Search results for: stochastic volatility model.

Authors: Xing Li, Chengqing Zong

Abstract:

This paper presents an effective framework for Chinesesyntactic parsing, which includes two parts. The first one is a parsing framework, which is based on an improved bottom-up chart parsingalgorithm, and integrates the idea of the beam search strategy of N bestalgorithm and heuristic function of A* algorithm for pruning, then get multiple parsing trees. The second is a novel evaluation model, which integrates contextual and partial lexical information into traditional PCFG model and defines a new score function. Using this model, the tree with the highest score is found out as the best parsing tree. Finally,the contrasting experiment results are given. Keywords?syntactic parsing, PCFG, pruning, evaluation model.

Keywords: syntactic parsing, PCFG, pruning, evaluation model.

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Authors: J. Ramírez A., A. Rubiano F.

Abstract:

In this paper the direct kinematic model of a multiple applications three degrees of freedom industrial manipulator, was developed using the homogeneous transformation matrices and the Denavit - Hartenberg parameters, likewise the inverse kinematic model was developed using the same method, verifying that in the workload border the inverse kinematic presents considerable errors, therefore a genetic algorithm was implemented to optimize the model improving greatly the efficiency of the model.

Keywords: Direct Kinematic, Genetic Algorithm, InverseKinematic, Optimization, Robot Manipulator

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Authors: M. Mahdavi, H. Monsef, A. Bagheri

Abstract:

Discrete particle swarm optimization (DPSO) is a powerful stochastic evolutionary algorithm that is used to solve the large-scale, discrete and nonlinear optimization problems. However, it has been observed that standard DPSO algorithm has premature convergence when solving a complex optimization problem like transmission expansion planning (TEP). To resolve this problem an advanced discrete particle swarm optimization (ADPSO) is proposed in this paper. The simulation result shows that optimization of lines loading in transmission expansion planning with ADPSO is better than DPSO from precision view point.

Keywords: ADPSO, TEP problem, Lines loading optimization.

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Authors: C. E. Madubueze, S. C. Madubueze, S. Ajama

Abstract:

Cholera is a disease that is predominately common in developing countries due to poor sanitation and overcrowding population. In this paper, a deterministic model for the dynamics of cholera is developed and control measures such as health educational message, therapeutic treatment, and vaccination are incorporated in the model. The effective reproduction number is computed in terms of the model parameters. The existence and stability of the equilibrium states, disease free and endemic equilibrium states are established and showed to be locally and globally asymptotically stable when R0 < 1 and R0 > 1 respectively. The existence of backward bifurcation of the model is investigated. Furthermore, numerical simulation of the model developed is carried out to show the impact of the control measures and the result indicates that combined control measures will help to reduce the spread of cholera in the population.

Keywords: Backward bifurcation, cholera, equilibrium, dynamics, stability.

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Authors: S. H. Lim, T. Furukawa

Abstract:

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

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Authors: Sushovan Sarkar, Debabrata Mazumder

Abstract:

Solid waste management in steel industry is broadly classified in “4 Rs” i.e. reduce, reuse, recycle and restore the materials. Reuse and recycling the entire solid waste generated in the process of steel making is a viable solution in targeting a clean, green and zero waste technology leading to sustainable development of the steel industry. Solid waste management has gained importance in steel industry in view of its uncertainty, volatility and speculation due to world competitive standards, rising input costs, scarcity of raw materials and solid waste generated like in other sectors. The challenges that the steel Industry faces today are the requirement of a sustainable development by meeting the needs of our present generation without compromising the ability of future generations. Technologies are developed not only for gainful utilization of solid wastes in manufacture of conventional products but also for conversion of same in to completely new products.

Keywords: Reuse, recycle, solid waste, sustainable development.

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Authors: Wei Lu

Abstract:

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.

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Authors: Shuimiao Wan, Chao Yuan, Baoguang Tian

Abstract:

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: Habibollah Javanmard

Abstract:

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.

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Authors: Nidhi Sharma, V. K. Banga

Abstract:

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.

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Authors: Pavol Molnar, Martin Dolinsky

Abstract:

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

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Authors: Mutuku Muvengei, John Kihiu

Abstract:

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.

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Authors: Chih Chin Yang, Chih Yu Lee, Jing Yi Wang, Mei Zhen Xue, Chia Yueh Wu

Abstract:

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 (R_D) 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.

