Search results for: Prager Kinematic Hardening Model
7221 The Mechanistic Deconvolutive Image Sensor Model for an Arbitrary Pan–Tilt Plane of View
Authors: S. H. Lim, T. Furukawa
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This paper presents a generalized form of the mechanistic deconvolution technique (GMD) to modeling image sensors applicable in various pan–tilt planes of view. The mechanistic deconvolution technique (UMD) is modified with the given angles of a pan–tilt plane of view to formulate constraint parameters and characterize distortion effects, and thereby, determine the corrected image data. This, as a result, does not require experimental setup or calibration. Due to the mechanistic nature of the sensor model, the necessity for the sensor image plane to be orthogonal to its z-axis is eliminated, and it reduces the dependency on image data. An experiment was constructed to evaluate the accuracy of a model created by GMD and its insensitivity to changes in sensor properties and in pan and tilt angles. This was compared with a pre-calibrated model and a model created by UMD using two sensors with different specifications. It achieved similar accuracy with one-seventh the number of iterations and attained lower mean error by a factor of 2.4 when compared to the pre-calibrated and UMD model respectively. The model has also shown itself to be robust and, in comparison to pre-calibrated and UMD model, improved the accuracy significantly.Keywords: Image sensor modeling, mechanistic deconvolution, calibration, lens distortion
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15317220 Research on Online Consumption of College Students in China with Stimulate-Organism-Reaction Driven Model
Authors: Wei Lu
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With the development of information technology in China, network consumption is becoming more and more popular. As a special group, college students have a high degree of education and distinct opinions and personalities. In the future, the key groups of network consumption have gradually become the focus groups of network consumption. Studying college students’ online consumption behavior has important theoretical significance and practical value. Based on the Stimulus-Organism-Response (SOR) driving model and the structural equation model, this paper establishes the influencing factors model of College students’ online consumption behavior, evaluates and amends the model by using SPSS and AMOS software, analyses and determines the positive factors of marketing college students’ consumption, and provides an effective basis for guiding and promoting college student consumption.
Keywords: College students, online consumption, stimulus-organism-response driving model, structural equation model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5977219 An Estimation of Variance Components in Linear Mixed Model
Authors: Shuimiao Wan, Chao Yuan, Baoguang Tian
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In this paper, a linear mixed model which has two random effects is broken up into two models. This thesis gets the parameter estimation of the original model and an estimation’s statistical qualities based on these two models. Then many important properties are given by comparing this estimation with other general estimations. At the same time, this paper proves the analysis of variance estimate (ANOVAE) about σ2 of the original model is equal to the least-squares estimation (LSE) about σ2 of these two models. Finally, it also proves that this estimation is better than ANOVAE under Stein function and special condition in some degree.Keywords: Linear mixed model, Random effects, Parameter estimation, Stein function.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18197218 Using Degree of Adaptive (DOA) Model for Partner Selection in Supply Chain
Authors: Habibollah Javanmard
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In order to reduce cost, increase quality, and for timely supplying production systems has considerably taken the advantages of supply chain management and these advantages are also competitive. Selection of appropriate supplier has an important role in improvement and efficiency of systems. The models of supplier selection which have already been used by researchers have considered selection one or more suppliers from potential suppliers but in this paper selecting one supplier as partner from one supplier that have minimum one period supplying to buyer is considered. This paper presents a conceptual model for partner selection and application of Degree of Adoptive (DOA) model for final selection. The attributes weight in this model is prepared through AHP model. After making the descriptive model, determining the attributes and measuring the parameters of the adaptive is examined in an auto industry of Iran(Zagross Khodro co.) and results are presented.Keywords: Partnership, Degree of Adaptive, AHP, SupplyChain.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16777217 Drowsiness Warning System Using Artificial Intelligence
Authors: Nidhi Sharma, V. K. Banga
