Search results for: analytical model

Authors: Karim Hamidi Machekposhti, Hossein Sedghi, Abdolrasoul Telvari, Hossein Babazadeh

Abstract:

Floods have huge environmental and economic impact. Therefore, flood prediction is given a lot of attention due to its importance. This study analysed the annual maximum streamflow (discharge) (AMS or AMD) of Karkheh River in Karkheh River Basin for flood predicting using ARIMA model. For this purpose, we use the Box-Jenkins approach, which contains four-stage method model identification, parameter estimation, diagnostic checking and forecasting (predicting). The main tool used in ARIMA modelling was the SAS and SPSS software. Model identification was done by visual inspection on the ACF and PACF. SAS software computed the model parameters using the ML, CLS and ULS methods. The diagnostic checking tests, AIC criterion, RACF graph and RPACF graphs, were used for selected model verification. In this study, the best ARIMA models for Annual Maximum Discharge (AMD) time series was (4,1,1) with their AIC value of 88.87. The RACF and RPACF showed residuals’ independence. To forecast AMD for 10 future years, this model showed the ability of the model to predict floods of the river under study in the Karkheh River Basin. Model accuracy was checked by comparing the predicted and observation series by using coefficient of determination (R²).

Keywords: Time series modelling, stochastic processes, ARIMA model, Karkheh River.

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

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

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

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Authors: S. H. Lim, T. Furukawa

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This paper presents a generalized form of the mechanistic deconvolution technique (GMD) to modeling image sensors applicable in various pan–tilt planes of view. The mechanistic deconvolution technique (UMD) is modified with the given angles of a pan–tilt plane of view to formulate constraint parameters and characterize distortion effects, and thereby, determine the corrected image data. This, as a result, does not require experimental setup or calibration. Due to the mechanistic nature of the sensor model, the necessity for the sensor image plane to be orthogonal to its z-axis is eliminated, and it reduces the dependency on image data. An experiment was constructed to evaluate the accuracy of a model created by GMD and its insensitivity to changes in sensor properties and in pan and tilt angles. This was compared with a pre-calibrated model and a model created by UMD using two sensors with different specifications. It achieved similar accuracy with one-seventh the number of iterations and attained lower mean error by a factor of 2.4 when compared to the pre-calibrated and UMD model respectively. The model has also shown itself to be robust and, in comparison to pre-calibrated and UMD model, improved the accuracy significantly.

Keywords: Image sensor modeling, mechanistic deconvolution, calibration, lens distortion

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Authors: Wei Lu

Abstract:

With the development of information technology in China, network consumption is becoming more and more popular. As a special group, college students have a high degree of education and distinct opinions and personalities. In the future, the key groups of network consumption have gradually become the focus groups of network consumption. Studying college students’ online consumption behavior has important theoretical significance and practical value. Based on the Stimulus-Organism-Response (SOR) driving model and the structural equation model, this paper establishes the influencing factors model of College students’ online consumption behavior, evaluates and amends the model by using SPSS and AMOS software, analyses and determines the positive factors of marketing college students’ consumption, and provides an effective basis for guiding and promoting college student consumption.

Keywords: College students, online consumption, stimulus-organism-response driving model, structural equation model.

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Authors: Shuimiao Wan, Chao Yuan, Baoguang Tian

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In this paper, a linear mixed model which has two random effects is broken up into two models. This thesis gets the parameter estimation of the original model and an estimation’s statistical qualities based on these two models. Then many important properties are given by comparing this estimation with other general estimations. At the same time, this paper proves the analysis of variance estimate (ANOVAE) about σ2 of the original model is equal to the least-squares estimation (LSE) about σ2 of these two models. Finally, it also proves that this estimation is better than ANOVAE under Stein function and special condition in some degree.

Keywords: Linear mixed model, Random effects, Parameter estimation, Stein function.

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Authors: Habibollah Javanmard

Abstract:

In order to reduce cost, increase quality, and for timely supplying production systems has considerably taken the advantages of supply chain management and these advantages are also competitive. Selection of appropriate supplier has an important role in improvement and efficiency of systems. The models of supplier selection which have already been used by researchers have considered selection one or more suppliers from potential suppliers but in this paper selecting one supplier as partner from one supplier that have minimum one period supplying to buyer is considered. This paper presents a conceptual model for partner selection and application of Degree of Adoptive (DOA) model for final selection. The attributes weight in this model is prepared through AHP model. After making the descriptive model, determining the attributes and measuring the parameters of the adaptive is examined in an auto industry of Iran(Zagross Khodro co.) and results are presented.

