Search results for: threshold autoregressive model

Authors: Rui Teixeira, Alan O’Connor, Maria Nogal

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The statistical theory of extreme events is progressively a topic of growing interest in all the fields of science and engineering. The changes currently experienced by the world, economic and environmental, emphasized the importance of dealing with extreme occurrences with improved accuracy. When it comes to the design of offshore structures, particularly offshore wind turbines, the importance of efficiently characterizing extreme events is of major relevance. Extreme events are commonly characterized by extreme values theory. As an alternative, the accurate modeling of the tails of statistical distributions and the characterization of the low occurrence events can be achieved with the application of the Peak-Over-Threshold (POT) methodology. The POT methodology allows for a more refined fit of the statistical distribution by truncating the data with a minimum value of a predefined threshold u. For mathematically approximating the tail of the empirical statistical distribution the Generalised Pareto is widely used. Although, in the case of the exceedances of significant wave data (H_s) the 2 parameters Weibull and the Exponential distribution, which is a specific case of the Generalised Pareto distribution, are frequently used as an alternative. The Generalized Pareto, despite the existence of practical cases where it is applied, is not completely recognized as the adequate solution to model exceedances over a certain threshold u. References that set the Generalised Pareto distribution as a secondary solution in the case of significant wave data can be identified in the literature. In this framework, the current study intends to tackle the discussion of the application of statistical models to characterize exceedances of wave data. Comparison of the application of the Generalised Pareto, the 2 parameters Weibull and the Exponential distribution are presented for different values of the threshold u. Real wave data obtained in four buoys along the Irish coast was used in the comparative analysis. Results show that the application of the statistical distributions to characterize significant wave data needs to be addressed carefully and in each particular case one of the statistical models mentioned fits better the data than the others. Depending on the value of the threshold u different results are obtained. Other variables of the fit, as the number of points and the estimation of the model parameters, are analyzed and the respective conclusions were drawn. Some guidelines on the application of the POT method are presented. Modeling the tail of the distributions shows to be, for the present case, a highly non-linear task and, due to its growing importance, should be addressed carefully for an efficient estimation of very low occurrence events.

Keywords: extreme events, offshore structures, peak-over-threshold, significant wave data

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Authors: Souhir Ben Amor, Heni Boubaker, Lotfi Belkacem

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This aims of this paper is to forecast the electricity spot prices. First, we focus on modeling the conditional mean of the series so we adopt a generalized fractional -factor Gegenbauer process (k-factor GARMA). Secondly, the residual from the -factor GARMA model has used as a proxy for the conditional variance; these residuals were predicted using two different approaches. In the first approach, a local linear wavelet neural network model (LLWNN) has developed to predict the conditional variance using the Back Propagation learning algorithms. In the second approach, the Gegenbauer generalized autoregressive conditional heteroscedasticity process (G-GARCH) has adopted, and the parameters of the k-factor GARMA-G-GARCH model has estimated using the wavelet methodology based on the discrete wavelet packet transform (DWPT) approach. The empirical results have shown that the k-factor GARMA-G-GARCH model outperform the hybrid k-factor GARMA-LLWNN model, and find it is more appropriate for forecasts.

Keywords: electricity price, k-factor GARMA, LLWNN, G-GARCH, forecasting

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Authors: Torsten Hermanns, You Wang, Stefan Janssen, Markus Niessen, Christoph Schoeler, Ulrich Thombansen, Wolfgang Schulz

