Search results for: high-resolution parameter estimation
1601 Numerical Optimization within Vector of Parameters Estimation in Volatility Models
Authors: J. Arneric, A. Rozga
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In this paper usefulness of quasi-Newton iteration procedure in parameters estimation of the conditional variance equation within BHHH algorithm is presented. Analytical solution of maximization of the likelihood function using first and second derivatives is too complex when the variance is time-varying. The advantage of BHHH algorithm in comparison to the other optimization algorithms is that requires no third derivatives with assured convergence. To simplify optimization procedure BHHH algorithm uses the approximation of the matrix of second derivatives according to information identity. However, parameters estimation in a/symmetric GARCH(1,1) model assuming normal distribution of returns is not that simple, i.e. it is difficult to solve it analytically. Maximum of the likelihood function can be founded by iteration procedure until no further increase can be found. Because the solutions of the numerical optimization are very sensitive to the initial values, GARCH(1,1) model starting parameters are defined. The number of iterations can be reduced using starting values close to the global maximum. Optimization procedure will be illustrated in framework of modeling volatility on daily basis of the most liquid stocks on Croatian capital market: Podravka stocks (food industry), Petrokemija stocks (fertilizer industry) and Ericsson Nikola Tesla stocks (information-s-communications industry).Keywords: Heteroscedasticity, Log-likelihood Maximization, Quasi-Newton iteration procedure, Volatility.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26501600 Friction Estimation and Compensation for Steering Angle Control for Highly Automated Driving
Authors: Marcus Walter, Norbert Nitzsche, Dirk Odenthal, Steffen M¨uller
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This contribution presents a friction estimator for industrial purposes which identifies Coulomb friction in a steering system. The estimator only needs a few, usually known, steering system parameters. Friction occurs on almost every mechanical system and has a negative influence on high-precision position control. This is demonstrated on a steering angle controller for highly automated driving. In this steering system the friction induces limit cycles which cause oscillating vehicle movement when the vehicle follows a given reference trajectory. When compensating the friction with the introduced estimator, limit cycles can be suppressed. This is demonstrated by measurements in a series vehicle.Keywords: Friction estimation, friction compensation, steering system, lateral vehicle guidance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30541599 A Water Reuse System in Wetland Paddy Supports the Growing Industrial Water Needs
Authors: Yu-Chuan Chang, Chen Shi-Kai
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A water reuse system in wetland paddy was simulated to supply water for industrial in this paper. A two-tank model was employed to represent the return flow of the wetland paddy.Historical data were performed for parameter estimation and model verification. With parameters estimated from the data, the model was then used to simulate a reasonable return flow rate from the wetland paddy. The simulation results show that the return flow ratio was 11.56% in the first crop season and 35.66% in the second crop season individually; the difference may result from the heavy rainfall in the second crop season. Under the existent pond with surplus active capacity, the water reuse ratio was 17.14%, and the water supplementary ratio was 21.56%. However, the pattern of rainfall, the active capacity of the pond, and the rate of water treatment limit the volume of reuse water. Increasing the irrigation water, dredging the depth of pond before rainy season and enlarging the scale of module are help to develop water reuse system to support for the industrial water use around wetland paddy.Keywords: Return flow, water reuse, wetland paddy, return flow ratio (RR), water reuse ratio (WRR), water supplementary ratio(WSR)
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13101598 Application of Build-up and Wash-off Models for an East-Australian Catchment
Authors: Iqbal Hossain, Monzur Alam Imteaz, Mohammed Iqbal Hossain
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Estimation of stormwater pollutants is a pre-requisite for the protection and improvement of the aquatic environment and for appropriate management options. The usual practice for the stormwater quality prediction is performed through water quality modeling. However, the accuracy of the prediction by the models depends on the proper estimation of model parameters. This paper presents the estimation of model parameters for a catchment water quality model developed for the continuous simulation of stormwater pollutants from a catchment to the catchment outlet. The model is capable of simulating the accumulation and transportation of the stormwater pollutants; suspended solids (SS), total nitrogen (TN) and total phosphorus (TP) from a particular catchment. Rainfall and water quality data were collected for the Hotham Creek Catchment (HTCC), Gold Coast, Australia. Runoff calculations from the developed model were compared with the calculated discharges from the widely used hydrological models, WBNM and DRAINS. Based on the measured water quality data, model water quality parameters were calibrated for the above-mentioned catchment. The calibrated parameters are expected to be helpful for the best management practices (BMPs) of the region. Sensitivity analyses of the estimated parameters were performed to assess the impacts of the model parameters on overall model estimations of runoff water quality.Keywords: Calibration, Model Parameters, Suspended Solids, TotalNitrogen, Total Phosphorus.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21831597 Signal Transmission Analysis of Differential Pairs Using Semicircle-Shaped Via Structure
