Search results for: low Mach number models

Authors: Yan Su, Jane H. Davidson, F. A. Kulacki

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The RANS method with Saffman-s turbulence model was employed to solve the time-dependent turbulent Navier-Stokes and energy equations for oscillating pipe flows. The method of partial sums of the Fourier series is used to analyze the harmonic velocity and temperature results. The complete structures of the oscillating pipe flows and the averaged Nusselt numbers on the tube wall are provided by numerical simulation over wide ranges of ReA and ReR. Present numerical code is validated by comparing the laminar flow results to analytic solutions and turbulence flow results to published experimental data at lower and higher Reynolds numbers respectively. The effects of ReA and ReR on the velocity, temperature and Nusselt number distributions have been di scussed. The enhancement of the heat transfer due to oscillating flows has also been presented. By the way of analyzing the overall Nusselt number over wide ranges of the Reynolds number Re and Keulegan- Carpenter number KC, the optimal ratio of the tube diameter over the oscillation amplitude is obtained based on the existence of a nearly constant optimal KC number. The potential application of the present results in sea water cooling has also been discussed.

Keywords: Keulegan-Carpenter number, Nusselt number, Oscillating pipe flows, Reynolds number

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Authors: Daniela I. Borissova, Ivan C. Mustakerov

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The paper addresses a problem of optimal staffing in open shop environment. The problem is to determine the optimal number of operators serving a given number of machines to fulfill the number of independent operations while minimizing staff idle. Using a Gantt chart presentation of the problem it is modeled as twodimensional cutting stock problem. A mixed-integer programming model is used to get minimal job processing time (makespan) for fixed number of machines' operators. An algorithm for optimal openshop staffing is developed based on iterative solving of the formulated optimization task. The execution of the developed algorithm provides optimal number of machines' operators in the sense of minimum staff idle and optimal makespan for that number of operators. The proposed algorithm is tested numerically for a real life staffing problem. The testing results show the practical applicability for similar open shop staffing problems.

Keywords: Integer programming, open shop problem, optimal staffing.

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Authors: Nahla H. Alaswadko, Rayya A. Hassan, Bayar N. Mohammed

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Empirical deterministic models have been developed to predict roughness progression of heavy duty spray sealed pavements for a dataset representing rural arterial roads. The dataset provides a good representation of the relevant network and covers a wide range of operating and environmental conditions. A sample with a large size of historical time series data for many pavement sections has been collected and prepared for use in multilevel regression analysis. The modelling parameters include road roughness as performance parameter and traffic loading, time, initial pavement strength, reactivity level of subgrade soil, climate condition, and condition of drainage system as predictor parameters. The purpose of this paper is to report the approaches adopted for models development and validation. The study presents multilevel models that can account for the correlation among time series data of the same section and to capture the effect of unobserved variables. Study results show that the models fit the data very well. The contribution and significance of relevant influencing factors in predicting roughness progression are presented and explained. The paper concludes that the analysis approach used for developing the models confirmed their accuracy and reliability by well-fitting to the validation data.

Keywords: Roughness progression, empirical model, pavement performance, heavy duty pavement.

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Authors: Ahmed El Oualkadi, Abdellah Ait Ouahman

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This paper discusses a systematic design of a Σ-Δ fractional-N Phase-Locked Loop based on HDL behavioral modeling. The proposed design consists in describing the mixed behavior of this PLL architecture starting from the specifications of each building block. The HDL models of critical PLL blocks have been described in VHDL-AMS to predict the different specifications of the PLL. The effect of different noise sources has been efficiently introduced to study the PLL system performances. The obtained results are compared with transistor-level simulations to validate the effectiveness of the proposed models for wireless applications in the frequency range around 2.45 GHz.