Keywords: Partnership, Degree of Adaptive, AHP, SupplyChain.

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Authors: J. Dutta, Narendranath S.

Abstract:

In this research article a comprehensive investigation has been carried out to determine the effect of thermal cycle on temperature dependent process parameters developed during gas tungsten arc (GTA) welding of high carbon (AISI 1090) steel butt joints. An experiment based thermal analysis has been performed to obtain the thermal history. We have focused on different thermophysical properties such as thermal conductivity, heat transfer coefficient and cooling rate. Angular torch model has been utilized to find out the surface heat flux and its variation along the fusion zone as well as along the longitudinal direction from fusion boundary. After welding and formation of weld pool, heat transfer coefficient varies rapidly in the vicinity of molten weld bead and heat affected zone. To evaluate the heat transfer coefficient near the fusion line and near the rear end of the plate (low temperature region), established correlation has been implemented and has been compared with empirical correlation which is noted as coupled convective and radiation heat transfer coefficient. Change in thermal conductivity has been visualized by analytical model of moving point heat source. Rate of cooling has been estimated by using 2-dimensional mathematical expression of cooling rate and it has shown good agreement with experimental temperature cycle. Thermophysical properties have been varied randomly within 0 -10s time span.

Keywords: Thermal history, Gas tungsten arc welding, Butt joint, High carbon steel.

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Authors: Joselito Medina Marin, Norberto Hernández Romero, Juan Carlos Seck Tuoh Mora, Erick S. Martinez Gomez

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The Flow Shop Scheduling Problem (FSSP) is a typical problem that is faced by production planning managers in Flexible Manufacturing Systems (FMS). This problem consists in finding the optimal scheduling to carry out a set of jobs, which are processed in a set of machines or shared resources. Moreover, all the jobs are processed in the same machine sequence. As in all the scheduling problems, the makespan can be obtained by drawing the Gantt chart according to the operations order, among other alternatives. On this way, an FMS presenting the FSSP can be modeled by Petri nets (PNs), which are a powerful tool that has been used to model and analyze discrete event systems. Then, the makespan can be obtained by simulating the PN through the token game animation and incidence matrix. In this work, we present an adaptive PN to obtain the makespan of FSSP by applying PN analytical tools.

Keywords: Flow-shop scheduling problem, makespan, Petri nets, state equation.

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Authors: Nidhi Sharma, V. K. Banga

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Nowadays, driving support systems, such as car navigation systems, are getting common, and they support drivers in several aspects. It is important for driving support systems to detect status of driver's consciousness. Particularly, detecting driver's drowsiness could prevent drivers from collisions caused by drowsy driving. In this paper, we discuss the various artificial detection methods for detecting driver's drowsiness processing technique. This system is based on facial images analysis for warning the driver of drowsiness or in attention to prevent traffic accidents.

Keywords: Neuro-Fuzzy Model, Halstead Model, Walston-FelixModel, Bailey-Basili Model, Doty Model, GA Based Model, GeneticAlgorithm.

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Authors: Pavol Molnar, Martin Dolinsky

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Paper deals with environmental metrics and assessment systems devoted to Small and Medium Sized Enterprises. Authors are presenting proposed assessment model which has an ability to discover current environmental strengths and weaknesses of Small and Middle Sized Enterprise. Suggested model has also an ambition to become a Sustainability Decision Tool. Model is able to identify "best environmental devision" in the company, and to quantify how this decision contributed into overall environmental improvement. Authors understand environmental improvements as environmental innovations (product, process and organizational). Suggested model is based on its own concept; however, authors are also utilizing already existing environmental assessment tools.