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Nowadays, driving support systems, such as car navigation systems, are getting common, and they support drivers in several aspects. It is important for driving support systems to detect status of driver's consciousness. Particularly, detecting driver's drowsiness could prevent drivers from collisions caused by drowsy driving. In this paper, we discuss the various artificial detection methods for detecting driver's drowsiness processing technique. This system is based on facial images analysis for warning the driver of drowsiness or in attention to prevent traffic accidents.Keywords: Neuro-Fuzzy Model, Halstead Model, Walston-FelixModel, Bailey-Basili Model, Doty Model, GA Based Model, GeneticAlgorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 37157216 Environmental Performance Assessment Model as a Sustainability Decision Tool for Small and Middle Sized Enterprises
Authors: Pavol Molnar, Martin Dolinsky
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Paper deals with environmental metrics and assessment systems devoted to Small and Medium Sized Enterprises. Authors are presenting proposed assessment model which has an ability to discover current environmental strengths and weaknesses of Small and Middle Sized Enterprise. Suggested model has also an ambition to become a Sustainability Decision Tool. Model is able to identify "best environmental devision" in the company, and to quantify how this decision contributed into overall environmental improvement. Authors understand environmental improvements as environmental innovations (product, process and organizational). Suggested model is based on its own concept; however, authors are also utilizing already existing environmental assessment tools.
Keywords: Corporate Social Responsibility, (e)IMPACT model, Environmental metrics, , Small and Middle Sized Enterprises
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15397215 Bond Graph Modeling of Inter-Actuator Interactions in a Multi-Cylinder Hydraulic System
Authors: Mutuku Muvengei, John Kihiu
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In this paper, a bond graph dynamic model for a valvecontrolled hydraulic cylinder has been developed. A simplified bond graph model of the inter-actuator interactions in a multi-cylinder hydraulic system has also been presented. The overall bond graph model of a valve-controlled hydraulic cylinder was developed by combining the bond graph sub-models of the pump, spool valve and the actuator using junction structures. Causality was then assigned in order to obtain a computational model which could be simulated. The causal bond graph model of the hydraulic cylinder was verified by comparing the open loop state responses to those of an ODE model which had been developed in literature based on the same assumptions. The results were found to correlate very well both in the shape of the curves, magnitude and the response times, thus indicating that the developed model represents the hydraulic dynamics of a valve-controlled cylinder. A simplified model for interactuator interaction was presented by connecting an effort source with constant pump pressure to the zero-junction from which the cylinders in a multi-cylinder system are supplied with a constant pressure from the pump. On simulating the state responses of the developed model under different situations of cylinder operations, indicated that such a simple model can be used to predict the inter-actuator interactions.Keywords: Bond graphs, Inter-actuator interactions, Valvecontrolledhydraulic cylinder.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30387214 Low Frequency Multiple Divider Using Resonant Model
Authors: Chih Chin Yang, Chih Yu Lee, Jing Yi Wang, Mei Zhen Xue, Chia Yueh Wu
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A well-defined frequency multiple dividing (FMD) circuit using a resonant model is presented in this research. The basic component of a frequency multiple divider as used in a resonant model is established by compositing a well-defined resonant effect of negative differential resistance (NDR) characteristics which possesses a wider operational region and high operational current at a bias voltage of about 1.15 V. The resonant model is then applied in the frequency dividing circuit with the above division ratio (RD) of 200 at the signal input of middle frequency. The division ratio also exists at the input of a low frequency signal.Keywords: Divider, frequency, resonant model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12317213 Designing and Analyzing Sensor and Actuator of a Nano/Micro-System for Fatigue and Fracture Characterization of Nanomaterials
Authors: Mohammad Reza Zamani Kouhpanji
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This paper presents a MEMS/NEMS device for fatigue and fracture characterization of nanomaterials. This device can apply static loads, cyclic loads, and their combinations in nanomechanical experiments. It is based on the electromagnetic force induced between paired parallel wires carrying electrical currents. Using this concept, the actuator and sensor parts of the device were designed and analyzed while considering the practical limitations. Since the PWCC device only uses two wires for actuation part and sensing part, its fabrication process is extremely easier than the available MEMS/NEMS devices. The total gain and phase shift of the MEMS/NEMS device were calculated and investigated. Furthermore, the maximum gain and sensitivity of the MEMS/NEMS device were studied to demonstrate the capability and usability of the device for wide range of nanomaterials samples. This device can be readily integrated into SEM/TEM instruments to provide real time study of the mechanical behaviors of nanomaterials as well as their fatigue and fracture properties, softening or hardening behaviors, and initiation and propagation of nanocracks.
