Search results for: Time series model.
12429 A Comparison of Artificial Neural Networks for Prediction of Suspended Sediment Discharge in River- A Case Study in Malaysia
Authors: M.R. Mustafa, M.H. Isa, R.B. Rezaur
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Prediction of highly non linear behavior of suspended sediment flow in rivers has prime importance in the field of water resources engineering. In this study the predictive performance of two Artificial Neural Networks (ANNs) namely, the Radial Basis Function (RBF) Network and the Multi Layer Feed Forward (MLFF) Network have been compared. Time series data of daily suspended sediment discharge and water discharge at Pari River was used for training and testing the networks. A number of statistical parameters i.e. root mean square error (RMSE), mean absolute error (MAE), coefficient of efficiency (CE) and coefficient of determination (R2) were used for performance evaluation of the models. Both the models produced satisfactory results and showed a good agreement between the predicted and observed data. The RBF network model provided slightly better results than the MLFF network model in predicting suspended sediment discharge.Keywords: ANN, discharge, modeling, prediction, suspendedsediment,
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 172512428 The Relationship of Private Savings and Economic Growth: Case of Croatia
Authors: Irena Palić
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The main objective of the research in this paper is to empirically assess the causal relationship of private savings and economic growth in the Republic of Croatia. Households’ savings are approximated by household deposits in banks, while domestic income is approximated by industrial production volume indices. Vector Autoregression model and Granger causality tests are used to in order to analyse the relationship among private savings and economic growth. Since ADF unit root tests have shown that both mentioned series are non stationary at levels, series are first differenced in order to become stationary. Therefore, VAR model is estimated with percentage change in private savings and percentage change in domestic income, which can be interpreted as economic growth in case of positive percentage change in domestic income. The Granger causality test has shown that there is no causal relationship among private savings and economic growth in Croatia. The impulse response functions have shown that the impact of shock in domestic income on private savings change is stronger than the impact of private saving on growth. Variance decompositions show that both economic growth and private saving change explain the largest part of its own forecast variance. The research has shown that the link between private savings economic and growth in Croatia is weak, what is in line with relevant empirical research in small open economies.
Keywords: Economic growth, Granger causality, innovation analysis, private savings, Vector Autoregression model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 144712427 A Study of Islamic Stock Indices and Macroeconomic Variables
Authors: Mohammad Irfan
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The purpose of this paper is to investigate the relationship among the key macroeconomic variables and Islamic stock market in India. This study is based on the time series data of financial years 2009-2015 to explore the consistency of relationship between macroeconomic variables and Shariah Indices. The ADF (Augmented Dickey–Fuller Test Statistic) and PP (Phillips–Perron Test Statistic) tests are employed to check stationarity of the data. The study depicts the long run relationship between Shariah indices and macroeconomic variables by using the Johansen Co-integration test. BSE Shariah and Nifty Shariah have uni-direct Granger causality. The outcome of VECM is significantly confirming the applicability of best fitted model. Thus, Islamic stock indices are proficiently working for the development of Indian economy. It suggests that by keeping eyes on Islamic stock market which will be more interactive in the future with other macroeconomic variables.Keywords: Indian shariah indices, macroeconomic variables, co-integration, Granger causality, Vector error correction model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 121812426 Energy Communities from Municipality Level to Province Level: A Comparison Using Autoregressive Integrated Moving Average Model
Authors: Amro Issam Hamed Attia Ramadan, Marco Zappatore, Pasquale Balena, Antonella Longo
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Considering the energy crisis that is hitting Europe, it becomes increasingly necessary to change energy policies to depend less on fossil fuels and replace them with energy from renewable sources. This has triggered the urge to use clean energy, not only to satisfy energy needs and fulfill the required consumption, but also to decrease the danger of climatic changes due to harmful emissions. Many countries have already started creating energy communities based on renewable energy sources. The first step to understanding energy needs in any place is to perfectly know the consumption. In this work, we aim to estimate electricity consumption for a municipality that makes up part of a rural area located in southern Italy using forecast models that allow for the estimation of electricity consumption for the next 10 years, and we then apply the same model to the province where the municipality is located and estimate the future consumption for the same period to examine whether it is possible to start from the municipality level to reach the province level when creating energy communities.
