Search results for: propagation of error
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2539

Search results for: propagation of error

2299 Unit Root Tests Based On the Robust Estimator

Authors: Wararit Panichkitkosolkul

Abstract:

The unit root tests based on the robust estimator for the first-order autoregressive process are proposed and compared with the unit root tests based on the ordinary least squares (OLS) estimator. The percentiles of the null distributions of the unit root test are also reported. The empirical probabilities of Type I error and powers of the unit root tests are estimated via Monte Carlo simulation. Simulation results show that all unit root tests can control the probability of Type I error for all situations. The empirical power of the unit root tests based on the robust estimator are higher than the unit root tests based on the OLS estimator.

Keywords: autoregressive, ordinary least squares, type i error, power of the test, Monte Carlo simulation

Procedia PDF Downloads 262
2298 HPA Pre-Distorter Based on Neural Networks for 5G Satellite Communications

Authors: Abdelhamid Louliej, Younes Jabrane

Abstract:

Satellites are becoming indispensable assets to fifth-generation (5G) new radio architecture, complementing wireless and terrestrial communication links. The combination of satellites and 5G architecture allows consumers to access all next-generation services anytime, anywhere, including scenarios, like traveling to remote areas (without coverage). Nevertheless, this solution faces several challenges, such as a significant propagation delay, Doppler frequency shift, and high Peak-to-Average Power Ratio (PAPR), causing signal distortion due to the non-linear saturation of the High-Power Amplifier (HPA). To compensate for HPA non-linearity in 5G satellite transmission, an efficient pre-distorter scheme using Neural Networks (NN) is proposed. To assess the proposed NN pre-distorter, two types of HPA were investigated: Travelling Wave Tube Amplifier (TWTA) and Solid-State Power Amplifier (SSPA). The results show that the NN pre-distorter design presents EVM improvement by 95.26%. NMSE and ACPR were reduced by -43,66 dB and 24.56 dBm, respectively. Moreover, the system suffers no degradation of the Bit Error Rate (BER) for TWTA and SSPA amplifiers.

Keywords: satellites, 5G, neural networks, HPA, TWTA, SSPA, EVM, NMSE, ACPR

Procedia PDF Downloads 58
2297 Quantification of Dispersion Effects in Arterial Spin Labelling Perfusion MRI

Authors: Rutej R. Mehta, Michael A. Chappell

Abstract:

Introduction: Arterial spin labelling (ASL) is an increasingly popular perfusion MRI technique, in which arterial blood water is magnetically labelled in the neck before flowing into the brain, providing a non-invasive measure of cerebral blood flow (CBF). The accuracy of ASL CBF measurements, however, is hampered by dispersion effects; the distortion of the ASL labelled bolus during its transit through the vasculature. In spite of this, the current recommended implementation of ASL – the white paper (Alsop et al., MRM, 73.1 (2015): 102-116) – does not account for dispersion, which leads to the introduction of errors in CBF. Given that the transport time from the labelling region to the tissue – the arterial transit time (ATT) – depends on the region of the brain and the condition of the patient, it is likely that these errors will also vary with the ATT. In this study, various dispersion models are assessed in comparison with the white paper (WP) formula for CBF quantification, enabling the errors introduced by the WP to be quantified. Additionally, this study examines the relationship between the errors associated with the WP and the ATT – and how this is influenced by dispersion. Methods: Data were simulated using the standard model for pseudo-continuous ASL, along with various dispersion models, and then quantified using the formula in the WP. The ATT was varied from 0.5s-1.3s, and the errors associated with noise artefacts were computed in order to define the concept of significant error. The instantaneous slope of the error was also computed as an indicator of the sensitivity of the error with fluctuations in ATT. Finally, a regression analysis was performed to obtain the mean error against ATT. Results: An error of 20.9% was found to be comparable to that introduced by typical measurement noise. The WP formula was shown to introduce errors exceeding 20.9% for ATTs beyond 1.25s even when dispersion effects were ignored. Using a Gaussian dispersion model, a mean error of 16% was introduced by using the WP, and a dispersion threshold of σ=0.6 was determined, beyond which the error was found to increase considerably with ATT. The mean error ranged from 44.5% to 73.5% when other physiologically plausible dispersion models were implemented, and the instantaneous slope varied from 35 to 75 as dispersion levels were varied. Conclusion: It has been shown that the WP quantification formula holds only within an ATT window of 0.5 to 1.25s, and that this window gets narrower as dispersion occurs. Provided that the dispersion levels fall below the threshold evaluated in this study, however, the WP can measure CBF with reasonable accuracy if dispersion is correctly modelled by the Gaussian model. However, substantial errors were observed with other common models for dispersion with dispersion levels similar to those that have been observed in literature.