Keywords: Phase-locked loop, frequency synthesizer, fractional-N PLL, Σ-Δ modulator, HDL models

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Authors: Shashank.B. Thakre, L.B. Bhuyar, Samir.J. Deshmukh

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The value of overall oxygen transfer Coefficient (KLa), which is the best measure of oxygen transfer in water through aeration, is obtained by a simple approach, which sufficiently explains the utility of the method to eliminate the discrepancies due to inaccurate assumption of saturation dissolved oxygen concentration. The rate of oxygen transfer depends on number of factors like intensity of turbulence, which in turns depends on the speed of rotation, size, and number of blades, diameter and immersion depth of the rotor, and size and shape of aeration tank, as well as on physical, chemical, and biological characteristic of water. An attempt is made in this paper to correlate the overall oxygen transfer Coefficient (KLa), as an independent parameter with other influencing parameters mentioned above. It has been estimated that the simulation equation developed predicts the values of KLa and power with an average standard error of estimation of 0.0164 and 7.66 respectively and with R2 values of 0.979 and 0.989 respectively, when compared with experimentally determined values. The comparison of this model is done with the model generated using Computational fluid dynamics (CFD) and both the models were found to be in good agreement with each other.

Keywords: CFD Model, Overall oxygen transfer coefficient, Power, Mathematical Model, Validation.

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Authors: Josip Vasilj, Petar Sarajcev, Damir Jakus

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

Keywords: Wind power, Uncertainty, Stochastic process, Monte Carlo simulation.

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Authors: Jan Sindelar

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The paper presents an applied study of a multivariate AR(p) process fitted to daily data from U.S. commodity futures markets with the use of Bayesian statistics. In the first part a detailed description of the methods used is given. In the second part two BVAR models are chosen one with assumption of lognormal, the second with normal distribution of prices conditioned on the parameters. For a comparison two simple benchmark models are chosen that are commonly used in todays Financial Mathematics. The article compares the quality of predictions of all the models, tries to find an adequate rate of forgetting of information and questions the validity of Efficient Market Hypothesis in the semi-strong form.

Keywords: Vector auto-regression, forecasting, financial, Bayesian, efficient markets.

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Authors: Danielle Sandler dos Passos, Helder Coelho, Flávia Mori Sarti

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Analysing the world banking sector, we realize that traditional risk measurement methodologies no longer reflect the actual scenario with uncertainty and leave out events that can change the dynamics of markets. Considering this, regulators and financial institutions began to search more realistic models. The aim is to include external influences and interdependencies between agents, to describe and measure the operationalization of these complex systems and their risks in a more coherent and credible way. Within this context, X-Events are more frequent than assumed and, with uncertainties and constant changes, the concept of antifragility starts to gain great prominence in comparison to others methodologies of risk management. It is very useful to analyse whether a system succumbs (fragile), resists (robust) or gets benefits (antifragile) from disorder and stress. Thus, this work proposes the creation of the Banking Antifragility Index (BAI), which is based on the calculation of a triangular fuzzy number – to "quantify" qualitative criteria linked to antifragility.

Keywords: Complex adaptive systems, X-events, risk management, antifragility, banking antifragility index, triangular fuzzy number.

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Authors: Ε. Giovanis

Abstract:

In this paper we present, propose and examine additional membership functions for the Smoothing Transition Autoregressive (STAR) models. More specifically, we present the tangent hyperbolic, Gaussian and Generalized bell functions. Because Smoothing Transition Autoregressive (STAR) models follow fuzzy logic approach, more fuzzy membership functions should be tested. Furthermore, fuzzy rules can be incorporated or other training or computational methods can be applied as the error backpropagation or genetic algorithm instead to nonlinear squares. We examine two macroeconomic variables of US economy, the inflation rate and the 6-monthly treasury bills interest rates.

