abdoullah Fath-Allah, Laila Cheikhi, Rafa E. Al-Qutaish, Ali Idri
Abstract:
The e-government emerging concept transforms the way in which the citizens are dealing with their governments. Thus, the citizens can execute the intended services online anytime and anywhere. This results in great benefits for both the governments (reduces the number of officers) and the citizens (more flexibility and time saving). Therefore, building a maturity model to assess the e-government portals becomes desired to help in the improvement process of such portals. This paper aims at proposing an e-government maturity model based on the measurement of the best practices’ presence. The main benefit of such maturity model is to provide a way to rank an e-government portal based on the used best practices, and also giving a set of recommendations to go to the higher stage in the maturity model.Keywords: best practices, e-government portal, maturity model, quality model
Procedia PDF Downloads 30016212 CFD Simulation of a Large Scale Unconfined Hydrogen Deflagration
Authors: I. C. Tolias, A. G. Venetsanos, N. Markatos
Abstract:
In the present work, CFD simulations of a large scale open deflagration experiment are performed. Stoichiometric hydrogen-air mixture occupies a 20 m hemisphere. Two combustion models are compared and are evaluated against the experiment. The Eddy Dissipation Model and a Multi-physics combustion model which is based on Yakhot’s equation for the turbulent flame speed. The values of models’ critical parameters are investigated. The effect of the turbulence model is also examined. k-ε model and LES approach were tested.Keywords: CFD, deflagration, hydrogen, combustion model
Procedia PDF Downloads 46916211 A Framework for Consumer Selection on Travel Destinations
Authors: J. Rhodes, V. Cheng, P. Lok
Abstract:
The aim of this study is to develop a parsimonious model that explains the effect of different stimulus on a tourist’s intention to visit a new destination. The model consists of destination trust and interest as the mediating variables. The model was tested using two different types of stimulus; both studies empirically supported the proposed model. Furthermore, the first study revealed that advertising has a stronger effect than positive online reviews. The second study found that the peripheral route of the elaboration likelihood model has a stronger influence power than the central route in this context.Keywords: advertising, electronic word-of-mouth, elaboration likelihood model, intention to visit, trust
Procedia PDF Downloads 43316210 A Combined AHP-GP Model for Selecting Knowledge Management Tool
Authors: Ahmad Sarfaraz, Raiyad Herwies
Abstract:
In this paper, a multi-criteria decision making analysis is used to help any organization selects the best KM tool that fits and serves its needs. The AHP model is used based on a previous study to highlight and identify the main criteria and sub-criteria that are incorporated in the selection process. Different KM tools alternatives with different criteria are compared and weighted accurately to be incorporated in the GP model. The main goal is to combine the GP model with the AHP model to ensure that selecting the KM tool considers the resource constraints. Two important issues are discussed in this paper: how different factors could be taken into consideration in forming the AHP model, and how to incorporate the AHP results into the GP model for better results.Keywords: knowledge management, analytical hierarchy process, goal programming, multi-criteria decision making
Procedia PDF Downloads 34316209 Long Short-Time Memory Neural Networks for Human Driving Behavior Modelling
Authors: Lu Zhao, Nadir Farhi, Yeltsin Valero, Zoi Christoforou, Nadia Haddadou
Abstract:
In this paper, a long short-term memory (LSTM) neural network model is proposed to replicate simultaneously car-following and lane-changing behaviors in road networks. By combining two kinds of LSTM layers and three input designs of the neural network, six variants of the LSTM model have been created. These models were trained and tested on the NGSIM 101 dataset, and the results were evaluated in terms of longitudinal speed and lateral position, respectively. Then, we compared the LSTM model with a classical car-following model (the intelligent driving model (IDM)) in the part of speed decision. In addition, the LSTM model is compared with a model using classical neural networks. After the comparison, the LSTM model demonstrates higher accuracy than the physical model IDM in terms of car-following behavior and displays better performance with regard to both car-following and lane-changing behavior compared to the classical neural network model.Keywords: traffic modeling, neural networks, LSTM, car-following, lane-change
Procedia PDF Downloads 21816208 AgriFood Model in Ankara Regional Innovation Strategy
Authors: Coskun Serefoglu
Abstract:
The study aims to analyse how a traditional sector such as agri-food could be mobilized through regional innovation strategies. A principal component analysis as well as qualitative information, such as in-depth interviews, focus group and surveys, were employed to find the priority sectors. An agri-food model was developed which includes both a linear model and interactive model. The model consists of two main components, one of which is technological integration and the other one is agricultural extension which is based on Land-grant university approach of U.S. which is not a common practice in Turkey.Keywords: regional innovation strategy, interactive model, agri-food sector, local development, planning, regional development
Procedia PDF Downloads 12216207 Stability Analysis of SEIR Epidemic Model with Treatment Function
Authors: Sasiporn Rattanasupha, Settapat Chinviriyasit
Abstract:
The treatment function adopts a continuous and differentiable function which can describe the effect of delayed treatment when the number of infected individuals increases and the medical condition is limited. In this paper, the SEIR epidemic model with treatment function is studied to investigate the dynamics of the model due to the effect of treatment. It is assumed that the treatment rate is proportional to the number of infective patients. The stability of the model is analyzed. The model is simulated to illustrate the analytical results and to investigate the effects of treatment on the spread of infection.Keywords: basic reproduction number, local stability, SEIR epidemic model, treatment function
Procedia PDF Downloads 48616206 Design of Lead-Lag Based Internal Model Controller for Binary Distillation Column
Authors: Rakesh Kumar Mishra, Tarun Kumar Dan
Abstract:
Lead-Lag based Internal Model Control method is proposed based on Internal Model Control (IMC) strategy. In this paper, we have designed the Lead-Lag based Internal Model Control for binary distillation column for SISO process (considering only bottom product). The transfer function has been taken from Wood and Berry model. We have find the composition control and disturbance rejection using Lead-Lag based IMC and comparing with the response of simple Internal Model Controller.Keywords: SISO, lead-lag, internal model control, wood and berry, distillation column
Procedia PDF Downloads 60916205 More Precise: Patient-Reported Outcomes after Stroke
Authors: Amber Elyse Corrigan, Alexander Smith, Anna Pennington, Ben Carter, Jonathan Hewitt
Abstract:
Background and Purpose: Morbidity secondary to stroke is highly heterogeneous, but it is important to both patients and clinicians in post-stroke management and adjustment to life after stroke. The consideration of post-stroke morbidity clinically and from the patient perspective has been poorly measured. The patient-reported outcome measures (PROs) in morbidity assessment help improve this knowledge gap. The primary aim of this study was to consider the association between PRO outcomes and stroke predictors. Methods: A multicenter prospective cohort study assessed 549 stroke patients at 19 hospital sites across England and Wales during 2019. Following a stroke event, demographic, clinical, and PRO measures were collected. Prevalence of morbidity within PRO measures was calculated with associated 95% confidence intervals. Predictors of domain outcome were calculated using a multilevel generalized linear model. Associated P -values and 95% confidence intervals are reported. Results: Data were collected from 549 participants, 317 men (57.7%) and 232 women (42.3%) with ages ranging from 25 to 97 (mean 72.7). PRO morbidity was high post-stroke; 93.2% of the cohort report post-stroke PRO morbidity. Previous stroke, diabetes, and gender are associated with worse patient-reported outcomes across both the physical and cognitive domains. Conclusions: This large-scale multicenter cohort study illustrates the high proportion of morbidity in PRO measures. Further, we demonstrate key predictors of adverse outcomes (Diabetes, previous stroke, and gender) congruence with clinical predictors. The PRO has been demonstrated to be an informative and useful stroke when considering patient-reported outcomes and has wider implications for considerations of PROs in clinical management. Future longitudinal follow-up with PROs is needed to consider association of long-term morbidity.Keywords: morbidity, patient-reported outcome, PRO, stroke
Procedia PDF Downloads 10216204 A New Mathematical Model of Human Olfaction
Authors: H. Namazi, H. T. N. Kuan
Abstract:
It is known that in humans, the adaptation to a given odor occurs within a quite short span of time (typically one minute) after the odor is presented to the brain. Different models of human olfaction have been developed by scientists but none of these models consider the diffusion phenomenon in olfaction. A novel microscopic model of the human olfaction is presented in this paper. We develop this model by incorporating the transient diffusivity. In fact, the mathematical model is written based on diffusion of the odorant within the mucus layer. By the use of the model developed in this paper, it becomes possible to provide quantification of the objective strength of odor.Keywords: diffusion, microscopic model, mucus layer, olfaction
Procedia PDF Downloads 47316203 An Output Oriented Super-Efficiency Model for Considering Time Lag Effect
Authors: Yanshuang Zhang, Byungho Jeong
Abstract:
There exists some time lag between the consumption of inputs and the production of outputs. This time lag effect should be considered in calculating efficiency of decision making units (DMU). Recently, a couple of DEA models were developed for considering time lag effect in efficiency evaluation of research activities. However, these models can’t discriminate efficient DMUs because of the nature of basic DEA model in which efficiency scores are limited to ‘1’. This problem can be resolved a super-efficiency model. However, a super efficiency model sometimes causes infeasibility problem. This paper suggests an output oriented super-efficiency model for efficiency evaluation under the consideration of time lag effect. A case example using a long term research project is given to compare the suggested model with the MpO modelKeywords: DEA, Super-efficiency, Time Lag, research activities
Procedia PDF Downloads 62316202 Validation of the Formal Model of Web Services Applications for Digital Reference Service of Library Information System
Authors: Zainab Magaji Musa, Nordin M. A. Rahman, Julaily Aida Jusoh
Abstract:
The web services applications for digital reference service (WSDRS) of LIS model is an informal model that claims to reduce the problems of digital reference services in libraries. It uses web services technology to provide efficient way of satisfying users’ needs in the reference section of libraries. The formal WSDRS model consists of the Z specifications of all the informal specifications of the model. This paper discusses the formal validation of the Z specifications of WSDRS model. The authors formally verify and thus validate the properties of the model using Z/EVES theorem prover.Keywords: validation, verification, formal, theorem prover
Procedia PDF Downloads 47616201 Linear MIMO Model Identification Using an Extended Kalman Filter
Authors: Matthew C. Best
Abstract:
Linear Multi-Input Multi-Output (MIMO) dynamic models can be identified, with no a priori knowledge of model structure or order, using a new Generalised Identifying Filter (GIF). Based on an Extended Kalman Filter, the new filter identifies the model iteratively, in a continuous modal canonical form, using only input and output time histories. The filter’s self-propagating state error covariance matrix allows easy determination of convergence and conditioning, and by progressively increasing model order, the best fitting reduced-order model can be identified. The method is shown to be resistant to noise and can easily be extended to identification of smoothly nonlinear systems.Keywords: system identification, Kalman filter, linear model, MIMO, model order reduction
Procedia PDF Downloads 56616200 A Qualitative Study Identifying the Complexities of Early Childhood Professionals' Use and Production of Data
Authors: Sara Bonetti
Abstract:
The use of quantitative data to support policies and justify investments has become imperative in many fields including the field of education. However, the topic of data literacy has only marginally touched the early care and education (ECE) field. In California, within the ECE workforce, there is a group of professionals working in policy and advocacy that use quantitative data regularly and whose educational and professional experiences have been neglected by existing research. This study aimed at analyzing these experiences in accessing, using, and producing quantitative data. This study utilized semi-structured interviews to capture the differences in educational and professional backgrounds, policy contexts, and power relations. The participants were three key professionals from county-level organizations and one working at a State Department to allow for a broader perspective at systems level. The study followed Núñez’s multilevel model of intersectionality. The key in Núñez’s model is the intersection of multiple levels of analysis and influence, from the individual to the system level, and the identification of institutional power dynamics that perpetuate the marginalization of certain groups within society. In a similar manner, this study looked at the dynamic interaction of different influences at individual, organizational, and system levels that might intersect and affect ECE professionals’ experiences with quantitative data. At the individual level, an important element identified was the participants’ educational background, as it was possible to observe a relationship between that and their positionality, both with respect to working with data and also with respect to their power within an organization and at the policy table. For example, those with a background in child development were aware of how their formal education failed to train them in the skills that are necessary to work in policy and advocacy, and especially to work with quantitative data, compared to those with a background in administration and/or business. At the organizational level, the interviews showed a connection between the participants’ position within the organization and their organization’s position with respect to others and their degree of access to quantitative data. This in turn affected their sense of empowerment and agency in dealing with data, such as shaping what data is collected and available. These differences reflected on the interviewees’ perceptions and expectations for the ECE