Search results for: Mathematical Model
7479 Making Computer Learn Color
Authors: Rinaldo Christian Tanumara, Ming Xie
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Color categorization is shared among members in a society. This allows communication of color, especially when using natural language such as English. Hence sociable robot, to live coexist with human in human society, must also have the shared color categorization. To achieve this, many works have been done relying on modeling of human color perception and mathematical complexities. In contrast, in this work, the computer as brain of the robot learns color categorization through interaction with humans without much mathematical complexities.Keywords: Color categorization, color learning, machinelearning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14417478 Coordinated Q–V Controller for Multi-machine Steam Power Plant: Design and Validation
Authors: Jasna Dragosavac, Žarko Janda, J.V. Milanović, Dušan Arnautović
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This paper discusses coordinated reactive power - voltage (Q-V) control in a multi machine steam power plant. The drawbacks of manual Q-V control are briefly listed, and the design requirements for coordinated Q-V controller are specified. Theoretical background and mathematical model of the new controller are presented next followed by validation of developed Matlab/Simulink model through comparison with recorded responses in real steam power plant and description of practical realisation of the controller. Finally, the performance of commissioned controller is illustrated on several examples of coordinated Q-V control in real steam power plant and compared with manual control.Keywords: Coordinated Voltage Control, Power Plant Control, Reactive Power Control, Sensitivity Matrix
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21867477 Text Retrieval Relevance Feedback Techniques for Bag of Words Model in CBIR
Authors: Nhu Van NGUYEN, Jean-Marc OGIER, Salvatore TABBONE, Alain BOUCHER
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The state-of-the-art Bag of Words model in Content- Based Image Retrieval has been used for years but the relevance feedback strategies for this model are not fully investigated. Inspired from text retrieval, the Bag of Words model has the ability to use the wealth of knowledge and practices available in text retrieval. We study and experiment the relevance feedback model in text retrieval for adapting it to image retrieval. The experiments show that the techniques from text retrieval give good results for image retrieval and that further improvements is possible.Keywords: Relevance feedback, bag of words model, probabilistic model, vector space model, image retrieval
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21177476 The Development of Decision Support System for Waste Management; a Review
Authors: M. S. Bani, Z. A. Rashid, K. H. K. Hamid, M. E. Harbawi, A.B.Alias, M. J. Aris
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Most Decision Support Systems (DSS) for waste management (WM) constructed are not widely marketed and lack practical applications. This is due to the number of variables and complexity of the mathematical models which include the assumptions and constraints required in decision making. The approach made by many researchers in DSS modelling is to isolate a few key factors that have a significant influence to the DSS. This segmented approach does not provide a thorough understanding of the complex relationships of the many elements involved. The various elements in constructing the DSS must be integrated and optimized in order to produce a viable model that is marketable and has practical application. The DSS model used in assisting decision makers should be integrated with GIS, able to give robust prediction despite the inherent uncertainties of waste generation and the plethora of waste characteristics, and gives optimal allocation of waste stream for recycling, incineration, landfill and composting.Keywords: Review, decision support system, GIS and waste management.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 37457475 A Simple Deterministic Model for the Spread of Leptospirosis in Thailand
Authors: W. Triampo, D. Baowan, I.M. Tang, N. Nuttavut, J. Wong-Ekkabut, G. Doungchawee
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In this work, we consider a deterministic model for the transmission of leptospirosis which is currently spreading in the Thai population. The SIR model which incorporates the features of this disease is applied to the epidemiological data in Thailand. It is seen that the numerical solutions of the SIR equations are in good agreement with real empirical data. Further improvements are discussed.Keywords: Leptospirosis, SIR Model, Deterministic model, Thailand.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19877474 Application of the Total Least Squares Estimation Method for an Aircraft Aerodynamic Model Identification
Authors: Zaouche Mohamed, Amini Mohamed, Foughali Khaled, Aitkaid Souhila, Bouchiha Nihad Sarah
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The aerodynamic coefficients are important in the evaluation of an aircraft performance and stability-control characteristics. These coefficients also can be used in the automatic flight control systems and mathematical model of flight simulator. The study of the aerodynamic aspect of flying systems is a reserved domain and inaccessible for the developers. Doing tests in a wind tunnel to extract aerodynamic forces and moments requires a specific and expensive means. Besides, the glaring lack of published documentation in this field of study makes the aerodynamic coefficients determination complicated. This work is devoted to the identification of an aerodynamic model, by using an aircraft in virtual simulated environment. We deal with the identification of the system, we present an environment framework based on Software In the Loop (SIL) methodology and we use MicrosoftTM Flight Simulator (FS-2004) as the environment for plane simulation. We propose The Total Least Squares Estimation technique (TLSE) to identify the aerodynamic parameters, which are unknown, variable, classified and used in the expression of the piloting law. In this paper, we define each aerodynamic coefficient as the mean of its numerical values. All other variations are considered as modeling uncertainties that will be compensated by the robustness of the piloting control.