Keywords: ARIMA, electricity consumption, forecasting models, time series.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28212425 Application of Differential Transformation Method for Solving Dynamical Transmission of Lassa Fever Model
Authors: M. A. Omoloye, M. I. Yusuff, O. K. S. Emiola
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The use of mathematical models for solving biological problems varies from simple to complex analyses, depending on the nature of the research problems and applicability of the models. The method is more common nowadays. Many complex models become impractical when transmitted analytically. However, alternative approach such as numerical method can be employed. It appropriateness in solving linear and non-linear model equation in Differential Transformation Method (DTM) which depends on Taylor series make it applicable. Hence this study investigates the application of DTM to solve dynamic transmission of Lassa fever model in a population. The mathematical model was formulated using first order differential equation. Firstly, existence and uniqueness of the solution was determined to establish that the model is mathematically well posed for the application of DTM. Numerically, simulations were conducted to compare the results obtained by DTM and that of fourth-order Runge-Kutta method. As shown, DTM is very effective in predicting the solution of epidemics of Lassa fever model.
Keywords: Differential Transform Method, Existence and uniqueness, Lassa fever, Runge-Kutta Method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 48912424 Improving Air Temperature Prediction with Artificial Neural Networks
Authors: Brian A. Smith, Ronald W. McClendon, Gerrit Hoogenboom
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The mitigation of crop loss due to damaging freezes requires accurate air temperature prediction models. Previous work established that the Ward-style artificial neural network (ANN) is a suitable tool for developing such models. The current research focused on developing ANN models with reduced average prediction error by increasing the number of distinct observations used in training, adding additional input terms that describe the date of an observation, increasing the duration of prior weather data included in each observation, and reexamining the number of hidden nodes used in the network. Models were created to predict air temperature at hourly intervals from one to 12 hours ahead. Each ANN model, consisting of a network architecture and set of associated parameters, was evaluated by instantiating and training 30 networks and calculating the mean absolute error (MAE) of the resulting networks for some set of input patterns. The inclusion of seasonal input terms, up to 24 hours of prior weather information, and a larger number of processing nodes were some of the improvements that reduced average prediction error compared to previous research across all horizons. For example, the four-hour MAE of 1.40°C was 0.20°C, or 12.5%, less than the previous model. Prediction MAEs eight and 12 hours ahead improved by 0.17°C and 0.16°C, respectively, improvements of 7.4% and 5.9% over the existing model at these horizons. Networks instantiating the same model but with different initial random weights often led to different prediction errors. These results strongly suggest that ANN model developers should consider instantiating and training multiple networks with different initial weights to establish preferred model parameters.Keywords: Decision support systems, frost protection, fruit, time-series prediction, weather modeling
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 272512423 Combine Duration and "Select the Priority Trip" to Improve the Number of Boats
Authors: Liu Shu, Dong Shangjia
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Our goal is to effectively increase the number of boats in the river during a six month period. The main factors of determining the number of boats are duration and “select the priority trip". In the microcosmic simulation model, the best result is 4 to 24 nights with DSCF, and the number of boats is 812 with an increasing ratio of 9.0% related to the second best result. However, the number of boats is related to 31.6% less than the best one in 6 to 18 nights with FCFS. In the discrete duration model, we get from 6 to 18 nights, the numbers of boats have increased to 848 with an increase ratio of 29.7% than the best result in model I for the same time range. Moreover, from 4 to 24 nights, the numbers of boats have increase to 1194 with an increase ratio of 47.0% than the best result in model I for the same time range.
Keywords: Discrete duration model, “select the priority trip”, microcosmic simulation model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 118312422 Machine Learning-Enabled Classification of Climbing Using Small Data
Authors: Nicholas Milburn, Yu Liang, Dalei Wu
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Athlete performance scoring within the climbing domain presents interesting challenges as the sport does not have an objective way to assign skill. Assessing skill levels within any sport is valuable as it can be used to mark progress while training, and it can help an athlete choose appropriate climbs to attempt. Machine learning-based methods are popular for complex problems like this. The dataset available was composed of dynamic force data recorded during climbing; however, this dataset came with challenges such as data scarcity, imbalance, and it was temporally heterogeneous. Investigated solutions to these challenges include data augmentation, temporal normalization, conversion of time series to the spectral domain, and cross validation strategies. The investigated solutions to the classification problem included light weight machine classifiers KNN and SVM as well as the deep learning with CNN. The best performing model had an 80% accuracy. In conclusion, there seems to be enough information within climbing force data to accurately categorize climbers by skill.
