Search results for: plant model

Authors: M. Sedighizadeh, A. Rezazadeh

Abstract:

In this paper a PID control strategy using neural network adaptive RASP1 wavelet for WECS-s control is proposed. It is based on single layer feedforward neural networks with hidden nodes of adaptive RASP1 wavelet functions controller and an infinite impulse response (IIR) recurrent structure. The IIR is combined by cascading to the network to provide double local structure resulting in improving speed of learning. This particular neuro PID controller assumes a certain model structure to approximately identify the system dynamics of the unknown plant (WECS-s) and generate the control signal. The results are applied to a typical turbine/generator pair, showing the feasibility of the proposed solution.

Keywords: Adaptive PID Control, RASP1 Wavelets, WindEnergy Conversion Systems.

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Authors: Gizelle K. Vianna, Gustavo S. Oliveira, Gabriel V. Cunha

Abstract:

The use of decision support systems in agriculture may help monitoring large fields of crops by automatically detecting the symptoms of foliage diseases. In our work, we designed and implemented a decision support system for small tomatoes producers. This work investigates ways to recognize the late blight disease from the analysis of digital images of tomatoes, using a pair of multilayer perceptron neural networks. The networks outputs are used to generate repainted tomato images in which the injuries on the plant are highlighted, and to calculate the damage level of each plant. Those levels are then used to construct a situation map of a farm where a cellular automata simulates the outbreak evolution over the fields. The simulator can test different pesticides actions, helping in the decision on when to start the spraying and in the analysis of losses and gains of each choice of action.

Keywords: Artificial neural networks, cellular automata, decision support system, pattern recognition.

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Authors: A. Mohajer, A. Noroozi, S. Norouzi

Abstract:

The bypass exhaust system of a 160 MW combined cycle has been modeled and analyzed using numerical simulation in 2D prospective. Analysis was carried out using the commercial numerical simulation software, FLUENT 6.2. All inputs were based on the technical data gathered from working conditions of a Siemens V94.2 gas turbine, installed in the Yazd power plant. This paper deals with reduction of pressure drop in bypass exhaust system using turning vanes mounted in diverter box in order to alleviate turbulent energy dissipation rate above diverter box. The geometry of such turning vanes has been optimized based on the flow pattern at diverter box inlet. The results show that the use of optimized turning vanes in diverter box can improve the flow pattern and eliminate vortices around sharp edges just before the silencer. Furthermore, this optimization could decrease the pressure drop in bypass exhaust system and leads to higher plant efficiency.

Keywords: Numerical simulation, Diverter box, Turning vanes, Exhaust system

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

Abstract:

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

Keywords: Divider, frequency, resonant model.

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Authors: M. Chomczyńska

Abstract:

The studies concerned an effect of six variants of ion exchange substrate (nutrient carriers with a different potential impact on pH of soil solution) on vegetation of orchard grass during two different periods (42 and 84 days). In the pot experiment plants were grown on sand (model of degraded soil) and six mixtures of sand and 2% (v/v) additions of particular variants of ion exchange substrate (with pH ranged from 5.5 to 8.0). The study results showed that the addition of the substrate at pH=6.5 caused the highest increase in plant yield after shorter vegetation period whereas the addition of the substrate at pH=5.5 increased dry stem and root biomass of orchard grass after longer vegetation period. Thus, the ion exchange substrate at pH=6.5 can be recommended for restoration of exhausted soils when shorter vegetation period is planned; the ion exchange substrate at pH=5.5 can be used for the same purpose when longer periods of vegetative growth are considered.

Keywords: ion exchanger, ion exchange substrate, soilrestoration

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Authors: S. Jakšić, B. Žmuk

Abstract:

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

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

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Authors: S. M. Mahbobur Rahman

Abstract:

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

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

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Authors: Hadi Adibi-Asl, Alireza Doosthosseini, Amir Taghavipour

Abstract:

This paper studies the design of an adaptive control strategy to tune an active steering system for better drivability and maneuverability. In the first step, adaptive control strategy is applied to estimate the uncertain parameters on-line (e.g. cornering stiffness), then the estimated parameters are fed into the pole placement controller to generate corrective feedback gain to improve the steering system dynamic’s characteristics. The simulations are evaluated for three types of road conditions (dry, wet, and icy), and the performance of the adaptive pole placement control (APPC) are compared with pole placement control (PPC) and a passive system. The results show that the APPC strategy significantly improves the yaw rate and side slip angle of a bicycle plant model.