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In long pulse laser drilling of metals, it can be demonstrated that the ablation shape approaches a so-called asymptotic shape such that it changes only slightly or not at all with further irradiation. These findings are already known from ultra short pulse (USP) ablation of dielectric and semiconducting materials. The explanation for the occurrence of an asymptotic shape in long pulse drilling of metals is identified, a model for the description of the asymptotic hole shape numerically implemented, tested and clearly confirmed by comparison with experimental data. The model assumes a robust process in that way that the characteristics of the melt flow inside the arising melt film does not change qualitatively by changing the laser or processing parameters. Only robust processes are technically controllable and thus of industrial interest. The condition for a robust process is identified by a threshold for the mass flow density of the assist gas at the hole entrance which has to be exceeded. Within a robust process regime the melt flow characteristics can be captured by only one model parameter, namely the intensity threshold. In analogy to USP ablation (where it is already known for a long time that the resulting hole shape results from a threshold for the absorbed laser fluency) it is demonstrated that in the case of robust long pulse ablation the asymptotic shape forms in that way that along the whole contour the absorbed heat flux density is equal to the intensity threshold. The intensity threshold depends on the special material and radiation properties and has to be calibrated be one reference experiment. The model is implemented in a numerical simulation which is called AsymptoticDrill and requires such a few amount of resources that it can run on common desktop PCs, laptops or even smart devices. Resulting hole shapes can be calculated within seconds what depicts a clear advantage over other simulations presented in literature in the context of industrial every day usage. Against this background the software additionally is equipped with a user-friendly GUI which allows an intuitive usage. Individual parameters can be adjusted using sliders while the simulation result appears immediately in an adjacent window. A platform independent development allow a flexible usage: the operator can use the tool to adjust the process in a very convenient manner on a tablet during the developer can execute the tool in his office in order to design new processes. Furthermore, at the best knowledge of the authors AsymptoticDrill is the first simulation which allows the import of measured real beam distributions and thus calculates the asymptotic hole shape on the basis of the real state of the specific manufacturing system. In this paper the emphasis is placed on the investigation of the effect of multiple reflections on the asymptotic hole shape which gain in importance when drilling holes with large aspect ratios.

Keywords: asymptotic hole shape, intensity threshold, long pulse laser drilling, robust process

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Authors: T. G. Kassem, A. K. Adunchezor, J. P. Chollom

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This paper describes a mathematical model developed to predict the dynamics of Hepatitis B virus (HBV) infection and to evaluate the potential impact of vaccination and treatment on its dynamics. We used a compartmental model expressed by a set of differential equations based on the characteristic of HBV transmission. With these, we find the threshold quantity R0, then find the local asymptotic stability of disease free equilibrium and endemic equilibrium. Furthermore, we find the global stability of the disease free and endemic equilibrium.

Keywords: hepatitis B virus, epidemiology, vaccination, mathematical model

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Authors: Petra Palic, Maruska Vizek

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We provide an in-depth analysis of interdependence of asset returns and volatilities in developed and developing countries. The analysis is split into three parts. In the first part, we use multivariate GARCH model in order to provide stylized facts on cross-market volatility spillovers. In the second part, we use a generalized vector autoregressive methodology developed by Diebold and Yilmaz (2009) in order to estimate separate measures of return spillovers and volatility spillovers among sovereign bond, equity, foreign exchange and commodity markets. In particular, our analysis is focused on cross-market return, and volatility spillovers in 19 developed and developing countries. In order to estimate named spillovers, we use daily data from 2008 to 2017. In the third part of the analysis, we use a generalized vector autoregressive framework in order to estimate total and directional volatility spillovers. We use the same daily data span for one developed and one developing country in order to characterize daily volatility spillovers across stock, bond, foreign exchange and commodities markets.

Keywords: cross-market spillovers, sovereign bond markets, equity markets, value at risk (VAR)

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Authors: Tingting Lin, Manfred von Willich, Dafu Lou, Phil Eisen

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A white-box implementation of a cryptographic algorithm is a software implementation intended to resist extraction of the secret key by an adversary. To date, most of the white-box techniques are used to protect block cipher implementations. However, a large proportion of the white-box implementations are proven to be vulnerable to affine equivalence attacks and other algebraic attacks, as well as differential computation analysis (DCA). In this paper, we identify a class of block ciphers for which we propose a method of constructing white-box implementations. Our method is based on threshold implementations and operations in composite fields. The resulting implementations consist of lookup tables and few exclusive OR operations. All intermediate values (inputs and outputs of the lookup tables) are masked. The threshold implementation makes the distribution of the masked values uniform and independent of the original inputs, and the operations in composite fields reduce the size of the lookup tables. The white-box implementations can provide resistance against algebraic attacks and DCA-like attacks.