Keywords: Classification, climbing, data imbalance, data scarcity, machine learning, time sequence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 56712421 Virtual Prototyping and Operational Monitoring of PLC-Based Control System
Authors: Kwan Hee Han, Jun Woo Park, Seock Kyu Yoo, Geon Lee
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As business environments are rapidly changing, the manufacturing system must be reconfigured to adapt to various customer needs. In order to cope with this challenge, it is quintessential to test industrial control logic rapidly and easily in the design time, and monitor operational behavior in the run time of automated manufacturing system. Proposed integrated model for virtual prototyping and operational monitoring of industrial control logic is to improve limitations of current ladder programming practices and general discrete event simulation method. Each plant layout model using HMI package and object-oriented control logic model is designed independently and is executed simultaneously in integrated manner to reflect design practices of automation system in the design time. Control logic is designed and executed using UML activity diagram without considering complicated control behavior to deal with current trend of reconfigurable manufacturing. After the physical installation, layout model of virtual prototype constructed in the design time is reused for operational monitoring of system behavior during run time.Keywords: automated manufacturing system, HMI, monitoring, object-oriented, PLC, virtual prototyping
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 226012420 Application of Spreadsheet and Queuing Network Model to Capacity Optimization in Product Development
Authors: Muhammad Marsudi, Dzuraidah Abdul Wahab, Che Hassan Che Haron
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Modeling of a manufacturing system enables one to identify the effects of key design parameters on the system performance and as a result to make correct decision. This paper proposes a manufacturing system modeling approach using a spreadsheet model based on queuing network theory, in which a static capacity planning model and stochastic queuing model are integrated. The model was used to improve the existing system utilization in relation to product design. The model incorporates few parameters such as utilization, cycle time, throughput, and batch size. The study also showed that the validity of developed model is good enough to apply and the maximum value of relative error is 10%, far below the limit value 32%. Therefore, the model developed in this study is a valuable alternative model in evaluating a manufacturing systemKeywords: Manufacturing system, product design, spreadsheet model, utilization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 192012419 Improvement Approach on Rotor Time Constant Adaptation with Optimum Flux in IFOC for Induction Machines Drives
Authors: S. Grouni, R. Ibtiouen, M. Kidouche, O. Touhami
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Induction machine models used for steady-state and transient analysis require machine parameters that are usually considered design parameters or data. The knowledge of induction machine parameters is very important for Indirect Field Oriented Control (IFOC). A mismatched set of parameters will degrade the response of speed and torque control. This paper presents an improvement approach on rotor time constant adaptation in IFOC for Induction Machines (IM). Our approach tends to improve the estimation accuracy of the fundamental model for flux estimation. Based on the reduced order of the IM model, the rotor fluxes and rotor time constant are estimated using only the stator currents and voltages. This reduced order model offers many advantages for real time identification parameters of the IM.Keywords: Indirect Field Oriented Control (IFOC), InductionMachine (IM), Rotor Time Constant, Parameters ApproachAdaptation. Optimum rotor flux.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 170712418 Mathematical Model and Solution Algorithm for Containership Operation/Maintenance Scheduling
Authors: Hun Go, Ji-Su Kim, Dong-Ho Lee
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This study considers the problem of determining operation and maintenance schedules for a containership equipped with components during its sailing according to a pre-determined navigation schedule. The operation schedule, which specifies work time of each component, determines the due-date of each maintenance activity, and the maintenance schedule specifies the actual start time of each maintenance activity. The main constraints are component requirements, workforce availability, working time limitation, and inter-maintenance time. To represent the problem mathematically, a mixed integer programming model is developed. Then, due to the problem complexity, we suggest a heuristic for the objective of minimizing the sum of earliness and tardiness between the due-date and the starting time of each maintenance activity. Computational experiments were done on various test instances and the results are reported.Keywords: Containerships, operation and preventive maintenance schedules, integer programming, heuristic
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 161412417 A Convenient Model for I-V Characteristic of a Solar Cell Generator as an Active Two-Pole with Self-Limitation of Current
Authors: A. A. Penin, A. S. Sidorenko
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A convenient and physically sound mathematical model of the external or I - V characteristic of solar cells generators is presented in this paper. This model is compared with the traditional model of p-n junction. The direct analytical calculation of load regime leads to a quadratic equation, which is importantly to simplify the calculations in the real time.
