Search results for: Multiresolution approach.

Authors: Nidhi Gadura

Abstract:

To ensure student success in a non-majors biology course, a flipped classroom pedagogical approach was developed and implemented. All students were assigned online lectures to listen to before they come to class. A three hour lecture was split into one hour of online component, one hour of in class lecture and one hour of worksheets done by students in the classroom. This deviation from a traditional 3 hour in class lecture has resulted in increased student interest in science as well as better understanding of difficult scientific concepts. A pre and post survey was given to measure the interest in the subject and grades were used to measure the success rates. While the overall grade average did not change dramatically, students reported a much better appreciation of biology. Also, students overwhelmingly like the use of worksheets in class to help them understand the concepts. They liked the fact that they could listen to lectures at their own pace on line and even repeat if needed. The flipped classroom approach turned out to work really well our non-science majors and the author is ready to implement this in other classrooms.

Keywords: Flipped classroom, non-science majors, pedagogy, technological pedagogical model.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2060

Authors: D. I. De Souza, D. R. Fonseca, G. P. Azevedo

Abstract:

Sometimes the amount of time available for testing could be considerably less than the expected lifetime of the component. To overcome such a problem, there is the accelerated life-testing alternative aimed at forcing components to fail by testing them at much higher-than-intended application conditions. These models are known as acceleration models. One possible way to translate test results obtained under accelerated conditions to normal using conditions could be through the application of the “Maxwell Distribution Law.” In this paper we will apply a combined approach of a sequential life testing and an accelerated life testing to a low alloy high-strength steel component used in the construction of overpasses in Brazil. The underlying sampling distribution will be three-parameter Inverse Weibull model. To estimate the three parameters of the Inverse Weibull model we will use a maximum likelihood approach for censored failure data. We will be assuming a linear acceleration condition. To evaluate the accuracy (significance) of the parameter values obtained under normal conditions for the underlying Inverse Weibull model we will apply to the expected normal failure times a sequential life testing using a truncation mechanism. An example will illustrate the application of this procedure.

Keywords: Sequential Life Testing, Accelerated Life Testing, Underlying Three-Parameter Weibull Model, Maximum Likelihood Approach, Hypothesis Testing.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1639

Authors: Vladimir S. Timofeev

Abstract:

In this article the problem of distributional moments estimation is considered. The new approach of moments estimation based on usage of the characteristic function is proposed. By statistical simulation technique author shows that new approach has some robust properties. For calculation of the derivatives of characteristic function there is used numerical differentiation. Obtained results confirmed that author’s idea has a certain working efficiency and it can be recommended for any statistical applications.

Keywords: Characteristic function, distributional moments, robustness, outlier, statistical estimation problem, statistical simulation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2254

Authors: Sayeed Salam

Abstract:

An effort to develop a unit commitment approach capable of handling large power systems consisting of both thermal and hydro generating units offers a large profitable return. In order to be feasible, the method to be developed must be flexible, efficient and reliable. In this paper, various proposed methods have been described along with their strengths and weaknesses. As all of these methods have some sort of weaknesses, a comprehensive algorithm that combines the strengths of different methods and overcomes each other-s weaknesses would be a suitable approach for solving industry-grade unit commitment problem.

Keywords: Unit commitment, Solution methods, and Comprehensive algorithm.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6172

Authors: F. Keller, G. Reinhart

Abstract:

The efficient and economic allocation of resources is one main goal in the field of production planning and control. Nowadays, a new variable gains in importance throughout the planning process: Energy. Energy-efficiency has already been widely discussed in literature, but with a strong focus on reducing the overall amount of energy used in production. This paper provides a brief systematic approach, how energy-supply-orientation can be used for an energy-cost-efficient production planning and thus combining the idea of energy-efficiency and energy-flexibility.

Keywords: Production planning and control, energy, efficiency, flexibility.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1625

Authors: Adilson Elias Xavier, Otto Corrêa Rotunno Filho, Paulo Canedo de Magalhães

Abstract:

This paper addresses the issue of automatic parameter estimation in conceptual rainfall-runoff (CRR) models. Due to threshold structures commonly occurring in CRR models, the associated mathematical optimization problems have the significant characteristic of being strongly non-differentiable. In order to face this enormous task, the resolution method proposed adopts a smoothing strategy using a special C∞ differentiable class function. The final estimation solution is obtained by solving a sequence of differentiable subproblems which gradually approach the original conceptual problem. The use of this technique, called Hyperbolic Smoothing Method (HSM), makes possible the application of the most powerful minimization algorithms, and also allows for the main difficulties presented by the original CRR problem to be overcome. A set of computational experiments is presented for the purpose of illustrating both the reliability and the efficiency of the proposed approach.