Keywords: Forecast , Fuzzy membership functions, Smoothingtransition, Time-series

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Authors: Yew Mun Hung, Ching Sze Lim, Tiew Wei Ting, Ningqun Guo

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The effect of streamwise conduction on the thermal characteristics of forced convection for nanofluidic flow in rectangular microchannel heat sinks under isothermal wall has been investigated. By applying the fin approach, models with and without streamwise conduction term in the energy equation were developed for hydrodynamically and thermally fully-developed flow. These two models were solved to obtain closed form analytical solutions for the nanofluid and solid wall temperature distributions and the analysis emphasized details of the variations induced by the streamwise conduction on the nanofluid heat transport characteristics. The effects of the Peclet number, nanoparticle volume fraction, thermal conductivity ratio on the thermal characteristics of forced convection in microchannel heat sinks are analyzed. Due to the anomalous increase in the effective thermal conductivity of nanofluid compared to its base fluid, the effect of streamwise conduction is expected to be more significant. This study reveals the significance of the effect of streamwise conduction under certain conditions of which the streamwise conduction should not be neglected in the forced convective heat transfer analysis of microchannel heat sinks.

Keywords: fin approach, microchannel heat sink, nanofluid, streamwise conduction

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Authors: Liwen Hou

Abstract:

The booming mobile business has been penetrating the taxi industry worldwide with P2P (peer to peer) taxi services, as an emerging business model, transforming the industry. Parallel with other mobile businesses, member recommendations and online reviews are believed to be very effective with regard to acquiring new users for P2P taxi services. Based on an empirical dataset of the taxi industry in China, this study aims to reveal which factors influence users’ recommendations and review-writing behaviors. Differing from the existing literature, this paper takes the taxi driver’s perspective into consideration and hence selects a group of variables related to the drivers. We built two models to reflect the factors that influence the number of recommendations and reviews posted on the platform (i.e., the app). Our models show that all factors, except the driver’s score, significantly influence the recommendation behavior. Likewise, only one factor, passengers’ bad reviews, is insignificant in generating more drivers’ reviews. In the conclusion, we summarize the findings and limitations of the research.

Keywords: Online recommendation, P2P taxi service, review-writing, word of mouth.

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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.

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Authors: M. Yousaf, S. Usman

Abstract:

The present study focused on the investigation of the effects of roughness elements on heat transfer during natural convection in a rectangular cavity using numerical technique. Roughness elements were introduced on the bottom hot wall with a normalized amplitude (A*/H) of 0.1. Thermal and hydrodynamic behaviors were studied using computational method based on Lattice Boltzmann method (LBM). Numerical studies were performed for a laminar flow in the range of Rayleigh number (Ra) from 103 to 106 for a rectangular cavity of aspect ratio (L/H) 2.0 with a fluid of Prandtl number (Pr) 1.0. The presence of the sinusoidal roughness elements caused a minimum to maximum decrease in the heat transfer as 7% to 17% respectively compared to smooth enclosure. The results are presented for mean Nusselt number (Nu), isotherms and streamlines.

Keywords: Natural convection, Rayleigh number, surface roughness, Nusselt number, Lattice Boltzmann Method.

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Authors: Hossein Khademolhosseini, Mehdi Hosseinzadeh

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The residue number system (RNS), due to its properties, is used in applications in which high performance computation is needed. The carry free nature, which makes the arithmetic, carry bounded as well as the paralleling facility is the reason of its capability of high speed rendering. Since carry is not propagated between the moduli in this system, the performance is only restricted by the speed of the operations in each modulus. In this paper a novel method of number representation by use of redundancy is suggested in which {rn- 2,rn-1,rn} is the reference moduli set where r=2k+1 and k =1, 2,3,.. This method achieves fast computations and conversions and makes the circuits of them much simpler.

Keywords: Binary to RNS converter, Carry save adder, Computer arithmetic, Residue number system.

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Authors: D.O. Omondi, M.K. Walingo, G.M. Mbagaya, L.O.A. Othuon

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Many studies have applied the Theory of Planned Behavior (TPB) in predicting health behaviors among unique populations. However, a new paradigm is emerging where focus is now directed to modification and expansion of the TPB model rather than utilization of the traditional theory. This review proposes new models modified from the Theory of Planned Behavior and suggest an appropriate study design that can be used to test the models within physical activity and dietary practice domains among Type 2 diabetics in Kenya. The review was conducted by means of literature search in the field of nutrition behavior, health psychology and mixed methods using predetermined key words. The results identify pre-intention and post intention gaps within the TPB model that need to be filled. Additional psychosocial factors are proposed to be included in the TPB model to generate new models and the efficacy of these models tested using mixed methods design.

