Search results for: Mode choice models

Authors: Mohamad Mahdavi, Mojtaba Mahdavi

Abstract:

This paper tries to represent a new method for computing the reliability of a system which is arranged in series or parallel model. In this method we estimate life distribution function of whole structure using the asymptotic Extreme Value (EV) distribution of Type I, or Gumbel theory. We use EV distribution in minimal mode, for estimate the life distribution function of series structure and maximal mode for parallel system. All parameters also are estimated by Moments method. Reliability function and failure (hazard) rate and p-th percentile point of each function are determined. Other important indexes such as Mean Time to Failure (MTTF), Mean Time to repair (MTTR), for non-repairable and renewal systems in both of series and parallel structure will be computed.

Keywords: Reliability, extreme value, parallel, series, lifedistribution

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2084

Authors: Yogesh D. Bansod, Jiri Bursa

Abstract:

The quantitative study of cell mechanics is of paramount interest, since it regulates the behaviour of the living cells in response to the myriad of extracellular and intracellular mechanical stimuli. The novel experimental techniques together with robust computational approaches have given rise to new theories and models, which describe cell mechanics as combination of biomechanical and biochemical processes. This review paper encapsulates the existing continuum-based computational approaches that have been developed for interpreting the mechanical responses of living cells under different loading and boundary conditions. The salient features and drawbacks of each model are discussed from both structural and biological points of view. This discussion can contribute to the development of even more precise and realistic computational models of cell mechanics based on continuum approaches or on their combination with microstructural approaches, which in turn may provide a better understanding of mechanotransduction in living cells.

Keywords: Cell mechanics, computational models, continuum approach, mechanical models.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2946

Authors: Wen W. Zhang, Qian Chen, Bei B. Zhou, Wei J. He

Abstract:

Over the past years, the EMCCD has had a profound influence on photon starved imaging applications relying on its unique multiplication register based on the impact ionization effect in the silicon. High signal-to-noise ratio (SNR) means high image quality. Thus, SNR improvement is important for the EMCCD. This work analyzes the SNR performance of an EMCCD with gain off and on. In each mode, simplified SNR models are established for different integration times. The SNR curves are divided into readout noise (or CIC) region and shot noise region by integration time. Theoretical SNR values comparing long frame integration and frame adding in each region are presented and discussed to figure out which method is more effective. In order to further improve the SNR performance, pixel binning is introduced into the EMCCD. The results show that pixel binning does obviously improve the SNR performance, but at the expensive of the spatial resolution.

Keywords: EMCCD, SNR improvement, pixel binning

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2863

Authors: Mabel A. Leva

Abstract:

This study defines a methodology to compute unitary costs for freight transportation modes. The main objective was to gather relevant costs data to support the formulation and evaluation of railway, road, pipelines and port projects. This article will concentrate on the following steps: Compilation and analysis of relevant modal cost studies, Methodological adjustments to make cost figures comparable between studies, Definition of typology and scope of transportation modes, Analysis and validation of cost values for relevant freight transportation modes in Chile. In order to define the comparison methodology for the costs between the different transportation modes, it was necessary to consider that the relevant cost depends on who performs the comparison. Thus, for the transportation user (e.g. exporter) the pertinent costs are the mode tariffs, whereas from the operators perspective (e.g. rail manager), the pertinent costs are the operating costs of each mode.

Keywords: Intermodal costs, Logistics, Transportation costs.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5507

Authors: V. Phupha, T. Lantharthong, N. Rugthaicharoencheep

Abstract:

The problem of generation expansion planning (GEP) has been extensively studied for many years. This paper presents three topics in GEP as follow: statistical model, models for generation expansion, and expansion problem. In the topic of statistical model, the main stages of the statistical modeling are briefly explained. Some works on models for GEP are reviewed in the topic of models for generation expansion. Finally for the topic of expansion problem, the major issues in the development of a longterm expansion plan are summarized.