Authors: Moonjung Kim, Chang-Ho Hyun, Won-Ho Kim
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In this paper, the signal transmission analysis of the semicircle-shaped via structure for the differential pairs is presented in the frequency range up to 10 GHz. In order to improve the signal transmission properties in the differential pairs, single via is separated centrally into two semicircle-shaped sections, which are interconnected with the traces of differential pairs respectively. This via structure make possible to route differential pairs using only one via. In addition, it can improve impedance discontinuity around its region and then enhance the signal transmission properties in the differential pairs. The electrical analysis such as S-parameter calculation and eye diagram simulation has been performed to investigate the improvement of the signal transmission property in the differential pairs with new via structure.Keywords: Differential pairs, signal transmission property, via, S-parameter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 39281596 VFAST TCP: A delay-based enhanced version of FAST TCP
Authors: Salem Belhaj, Moncef Tagina
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This paper is aimed at describing a delay-based endto- end (e2e) congestion control algorithm, called Very FAST TCP (VFAST), which is an enhanced version of FAST TCP. The main idea behind this enhancement is to smoothly estimate the Round-Trip Time (RTT) based on a nonlinear filter, which eliminates throughput and queue oscillation when RTT fluctuates. In this context, an evaluation of the suggested scheme through simulation is introduced, by comparing our VFAST prototype with FAST in terms of throughput, queue behavior, fairness, stability, RTT and adaptivity to changes in network. The achieved simulation results indicate that the suggested protocol offer better performance than FAST TCP in terms of RTT estimation and throughput.Keywords: Fast tcp, RTT, delay estimation, delay-based congestion control, high speed TCP, large bandwidth delay product.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17321595 Kalman Filter Design in Structural Identification with Unknown Excitation
Authors: Z. Masoumi, B. Moaveni
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This article is about first step of structural health monitoring by identifying structural system in the presence of unknown input. In the structural system identification, identification of structural parameters such as stiffness and damping are considered. In this study, the Kalman filter (KF) design for structural systems with unknown excitation is expressed. External excitations, such as earthquakes, wind or any other forces are not measured or not available. The purpose of this filter is its strengths to estimate the state variables of the system in the presence of unknown input. Also least squares estimation (LSE) method with unknown input is studied. Estimates of parameters have been adopted. Finally, using two examples advantages and drawbacks of both methods are studied.
Keywords: Structural health monitoring, Kalman filter, Least square estimation, structural system identification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22881594 Estimation of Vertical Handover Probability in an Integrated UMTS and WLAN Networks
Authors: Diganta Kumar Pathak, Manashjyoti Bhuyan, Vaskar Deka
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Vertical Handover(VHO) among different communication technologies ensuring uninterruption and service continuity is one of the most important performance parameter in Heterogenous networks environment. In an integrated Universal Mobile Telecommunicatin System(UMTS) and Wireless Local Area Network(WLAN), WLAN is given an inherent priority over UMTS because of its high data rates with low cost. Therefore mobile users want to be associated with WLAN maximum of the time while roaming, to enjoy best possible services with low cost. That encourages reduction of number of VHO. In this work the reduction of number of VHO with respect to varying number of WLAN Access Points(APs) in an integrated UMTS and WLAN network is investigated through simulation to provide best possible cost effective service to the users. The simulation has been carried out for an area (7800 × 9006)m2 where COST-231 Hata model and 3GPP (TR 101 112 V 3.1.0) specified models are used for WLAN and UMTS path loss models respectively. The handover decision is triggered based on the received signal level as compared to the fade margin. Fade margin gives a probabilistic measure of the reliability of the communication link. A relationship between number of WLAN APs and the number of VHO is also established in this work.
