Search results for: entropic parameter
1090 Effect of Birks Constant and Defocusing Parameter on Triple-to-Double Coincidence Ratio Parameter in Monte Carlo Simulation-GEANT4
Authors: F. Abubaker, F. Tortorici, M. Capogni, C. Sutera, V. Bellini
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This project concerns with the detection efficiency of the portable Triple-to-Double Coincidence Ratio (TDCR) at the National Institute of Metrology of Ionizing Radiation (INMRI-ENEA) which allows direct activity measurement and radionuclide standardization for pure-beta emitter or pure electron capture radionuclides. The dependency of the simulated detection efficiency of the TDCR, by using Monte Carlo simulation Geant4 code, on the Birks factor (kB) and defocusing parameter has been examined especially for low energy beta-emitter radionuclides such as 3H and 14C, for which this dependency is relevant. The results achieved in this analysis can be used for selecting the best kB factor and the defocusing parameter for computing theoretical TDCR parameter value. The theoretical results were compared with the available ones, measured by the ENEA TDCR portable detector, for some pure-beta emitter radionuclides. This analysis allowed to improve the knowledge of the characteristics of the ENEA TDCR detector that can be used as a traveling instrument for in-situ measurements with particular benefits in many applications in the field of nuclear medicine and in the nuclear energy industry.
Keywords: Birks constant, defocusing parameter, GEANT4 code, TDCR parameter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5231089 Two New Relative Efficiencies of Linear Weighted Regression
Authors: Shuimiao Wan, Chao Yuan, Baoguang Tian
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In statistics parameter theory, usually the parameter estimations have two kinds, one is the least-square estimation (LSE), and the other is the best linear unbiased estimation (BLUE). Due to the determining theorem of minimum variance unbiased estimator (MVUE), the parameter estimation of BLUE in linear model is most ideal. But since the calculations are complicated or the covariance is not given, people are hardly to get the solution. Therefore, people prefer to use LSE rather than BLUE. And this substitution will take some losses. To quantize the losses, many scholars have presented many kinds of different relative efficiencies in different views. For the linear weighted regression model, this paper discusses the relative efficiencies of LSE of β to BLUE of β. It also defines two new relative efficiencies and gives their lower bounds.Keywords: Linear weighted regression, Relative efficiency, Lower bound, Parameter estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21191088 A Novel Multiresolution based Optimization Scheme for Robust Affine Parameter Estimation
Authors: J.Dinesh Peter
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This paper describes a new method for affine parameter estimation between image sequences. Usually, the parameter estimation techniques can be done by least squares in a quadratic way. However, this technique can be sensitive to the presence of outliers. Therefore, parameter estimation techniques for various image processing applications are robust enough to withstand the influence of outliers. Progressively, some robust estimation functions demanding non-quadratic and perhaps non-convex potentials adopted from statistics literature have been used for solving these. Addressing the optimization of the error function in a factual framework for finding a global optimal solution, the minimization can begin with the convex estimator at the coarser level and gradually introduce nonconvexity i.e., from soft to hard redescending non-convex estimators when the iteration reaches finer level of multiresolution pyramid. Comparison has been made to find the performance of the results of proposed method with the results found individually using two different estimators.Keywords: Image Processing, Affine parameter estimation, Outliers, Robust Statistics, Robust M-estimators
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14541087 A Calibration Approach towards Reducing ASM2d Parameter Subsets in Phosphorus Removal Processes
Authors: N.Boontian
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A novel calibration approach that aims to reduce ASM2d parameter subsets and decrease the model complexity is presented. This approach does not require high computational demand and reduces the number of modeling parameters required to achieve the ASMs calibration by employing a sensitivity and iteration methodology. Parameter sensitivity is a crucial factor and the iteration methodology enables refinement of the simulation parameter values. When completing the iteration process, parameters values are determined in descending order of their sensitivities. The number of iterations required is equal to the number of model parameters of the parameter significance ranking. This approach was used for the ASM2d model to the evaluated EBPR phosphorus removal and it was successful. Results of the simulation provide calibration parameters. These included YPAO, YPO4, YPHA, qPHA, qPP, μPAO, bPAO, bPP, bPHA, KPS, YA, μAUT, bAUT, KO2 AUT, and KNH4 AUT. Those parameters were corresponding to the experimental data available.Keywords: ASM2d, calibration approach, iteration methodology, sensitivity, phosphorus removal
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24201086 Efficient Signal Detection Using QRD-M Based On Channel Condition in MIMO-OFDM System
Authors: Jae-Jeong Kim, Ki-Ro Kim, Hyoung-Kyu Song
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In this paper, we propose an efficient signal detector that switches M parameter of QRD-M detection scheme is proposed for MIMO-OFDM system. The proposed detection scheme calculates the threshold by 1-norm condition number and then switches M parameter of QRD-M detection scheme according to channel information. If channel condition is bad, the parameter M is set to high value to increase the accuracy of detection. If channel condition is good, the parameter M is set to low value to reduce complexity of detection. Therefore, the proposed detection scheme has better tradeoff between BER performance and complexity than the conventional detection scheme. The simulation result shows that the complexity of proposed detection scheme is lower than QRD-M detection scheme with similar BER performance.