Keywords: arterial spin labelling, dispersion, MRI, perfusion

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2296 Experimental Approach for Determining Hemi-Anechoic Characteristics of Engineering Acoustical Test Chambers

Authors: Santiago Montoya-Ospina, Raúl E. Jiménez-Mejía, Rosa Elvira Correa Gutiérrez

Abstract:

An experimental methodology is proposed for determining hemi-anechoic characteristics of an engineering acoustic room built at the facilities of Universidad Nacional de Colombia to evaluate the free-field conditions inside the chamber. Experimental results were compared with theoretical ones in both, the source and the sound propagation inside the chamber. Acoustic source was modeled by using monopole radiation pattern from punctual sources and the image method was considered for dealing with the reflective plane of the room, that means, the floor without insulation. Finite-difference time-domain (FDTD) method was implemented to calculate the sound pressure value at every spatial point of the chamber. Comparison between theoretical and experimental data yields to minimum error, giving satisfactory results for the hemi-anechoic characterization of the chamber.

Keywords: acoustic impedance, finite-difference time-domain, hemi-anechoic characterization

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2295 Investigation of Flame and Soot Propagation in Non-Air Conditioned Railway Locomotives

Authors: Abhishek Agarwal, Manoj Sarda, Juhi Kaushik, Vatsal Sanjay, Arup Kumar Das

Abstract:

Propagation of fire through a non-air conditioned railway compartment is studied by virtue of numerical simulations. Simultaneous computational fire dynamics equations, such as Navier-Stokes, lumped species continuity, overall mass and energy conservation, and heat transfer are solved using finite volume based (for radiation) and finite difference based (for all other equations) solver, Fire Dynamics Simulator (FDS). A single coupe with an eight berth occupancy is used to establish the numerical model, followed by the selection of a three coupe system as the fundamental unit of the locomotive compartment. Heat Release Rate Per Unit Area (HRRPUA) of the initial fire is varied to consider a wide range of compartmental fires. Parameters, such as air inlet velocity relative to the locomotive at the windows, the level of interaction with the ambiance and closure of middle berth are studied through a wide range of numerical simulations. Almost all the loss of lives and properties due to fire breakout can be attributed to the direct or indirect exposure to flames or to the inhalation of toxic gases and resultant suffocation due to smoke and soot. Therefore, the temporal stature of fire and smoke are reported for each of the considered cases which can be used in the present or extended form to develop guidelines to be followed in case of a fire breakout.

Keywords: fire dynamics, flame propagation, locomotive fire, soot flow pattern, non-air-conditioned coaches

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2294 Predicting Indonesia External Debt Crisis: An Artificial Neural Network Approach

Authors: Riznaldi Akbar

Abstract:

In this study, we compared the performance of the Artificial Neural Network (ANN) model with back-propagation algorithm in correctly predicting in-sample and out-of-sample external debt crisis in Indonesia. We found that exchange rate, foreign reserves, and exports are the major determinants to experiencing external debt crisis. The ANN in-sample performance provides relatively superior results. The ANN model is able to classify correctly crisis of 89.12 per cent with reasonably low false alarms of 7.01 per cent. In out-of-sample, the prediction performance fairly deteriorates compared to their in-sample performances. It could be explained as the ANN model tends to over-fit the data in the in-sample, but it could not fit the out-of-sample very well. The 10-fold cross-validation has been used to improve the out-of-sample prediction accuracy. The results also offer policy implications. The out-of-sample performance could be very sensitive to the size of the samples, as it could yield a higher total misclassification error and lower prediction accuracy. The ANN model could be used to identify past crisis episodes with some accuracy, but predicting crisis outside the estimation sample is much more challenging because of the presence of uncertainty.

Keywords: debt crisis, external debt, artificial neural network, ANN

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2293 Forecasting Models for Steel Demand Uncertainty Using Bayesian Methods

Authors: Watcharin Sangma, Onsiri Chanmuang, Pitsanu Tongkhow

Abstract:

A forecasting model for steel demand uncertainty in Thailand is proposed. It consists of trend, autocorrelation, and outliers in a hierarchical Bayesian frame work. The proposed model uses a cumulative Weibull distribution function, latent first-order autocorrelation, and binary selection, to account for trend, time-varying autocorrelation, and outliers, respectively. The Gibbs sampling Markov Chain Monte Carlo (MCMC) is used for parameter estimation. The proposed model is applied to steel demand index data in Thailand. The root mean square error (RMSE), mean absolute percentage error (MAPE), and mean absolute error (MAE) criteria are used for model comparison. The study reveals that the proposed model is more appropriate than the exponential smoothing method.