Keywords: VHO, UMTS, WLAN, MT, AP, BS.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20361593 The Effect of Maximum Strain on Fatigue Life Prediction for Natural Rubber Material
Authors: Chang S. Woo, Hyun S. Park, Wan D. Kim
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Fatigue life prediction and evaluation are the key technologies to assure the safety and reliability of automotive rubber components. The objective of this study is to develop the fatigue analysis process for vulcanized rubber components, which is applicable to predict fatigue life at initial product design step. Fatigue life prediction methodology of vulcanized natural rubber was proposed by incorporating the finite element analysis and fatigue damage parameter of maximum strain appearing at the critical location determined from fatigue test. In order to develop an appropriate fatigue damage parameter of the rubber material, a series of displacement controlled fatigue test was conducted using threedimensional dumbbell specimen with different levels of mean displacement. It was shown that the maximum strain was a proper damage parameter, taking the mean displacement effects into account. Nonlinear finite element analyses of three-dimensional dumbbell specimens were performed based on a hyper-elastic material model determined from the uni-axial tension, equi-biaxial tension and planar test. Fatigue analysis procedure employed in this study could be used approximately for the fatigue design.Keywords: Rubber, Material test, Finite element analysis, Strain, Fatigue test, Fatigue life prediction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 46631592 Modelling of a Direct Drive Industrial Robot
Authors: C. Perez, O. Reinoso, N. Garcia, J. M. Sabater, L. Gracia
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For high-speed control of robots, a good knowledge of system modelling is necessary to obtain the desired bandwidth. In this paper, we present a cartesian robot with a pan/tilt unit in end-effector (5 dof). This robot is implemented with powerful direct drive AC induction machines. The dynamic model, parameter identification and model validation of the robot are studied (including actuators). This work considers the cartesian robot coupled and non linear (contrary to normal considerations for this type of robots). The mechanical and control architecture proposed in this paper is efficient for industrial and research application in which high speed, well known model and very high accuracy are required.
Keywords: Robot modelling, parameter identification and validation, AC servo-motors.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15641591 Comparison of Two-Phase Critical Flow Models for Estimation of Leak Flow Rate through Cracks
Authors: Tadashi Watanabe, Jinya Katsuyama, Akihiro Mano
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The estimation of leak flow rates through narrow cracks in structures is of importance for nuclear reactor safety, since the leak flow could be detected before occurrence of loss-of-coolant accidents. The two-phase critical leak flow rates are calculated using the system analysis code, and two representative non-homogeneous critical flow models, Henry-Fauske model and Ransom-Trapp model, are compared. The pressure decrease and vapor generation in the crack, and the leak flow rates are found to be larger for the Henry-Fauske model. It is shown that the leak flow rates are not affected by the structural temperature, but affected largely by the roughness of crack surface.
Keywords: Crack, critical flow, leak, roughness.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8431590 Adaptive Total Variation Based on Feature Scale
Authors: Jianbo Hu, Hongbao Wang
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The widely used Total Variation de-noising algorithm can preserve sharp edge, while removing noise. However, since fixed regularization parameter over entire image, small details and textures are often lost in the process. In this paper, we propose a modified Total Variation algorithm to better preserve smaller-scaled features. This is done by allowing an adaptive regularization parameter to control the amount of de-noising in any region of image, according to relative information of local feature scale. Experimental results demonstrate the efficient of the proposed algorithm. Compared with standard Total Variation, our algorithm can better preserve smaller-scaled features and show better performance.
Keywords: Adaptive, de-noising, feature scale, regularizationparameter, Total Variation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12401589 Optimal Control of Piezo-Thermo-Elastic Beams
Authors: Marwan Abukhaled, Ibrahim Sadek
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This paper presents the vibrations suppression of a thermoelastic beam subject to sudden heat input by a distributed piezoelectric actuators. An optimization problem is formulated as the minimization of a quadratic functional in terms of displacement and velocity at a given time and with the least control effort. The solution method is based on a combination of modal expansion and variational approaches. The modal expansion approach is used to convert the optimal control of distributed parameter system into the optimal control of lumped parameter system. By utilizing the variational approach, an explicit optimal control law is derived and the determination of the corresponding displacement and velocity is reduced to solving a set of ordinary differential equations.