Keywords: MIMO-OFDM, QRD-M, Channel condition.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20221085 Kernel’s Parameter Selection for Support Vector Domain Description
Authors: Mohamed EL Boujnouni, Mohamed Jedra, Noureddine Zahid
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Support Vector Domain Description (SVDD) is one of the best-known one-class support vector learning methods, in which one tries the strategy of using balls defined on the feature space in order to distinguish a set of normal data from all other possible abnormal objects. As all kernel-based learning algorithms its performance depends heavily on the proper choice of the kernel parameter. This paper proposes a new approach to select kernel's parameter based on maximizing the distance between both gravity centers of normal and abnormal classes, and at the same time minimizing the variance within each class. The performance of the proposed algorithm is evaluated on several benchmarks. The experimental results demonstrate the feasibility and the effectiveness of the presented method.
Keywords: Gravity centers, Kernel’s parameter, Support Vector Domain Description, Variance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18321084 Unsteady Natural Convection Heat and Mass Transfer of Non-Newtonian Casson Fluid along a Vertical Wavy Surface
Authors: A. Mahdy, Sameh E. Ahmed
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Detailed numerical calculations are illustrated in our investigation for unsteady natural convection heat and mass transfer of non-Newtonian Casson fluid along a vertical wavy surface. The surface of the plate is kept at a constant temperature and uniform concentration. To transform the complex wavy surface to a flat plate, a simple coordinate transformation is employed. The resulting partial differential equations are solved using the fully implicit finite difference method with SUR procedure. Flow and heat transfer characteristics are investigated for a wide range of values of the Casson parameter, the dimensionless time parameter, the buoyancy ratio and the amplitude-wavelength parameter. It is found that, the variations of the Casson parameter have significant effects on the fluid motion, heat and mass transfer. Also, the maximum and minimum values of the local Nusselt and Sherwood numbers increase by increase either the Casson parameter or the buoyancy ratio.Keywords: Casson fluid, wavy surface, mass transfer, transient analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9181083 Parameter Sensitivity Analysis of Artificial Neural Network for Predicting Water Turbidity
Authors: Chia-Ling Chang, Chung-Sheng Liao
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The present study focuses on the discussion over the parameter of Artificial Neural Network (ANN). Sensitivity analysis is applied to assess the effect of the parameters of ANN on the prediction of turbidity of raw water in the water treatment plant. The result shows that transfer function of hidden layer is a critical parameter of ANN. When the transfer function changes, the reliability of prediction of water turbidity is greatly different. Moreover, the estimated water turbidity is less sensitive to training times and learning velocity than the number of neurons in the hidden layer. Therefore, it is important to select an appropriate transfer function and suitable number of neurons in the hidden layer in the process of parameter training and validation.Keywords: Artificial Neural Network (ANN), sensitivity analysis, turbidity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28151082 Radiation Effects on the Unsteady MHD Free Convection Flow Past in an Infinite Vertical Plate with Heat Source
Authors: Tusharkanta Das, Tumbanath Samantara, Sukanta Kumar Sahoo
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Unsteady effects of MHD free convection flow past in an infinite vertical plate with heat source in presence of radiation with reference to all critical parameters that appear in field equations are studied in this paper. The governing equations are developed by usual Boussinesq’s approximation. The problem is solved by using perturbation technique. The results are obtained for velocity, temperature, Nusselt number and skin-friction. The effects of magnetic parameter, prandtl number, Grashof number, permeability parameter, heat source/sink parameter and radiation parameter are discussed on flow characteristics and shown by means of graphs and tables.