Keywords: white-box, block cipher, composite field, threshold implementation

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Authors: V. De Sandi

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In this paper, we characterize a class of rank-weighted social welfare orderings that we call ”Excessivist.” The Excessivist Social Welfare Ordering (eSWO) judges incomes above a fixed threshold θ as detrimental to society. To accomplish this, the identification of a richness or affluence line is necessary. We employ a fixed, exogenous line of excess. We define an eSWF in the form of a weighted sum of individual’s income. This requires introducing n+1 vectors of weights, one for all possible numbers of individuals below the threshold. To do this, the paper introduces a slight modification of the class of rank weighted class of social welfare function. Indeed, in our excessivist social welfare ordering, we allow the weights to be both positive (for individuals below the line) and negative (for individuals above). Then, we introduce ethical concerns through an axiomatic approach. The following axioms are required: continuity above and below the threshold (Ca, Cb), anonymity (A), absolute aversion to excessive richness (AER), pigou dalton positive weights preserving transfer (PDwpT), sign rank preserving full comparability (SwpFC) and strong pareto below the threshold (SPb). Ca, Cb requires that small changes in two income distributions above and below θ do not lead to changes in their ordering. AER suggests that if two distributions are identical in any respect but for one individual above the threshold, who is richer in the first, then the second should be preferred by society. This means that we do not care about the waste of resources above the threshold; the priority is the reduction of excessive income. According to PDwpT, a transfer from a better-off individual to a worse-off individual despite their relative position to the threshold, without reversing their ranks, leads to an improved distribution if the number of individuals below the threshold is the same after the transfer or the number of individuals below the threshold has increased. SPb holds only for individuals below the threshold. The weakening of strong pareto and our ethics need to be justified; we support them through the notion of comparative egalitarianism and income as a source of power. SwpFC is necessary to ensure that, following a positive affine transformation, an individual does not become excessively rich in only one distribution, thereby reversing the ordering of the distributions. Given the axioms above, we can characterize the class of the eSWO, getting the following result through a proof by contradiction and exhaustion: Theorem 1. A social welfare ordering satisfies the axioms of continuity above and below the threshold, anonymity, sign rank preserving full comparability, aversion to excessive richness, Pigou Dalton positive weight preserving transfer, and strong pareto below the threshold, if and only if it is an Excessivist-social welfare ordering. A discussion about the implementation of different threshold lines reviewing the primary contributions in this field follows. What the commonly implemented social welfare functions have been overlooking is the concern for extreme richness at the top. The characterization of Excessivist Social Welfare Ordering, given the axioms above, aims to fill this gap.

Keywords: comparative egalitarianism, excess income, inequality aversion, social welfare ordering

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Authors: Farbod Rohani, Elyar Ghafoori, Matin Saeedkondori

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Impulse noise is electromagnetic emission which generated by many house hold appliances that are attached to the electrical network. The main difficulty of impulsive noise (IN) elimination process from communication channels is to distinguish it from the transmitted signal and more importantly choosing the proper threshold bandwidth in order to eliminate the signal. Because of wide band property of impulsive noise, we present a novel method for setting the detection threshold, by taking advantage of the fact that impulsive noise bandwidth is usually wider than that of typical communication channels and specifically OFDM channel. After IN detection procedure, we apply simple windowing mechanisms to eliminate them from the communication channel.

Keywords: impulsive noise, OFDM channel, threshold detecting, windowing mechanisms

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Authors: Waled A. Dawoud, Abdelazim M. Negm, Nasser M. Saleh

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Offshore piling generates underwater sound at level high enough to cause physical damage or hearing impairment to the marine mammals. Several methods can be used to mitigate the effect of underwater noise from offshore pile driving on marine mammals which can be divided into three main approaches. The first approach is to keep the mammal out of the high-risk area by using aversive sound waves produced by acoustic mitigation devices such as playing-back of mammal's natural predator vocalization, alarm or distress sounds, and anthropogenic sound. The second approach is to reduce the amount of underwater noise from pile driving using noise mitigation techniques such as bubble curtains, isolation casing, and hydro-sound dampers. The third approach is to eliminate the overlap of underwater waves by using prolonged construction process. To investigate the effectiveness of different noise mitigation methods; a pile driven with 235 kJ rated energy diesel hammer near Jeddah Coast, Kingdom of Saudi Arabia was used. Using empirical sound exposure model based on Red Sea characteristics and limits of National Oceanic and Atmospheric Administration; it was found that the aversive sound waves should extend to 1.8 km around the pile location. Bubble curtains can reduce the behavioral disturbance area up to 28%; temporary threshold shift up to 36%; permanent threshold shift up to 50%; and physical injury up to 70%. Isolation casing can reduce the behavioral disturbance range up to 12%; temporary threshold shift up to 21%; permanent threshold shift up to 29%; and physical injury up to 46%. Hydro-sound dampers efficiency depends mainly on the used technology and it can reduce the behavioral disturbance range from 10% to 33%; temporary threshold shift from 18% to 25%; permanent threshold shift from 32% to 50%; and physical injury from 46% to 60%. To prolong the construction process, it was found that the single pile construction, use of soft start, and keep time between two successive hammer strikes more than 3 seconds are the most effective techniques.