Keywords: Optimal control, Thermoelastic beam, variational approach, modal expansion approach
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14171588 The Cost and Benefit on the Investment in Safety and Health of the Enterprises in Thailand
Authors: Charawee Butbumrung
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The purpose of this study is to evaluate the monetary worthiness of investment and the usefulness of risk estimation as a tool employed by a production section of an electronic factory. This study employed the case study of accidents occurring in production areas. Data is collected from interviews with six production of safety coordinators and collect the information from the relevant section. The study will present the ratio of benefits compared with the operation costs for investment. The result showed that it is worthwhile for investment with the safety measures. In addition, the organizations must be able to analyze the causes of accidents about the benefits of investing in protective working process. They also need to quickly provide the manual for the staff to learn how to protect themselves from accidents and how to use all of the safety equipment.
Keywords: Cost and benefit, enterprises in Thailand, investment in safety and health, risk estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7841587 Spike Sorting Method Using Exponential Autoregressive Modeling of Action Potentials
Authors: Sajjad Farashi
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Neurons in the nervous system communicate with each other by producing electrical signals called spikes. To investigate the physiological function of nervous system it is essential to study the activity of neurons by detecting and sorting spikes in the recorded signal. In this paper a method is proposed for considering the spike sorting problem which is based on the nonlinear modeling of spikes using exponential autoregressive model. The genetic algorithm is utilized for model parameter estimation. In this regard some selected model coefficients are used as features for sorting purposes. For optimal selection of model coefficients, self-organizing feature map is used. The results show that modeling of spikes with nonlinear autoregressive model outperforms its linear counterpart. Also the extracted features based on the coefficients of exponential autoregressive model are better than wavelet based extracted features and get more compact and well-separated clusters. In the case of spikes different in small-scale structures where principal component analysis fails to get separated clouds in the feature space, the proposed method can obtain well-separated cluster which removes the necessity of applying complex classifiers.
Keywords: Exponential autoregressive model, Neural data, spike sorting, time series modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17701586 Mathematical Correlation for Brake Thermal Efficiency and NOx Emission of CI Engine using Ester of Vegetable Oils
Authors: Samir J. Deshmukh, Lalit B. Bhuyar, Shashank B. Thakre, Sachin S. Ingole
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The aim of this study is to develop mathematical relationships for the performance parameter brake thermal efficiency (BTE) and emission parameter nitrogen oxides (NOx) for the various esters of vegetable oils used as CI engine fuel. The BTE is an important performance parameter defining the ability of engine to utilize the energy supplied and power developed similarly it is indication of efficiency of fuels used. The esters of cottonseed oil, soybean oil, jatropha oil and hingan oil are prepared using transesterification process and characterized for their physical and main fuel properties including viscosity, density, flash point and higher heating value using standard test methods. These esters are tried as CI engine fuel to analyze the performance and emission parameters in comparison to diesel. The results of the study indicate that esters as a fuel does not differ greatly with that of diesel in properties. The CI engine performance with esters as fuel is in line with the diesel where as the emission parameters are reduced with the use of esters. The correlation developed between BTE and brake power(BP), gross calorific value(CV), air-fuel ratio(A/F), heat carried away by cooling water(HCW). Another equation is developed between the NOx emission and CO, HC, smoke density (SD), exhaust gas temperature (EGT). The equations are verified by comparing the observed and calculated values which gives the coefficient of correlation of 0.99 and 0.96 for the BTE and NOx equations respectively.Keywords: Esters, emission, performance, and vegetable oil.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22181585 Estimation of Production Function in Fishery on the Coasts of Caspian Sea
Authors: Komeil Jahanifar, Zahra Abedi, Yaghob Zeraatkish
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This research was conducted for the first time at the southeastern coasts of the Caspian Sea in order to evaluate the performance of osteichthyes cooperatives through production (catch) function. Using one of the indirect valuation methods in this research, contributory factors in catch were identified and were inserted into the function as independent variables. In order to carry out this research, the performance of 25 Osteichthyes catching cooperatives in the utilization year of 2009 which were involved in fishing in Miankale wildlife refuge region. The contributory factors in catch were divided into groups of economic, ecological and biological factors. In the mentioned function, catch rate of the cooperative were inserted into as the dependant variable and fourteen partial variables in terms of nine general variables as independent variables. Finally, after function estimation, seven variables were rendered significant at 99 percent reliably level. The results of the function estimation indicated that human resource (fisherman quantity) had the greatest positive effect on catch rate with an influence coefficient of 1.7 while weather conditions had the greatest negative effect on the catch rate of cooperatives with an influence coefficient of -2.07. Moreover, factors like member's share, experience and fisherman training and fishing effort played the main roles in the catch rate of cooperative with influence coefficients of 0.81, 0.5 and 0.21, respectively.Keywords: Production Function, Coefficient, Variable, Osteichthyes, Caspian Sea