Keywords: Rainfall-runoff models, optimization procedure, automatic parameter calibration, hyperbolic smoothing method.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 408

Authors: Jiaqi Yan, Sherry Sun, Huaiqing Wang, Zhongsheng Hua

Abstract:

In the highly competitive and rapidly changing global marketplace, independent organizations and enterprises often come together and form a temporary alignment of virtual enterprise in a supply chain to better provide products or service. As firms adopt the systems approach implicit in supply chain management, they must manage the quality from both internal process control and external control of supplier quality and customer requirements. How to incorporate quality management of upstream and downstream supply chain partners into their own quality management system has recently received a great deal of attention from both academic and practice. This paper investigate the collaborative feature and the entities- relationship in a supply chain, and presents an ontology of collaborative supply chain from an approach of aligning service-oriented framework with service-dominant logic. This perspective facilitates the segregation of material flow management from manufacturing capability management, which provides a foundation for the coordination and integration of the business process to measure, analyze, and continually improve the quality of products, services, and process. Further, this approach characterizes the different interests of supply chain partners, providing an innovative approach to analyze the collaborative features of supply chain. Furthermore, this ontology is the foundation to develop quality management system which internalizes the quality management in upstream and downstream supply chain partners and manages the quality in supply chain systematically.

Keywords: Ontology, supply chain quality management, service-oriented architecture, service-dominant logic.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1855

Authors: Seyed Habib A. Rahmati, Mohsen Sadegh Amalnick

Abstract:

Different terms of the Statistical Process Control (SPC) has sketch in the fuzzy environment. However, Measurement System Analysis (MSA), as a main branch of the SPC, is rarely investigated in fuzzy area. This procedure assesses the suitability of the data to be used in later stages or decisions of the SPC. Therefore, this research focuses on some important measures of MSA and through a new method introduces the measures in fuzzy environment. In this method, which works based on Buckley approach, imprecision and vagueness nature of the real world measurement are considered simultaneously. To do so, fuzzy version of the gauge capability (Cg and Cgk) are introduced. The method is also explained through example clearly.

Keywords: SPC, MSA, gauge capability, Cg, Cgk.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5176

Authors: D. Benasciutti, M. Gallina, M. Gh. Munteanu, F. Flumian

Abstract:

This paper presents a numerical approach for the static and dynamic analysis of hydrodynamic radial journal bearings. In the first part, the effect of shaft and housing deformability on pressure distribution within oil film is investigated. An iterative algorithm that couples Reynolds equation with a plane finite elements (FE) structural model is solved. Viscosity-to-pressure dependency (Vogel- Barus equation) is also included. The deformed lubrication gap and the overall stress state are obtained. Numerical results are presented with reference to a typical journal bearing configuration at two different inlet oil temperatures. Obtained results show the great influence of bearing components structural deformation on oil pressure distribution, compared with results for ideally rigid components. In the second part, a numerical approach based on perturbation method is used to compute stiffness and damping matrices, which characterize the journal bearing dynamic behavior.

Keywords: Journal bearing, finite elements, deformation, dynamic analysis

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2037

Authors: N. N. Mosola, K. F. Moeketsi, R. Sehobai, N. Pule

Abstract:

The Internet brings increasing use of Information and Communications Technology (ICT) services and facilities. Consequently, new computing paradigms emerge to provide services over the Internet. Although there are several benefits stemming from these services, they pose several risks inherited from the Internet. For example, cybercrime, identity theft, malware etc. To thwart these risks, this paper proposes a holistic approach. This approach involves multidisciplinary interactions. The paper proposes a top-down and bottom-up approach to deal with cyber security concerns in developing countries. These concerns range from regulatory and legislative areas, cyber awareness, research and development, technical dimensions etc. The main focus areas are highlighted and a cybersecurity model solution is proposed. The paper concludes by combining all relevant solutions into a proposed cybersecurity model to assist developing countries in enhancing a cyber-safe environment to instill and promote a culture of cybersecurity.

Keywords: Cybercrime, cybersecurity, computer emergency response team, computer security incident response team.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2089

Authors: Chulhyun Kim, Seungkyum Kim, Moon-soo Kim

Abstract:

A variety of new technology-based services have emerged with the development of Information and Communication Technologies (ICTs). Since technology-based services have technology-driven characteristics, the identification of relationships between technology-based services and ICTs would give meaningful implications. Thus, this paper proposes an approach for identifying the relationships between technology-based services and ICTs by analyzing patent documents. First, business model (BM) patents are classified into relevant service categories. Second, patent citation analysis is conducted to investigate the technological linkage and impacts between technology-based services and ICTs at macro level. Third, as a micro level analysis, patent co-classification analysis is employed to identify the technological linkage and coverage. The proposed approach could guide and help managers and designers of technology-based services to discover the opportunity of the development of new technology-based services in emerging service sectors.