Keywords: Sensors and actuators, MEMS/NEMS devices, fatigue and fracture nanomechanical testing device, static and cyclic nanomechanical testing device.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11097212 Modelling Export Dynamics in the CSEE Countries Using GVAR Model
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The paper investigates the key factors of export dynamics for a set of Central and Southeast European (CSEE) countries in the context of current economic and financial crisis. In order to model the export dynamics a Global Vector Auto Regressive (GVAR) model is defined. As opposed to models which model each country separately, the GVAR combines all country models in a global model which enables obtaining important information on spillover effects in the context of globalisation and rising international linkages. The results of the study indicate that for most of the CSEE countries, exports are mainly driven by domestic shocks, both in the short run and in the long run. This study is the first application of the GVAR model to studying the export dynamics in the CSEE countries and therefore the results of the study present an important empirical contribution.
Keywords: Export, GFEVD, Global VAR, International trade, weak exogeneity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24957211 Simplified 3R2C Building Thermal Network Model: A Case Study
Authors: S. M. Mahbobur Rahman
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Whole building energy simulation models are widely used for predicting future energy consumption, performance diagnosis and optimum control. Black box building energy modeling approach has been heavily studied in the past decade. The thermal response of a building can also be modeled using a network of interconnected resistors (R) and capacitors (C) at each node called R-C network. In this study, a model building, Case 600, as described in the “Standard Method of Test for the Evaluation of Building Energy Analysis Computer Program”, ASHRAE standard 140, is studied along with a 3R2C thermal network model and the ASHRAE clear sky solar radiation model. Although building an energy model involves two important parts of building component i.e., the envelope and internal mass, the effect of building internal mass is not considered in this study. All the characteristic parameters of the building envelope are evaluated as on Case 600. Finally, monthly building energy consumption from the thermal network model is compared with a simple-box energy model within reasonable accuracy. From the results, 0.6-9.4% variation of monthly energy consumption is observed because of the south-facing windows.
Keywords: ASHRAE case study, clear sky solar radiation model, energy modeling, thermal network model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12427210 Investigation of Different Control Stratgies for UPFC Decoupled Model and the Impact of Location on Control Parameters
Authors: S.A. Alqallaf, S.A. Al-Mawsawi, A. Haider
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In order to evaluate the performance of a unified power flow controller (UPFC), mathematical models for steady state and dynamic analysis are to be developed. The steady state model is mainly concerned with the incorporation of the UPFC in load flow studies. Several load flow models for UPFC have been introduced in literature, and one of the most reliable models is the decoupled UPFC model. In spite of UPFC decoupled load flow model simplicity, it is more robust compared to other UPFC load flow models and it contains unique capabilities. Some shortcoming such as additional set of nonlinear equations are to be solved separately after the load flow solution is obtained. The aim of this study is to investigate the different control strategies that can be realized in the decoupled load flow model (individual control and combined control), and the impact of the location of the UPFC in the network on its control parameters.