Keywords: Aircraft aerodynamic model, Microsoft flight simulator, MQ-1 Predator, total least squares estimation, piloting the aircraft.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16687473 A Novel Eccentric Lapping Method with Two Rotatable Lapping Plates for Finishing Cemented Carbide Balls
Authors: C. C. Lv, Y. L. Sun, D. W. Zuo
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Cemented carbide balls are usually implemented in industry under the environment of high speed, high temperature, corrosiveness and strong collisions. However, its application is limited due to high fabrication cost, processing efficiency and quality. A novel eccentric lapping method with two rotatable lapping plates was proposed in this paper. A mathematical model was constructed to analyze the influence of each design parameter on this lapping method. To validate this new lapping method, an orthogonal experiment was conducted with cemented carbide balls (YG6). The simulation model was verified and the optimal lapping parameters were derived. The results show that the surface roundness of the balls reaches to 0.65um from 2um in 1 hour using this lapping method. So, using this novel lapping method, it can effectively improve the machining precision and efficiency of cemented carbide balls.
Keywords: Cemented carbide balls, eccentric lapping, high precision, lapping tracks, V-groove.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25207472 Establishment of Kinetic Zone Diagrams via Simulated Linear Sweep Voltammograms for Soluble-Insoluble Systems
Authors: Imene Atek, Abed M. Affoune, Hubert Girault, Pekka Peljo
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Due to the need for a rigorous mathematical model that can help to estimate kinetic properties for soluble-insoluble systems, through voltammetric experiments, a Nicholson Semi Analytical Approach was used in this work for modeling and prediction of theoretical linear sweep voltammetry responses for reversible, quasi reversible or irreversible electron transfer reactions. The redox system of interest is a one-step metal electrodeposition process. A rigorous analysis of simulated linear scan voltammetric responses following variation of dimensionless factors, the rate constant and charge transfer coefficients in a broad range was studied and presented in the form of the so called kinetic zones diagrams. These kinetic diagrams were divided into three kinetics zones. Interpreting these zones leads to empirical mathematical models which can allow the experimenter to determine electrodeposition reactions kinetics whatever the degree of reversibility. The validity of the obtained results was tested and an excellent experiment–theory agreement has been showed.
Keywords: Electrodeposition, kinetics diagrams, modeling, voltammetry.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8117471 Estimation of Human Absorbed Dose Using Compartmental Model
Authors: M. Mousavi-Daramoroudi, H. Yousefnia, F. Abbasi-Davani, S. Zolghadri
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Dosimetry is an indispensable and precious factor in patient treatment planning to minimize the absorbed dose in vital tissues. In this study, compartmental model was used in order to estimate the human absorbed dose of 177Lu-DOTATOC from the biodistribution data in wild type rats. For this purpose, 177Lu-DOTATOC was prepared under optimized conditions and its biodistribution was studied in male Syrian rats up to 168 h. Compartmental model was applied to mathematical description of the drug behaviour in tissue at different times. Dosimetric estimation of the complex was performed using radiation absorbed dose assessment resource (RADAR). The biodistribution data showed high accumulation in the adrenal and pancreas as the major expression sites for somatostatin receptor (SSTR). While kidneys as the major route of excretion receive 0.037 mSv/MBq, pancreas and adrenal also obtain 0.039 and 0.028 mSv/MBq. Due to the usage of this method, the points of accumulated activity data were enhanced, and further information of tissues uptake was collected that it will be followed by high (or improved) precision in dosimetric calculations.