Keywords: offshore pile driving, sound propagation models, noise effects on marine mammals, Underwater noise mitigation

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Authors: Rinku Maji, Joydeep Chakrabortty, Stephen F. King

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The grand unified theory (GUT) rationales the arbitrariness of the standard model (SM) and explains many enigmas of nature at the outset of a single gauge group. The GUTs predict the proton decay and, the spontaneous symmetry breaking (SSB) of the higher symmetry group may lead to the formation of topological defects, which are indispensable in the context of the cosmological observations. The Super-Kamiokande (Super-K) experiment sets sacrosanct bounds on the partial lifetime (τ) of the proton decay for different channels, e.g., τ(p → e+ π0) > 1.6×10³⁴ years which is the most relevant channel to test the viability of the nonsupersymmetric GUTs. The GUTs based on the gauge groups SO(10) and E(6) are broken to the SM spontaneously through one and two intermediate gauge symmetries with the manifestation of the left-right symmetry at least at a single intermediate stage and the proton lifetime for these breaking chains has been computed. The impact of the threshold corrections, as a consequence of integrating out the heavy fields at the breaking scale alter the running of the gauge couplings, which eventually, are found to keep many GUTs off the Super-K bound. The possible topological defects arising in the course of SSB at different breaking scales for all breaking chains have been studied.

Keywords: grand unified theories, proton decay, threshold correction, topological defects

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Authors: Nor Zila Abd Hamid, Mohd Salmi M. Noorani

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This study is focused on the development of prediction models of the Ozone concentration time series. Prediction model is built based on chaotic approach. Firstly, the chaotic nature of the time series is detected by means of phase space plot and the Cao method. Then, the prediction model is built and the local linear approximation method is used for the forecasting purposes. Traditional prediction of autoregressive linear model is also built. Moreover, an improvement in local linear approximation method is also performed. Prediction models are applied to the hourly ozone time series observed at the benchmark station in Malaysia. Comparison of all models through the calculation of mean absolute error, root mean squared error and correlation coefficient shows that the one with improved prediction method is the best. Thus, chaotic approach is a good approach to be used to develop a prediction model for the Ozone concentration time series.

Keywords: chaotic approach, phase space, Cao method, local linear approximation method

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Authors: S. Srinivas, N. Ramesh Babu

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This paper presents a model to predict the depth of penetration in polycrystalline ceramic material cut by abrasive waterjet. The proposed model considered the interaction of cylindrical jet with target material in upper region and neglected the role of threshold velocity in lower region. The results predicted with the proposed model are validated with the experimental results obtained with Silicon Carbide (SiC) blocks.

Keywords: abrasive waterjet cutting, analytical modeling, ceramics, micro-cutting and inter-grannular cracking

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Authors: Vilma Deltuvaitė

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Comparisons of financial development across countries are central to answering many of the questions on factors leading to economic development. For this reason this study analyzes the implications of financial system’s development on country’s economic development. The aim of the article: to analyze the impact of financial system’s development on economic development. The following research methods were used: systemic, logical and comparative analysis of scientific literature, analysis of statistical data, time series model (Autoregressive Distributed Lag (ARDL) Model). The empirical results suggest about positive short and long term effect of stock market development on GDP per capita.