Keywords: Technology-based Services, Information and Communication Technology (ICT), Business Model (BM) Patent, Patent Analysis, Technological Relationship

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1989

Authors: S. H. Yahaya, J. M. Ali, M. R. Arham

Abstract:

This paper presents the analysis of duct design using static and dynamic approaches. The static approach is used to find out applicability between the design and material applied. The material used in this paper is Thermoplastic Olefins (TPO). For the dynamic approach, the focusing is only on the CFD simulations. The fatigue life in this design and material applied also covered.

Keywords: CFD, structural analysis, fluid analysis, duct design, fatigue life

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2298

Authors: Mesnan Silalahi, Dana Indra Sensuse, Indra Budi

Abstract:

Many studies have revealed the fact of the complexity of ontology building process. Therefore there is a need for a new approach which one of that addresses the socio-technical aspects in the collaboration to reach a consensus. Meta-design approach is considered applicable as a method in the methodological model of socio-technical ontology engineering. Principles in the meta-design framework are applied in the construction phases of the ontology. A web portal is developed to support the meta-design principles requirements. To validate the methodological model semantic web applications were developed and integrated in the portal and also used as a way to show the usefulness of the ontology. The knowledge based system will be filled with data of Indonesian medicinal plants. By showing the usefulness of the developed ontology in a semantic web application, we motivate all stakeholders to participate in the development of knowledge based system of medicinal plants in Indonesia.

Keywords: Socio-technical, meta-design, ontology engineering methodology, semantic web application.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2520

Authors: Sahar Nasrolahi, Mahdi Nikdast, Mehrdad Mahdavi Boroujerdi

Abstract:

The purpose of semantic web research is to transform the Web from a linked document repository into a distributed knowledge base and application platform, thus allowing the vast range of available information and services to be more efficiently exploited. As a first step in this transformation, languages such as OWL have been developed. Although fully realizing the Semantic Web still seems some way off, OWL has already been very successful and has rapidly become a defacto standard for ontology development in fields as diverse as geography, geology, astronomy, agriculture, defence and the life sciences. The aim of this paper is to classify key concepts of Semantic Web as well as introducing a new practical approach which uses these concepts to outperform Word Wide Web.

Keywords: Semantic Web, Ontology, OWL, Microformat, Word Wide Web.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1600

Authors: Yun Bai

Abstract:

As a security mechanism, authorization is to provide access control to the system resources according to the polices and rules specified by the security strategies. Either by update or in the initial specification, conflicts in authorization is an issue needs to be solved. In this paper, we propose a new approach to solve conflict by using prioritized logic programs and discuss the uniqueness of its answer set. Addressing conflict resolution from logic programming viewpoint and the uniqueness analysis of the answer set provide a novel, efficient approach for authorization conflict resolution.

Keywords: authorization, formal specification, conflict resolution, prioritized logic program.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1525

Authors: C. Ardil

Abstract:

This article presents a new approach to uncertainty, vagueness, and imprecision analysis for ranking alternatives with fuzzy data for decision making using the Technique for Order Preference by Similarity to Ideal Solution (TOPSIS). In the proposed approach, fuzzy decision information related to the aircraft selection problem is taken into account in ranking the alternatives and selecting the best one. The basic procedural step is to transform the fuzzy decision matrices into matrices of alternatives evaluated according to all decision criteria. A numerical example illustrates the proposed approach for the military combat aircraft selection problem.

Keywords: trapezoidal fuzzy numbers, multiple criteria decision making analysis, decision making, aircraft selection, MCDMA, fuzzy TOPSIS

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 472

Authors: Indradip Banerjee, Souvik Bhattacharyya, Gautam Sanyal

Abstract:

In this paper, an approach is presented to investigate the performance of Pixel Factor Mapping (PFM) and Extended PMM (Pixel Mapping Method) through the qualitative and quantitative approach. These methods are tested against a number of well-known image similarity metrics and statistical distribution techniques. The PFM has been performed in spatial domain as well as frequency domain and the Extended PMM has also been performed in spatial domain through large set of images available in the internet.

