Search results for: maturity model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7446

Search results for: maturity model

6786 Evolutionary Algorithm Based Centralized Congestion Management for Multilateral Transactions

Authors: T. Mathumathi, S. Ganesh, R. Gunabalan

Abstract:

This work presents an approach for AC load flow based centralized model for congestion management in the forward markets. In this model, transaction maximizes its profit under the limits of transmission line capacities allocated by Independent System Operator (ISO). The voltage and reactive power impact of the system are also incorporated in this model. Genetic algorithm is used to solve centralized congestion management problem for multilateral transactions. Results obtained for centralized model using genetic algorithm is compared with Sequential Quadratic Programming (SQP) technique. The statistical performances of various algorithms such as best, worst, mean and standard deviations of social welfare are given. Simulation results clearly demonstrate the better performance of genetic algorithm over SQP.

Keywords: Congestion management, Genetic algorithm, Sequential quadratic programming.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1727
6785 Practical Simulation Model of Floating-Gate MOS Transistor in Sub 100nm Technologies

Authors: Zina Saheb, Ezz El-Masry

Abstract:

As the Silicon oxide scaled down in MOSFET technology to few nanometers, gate Direct Tunneling (DT) in Floating gate (FGMOSFET) devices has become a major concern for analog designers. FGMOSFET has been used in many low-voltage and low-power applications, however, there is no accurate model that account for DT gate leakage in nano-scale. This paper studied and analyzed different simulation models for FGMOSFET using TSMC 90-nm technology. The simulation results for FGMOSFET cascade current mirror shows the impact of DT on circuit performance in terms of current and voltage without the need for fabrication. This works shows the significance of using an accurate model for FGMOSFET in nan-scale technologies.

Keywords: CMOS transistor, direct-tunneling current, floatinggate, gate-leakage current, simulation model.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2962
6784 A Comparison between Heterogeneous and Homogeneous Gas Flow Model in Slurry Bubble Column Reactor for Direct Synthesis of DME

Authors: Sadegh Papari, Mohammad Kazemeini, Moslem Fattahi

Abstract:

In the present study, a heterogeneous and homogeneous gas flow dispersion model for simulation and optimisation of a large-scale catalytic slurry reactor for the direct synthesis of dimethyl ether (DME) from syngas and CO2, using a churn-turbulent regime was developed. In the heterogeneous gas flow model the gas phase was distributed into two bubble phases: small and large, however in the homogeneous one, the gas phase was distributed into only one large bubble phase. The results indicated that the heterogeneous gas flow model was in more agreement with experimental pilot plant data than the homogeneous one.

Keywords: Modelling, Slurry bubble column, Dimethyl ether synthesis, Homogeneous gas flow, Heterogeneous gas flow

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2142
6783 Model of Controled Six Phase Induction Motor

Authors: R. Rinkeviciene, B. Kundrotas, S. Lisauskas

Abstract:

In this paper, the authors take a look at advantages of multiphase induction motors comparing them with three phase ones and present the applications where six-phase induction motors are used. They elaborate the mathematical model of six-phase induction motor with two similar stator three phase winding, shifted by 30 degrees in space and three phase winding in rotor, in synchronous reference frame for soft starting and scalar control. The authors simulate and discuss results of speed and torque starting transients.

Keywords: Model, scalar control, six-phase induction motor.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3084
6782 Knowledge Relationship Model among User in Virtual Community

Authors: Fariba Haghbin, Othman Bin Ibrahim, Mohammad Reza Attarzadeh Niaki

Abstract:

With the development of virtual communities, there is an increase in the number of members in Virtual Communities (VCs). Many join VCs with the objective of sharing their knowledge and seeking knowledge from others. Despite the eagerness of sharing knowledge and receiving knowledge through VCs, there is no standard of assessing ones knowledge sharing capabilities and prospects of knowledge sharing. This paper developed a vector space model to assess the knowledge sharing prospect of VC users.

Keywords: Knowledge sharing network, Virtual community, knowledge relationship, Vector Space Model.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1312
6781 Comparison of Fundamental Frequency Model and PWM Based Model of UPFC

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

Abstract:

Among all FACTS devices, the unified power flow controller (UPFC) is considered to be the most versatile device. This is due to its capability to control all the transmission system parameters (impedance, voltage magnitude, and phase angle). With the growing interest in UPFC, the attention to develop a mathematical model has increased. Several models were introduced for UPFC in literature for different type of studies in power systems. In this paper a novel comparison study between two dynamic models of UPFC with their proposed control strategies.