Keywords: Adaptive control, active steering, pole placement, vehicle dynamics.

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Authors: Hirich A., Choukr-allah R., Jacobsen S-E., Hamdy A., El youssfi L., El Omari H.

Abstract:

An experiment was performed in the south of Morocco in order to evaluate the effect of deficit irrigation by treated wastewater on chickpea production. We applied six irrigation treatments on a local variety of chickpea by supplying alternatively 50 or 100% of ETm in a completely randomized design. We found a highly significant difference between treatments in terms of biomass production. Drought stress during the vegetative period showed highest yield with 6.5 t/ha which was more than the yield obtained for the control (4.9 t/ha). The optimal crop stage in which deficit irrigation can be applied is the vegetative growth stage, as the crop has a chance to develop its root system, to be able to cover the plant needs for water and nutrient supply during the rest of cycle, and non stress conditions during the flowering and seed filling stages allow the plant to optimize its photosynthesis and carbon translocation, therefore increase its productivity.

Keywords: chickpea, crop stages, drought stress, water productivity

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

Abstract:

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

Keywords: UPFC, Decoupled model, Load flow.

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Authors: Reza Davoodi, Jahangir Yadollahi Farsi, Roya Naseri

Abstract:

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

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

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Authors: Chengjie Wang, Li Yin, Chuanmin Wang

Abstract:

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

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

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

Abstract:

Flood wave propagation in river channel flow can be enunciated by nonlinear equations of motion for unsteady flow. It is difficult to find analytical solution of these non-linear equations. Hence, in this paper verification of the finite element model has been carried out against available numerical predictions and field data. The results of the model indicate a good matching with both Preissmann scheme and HEC-RAS model for a river reach of 29km at both sites (15km from upstream and at downstream end) for discharge hydrographs. It also has an agreeable comparison with the Preissemann scheme for the flow depth (stage) hydrographs. The proposed model has also been applying to forecast daily discharges at 400km downstream in the Indus River from Sukkur barrage of Sindh, Pakistan, which demonstrates accurate model predictions with observed the daily discharges. Hence, this model may be utilized for flood warnings in advance.

Keywords: Finite Element Method, Flood Forecasting, HEC-RAS, Indus river.

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Authors: Rahib Hidayat Abiyev

Abstract:

This paper presents the development of recurrent neural network based fuzzy inference system for identification and control of dynamic nonlinear plant. The structure and algorithms of fuzzy system based on recurrent neural network are described. To train unknown parameters of the system the supervised learning algorithm is used. As a result of learning, the rules of neuro-fuzzy system are formed. The neuro-fuzzy system is used for the identification and control of nonlinear dynamic plant. The simulation results of identification and control systems based on recurrent neuro-fuzzy network are compared with the simulation results of other neural systems. It is found that the recurrent neuro-fuzzy based system has better performance than the others.

Keywords: Fuzzy logic, neural network, neuro-fuzzy system, control system.

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

Abstract:

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

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

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Authors: Sheng-Shu Cheng, Fong-Jung Yu

Abstract:

C-control chart assumes that process nonconformities follow a Poisson distribution. In actuality, however, this Poisson distribution does not always occur. A process control for semiconductor based on a Poisson distribution always underestimates the true average amount of nonconformities and the process variance. Quality is described more accurately if a compound Poisson process is used for process control at this time. A cumulative sum (CUSUM) control chart is much better than a C control chart when a small shift will be detected. This study calculates one-sided CUSUM ARLs using a Markov chain approach to construct a CUSUM control chart with an underlying Poisson-Gamma compound distribution for the failure mechanism. Moreover, an actual data set from a wafer plant is used to demonstrate the operation of the proposed model. The results show that a CUSUM control chart realizes significantly better performance than EWMA.

Keywords: Nonconformities, Compound Poisson distribution, CUSUM control chart.

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Authors: A.R. Ismail, M. R. A. Rani, Z. K. M. Makhbul, M. J. M. Nor, M. N. A. Rahman

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The environmental factors such as temperature and relative humidity are very contribute to the effect of comfort, health, performance and worker productivity. To ensure an ergonomics work environment, it is possible to require a specific attention especially in industries. The aim of this study is to show the effect of temperature and relative humidity on worker productivity in automotive industry by taking a workstation in an automotive plant as the location to conduct the study. From the analysis of the data, there were relationship between temperature and relative humidity on worker productivity. Mathematical equation to represent the relationship between temperatures and relative humidity on the production rate is modelled. From the equation model, the production rate for the workstation can be predicted base on the value of temperature and relative humidity.