Keywords: Heat transfer, radiation, MHD, free convection, porous medium, suction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8801081 Affine Projection Adaptive Filter with Variable Regularization
Authors: Young-Seok Choi
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We propose two affine projection algorithms (APA) with variable regularization parameter. The proposed algorithms dynamically update the regularization parameter that is fixed in the conventional regularized APA (R-APA) using a gradient descent based approach. By introducing the normalized gradient, the proposed algorithms give birth to an efficient and a robust update scheme for the regularization parameter. Through experiments we demonstrate that the proposed algorithms outperform conventional R-APA in terms of the convergence rate and the misadjustment error.Keywords: Affine projection, regularization, gradient descent, system identification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16131080 Comparison of the Parameter using ECG with Bisepctrum Parameter using EEG during General Anesthesia
Authors: Seong-wan Baik, Soo-young Ye, Byeong-cheol Choi, Gye-rok Jeon
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The measurement of anesthetic depth is necessary in anesthesiology. NN10 is very simple method among the RR intervals analysis methods. NN10 parameter means the numbers of above the 10 ms intervals of the normal to normal RR intervals. Bispectrum analysis is defined as 2D FFT. EEG signal reflected the non-linear peristalsis phenomena according to the change brain function. After analyzing the bispectrum of the 2 dimension, the most significant power spectrum density peaks appeared abundantly at the specific area in awakening and anesthesia state. These points are utilized to create the new index since many peaks appeared at the specific area in the frequency coordinate. The measured range of an index was 0-100. An index is 20-50 at an anesthesia, while the index is 90-60 at the awake. In this paper, the relation between NN10 parameter using ECG and bisepctrum index using EEG is observed to estimate the depth of anesthesia during anesthesia and then we estimated the utility of the anesthetic.Keywords: Anesthesia, Bispectrum index, ECG, EEG
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15751079 An Estimating Parameter of the Mean in Normal Distribution by Maximum Likelihood, Bayes, and Markov Chain Monte Carlo Methods
Authors: Autcha Araveeporn
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This paper is to compare the parameter estimation of the mean in normal distribution by Maximum Likelihood (ML), Bayes, and Markov Chain Monte Carlo (MCMC) methods. The ML estimator is estimated by the average of data, the Bayes method is considered from the prior distribution to estimate Bayes estimator, and MCMC estimator is approximated by Gibbs sampling from posterior distribution. These methods are also to estimate a parameter then the hypothesis testing is used to check a robustness of the estimators. Data are simulated from normal distribution with the true parameter of mean 2, and variance 4, 9, and 16 when the sample sizes is set as 10, 20, 30, and 50. From the results, it can be seen that the estimation of MLE, and MCMC are perceivably different from the true parameter when the sample size is 10 and 20 with variance 16. Furthermore, the Bayes estimator is estimated from the prior distribution when mean is 1, and variance is 12 which showed the significant difference in mean with variance 9 at the sample size 10 and 20.
Keywords: Bayes method, Markov Chain Monte Carlo method, Maximum Likelihood method, normal distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14361078 Effects of Level Densities and Those of a-Parameter in the Framework of Preequilibrium Model for 63,65Cu(n,xp) Reactions in Neutrons at 9 to 15 MeV
Authors: L. Yettou
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In this study, the calculations of proton emission spectra produced by 63Cu(n,xp) and 65Cu(n,xp) reactions are used in the framework of preequilibrium models using the EMPIRE code and TALYS code. Exciton Model predidtions combined with the Kalbach angular distribution systematics and the Hybrid Monte Carlo Simulation (HMS) were used. The effects of levels densities and those of a-parameter have been investigated for our calculations. The comparison with experimental data shows clear improvement over the Exciton Model and HMS calculations.