Keywords: UPFC, Decoupled model, Load flow.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20047209 Necessity of using an Optimum Business Model in High-Tech Firms, Nanotechnology Case Study
Authors: Reza Davoodi, Jahangir Yadollahi Farsi, Roya Naseri
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In the way of growing and developing firms especially high-tech firms, on many occasions manager of firm is mainly involved in solving problems of his business and decision making about executive activities of the firm, while besides executive measures, attention to planning of firm's success and growth way and application of long experience and sagacity in designing business model are vital and necessary success in a business is achieved as a result of different factors, one of the most important of them is designing and performing an optimal business model at the beginning of the firm's work. This model is determining the limit of profitability achieved by innovation and gained value added. Therefore, business model is the process of connecting innovation environment and technology with economic environment and business and is important for succeeding modern businesses considering their traits.Keywords: Business Model (BM), Nanotechnology, High- TechFirms.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21767208 A Physics-Based Model for Fast Recovery Diodes with Lifetime Control and Emitter Efficiency Reduction
Authors: Chengjie Wang, Li Yin, Chuanmin Wang
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This paper presents a physics-based model for the high-voltage fast recovery diodes. The model provides a good trade-off between reverse recovery time and forward voltage drop realized through a combination of lifetime control and emitter efficiency reduction techniques. The minority carrier lifetime can be extracted from the reverse recovery transient response and forward characteristics. This paper also shows that decreasing the amount of the excess carriers stored in the drift region will result in softer characteristics which can be achieved using a lower doping level. The developed model is verified by experiment and the measurement data agrees well with the model.Keywords: Emitter efficiency, lifetime control, P-i-N diode, physics-based model
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 38097207 Money Laundering and Financing of Terrorism
Authors: C. Mallada Fernández
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Economic development and globalization of international markets have created a favourable atmosphere for the emergence of new forms of crime such as money laundering or financing of terrorism, which may contribute to destabilized and damage economic systems. In particular, money laundering have acquired great importance since the 11S attacks, what has caused on the one hand, the establishment and development of preventive measures and, on the other hand, a progressive hardening of penal measures. Since then, the regulations imposed to fight against money laundering have been viewed as key components also in the fight against terrorist financing. Terrorism, at the beginning, was a “national” crime connected with internal problems of the State (for instance the RAF in Germany or ETA in Spain) but in the last 20 years has started to be an international problem that is connected with the defence and security of the States. Therefore, the new strategic concept for the defense and security of NATO has a comprehensive list of security threats to the Alliance, such as terrorism, international instability, money laundering or attacks on cyberspace, among others. With this new concept, money laundering and terrorism has become a priority in the national defense.
In this work we will analyze the methods to combat these new threats to the national security. We will study the preventive legislations to combat money laundering and financing of terrorism, the UIF that exchange information between States, and the hawala-Banking.
Keywords: Control of financial flows, money laundering, terrorism, financing of terrorism.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28847206 Verification and Application of Finite Element Model Developed for Flood Routing in Rivers
Authors: A. L. Qureshi, A. A. Mahessar, A. Baloch
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Flood wave propagation in river channel flow can be enunciated by nonlinear equations of motion for unsteady flow. It is difficult to find analytical solution of these non-linear equations. Hence, in this paper verification of the finite element model has been carried out against available numerical predictions and field data. The results of the model indicate a good matching with both Preissmann scheme and HEC-RAS model for a river reach of 29km at both sites (15km from upstream and at downstream end) for discharge hydrographs. It also has an agreeable comparison with the Preissemann scheme for the flow depth (stage) hydrographs. The proposed model has also been applying to forecast daily discharges at 400km downstream in the Indus River from Sukkur barrage of Sindh, Pakistan, which demonstrates accurate model predictions with observed the daily discharges. Hence, this model may be utilized for flood warnings in advance.
Keywords: Finite Element Method, Flood Forecasting, HEC-RAS, Indus river.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26887205 Modeling and Validation of Microspheres Generation in the Modified T-Junction Device
Authors: Lei Lei, Hongbo Zhang, Donald J. Bergstrom, Bing Zhang, K. Y. Song, W. J. Zhang
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This paper presents a model for a modified T-junction device for microspheres generation. The numerical model is developed using a commercial software package: COMSOL Multiphysics. In order to test the accuracy of the numerical model, multiple variables, such as the flow rate of cross-flow, fluid properties, structure, and geometry of the microdevice are applied. The results from the model are compared with the experimental results in the diameter of the microsphere generated. The comparison shows a good agreement. Therefore the model is useful in further optimization of the device and feedback control of microsphere generation if any.