Keywords: forecasting model, steel demand uncertainty, hierarchical Bayesian framework, exponential smoothing method

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2292 Error Detection and Correction for Onboard Satellite Computers Using Hamming Code

Authors: Rafsan Al Mamun, Md. Motaharul Islam, Rabana Tajrin, Nabiha Noor, Shafinaz Qader

Abstract:

In an attempt to enrich the lives of billions of people by providing proper information, security and a way of communicating with others, the need for efficient and improved satellites is constantly growing. Thus, there is an increasing demand for better error detection and correction (EDAC) schemes, which are capable of protecting the data onboard the satellites. The paper is aimed towards detecting and correcting such errors using a special algorithm called the Hamming Code, which uses the concept of parity and parity bits to prevent single-bit errors onboard a satellite in Low Earth Orbit. This paper focuses on the study of Low Earth Orbit satellites and the process of generating the Hamming Code matrix to be used for EDAC using computer programs. The most effective version of Hamming Code generated was the Hamming (16, 11, 4) version using MATLAB, and the paper compares this particular scheme with other EDAC mechanisms, including other versions of Hamming Codes and Cyclic Redundancy Check (CRC), and the limitations of this scheme. This particular version of the Hamming Code guarantees single-bit error corrections as well as double-bit error detections. Furthermore, this version of Hamming Code has proved to be fast with a checking time of 5.669 nanoseconds, that has a relatively higher code rate and lower bit overhead compared to the other versions and can detect a greater percentage of errors per length of code than other EDAC schemes with similar capabilities. In conclusion, with the proper implementation of the system, it is quite possible to ensure a relatively uncorrupted satellite storage system.

Keywords: bit-flips, Hamming code, low earth orbit, parity bits, satellite, single error upset

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2291 The Linear Combination of Kernels in the Estimation of the Cumulative Distribution Functions

Authors: Abdel-Razzaq Mugdadi, Ruqayyah Sani

Abstract:

The Kernel Distribution Function Estimator (KDFE) method is the most popular method for nonparametric estimation of the cumulative distribution function. The kernel and the bandwidth are the most important components of this estimator. In this investigation, we replace the kernel in the KDFE with a linear combination of kernels to obtain a new estimator based on the linear combination of kernels, the mean integrated squared error (MISE), asymptotic mean integrated squared error (AMISE) and the asymptotically optimal bandwidth for the new estimator are derived. We propose a new data-based method to select the bandwidth for the new estimator. The new technique is based on the Plug-in technique in density estimation. We evaluate the new estimator and the new technique using simulations and real-life data.

Keywords: estimation, bandwidth, mean square error, cumulative distribution function

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2290 Estimation of Slab Depth, Column Size and Rebar Location of Concrete Specimen Using Impact Echo Method

Authors: Y. T. Lee, J. H. Na, S. H. Kim, S. U. Hong

Abstract:

In this study, an experimental research for estimation of slab depth, column size and location of rebar of concrete specimen is conducted using the Impact Echo Method (IE) based on stress wave among non-destructive test methods. Estimation of slab depth had total length of 1800×300 and 6 different depths including 150 mm, 180 mm, 210 mm, 240 mm, 270 mm and 300 mm. The concrete column specimen was manufactured by differentiating the size into 300×300×300 mm, 400×400×400 mm and 500×500×500 mm. In case of the specimen for estimation of rebar, rebar of ∅22 mm was used in a specimen of 300×370×200 and arranged at 130 mm and 150 mm from the top to the rebar top. As a result of error rate of slab depth was overall mean of 3.1%. Error rate of column size was overall mean of 1.7%. Mean error rate of rebar location was 1.72% for top, 1.19% for bottom and 1.5% for overall mean showing relative accuracy.

Keywords: impact echo method, estimation, slab depth, column size, rebar location, concrete

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2289 Numerical Simulation of Hydraulic Fracture Propagation in Marine-continental Transitional Tight Sandstone Reservoirs by Boundary Element Method: A Case Study of Shanxi Formation in China

Authors: Jiujie Cai, Fengxia LI, Haibo Wang

Abstract:

After years of research, offshore oil and gas development now are shifted to unconventional reservoirs, where multi-stage hydraulic fracturing technology has been widely used. However, the simulation of complex hydraulic fractures in tight reservoirs is faced with geological and engineering difficulties, such as large burial depths, sand-shale interbeds, and complex stress barriers. The objective of this work is to simulate the hydraulic fracture propagation in the tight sandstone matrix of the marine-continental transitional reservoirs, where the Shanxi Formation in Tianhuan syncline of the Dongsheng gas field was used as the research target. The characteristic parameters of the vertical rock samples with rich beddings were clarified through rock mechanics experiments. The influence of rock mechanical parameters, vertical stress difference of pay-zone and bedding layer, and fracturing parameters (such as injection rates, fracturing fluid viscosity, and number of perforation clusters within single stage) on fracture initiation and propagation were investigated. In this paper, a 3-D fracture propagation model was built to investigate the complex fracture propagation morphology by boundary element method, considering the strength of bonding surface between layers, vertical stress difference and fracturing parameters (such as injection rates, fluid volume and viscosity). The research results indicate that on the condition of vertical stress difference (3 MPa), the fracture height can break through and enter the upper interlayer when the thickness of the overlying bedding layer is 6-9 m, considering effect of the weak bonding surface between layers. The fracture propagates within the pay zone when overlying interlayer is greater than 13 m. Difference in fluid volume distribution between clusters could be more than 20% when the stress difference of each cluster in the segment exceeds 2MPa. Fracture cluster in high stress zones cannot initiate when the stress difference in the segment exceeds 5MPa. The simulation results of fracture height are much higher if the effect of weak bonding surface between layers is not involved. By increasing the injection rates, increasing fracturing fluid viscosity, and reducing the number of clusters within single stage can promote the fracture height propagation through layers. Optimizing the perforation position and reducing the number of perforations can promote the uniform expansion of fractures. Typical curves of fracture height estimation were established for the tight sandstone of the Lower Permian Shanxi Formation. The model results have good consistency with micro-seismic monitoring results of hydraulic fracturing in Well 1HF.

Keywords: fracture propagation, boundary element method, fracture height, offshore oil and gas, marine-continental transitional reservoirs, rock mechanics experiment

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2288 Profit-Based Artificial Neural Network (ANN) Trained by Migrating Birds Optimization: A Case Study in Credit Card Fraud Detection

Authors: Ashkan Zakaryazad, Ekrem Duman

Abstract:

A typical classification technique ranks the instances in a data set according to the likelihood of belonging to one (positive) class. A credit card (CC) fraud detection model ranks the transactions in terms of probability of being fraud. In fact, this approach is often criticized, because firms do not care about fraud probability but about the profitability or costliness of detecting a fraudulent transaction. The key contribution in this study is to focus on the profit maximization in the model building step. The artificial neural network proposed in this study works based on profit maximization instead of minimizing the error of prediction. Moreover, some studies have shown that the back propagation algorithm, similar to other gradient–based algorithms, usually gets trapped in local optima and swarm-based algorithms are more successful in this respect. In this study, we train our profit maximization ANN using the Migrating Birds optimization (MBO) which is introduced to literature recently.

Keywords: neural network, profit-based neural network, sum of squared errors (SSE), MBO, gradient descent

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2287 2D Numerical Modeling of Ultrasonic Measurements in Concrete: Wave Propagation in a Multiple-Scattering Medium

Authors: T. Yu, L. Audibert, J. F. Chaix, D. Komatitsch, V. Garnier, J. M. Henault

Abstract:

Linear Ultrasonic Techniques play a major role in Non-Destructive Evaluation (NDE) for civil engineering structures in concrete since they can meet operational requirements. Interpretation of ultrasonic measurements could be improved by a better understanding of ultrasonic wave propagation in a multiple scattering medium. This work aims to develop a 2D numerical model of ultrasonic wave propagation in a heterogeneous medium, like concrete, integrating the multiple scattering phenomena in SPECFEM software. The coherent field of multiple scattering is obtained by averaging numerical wave fields, and it is used to determine the effective phase velocity and attenuation corresponding to an equivalent homogeneous medium. First, this model is applied to one scattering element (a cylinder) in a homogenous medium in a linear-elastic system, and its validation is completed thanks to the comparison with analytical solution. Then, some cases of multiple scattering by a set of randomly located cylinders or polygons are simulated to perform parametric studies on the influence of frequency and scatterer size, concentration, and shape. Also, the effective properties are compared with the predictions of Waterman-Truell model to verify its validity. Finally, the mortar viscoelastic behavior is introduced in the simulation in order to considerer the dispersion and the attenuation due to porosity included in the cement paste. In the future, different steps will be developed: The comparisons with experimental results, the interpretation of NDE measurements, and the optimization of NDE parameters before an auscultation.