Keywords: A solar cell generator, I−V characteristic, activetwo-pole.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 127112416 A Dynamic Decision Model for Vertical Handoffs across Heterogeneous Wireless Networks
Authors: Pramod Goyal, S. K. Saxena
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The convergence of heterogeneous wireless access technologies characterizes the 4G wireless networks. In such converged systems, the seamless and efficient handoff between different access technologies (vertical handoff) is essential and remains a challenging problem. The heterogeneous co-existence of access technologies with largely different characteristics creates a decision problem of determining the “best" available network at “best" time to reduce the unnecessary handoffs. This paper proposes a dynamic decision model to decide the “best" network at “best" time moment to handoffs. The proposed dynamic decision model make the right vertical handoff decisions by determining the “best" network at “best" time among available networks based on, dynamic factors such as “Received Signal Strength(RSS)" of network and “velocity" of mobile station simultaneously with static factors like Usage Expense, Link capacity(offered bandwidth) and power consumption. This model not only meets the individual user needs but also improve the whole system performance by reducing the unnecessary handoffs.Keywords: Dynamic decision model, Seamless handoff, Vertical handoff, Wireless networks
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 205012415 Survival Model for Partly Interval-Censored Data with Application to Anti D in Rhesus D Negative Studies
Authors: F. A. M. Elfaki, Amar Abobakar, M. Azram, M. Usman
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This paper discusses regression analysis of partly interval-censored failure time data, which is occur in many fields including demographical, epidemiological, financial, medical and sociological studies. For the problem, we focus on the situation where the survival time of interest can be described by the additive hazards model in the present of partly interval-censored. A major advantage of the approach is its simplicity and it can be easily implemented by using R software. Simulation studies are conducted which indicate that the approach performs well for practical situations and comparable to the existing methods. The methodology is applied to a set of partly interval-censored failure time data arising from anti D in Rhesus D negative studies.
Keywords: Anti D in Rhesus D negative, Cox’s model, EM algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 169312414 Assessment Power and Frequency Oscillation Damping Using POD Controller and Proposed FOD Controller
Authors: Yahya Naderi, Tohid Rahimi, Babak Yousefi, Seyed Hossein Hosseini
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Today’s modern interconnected power system is highly complex in nature. In this, one of the most important requirements during the operation of the electric power system is the reliability and security. Power and frequency oscillation damping mechanism improve the reliability. Because of power system stabilizer (PSS) low speed response against of major fault such as three phase short circuit, FACTs devise that can control the network condition in very fast time, are becoming popular. But FACTs capability can be seen in a major fault present when nonlinear models of FACTs devise and power system equipment are applied. To realize this aim, the model of multi-machine power system with FACTs controller is developed in MATLAB/SIMULINK using Sim Power System (SPS) blockiest. Among the FACTs device, Static synchronous series compensator (SSSC) due to high speed changes its reactance characteristic inductive to capacitive, is effective power flow controller. Tuning process of controller parameter can be performed using different method. But Genetic Algorithm (GA) ability tends to use it in controller parameter tuning process. In this paper firstly POD controller is used to power oscillation damping. But in this station, frequency oscillation dos not has proper damping situation. So FOD controller that is tuned using GA is using that cause to damp out frequency oscillation properly and power oscillation damping has suitable situation.
