Search results for: geometric and topological data models

Authors: Mehdi Kheradmand, Mehdi Azhdary Moghaddam, Abdolreza Zahiri, Mohadeseh Kheradmand

Abstract:

Determining the flow discharge in meandering channels with a compound cross section is associated with problems due to the complex hydraulic structure of the flow in the meander belt, which can be attributed to different and ever-changing geometric shapes of the meander. This research paper intends to study the accuracy of several one-dimensional experimental methods in determining the flow discharge. To this end, the results of laboratory data related to four meandering compound channels have been used, and the accuracy of three important methods to determine the flow discharge have been checked in these channels.

Keywords: Flow discharge determination, meandering compound channel, compound section, meandering rivers.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 295

Authors: Ying-Han Pang, Andrew Teoh Beng Jin, David Ngo Chek Ling

Abstract:

A cancelable palmprint authentication system proposed in this paper is specifically designed to overcome the limitations of the contemporary biometric authentication system. In this proposed system, Geometric and pseudo Zernike moments are employed as feature extractors to transform palmprint image into a lower dimensional compact feature representation. Before moment computation, wavelet transform is adopted to decompose palmprint image into lower resolution and dimensional frequency subbands. This reduces the computational load of moment calculation drastically. The generated wavelet-moment based feature representation is used to generate cancelable verification key with a set of random data. This private binary key can be canceled and replaced. Besides that, this key also possesses high data capture offset tolerance, with highly correlated bit strings for intra-class population. This property allows a clear separation of the genuine and imposter populations, as well as zero Equal Error Rate achievement, which is hardly gained in the conventional biometric based authentication system.

Keywords: Cancelable biometric authenticator, Discrete- Hashing, Moments, Palmprint.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1540

Authors: Alexander Breitholz, Wolfgang Arlt, Ki-Pung Yoo

Abstract:

Group contribution based models are widely used in industrial applications for its convenience and flexibility. Although a number of group contribution models have been proposed, there were certain limitations inherent to those models. Models based on group contribution excess Gibbs free energy are limited to low pressures and models based on equation of state (EOS) cannot properly describe highly nonideal mixtures including acids without introducing additional modification such as chemical theory. In the present study new a new approach derived from quantum chemistry have been used to calculate necessary EOS group interaction parameters. The COSMO-RS method, based on quantum mechanics, provides a reliable tool for fluid phase thermodynamics. Benefits of the group contribution EOS are the consistent extension to hydrogen-bonded mixtures and the capability to predict polymer-solvent equilibria up to high pressures. The authors are confident that with a sufficient parameter matrix the performance of the lattice EOS can be improved significantly.

Keywords: COSMO-RS, Equation of State, Group contribution, Lattice Fluid, Phase equilibria.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1881

Authors: Hyunchul Ahn, Kyoung-Jae Kim

Abstract:

Corporate credit rating prediction using statistical and artificial intelligence (AI) techniques has been one of the attractive research topics in the literature. In recent years, multiclass classification models such as artificial neural network (ANN) or multiclass support vector machine (MSVM) have become a very appealing machine learning approaches due to their good performance. However, most of them have only focused on classifying samples into nominal categories, thus the unique characteristic of the credit rating - ordinality - has been seldom considered in their approaches. This study proposes new types of ANN and MSVM classifiers, which are named OMANN and OMSVM respectively. OMANN and OMSVM are designed to extend binary ANN or SVM classifiers by applying ordinal pairwise partitioning (OPP) strategy. These models can handle ordinal multiple classes efficiently and effectively. To validate the usefulness of these two models, we applied them to the real-world bond rating case. We compared the results of our models to those of conventional approaches. The experimental results showed that our proposed models improve classification accuracy in comparison to typical multiclass classification techniques with the reduced computation resource.