Keywords: attenuation, multiple-scattering medium, numerical modeling, phase velocity, ultrasonic measurements

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2286 Low Density Parity Check Codes

Authors: Kassoul Ilyes

Abstract:

The field of error correcting codes has been revolutionized by the introduction of iteratively decoded codes. Among these, LDPC codes are now a preferred solution thanks to their remarkable performance and low complexity. The binary version of LDPC codes showed even better performance, although it’s decoding introduced greater complexity. This thesis studies the performance of binary LDPC codes using simplified weighted decisions. Information is transported between a transmitter and a receiver by digital transmission systems, either by propagating over a radio channel or also by using a transmission medium such as the transmission line. The purpose of the transmission system is then to carry the information from the transmitter to the receiver as reliably as possible. These codes have not generated enough interest within the coding theory community. This forgetfulness will last until the introduction of Turbo-codes and the iterative principle. Then it was proposed to adopt Pearl's Belief Propagation (BP) algorithm for decoding these codes. Subsequently, Luby introduced irregular LDPC codes characterized by a parity check matrix. And finally, we study simplifications on binary LDPC codes. Thus, we propose a method to make the exact calculation of the APP simpler. This method leads to simplifying the implementation of the system.

Keywords: LDPC, parity check matrix, 5G, BER, SNR

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2285 Fracture Mechanics Modeling of a Shear-Cracked RC Beams Shear-Strengthened with FRP Sheets

Authors: Shahriar Shahbazpanahi, Alaleh Kamgar

Abstract:

So far, the conventional experimental and theoretical analysis in fracture mechanics have been applied to study concrete flexural- cracked beams, which are strengthened using fiber reinforced polymer (FRP) composite sheets. However, there is still little knowledge about the shear capacity of a side face FRP- strengthened shear-cracked beam. A numerical analysis is herein presented to model the fracture mechanics of a four-point RC beam, with two inclined initial notch on the supports, which is strengthened with side face FRP sheets. In the present study, the shear crack is forced to conduct by using an initial notch in supports. The ABAQUS software is used to model crack propagation by conventional cohesive elements. It is observed that the FRP sheets play important roles in preventing the propagation of shear cracks.

Keywords: crack, FRP, shear, strengthening

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2284 High Performance of Direct Torque and Flux Control of a Double Stator Induction Motor Drive with a Fuzzy Stator Resistance Estimator

Authors: K. Kouzi

Abstract:

In order to have stable and high performance of direct torque and flux control (DTFC) of double star induction motor drive (DSIM), proper on-line adaptation of the stator resistance is very important. This is inevitably due to the variation of the stator resistance during operating conditions, which introduces error in estimated flux position and the magnitude of the stator flux. Error in the estimated stator flux deteriorates the performance of the DTFC drive. Also, the effect of error in estimation is very important especially at low speed. Due to this, our aim is to overcome the sensitivity of the DTFC to the stator resistance variation by proposing on-line fuzzy estimation stator resistance. The fuzzy estimation method is based on an on-line stator resistance correction through the variations of the stator current estimation error and its variations. The fuzzy logic controller gives the future stator resistance increment at the output. The main advantage of the suggested algorithm control is to avoid the drive instability that may occur in certain situations and ensure the tracking of the actual stator resistance. The validity of the technique and the improvement of the whole system performance are proved by the results.

Keywords: direct torque control, dual stator induction motor, Fuzzy Logic estimation, stator resistance adaptation

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2283 Forecasting Container Throughput: Using Aggregate or Terminal-Specific Data?

Authors: Gu Pang, Bartosz Gebka

Abstract:

We forecast the demand of total container throughput at the Indonesia’s largest seaport, Tanjung Priok Port. We propose four univariate forecasting models, including SARIMA, the additive Seasonal Holt-Winters, the multiplicative Seasonal Holt-Winters and the Vector Error Correction Model. Our aim is to provide insights into whether forecasting the total container throughput obtained by historical aggregated port throughput time series is superior to the forecasts of the total throughput obtained by summing up the best individual terminal forecasts. We test the monthly port/individual terminal container throughput time series between 2003 and 2013. The performance of forecasting models is evaluated based on Mean Absolute Error and Root Mean Squared Error. Our results show that the multiplicative Seasonal Holt-Winters model produces the most accurate forecasts of total container throughput, whereas SARIMA generates the worst in-sample model fit. The Vector Error Correction Model provides the best model fits and forecasts for individual terminals. Our results report that the total container throughput forecasts based on modelling the total throughput time series are consistently better than those obtained by combining those forecasts generated by terminal-specific models. The forecasts of total throughput until the end of 2018 provide an essential insight into the strategic decision-making on the expansion of port's capacity and construction of new container terminals at Tanjung Priok Port.