Keywords: Compartmental modeling, human absorbed dose, 177Lu-DOTATOC, Syrian rats.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9267470 A Numerical Simulation of the Indoor Air Flow
Authors: Karel Frana, Jianshun S. Zhang, Milos Muller
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The indoor airflow with a mixed natural/forced convection was numerically calculated using the laminar and turbulent approach. The Boussinesq approximation was considered for a simplification of the mathematical model and calculations. The results obtained, such as mean velocity fields, were successfully compared with experimental PIV flow visualizations. The effect of the distance between the cooled wall and the heat exchanger on the temperature and velocity distributions was calculated. In a room with a simple shape, the computational code OpenFOAM demonstrated an ability to numerically predict flow patterns. Furthermore, numerical techniques, boundary type conditions and the computational grid quality were examined. Calculations using the turbulence model k-omega had a significant effect on the results influencing temperature and velocity distributions.Keywords: natural and forced convections, numerical simulations, indoor airflows.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32067469 A Prediction Model Using the Price Cyclicality Function Optimized for Algorithmic Trading in Financial Market
Authors: Cristian Păuna
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After the widespread release of electronic trading, automated trading systems have become a significant part of the business intelligence system of any modern financial investment company. An important part of the trades is made completely automatically today by computers using mathematical algorithms. The trading decisions are taken almost instantly by logical models and the orders are sent by low-latency automatic systems. This paper will present a real-time price prediction methodology designed especially for algorithmic trading. Based on the price cyclicality function, the methodology revealed will generate price cyclicality bands to predict the optimal levels for the entries and exits. In order to automate the trading decisions, the cyclicality bands will generate automated trading signals. We have found that the model can be used with good results to predict the changes in market behavior. Using these predictions, the model can automatically adapt the trading signals in real-time to maximize the trading results. The paper will reveal the methodology to optimize and implement this model in automated trading systems. After tests, it is proved that this methodology can be applied with good efficiency in different timeframes. Real trading results will be also displayed and analyzed in order to qualify the methodology and to compare it with other models. As a conclusion, it was found that the price prediction model using the price cyclicality function is a reliable trading methodology for algorithmic trading in the financial market.
Keywords: Algorithmic trading, automated trading systems, financial markets, high-frequency trading, price prediction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13717468 Loading and Unloading Scheduling Problem in a Multiple-Multiple Logistics Network: Modeling and Solving
Authors: Yasin Tadayonrad, Alassane Ballé Ndiaye
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Most of the supply chain networks have many nodes starting from the suppliers’ side up to the customers’ side that each node sends/receives the raw materials/products from/to the other nodes. One of the major concerns in this kind of supply chain network is finding the best schedule for loading/unloading the shipments through the whole network by which all the constraints in the source and destination nodes are met and all the shipments are delivered on time. One of the main constraints in this problem is the loading/unloading capacity in each source/destination node at each time slot (e.g., per week/day/hour). Because of the different characteristics of different products/groups of products, the capacity of each node might differ based on each group of products. In most supply chain networks (especially in the Fast-moving consumer goods (FMCG) industry), there are different planners/planning teams working separately in different nodes to determine the loading/unloading timeslots in source/destination nodes to send/receive the shipments. In this paper, a mathematical problem has been proposed to find the best timeslots for loading/unloading the shipments minimizing the overall delays subject to respecting the capacity of loading/unloading of each node, the required delivery date of each shipment (considering the lead-times), and working-days of each node. This model was implemented on Python and solved using Python-MIP on a sample data set. Finally, the idea of a heuristic algorithm has been proposed as a way of improving the solution method that helps to implement the model on larger data sets in real business cases, including more nodes and shipments.