Keywords: Power oscillation damping (POD), frequency oscillation damping (FOD), Static synchronous series compensator (SSSC), Genetic Algorithm (GA).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 316312413 Temporal Signal Processing by Inference Bayesian Approach for Detection of Abrupt Variation of Statistical Characteristics of Noisy Signals
Authors: Farhad Asadi, Hossein Sadati
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In fields such as neuroscience and especially in cognition modeling of mental processes, uncertainty processing in temporal zone of signal is vital. In this paper, Bayesian online inferences in estimation of change-points location in signal are constructed. This method separated the observed signal into independent series and studies the change and variation of the regime of data locally with related statistical characteristics. We give conditions on simulations of the method when the data characteristics of signals vary, and provide empirical evidence to show the performance of method. It is verified that correlation between series around the change point location and its characteristics such as Signal to Noise Ratios and mean value of signal has important factor on fluctuating in finding proper location of change point. And one of the main contributions of this study is related to representing of these influences of signal statistical characteristics for finding abrupt variation in signal. There are two different structures for simulations which in first case one abrupt change in temporal section of signal is considered with variable position and secondly multiple variations are considered. Finally, influence of statistical characteristic for changing the location of change point is explained in details in simulation results with different artificial signals.
Keywords: Time series, fluctuation in statistical characteristics, optimal learning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 56412412 Qmulus – A Cloud Driven GPS Based Tracking System for Real-Time Traffic Routing
Authors: Niyati Parameswaran, Bharathi Muthu, Madiajagan Muthaiyan
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This paper presents Qmulus- a Cloud Based GPS Model. Qmulus is designed to compute the best possible route which would lead the driver to the specified destination in the shortest time while taking into account real-time constraints. Intelligence incorporated to Qmulus-s design makes it capable of generating and assigning priorities to a list of optimal routes through customizable dynamic updates. The goal of this design is to minimize travel and cost overheads, maintain reliability and consistency, and implement scalability and flexibility. The model proposed focuses on reducing the bridge between a Client Application and a Cloud service so as to render seamless operations. Qmulus-s system model is closely integrated and its concept has the potential to be extended into several other integrated applications making it capable of adapting to different media and resources.Keywords: Cloud Services, GPS, Real-Time Constraints, Shortest Path, System Management and Traffic Routing
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 179512411 A Novel Source/Drain-to-Gate Non-overlap MOSFET to Reduce Gate Leakage Current in Nano Regime
Authors: Ashwani K. Rana, Narottam Chand, Vinod Kapoor
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In this paper, gate leakage current has been mitigated by the use of novel nanoscale MOSFET with Source/Drain-to-Gate Non-overlapped and high-k spacer structure for the first time. A compact analytical model has been developed to study the gate leakage behaviour of proposed MOSFET structure. The result obtained has found good agreement with the Sentaurus Simulation. Fringing gate electric field through the dielectric spacer induces inversion layer in the non-overlap region to act as extended S/D region. It is found that optimal Source/Drain-to-Gate Non-overlapped and high-k spacer structure has reduced the gate leakage current to great extent as compared to those of an overlapped structure. Further, the proposed structure had improved off current, subthreshold slope and DIBL characteristic. It is concluded that this structure solves the problem of high leakage current without introducing the extra series resistance.Keywords: Gate tunneling current, analytical model, spacer dielectrics, DIBL, subthreshold slope.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 260512410 Evaluation of Risk Attributes Driven by Periodically Changing System Functionality
Authors: Dariusz Dymek, Leszek Kotulski
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Modeling of the distributed systems allows us to represent the whole its functionality. The working system instance rarely fulfils the whole functionality represented by model; usually some parts of this functionality should be accessible periodically. The reporting system based on the Data Warehouse concept seams to be an intuitive example of the system that some of its functionality is required only from time to time. Analyzing an enterprise risk associated with the periodical change of the system functionality, we should consider not only the inaccessibility of the components (object) but also their functions (methods), and the impact of such a situation on the system functionality from the business point of view. In the paper we suggest that the risk attributes should be estimated from risk attributes specified at the requirements level (Use Case in the UML model) on the base of the information about the structure of the model (presented at other levels of the UML model). We argue that it is desirable to consider the influence of periodical changes in requirements on the enterprise risk estimation. Finally, the proposition of such a solution basing on the UML system model is presented.Keywords: Risk assessing, software maintenance, UML, graph grammars.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 138512409 Tidal Data Analysis using ANN
Authors: Ritu Vijay, Rekha Govil
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The design of a complete expansion that allows for compact representation of certain relevant classes of signals is a central problem in signal processing applications. Achieving such a representation means knowing the signal features for the purpose of denoising, classification, interpolation and forecasting. Multilayer Neural Networks are relatively a new class of techniques that are mathematically proven to approximate any continuous function arbitrarily well. Radial Basis Function Networks, which make use of Gaussian activation function, are also shown to be a universal approximator. In this age of ever-increasing digitization in the storage, processing, analysis and communication of information, there are numerous examples of applications where one needs to construct a continuously defined function or numerical algorithm to approximate, represent and reconstruct the given discrete data of a signal. Many a times one wishes to manipulate the data in a way that requires information not included explicitly in the data, which is done through interpolation and/or extrapolation. Tidal data are a very perfect example of time series and many statistical techniques have been applied for tidal data analysis and representation. ANN is recent addition to such techniques. In the present paper we describe the time series representation capabilities of a special type of ANN- Radial Basis Function networks and present the results of tidal data representation using RBF. Tidal data analysis & representation is one of the important requirements in marine science for forecasting.Keywords: ANN, RBF, Tidal Data.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 165612408 Existence of Periodic Solutions in a Food Chain Model with Holling–type II Functional Response
Authors: Zhaohui Wen
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In this paper, a food chain model with Holling type II functional response on time scales is investigated. By using the Mawhin-s continuation theorem in coincidence degree theory, sufficient conditions for existence of periodic solutions are obtained.