Keywords: Corporate Social Responsibility, (e)IMPACT model, Environmental metrics, , Small and Middle Sized Enterprises

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Authors: Mutuku Muvengei, John Kihiu

Abstract:

In this paper, a bond graph dynamic model for a valvecontrolled hydraulic cylinder has been developed. A simplified bond graph model of the inter-actuator interactions in a multi-cylinder hydraulic system has also been presented. The overall bond graph model of a valve-controlled hydraulic cylinder was developed by combining the bond graph sub-models of the pump, spool valve and the actuator using junction structures. Causality was then assigned in order to obtain a computational model which could be simulated. The causal bond graph model of the hydraulic cylinder was verified by comparing the open loop state responses to those of an ODE model which had been developed in literature based on the same assumptions. The results were found to correlate very well both in the shape of the curves, magnitude and the response times, thus indicating that the developed model represents the hydraulic dynamics of a valve-controlled cylinder. A simplified model for interactuator interaction was presented by connecting an effort source with constant pump pressure to the zero-junction from which the cylinders in a multi-cylinder system are supplied with a constant pressure from the pump. On simulating the state responses of the developed model under different situations of cylinder operations, indicated that such a simple model can be used to predict the inter-actuator interactions.

Keywords: Bond graphs, Inter-actuator interactions, Valvecontrolledhydraulic cylinder.

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Authors: N. Thongjub, B. Puangkird, V. Ngamaramvaranggul

Abstract:

The numerical simulation of the slip effect via vicoelastic fluid for 4:1 contraction problem is investigated with regard to kinematic behaviors of streamlines and stress tensor by models of the Navier-Stokes and Oldroyd-B equations. Twodimensional spatial reference system of incompressible creeping flow with and without slip velocity is determined and the finite element method of a semi-implicit Taylor-Galerkin pressure-correction is applied to compute the problem of this Cartesian coordinate system including the schemes of velocity gradient recovery method and the streamline-Upwind / Petrov-Galerkin procedure. The slip effect at channel wall is added to calculate after each time step in order to intend the alteration of flow path. The result of stress values and the vortices are reduced by the optimum slip coefficient of 0.1 with near the outcome of analytical solution.

Keywords: Slip effect, Oldroyd-B fluid, slip coefficient, time stepping method.

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Authors: Jin Y. Park, Jeong Wan Lee

Abstract:

An experimental and analytical research on shear buckling of a comparably large polymer composite I-section is presented. It is known that shear buckling load of a large span composite beam is difficult to determine experimentally. In order to sensitively detect shear buckling of the tested I-section, twenty strain rosettes and eight displacement sensors were applied and attached on the web and flange surfaces. The tested specimen was a pultruded composite beam made of vinylester resin, E-glass, carbon fibers and micro-fillers. Various coupon tests were performed before the shear buckling test to obtain fundamental material properties of the Isection. An asymmetric four-point bending loading scheme was utilized for the shear test. The loading scheme resulted in a high shear and almost zero moment condition at the center of the web panel. The shear buckling load was successfully determined after analyzing the obtained test data from strain rosettes and displacement sensors. An analytical approach was also performed to verify the experimental results and to support the discussed experimental program.

Keywords: Strain sensor, displacement sensor, shear buckling, polymer composite I-section, asymmetric loading.

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

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A well-defined frequency multiple dividing (FMD) circuit using a resonant model is presented in this research. The basic component of a frequency multiple divider as used in a resonant model is established by compositing a well-defined resonant effect of negative differential resistance (NDR) characteristics which possesses a wider operational region and high operational current at a bias voltage of about 1.15 V. The resonant model is then applied in the frequency dividing circuit with the above division ratio (R_D) of 200 at the signal input of middle frequency. The division ratio also exists at the input of a low frequency signal.

Keywords: Divider, frequency, resonant model.

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Authors: S. Jakšić, B. Žmuk

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The paper investigates the key factors of export dynamics for a set of Central and Southeast European (CSEE) countries in the context of current economic and financial crisis. In order to model the export dynamics a Global Vector Auto Regressive (GVAR) model is defined. As opposed to models which model each country separately, the GVAR combines all country models in a global model which enables obtaining important information on spillover effects in the context of globalisation and rising international linkages. The results of the study indicate that for most of the CSEE countries, exports are mainly driven by domestic shocks, both in the short run and in the long run. This study is the first application of the GVAR model to studying the export dynamics in the CSEE countries and therefore the results of the study present an important empirical contribution.

Keywords: Export, GFEVD, Global VAR, International trade, weak exogeneity.