Keywords: Generation expansion planning, strategies, power system

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3212

Authors: Kristjan Kuhi, Kati K. Kaare, Ott Koppel

Abstract:

Modern management in most fields is performance based; both planning and implementation of maintenance and operational activities are driven by appropriately defined performance indicators. Continuous real-time data collection for management is becoming feasible due to technological advancements. Outdated and insufficient input data may result in incorrect decisions. When using deterministic models the uncertainty of the object state is not visible thus applying the deterministic models are more likely to give false diagnosis. Constructing structured probabilistic models of the performance indicators taking into consideration the surrounding indicator environment enables to estimate the trustworthiness of the indicator values. It also assists to fill gaps in data to improve the quality of the performance analysis and management decisions. In this paper authors discuss the application of probabilistic graphical models in the road performance measurement and propose a high-level conceptual model that enables analyzing and predicting more precisely future pavement deterioration based on road utilization.

Keywords: Probabilistic graphical models, performance indicators, road performance management, data collection

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1828

Authors: Afshin Ahmadi Nadooshan, Ebrahim Shirani

Abstract:

Different numerical methods are employed and developed for simulating interfacial flows. A large range of applications belong to this group, e.g. two-phase flows of air bubbles in water or water drops in air. In such problems surface tension effects often play a dominant role. In this paper, various models of surface tension force for interfacial flows, the CSF, CSS, PCIL and SGIP models have been applied to simulate the motion of small air bubbles in water and the results were compared and reviewed. It has been pointed out that by using SGIP or PCIL models, we are able to simulate bubble rise and obtain results in close agreement with the experimental data.

Keywords: Volume-of-Fluid, Bubble Rising, SGIP model, CSS model, CSF model, PCIL model, interface, surface tension force.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1778

Authors: Werner Sandmann, Verena Wolf

Abstract:

Stochastic models of biological networks are well established in systems biology, where the computational treatment of such models is often focused on the solution of the so-called chemical master equation via stochastic simulation algorithms. In contrast to this, the development of storage-efficient model representations that are directly suitable for computer implementation has received significantly less attention. Instead, a model is usually described in terms of a stochastic process or a "higher-level paradigm" with graphical representation such as e.g. a stochastic Petri net. A serious problem then arises due to the exponential growth of the model-s state space which is in fact a main reason for the popularity of stochastic simulation since simulation suffers less from the state space explosion than non-simulative numerical solution techniques. In this paper we present transition class models for the representation of biological network models, a compact mathematical formalism that circumvents state space explosion. Transition class models can also serve as an interface between different higher level modeling paradigms, stochastic processes and the implementation coded in a programming language. Besides, the compact model representation provides the opportunity to apply non-simulative solution techniques thereby preserving the possible use of stochastic simulation. Illustrative examples of transition class representations are given for an enzyme-catalyzed substrate conversion and a part of the bacteriophage λ lysis/lysogeny pathway.

Keywords: Computational Modeling, Biological Networks, Stochastic Models, Markov Chains, Transition Class Models.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1572

Authors: Hina Gull, Farooque Azam, Wasi Haider Butt, Sardar Zafar Iqbal

Abstract:

The software system goes through a number of stages during its life and a software process model gives a standard format for planning, organizing and running a project. The article presents a new software development process model named as “Divide and Conquer Process Model", based on the idea first it divides the things to make them simple and then gathered them to get the whole work done. The article begins with the backgrounds of different software process models and problems in these models. This is followed by a new divide and conquer process model, explanation of its different stages and at the end edge over other models is shown.

Keywords: Process Model, Waterfall, divide and conquer, Requirements.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1923

Authors: Wang liguo, Wang zongmin, Kong ying

Abstract:

A novel interpolation scheme to extend usable spectrum and upconvert in high performance D/A converters is addressed in this paper. By adjusting the pulse width of cycle and the production circuit of code, the expansion code is a null code or complementary code that is interpolation process. What the times and codes of interpolation decide DAC works in one of a normal mode or multi-mixer mode so that convert the input digital data signal into normal signal or a mixed analog signal having a mixer frequency that is higher than the data frequency. Simulation results show that the novel scheme and apparatus most extend the usable frequency spectrum into fifth to sixth Nyquist zone beyond conventional DACs.