Keywords: Supply chain management, transportation, multiple-multiple network, timeslots management, mathematical modeling, mixed integer programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5247467 Mathematical Modeling of Gas Turbine Blade Cooling
Authors: А. Pashayev, C. Ardil, D. Askerov, R. Sadiqov, A. Samedov
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In contrast to existing methods which do not take into account multiconnectivity in a broad sense of this term, we develop mathematical models and highly effective combination (BIEM and FDM) numerical methods of calculation of stationary and quasistationary temperature field of a profile part of a blade with convective cooling (from the point of view of realization on PC). The theoretical substantiation of these methods is proved by appropriate theorems. For it, converging quadrature processes have been developed and the estimations of errors in the terms of A.Ziqmound continuity modules have been received. For visualization of profiles are used: the method of the least squares with automatic conjecture, device spline, smooth replenishment and neural nets. Boundary conditions of heat exchange are determined from the solution of the corresponding integral equations and empirical relationships. The reliability of designed methods is proved by calculation and experimental investigations heat and hydraulic characteristics of the gas turbine first stage nozzle blade.Keywords: Mathematical Modeling, Gas Turbine Blade Cooling, Neural Networks, BIEM and FDM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20927466 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 16147465 An Approach for Coagulant Dosage Optimization Using Soft Jar Test: A Case Study of Bangkhen Water Treatment Plant
Authors: Ninlawat Phuangchoke, Waraporn Viyanon, Setta Sasananan
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The most important process of the water treatment plant process is coagulation, which uses alum and poly aluminum chloride (PACL). Therefore, determining the dosage of alum and PACL is the most important factor to be prescribed. This research applies an artificial neural network (ANN), which uses the Levenberg–Marquardt algorithm to create a mathematical model (Soft Jar Test) for chemical dose prediction, as used for coagulation, such as alum and PACL, with input data consisting of turbidity, pH, alkalinity, conductivity, and, oxygen consumption (OC) of the Bangkhen Water Treatment Plant (BKWTP), under the authority of the Metropolitan Waterworks Authority of Thailand. The data were collected from 1 January 2019 to 31 December 2019 in order to cover the changing seasons of Thailand. The input data of ANN are divided into three groups: training set, test set, and validation set. The coefficient of determination and the mean absolute errors of the alum model are 0.73, 3.18 and the PACL model are 0.59, 3.21, respectively.
Keywords: Soft jar test, jar test, water treatment plant process, artificial neural network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6647464 Mathematical Programming on Multivariate Calibration Estimation in Stratified Sampling
Authors: Dinesh Rao, M.G.M. Khan, Sabiha Khan
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Calibration estimation is a method of adjusting the original design weights to improve the survey estimates by using auxiliary information such as the known population total (or mean) of the auxiliary variables. A calibration estimator uses calibrated weights that are determined to minimize a given distance measure to the original design weights while satisfying a set of constraints related to the auxiliary information. In this paper, we propose a new multivariate calibration estimator for the population mean in the stratified sampling design, which incorporates information available for more than one auxiliary variable. The problem of determining the optimum calibrated weights is formulated as a Mathematical Programming Problem (MPP) that is solved using the Lagrange multiplier technique.Keywords: Calibration estimation, Stratified sampling, Multivariate auxiliary information, Mathematical programming problem, Lagrange multiplier technique.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19527463 Thermal Analysis of Extrusion Process in Plastic Making
Authors: S. K. Fasogbon, T. M. Oladosu, O. S. Osasuyi
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Plastic extrusion has been an important process of plastic production since 19th century. Meanwhile, in plastic extrusion process, wide variation in temperature along the extrudate usually leads to scraps formation on the side of finished products. To avoid this situation, there is a need to deeply understand temperature distribution along the extrudate in plastic extrusion process. This work developed an analytical model that predicts the temperature distribution over the billet (the polymers melt) along the extrudate during extrusion process with the limitation that the polymer in question does not cover biopolymer such as DNA. The model was solved and simulated. Results for two different plastic materials (polyvinylchloride and polycarbonate) using self-developed MATLAB code and a commercially developed software (ANSYS) were generated and ultimately compared. It was observed that there is a thermodynamic heat transfer from the entry level of the billet into the die down to the end of it. The graph plots indicate a natural exponential decay of temperature with time and along the die length, with the temperature being 413 K and 474 K for polyvinylchloride and polycarbonate respectively at the entry level and 299.3 K and 328.8 K at the exit when the temperature of the surrounding was 298 K. The extrusion model was validated by comparison of MATLAB code simulation with a commercially available ANSYS simulation and the results favourably agree. This work concludes that the developed mathematical model and the self-generated MATLAB code are reliable tools in predicting temperature distribution along the extrudate in plastic extrusion process.