Keywords: Artificial neural network, Corporate credit rating, Support vector machines, Ordinal pairwise partitioning

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3403

Authors: Bikramaditya Das, Susmita Das

Abstract:

Study on suppression of interference in time domain equalizers is attempted for high data rate impulse radio (IR) ultra wideband communication system. The narrow band systems may cause interference with UWB devices as it is having very low transmission power and the large bandwidth. SRAKE receiver improves system performance by equalizing signals from different paths. This enables the use of SRAKE receiver techniques in IRUWB systems. But Rake receiver alone fails to suppress narrowband interference (NBI). A hybrid SRake-MMSE time domain equalizer is proposed to overcome this by taking into account both the effect of the number of rake fingers and equalizer taps. It also combats intersymbol interference. A semi analytical approach and Monte-Carlo simulation are used to investigate the BER performance of SRAKEMMSE receiver on IEEE 802.15.3a UWB channel models. Study on non-line of sight indoor channel models (both CM3 and CM4) illustrates that bit error rate performance of SRake-MMSE receiver with NBI performs better than that of Rake receiver without NBI. We show that for a MMSE equalizer operating at high SNR-s the number of equalizer taps plays a more significant role in suppressing interference.

Keywords: IR-UWB, UWB, IEEE 802.15.3a, NBI, data rate, bit error rate.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1662

Authors: Jesus Orbe, Vicente Nunez-Anton

Abstract:

In this work we study the effect of several covariates X on a censored response variable T with unknown probability distribution. In this context, most of the studies in the literature can be located in two possible general classes of regression models: models that study the effect the covariates have on the hazard function; and models that study the effect the covariates have on the censored response variable. Proposals in this paper are in the second class of models and, more specifically, on least squares based model approach. Thus, using the bootstrap estimate of the bias, we try to improve the estimation of the regression parameters by reducing their bias, for small sample sizes. Simulation results presented in the paper show that, for reasonable sample sizes and censoring levels, the bias is always smaller for the new proposals.

Keywords: Censored response variable, regression, bias.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1447

Authors: Eleftherios Giovanis

Abstract:

In this paper discrete choice models, Logit and Probit are examined in order to predict the economic recession or expansion periods in USA. Additionally we propose an adaptive neuro-fuzzy inference system with triangular membership function. We examine the in-sample period 1947-2005 and we test the models in the out-of sample period 2006-2009. The forecasting results indicate that the Adaptive Neuro-fuzzy Inference System (ANFIS) model outperforms significant the Logit and Probit models in the out-of sample period. This indicates that neuro-fuzzy model provides a better and more reliable signal on whether or not a financial crisis will take place.

Keywords: ANFIS, discrete choice models, financial crisis, USeconomy

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

Authors: Amal Kr Sarma, H Zeen Devi, N Nimai Singh

Abstract:

The Constraints imposed by non-thermal leptogenesis on the survival of the neutrino mass models describing the presently available neutrino mass patterns, are studied numerically. We consider the Majorana CP violating phases coming from right-handed Majorana mass matrices to estimate the baryon asymmetry of the universe, for different neutrino mass models namely quasi-degenerate, inverted hierarchical and normal hierarchical models, with tribimaximal mixings. Considering two possible diagonal forms of Dirac neutrino mass matrix as either charged lepton or up-quark mass matrix, the heavy right-handed mass matrices are constructed from the light neutrino mass matrix. Only the normal hierarchical model leads to the best predictions of baryon asymmetry of the universe, consistent with observations in non-thermal leptogenesis scenario.

Keywords: Thermal leptogenesis, Non-thermal leptogenesis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1253

Authors: Michal Cerny

Abstract:

We consider linear regression models where both input data (the values of independent variables) and output data (the observations of the dependent variable) are interval-censored. We introduce a possibilistic generalization of the least squares estimator, so called OLS-set for the interval model. This set captures the impact of the loss of information on the OLS estimator caused by interval censoring and provides a tool for quantification of this effect. We study complexity-theoretic properties of the OLS-set. We also deal with restricted versions of the general interval linear regression model, in particular the crisp input – interval output model. We give an argument that natural descriptions of the OLS-set in the crisp input – interval output cannot be computed in polynomial time. Then we derive easily computable approximations for the OLS-set which can be used instead of the exact description. We illustrate the approach by an example.