Keywords: Physical activity, diet, Type 2 diabetes, behaviorchange theory, model.

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Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

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In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: Equivalent Martingale Measure, European Put Option, Girsanov Theorem, Martingales, Monte Carlo method, option price valuation, option price valuation formula.

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Authors: Raninder Kaur Dhillon, Mayur Jethwa, Hardeep Singh Rai

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Information technology has made a pivotal progress across disparate disciplines, one of which is AEC (Architecture, Engineering and Construction) industry. CAD is a form of computer-aided building modulation that architects, engineers and contractors use to create and view two- and three-dimensional models. The AEC industry also uses building information modeling (BIM), a newer computerized modeling system that can create four-dimensional models; this software can greatly increase productivity in the AEC industry. BIM models generate open source IFC (Industry Foundation Classes) files which aim for interoperability for exchanging information throughout the project lifecycle among various disciplines. The methods developed in previous studies require either an IFC schema or MVD and software applications, such as an IFC model server or a Building Information Modeling (BIM) authoring tool, to extract a partial or complete IFC instance model. This paper proposes an efficient algorithm for extracting a partial and total model from an Industry Foundation Classes (IFC) instance model without an IFC schema or a complete IFC model view definition (MVD).

Keywords: BIM, CAD, IFC, MVD.

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Authors: M. Zareiee, A. Dideban

Abstract:

This paper addresses the problem of forbidden states in non safe Petri Nets. In the system, for preventing it from entering the forbidden states, some linear constraints can be assigned to them. Then these constraints can be enforced on the system using control places. But when the number of constraints in the system is large, a large number of control places must be added to the model of system. This concept complicates the model of system. There are some methods for reducing the number of constraints in safe Petri Nets. But there is no a systematic method for non safe Petri Nets. In this paper we propose a method for reducing the number of constraints in non safe Petri Nets which is based on solving an integer linear programming problem.

Keywords: discrete event system, Supervisory control, Petri Net, Constraint

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Authors: Sudip Kumar Kundu, Charu Singh

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As a great physiographic divide, the Himalayas affecting a large system of water and air circulation which helps to determine the climatic condition in the Indian subcontinent to the south and mid-Asian highlands to the north. It creates obstacles by defending chill continental air from north side into India in winter and also defends rain-bearing southwesterly monsoon to give up maximum precipitation in that area in monsoon season. Nowadays extreme weather conditions such as heavy precipitation, cloudburst, flash flood, landslide and extreme avalanches are the regular happening incidents in the region of North Western Himalayan (NWH). The present study has been planned to investigate the suitable model(s) to find out the rainfall pattern over that region. For this investigation, selected models from Coordinated Regional Climate Downscaling Experiment (CORDEX) and Coupled Model Intercomparison Project Phase 5 (CMIP5) has been utilized in a consistent framework for the period of 1976 to 2000 (historical). The ability of these driving models from CORDEX domain and CMIP5 has been examined according to their capability of the spatial distribution as well as time series plot of rainfall over NWH in the rainy season and compared with the ground-based Indian Meteorological Department (IMD) gridded rainfall data set. It is noted from the analysis that the models like MIROC5 and MPI-ESM-LR from the both CORDEX and CMIP5 provide the best spatial distribution of rainfall over NWH region. But the driving models from CORDEX underestimates the daily rainfall amount as compared to CMIP5 driving models as it is unable to capture daily rainfall data properly when it has been plotted for time series (TS) individually for the state of Uttarakhand (UK) and Himachal Pradesh (HP). So finally it can be said that the driving models from CMIP5 are better than CORDEX domain models to investigate the rainfall pattern over NWH region.