Keywords: Periodic solutions, food chain model, coincidence degree, time scales.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 171112407 A Coherent Relationship between EconomicGrowth and Unemployment: An Empirical Evidence from Pakistan
Authors: T. Hussain, M. W. Siddiqi, A. Iqbal
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The study is aimed to test causal relationship between growth and unemployment, using time series data for Pakistan from 1972 to 2006. Growth is considered to be a pathway to decrease the level of unemployment. Unemployment is a social and political issue. It is a phenomenon where human resources are wasted leading to deacceleration in growth. Johanson Cointegration shows that there is long run relationship between growth and unemployment. For short run dynamics and causality, the study utilizes Vector Error Correction Model (VECM). The results of VECM indicate that there is short and long run causal relation between growth and unemployment including capital, labor and human capital as explanatory variables.Keywords: Economic Growth, Unemployment, Cointegrationand Causality.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 317612406 Forecasting Electricity Spot Price with Generalized Long Memory Modeling: Wavelet and Neural Network
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: k-factor, GARMA, LLWNN, G-GARCH, electricity price, forecasting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 99512405 Stability and Bifurcation Analysis in a Model of Hes1 Selfregulation with Time Delay
Authors: Kejun Zhuang, Hailong Zhu
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The dynamics of a delayed mathematical model for Hes1 oscillatory expression are investigated. The linear stability of positive equilibrium and existence of local Hopf bifurcation are studied. Moreover, the global existence of large periodic solutions has been established due to the global bifurcation theorem.Keywords: Hes1, Hopf bifurcation, time delay, transcriptional repression loop
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 139412404 Optimal Policy for a Deteriorating Inventory Model with Finite Replenishment Rate and with Price Dependant Demand Rate and Cycle Length Dependant Price
Authors: Hamed Sabahno
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In this paper, an inventory model with finite and constant replenishment rate, price dependant demand rate, time value of money and inflation, finite time horizon, lead time and exponential deterioration rate and with the objective of maximizing the present worth of the total system profit is developed. Using a dynamic programming based solution algorithm, the optimal sequence of the cycles can be found and also different optimal selling prices, optimal order quantities and optimal maximum inventories can be obtained for the cycles with unequal lengths, which have never been done before for this model. Also, a numerical example is used to show accuracy of the solution procedure.Keywords: Deteriorating items, Dynamic programming, Finitereplenishment rate, Inventory control, Operation Research.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 140312403 QSAR Studies of Certain Novel Heterocycles Derived from Bis-1, 2, 4 Triazoles as Anti-Tumor Agents
Authors: Madhusudan Purohit, Stephen Philip, Bharathkumar Inturi
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In this paper we report the quantitative structure activity relationship of novel bis-triazole derivatives for predicting the activity profile. The full model encompassed a dataset of 46 Bis- triazoles. Tripos Sybyl X 2.0 program was used to conduct CoMSIA QSAR modeling. The Partial Least-Squares (PLS) analysis method was used to conduct statistical analysis and to derive a QSAR model based on the field values of CoMSIA descriptor. The compounds were divided into test and training set. The compounds were evaluated by various CoMSIA parameters to predict the best QSAR model. An optimum numbers of components were first determined separately by cross-validation regression for CoMSIA model, which were then applied in the final analysis. A series of parameters were used for the study and the best fit model was obtained using donor, partition coefficient and steric parameters. The CoMSIA models demonstrated good statistical results with regression coefficient (r2) and the cross-validated coefficient (q2) of 0.575 and 0.830 respectively. The standard error for the predicted model was 0.16322. In the CoMSIA model, the steric descriptors make a marginally larger contribution than the electrostatic descriptors. The finding that the steric descriptor is the largest contributor for the CoMSIA QSAR models is consistent with the observation that more than half of the binding site area is occupied by steric regions.