Keywords: Linear regression, interval-censored data, computational complexity.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1439

Authors: Sally A. Brown

Abstract:

Over the last 30 years, researchers have developed models or frameworks to provide a more structured understanding of the reading comprehension process. Cognitive information processing models and social cognitive theories both provide frameworks to inform reading comprehension instruction. The purpose of this paper is to (a) provide an overview of the historical development of reading comprehension theory, (b) review the literature framed by cognitive information processing, social cognitive, and integrated reading comprehension theories, and (c) demonstrate how these frameworks inform instruction. As integrated models of reading can guide the interpretation of various factors related to student learning, an integrated framework designed by the researcher will be presented. Results indicated that features of cognitive processing and social cognitivism theory—represented in the integrated framework—highlight the importance of the role of the teacher. This model can aide teachers in not only improving reading comprehension instruction but in identifying areas of challenge for students.

Keywords: Explicit instruction, integrated models of reading comprehension, reading comprehension, teacher’s role.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 117

Authors: Victor Breux, Jérôme Boutet, Alain Goret, Viviane Cattin

Abstract:

Early detection of anomalies in data centers is important to reduce downtimes and the costs of periodic maintenance. However, there is little research on this topic and even fewer on the fusion of sensor data for the detection of abnormal events. The goal of this paper is to propose a method for anomaly detection in data centers by combining sensor data (temperature, humidity, power) and deep learning models. The model described in the paper uses one autoencoder per sensor to reconstruct the inputs. The auto-encoders contain Long-Short Term Memory (LSTM) layers and are trained using the normal samples of the relevant sensors selected by correlation analysis. The difference signal between the input and its reconstruction is then used to classify the samples using feature extraction and a random forest classifier. The data measured by the sensors of a data center between January 2019 and May 2020 are used to train the model, while the data between June 2020 and May 2021 are used to assess it. Performances of the model are assessed a posteriori through F1-score by comparing detected anomalies with the data center’s history. The proposed model outperforms the state-of-the-art reconstruction method, which uses only one autoencoder taking multivariate sequences and detects an anomaly with a threshold on the reconstruction error, with an F1-score of 83.60% compared to 24.16%.

Keywords: Anomaly detection, autoencoder, data centers, deep learning.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 691

Authors: Julio Manuel de Luis Ruiz, Javier Sedano Cibrián, Rubén Pérez Álvarez, Raúl Pereda García, Cristina Diego Soroa

Abstract:

Nowadays, the use of drones has been extended to practically any human activity. One of the main applications is focused on the surveying field. In this regard, software programs that process the images captured by the sensor from the drone in an almost automatic way have been developed and commercialized, but they only allow contrasting the results through control points. This work proposes the contrast of a 3D model obtained from a flight developed by a drone and a non-metric camera (due to its low cost), with a second model that is obtained by means of the historically-endorsed classical methods. In addition to this, the contrast is developed over a certain territory with a significant unevenness, so as to test the model generated with photogrammetry, and considering that photogrammetry with drones finds more difficulties in terms of accuracy in this kind of situations. Distances, heights, surfaces and volumes are measured on the basis of the 3D models generated, and the results are contrasted. The differences are about 0.2% for the measurement of distances and heights, 0.3% for surfaces and 0.6% when measuring volumes. Although they are not important, they do not meet the order of magnitude that is presented by salespeople.

Keywords: Accuracy, classical topographic, 3D model, photogrammetry, UAV.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 470

Authors: Khaled M. Alhawiti

Abstract:

This research study aims to present a retrospective study about speech recognition systems and artificial intelligence. Speech recognition has become one of the widely used technologies, as it offers great opportunity to interact and communicate with automated machines. Precisely, it can be affirmed that speech recognition facilitates its users and helps them to perform their daily routine tasks, in a more convenient and effective manner. This research intends to present the illustration of recent technological advancements, which are associated with artificial intelligence. Recent researches have revealed the fact that speech recognition is found to be the utmost issue, which affects the decoding of speech. In order to overcome these issues, different statistical models were developed by the researchers. Some of the most prominent statistical models include acoustic model (AM), language model (LM), lexicon model, and hidden Markov models (HMM). The research will help in understanding all of these statistical models of speech recognition. Researchers have also formulated different decoding methods, which are being utilized for realistic decoding tasks and constrained artificial languages. These decoding methods include pattern recognition, acoustic phonetic, and artificial intelligence. It has been recognized that artificial intelligence is the most efficient and reliable methods, which are being used in speech recognition.