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Authors: S. M. Mahbobur Rahman

Abstract:

Whole building energy simulation models are widely used for predicting future energy consumption, performance diagnosis and optimum control.  Black box building energy modeling approach has been heavily studied in the past decade. The thermal response of a building can also be modeled using a network of interconnected resistors (R) and capacitors (C) at each node called R-C network. In this study, a model building, Case 600, as described in the “Standard Method of Test for the Evaluation of Building Energy Analysis Computer Program”, ASHRAE standard 140, is studied along with a 3R2C thermal network model and the ASHRAE clear sky solar radiation model. Although building an energy model involves two important parts of building component i.e., the envelope and internal mass, the effect of building internal mass is not considered in this study. All the characteristic parameters of the building envelope are evaluated as on Case 600. Finally, monthly building energy consumption from the thermal network model is compared with a simple-box energy model within reasonable accuracy. From the results, 0.6-9.4% variation of monthly energy consumption is observed because of the south-facing windows.

Keywords: ASHRAE case study, clear sky solar radiation model, energy modeling, thermal network model.

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

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In order to evaluate the performance of a unified power flow controller (UPFC), mathematical models for steady state and dynamic analysis are to be developed. The steady state model is mainly concerned with the incorporation of the UPFC in load flow studies. Several load flow models for UPFC have been introduced in literature, and one of the most reliable models is the decoupled UPFC model. In spite of UPFC decoupled load flow model simplicity, it is more robust compared to other UPFC load flow models and it contains unique capabilities. Some shortcoming such as additional set of nonlinear equations are to be solved separately after the load flow solution is obtained. The aim of this study is to investigate the different control strategies that can be realized in the decoupled load flow model (individual control and combined control), and the impact of the location of the UPFC in the network on its control parameters.

Keywords: UPFC, Decoupled model, Load flow.

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Authors: Reza Davoodi, Jahangir Yadollahi Farsi, Roya Naseri

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In the way of growing and developing firms especially high-tech firms, on many occasions manager of firm is mainly involved in solving problems of his business and decision making about executive activities of the firm, while besides executive measures, attention to planning of firm's success and growth way and application of long experience and sagacity in designing business model are vital and necessary success in a business is achieved as a result of different factors, one of the most important of them is designing and performing an optimal business model at the beginning of the firm's work. This model is determining the limit of profitability achieved by innovation and gained value added. Therefore, business model is the process of connecting innovation environment and technology with economic environment and business and is important for succeeding modern businesses considering their traits.

Keywords: Business Model (BM), Nanotechnology, High- TechFirms.

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Authors: Chengjie Wang, Li Yin, Chuanmin Wang

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This paper presents a physics-based model for the high-voltage fast recovery diodes. The model provides a good trade-off between reverse recovery time and forward voltage drop realized through a combination of lifetime control and emitter efficiency reduction techniques. The minority carrier lifetime can be extracted from the reverse recovery transient response and forward characteristics. This paper also shows that decreasing the amount of the excess carriers stored in the drift region will result in softer characteristics which can be achieved using a lower doping level. The developed model is verified by experiment and the measurement data agrees well with the model.

Keywords: Emitter efficiency, lifetime control, P-i-N diode, physics-based model

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

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This paper presents a model for a modified T-junction device for microspheres generation. The numerical model is developed using a commercial software package: COMSOL Multiphysics. In order to test the accuracy of the numerical model, multiple variables, such as the flow rate of cross-flow, fluid properties, structure, and geometry of the microdevice are applied. The results from the model are compared with the experimental results in the diameter of the microsphere generated. The comparison shows a good agreement. Therefore the model is useful in further optimization of the device and feedback control of microsphere generation if any.

Keywords: CFD modeling, validation, microsphere generation, modified T-junction.

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Authors: Zeinab Sayed Abdel-Rehim

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A computational fluid dynamic (CFD-Fluent 6.2) for two-dimensional fluid flow is applied to predict the pressure drop and heat transfer characteristics of laminar and turbulent flow past staggered flat-tube bank. Effect of aspect ratio ((H/D)/(L/D)) on pressure drop, temperature, and velocity contour for laminar and turbulent flow over staggered flat-tube bank is studied. The theoretical results of the present models are compared with previously published experimental data of different authors. Satisfactory agreement is demonstrated. Also, the comparison between the present study and others analytical methods for the Re number with Nu number is done. The results show as the Reynolds number increases the maximum velocity in the passage between the upper and lower tubes increases. The comparisons show a fair agreement especially in the turbulent flow region. The good agreement of the data of this work with these recommended analytical methods validates the current study.