Keywords: ANSYS, extrusion process, MATLAB, plastic making, thermal analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18557462 Power Generation Potential of Dynamic Architecture
Authors: Ben Richard Hughes, Hassam Nasarullah Chaudhry
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The main aim of this work is to establish the capabilities of new green buildings to ascertain off-grid electricity generation based on the integration of wind turbines in the conceptual model of a rotating tower [2] in Dubai. An in depth performance analysis of the WinWind 3.0MW [3] wind turbine is performed. Data based on the Dubai Meteorological Services is collected and analyzed in conjunction with the performance analysis of this wind turbine. The mathematical model is compared with Computational Fluid Dynamics (CFD) results based on a conceptual rotating tower design model. The comparison results are further validated and verified for accuracy by conducting experiments on a scaled prototype of the tower design. The study concluded that integrating wind turbines inside a rotating tower can generate enough electricity to meet the required power consumption of the building, which equates to a wind farm containing 9 horizontal axis wind turbines located at an approximate area of 3,237,485 m2 [14].Keywords: computational fluid dynamics, green building, horizontal axis wind turbine, rotating tower, velocity gradient.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32827461 Mixture Design Experiment on Flow Behaviour of O/W Emulsions as Affected by Polysaccharide Interactions
Authors: Nor Hayati Ibrahim, Yaakob B. Che Man, Chin Ping Tan, Nor Aini Idris
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Interaction effects of xanthan gum (XG), carboxymethyl cellulose (CMC), and locust bean gum (LBG) on the flow properties of oil-in-water emulsions were investigated by a mixture design experiment. Blends of XG, CMC and LBG were prepared according to an augmented simplex-centroid mixture design (10 points) and used at 0.5% (wt/wt) in the emulsion formulations. An appropriate mathematical model was fitted to express each response as a function of the proportions of the blend components that are able to empirically predict the response to any blend of combination of the components. The synergistic interaction effect of the ternary XG:CMC:LBG blends at approximately 33-67% XG levels was shown to be much stronger than that of the binary XG:LBG blend at 50% XG level (p < 0.05). Nevertheless, an antagonistic interaction effect became significant as CMC level in blends was more than 33% (p < 0.05). Yield stress and apparent viscosity (at 10 s-1) responses were successfully fitted with a special quartic model while flow behaviour index and consistency coefficient were fitted with a full quartic model (R2 adjusted ≥ 0.90). This study found that a mixture design approach could serve as a valuable tool in better elucidating and predicting the interaction effects beyond the conventional twocomponent blends.Keywords: O/W emulsions, flow behavior, polysaccharideinteraction, mixture design.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22207460 An Algorithm of Regulation of Glucose-Insulin Concentration in the Blood
Authors: B. Selma, S. Chouraqui
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The pancreas is an elongated organ that extends across the abdomen, below the stomach. In addition, it secretes certain enzymes that aid in food digestion. The pancreas also manufactures hormones responsible for regulating blood glucose levels. In the present paper, we propose a mathematical model to study the homeostasis of glucose and insulin in healthy human, and a simulation of this model, which depicts the physiological events after a meal, will be represented in ordinary humans. The aim of this paper is to design an algorithm which regulates the level of glucose in the blood. The algorithm applied the concept of expert system for performing an algorithm control in the form of an "active" used to prescribe the rate of insulin infusion. By decomposing the system into subsystems, we have developed parametric models of each subsystem by using a forcing function strategy. The results showed a performance of the control system.
Keywords: Modeling, algorithm, regulation, glucose-insulin, blood, control system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11827459 Synthesis of Filtering in Stochastic Systems on Continuous-Time Memory Observations in the Presence of Anomalous Noises
Authors: S. Rozhkova, O. Rozhkova, A. Harlova, V. Lasukov
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We have conducted the optimal synthesis of rootmean- squared objective filter to estimate the state vector in the case if within the observation channel with memory the anomalous noises with unknown mathematical expectation are complement in the function of the regular noises. The synthesis has been carried out for linear stochastic systems of continuous - time.