Keywords: banking sector, economic development, financial system’s development, stock market, private bond market

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Authors: M. Karimpour, N. Elkhoury, L. Hitihamillage, S. Moridpour, R. Hesami

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There is a necessity among rail transportation authorities for a superior understanding of the rail track degradation overtime and the factors influencing rail degradation. They need an accurate technique to identify the time when rail tracks fail or need maintenance. In turn, this will help to increase the level of safety and comfort of the passengers and the vehicles as well as improve the cost effectiveness of maintenance activities. An accurate model can play a key role in prediction of the long-term behaviour of railroad tracks. An accurate model can decrease the cost of maintenance. In this research, the rail track degradation is predicted using an autoregressive moving average with exogenous input (ARMAX). An ARMAX has been implemented on Melbourne tram data to estimate the values for the tram track degradation. Gauge values and rail usage in Million Gross Tone (MGT) are the main parameters used in the model. The developed model can accurately predict the future status of the tram tracks.

Keywords: ARMAX, dynamic systems, MGT, prediction, rail degradation

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Authors: Y. Kourd, D. Lefebvre, N. Guersi

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The monitoring of industrial processes is required to ensure operating conditions of industrial systems through automatic detection and isolation of faults. In this paper we propose a method of fault diagnosis based on neuro-fuzzy technique and the choice of a threshold. The validation of this method on a test bench "Actuator Electro DAMADICS Benchmark". In the first phase of the method, we construct a model represents the normal state of the system to fault detection. With residuals analysis generated and the choice of thresholds for signatures table. These signatures provide us with groups of non-detectable faults. In the second phase, we build faulty models to see the flaws in the system that are not located in the first phase.

Keywords: residuals analysis, threshold, neuro-fuzzy system, residual evaluation

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Authors: Yuzhi Cai

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This talk presents a Bayesian approach to quantile autoregressive (QAR) time series model estimation and forecasting. We establish that the joint posterior distribution of the model parameters and future values is well defined. The associated MCMC algorithm for parameter estimation and forecasting converges to the posterior distribution quickly. We also present a combining forecasts technique to produce more accurate out-of-sample forecasts by using a weighted sequence of fitted QAR models. A moving window method to check the quality of the estimated conditional quantiles is developed. We verify our methodology using simulation studies and then apply it to currency exchange rate data. An application of the method to the USD to GBP daily currency exchange rates will also be discussed. The results obtained show that an unequally weighted combining method performs better than other forecasting methodology.

Keywords: combining forecasts, MCMC, quantile modelling, quantile forecasting, predictive density functions

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Authors: Peiyuan Guan, Tao Wan, Dewei Chu

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With the flash memory approaching its physical limit, the emerging resistive random-access memory (RRAM) has been considered as one of the most promising candidates for the next-generation non-volatile memory. One selector-one resistor configuration has shown the most promising way to resolve the crosstalk issue without affecting the scalability and high-density integration of the RRAM array. By comparison with other candidates of selectors (such as diodes and nonlinear devices), threshold switching selectors dominated by formation/spontaneous rupture of fragile conductive filaments have been proved to possess low voltages, high selectivity, and ultra-low current leakage. However, the flexibility and transparency of selectors are barely mentioned. Therefore, it is a matter of urgency to develop a selector with highly flexible and transparent properties to assist the application of RRAM for a diversity of memory devices. In this work, threshold switching selectors were designed using a facilely solution-processed fabrication on AgNWs@PDMS composite films, which show high flexibility, transparency and scratch resistance. As-fabricated threshold switching selectors also have revealed relatively high selectivity (~107), low operating voltages (Vth < 1 V) and good switching performance.

Keywords: flexible and transparent, resistive random-access memory, silver nanowires, threshold switching selector

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Authors: Longqing Li

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The paper addresses the inefficiency of the classical model in measuring the Value-at-Risk (VaR) using a normal distribution or a Student’s t distribution. Specifically, the paper focuses on the one day ahead Value-at-Risk (VaR) of major stock market’s daily returns in US, UK, China and Hong Kong in the most recent ten years under 95% confidence level. To improve the predictable power and search for the best performing model, the paper proposes using two leading alternatives, Extreme Value Theory (EVT) and a family of GARCH models, and compares the relative performance. The main contribution could be summarized in two aspects. First, the paper extends the GARCH family model by incorporating EGARCH and TGARCH to shed light on the difference between each in estimating one day ahead Value-at-Risk (VaR). Second, to account for the non-normality in the distribution of financial markets, the paper applies Generalized Error Distribution (GED), instead of the normal distribution, to govern the innovation term. A dynamic back-testing procedure is employed to assess the performance of each model, a family of GARCH and the conditional EVT. The conclusion is that Exponential GARCH yields the best estimate in out-of-sample one day ahead Value-at-Risk (VaR) forecasting. Moreover, the discrepancy of performance between the GARCH and the conditional EVT is indistinguishable.