Keywords: interpolation, upconversion, modulation, switching function, duty cycle.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1498

Authors: Nidhal Jamia, Sami El-Borgi

Abstract:

In this paper, the problem of a mixed-Mode crack embedded in an infinite medium made of a functionally graded piezoelectric material (FGPM) with crack surfaces subjected to electro-mechanical loadings is investigated. Eringen’s non-local theory of elasticity is adopted to formulate the governing electro-elastic equations. The properties of the piezoelectric material are assumed to vary exponentially along a perpendicular plane to the crack. Using Fourier transform, three integral equations are obtained in which the unknown variables are the jumps of mechanical displacements and electric potentials across the crack surfaces. To solve the integral equations, the unknowns are directly expanded as a series of Jacobi polynomials, and the resulting equations solved using the Schmidt method. In contrast to the classical solutions based on the local theory, it is found that no mechanical stress and electric displacement singularities are present at the crack tips when nonlocal theory is employed to investigate the problem. A direct benefit is the ability to use the calculated maximum stress as a fracture criterion. The primary objective of this study is to investigate the effects of crack length, material gradient parameter describing FGPMs, and lattice parameter on the mechanical stress and electric displacement field near crack tips.

Keywords: Functionally graded piezoelectric material, mixed-mode crack, non-local theory, Schmidt method.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 992

Authors: Dursun Aydın

Abstract:

In this paper, estimation of the linear regression model is made by ordinary least squares method and the partially linear regression model is estimated by penalized least squares method using smoothing spline. Then, it is investigated that differences and similarity in the sum of squares related for linear regression and partial linear regression models (semi-parametric regression models). It is denoted that the sum of squares in linear regression is reduced to sum of squares in partial linear regression models. Furthermore, we indicated that various sums of squares in the linear regression are similar to different deviance statements in partial linear regression. In addition to, coefficient of the determination derived in linear regression model is easily generalized to coefficient of the determination of the partial linear regression model. For this aim, it is made two different applications. A simulated and a real data set are considered to prove the claim mentioned here. In this way, this study is supported with a simulation and a real data example.

Keywords: Partial Linear Regression Model, Linear RegressionModel, Residuals, Deviance, Smoothing Spline.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1867

Authors: Y. H. Tsai, Y. W. Chen

Abstract:

Facial features are frequently used to represent local properties of a human face image in computer vision applications. In this paper, we present a fast algorithm that can extract the facial features online such that they can give a satisfying representation of a face image. It includes one step for a coarse detection of each facial feature by AdaBoost and another one to increase the accuracy of the found points by Active Shape Models (ASM) in the regions of interest. The resulted facial features are evaluated by matching with artificial face models in the applications of physiognomy. The distance measure between the features and those in the fate models from the database is carried out by means of the Hausdorff distance. In the experiment, the proposed method shows the efficient performance in facial feature extractions and online system of physiognomy.

Keywords: Facial feature extraction, AdaBoost, Active shapemodel, Hausdorff distance

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1803

Authors: Ilario Gabriele Gerloni, Vincenza Carchiolo, Alessandro Longheu, Ugo Becciani, Eva Sciacca, Fabio Vitello

Abstract:

ICT tools and platforms endorse more and more educational process. Many models and techniques for people to be educated and trained about specific topics and skills do exist, as classroom lectures with textbooks, computers, handheld devices and others. The choice to what extent ICT is applied within learning contexts is related to personal access to technologies as well as to the infrastructure surrounding environment. Among recent techniques, the adoption of Virtual Reality (VR) and Augmented Reality (AR) provides significant impulse in fully engaging users senses. In this paper, an application of AR/VR within Geographic Information Systems (GIS) context is presented. It aims to provide immersive environment experiences for educational and training purposes (e.g. for civil protection personnel), useful especially for situations where real scenarios are not easily accessible by humans. First acknowledgments are promising for building an effective tool that helps civil protection personnel training with risk reduction.

Keywords: Education, virtual reality, augmented reality, civil protection.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 915

Authors: Mimi Hafizah Abdullah, Hanani Farhah Harun, Nik Ruzni Nik Idris

Abstract:

With the implied volatility as an important factor in financial decision-making, in particular in option pricing valuation, and also the given fact that the pricing biases of Leland option pricing models and the implied volatility structure for the options are related, this study considers examining the implied adjusted volatility smile patterns and term structures in the S&P/ASX 200 index options using the different Leland option pricing models. The examination of the implied adjusted volatility smiles and term structures in the Australian index options market covers the global financial crisis in the mid-2007. The implied adjusted volatility was found to escalate approximately triple the rate prior the crisis.