Keywords: CFD modeling, validation, microsphere generation, modified T-junction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25717204 An Artificial Emotion Model For Visualizing Emotion of Characters
Authors: Junseok Ham, Chansun Jung, Junhyung Park, Jihye Ryeo, Ilju Ko
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It is hard to express emotion through only speech when we watch a character in a movie or a play because we cannot estimate the size, kind, and quantity of emotion. So this paper proposes an artificial emotion model for visualizing current emotion with color and location in emotion model. The artificial emotion model is designed considering causality of generated emotion, difference of personality, difference of continual emotional stimulus, and co-relation of various emotions. This paper supposed the Emotion Field for visualizing current emotion with location, and current emotion is expressed by location and color in the Emotion Field. For visualizing changes within current emotion, the artificial emotion model is adjusted to characters in Hamlet.Keywords: Emotion, Artificial Emotion, Visualizing, EmotionModel.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12547203 Influence of Vegetable Oil-Based Controlled Cutting Fluid Impinging Supply System on Micro Hardness in Machining of Ti-6Al-4V
Authors: Salah Gariani, Islam Shyha, Fawad Inam, Dehong Huo
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A controlled cutting fluid impinging supply system (CUT-LIST) was developed to deliver an accurate amount of cutting fluid into the machining zone via well-positioned coherent nozzles based on a calculation of the heat generated. The performance of the CUT-LIST was evaluated against a conventional flood cutting fluid supply system during step shoulder milling of Ti-6Al-4V using vegetable oil-based cutting fluid. In this paper, the micro-hardness of the machined surface was used as the main criterion to compare the two systems. CUT-LIST provided significant reductions in cutting fluid consumption (up to 42%). Both systems caused increased micro-hardness value at 100 µm from the machined surface, whereas a slight reduction in micro-hardness of 4.5% was measured when using CUL-LIST. It was noted that the first 50 µm is the soft sub-surface promoted by thermal softening, whereas down to 100 µm is the hard sub-surface caused by the cyclic internal work hardening and then gradually decreased until it reached the base material nominal hardness. It can be concluded that the CUT-LIST has always given lower micro-hardness values near the machined surfaces in all conditions investigated.
Keywords: Impinging supply system, micro-hardness, shoulder milling, Ti-6Al-4V, vegetable oil-based cutting fluid.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10217202 A Super-Efficiency Model for Evaluating Efficiency in the Presence of Time Lag Effect
Authors: Yanshuang Zhang, Byungho Jeong
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In many cases, there are some time lag between the consumption of inputs and the production of outputs. This time lag effect should be considered in evaluating the performance of organizations. Recently, a couple of DEA models were developed for considering time lag effect in efficiency evaluation of research activities. Multi-periods input(MpI) and Multi-periods output(MpO) models are integrate models to calculate simple efficiency considering time lag effect. However, these models can’t discriminate efficient DMUs because of the nature of basic DEA model in which efficiency scores are limited to ‘1’. That is, efficient DMUs can’t be discriminated because their efficiency scores are same. Thus, this paper suggests a super-efficiency model for efficiency evaluation under the consideration of time lag effect based on the MpO model. A case example using a long term research project is given to compare the suggested model with the MpO model.