Keywords: Speech recognition, acoustic phonetic, artificial intelligence, Hidden Markov Models (HMM), statistical models of speech recognition, human machine performance.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7936

Authors: Giovanni Incerti, Luigi Solazzi, Candida Petrogalli

Abstract:

This paper describes three lumped parameters models for the study of the dynamic behavior of a boom crane. The models here proposed allows to evaluate the fluctuations of the load arising from the rope and structure elasticity and from the type of the motion command imposed by the winch. A calculation software was developed in order to determine the actual acceleration of the lifted mass and the dynamic overload during the lifting phase. Some application examples are presented, with the aim of showing the correlation between the magnitude of the stress and the type of the employed motion command.

Keywords: Crane, dynamic model, overloading condition, vibration.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1930

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1966

Authors: Ali N. Suri, Ahmad A. Al-Makhlufi

Abstract:

In this paper the problem of buckling of plates on foundation of finite length and with different side support is studied.

The Finite Strip Method is used as tool for the analysis. This method uses finite strip elastic, foundation, and geometric matrices to build the assembly matrices for the whole structure, then after introducing boundary conditions at supports, the resulting reduced matrices is transformed into a standard Eigenvalue-Eigenvector problem. The solution of this problem will enable the determination of the buckling load, the associated buckling modes and the buckling wave length.

To carry out the buckling analysis starting from the elastic, foundation, and geometric stiffness matrices for each strip a computer program FORTRAN list is developed.

Since stiffness matrices are function of wave length of buckling, the computer program used an iteration procedure to find the critical buckling stress for each value of foundation modulus and for each boundary condition.

The results showed the use of elastic medium to support plates subject to axial load increase a great deal the buckling load, the results found are very close with those obtained by other analytical methods and experimental work.

The results also showed that foundation compensates the effect of the weakness of some types of constraint of side support and maximum benefit found for plate with one side simply supported the other free.

Keywords: Buckling, Finite Strip, Different Sides Support, Plates on Foundation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2114

Authors: George Yungchih Wang

Abstract:

Real options theory suggests that managerial flexibility embedded within irreversible investments can account for a significant value in project valuation. Although the argument has become the dominant focus of capital investment theory over decades, yet recent survey literature in capital budgeting indicates that corporate practitioners still do not explicitly apply real options in investment decisions. In this paper, we explore how real options decision criteria can be transformed into equivalent capital budgeting criteria under the consideration of uncertainty, assuming that underlying stochastic process follows a geometric Brownian motion (GBM), a mixed diffusion-jump (MX), or a mean-reverting process (MR). These equivalent valuation techniques can be readily decomposed into conventional investment rules and “option impacts", the latter of which describe the impacts on optimal investment rules with the option value considered. Based on numerical analysis and Monte Carlo simulation, three major findings are derived. First, it is shown that real options could be successfully integrated into the mindset of conventional capital budgeting. Second, the inclusion of option impacts tends to delay investment. It is indicated that the delay effect is the most significant under a GBM process and the least significant under a MR process. Third, it is optimal to adopt the new capital budgeting criteria in investment decision-making and adopting a suboptimal investment rule without considering real options could lead to a substantial loss in value.

Keywords: real options, capital budgeting, geometric Brownianmotion, mixed diffusion-jump, mean-reverting process

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2737

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1590

Authors: Abu Bakar Munir, Siti Hajar Mohd Yasin, Firdaus Muhammad-Sukki

Abstract:

This paper seeks to analyse the benefits of big data and more importantly the challenges it pose to the subject of privacy and data protection. First, the nature of big data will be briefly deliberated before presenting the potential of big data in the present days. Afterwards, the issue of privacy and data protection is highlighted before discussing the challenges of implementing this issue in big data. In conclusion, the paper will put forward the debate on the adequacy of the existing legal framework in protecting personal data in the era of big data.

Keywords: Big data, data protection, information, privacy.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3880

Authors: Shewit Tsegaye, Kinde A. Fante

Abstract:

This paper presents the comparison and performance evaluation of synchronous machine excitation models. The two models, DC1A and AC4A, are among the IEEE standardized model structures for representing the wide variety of synchronous machine excitation systems. The performance evaluation of these models is done using SIMULINK simulation software. The simulation results obtained using transient analysis show that the DC1A excitation system is more reliable and stable than AC4A excitation system.