Keywords: WBGT, Relative Humidity, Comfort, Productivity.

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

Abstract:

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

Keywords: Emotion, Artificial Emotion, Visualizing, EmotionModel.

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Authors: Yanshuang Zhang, Byungho Jeong

Abstract:

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

Keywords: DEA, Super-efficiency, Time Lag.

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Authors: A. R. Tavakolpour-Saleh, A. R. Setoodeh, E. Ansari

Abstract:

This paper presents modeling and control of a highly nonlinear system including, non-interacting two spherical tanks using iterative learning control (ILC). Consequently, the objective of the paper is to control the liquid levels in the nonlinear tanks. First, a proportional-integral-derivative (PID) controller is applied to the plant model as a suitable benchmark for comparison. Then, dynamic responses of the control system corresponding to different step inputs are investigated. It is found that the conventional PID control is not able to fulfill the design criteria such as desired time constant. Consequently, an iterative learning controller is proposed to accurately control the coupled nonlinear tanks system. The simulation results clearly demonstrate the superiority of the presented ILC approach over the conventional PID controller to cope with the nonlinearities presented in the dynamic system.

Keywords: Iterative learning control, spherical tanks, nonlinear system.

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Authors: S. Rasekhinia, S. Aghanajafizadeh, K. Eslami

Abstract:

We studied the selection of nest sites by Persian ground Jay (Podoces pleskei), in a semi -desert central Iran. Habitat variables such as plant species number, height of plant species, vegetation percent and distance to water sources of nest sites were compared with randomly selected non- used sites. The results showed that the most important factors influencing nesting site selection were total vegetation percent and number of shrubs (Zgophyllum eurypterum and Atraphaxis spinosa). The mean vegetation percent of 20 area selected by Persian Ground Jay was (4.41+ 0.17), which was significantly larger than that of the non – selected area (2.08 + 0.06). The number of Zygophyllum eurypterum (1.13+ 0.01) and Atraphaxis spinosa (1.36+ 0.10) were also significantly higher compared with the control area (0.43+ 0.07) and (0.58+ 0.9) respectively.

Keywords: Persian Ground Jay, Habitat variables, Iran.

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Authors: Omid A. Zargar

Abstract:

Vibration analysis is the most important factor in preventive maintenance. Gas turbine vibration analysis is also one of the most challenging categories in most critical equipment monitoring systems. Utilities are heart of the process in big industrial plants like petrochemical zones. Vibration analysis methods and condition monitoring systems of this kind of equipment developed too much in recent years. On the other hand, too much operation condition consideration in this kind of equipment should be adjusted properly like inlet and outlet pressure and temperature for both turbine and compressor. In this paper the most important tools and hypothesis used for analyzing of gas turbine power plants discussed in details through a real case history related to an Alstom Typhoon gas turbine power plant in Iran oil industries. In addition, the basic principal of vibration behavior caused by mechanical unbalance in gas turbine rotor discussed in details.

Keywords: Vibration analysis, gas turbine, time wave form (TWF), fast Fourier transform (FFT), phase angle.

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Authors: Zare Aliabadi, Hassan, Mirzaei, Somaye

Abstract:

The use of amine mixtures employing methyldiethanolamine (MDEA), monoethanolamine (MEA), and diethanolamine (DEA) have been investigated for a variety of cases using a process simulation program called HYSYS. The results show that, at high pressures, amine mixtures have little or no advantage in the cases studied. As the pressure is lowered, it becomes more difficult for MDEA to meet residual gas requirements and mixtures can usually improve plant performance. Since the CO2 reaction rate with the primary and secondary amines is much faster than with MDEA, the addition of small amounts of primary or secondary amines to an MDEA based solution should greatly improve the overall reaction rate of CO2 with the amine solution. The addition of MEA caused the CO2 to be absorbed more strongly in the upper portion of the column than for MDEA along. On the other hand, raising the concentration for MEA to 11%wt, CO2 is almost completely absorbed in the lower portion of the column. The addition of MEA would be most advantageous. Thus, in areas where MDEA cannot meet the residual gas requirements, the use of amine mixtures can usually improve the plant performance.