Keywords: DEA, Super-efficiency, Time Lag.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16217201 Improved Algorithms for Construction of Interface Agent Interaction Model
Authors: Huynh Quyet Thang, Le Hai Quan
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Interaction Model plays an important role in Modelbased Intelligent Interface Agent Architecture for developing Intelligent User Interface. In this paper we are presenting some improvements in the algorithms for development interaction model of interface agent including: the action segmentation algorithm, the action pair selection algorithm, the final action pair selection algorithm, the interaction graph construction algorithm and the probability calculation algorithm. The analysis of the algorithms also presented. At the end of this paper, we introduce an experimental program called “Personal Transfer System".Keywords: interface agent, interaction model, user model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21987200 Analytical Subthreshold Drain Current Model Incorporating Inversion Layer Effective Mobility Model for Pocket Implanted Nano Scale n-MOSFET
Authors: Muhibul Haque Bhuyan, Quazi D. M. Khosru
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Carrier scatterings in the inversion channel of MOSFET dominates the carrier mobility and hence drain current. This paper presents an analytical model of the subthreshold drain current incorporating the effective electron mobility model of the pocket implanted nano scale n-MOSFET. The model is developed by assuming two linear pocket profiles at the source and drain edges at the surface and by using the conventional drift-diffusion equation. Effective electron mobility model includes three scattering mechanisms, such as, Coulomb, phonon and surface roughness scatterings as well as ballistic phenomena in the pocket implanted n-MOSFET. The model is simulated for various pocket profile and device parameters as well as for various bias conditions. Simulation results show that the subthreshold drain current data matches the experimental data already published in the literature.
Keywords: Linear Pocket Profile, Pocket Implanted n-MOSFET, Subthreshold Drain Current and Effective Mobility Model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25657199 A Constitutive Model of Ligaments and Tendons Accounting for Fiber-Matrix Interaction
Authors: Ratchada Sopakayang, Gerhard A. Holzapfel
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In this study, a new constitutive model is developed to describe the hyperelastic behavior of collagenous tissues with a parallel arrangement of collagen fibers such as ligaments and tendons. The model is formulated using a continuum approach incorporating the structural changes of the main tissue components: collagen fibers, proteoglycan-rich matrix and fiber-matrix interaction. The mechanical contribution of the interaction between the fibers and the matrix is simply expressed by a coupling term. The structural change of the collagen fibers is incorporated in the constitutive model to describe the activation of the fibers under tissue straining. Finally, the constitutive model can easily describe the stress-stretch nonlinearity which occurs when a ligament/tendon is axially stretched. This study shows that the interaction between the fibers and the matrix contributes to the mechanical tissue response. Therefore, the model may lead to a better understanding of the physiological mechanisms of ligaments and tendons under axial loading.Keywords: Hyperelasticity, constitutive model, fiber-matrix interaction, ligament, tendon.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8867198 Adaptive Digital Watermarking Integrating Fuzzy Inference HVS Perceptual Model
Authors: Sherin M. Youssef, Ahmed Abouelfarag, Noha M. Ghatwary
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An adaptive Fuzzy Inference Perceptual model has been proposed for watermarking of digital images. The model depends on the human visual characteristics of image sub-regions in the frequency multi-resolution wavelet domain. In the proposed model, a multi-variable fuzzy based architecture has been designed to produce a perceptual membership degree for both candidate embedding sub-regions and strength watermark embedding factor. Different sizes of benchmark images with different sizes of watermarks have been applied on the model. Several experimental attacks have been applied such as JPEG compression, noises and rotation, to ensure the robustness of the scheme. In addition, the model has been compared with different watermarking schemes. The proposed model showed its robustness to attacks and at the same time achieved a high level of imperceptibility.Keywords: Watermarking, The human visual system (HVS), Fuzzy Inference System (FIS), Local Binary Pattern (LBP), Discrete Wavelet Transform (DWT).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18207197 Application of Generalized Autoregressive Score Model to Stock Returns
Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke
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The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.