Keywords: Aspect ratio ((H/D)/(L/D)), CFD, fluid flow, heat transfer, staggered arrangement, tube bank, and turbulent flow.

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

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It is hard to express emotion through only speech when we watch a character in a movie or a play because we cannot estimate the size, kind, and quantity of emotion. So this paper proposes an artificial emotion model for visualizing current emotion with color and location in emotion model. The artificial emotion model is designed considering causality of generated emotion, difference of personality, difference of continual emotional stimulus, and co-relation of various emotions. This paper supposed the Emotion Field for visualizing current emotion with location, and current emotion is expressed by location and color in the Emotion Field. For visualizing changes within current emotion, the artificial emotion model is adjusted to characters in Hamlet.

Keywords: Emotion, Artificial Emotion, Visualizing, EmotionModel.

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Authors: P. G. Siddheshwar, T. N. Sakshath

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In the paper we make linear and non-linear stability analyses of Rayleigh-Bénard convection of a Newtonian nanoliquid in a rotating medium (called as Rayleigh-Bénard-Taylor convection). Rigid-rigid isothermal boundaries are considered for investigation. Khanafer-Vafai-Lightstone single phase model is used for studying instabilities in nanoliquids. Various thermophysical properties of nanoliquid are obtained using phenomenological laws and mixture theory. The eigen boundary value problem is solved for the Rayleigh number using an analytical method by considering trigonometric eigen functions. We observe that the critical nanoliquid Rayleigh number is less than that of the base liquid. Thus the onset of convection is advanced due to the addition of nanoparticles. So, increase in volume fraction leads to advanced onset and thereby increase in heat transport. The amplitudes of convective modes required for estimating the heat transport are determined analytically. The tri-modal standard Lorenz model is derived for the steady state assuming small scale convective motions. The effect of rotation on the onset of convection and on heat transport is investigated and depicted graphically. It is observed that the onset of convection is delayed due to rotation and hence leads to decrease in heat transport. Hence, rotation has a stabilizing effect on the system. This is due to the fact that the energy of the system is used to create the component V. We observe that the amount of heat transport is less in the case of rigid-rigid isothermal boundaries compared to free-free isothermal boundaries.

Keywords: Nanoliquid, rigid-rigid, rotation, single-phase.

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Authors: Yanshuang Zhang, Byungho Jeong

Abstract:

In many cases, there are some time lag between the consumption of inputs and the production of outputs. This time lag effect should be considered in evaluating the performance of organizations. Recently, a couple of DEA models were developed for considering time lag effect in efficiency evaluation of research activities. Multi-periods input(MpI) and Multi-periods output(MpO) models are integrate models to calculate simple efficiency considering time lag effect. However, these models can’t discriminate efficient DMUs because of the nature of basic DEA model in which efficiency scores are limited to ‘1’. That is, efficient DMUs can’t be discriminated because their efficiency scores are same. Thus, this paper suggests a super-efficiency model for efficiency evaluation under the consideration of time lag effect based on the MpO model. A case example using a long term research project is given to compare the suggested model with the MpO model.

Keywords: DEA, Super-efficiency, Time Lag.

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Authors: Imen Sfaihi, Noureddine Hamdi

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In this paper, we investigate the study of techniques for scheduling users for resource allocation in the case of multiple input and multiple output (MIMO) packet transmission systems. In these systems, transmit antennas are assigned to one user or dynamically to different users using spatial multiplexing. The allocation of all transmit antennas to one user cannot take full advantages of multi-user diversity. Therefore, we developed the case when resources are allocated dynamically. At each time slot users have to feed back their channel information on an uplink feedback channel. Channel information considered available in the schedulers is the zero forcing (ZF) post detection signal to interference plus noise ratio. Our analysis study concerns the round robin and the opportunistic schemes. In this paper, we present an overview and a complete capacity analysis of these schemes. The main results in our study are to give an analytical form of system capacity using the ZF receiver at the user terminal. Simulations have been carried out to validate all proposed analytical solutions and to compare the performance of these schemes.