Keywords: Value-at-Risk, Extreme Value Theory, conditional EVT, backtesting

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Authors: Wararit Panichkitkosolkul

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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

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Authors: Y. Kim, H. Lee, M. Park, B. Lee

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Planning is understood as the determination of what has to be performed, how, in which sequence, when, what resources are needed, and their cost within the organization before execution. In most construction project, it is evident that the inherent nature of planning is dynamic, and initial planning is subject to be changed due to various uncertain conditions of construction project. Planners take a continuous revision process during the course of a project and until the very end of project. However, current practice lacks reliable, systematic tool for setting variance thresholds to determine when and what corrective actions to be taken. Rather it is heavily dependent on the level of experience and knowledge of the planner. Thus, this paper introduces a machine learning approach to evaluate project control threshold reliability incorporating project-specific data and presents a method to automate the process. The results have shown that the model improves the efficiency and accuracy of the monitoring process as an early warning.

Keywords: machine learning, project control, project progress monitoring, schedule

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Authors: Wong Hock Tsen

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This study aims to investigate the impact of exchange rate volatility on real export in Malaysia. The moving standard deviation with order three (MSD(3)) is used for the measurement of exchange rate volatility. The conventional and partially asymmetric autoregressive distributed lag (ARDL) models are used in the estimations. This study finds exchange rate volatility to have significant impact on real total export and some sub-categories of real total export. Moreover, this study finds that the positive or negative exchange rate volatility tends to have positive or negative impact on real export. Exchange rate volatility can be harmful to export of Malaysia.

Keywords: exchange rate volatility, autoregressive distributed lag, export, Malaysia

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Authors: Syed Aziz Rasool, Ayesha Zaman

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Poverty is one of the most important problems for any developing nation. Workers’ remittances and investment plays a crucial role in development of any country by reducing the poverty level in Pakistan. This research studies the relationship between workers’ remittances and poverty alleviation. It also focused the significant effect on poverty reduction. This study uses time series data for the period of 1972-2013. Autoregressive Distributed Lag (ARDL)Model and Error Correction (ECM)Model has been used in order to find out the long run and short run relationship between the worker’s remittances and poverty level respectively. Thus, inflow of remittances showed the significant and negative impact on poverty level. Moreover, coefficient of error correction model explains the adjustment towards convergence and it has highly significant and negative value. According to this research, Policy makers should strongly focus on positive and effective policies to attract more remittances. JELCODE: JEL: J61

Keywords: ECM, ARDL, AIC, SC

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Authors: Jae Won Shin

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We develop an evaluated nuclear data based photonuclear reaction model of GEANT4 for a more accurate simulation of photon-induced neutron production. The evaluated photonuclear data libraries from the ENDF/B-VII.1 are taken as input. Incident photon energies up to 140 MeV which is the threshold energy for the pion production are considered. For checking the validity of the use of the data-based model, we calculate the photoneutron production cross-sections and yields and compared them with experimental data. The results obtained from the developed model are found to be in good agreement with the experimental data for (γ,xn) reactions.

Keywords: ENDF/B-VII.1, GEANT4, photoneutron, photonuclear reaction

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Authors: Madhu Jain, Rakesh Kumar Meena

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This paper investigates a finite M/G/1 fault tolerant multi-component machining system. The system incorporates the features such as standby support, threshold recovery and imperfect coverage make the study closer to real time systems. The performance prediction of M/G/1 fault tolerant system is carried out using recursive approach by treating remaining service time as a supplementary variable. The numerical results are presented to illustrate the computational tractability of analytical results by taking three different service time distributions viz. exponential, 3-stage Erlang and deterministic. Moreover, the cost function is constructed to determine the optimal choice of system descriptors to upgrading the system.