Keywords: Preequilibrium models, level density, level density a-parameter, 63Cu(n, xp) and 65Cu(n, xp) reactions.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5221077 Conjugate Heat transfer over an Unsteady Stretching Sheet Mixed Convection with Magnetic Effect
Authors: Kai-Long Hsiao
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A conjugate heat transfer for steady two-dimensional mixed convection with magnetic hydrodynamic (MHD) flow of an incompressible quiescent fluid over an unsteady thermal forming stretching sheet has been studied. A parameter, M, which is used to represent the dominance of the magnetic effect has been presented in governing equations. The similar transformation and an implicit finite-difference method have been used to analyze the present problem. The numerical solutions of the flow velocity distributions, temperature profiles, the wall unknown values of f''(0) and '(θ (0) for calculating the heat transfer of the similar boundary-layer flow are carried out as functions of the unsteadiness parameter (S), the Prandtl number (Pr), the space-dependent parameter (A) and temperature-dependent parameter (B) for heat source/sink and the magnetic parameter (M). The effects of these parameters have also discussed. At the results, it will produce greater heat transfer effect with a larger Pr and M, S, A, B will reduce heat transfer effects. At last, conjugate heat transfer for the free convection with a larger G has a good heat transfer effect better than a smaller G=0.Keywords: Finite-difference method, Conjugate heat transfer, Unsteady Stretching Sheet, MHD, Mixed convection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15841076 Web Application to Profiling Scientific Institutions through Citation Mining
Authors: Hector D. Cortes, Jesus A. del Rio, Esther O. Garcia, Miguel Robles
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Recently the use of data mining to scientific bibliographic data bases has been implemented to analyze the pathways of the knowledge or the core scientific relevances of a laureated novel or a country. This specific case of data mining has been named citation mining, and it is the integration of citation bibliometrics and text mining. In this paper we present an improved WEB implementation of statistical physics algorithms to perform the text mining component of citation mining. In particular we use an entropic like distance between the compression of text as an indicator of the similarity between them. Finally, we have included the recently proposed index h to characterize the scientific production. We have used this web implementation to identify users, applications and impact of the Mexican scientific institutions located in the State of Morelos.
Keywords: Citation Mining, Text Mining, Science Impact
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17561075 Unsteady Poiseuille Flow of an Incompressible Elastico-Viscous Fluid in a Tube of Spherical Cross Section on a Porous Boundary
Authors: Sanjay Baburao Kulkarni
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Exact solution of an unsteady flow of elastico-viscous fluid through a porous media in a tube of spherical cross section under the influence of constant pressure gradient has been obtained in this paper. Initially, the flow is generated by a constant pressure gradient. After attaining the steady state, the pressure gradient is suddenly withdrawn and the resulting fluid motion in a tube of spherical cross section by taking into account of the porosity factor of the bounding surface is investigated. The problem is solved in twostages the first stage is a steady motion in tube under the influence of a constant pressure gradient, the second stage concern with an unsteady motion. The problem is solved employing separation of variables technique. The results are expressed in terms of a nondimensional porosity parameter (K) and elastico-viscosity parameter (β), which depends on the Non-Newtonian coefficient. The flow parameters are found to be identical with that of Newtonian case as elastic-viscosity parameter tends to zero and porosity tends to infinity. It is seen that the effect of elastico-viscosity parameter, porosity parameter of the bounding surface has significant effect on the velocity parameter.