Keywords: Global warming, rainfall, CMIP5, CORDEX, North Western Himalayan region.

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Authors: Zoran Jovanovic, Zoran Masonicic, S. Dragutinovic, Z. Sakota

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In this paper, results concerning flame propagation of various fuels in a particular combustion chamber with four tilted valves were elucidated. Flame propagation was represented by the evolution of spatial distribution of temperature in various cut-planes within combustion chamber while the flame front location was determined by dint of zones with maximum temperature gradient. The results presented are only a small part of broader on-going scrutinizing activity in the field of multidimensional modeling of reactive flows in combustion chambers with complicated geometries encompassing various models of turbulence, different fuels and combustion models. In the case of turbulence two different models were applied i.e. standard k-ε model of turbulence and k-ξ-f model of turbulence. In this paper flame propagation results were analyzed and presented for two different hydrocarbon fuels, such as CH4 and C8H18. In the case of combustion all differences ensuing from different turbulence models, obvious for non-reactive flows are annihilated entirely. Namely the interplay between fluid flow pattern and flame propagation is invariant as regards turbulence models and fuels applied. Namely the interplay between fluid flow pattern and flame propagation is entirely invariant as regards fuel variation indicating that the flame propagation through unburned mixture of CH4 and C8H18 fuels is not chemically controlled.

Keywords: Automotive flows, flame propagation, combustion modelling.

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Authors: Abouzar Moshfegh, Mehrzad Shams, Goodarz Ahmadi, Reza Ebrahimi

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A 3D simulation study for an incompressible slip flow around a spherical aerosol particle was performed. The full Navier-Stokes equations were solved and the velocity jump at the gas-particle interface was treated numerically by imposition of the slip boundary condition. Analytical solution to the Stokesian slip flow past a spherical particle was used as a benchmark for code verification, and excellent agreement was achieved. The Simulation results showed that in addition to the Knudsen number, the Reynolds number affects the slip correction factor. Thus, the Cunningham-based slip corrections must be augmented by the inclusion of the effect of Reynolds number for application to Lagrangian tracking of fine particles. A new expression for the slip correction factor as a function of both Knudsen number and Reynolds number was developed.

Keywords: CFD, Cunningham correction, Slip correction factor, Spherical aerosol.

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Authors: G. Zuppardi, F. Romano

Abstract:

Technology of thin film deposition is of interest in many engineering fields, from electronic manufacturing to corrosion protective coating. A typical deposition process, like that developed at the University of Eindhoven, considers the deposition of a thin, amorphous film of C:H or of Si:H on the substrate, using the Expanding Thermal arc Plasma technique. In this paper a computing procedure is proposed to simulate the flow field in a deposition chamber similar to that at the University of Eindhoven and a sensitivity analysis is carried out in terms of: precursor mass flow rate, electrical power, supplied to the torch and fluid-dynamic characteristics of the plasma jet, using different nozzles. To this purpose a deposition chamber similar in shape, dimensions and operating parameters to the above mentioned chamber is considered. Furthermore, a method is proposed for a very preliminary evaluation of the film thickness distribution on the substrate. The computing procedure relies on two codes working in tandem; the output from the first code is the input to the second one. The first code simulates the flow field in the torch, where Argon is ionized according to the Saha-s equation, and in the nozzle. The second code simulates the flow field in the chamber. Due to high rarefaction level, this is a (commercial) Direct Simulation Monte Carlo code. Gas is a mixture of 21 chemical species and 24 chemical reactions from Argon plasma and Acetylene are implemented in both codes. The effects of the above mentioned operating parameters are evaluated and discussed by 2-D maps and profiles of some important thermo-fluid-dynamic parameters, as per Mach number, velocity and temperature. Intensity, position and extension of the shock wave are evaluated and the influence of the above mentioned test conditions on the film thickness and uniformity of distribution are also evaluated.