Keywords: Excitation system, synchronous machines, AC and DC regulators.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3847

Authors: J. Mahanta, P.K. Das

Abstract:

A new class of fuzzy closed sets, namely fuzzy weakly closed set in a fuzzy topological space is introduced and it is established that this class of fuzzy closed sets lies between fuzzy closed sets and fuzzy generalized closed sets. Alongwith the study of fundamental results of such closed sets, we define and characterize fuzzy weakly compact space and fuzzy weakly closed space.

Keywords: Fuzzy weakly-closed set, fuzzy weakly-closed space, fuzzy weakly-compactness, MSC: 54A40, 54D30.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1746

Authors: Dalila Hamami, Baghdad Atmani

Abstract:

Modelling is a widely used tool to facilitate the evaluation of disease management. The interest of epidemiological models lies in their ability to explore hypothetical scenarios and provide decision makers with evidence to anticipate the consequences of disease incursion and impact of intervention strategies.

All models are, by nature, simplification of more complex systems. Models that involve diseases can be classified into different categories depending on how they treat the variability, time, space, and structure of the population. Approaches may be different from simple deterministic mathematical models, to complex stochastic simulations spatially explicit.

Thus, epidemiological modelling is now a necessity for epidemiological investigations, surveillance, testing hypotheses and generating follow-up activities necessary to perform complete and appropriate analysis.

The state of the art presented in the following, allows us to position itself to the most appropriate approaches in the epidemiological study.

Keywords: Bio-PEPA, Cellular automata, Epidemiological modelling, multi agent system, ordinary differential equations, PEPA, Process Algebra, Tuberculosis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2130

Authors: A. Daftari, W. Kudla

Abstract:

Liquefaction is a phenomenon in which the strength  and stiffness of a soil is reduced by earthquake shaking or other rapid  cyclic loading. Liquefaction and related phenomena have been  responsible for huge amounts of damage in historical earthquakes  around the world.  Modeling of soil behavior is the main step in soil liquefaction  prediction process. Nowadays, several constitutive models for sand  have been presented. Nevertheless, only some of them can satisfy this  mechanism. One of the most useful models in this term is  UBCSAND model. In this research, the capability of this model is  considered by using PLAXIS software. The real data of superstition  hills earthquake 1987 in the Imperial Valley was used. The results of  the simulation have shown resembling trend of the UBC3D-PLM  model. 

Keywords: Liquefaction, Plaxis, Pore-Water pressure, UBC3D-PLM.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7043

Authors: V.P.Subramanyam Rallabandi, S.K.Sett

Abstract:

An unsupervised classification algorithm is derived by modeling observed data as a mixture of several mutually exclusive classes that are each described by linear combinations of independent non-Gaussian densities. The algorithm estimates the data density in each class by using parametric nonlinear functions that fit to the non-Gaussian structure of the data. This improves classification accuracy compared with standard Gaussian mixture models. When applied to textures, the algorithm can learn basis functions for images that capture the statistically significant structure intrinsic in the images. We apply this technique to the problem of unsupervised texture classification and segmentation.

Keywords: Gaussian Mixture Model, Independent Component Analysis, Segmentation, Unsupervised Classification.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1563

Authors: S. H. Iranmanesh, L. Aliabadi, A. Mollajan

Abstract:

Integrated resilience engineering (IRE) is capable of returning banking systems to the normal state in extensive economic circumstances. In this study, information system of a large bank (with several branches) is assessed and optimized under severe economic conditions. Data envelopment analysis (DEA) models are employed to achieve the objective of this study. Nine IRE factors are considered to be the outputs, and a dummy variable is defined as the input of the DEA models. A standard questionnaire is designed and distributed among executive managers to be considered as the decision-making units (DMUs). Reliability and validity of the questionnaire is examined based on Cronbach's alpha and t-test. The most appropriate DEA model is determined based on average efficiency and normality test. It is shown that the proposed integrated design provides higher efficiency than the conventional RE design. Results of sensitivity and perturbation analysis indicate that self-organization, fault tolerance, and reporting culture respectively compose about 50 percent of total weight.