Keywords: Elastico-viscous fluid, Porous media, Second order fluids, Spherical cross-section.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21161074 Homotopy Analysis Method for Hydromagnetic Plane and Axisymmetric Stagnation-point Flow with Velocity Slip
Authors: Jing Zhu, Liancun Zheng, Xinxin Zhang
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This work is focused on the steady boundary layer flow near the forward stagnation point of plane and axisymmetric bodies towards a stretching sheet. The no slip condition on the solid boundary is replaced by the partial slip condition. The analytical solutions for the velocity distributions are obtained for the various values of the ratio of free stream velocity and stretching velocity, slip parameter, the suction and injection velocity parameter, magnetic parameter and dimensionality index parameter in the series forms with the help of homotopy analysis method (HAM). Convergence of the series is explicitly discussed. Results show that the flow and the skin friction coefficient depend heavily on the velocity slip factor. In addition, the effects of all the parameters mentioned above were more pronounced for plane flows than for axisymmetric flows.Keywords: slip flow, axisymmetric flow, homotopy analysismethod, stagnation-point.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17021073 Unsteady Flow of an Incompressible Elastico-Viscous Fluid of Second order Type in Tube of Ellipsoidal Cross Section on a Porous Boundary
Authors: Sanjay Baburao Kulkarni
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Exact solution of an unsteady flow of elastico-viscous fluid through a porous media in a tube of ellipsoidal cross section under the influence of constant pressure gradient has been obtained in this paper. Initially, the flow is generated by a constant pressure gradient. After attaining the steady state, the pressure gradient is suddenly withdrawn and the resulting fluid motion in a tube of ellipsoidal cross section by taking into account of the porosity factor of the bounding surface is investigated. The problem is solved in twostages the first stage is a steady motion in tube under the influence of a constant pressure gradient, the second stage concern with an unsteady motion. The problem is solved employing separation of variables technique. The results are expressed in terms of a nondimensional porosity parameter (K) and elastico-viscosity parameter (β), which depends on the Non-Newtonian coefficient. The flow parameters are found to be identical with that of Newtonian case as elastic-viscosity parameter tends to zero and porosity tends to infinity. It is seen that the effect of elastico-viscosity parameter and the porosity parameter of the bounding surface has significant effect on the velocity parameter.
Keywords: Elastico-viscous fluid, Ellipsoidal cross-section, Porous media, Second order fluids.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16931072 PID Parameter Optimization of an UAV Longitudinal Flight Control System
Authors: Kamran Turkoglu, Ugur Ozdemir, Melike Nikbay, Elbrous M. Jafarov
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In this paper, an automatic control system design based on Integral Squared Error (ISE) parameter optimization technique has been implemented on longitudinal flight dynamics of an UAV. It has been aimed to minimize the error function between the reference signal and the output of the plant. In the following parts, objective function has been defined with respect to error dynamics. An unconstrained optimization problem has been solved analytically by using necessary and sufficient conditions of optimality, optimum PID parameters have been obtained and implemented in control system dynamics.Keywords: Optimum Design, KKT Conditions, UAV, Longitudinal Flight Dynamics, ISE Parameter Optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 37471071 Characterization of the In0.53Ga0.47As n+nn+ Photodetectors
Authors: Fatima Zohra Mahi, Luca Varani
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We present an analytical model for the calculation of the sensitivity, the spectral current noise and the detective parameter for an optically illuminated In0.53Ga0.47As n+nn+ diode. The photocurrent due to the excess carrier is obtained by solving the continuity equation. Moreover, the current noise level is evaluated at room temperature and under a constant voltage applied between the diode terminals. The analytical calculation of the current noise in the n+nn+ structure is developed by considering the free carries fluctuations. The responsivity and the detection parameter are discussed as functions of the doping concentrations and the emitter layer thickness in one-dimensional homogeneous n+nn+ structure.
Keywords: Responsivity, detection parameter, photo-detectors, continuity equation, current noise.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20621070 Parameter Estimation of Diode Circuit Using Extended Kalman Filter
Authors: Amit Kumar Gautam, Sudipta Majumdar
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This paper presents parameter estimation of a single-phase rectifier using extended Kalman filter (EKF). The state space model has been obtained using Kirchhoff’s current law (KCL) and Kirchhoff’s voltage law (KVL). The capacitor voltage and diode current of the circuit have been estimated using EKF. Simulation results validate the better accuracy of the proposed method as compared to the least mean square method (LMS). Further, EKF has the advantage that it can be used for nonlinear systems.Keywords: Extended Kalman filter, parameter estimation, single phase rectifier, state space modelling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9061069 Composite Programming for Electric Passenger Car Selection in Multiple Criteria Decision Making
Authors: C. Ardil
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This paper discusses the use of the composite programming method to identify the optimum electric passenger automobile in multiple criteria decision making. With the composite programming approach, a set of alternatives are compared using an optimality measure that gauges how far apart they are from the optimum solution. In this paper, some key factors (range, battery, engine, maximum speed, acceleration) that customers should consider while purchasing an electric passenger car for daily use are discussed. A numerical illustration is provided to demonstrate the validity and applicability of the proximity measure approach
Keywords: electric passenger car selection, multiple criteria decision making, proximity measure method, composite programming, entropic weight method
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3321068 Stochastic Modeling for Parameters of Modified Car-Following Model in Area-Based Traffic Flow
Authors: N. C. Sarkar, A. Bhaskar, Z. Zheng
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The driving behavior in area-based (i.e., non-lane based) traffic is induced by the presence of other individuals in the choice space from the driver’s visual perception area. The driving behavior of a subject vehicle is constrained by the potential leaders and leaders are frequently changed over time. This paper is to determine a stochastic model for a parameter of modified intelligent driver model (MIDM) in area-based traffic (as in developing countries). The parametric and non-parametric distributions are presented to fit the parameters of MIDM. The goodness of fit for each parameter is measured in two different ways such as graphically and statistically. The quantile-quantile (Q-Q) plot is used for a graphical representation of a theoretical distribution to model a parameter and the Kolmogorov-Smirnov (K-S) test is used for a statistical measure of fitness for a parameter with a theoretical distribution. The distributions are performed on a set of estimated parameters of MIDM. The parameters are estimated on the real vehicle trajectory data from India. The fitness of each parameter with a stochastic model is well represented. The results support the applicability of the proposed modeling for parameters of MIDM in area-based traffic flow simulation.