Keywords: SARIMA, Seasonal Holt-Winters, Vector Error Correction Model, container throughput

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2282 Modeling of Diurnal Pattern of Air Temperature in a Tropical Environment: Ile-Ife and Ibadan, Nigeria

Authors: Rufus Temidayo Akinnubi, M. O. Adeniyi

Abstract:

Existing diurnal air temperature models simulate night time air temperature over Nigeria with high biases. An improved parameterization is presented for modeling the diurnal pattern of air temperature (Ta) which is applicable in the calculation of turbulent heat fluxes in Global climate models, based on Nigeria Micrometeorological Experimental site (NIMEX) surface layer observations. Five diurnal Ta models for estimating hourly Ta from daily maximum, daily minimum, and daily mean air temperature were validated using root-mean-square error (RMSE), Mean Error Bias (MBE) and scatter graphs. The original Fourier series model showed better performance for unstable air temperature parameterizations while the stable Ta was strongly overestimated with a large error. The model was improved with the inclusion of the atmospheric cooling rate that accounts for the temperature inversion that occurs during the nocturnal boundary layer condition. The MBE and RMSE estimated by the modified Fourier series model reduced by 4.45 oC and 3.12 oC during the transitional period from dry to wet stable atmospheric conditions. The modified Fourier series model gave good estimation of the diurnal weather patterns of Ta when compared with other existing models for a tropical environment.

Keywords: air temperature, mean bias error, Fourier series analysis, surface energy balance,

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2281 Is the Okun's Law Valid in Tunisia?

Authors: El Andari Chifaa, Bouaziz Rached

Abstract:

The central focus of this paper was to check whether the Okun’s law in Tunisia is valid or not. For this purpose, we have used quarterly time series data during the period 1990Q1-2014Q1. Firstly, we applied the error correction model instead of the difference version of Okun's Law, the Engle-Granger and Johansen test are employed to find out long run association between unemployment, production, and how error correction mechanism (ECM) is used for short run dynamic. Secondly, we used the gap version of Okun’s law where the estimation is done from three band pass filters which are mathematical tools used in macro-economic and especially in business cycles theory. The finding of the study indicates that the inverse relationship between unemployment and output is verified in the short and long term, and the Okun's law holds for the Tunisian economy, but with an Okun’s coefficient lower than required. Therefore, our empirical results have important implications for structural and cyclical policymakers in Tunisia to promote economic growth in a context of lower unemployment growth.

Keywords: Okun’s law, validity, unit root, cointegration, error correction model, bandpass filters

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2280 IPO Valuation and Profitability Expectations: Evidence from the Italian Exchange

Authors: Matteo Bonaventura, Giancarlo Giudici

Abstract:

This paper analyses the valuation process of companies listed on the Italian Exchange in the period 2000-2009 at their Initial Public Offering (IPO). One the most common valuation techniques declared in the IPO prospectus to determine the offer price is the Discounted Cash Flow (DCF) method. We develop a ‘reverse engineering’ model to discover the short term profitability implied in the offer prices. We show that there is a significant optimistic bias in the estimation of future profitability compared to ex-post actual realization and the mean forecast error is substantially large. Yet we show that such error characterizes also the estimations carried out by analysts evaluating non-IPO companies. The forecast error is larger the faster has been the recent growth of the company, the higher is the leverage of the IPO firm, the more companies issued equity on the market. IPO companies generally exhibit better operating performance before the listing, with respect to comparable listed companies, while after the flotation they do not perform significantly different in term of return on invested capital. Pre-IPO book building activity plays a significant role in partially reducing the forecast error and revising expectations, while the market price of the first day of trading does not contain information for further reducing forecast errors.

Keywords: initial public offerings, DCF, book building, post-IPO profitability drop

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2279 Automatic Facial Skin Segmentation Using Possibilistic C-Means Algorithm for Evaluation of Facial Surgeries

Authors: Elham Alaee, Mousa Shamsi, Hossein Ahmadi, Soroosh Nazem, Mohammad Hossein Sedaaghi

Abstract:

Human face has a fundamental role in the appearance of individuals. So the importance of facial surgeries is undeniable. Thus, there is a need for the appropriate and accurate facial skin segmentation in order to extract different features. Since Fuzzy C-Means (FCM) clustering algorithm doesn’t work appropriately for noisy images and outliers, in this paper we exploit Possibilistic C-Means (PCM) algorithm in order to segment the facial skin. For this purpose, first, we convert facial images from RGB to YCbCr color space. To evaluate performance of the proposed algorithm, the database of Sahand University of Technology, Tabriz, Iran was used. In order to have a better understanding from the proposed algorithm; FCM and Expectation-Maximization (EM) algorithms are also used for facial skin segmentation. The proposed method shows better results than the other segmentation methods. Results include misclassification error (0.032) and the region’s area error (0.045) for the proposed algorithm.