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20421584 A New Approach to Solve Blasius Equation using Parameter Identification of Nonlinear Functions based on the Bees Algorithm (BA)
Authors: E. Assareh, M.A. Behrang, M. Ghalambaz, A.R. Noghrehabadi, A. Ghanbarzadeh
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In this paper, a new approach is introduced to solve Blasius equation using parameter identification of a nonlinear function which is used as approximation function. Bees Algorithm (BA) is applied in order to find the adjustable parameters of approximation function regarding minimizing a fitness function including these parameters (i.e. adjustable parameters). These parameters are determined how the approximation function has to satisfy the boundary conditions. In order to demonstrate the presented method, the obtained results are compared with another numerical method. Present method can be easily extended to solve a wide range of problems.Keywords: Bees Algorithm (BA); Approximate Solutions; Blasius Differential Equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18021583 Applying Sequential Pattern Mining to Generate Block for Scheduling Problems
Authors: Meng-Hui Chen, Chen-Yu Kao, Chia-Yu Hsu, Pei-Chann Chang
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The main idea in this paper is using sequential pattern mining to find the information which is helpful for finding high performance solutions. By combining this information, it is defined as blocks. Using the blocks to generate artificial chromosomes (ACs) could improve the structure of solutions. Estimation of Distribution Algorithms (EDAs) is adapted to solve the combinatorial problems. Nevertheless many of these approaches are advantageous for this application, but only some of them are used to enhance the efficiency of application. Generating ACs uses patterns and EDAs could increase the diversity. According to the experimental result, the algorithm which we proposed has a better performance to solve the permutation flow-shop problems.
Keywords: Combinatorial problems, Sequential Pattern Mining, Estimation of Distribution Algorithms, Artificial Chromosomes.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17181582 Alternative Robust Estimators for the Shape Parameters of the Burr XII Distribution
Authors: F. Z. Doğru, O. Arslan
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In general, classical methods such as maximum likelihood (ML) and least squares (LS) estimation methods are used to estimate the shape parameters of the Burr XII distribution. However, these estimators are very sensitive to the outliers. To overcome this problem we propose alternative robust estimators based on the M-estimation method for the shape parameters of the Burr XII distribution. We provide a small simulation study and a real data example to illustrate the performance of the proposed estimators over the ML and the LS estimators. The simulation results show that the proposed robust estimators generally outperform the classical estimators in terms of bias and root mean square errors when there are outliers in data.
Keywords: Burr XII distribution, robust estimator, M-estimator, maximum likelihood, least squares.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26591581 Estimating Regression Effects in Com Poisson Generalized Linear Model
Authors: Vandna Jowaheer, Naushad A. Mamode Khan
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Com Poisson distribution is capable of modeling the count responses irrespective of their mean variance relation and the parameters of this distribution when fitted to a simple cross sectional data can be efficiently estimated using maximum likelihood (ML) method. In the regression setup, however, ML estimation of the parameters of the Com Poisson based generalized linear model is computationally intensive. In this paper, we propose to use quasilikelihood (QL) approach to estimate the effect of the covariates on the Com Poisson counts and investigate the performance of this method with respect to the ML method. QL estimates are consistent and almost as efficient as ML estimates. The simulation studies show that the efficiency loss in the estimation of all the parameters using QL approach as compared to ML approach is quite negligible, whereas QL approach is lesser involving than ML approach.
Keywords: Com Poisson, Cross-sectional, Maximum Likelihood, Quasi likelihood
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17631580 Application of ANN for Estimation of Power Demand of Villages in Sulaymaniyah Governorate
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Before designing an electrical system, the estimation of load is necessary for unit sizing and demand-generation balancing. The system could be a stand-alone system for a village or grid connected or integrated renewable energy to grid connection, especially as there are non–electrified villages in developing countries. In the classical model, the energy demand was found by estimating the household appliances multiplied with the amount of their rating and the duration of their operation, but in this paper, information exists for electrified villages could be used to predict the demand, as villages almost have the same life style. This paper describes a method used to predict the average energy consumed in each two months for every consumer living in a village by Artificial Neural Network (ANN). The input data are collected using a regional survey for samples of consumers representing typical types of different living, household appliances and energy consumption by a list of information, and the output data are collected from administration office of Piramagrun for each corresponding consumer. The result of this study shows that the average demand for different consumers from four villages in different months throughout the year is approximately 12 kWh/day, this model estimates the average demand/day for every consumer with a mean absolute percent error of 11.8%, and MathWorks software package MATLAB version 7.6.0 that contains and facilitate Neural Network Toolbox was used.