workforce. For example, one of the interviewees pointed out that many ECE professionals happen to use data out of the necessity of the moment. This lack of intentionality is a cause for, and at the same time translates into missed training opportunities. Another interviewee pointed out issues related to the professionalism of the ECE workforce by remarking the inadequacy of ECE students’ training in working with data. In conclusion, Núñez’s model helped understand the different elements that affect ECE professionals’ experiences with quantitative data. In particular, what was clear is that these professionals are not being provided with the necessary support and that we are not being intentional in creating data literacy skills for them, despite what is asked of them and their work.Keywords: data literacy, early childhood professionals, intersectionality, quantitative data
Procedia PDF Downloads 22116199 Towards Efficient Reasoning about Families of Class Diagrams Using Union Models
Authors: Tejush Badal, Sanaa Alwidian
Abstract:
Class diagrams are useful tools within the Unified Modelling Language (UML) to model and visualize the relationships between, and properties of objects within a system. As a system evolves over time and space (e.g., products), a series of models with several commonalities and variabilities create what is known as a model family. In circumstances where there are several versions of a model, examining each model individually, becomes expensive in terms of computation resources. To avoid performing redundant operations, this paper proposes an approach for representing a family of class diagrams into Union Models to represent model families using a single generic model. The paper aims to analyze and reason about a family of class diagrams using union models as opposed to individual analysis of each member model in the family. The union algorithm provides a holistic view of the model family, where the latter cannot be otherwise obtained from an individual analysis approach, this in turn, enhances the analysis performed in terms of speeding up the time needed to analyze a family of models together as opposed to analyzing individual models, one model at a time.Keywords: analysis, class diagram, model family, unified modeling language, union model
Procedia PDF Downloads 4616198 Implementation of Multi-Carrier Pulse Width Modulation Techniques in Multilevel Inverter
Authors: M. Suresh Kumar, K. Ramani
Abstract:
This paper proposed the Multi-Carrier Pulse Width Modulation for the minimization of Total Harmonic Distortion in Cascaded H-Bridge Multi-Level Inverter. Multicarrier Pulse Width Modulation method uses Alternate Position of Disposition scheme to determine the appropriate switching angle to Multi-Level Inverter. In this paper simulation results shows that the validation of Multi-Carrier Pulse Width Modulation method does capably eliminate a great number of precise harmonics and minimize the Total Harmonic Distortion value in output voltage waveform.Keywords: alternate position, fast fourier analysis, multi-carrier pulse width modulation, multi-level inverter, total harmonic distortion
Procedia PDF Downloads 61716197 The Social Change Leadership Model for Administrators and Teachers Development in Northeast Thailand
Authors: D. Thawinkarn, S. Wongbutlee
Abstract:
The Social Change Leadership model is strongly aligned with administration’s mission. This research aims to examine the elements of social change leadership, build and develop leadership for social change, and evaluate effectiveness of leadership development model for social change. The research operation has 3 phases: model studies by in-depth interviews and survey research; drafting and creating model which verified by the experts; and trial of model in schools. The results showed that administrators and teachers have the elements of leadership for social change in moderate level. These elements are ranged descending from consciousness of self, common purpose, congruence, collaboration, commitment, citizenship, and controversy with civility. Model of leadership for social change is included the principles, objectives, content, process. Workshop process: Results show that the model of leadership development for social change in administrators and teachers leads to higher score in leadership evaluation prior to administering the operation.Keywords: leadership, social change model, organization, administrators
Procedia PDF Downloads 38016196 Using Cooperation Approaches at Different Levels of Artificial Bee Colony Method
Authors: Vahid Zeighami, Mohsen Ghsemi, Reza Akbari
Abstract:
In this work, a Multi-Level Artificial Bee Colony (called MLABC) is presented. In MLABC two species are used. The first species employs n colonies in which each of the them optimizes the complete solution vector. The cooperation between these colonies is carried out by exchanging information through a leader colony, which contains a set of elite bees. The second species uses a cooperative approach in which the complete solution vector is divided to k sub-vectors, and each of these sub-vectors is optimized by a a colony. The cooperation between these colonies is carried out by compiling sub-vectors into the complete solution vector. Finally, the cooperation between two species is obtained by exchanging information between them. The proposed algorithm is tested on a set of well known test functions. The results show that MLABC algorithms provide efficiency and robustness to solve numerical functions.Keywords: artificial bee colony, cooperative, multilevel cooperation, vector