Keywords: facial image, segmentation, PCM, FCM, skin error, facial surgery

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2278 Low-Cost Reversible Logic Serial Multipliers with Error Detection Capability

Authors: Mojtaba Valinataj

Abstract:

Nowadays reversible logic has received many attentions as one of the new fields for reducing the power consumption. On the other hand, the processing systems have weaknesses against different external effects. In this paper, some error detecting reversible logic serial multipliers are proposed by incorporating the parity-preserving gates. This way, the new designs are presented for signed parity-preserving serial multipliers based on the Booth's algorithm by exploiting the new arrangements of existing gates. The experimental results show that the proposed 4×4 multipliers in this paper reach up to 20%, 35%, and 41% enhancements in the number of constant inputs, quantum cost, and gate count, respectively, as the reversible logic criteria, compared to previous designs. Furthermore, all the proposed designs have been generalized for n×n multipliers with general formulations to estimate the main reversible logic criteria as the functions of the multiplier size.

Keywords: Booth’s algorithm, error detection, multiplication, parity-preserving gates, quantum computers, reversible logic

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2277 Shear Elastic Waves in Disordered Anisotropic Multi-Layered Periodic Structure

Authors: K. B. Ghazaryan, R. A. Ghazaryan

Abstract:

Based on the constitutive model and anti-plane equations of anisotropic elastic body of monoclinic symmetry we consider the problem of shear wave propagation in multi-layered disordered composite structure with point defect. Using transfer matrix method the analytic expression is obtained providing solutions of shear Floquet wave propagation in periodic disordered anisotropic structure. The usefulness of the obtained analytical expression was discussed also in reflection and refraction problems from multi-layered reflector as well as in vibration problem of multi-layered waveguides. Numerical results are presented highlighting the effects arising in disordered periodic structure due to defects of multi-layered structure.

Keywords: shear elastic waves, monoclinic anisotropic media, periodic structure, disordered multilayer laminae, multi-layered waveguide

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2276 Designing an Intelligent Voltage Instability System in Power Distribution Systems in the Philippines Using IEEE 14 Bus Test System

Authors: Pocholo Rodriguez, Anne Bernadine Ocampo, Ian Benedict Chan, Janric Micah Gray

Abstract:

The state of an electric power system may be classified as either stable or unstable. The borderline of stability is at any condition for which a slight change in an unfavourable direction of any pertinent quantity will cause instability. Voltage instability in power distribution systems could lead to voltage collapse and thus power blackouts. The researchers will present an intelligent system using back propagation algorithm that can detect voltage instability and output voltage of a power distribution and classify it as stable or unstable. The researchers’ work is the use of parameters involved in voltage instability as input parameters to the neural network for training and testing purposes that can provide faster detection and monitoring of the power distribution system.

Keywords: back-propagation algorithm, load instability, neural network, power distribution system

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2275 Error Analysis in Academic Writing of EFL Learners: A Case Study for Undergraduate Students at Pathein University

Authors: Aye Pa Pa Myo

Abstract:

Writing in English is accounted as a complex process for English as a foreign language learners. Besides, committing errors in writing can be found as an inevitable part of language learners’ writing. Generally, academic writing is quite difficult for most of the students to manage for getting better scores. Students can commit common errors in their writings when they try to write academic writing. Error analysis deals with identifying and detecting the errors and also explains the reason for the occurrence of these errors. In this paper, the researcher has an attempt to examine the common errors of undergraduate students in their academic writings at Pathein University. The purpose of doing this research is to investigate the errors which students usually commit in academic writing and to find out the better ways for correcting these errors in EFL classrooms. In this research, fifty-third-year non-English specialization students attending Pathein University were selected as participants. This research took one month. It was conducted with a mixed methodology method. Two mini-tests were used as research tools. Data were collected with a quantitative research method. Findings from this research pointed that most of the students noticed their common errors after getting the necessary input, and they became more decreased committing these errors after taking mini-test; hence, all findings will be supportive for further researches related to error analysis in academic writing.

Keywords: academic writing, error analysis, EFL learners, mini-tests, mixed methodology

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2274 Using the Bootstrap for Problems Statistics

Authors: Brahim Boukabcha, Amar Rebbouh

Abstract:

The bootstrap method based on the idea of exploiting all the information provided by the initial sample, allows us to study the properties of estimators. In this article we will present a theoretical study on the different methods of bootstrapping and using the technique of re-sampling in statistics inference to calculate the standard error of means of an estimator and determining a confidence interval for an estimated parameter. We apply these methods tested in the regression models and Pareto model, giving the best approximations.