Keywords: Generalized autoregressive score model, stock returns, time-varying.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10377196 Reduction of Linear Time-Invariant Systems Using Routh-Approximation and PSO
Authors: S. Panda, S. K. Tomar, R. Prasad, C. Ardil
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Order reduction of linear-time invariant systems employing two methods; one using the advantages of Routh approximation and other by an evolutionary technique is presented in this paper. In Routh approximation method the denominator of the reduced order model is obtained using Routh approximation while the numerator of the reduced order model is determined using the indirect approach of retaining the time moments and/or Markov parameters of original system. By this method the reduced order model guarantees stability if the original high order model is stable. In the second method Particle Swarm Optimization (PSO) is employed to reduce the higher order model. PSO method is based on the minimization of the Integral Squared Error (ISE) between the transient responses of original higher order model and the reduced order model pertaining to a unit step input. Both the methods are illustrated through numerical examples.
Keywords: Model Order Reduction, Markov Parameters, Routh Approximation, Particle Swarm Optimization, Integral Squared Error, Steady State Stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32937195 Specialized Reduced Models of Dynamic Flows in 2-Stroke Engines
Authors: S. Cagin, X. Fischer, E. Delacourt, N. Bourabaa, C. Morin, D. Coutellier, B. Carré, S. Loumé
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The complexity of scavenging by ports and its impact on engine efficiency create the need to understand and to model it as realistically as possible. However, there are few empirical scavenging models and these are highly specialized. In a design optimization process, they appear very restricted and their field of use is limited. This paper presents a comparison of two methods to establish and reduce a model of the scavenging process in 2-stroke diesel engines. To solve the lack of scavenging models, a CFD model has been developed and is used as the referent case. However, its large size requires a reduction. Two techniques have been tested depending on their fields of application: The NTF method and neural networks. They both appear highly appropriate drastically reducing the model’s size (over 90% reduction) with a low relative error rate (under 10%). Furthermore, each method produces a reduced model which can be used in distinct specialized fields of application: the distribution of a quantity (mass fraction for example) in the cylinder at each time step (pseudo-dynamic model) or the qualification of scavenging at the end of the process (pseudo-static model).
Keywords: Diesel engine, Design optimization, Model reduction, Neural network, NTF algorithm, Scavenging.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13327194 A New Shock Model for Systems Subject to Random Threshold Failure
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This paper generalizes Yeh Lam-s shock model for renewal shock arrivals and random threshold. Several interesting statistical measures are explicitly obtained. A few special cases and an optimal replacement problem are also discussed.Keywords: shock model, optimal replacement, random threshold, shocks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15877193 Analysis of Model in Pregnant and Non-Pregnant Dengue Patients
Authors: R. Kongnuy, P. Pongsumpun
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We used mathematical model to study the transmission of dengue disease. The model is developed in which the human population is separated into two populations, pregnant and non-pregnant humans. The dynamical analysis method is used for analyzing this modified model. Two equilibrium states are found and the conditions for stability of theses two equilibrium states are established. Numerical results are shown for each equilibrium state. The basic reproduction numbers are found and they are compared by using numerical simulations.Keywords: Basic reproductive number, dengue disease, equilibrium states, pregnancy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15977192 Real Time Lidar and Radar High-Level Fusion for Obstacle Detection and Tracking with Evaluation on a Ground Truth
Authors: Hatem Hajri, Mohamed-Cherif Rahal
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Both Lidars and Radars are sensors for obstacle detection. While Lidars are very accurate on obstacles positions and less accurate on their velocities, Radars are more precise on obstacles velocities and less precise on their positions. Sensor fusion between Lidar and Radar aims at improving obstacle detection using advantages of the two sensors. The present paper proposes a real-time Lidar/Radar data fusion algorithm for obstacle detection and tracking based on the global nearest neighbour standard filter (GNN). This algorithm is implemented and embedded in an automative vehicle as a component generated by a real-time multisensor software. The benefits of data fusion comparing with the use of a single sensor are illustrated through several tracking scenarios (on a highway and on a bend) and using real-time kinematic sensors mounted on the ego and tracked vehicles as a ground truth.Keywords: Ground truth, Hungarian algorithm, lidar Radar data fusion, global nearest neighbor filter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 967