Keywords: Mathematical expectation, filtration, anomalous noise, memory.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19687458 Inventing a Method of Problem Solving: The Natural Movement of the Mind to Solve a Problem
Authors: Amir Farkhonde
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The major objective of this study was to devise a method for solving mathematical problems. Three concepts including faculty of understanding, faculty of guess, and free mind or beginner's mind provided the foundation for this method. An explanatory approach along with a hermeneutic process was taken in this study to support the assumption that mathematical knowledge is constantly developing and it seems essential for students to solve math problems on their own using their faculty of understanding (interpretive dialogue) and faculty of guess. For doing so, a kind of movement from the mathematical problem to mathematical knowledge should be adopted for teaching students a new math topic. The research method of this paper is review, descriptive and conception development. This paper first reviews the research findings on the NRICH’S project (NRICH is part of the family of activities in the Millennium Mathematics Project) with the aim that these findings form the theoretical basis of the problem-solving method. Then, the curriculum, the conceptual structure of the new method, how to design the problem and an example of it are discussed. In this way, students are immersed in the story of discovering and understanding the problem formula, and interpretive dialogue with the text continues by following the questions posed by the problem and constantly reconstructing the answer to find a formula or solution to solve the problem.
Keywords: Interpretive dialogue, NRICH, inventing, a method of problem solving.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2597457 Mathematical Analysis of Stock Prices Prediction in a Financial Market Using Geometric Brownian Motion Model
Authors: Edikan E. Akpanibah, Ogunmodimu Dupe Catherine
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The relevance of geometric Brownian motion (GBM) in modelling the behaviour of stock market prices (SMP) cannot be over emphasized taking into consideration the volatility of the SMP. Consequently, there is need to investigate how GBM models are being estimated and used in financial market to predict SMP. To achieve this, the GBM estimation and its application to the SMP of some selected companies are studied. The normal and log-normal distributions were used to determine the expected value, variance and co-variance. Furthermore, the GBM model was used to predict the SMP of some selected companies over a period of time and the mean absolute percentage error (MAPE) were calculated and used to determine the accuracy of the GBM model in predicting the SMP of the four companies under consideration. It was observed that for all the four companies, their MAPE values were within the region of acceptance. Also, the MAPE values of our data were compared to an existing literature to test the accuracy of our prediction with respect to time of investment. Finally, some numerical simulations of the graphs of the SMP, expectations and variance of the four companies over a period of time were presented using MATLAB programming software.
Keywords: Stock Market, Geometric Brownian Motion, normal and log-normal distribution, mean absolute percentage error.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2677456 Control of the Thermal Evaporation of Organic Semiconductors via Exact Linearization
Authors: Martin Steinberger, Martin Horn
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In this article, a high vacuum system for the evaporation of organic semiconductors is introduced and a mathematical model is given. Based on the exact input output linearization a deposition rate controller is designed and tested with different evaporation materials.
Keywords: Effusion cell, organic semiconductors, deposition rate, exact linearization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22837455 Hospital Facility Location Selection Using Permanent Analytics Process
Authors: C. Ardil
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In this paper, a new MCDMA approach, the permanent analytics process is proposed to assess the immovable valuation criteria and their significance in the placement of the healthcare facility. Five decision factors are considered for the value and selection of immovables. In the multiple factor selection problems, the priority vector of the criteria used to compare several immovables is first determined using the permanent analytics method, a mathematical model for the multiple criteria decisionmaking process. Then, to demonstrate the viability and efficacy of the suggested approach, twenty potential candidate locations were evaluated using the hospital site selection problem's decision criteria. The ranking accuracy of estimation was evaluated using composite programming, which took into account both the permanent analytics process and the weighted multiplicative model.
Keywords: Hospital Facility Location Selection, Permanent Analytics Process, Multiple Criteria Decision Making (MCDM)
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4347454 Dynamic Model of a Buck Converter with a Sliding Mode Control
Authors: S. Chonsatidjamroen , K-N. Areerak, K-L. Areerak
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This paper presents the averaging model of a buck converter derived from the generalized state-space averaging method. The sliding mode control is used to regulate the output voltage of the converter and taken into account in the model. The proposed model requires the fast computational time compared with those of the full topology model. The intensive time-domain simulations via the exact topology model are used as the comparable model. The results show that a good agreement between the proposed model and the switching model is achieved in both transient and steady-state responses. The reported model is suitable for the optimal controller design by using the artificial intelligence techniques.Keywords: Generalized state-space averaging method, buck converter, sliding mode control, modeling, simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29907453 On the Thermal Behavior of the Slab in a Reheating Furnace with Radiation
Authors: Gyo Woo Lee, Man Young Kim
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A mathematical heat transfer model for the prediction of transient heating of the slab in a direct-fired walking beam type reheating furnace has been developed by considering the nongray thermal radiation with given furnace environments. The furnace is modeled as radiating nongray medium with carbon dioxide and water with five-zoned gas temperature and the furnace wall is considered as a constant temperature lower than furnace gas one. The slabs are moving with constant velocity depending on the residence time through the non-firing, charging, preheating, heating, and final soaking zones. Radiative heat flux obtained by considering the radiative heat exchange inside the furnace as well as convective one from the surrounding hot gases are introduced as boundary condition of the transient heat conduction within the slab. After validating thermal radiation model adopted in this work, thermal fields in both model and real reheating furnace are investigated in terms of radiative heat flux in the furnace and temperature inside the slab. The results show that the slab in the furnace can be more heated with higher slab emissivity and residence time.