Keywords: Deposition chamber, Direct Simulation Mote Carlo method (DSMC), Plasma chemistry, Rarefied gas dynamics.

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Authors: Gilberto Gonzalez-A, Noe Barrera-G

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An analysis of a synchronous generator in a bond graph approach is proposed. This bond graph allows to determine the simplified models of the system by using singular perturbations. Firstly, the nonlinear bond graph of the generator is linearized. Then, the slow and fast state equations by applying singular perturbations are obtained. Also, a bond graph to get the quasi-steady state of the slow dynamic is proposed. In order to verify the effectiveness of the singularly perturbed models, simulation results of the complete system and reduced models are shown.

Keywords: Bond graph modelling, synchronous generator, singular perturbations

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Authors: Md. Ashikur Rahman Khan, M. M. Rahman, K. Kadirgama, M.A. Maleque, Rosli A. Bakar

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Conventionally the selection of parameters depends intensely on the operator-s experience or conservative technological data provided by the EDM equipment manufacturers that assign inconsistent machining performance. The parameter settings given by the manufacturers are only relevant with common steel grades. A single parameter change influences the process in a complex way. Hence, the present research proposes artificial neural network (ANN) models for the prediction of surface roughness on first commenced Ti-15-3 alloy in electrical discharge machining (EDM) process. The proposed models use peak current, pulse on time, pulse off time and servo voltage as input parameters. Multilayer perceptron (MLP) with three hidden layer feedforward networks are applied. An assessment is carried out with the models of distinct hidden layer. Training of the models is performed with data from an extensive series of experiments utilizing copper electrode as positive polarity. The predictions based on the above developed models have been verified with another set of experiments and are found to be in good agreement with the experimental results. Beside this they can be exercised as precious tools for the process planning for EDM.

Keywords: Ti-15l-3, surface roughness, copper, positive polarity, multi-layered perceptron.

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Authors: Awadhesh Kumar Singh

Abstract:

Jayanti-s algorithm is one of the best known abortable mutual exclusion algorithms. This work is an attempt to overcome an already known limitation of the algorithm while preserving its all important properties and elegance. The limitation is that the token number used to assign process identification number to new incoming processes is unbounded. We have used a suitably adapted alternative data structure, in order to completely eliminate the use of token number, in the algorithm.

Keywords: Abortable, deterministic, local spin, mutual exclusion.

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Authors: Mehdi Hosseinzadeh, Somayyeh Jafarali Jassbi, Keivan Navi

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Residue Number System (RNS) is a modular representation and is proved to be an instrumental tool in many digital signal processing (DSP) applications which require high-speed computations. RNS is an integer and non weighted number system; it can support parallel, carry-free, high-speed and low power arithmetic. A very interesting correspondence exists between the concepts of Multiple Valued Logic (MVL) and Residue Number Arithmetic. If the number of levels used to represent MVL signals is chosen to be consistent with the moduli which create the finite rings in the RNS, MVL becomes a very natural representation for the RNS. There are two concerns related to the application of this Number System: reaching the most possible speed and the largest dynamic range. There is a conflict when one wants to resolve both these problem. That is augmenting the dynamic range results in reducing the speed in the same time. For achieving the most performance a method is considere named “One-Hot Residue Number System" in this implementation the propagation is only equal to one transistor delay. The problem with this method is the huge increase in the number of transistors they are increased in order m² . In real application this is practically impossible. In this paper combining the Multiple Valued Logic and One-Hot Residue Number System we represent a new method to resolve both of these two problems. In this paper we represent a novel design of an OHRNS-based adder circuit. This circuit is useable for Multiple Valued Logic moduli, in comparison to other RNS design; this circuit has considerably improved the number of transistors and power consumption.

Keywords: Computer Arithmetic, Residue Number System, Multiple Valued Logic, One-Hot, VLSI.