Keywords: bootstrap, error standard, bias, jackknife, mean, median, variance, confidence interval, regression models

Procedia PDF Downloads 355
2273 Wind Power Forecast Error Simulation Model

Authors: Josip Vasilj, Petar Sarajcev, Damir Jakus

Abstract:

One of the major difficulties introduced with wind power penetration is the inherent uncertainty in production originating from uncertain wind conditions. This uncertainty impacts many different aspects of power system operation, especially the balancing power requirements. For this reason, in power system development planing, it is necessary to evaluate the potential uncertainty in future wind power generation. For this purpose, simulation models are required, reproducing the performance of wind power forecasts. This paper presents a wind power forecast error simulation models which are based on the stochastic process simulation. Proposed models capture the most important statistical parameters recognized in wind power forecast error time series. Furthermore, two distinct models are presented based on data availability. First model uses wind speed measurements on potential or existing wind power plant locations, while the seconds model uses statistical distribution of wind speeds.

Keywords: wind power, uncertainty, stochastic process, Monte Carlo simulation

Procedia PDF Downloads 451
2272 Co-Integration Model for Predicting Inflation Movement in Nigeria

Authors: Salako Rotimi, Oshungade Stephen, Ojewoye Opeyemi

Abstract:

The maintenance of price stability is one of the macroeconomic challenges facing Nigeria as a nation. This paper attempts to build a co-integration multivariate time series model for inflation movement in Nigeria using data extracted from the abstract of statistics of the Central Bank of Nigeria (CBN) from 2008 to 2017. The Johansen cointegration test suggests at least one co-integration vector describing the long run relationship between Consumer Price Index (CPI), Food Price Index (FPI) and Non-Food Price Index (NFPI). All three series show increasing pattern, which indicates a sign of non-stationary in each of the series. Furthermore, model predictability was established with root-mean-square-error, mean absolute error, mean average percentage error, and Theil’s unbiased statistics for n-step forecasting. The result depicts that the long run coefficient of a consumer price index (CPI) has a positive long-run relationship with the food price index (FPI) and non-food price index (NFPI).

Keywords: economic, inflation, model, series

Procedia PDF Downloads 214
2271 Bit Error Rate (BER) Performance of Coherent Homodyne BPSK-OCDMA Network for Multimedia Applications

Authors: Morsy Ahmed Morsy Ismail

Abstract:

In this paper, the structure of a coherent homodyne receiver for the Binary Phase Shift Keying (BPSK) Optical Code Division Multiple Access (OCDMA) network is introduced based on the Multi-Length Weighted Modified Prime Code (ML-WMPC) for multimedia applications. The Bit Error Rate (BER) of this homodyne detection is evaluated as a function of the number of active users and the signal to noise ratio for different code lengths according to the multimedia application such as audio, voice, and video. Besides, the Mach-Zehnder interferometer is used as an external phase modulator in homodyne detection. Furthermore, the Multiple Access Interference (MAI) and the receiver noise in a shot-noise limited regime are taken into consideration in the BER calculations.

Keywords: OCDMA networks, bit error rate, multiple access interference, binary phase-shift keying, multimedia

Procedia PDF Downloads 143
2270 On Differential Growth Equation to Stochastic Growth Model Using Hyperbolic Sine Function in Height/Diameter Modeling of Pines

Authors: S. O. Oyamakin, A. U. Chukwu

Abstract:

Richard's growth equation being a generalized logistic growth equation was improved upon by introducing an allometric parameter using the hyperbolic sine function. The integral solution to this was called hyperbolic Richard's growth model having transformed the solution from deterministic to a stochastic growth model. Its ability in model prediction was compared with the classical Richard's growth model an approach which mimicked the natural variability of heights/diameter increment with respect to age and therefore provides a more realistic height/diameter predictions using the coefficient of determination (R2), Mean Absolute Error (MAE) and Mean Square Error (MSE) results. The Kolmogorov-Smirnov test and Shapiro-Wilk test was also used to test the behavior of the error term for possible violations. The mean function of top height/Dbh over age using the two models under study predicted closely the observed values of top height/Dbh in the hyperbolic Richard's nonlinear growth models better than the classical Richard's growth model.

Keywords: height, Dbh, forest, Pinus caribaea, hyperbolic, Richard's, stochastic

Procedia PDF Downloads 443