Keywords: Reheating Furnace, Steel Slab, Radiative Heat Transfer, WSGGM, Emissivity, Residence Time.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 41747452 A Dynamic Hybrid Option Pricing Model by Genetic Algorithm and Black- Scholes Model
Authors: Yi-Chang Chen, Shan-Lin Chang, Chia-Chun Wu
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Unlike this study focused extensively on trading behavior of option market, those researches were just taken their attention to model-driven option pricing. For example, Black-Scholes (B-S) model is one of the most famous option pricing models. However, the arguments of B-S model are previously mentioned by some pricing models reviewing. This paper following suggests the importance of the dynamic character for option pricing, which is also the reason why using the genetic algorithm (GA). Because of its natural selection and species evolution, this study proposed a hybrid model, the Genetic-BS model which combining GA and B-S to estimate the price more accurate. As for the final experiments, the result shows that the output estimated price with lower MAE value than the calculated price by either B-S model or its enhanced one, Gram-Charlier garch (G-C garch) model. Finally, this work would conclude that the Genetic-BS pricing model is exactly practical.Keywords: genetic algorithm, Genetic-BS, option pricing model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22457451 Study on Practice of Improving Water Quality in Urban Rivers by Diverting Clean Water
Authors: Manjie Li, Xiangju Cheng, Yongcan Chen
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With rapid development of industrialization and urbanization, water environmental deterioration is widespread in majority of urban rivers, which seriously affects city image and life satisfaction of residents. As an emergency measure to improve water quality, clean water diversion is introduced for water environmental management. Lubao River and Southwest River, two urban rivers in typical plain tidal river network, are identified as technically and economically feasible for the application of clean water diversion. One-dimensional hydrodynamic-water quality model is developed to simulate temporal and spatial variations of water level and water quality, with satisfactory accuracy. The mathematical model after calibration is applied to investigate hydrodynamic and water quality variations in rivers as well as determine the optimum operation scheme of water diversion. Assessment system is developed for evaluation of positive and negative effects of water diversion, demonstrating the effectiveness of clean water diversion and the necessity of pollution reduction.
Keywords: Assessment system, clean water diversion, hydrodynamic-water quality model, tidal river network, urban rivers, water environment improvement.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7877450 A Model to Study the Effect of Excess Buffers and Na+ Ions on Ca2+ Diffusion in Neuron Cell
Authors: Vikas Tewari, Shivendra Tewari, K. R. Pardasani
Abstract:
Calcium is a vital second messenger used in signal transduction. Calcium controls secretion, cell movement, muscular contraction, cell differentiation, ciliary beating and so on. Two theories have been used to simplify the system of reaction-diffusion equations of calcium into a single equation. One is excess buffer approximation (EBA) which assumes that mobile buffer is present in excess and cannot be saturated. The other is rapid buffer approximation (RBA), which assumes that calcium binding to buffer is rapid compared to calcium diffusion rate. In the present work, attempt has been made to develop a model for calcium diffusion under excess buffer approximation in neuron cells. This model incorporates the effect of [Na+] influx on [Ca2+] diffusion,variable calcium and sodium sources, sodium-calcium exchange protein, Sarcolemmal Calcium ATPase pump, sodium and calcium channels. The proposed mathematical model leads to a system of partial differential equations which have been solved numerically using Forward Time Centered Space (FTCS) approach. The numerical results have been used to study the relationships among different types of parameters such as buffer concentration, association rate, calcium permeability.
Keywords: Excess buffer approximation, Na+ influx, sodium calcium exchange protein, sarcolemmal calcium atpase pump, forward time centred space.
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