Keywords: Artificial neural network, load estimation, regional survey, rural electrification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13591579 Control of a DC Servomotor Using Fuzzy Logic Sliding Mode Model Following Controller
Authors: Phongsak Phakamach
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A DC servomotor position control system using a Fuzzy Logic Sliding mode Model Following Control or FLSMFC approach is presented. The FLSMFC structure consists of an integrator and variable structure system. The integral control is introduced into it in order to eliminated steady state error due to step and ramp command inputs and improve control precision, while the fuzzy control would maintain the insensitivity to parameter variation and disturbances. The FLSMFC strategy is implemented and applied to a position control of a DC servomotor drives. Experimental results indicated that FLSMFC system performance with respect to the sensitivity to parameter variations is greatly reduced. Also, excellent control effects and avoids the chattering phenomenon.
Keywords: Sliding mode model following control, fuzzy logic, DC servomotor.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19151578 Non-Parametric, Unconditional Quantile Estimation of Efficiency in Microfinance Institutions
Authors: Komlan Sedzro
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We apply the non-parametric, unconditional, hyperbolic order-α quantile estimator to appraise the relative efficiency of Microfinance Institutions in Africa in terms of outreach. Our purpose is to verify if these institutions, which must constantly try to strike a compromise between their social role and financial sustainability are operationally efficient. Using data on African MFIs extracted from the Microfinance Information eXchange (MIX) database and covering the 2004 to 2006 periods, we find that more efficient MFIs are also the most profitable. This result is in line with the view that social performance is not in contradiction with the pursuit of excellent financial performance. Our results also show that large MFIs in terms of asset and those charging the highest fees are not necessarily the most efficient.Keywords: Data envelopment analysis, microfinance institutions, quantile estimation of efficiency, social and financial performance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16791577 Comparison of ANFIS and ANN for Estimation of Biochemical Oxygen Demand Parameter in Surface Water
Authors: S. Areerachakul
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Nowadays, several techniques such as; Fuzzy Inference System (FIS) and Neural Network (NN) are employed for developing of the predictive models to estimate parameters of water quality. The main objective of this study is to compare between the predictive ability of the Adaptive Neuro-Fuzzy Inference System (ANFIS) model and Artificial Neural Network (ANN) model to estimate the Biochemical Oxygen Demand (BOD) on data from 11 sampling sites of Saen Saep canal in Bangkok, Thailand. The data is obtained from the Department of Drainage and Sewerage, Bangkok Metropolitan Administration, during 2004-2011. The five parameters of water quality namely Dissolved Oxygen (DO), Chemical Oxygen Demand (COD), Ammonia Nitrogen (NH3N), Nitrate Nitrogen (NO3N), and Total Coliform bacteria (T-coliform) are used as the input of the models. These water quality indices affect the biochemical oxygen demand. The experimental results indicate that the ANN model provides a higher correlation coefficient (R=0.73) and a lower root mean square error (RMSE=4.53) than the corresponding ANFIS model.Keywords: adaptive neuro-fuzzy inference system, artificial neural network, biochemical oxygen demand, surface water.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25271576 Asymmetrical Informative Estimation for Macroeconomic Model: Special Case in the Tourism Sector of Thailand
Authors: Chukiat Chaiboonsri, Satawat Wannapan
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This paper used an asymmetric informative concept to apply in the macroeconomic model estimation of the tourism sector in Thailand. The variables used to statistically analyze are Thailand international and domestic tourism revenues, the expenditures of foreign and domestic tourists, service investments by private sectors, service investments by the government of Thailand, Thailand service imports and exports, and net service income transfers. All of data is a time-series index which was observed between 2002 and 2015. Empirically, the tourism multiplier and accelerator were estimated by two statistical approaches. The first was the result of the Generalized Method of Moments model (GMM) based on the assumption which the tourism market in Thailand had perfect information (Symmetrical data). The second was the result of the Maximum Entropy Bootstrapping approach (MEboot) based on the process that attempted to deal with imperfect information and reduced uncertainty in data observations (Asymmetrical data). In addition, the tourism leakages were investigated by a simple model based on the injections and leakages concept. The empirical findings represented the parameters computed from the MEboot approach which is different from the GMM method. However, both of the MEboot estimation and GMM model suggests that Thailand’s tourism sectors are in a period capable of stimulating the economy.