Keywords: 3D QSAR, CoMSIA, Triazoles.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 148012402 An Empirical Dynamic Fuel Cell Model Used for Power System Verification in Aerospace
Authors: Giuliano Raimondo, Jörg Wangemann, Peer Drechsel
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In systems development involving Fuel Cells generators, it is important to have from an early stage of the project a dynamic model for the electrical behavior of the stack to be shared between involved development parties. It allows independent and early design and tests of fuel cell related power electronic. This paper presents an empirical Fuel Cell system model derived from characterization tests on a real system. Moreover, it is illustrated how the obtained model is used to build and validate a real-time Fuel Cell system emulator which is used for aerospace electrical integration testing activities.
Keywords: Fuel cell dynamics, real time simulation, fuel cell, modelling, testing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 108112401 Predictive Model of Sensor Readings for a Mobile Robot
Authors: Krzysztof Fujarewicz
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This paper presents a predictive model of sensor readings for mobile robot. The model predicts sensor readings for given time horizon based on current sensor readings and velocities of wheels assumed for this horizon. Similar models for such anticipation have been proposed in the literature. The novelty of the model presented in the paper comes from the fact that its structure takes into account physical phenomena and is not just a black box, for example a neural network. From this point of view it may be regarded as a semi-phenomenological model. The model is developed for the Khepera robot, but after certain modifications, it may be applied for any robot with distance sensors such as infrared or ultrasonic sensors.
Keywords: Mobile robot, sensors, prediction, anticipation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 144812400 A Ground Observation Based Climatology of Winter Fog: Study over the Indo-Gangetic Plains, India
Authors: Sanjay Kumar Srivastava, Anu Rani Sharma, Kamna Sachdeva
Abstract:
Every year, fog formation over the Indo-Gangetic Plains (IGPs) of Indian region during the winter months of December and January is believed to create numerous hazards, inconvenience, and economic loss to the inhabitants of this densely populated region of Indian subcontinent. The aim of the paper is to analyze the spatial and temporal variability of winter fog over IGPs. Long term ground observations of visibility and other meteorological parameters (1971-2010) have been analyzed to understand the formation of fog phenomena and its relevance during the peak winter months of January and December over IGP of India. In order to examine the temporal variability, time series and trend analysis were carried out by using the Mann-Kendall Statistical test. Trend analysis performed by using the Mann-Kendall test, accepts the alternate hypothesis with 95% confidence level indicating that there exists a trend. Kendall tau’s statistics showed that there exists a positive correlation between time series and fog frequency. Further, the Theil and Sen’s median slope estimate showed that the magnitude of trend is positive. Magnitude is higher during January compared to December for the entire IGP except in December when it is high over the western IGP. Decade wise time series analysis revealed that there has been continuous increase in fog days. The net overall increase of 99 % was observed over IGP in last four decades. Diurnal variability and average daily persistence were computed by using descriptive statistical techniques. Geo-statistical analysis of fog was carried out to understand the spatial variability of fog. Geo-statistical analysis of fog revealed that IGP is a high fog prone zone with fog occurrence frequency of more than 66% days during the study period. Diurnal variability indicates the peak occurrence of fog is between 06:00 and 10:00 local time and average daily fog persistence extends to 5 to 7 hours during the peak winter season. The results would offer a new perspective to take proactive measures in reducing the irreparable damage that could be caused due to changing trends of fog.
Keywords: Fog, climatology, Mann-Kendall test, trend analysis, spatial variability, temporal variability, visibility.
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