Keywords: Banking system, data envelopment analysis, DEA, integrated resilience engineering, IRE, performance evaluation, perturbation analysis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 799

Authors: Ali Raad Hassan

Abstract:

In this paper, an (irregular) case relating to base circle, root circle, and pressure angle has been discussed and a computer programme has been developed to simulate and plot spur gear tooth profile, including involute and trochoid curves based on the formulation of rack cutter using different values of pressure angle and profile shift factor and it gave the values of all important geometric parameters. The results showed the flexibility of this approach and versatility of the programme to draw many different cases of spur gear teeth of any module, pressure angle, profile shift factor, number of teeth and rack cutter tip radius. The procedure developed can be extended to produce finite element models of heretofore intractable geometrical forms, to exploring fabrication of nonstandard tooth forms also. Finite elements model of these irregular cases have been built using above programme, and modal analysis has been done using ANSYS software, and natural frequencies of these selected cases have been obtained and discussed.

Keywords: involute, trochoid, pressure angle, profile shift factor, natural frequency

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1345

Authors: Thomas I. Kounitis

Abstract:

The purpose of this paper is to investigate the influence of a number of variables on the conditional mean and conditional variance of credit spread changes. The empirical analysis in this paper is conducted within the context of bivariate GARCH-in- Mean models, using the so-called BEKK parameterization. We show that credit spread changes are determined by interest-rate and equityreturn variables, which is in line with theory as provided by the structural models of default. We also identify the credit spread change volatility as an important determinant of credit spread changes, and provide evidence on the transmission of volatility between the variables under study.

Keywords: Credit spread changes, GARCH-in-Mean models, structural framework, volatility transmission.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1621

Authors: A. Nuric, S. Nuric, L. Kricak, I. Lapandic, R. Husagic

Abstract:

This paper describes topic of computer simulation with regard to the ground movement above an underground mine. Simulation made with software package ADINA for nonlinear elastic-plastic analysis with finite elements method. The one of representative profiles from Mine 'Stara Jama' in Zenica has been investigated. A collection and selection of both geo-mechanical data and geometric parameters of the mine was necessary for performing these simulations. Results of estimation have been compared with measured values (vertical displacement of surface), and then simulation performed with assumed dynamic and dimensions of excavation, over a period of time. Results are presented with bitmaps and charts.

Keywords: Computer, finite element method, mine, nonlinear analysis, numerical modeling, simulation, subsidence.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2809

Authors: Petr Gurný

Abstract:

One of the most important tasks in the risk management is the correct determination of probability of default (PD) of particular financial subjects. In this paper a possibility of determination of financial institution’s PD according to the creditscoring models is discussed. The paper is divided into the two parts. The first part is devoted to the estimation of the three different models (based on the linear discriminant analysis, logit regression and probit regression) from the sample of almost three hundred US commercial banks. Afterwards these models are compared and verified on the control sample with the view to choose the best one. The second part of the paper is aimed at the application of the chosen model on the portfolio of three key Czech banks to estimate their present financial stability. However, it is not less important to be able to estimate the evolution of PD in the future. For this reason, the second task in this paper is to estimate the probability distribution of the future PD for the Czech banks. So, there are sampled randomly the values of particular indicators and estimated the PDs’ distribution, while it’s assumed that the indicators are distributed according to the multidimensional subordinated Lévy model (Variance Gamma model and Normal Inverse Gaussian model, particularly). Although the obtained results show that all banks are relatively healthy, there is still high chance that “a financial crisis” will occur, at least in terms of probability. This is indicated by estimation of the various quantiles in the estimated distributions. Finally, it should be noted that the applicability of the estimated model (with respect to the used data) is limited to the recessionary phase of the financial market.

Keywords: Credit-scoring Models, Multidimensional Subordinated Lévy Model, Probability of Default.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1897

Authors: Evgeny Pyshkin, Maxim Mozgovoy, Vladislav Volkov

Abstract:

The paper follows a discourse on computer-assisted language learning. We examine problems of foreign language teaching and learning and introduce a metamodel that can be used to define learning models of language grammar structures in order to support teacher/student interaction. Special attention is paid to the concept of a virtual language lab. Our approach to language education assumes to encourage learners to experiment with a language and to learn by discovering patterns of grammatically correct structures created and managed by a language expert.

Keywords: Computer-assisted instruction, Language learning, Natural language grammar models, HCI.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2157