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Authors: S. Jakšić, B. Žmuk

Abstract:

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.

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Authors: S. M. Mahbobur Rahman

Abstract:

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.

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Authors: S.A. Alqallaf, S.A. Al-Mawsawi, A. Haider

Abstract:

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.

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Authors: Reza Davoodi, Jahangir Yadollahi Farsi, Roya Naseri

Abstract:

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.

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Authors: Chengjie Wang, Li Yin, Chuanmin Wang

Abstract:

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

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Authors: A. L. Qureshi, A. A. Mahessar, A. Baloch

Abstract:

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.

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Authors: Anatoli Torokhti, Stanley Miklavcic

Abstract:

Suppose KY and KX are large sets of observed and reference signals, respectively, each containing N signals. Is it possible to construct a filter F : KY → KX that requires a priori information only on few signals, p  N, from KX but performs better than the known filters based on a priori information on every reference signal from KX? It is shown that the positive answer is achievable under quite unrestrictive assumptions. The device behind the proposed method is based on a special extension of the piecewise linear interpolation technique to the case of random signal sets. The proposed technique provides a single filter to process any signal from the arbitrarily large signal set. The filter is determined in terms of pseudo-inverse matrices so that it always exists.

Keywords: Wiener filter, filtering of stochastic signals.

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Authors: Lei Lei, Hongbo Zhang, Donald J. Bergstrom, Bing Zhang, K. Y. Song, W. J. Zhang

Abstract:

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.

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Authors: Junseok Ham, Chansun Jung, Junhyung Park, Jihye Ryeo, Ilju Ko

Abstract:

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.

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Authors: Yanshuang Zhang, Byungho Jeong

Abstract:

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.

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Authors: Muhammad Ali, Awais Adnan

Abstract:

Network on a chip (NoC) has been proposed as a viable solution to counter the inefficiency of buses in the current VLSI on-chip interconnects. However, as the silicon chip accommodates more transistors, the probability of transient faults is increasing, making fault tolerance a key concern in scaling chips. In packet based communication on a chip, transient failures can corrupt the data packet and hence, undermine the accuracy of data communication. In this paper, we present a comparative analysis of transient fault tolerant techniques including end-to-end, node-by-node, and stochastic communication based on flooding principle.

Keywords: NoC, fault-tolerance, transient faults.

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Authors: Huynh Quyet Thang, Le Hai Quan

Abstract:

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.

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Authors: Muhibul Haque Bhuyan, Quazi D. M. Khosru

Abstract:

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.

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Authors: Ratchada Sopakayang, Gerhard A. Holzapfel

Abstract:

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.

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Authors: Alireza Mortezaei, Kimia Mortezaei

Abstract:

Recordings from recent earthquakes have provided evidence that ground motions in the near field of a rupturing fault differ from ordinary ground motions, as they can contain a large energy, or “directivity" pulse. This pulse can cause considerable damage during an earthquake, especially to structures with natural periods close to those of the pulse. Failures of modern engineered structures observed within the near-fault region in recent earthquakes have revealed the vulnerability of existing RC buildings against pulse-type ground motions. This may be due to the fact that these modern structures had been designed primarily using the design spectra of available standards, which have been developed using stochastic processes with relatively long duration that characterizes more distant ground motions. Many recently designed and constructed buildings may therefore require strengthening in order to perform well when subjected to near-fault ground motions. Fiber Reinforced Polymers are considered to be a viable alternative, due to their relatively easy and quick installation, low life cycle costs and zero maintenance requirements. The objective of this paper is to investigate the adequacy of Artificial Neural Networks (ANN) to determine the three dimensional dynamic response of FRP strengthened RC buildings under the near-fault ground motions. For this purpose, one ANN model is proposed to estimate the base shear force, base bending moments and roof displacement of buildings in two directions. A training set of 168 and a validation set of 21 buildings are produced from FEA analysis results of the dynamic response of RC buildings under the near-fault earthquakes. It is demonstrated that the neural network based approach is highly successful in determining the response.

Keywords: Seismic evaluation, FRP, neural network, near-fault ground motion

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Authors: Sherin M. Youssef, Ahmed Abouelfarag, Noha M. Ghatwary

Abstract:

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).

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Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke

Abstract:

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.

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