Keywords: fault tolerant, machine repair, threshold recovery policy, imperfect coverage, supplementary variable technique

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Authors: Borzou Faramarzi, Farideh Azimi, Azam Gohardoust, Abbas Ghasemi Ghasemvand, Maryam Mirzaei, Mandana Amani

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In this study, attempts were made to examine and analyze the trend for rainfall changes in Kangan City, Booshehr Province, during the time span 1964 to 2003, using seven rainfall threshold indices based on 50 climate extremes indices approved by WMO–CCL/CLIVAR. These indices include days with heavy precipitations, days with rainfalls, frequency of rainfall threshold values, intensity of rainfall threshold values, percentage of rainfall threshold values, successive days of rainfall, and successive days with no precipitation. Results are indicative of the fact that Kangan City climatic conditions have become more dried than before. Indices days with heavy precipitations and days with rainfalls do not show a certain trend in Kangan City. Frequency, intensity, and percentage of rainfall threshold values in the station under investigation do not indicate a certain trend. In analysis of time series of rainfall extreme indices, generally, it was revealed that Kangan City is influenced by general factors of global warming. Calculation of values for the next 10 years based on ARIMA models demonstrates a continuation of warming trends in Kangan City. On the whole, rainfall conditions in Kangan City have experienced more dry periods compared to the past, the trend which is also observable for next 10 years.

Keywords: climatic indices, climate change, extreme temperature and precipitation, time series

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Authors: Vinod Ponnagandla, Brenton McLaury, Siamack Shirazi

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Sand production can lead to deposition of particles or erosion. Low production rates resulting in deposition can partially clog systems and cause under deposit corrosion. Commercially available nonintrusive acoustic sand detectors are attractive as they claim to detect sand production. Acoustic sand detectors are used during oil and gas production; however, operators often do not know the threshold detection limits of these devices. It is imperative to know the detection limits to appropriately plan for cleaning of separation equipment or examine risk of erosion. These monitors are based on detecting the acoustic signature of sand as the particles impact the pipe walls. The objective of this work is to determine threshold detection limits for acoustic sand monitors that are commercially available. The minimum threshold sand concentration that can be detected in a pipe are determined as a function of flowing gas and liquid velocities. A large scale flow loop with a 4-inch test section is utilized. Commercially available sand monitors (ClampOn and Roxar) are evaluated for different flow regimes, sand sizes and pipe orientation (vertical and horizontal). The manufacturers’ recommend that the monitors be placed on a bend to maximize the number of particle impacts, so results are shown for monitors placed at 45 and 90 degree positions in a bend. Acoustic sand monitors that clamp to the outside of pipe are passive and listen for solid particle impact noise. The threshold sand rate is calculated by eliminating the background noise created by the flow of gas and liquid in the pipe for various flow regimes that are generated in horizontal and vertical test sections. The average sand sizes examined are 150 and 300 microns. For stratified and bubbly flows the threshold sand rates are much higher than other flow regimes such as slug and annular flow regimes that are investigated. However, the background noise generated by slug flow regime is very high and cause a high uncertainty in detection limits. The threshold sand rates for annular flow and dry gas conditions are the lowest because of high gas velocities. The effects of monitor placement around elbows that are in vertical and horizontal pipes are also examined for 150 micron. The results show that the threshold sand rates that are detected in vertical orientation are generally lower for all various flow regimes that are investigated.

Keywords: acoustic monitor, sand, multiphase flow, threshold

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Authors: Kuo-Cheng Liu

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In the perceptual image coding, the objective is to shape the coding distortion such that the amplitude of distortion does not exceed the error visibility threshold, or to remove perceptually redundant signals from the image. While most researches focus on color image coding, the perceptual-based quantizer developed for luminance signals are always directly applied to chrominance signals such that the color image compression methods are inefficient. In this paper, the internal generative mechanism is integrated into the design of a color image compression method. The internal generative mechanism working model based on the structure-based spatial masking is used to assess the subjective distortion visibility thresholds that are visually consistent to human eyes better. The estimation method of structure-based distortion visibility thresholds for color components is further presented in a locally adaptive way to design quantization process in the wavelet color image compression scheme. Since the lowest subband coefficient matrix of images in the wavelet domain preserves the local property of images in the spatial domain, the error visibility threshold inherent in each coefficient of the lowest subband for each color component is estimated by using the proposed spatial error visibility threshold assessment. The threshold inherent in each coefficient of other subbands for each color component is then estimated in a local adaptive fashion based on the distortion energy allocation. By considering that the error visibility thresholds are estimated using predicting and reconstructed signals of the color image, the coding scheme incorporated with locally adaptive perceptual color quantizer does not require side information. Experimental results show that the entropies of three color components obtained by using proposed IGM-based color image compression scheme are lower than that obtained by using the existing color image compression method at perceptually lossless visual quality.