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Authors: Yuzhi Cai

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In this paper, we discuss a Bayesian approach to quantile autoregressive (QAR) time series model estimation and forecasting. Together with a combining forecasts technique, we then predict USD to GBP currency exchange rates. Combined forecasts contain all the information captured by the fitted QAR models at different quantile levels and are therefore better than those obtained from individual models. Our results show that an unequally weighted combining method performs better than other forecasting methodology. We found that a median AR model can perform well in point forecasting when the predictive density functions are symmetric. However, in practice, using the median AR model alone may involve the loss of information about the data captured by other QAR models. We recommend that combined forecasts should be used whenever possible.

Keywords: Exchange rate, quantile regression, combining forecasts.

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Authors: S. Damodaran, T. V. S.Sekhar

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The motion of a sphere moving along the axis of a rotating viscous fluid is studied at high Reynolds numbers and moderate values of Taylor number. The Higher Order Compact Scheme is used to solve the governing Navier-Stokes equations. The equations are written in the form of Stream function, Vorticity function and angular velocity which are highly non-linear, coupled and elliptic partial differential equations. The flow is governed by two parameters Reynolds number (Re) and Taylor number (T). For very low values of Re and T, the results agree with the available experimental and theoretical results in the literature. The results are obtained at higher values of Re and moderate values of T and compared with the experimental results. The results are fourth order accurate.

Keywords: Navier_Stokes equations, Taylor number, Reynolds number, Higher order compact scheme, Rotating Fluid.

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Authors: Yepeng Cheng, Yasuhiko Morimoto

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Customer relationship analysis is vital for retail stores, especially for supermarkets. The point of sale (POS) systems make it possible to record the daily purchasing behaviors of customers as an identification point of sale (ID-POS) database, which can be used to analyze customer behaviors of a supermarket. The customer value is an indicator based on ID-POS database for detecting the customer loyalty of a store. In general, there are many supermarkets in a city, and other nearby competitor supermarkets significantly affect the customer value of customers of a supermarket. However, it is impossible to get detailed ID-POS databases of competitor supermarkets. This study firstly focused on the customer value and distance between a customer's home and supermarkets in a city, and then constructed the models based on logistic regression analysis to analyze correlations between distance and purchasing behaviors only from a POS database of a supermarket chain. During the modeling process, there are three primary problems existed, including the incomparable problem of customer values, the multicollinearity problem among customer value and distance data, and the number of valid partial regression coefficients. The improved customer value, Huff’s gravity model, and inverse attractiveness frequency are considered to solve these problems. This paper presents three types of models based on these three methods for loyal customer classification and competitors’ influence analysis. In numerical experiments, all types of models are useful for loyal customer classification. The type of model, including all three methods, is the most superior one for evaluating the influence of the other nearby supermarkets on customers' purchasing of a supermarket chain from the viewpoint of valid partial regression coefficients and accuracy.

Keywords: Customer value, Huff's Gravity Model, POS, retailer.

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Authors: Abdunaser Abduelmula, Maria Luisa M. Bastos, José A. Gonçalves

Abstract:

Modelling of the earth's surface and evaluation of urban environment, with 3D models, is an important research topic. New stereo capabilities of high resolution optical satellites images, such as the tri-stereo mode of Pleiades, combined with new image matching algorithms, are now available and can be applied in urban area analysis. In addition, photogrammetry software packages gained new, more efficient matching algorithms, such as SGM, as well as improved filters to deal with shadow areas, can achieve more dense and more precise results. This paper describes a comparison between 3D data extracted from tri-stereo and dual stereo satellite images, combined with pixel based matching and Wallis filter. The aim was to improve the accuracy of 3D models especially in urban areas, in order to assess if satellite images are appropriate for a rapid evaluation of urban environments. The results showed that 3D models achieved by Pleiades tri-stereo outperformed, both in terms of accuracy and detail, the result obtained from a Geo-eye pair. The assessment was made with reference digital surface models derived from high resolution aerial photography. This could mean that tri-stereo images can be successfully used for the proposed urban change analyses.

Keywords: 3D Models, Environment, Matching, Pleiades.

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