Keywords: Qualitative, quantitative, PFM, EXTENDED PMM.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1063

Authors: Amar Aliche, Hocine Hammoum, Karima Bouzelha, Arezki Ben Abderrahmane

Abstract:

Traditionally, the dimensioning of storage tanks is conducted with a deterministic approach based on partial coefficients of safety. These coefficients are applied to take into account the uncertainties related to hazards on properties of materials used and applied loads. However, the use of these safety factors in the design process does not assure an optimal and reliable solution and can sometimes lead to a lack of robustness of the structure. The reliability theory based on a probabilistic formulation of constructions safety can respond in an adapted manner. It allows constructing a modelling in which uncertain data are represented by random variables, and therefore allows a better appreciation of safety margins with confidence indicators. The work presented in this paper consists of a mecano-reliability analysis of a concrete storage tank placed on ground. The classical method of Monte Carlo simulation is used to evaluate the failure probability of concrete tank by considering the seismic acceleration as random variable.

Keywords: Reliability approach, storage tanks, Monte Carlo simulation, seismic acceleration.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1488

Authors: Marcin Michalak

Abstract:

Biclustering is the way of two-dimensional data analysis. For several years it became possible to express such issue in terms of Boolean reasoning, for processing continuous, discrete and binary data. The mathematical backgrounds of such approach — proved ability of induction of exact and inclusion–maximal biclusters fulfilling assumed criteria — are strong advantages of the method. Unfortunately, the core of the method has quite high computational complexity. In the paper the basics of Boolean reasoning approach for biclustering are presented. In such context the problems of computation parallelization are risen.

Keywords: Boolean reasoning, biclustering, parallelization, prime implicant.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 597

Authors: Hajer Taktak, Faouzi Moussa

Abstract:

With the ubiquitous computing’s emergence and the evolution of enterprises’ needs, one of the main challenges is to build context-aware applications based on Web services. These applications have become particularly relevant in the pervasive computing domain. In this paper, we introduce our approach that optimizes the use of Web services with context notions when dealing with contextual environments. We focus particularly on making Web services autonomous and natively context-aware. We implement and evaluate the proposed approach with a pedagogical example of a context-aware Web service treating temperature values. 

Keywords: Context-aware, CXF framework, ubiquitous computing, web service.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 855

Authors: Qingqing Wang, Shouming Zhong

Abstract:

This paper deals with the problem of delay-dependent stability for neural networks with distributed delays. Some new sufficient condition are derived by constructing a novel Lyapunov-Krasovskii functional approach. The criteria are formulated in terms of a set of linear matrix inequalities, this is convenient for numerically checking the system stability using the powerful MATLAB LMI Toolbox. Moreover, in order to show the stability condition in this paper gives much less conservative results than those in the literature, numerical examples are considered.

Keywords: Neural networks, Globally asymptotic stability , LMI approach, Distributed delays.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1568

Authors: Iskandar Ishak, Naomie Salim

Abstract:

Unstructured peer-to-peer networks are popular due to its robustness and scalability. Query schemes that are being used in unstructured peer-to-peer such as the flooding and interest-based shortcuts suffer various problems such as using large communication overhead long delay response. The use of routing indices has been a popular approach for peer-to-peer query routing. It helps the query routing processes to learn the routing based on the feedbacks collected. In an unstructured network where there is no global information available, efficient and low cost routing approach is needed for routing efficiency. In this paper, we propose a novel mechanism for query-feedback oriented routing indices to achieve routing efficiency in unstructured network at a minimal cost. The approach also applied information retrieval technique to make sure the content of the query is understandable and will make the routing process not just based to the query hits but also related to the query content. Experiments have shown that the proposed mechanism performs more efficient than flood-based routing.

Keywords: Unstructured peer-to-peer, Searching, Retrieval, Internet.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1535

Authors: Wan-Hyun Cho, In-Seop Na, Seong-ChaeSeo, Sang-Kyoon Kim, Soon-Young Park

Abstract:

In this paper, we propose the variational approach to solve single image defogging problem. In the inference process of the atmospheric veil, we defined new functional for atmospheric veil that satisfy edge-preserving regularization property. By using the fundamental lemma of calculus of variations, we derive the Euler-Lagrange equation foratmospheric veil that can find the maxima of a given functional. This equation can be solved by using a gradient decent method and time parameter. Then, we can have obtained the estimated atmospheric veil, and then have conducted the image restoration by using inferred atmospheric veil. Finally we have improved the contrast of restoration image by various histogram equalization methods. The experimental results show that the proposed method achieves rather good defogging results.

Keywords: Image defogging, Image restoration, Atmospheric veil, Transmission, Variational approach, Euler-Lagrange equation, Image enhancement.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2941

Authors: M. R. AlRashidi, K. M. El-Naggar, M. F. AlHajri

Abstract:

A new technique based on Pattern search optimization is proposed for estimating different solar cell parameters in this paper. The estimated parameters are the generated photocurrent, saturation current, series resistance, shunt resistance, and ideality factor. The proposed approach is tested and validated using double diode model to show its potential. Performance of the developed approach is quite interesting which signifies its potential as a promising estimation tool.