Procedia PDF Downloads 41416195 SiC Merged PiN and Schottky (MPS) Power Diodes Electrothermal Modeling in SPICE
Abstract:
This paper sets out a behavioral macro-model of a Merged PiN and Schottky (MPS) diode based on silicon carbide (SiC). This model holds good for both static and dynamic electrothermal simulations for industrial applications. Its parameters have been worked out from datasheets curves by drawing on the optimization method: Simulated Annealing (SA) for the SiC MPS diodes made available in the industry. The model also adopts the Analog Behavioral Model (ABM) of PSPICE in which it has been implemented. The thermal behavior of the devices was also taken into consideration by making use of Foster’ canonical network as figured out from electro-thermal measurement provided by the manufacturer of the device.Keywords: SiC MPS diode, electro-thermal, SPICE model, behavioral macro-model
Procedia PDF Downloads 37716194 Lee-Carter Mortality Forecasting Method with Dynamic Normal Inverse Gaussian Mortality Index
Authors: Funda Kul, İsmail Gür
Abstract:
Pension scheme providers have to price mortality risk by accurate mortality forecasting method. There are many mortality-forecasting methods constructed and used in literature. The Lee-Carter model is the first model to consider stochastic improvement trends in life expectancy. It is still precisely used. Mortality forecasting is done by mortality index in the Lee-Carter model. It is assumed that mortality index fits ARIMA time series model. In this paper, we propose and use dynamic normal inverse gaussian distribution to modeling mortality indes in the Lee-Carter model. Using population mortality data for Italy, France, and Turkey, the model is forecasting capability is investigated, and a comparative analysis with other models is ensured by some well-known benchmarking criterions.Keywords: mortality, forecasting, lee-carter model, normal inverse gaussian distribution
Procedia PDF Downloads 33016193 Combining the Dynamic Conditional Correlation and Range-GARCH Models to Improve Covariance Forecasts
Authors: Piotr Fiszeder, Marcin Fałdziński, Peter Molnár
Abstract:
The dynamic conditional correlation model of Engle (2002) is one of the most popular multivariate volatility models. However, this model is based solely on closing prices. It has been documented in the literature that the high and low price of the day can be used in an efficient volatility estimation. We, therefore, suggest a model which incorporates high and low prices into the dynamic conditional correlation framework. Empirical evaluation of this model is conducted on three datasets: currencies, stocks, and commodity exchange-traded funds. The utilisation of realized variances and covariances as proxies for true variances and covariances allows us to reach a strong conclusion that our model outperforms not only the standard dynamic conditional correlation model but also a competing range-based dynamic conditional correlation model.Keywords: volatility, DCC model, high and low prices, range-based models, covariance forecasting
Procedia PDF Downloads 14816192 The Establishment of RELAP5/SNAP Model for Kuosheng Nuclear Power Plant
Authors: C. Shih, J. R. Wang, H. C. Chang, S. W. Chen, S. C. Chiang, T. Y. Yu
Abstract:
After the measurement uncertainty recapture (MUR) power uprates, Kuosheng nuclear power plant (NPP) was uprated the power from 2894 MWt to 2943 MWt. For power upgrade, several codes (e.g., TRACE, RELAP5, etc.) were applied to assess the safety of Kuosheng NPP. Hence, the main work of this research is to establish a RELAP5/MOD3.3 model of Kuosheng NPP with SNAP interface. The establishment of RELAP5/SNAP model was referred to the FSAR, training documents, and TRACE model which has been developed and verified before. After completing the model establishment, the startup test scenarios would be applied to the RELAP5/SNAP model. With comparing the startup test data and TRACE analysis results, the applicability of RELAP5/SNAP model would be assessed.Keywords: RELAP5, TRACE, SNAP, BWR
Procedia PDF Downloads 39416191 QoS-CBMG: A Model for e-Commerce Customer Behavior
Authors: Hoda Ghavamipoor, S. Alireza Hashemi Golpayegani
Abstract:
An approach to model the customer interaction with e-commerce websites is presented. Considering the service quality level as a predictive feature, we offer an improved method based on the Customer Behavior Model Graph (CBMG), a state-transition graph model. To derive the Quality of Service sensitive-CBMG (QoS-CBMG) model, process-mining techniques is applied to pre-processed website server logs which are categorized as ‘buy’ or ‘visit’. Experimental results on an e-commerce website data confirmed that the proposed method outperforms CBMG based method.Keywords: customer behavior model, electronic commerce, quality of service, customer behavior model graph, process mining
Procedia PDF Downloads 380