Keywords: MIMO, scheduling, ZF receiver, spatial multiplexing, round robin scheduling, opportunistic.

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Authors: Huynh Quyet Thang, Le Hai Quan

Abstract:

Interaction Model plays an important role in Modelbased Intelligent Interface Agent Architecture for developing Intelligent User Interface. In this paper we are presenting some improvements in the algorithms for development interaction model of interface agent including: the action segmentation algorithm, the action pair selection algorithm, the final action pair selection algorithm, the interaction graph construction algorithm and the probability calculation algorithm. The analysis of the algorithms also presented. At the end of this paper, we introduce an experimental program called “Personal Transfer System".

Keywords: interface agent, interaction model, user model.

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Authors: Ratchada Sopakayang, Gerhard A. Holzapfel

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In this study, a new constitutive model is developed to describe the hyperelastic behavior of collagenous tissues with a parallel arrangement of collagen fibers such as ligaments and tendons. The model is formulated using a continuum approach incorporating the structural changes of the main tissue components: collagen fibers, proteoglycan-rich matrix and fiber-matrix interaction. The mechanical contribution of the interaction between the fibers and the matrix is simply expressed by a coupling term. The structural change of the collagen fibers is incorporated in the constitutive model to describe the activation of the fibers under tissue straining. Finally, the constitutive model can easily describe the stress-stretch nonlinearity which occurs when a ligament/tendon is axially stretched. This study shows that the interaction between the fibers and the matrix contributes to the mechanical tissue response. Therefore, the model may lead to a better understanding of the physiological mechanisms of ligaments and tendons under axial loading.

Keywords: Hyperelasticity, constitutive model, fiber-matrix interaction, ligament, tendon.

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

Abstract:

An adaptive Fuzzy Inference Perceptual model has been proposed for watermarking of digital images. The model depends on the human visual characteristics of image sub-regions in the frequency multi-resolution wavelet domain. In the proposed model, a multi-variable fuzzy based architecture has been designed to produce a perceptual membership degree for both candidate embedding sub-regions and strength watermark embedding factor. Different sizes of benchmark images with different sizes of watermarks have been applied on the model. Several experimental attacks have been applied such as JPEG compression, noises and rotation, to ensure the robustness of the scheme. In addition, the model has been compared with different watermarking schemes. The proposed model showed its robustness to attacks and at the same time achieved a high level of imperceptibility.

Keywords: Watermarking, The human visual system (HVS), Fuzzy Inference System (FIS), Local Binary Pattern (LBP), Discrete Wavelet Transform (DWT).

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

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The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.

Keywords: Generalized autoregressive score model, stock returns, time-varying.

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Authors: M. Y. Ismail, Arslan Kiyani

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Narrow bandwidth and high loss performance limits the use of reflectarray antennas in some applications. This article reports on the feasibility of employing strategic reflectarray resonant elements to characterize the reflectivity performance of reflectarrays in X-band frequency range. Strategic reflectarray resonant elements incorporating variable substrate thicknesses ranging from 0.016λ to 0.052λ have been analyzed in terms of reflection loss and reflection phase performance. The effect of substrate thickness has been validated by using waveguide scattering parameter technique. It has been demonstrated that as the substrate thickness is increased from 0.508mm to 1.57mm the measured reflection loss of dipole element decreased from 5.66dB to 3.70dB with increment in 10% bandwidth of 39MHz to 64MHz. Similarly the measured reflection loss of triangular loop element is decreased from 20.25dB to 7.02dB with an increment in 10% bandwidth of 12MHz to 23MHz. The results also show a significant decrease in the slope of reflection phase curve as well. A Figure of Merit (FoM) has also been defined for the comparison of static phase range of resonant elements under consideration. Moreover, a novel numerical model based on analytical equations has been established incorporating the material properties of dielectric substrate and electrical properties of different reflectarray resonant elements to obtain the progressive phase distribution for each individual reflectarray resonant element.

Keywords: Numerical model, Reflectarray resonant elements, Scattering parameter measurements, Variable substrate thickness.

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