Keywords: Area-based traffic, car-following model, micro-simulation, stochastic modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7741067 Application of Generalized Autoregressive Score Model to Stock Returns
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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10351066 Model Based Monitoring Using Integrated Data Validation, Simulation and Parameter Estimation
Authors: Reza Hayati, Maryam Sadi, Saeid Shokri, Mehdi Ahmadi Marvast, Saeid Hassan Boroojerdi, Amin Hamzavi Abedi
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Efficient and safe plant operation can only be achieved if the operators are able to monitor all key process parameters. Instrumentation is used to measure many process variables, like temperatures, pressures, flow rates, compositions or other product properties. Therefore Performance monitoring is a suitable tool for operators. In this paper, we integrate rigorous simulation model, data reconciliation and parameter estimation to monitor process equipments and determine key performance indicator (KPI) of them. The applied method here has been implemented in two case studies.Keywords: Data Reconciliation, Measurement, Optimization, Parameter Estimation, Performance Monitoring.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20891065 A Tuning Method for Microwave Filter via Complex Neural Network and Improved Space Mapping
Authors: Shengbiao Wu, Weihua Cao, Min Wu, Can Liu
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This paper presents an intelligent tuning method of microwave filter based on complex neural network and improved space mapping. The tuning process consists of two stages: the initial tuning and the fine tuning. At the beginning of the tuning, the return loss of the filter is transferred to the passband via the error of phase. During the fine tuning, the phase shift caused by the transmission line and the higher order mode is removed by the curve fitting. Then, an Cauchy method based on the admittance parameter (Y-parameter) is used to extract the coupling matrix. The influence of the resonant cavity loss is eliminated during the parameter extraction process. By using processed data pairs (the amount of screw variation and the variation of the coupling matrix), a tuning model is established by the complex neural network. In view of the improved space mapping algorithm, the mapping relationship between the actual model and the ideal model is established, and the amplitude and direction of the tuning is constantly updated. Finally, the tuning experiment of the eight order coaxial cavity filter shows that the proposed method has a good effect in tuning time and tuning precision.Keywords: Microwave filter, scattering parameter (s-parameter), coupling matrix, intelligent tuning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13181064 Modeling Non-Darcy Natural Convection Flow of a Micropolar Dusty Fluid with Convective Boundary Condition
Authors: F. M. Hady, A. Mahdy, R. A. Mohamed, Omima A. Abo Zaid
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A numerical approach of the effectiveness of numerous parameters on magnetohydrodynamic (MHD) natural convection heat and mass transfer problem of a dusty micropolar fluid in a non-Darcy porous regime is prepared in the current paper. In addition, a convective boundary condition is scrutinized into the micropolar dusty fluid model. The governing boundary layer equations are converted utilizing similarity transformations to a system of dimensionless equations to be convenient for numerical treatment. The resulting equations for fluid phase and dust phases of momentum, angular momentum, energy, and concentration with the appropriate boundary conditions are solved numerically applying the Runge-Kutta method of fourth-order. In accordance with the numerical study, it is obtained that the magnitude of the velocity of both fluid phase and particle phase reduces with an increasing magnetic parameter, the mass concentration of the dust particles, and Forchheimer number. While rises due to an increment in convective parameter and Darcy number. Also, the results refer that high values of the magnetic parameter, convective parameter, and Forchheimer number support the temperature distributions. However, deterioration occurs as the mass concentration of the dust particles and Darcy number increases. The angular velocity behavior is described by progress when studying the effect of the magnetic parameter and microrotation parameter.Keywords: Micropolar dusty fluid, convective heating, natural convection, MHD, porous media.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9421063 A Generalized Approach for State Analysis and Parameter Estimation of Bilinear Systems using Haar Connection Coefficients