Keywords: Thailand tourism, maximum entropy bootstrapping approach, macroeconomic model, asymmetric information.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12641575 Crystalline Model Approach for Studying the Nuclear Properties of Light Nuclei
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A study of the structure of the nucleus with the analogy by solid-state physics has been developed. We have used binding energy to calculate R (a parameter that is proportional to the radius of the nucleus) for deuteron, alpha, and 8Be. The calculated parameter r calculated from solid state physics produces a probe for calculation the nuclear radii. 8Be has special attention as it is radioactive nucleus and the latest nucleus to be calculated from crystalline model approach. The distribution of nucleons inside the nucleus is taken to be tetrahedral for 16O. The model has failed to expect the radius of 9Be which is an impression about the modification should be done on the model at near future. A comparison between our calculations and those from literature has been made, and a good agreement has been obtained.
Keywords: The structure of the nucleus, binding energy, crystalline model approach, nuclear radii, tetrahedral for 16O.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5031574 Remarks Regarding Queuing Model and Packet Loss Probability for the Traffic with Self-Similar Characteristics
Authors: Mihails Kulikovs, Ernests Petersons
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Network management techniques have long been of interest to the networking research community. The queue size plays a critical role for the network performance. The adequate size of the queue maintains Quality of Service (QoS) requirements within limited network capacity for as many users as possible. The appropriate estimation of the queuing model parameters is crucial for both initial size estimation and during the process of resource allocation. The accurate resource allocation model for the management system increases the network utilization. The present paper demonstrates the results of empirical observation of memory allocation for packet-based services.Keywords: Queuing System, Packet Loss Probability, Measurement-Based Admission Control (MBAC), Performanceevaluation, Quality of Service (QoS).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17741573 FEM Simulation of Triple Diffusive Magnetohydrodynamics Effect of Nanofluid Flow over a Nonlinear Stretching Sheet
Authors: Rangoli Goyal, Rama Bhargava
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The triple diffusive boundary layer flow of nanofluid under the action of constant magnetic field over a non-linear stretching sheet has been investigated numerically. The model includes the effect of Brownian motion, thermophoresis, and cross-diffusion; slip mechanisms which are primarily responsible for the enhancement of the convective features of nanofluid. The governing partial differential equations are transformed into a system of ordinary differential equations (by using group theory transformations) and solved numerically by using variational finite element method. The effects of various controlling parameters, such as the magnetic influence number, thermophoresis parameter, Brownian motion parameter, modified Dufour parameter, and Dufour solutal Lewis number, on the fluid flow as well as on heat and mass transfer coefficients (both of solute and nanofluid) are presented graphically and discussed quantitatively. The present study has industrial applications in aerodynamic extrusion of plastic sheets, coating and suspensions, melt spinning, hot rolling, wire drawing, glass-fibre production, and manufacture of polymer and rubber sheets, where the quality of the desired product depends on the stretching rate as well as external field including magnetic effects.Keywords: FEM, Thermophoresis, Diffusiophoresis, Brownian motion.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14511572 Automated Feature Points Management for Video Mosaic Construction
Authors: Jing Li, Quan Pan, Stan. Z. Li, Tao Yang
Abstract:
A novel algorithm for construct a seamless video mosaic of the entire panorama continuously by automatically analyzing and managing feature points, including management of quantity and quality, from the sequence is presented. Since a video contains significant redundancy, so that not all consecutive video images are required to create a mosaic. Only some key images need to be selected. Meanwhile, feature-based methods for mosaicing rely on correction of feature points? correspondence deeply, and if the key images have large frame interval, the mosaic will often be interrupted by the scarcity of corresponding feature points. A unique character of the method is its ability to handle all the problems above in video mosaicing. Experiments have been performed under various conditions, the results show that our method could achieve fast and accurate video mosaic construction. Keywords?video mosaic, feature points management, homography estimation.
Keywords: Video mosaic, feature points management, homography estimation.
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