Keywords: Implied adjusted volatility, Financial crisis, Leland option pricing models.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2942

Authors: Hai Ming Wong, Kuen Wai Ma, Lavender Yu Xin Yang, Yanqi Yang

Abstract:

Objectives: In recent years, the Faculty of Dentistry of the University of Hong Kong have extended the implementation of 3D electronic models (e-models) into problem-based learning (PBL) of the Bachelor of Dental Surgery (BDS) curriculum, aiming at mutual enhancement of PBL teaching quality and the students’ skills in using e-models. This study focuses on the effectiveness of e-models serving as a tool to enhance the students’ skills and competences in PBL. Methods: The questionnaire surveys are conducted to measure 50 fourth-year BDS students’ attitude change between beginning and end of blended PBL tutorials. The response rate of this survey is 100%. Results: The results of this study show the students’ agreement on enhancement of their learning experience after e-model implementation and their expectation to have more blended PBL courses in the future. The potential of e-models in cultivating students’ self-learning skills reduces their dependence on others, while improving their communication skills to argue about pros and cons of different treatment options. The students’ independent thinking ability and problem solving skills are promoted by e-model implementation, resulting in better decision making in treatment planning. Conclusion: It is important for future dental education curriculum planning to cope with the students’ needs, and offer support in the form of software, hardware and facilitators’ assistance for better e-model implementation.

Keywords: Problem-Based learning, curriculum, dental education, 3-D electronic models.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6445

Authors: Vahidreza Mahmoudabadi, Omid Bahar, Mohammad Kazem Jafari

Abstract:

In many applied engineering problems, structural analysis is usually conducted by assuming a rigid bed, while imposing the effect of structure bed flexibility can affect significantly on the structure response. This article focuses on investigation and evaluation of the effects arising from considering a soil-structure system in evaluation of dynamic characteristics of a steel structure with respect to elastic and inelastic behaviors. The recorded structure acceleration during Taiwan’s strong Chi-Chi earthquake on different floors of the structure was our evaluation criteria. The respective structure is an eight-story steel bending frame structure designed using a displacement-based direct method assuring weak beam - strong column function. The results indicated that different identification methods i.e. reverse Fourier transform or transfer functions, is capable to determine some of the dynamic parameters of the structure precisely, rather than evaluating all of them at once (mode frequencies, mode shapes, structure damping, structure rigidity, etc.). Response evaluation based on the input and output data elucidated that the structure first mode is not significantly affected, even considering the soil-structure interaction effect, but the upper modes have been changed. Also, it was found that the response transfer function of the different stories, in which plastic hinges have occurred in the structure components, provides similar results.

Keywords: System identification, dynamic characteristics, soil-structure system, bending steel frame structure, displacement-based design.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 945

Authors: Hussein A. Kazem, Abdulhakeem Abdullah Albaloshi, Ali Said Ali Al-Jabri, Khamis Humaid AlSaidi

Abstract:

This paper proposes different methods for estimation of the harmonic currents of the single-phase diode bridge rectifier. Both simple and advanced methods are compared and the models are put into a context of practical use for calculating the harmonic distortion in a typical application. Finally, the different models are compared to measurements of a real application and convincing results are achieved.

Keywords: Single-phase rectifier, line side Harmonics

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4628

Authors: Olga V. Korotkaya

Abstract:

This article is devoted to an important problem of calculation of deflected mode of the combustion chamber and the nozzle end of a new liquid-propellant rocket cruise engine. A special attention is given to the methodology of calculation. Three operating modes are considered. The analysis has been conducted in ANSYS software. The methods of conducted research are mathematical modeling, substructure method, cyclic symmetry, finite element method. The calculation has been carried out to order of S.P. Korolev Rocket and Space Corporation «Energia». The main results are practical. Proposed methodology and created models would be able to use for a wide range of strength problems.

Keywords: Combustion chamber, cyclic symmetry, finite element method, liquid-propellant rocket engine, nozzle end, substructure.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3134

Authors: Padmakumar S., Vivek Agarwal, Kallol Roy

Abstract:

With the advent of inexpensive 32 bit floating point digital signal processor-s availability in market, many computationally intensive algorithms such as Kalman filter becomes feasible to implement in real time. Dynamic simulation of a self excited DC motor using second order state variable model and implementation of Kalman Filter in a floating point DSP TMS320C6713 is presented in this paper with an objective to introduce and implement such an algorithm, for beginners. A fractional hp DC motor is simulated in both Matlab® and DSP and the results are included. A step by step approach for simulation of DC motor in Matlab® and “C" routines in CC Studio® is also given. CC studio® project file details and environmental setting requirements are addressed. This tutorial can be used with 6713 DSK, which is based on floating point DSP and CC Studio either in hardware mode or in simulation mode.