Authors: Monika Garg, Lillie Dewan
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Three novel and significant contributions are made in this paper Firstly, non-recursive formulation of Haar connection coefficients, pioneered by the present authors is presented, which can be computed very efficiently and avoid stack and memory overflows. Secondly, the generalized approach for state analysis of singular bilinear time-invariant (TI) and time-varying (TV) systems is presented; vis-˜a-vis diversified and complex works reported by different authors. Thirdly, a generalized approach for parameter estimation of bilinear TI and TV systems is also proposed. The unified framework of the proposed method is very significant in that the digital hardware once-designed can be used to perform the complex tasks of state analysis and parameter estimation of different types of bilinear systems single-handedly. The simplicity, effectiveness and generalized nature of the proposed method is established by applying it to different types of bilinear systems for the two tasks.Keywords: Bilinear Systems, Haar Wavelet, Haar ConnectionCoefficients, Parameter Estimation, Singular Bilinear Systems, StateAnalysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15791062 Numerical Solution of Steady Magnetohydrodynamic Boundary Layer Flow Due to Gyrotactic Microorganism for Williamson Nanofluid over Stretched Surface in the Presence of Exponential Internal Heat Generation
Authors: M. A. Talha, M. Osman Gani, M. Ferdows
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This paper focuses on the study of two dimensional magnetohydrodynamic (MHD) steady incompressible viscous Williamson nanofluid with exponential internal heat generation containing gyrotactic microorganism over a stretching sheet. The governing equations and auxiliary conditions are reduced to a set of non-linear coupled differential equations with the appropriate boundary conditions using similarity transformation. The transformed equations are solved numerically through spectral relaxation method. The influences of various parameters such as Williamson parameter γ, power constant λ, Prandtl number Pr, magnetic field parameter M, Peclet number Pe, Lewis number Le, Bioconvection Lewis number Lb, Brownian motion parameter Nb, thermophoresis parameter Nt, and bioconvection constant σ are studied to obtain the momentum, heat, mass and microorganism distributions. Moment, heat, mass and gyrotactic microorganism profiles are explored through graphs and tables. We computed the heat transfer rate, mass flux rate and the density number of the motile microorganism near the surface. Our numerical results are in better agreement in comparison with existing calculations. The Residual error of our obtained solutions is determined in order to see the convergence rate against iteration. Faster convergence is achieved when internal heat generation is absent. The effect of magnetic parameter M decreases the momentum boundary layer thickness but increases the thermal boundary layer thickness. It is apparent that bioconvection Lewis number and bioconvection parameter has a pronounced effect on microorganism boundary. Increasing brownian motion parameter and Lewis number decreases the thermal boundary layer. Furthermore, magnetic field parameter and thermophoresis parameter has an induced effect on concentration profiles.
Keywords: Convection flow, internal heat generation, similarity, spectral method, numerical analysis, Williamson nanofluid.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9711061 Bifurcation Analysis of a Delayed Predator-prey Fishery Model with Prey Reserve in Frequency Domain
Authors: Changjin Xu
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In this paper, applying frequency domain approach, a delayed predator-prey fishery model with prey reserve is investigated. By choosing the delay τ as a bifurcation parameter, It is found that Hopf bifurcation occurs as the bifurcation parameter τ passes a sequence of critical values. That is, a family of periodic solutions bifurcate from the equilibrium when the bifurcation parameter exceeds a critical value. The length of delay which preserves the stability of the positive equilibrium is calculated. Some numerical simulations are included to justify the theoretical analysis results. Finally, main conclusions are given.
Keywords: Predator-prey model, stability, Hopf bifurcation, frequency domain, Nyquist criterion.
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