Keywords: Solar Cell, Parameter Estimation, Pattern Search.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5988

Authors: Mohammad Yasrebi, Mehran Mohsenzadeh, Mashalla Abbasi-Dezfuli

Abstract:

Machine-understandable data when strongly interlinked constitutes the basis for the SemanticWeb. Annotating web documents is one of the major techniques for creating metadata on the Web. Annotating websites defines the containing data in a form which is suitable for interpretation by machines. In this paper, we present a new approach to annotate websites and documents by promoting the abstraction level of the annotation process to a conceptual level. By this means, we hope to solve some of the problems of the current annotation solutions.

Keywords: Knowledge base, ontology, semantic annotation, semantic web.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1346

Authors: Minyar Sassi, Amel Grissa-Touzi

Abstract:

Appeared toward 1986, the object-oriented databases management systems had not known successes knew five years after their birth. One of the major difficulties is the query optimization. We propose in this paper a new approach that permits to enrich techniques of query optimization existing in the object-oriented databases. Seen success that knew the query optimization in the relational model, our approach inspires itself of these optimization techniques and enriched it so that they can support the new concepts introduced by the object databases.

Keywords: Query, query optimization, relational databases, object-oriented databases.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1547

Authors: Karel Frydrýšek

Abstract:

This paper focuses on the probabilistic numerical solution of the problems in biomechanics and mining. Applications of Simulation-Based Reliability Assessment (SBRA) Method are presented in the solution of designing of the external fixators applied in traumatology and orthopaedics (these fixators can be applied for the treatment of open and unstable fractures etc.) and in the solution of a hard rock (ore) disintegration process (i.e. the bit moves into the ore and subsequently disintegrates it, the results are compared with experiments, new design of excavation tool is proposed.

Keywords: probabilistic approach, engineering design, traumatology, rock mechanics

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1479

Authors: T. P. Lu, B. N. Hwang, T. Z. Liou, Y. L. Lin

Abstract:

Developing a supply chain management (SCM) system is costly, but important. However, because of its complicated nature, not many of such projects are considered successful. Few research publications directly relate to key success factors (KSFs) for implementing a SCM system. Motivated by the above, this research proposes a hierarchy of KSFs for SCM system implementation in the semiconductor industry by using a two-step approach. First, the literature review indicates the initial hierarchy. The second step includes a focus group approach to finalize the proposed KSF hierarchy by extracting valuable experiences from executives and managers that actively participated in a project, which successfully establish a seamless SCM integration between the world's largest semiconductor foundry manufacturing company and the world's largest assembly and testing company. Future project executives may refer the resulting KSF hierarchy as a checklist for SCM system implementation in semiconductor or related industries.

Keywords: Focus group, key success factors, supply chain management, semiconductor industry.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1538

Authors: Manar AlJazzazi, Mohammed Rawashdeh, Tariq Alshawaheen, Aktham Malkawi

Abstract:

This paper is a part of research, in which the way the biomedical engineers follow in their work is analyzed. The goal of this paper is to present a method for specification of user requirements in the medical devices maintenance process. Data Gathering Methods, Research Model Phases and Descriptive Analysis is presented. These technology and verification rules can be implemented in Medical devices maintenance management process to the maintenance process.

Keywords: Quality Function Deployment (QFD), User - requirements approach.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2239

Authors: Souhir Ben Amor, Heni Boubaker, Lotfi Belkacem

Abstract:

This aims of this paper is to forecast the electricity spot prices. First, we focus on modeling the conditional mean of the series so we adopt a generalized fractional -factor Gegenbauer process (k-factor GARMA). Secondly, the residual from the -factor GARMA model has used as a proxy for the conditional variance; these residuals were predicted using two different approaches. In the first approach, a local linear wavelet neural network model (LLWNN) has developed to predict the conditional variance using the Back Propagation learning algorithms. In the second approach, the Gegenbauer generalized autoregressive conditional heteroscedasticity process (G-GARCH) has adopted, and the parameters of the k-factor GARMA-G-GARCH model has estimated using the wavelet methodology based on the discrete wavelet packet transform (DWPT) approach. The empirical results have shown that the k-factor GARMA-G-GARCH model outperform the hybrid k-factor GARMA-LLWNN model, and find it is more appropriate for forecasts.

Keywords: k-factor, GARMA, LLWNN, G-GARCH, electricity price, forecasting.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 995