Keywords: CO2, H2S, Methyldiethanolamine, Monoethanolamine

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Authors: Ejaz Ashraf, Raheel Babar, Muhammad Yaseen, Hafiz Khurram Shurjeel, Nosheen Fatima

Abstract:

Main purpose of this study was to assess adoption level of farmers for quinoa cultivation after they had been taught through training and visit extension approach. At this time of the 21^st century, population structure, climate change, food requirements and eating habits of people are changing rapidly. In this scenario, farmers must play their key role in sustainable crop development and production through adoption of new crops that may also be helpful to overcome the issue of food insecurity as well as reducing poverty in rural areas. Its cultivation in Pakistan is at the early stages and there is a need to raise awareness among farmers to grow quinoa crops. In the middle of the 2015, a training and visit extension approach was used to raise awareness and convince farmers to grow quinoa in the area. During training and visit extension program, 80 farmers were randomly selected for the training of quinoa cultivation. Later on, these farmers trained 60 more farmers living into their neighborhood. After six months, a survey was conducted with all 140 farmers to assess the impact of the training and visit program on adoption level of respondents for the quinoa crop. The survey instrument was developed with the help of literature review and other experts of the crop. Validity and reliability of the instrument were checked before complete data collection. The data were analyzed by using SPSS. Multiple regression analysis was used for interpretation of the results from the survey, which indicated that factors like information/ training, change in agronomic and plant protection practices play a key role in the adoption of quinoa cultivation by respondents. In addition, the model explains more than 50% of variation in the adoption level of respondents. It is concluded that farmers need timely information for improved knowledge of agronomic and plant protection practices to adopt cultivation of the quinoa crop in the area.

Keywords: Farmers, quinoa, adoption, contact, training and visit.

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Authors: Huynh Quyet Thang, Le Hai Quan

Abstract:

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

Keywords: interface agent, interaction model, user model.

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

Abstract:

Carrier scatterings in the inversion channel of MOSFET dominates the carrier mobility and hence drain current. This paper presents an analytical model of the subthreshold drain current incorporating the effective electron mobility model of the pocket implanted nano scale n-MOSFET. The model is developed by assuming two linear pocket profiles at the source and drain edges at the surface and by using the conventional drift-diffusion equation. Effective electron mobility model includes three scattering mechanisms, such as, Coulomb, phonon and surface roughness scatterings as well as ballistic phenomena in the pocket implanted n-MOSFET. The model is simulated for various pocket profile and device parameters as well as for various bias conditions. Simulation results show that the subthreshold drain current data matches the experimental data already published in the literature.

Keywords: Linear Pocket Profile, Pocket Implanted n-MOSFET, Subthreshold Drain Current and Effective Mobility Model.

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Authors: Ratchada Sopakayang, Gerhard A. Holzapfel

Abstract:

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

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

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Authors: Azita Behbahaninia, Seid Ahmad Mirbagheri

Abstract:

The use of sewage sludge and effluents from wastewater treatment plants for irrigation of agricultural lands is on the rise particularly in peri-urban areas of developing countries. The reuse of nutrients and organic matter in treated wastewater and sewage sludge via land application is a desirable goal. However, trace or heavy metals present in sludge pose the risk of human or phytotoxicity from land application. Long-term use of sewage sludge, heavy metals can accumulate to phytotoxic levels and results in reduced plants growth and/or enhanced metal concentrations in plants, which consumed by animals then enter the food chain. In this research, the amount of heavy metals was measured in plants irrigated with wastewater and sludge application. For this purpose, three pilots were made in a Shush treatment plant in south of Tehran. Three plants species, spinach, lettuce and radish were selected and planted in the pilots.First pilot was irrigated just with wastewater of treatment plant and second pilot was irrigated with wastewater and sludge application .Third pilot was irrigated with simulated heavy metals solution equal 50 years of irrigation. The results indicate that the average of amount of heavy metals Pb, Cd in three plant species in first pilot were lower than permissible limits .In second pilot, Cadmium accumulations are high in three species plants and more than the standard limits. Concentration of Cd , Pb have exceed their permitted limits in plants in third pilot . It was concluded that the use of wastewater and sludge application in agricultural lands enriched soils with heavy metals to concentrations that may pose potential environmental and health risks in the long-term.

Keywords: Soil, contaminate, heavy metals, wastewater, sludge, plants.

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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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