Keywords: DC motor, DSP, Dynamic simulation, Kalman Filter

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3005

Authors: Karim Heidari

Abstract:

Semantic Web Technologies enable machines to interpret data published in a machine-interpretable form on the web. At the present time, only human beings are able to understand the product information published online. The emerging semantic Web technologies have the potential to deeply influence the further development of the Internet Economy. In this paper we propose a scenario based research approach to predict the effects of these new technologies on electronic markets and business models of traders and intermediaries and customers. Over 300 million searches are conducted everyday on the Internet by people trying to find what they need. A majority of these searches are in the domain of consumer ecommerce, where a web user is looking for something to buy. This represents a huge cost in terms of people hours and an enormous drain of resources. Agent enabled semantic search will have a dramatic impact on the precision of these searches. It will reduce and possibly eliminate information asymmetry where a better informed buyer gets the best value. By impacting this key determinant of market prices semantic web will foster the evolution of different business and economic models. We submit that there is a need for developing these futuristic models based on our current understanding of e-commerce models and nascent semantic web technologies. We believe these business models will encourage mainstream web developers and businesses to join the “semantic web revolution."

Keywords: E-Commerce, E-Business, Semantic Web, XML.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3452

Authors: Jeng-Wen Lin, Simon Chien-Yuan Chen

Abstract:

Based on assumptions of neo-classical economics and rational choice / public choice theory, this paper investigates the regulation of industrial land use in Taiwan by homeowners associations (HOAs) as opposed to traditional government administration. The comparison, which applies the transaction cost theory and a polynomial regression analysis, manifested that HOAs are superior to conventional government administration in terms of transaction costs and overall efficiency. A case study that compares Taiwan-s commonhold industrial park, NangKang Software Park, to traditional government counterparts using limited data on the costs and returns was analyzed. This empirical study on the relative efficiency of governmental and private institutions justified the important theoretical proposition. Numerical results prove the efficiency of the established model.

Keywords: Homeowners Associations, Institutional Efficiency, Polynomial Regression, Transaction Cost.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1576

Authors: Collins C. Chiemeke, I. B. Osazuwa, Ibe S. O., Egwuonwu G. N., Ani C. D., Chii E. C.

Abstract:

The study area is Zaria, located in the basement complex of northern Nigeria. The rock type forming the major part of the Zaria batholith is granite. This research work was carried out to compare the responses of seismic refraction tomography and resistivity tomography in the same geologic environment and under the same conditions. Hence, the choice of the site that has a visible granitic outcrop that extends across a narrow stream channel and is flanked by unconsolidated overburden, a neutral profile that was covered by plain overburden and a site with thick lateritic cover became necessary. The results of the seismic and resistivity tomography models reveals that seismic velocity and resistivity does not always simultaneously increase with depth, but their responses in any geologic environment are determined by changes in the mechanical and chemical content of the rock types rather than depth.

Keywords: Environment, Resistivity, Response, Seismic, Velocity.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2024

Authors: Jing Zhang, Jie Chen

Abstract:

In this paper, we mainly analyze an automated parking system where the storage and retrieval requests are performed by a tower crane. In this parking system, the S/R crane which is located at the middle of the bottom of the cylinder parking area can rotate in both clockwise and counterclockwise and three kinds of movements can be done simultaneously. We develop some mathematical travel time models for the single command cycle under the random storage assignment using the characteristics of this system. Finally, we compare these travel models with discrete case and it is shown that these travel models display a good satisfactory performance.

Keywords: Parking system, travel time model, tower crane.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 788

Authors: Eugene Kindler

Abstract:

The present paper is oriented to problems of simulation of anticipatory systems, namely those that use simulation models for the aid of anticipation. A certain analogy between use of simulation and imagining will be applied to make the explication more comprehensible. The paper will be completed by notes of problems and by some existing applications. The problems consist in the fact that simulation of the mentioned anticipatory systems end is simulation of simulating systems, i.e. in computer models handling two or more modeled time axes that should be mapped to real time flow in a nondescent manner. Languages oriented to objects, processes and blocks can be used to surmount the problems.