Keywords: internal generative mechanism, structure-based spatial masking, visibility threshold, wavelet domain

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Authors: Lakrim Abderrazak, Tahri Driss

Abstract:

This paper presents a new behavioural electrothermal model of power Silicon Carbide (SiC) MOSFET under SPICE. This model is based on the MOS model level 1 of SPICE, in which phenomena such as Drain Leakage Current IDSS, On-State Resistance RDSon, gate Threshold voltage VGSth, the transconductance (gfs), I-V Characteristics Body diode, temperature-dependent and self-heating are included and represented using behavioural blocks ABM (Analog Behavioural Models) of Spice library. This ultimately makes this model flexible and easily can be integrated into the various Spice -based simulation softwares. The internal junction temperature of the component is calculated on the basis of the thermal model through the electric power dissipated inside and its thermal impedance in the form of the localized Foster canonical network. The model parameters are extracted from manufacturers' data (curves data sheets) using polynomial interpolation with the method of simulated annealing (S A) and weighted least squares (WLS). This model takes into account the various important phenomena within transistor. The effectiveness of the presented model has been verified by Spice simulation results and as well as by data measurement for SiC MOS transistor C2M0025120D CREE (1200V, 90A).

Keywords: SiC power MOSFET, DC electro-thermal model, ABM Spice library, SPICE modelling, behavioural model, C2M0025120D CREE.

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Authors: Y. Sunecher, N. Mamode Khan, V. Jowaheer

Abstract:

This paper considers the modelling of a non-stationary bivariate integer-valued autoregressive moving average of order one (BINARMA(1,1)) with correlated Poisson innovations. The BINARMA(1,1) model is specified using the binomial thinning operator and by assuming that the cross-correlation between the two series is induced by the innovation terms only. Based on these assumptions, the non-stationary marginal and joint moments of the BINARMA(1,1) are derived iteratively by using some initial stationary moments. As regards to the estimation of parameters of the proposed model, the conditional maximum likelihood (CML) estimation method is derived based on thinning and convolution properties. The forecasting equations of the BINARMA(1,1) model are also derived. A simulation study is also proposed where BINARMA(1,1) count data are generated using a multivariate Poisson R code for the innovation terms. The performance of the BINARMA(1,1) model is then assessed through a simulation experiment and the mean estimates of the model parameters obtained are all efficient, based on their standard errors. The proposed model is then used to analyse a real-life accident data on the motorway in Mauritius, based on some covariates: policemen, daily patrol, speed cameras, traffic lights and roundabouts. The BINARMA(1,1) model is applied on the accident data and the CML estimates clearly indicate a significant impact of the covariates on the number of accidents on the motorway in Mauritius. The forecasting equations also provide reliable one-step ahead forecasts.

Keywords: non-stationary, BINARMA(1, 1) model, Poisson innovations, conditional maximum likelihood, CML

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Authors: A. Mansouri, F. Krim

Abstract:

This paper presents two techniques for DC motor parameters identification. We propose a numerical method using the adaptive extensive recursive least squares (AERLS) algorithm for real time parameters estimation. This algorithm, based on minimization of quadratic criterion, is realized in simulation for parameters identification of DC motor autoregressive moving average with extra inputs (ARMAX). As advanced technique, we use genetic algorithms (GA) identification with biased estimation for high dynamic performance speed regulation. DC motors are extensively used in variable speed drives, for robot and solar panel trajectory control. GA effectiveness is derived through comparison of the two approaches.

Keywords: ARMAX model, DC motor, AERLS, GA, optimization, parameter identification, PID speed regulation

Procedia PDF Downloads 349