Keywords: Anticipatory systems, Nested computer models, Discrete event simulation, Simula.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1434

Authors: Zdravka Aljinović, Branka Marasović, Blanka Škrabić

Abstract:

The paper provides a discussion of the most relevant aspects of yield curve modeling. Two classes of models are considered: stochastic and parsimonious function based, through the approaches developed by Vasicek (1977) and Nelson and Siegel (1987). Yield curve estimates for Croatia are presented and their dynamics analyzed and finally, a comparative analysis of models is conducted.

Keywords: the term structure of interest rates, Vasicek model, Nelson-Siegel model, Croatian Government market.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1496

Authors: K. Khelil, H. Ammar, K. Saouchi

Abstract:

Fiber Bragg Grating (FBG) structure is an periodically modulated optical fiber. It acts as a selective filter of wavelength whose reflected peak is called Bragg wavelength and it depends on the period of the fiber and the refractive index. The simulation of FBG is based on solving the Coupled Mode Theory equation by using the Transfer Matrix Method which is carried out using MATLAB. It is found that spectral reflectivity is shifted when the change of temperature and strain is uniform. Under non-uniform temperature or strain perturbation, the spectrum is both shifted and destroyed. In case of transverse loading, reflectivity spectrum is split into two peaks, the first is specific to X axis, and the second belongs to Y axis. FBGs are used in civil engineering to detect perturbations applied to buildings.

Keywords: Bragg wavelength, coupled mode theory, optical fiber, temperature measurement.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 876

Authors: Pinho C., Madaleno M.

Abstract:

German electricity European options on futures using Lévy processes for the underlying asset are examined. Implied volatility evolution, under each of the considered models, is discussed after calibrating for the Merton jump diffusion (MJD), variance gamma (VG), normal inverse Gaussian (NIG), Carr, Geman, Madan and Yor (CGMY) and the Black and Scholes (B&S) model. Implied volatility is examined for the entire sample period, revealing some curious features about market evolution, where data fitting performances of the five models are compared. It is shown that variance gamma processes provide relatively better results and that implied volatility shows significant differences through time, having increasingly evolved. Volatility changes for changed uncertainty, or else, increasing futures prices and there is evidence for the need to account for seasonality when modelling both electricity spot/futures prices and volatility.

Keywords: Calibration, Electricity Markets, Implied Volatility, Lévy Models, Options on Futures, Pricing

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4798

Authors: Athanasios Theoharidis, Thomas Kamalakis, Ioannis Neokosmidis, Thomas Sphicopoulos

Abstract:

In this paper, the application of the Mode Matching (MM) method in the case of photonic crystal waveguide discontinuities is presented. The structure under consideration is divided into a number of cells, which supports a number of guided and evanescent modes. These modes can be calculated numerically by an alternative formulation of the plane wave expansion method for each frequency. A matrix equation is then formed relating the modal amplitudes at the beginning and at the end of the structure. The theory is highly efficient and accurate and can be applied to study the transmission sensitivity of photonic crystal devices due to fabrication tolerances. The accuracy of the MM method is compared to the Finite Difference Frequency Domain (FDFD) and the Adjoint Variable Method (AVM) and good agreement is observed.

Keywords: Optical Communications, Integrated Optics, Photonic Crystals, Optical Waveguide Discontinuities.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1570

Authors: Farrokh J., Azhar K. Mansur

Abstract:

There exists a strong correlation between efficient project management and competitive advantage for organizations. Therefore, organizations are striving to standardize and assess the rigor of their project management processes and capabilities i.e. project management maturity. Researchers and standardization organizations have developed several project management maturity models (PMMMs) to assess project management maturity of the organizations. This study presents a critical evaluation of some of the leading PMMMs against OPM3® in a multitude of ways to look at which PMMM is the most comprehensive model - which could assess most aspects of organizations and also help the organizations in gaining competitive advantage over competitors. After a detailed morphological analysis of the models, it is concluded that OPM3® is the most promising maturity model that can really provide a competitive advantage to the organizations due to its unique approach of assessment and improvement strategies.

Keywords: Project management maturity, project managemen tmaturity models, competitive advantage.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5040