Keywords: FACTS, UPFC, Dynamic Modeling, PWM, Fundamental Frequency.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2197
6780 Parameter Estimation using Maximum Likelihood Method from Flight Data at High Angles of Attack

Authors: Rakesh Kumar, A. K. Ghosh

Abstract:

The paper presents the modeling of nonlinear longitudinal aerodynamics using flight data of Hansa-3 aircraft at high angles of attack near stall. The Kirchhoff-s quasi-steady stall model has been used to incorporate nonlinear aerodynamic effects in the aerodynamic model used to estimate the parameters, thereby, making the aerodynamic model nonlinear. The Maximum Likelihood method has been applied to the flight data (at high angles of attack) for the estimation of parameters (aerodynamic and stall characteristics) using the nonlinear aerodynamic model. To improve the accuracy level of the estimates, an approach of fixing the strong parameters has also been presented.

Keywords: Maximum Likelihood, nonlinear, parameters, stall.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2189
6779 Effects of Dual Inoculation of Azotobacter and Mycorrhiza with Nitrogen and Phosphorus Fertilizer Rates on Grain Yield and Some of Characteristics of Spring Safflower

Authors: M.Mirzakhani, M.R.Ardakani , A.Aeene Band , A.H. Shirani Rad, F.Rejali

Abstract:

In order to evaluate the Effects of dual inoculation of Azotobacter and Mycorrhiza with Nitrogen and Phosphorus levels on yield and yield components of spring safflower, this study was carried out in field of Farahan university in Markazi province in 2007. A factorial in a randomized complete block design with three replications was used inoculation of Azotobacter (with inoculation and without inoculation) and Mycorrhiza (with inoculation and without inoculation ) with Nitrogen and Phosphorus levels [F0= N0+ P0 (kg.ha-1), F1= N50+ P25(kg.ha-1), F2= N100+ P50(kg.ha-1) and F3= N150+ P75 (kg.ha-1)] on spring safflower (cultivar IL-111). In this study characteristics such as: Harvest index, Hectolitre weight, Root dry weight, Seed yield, Mycorrhizal Colonization Root, Number of days to maturity were assessed. Results indicated that treatment (A0M1F3) with grain yield (1556 kg.ha-1) and treatment (A0M1F0) with grain yield (918 kg.ha-1) were significantly superior to the other treatments and according to calculated, inoculation seeds in plantig date with Azotobacter and Mycorrhiza to cause increase grain yield about 5/38 percentage. we can by inoculation safflower seeds with Azotobacter and Mycorrhiza too easily at the time sowing date. The purpose of this research, study and evaluation the role of biological fixation N and P, to provide for feeds plants.

Keywords: Spring safflower, grain yield, inoculation, Azotobacter and Mycorrhiza.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1829
6778 Stability Bound of Ruin Probability in a Reduced Two-Dimensional Risk Model

Authors: Zina Benouaret, Djamil Aissani

Abstract:

In this work, we introduce the qualitative and quantitative concept of the strong stability method in the risk process modeling two lines of business of the same insurance company or an insurance and re-insurance companies that divide between them both claims and premiums with a certain proportion. The approach proposed is based on the identification of the ruin probability associate to the model considered, with a stationary distribution of a Markov random process called a reversed process. Our objective, after clarifying the condition and the perturbation domain of parameters, is to obtain the stability inequality of the ruin probability which is applied to estimate the approximation error of a model with disturbance parameters by the considered model. In the stability bound obtained, all constants are explicitly written.

Keywords: Markov chain, risk models, ruin probabilities, strong stability analysis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 847
6777 Development of Gas Chromatography Model: Propylene Concentration Using Neural Network

Authors: Areej Babiker Idris Babiker, Rosdiazli Ibrahim

Abstract:

Gas chromatography (GC) is the most widely used technique in analytical chemistry. However, GC has high initial cost and requires frequent maintenance. This paper examines the feasibility and potential of using a neural network model as an alternative whenever GC is unvailable. It can also be part of system verification on the performance of GC for preventive maintenance activities. It shows the performance of MultiLayer Perceptron (MLP) with Backpropagation structure. Results demonstrate that neural network model when trained using this structure provides an adequate result and is suitable for this purpose. cm.

Keywords: Analyzer, Levenberg-Marquardt, Gas chromatography, Neural network

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1741
6776 Bayesian Network Model for Students- Laboratory Work Performance Assessment: An Empirical Investigation of the Optimal Construction Approach

Authors: Ifeyinwa E. Achumba, Djamel Azzi, Rinat Khusainov

Abstract:

There are three approaches to complete Bayesian Network (BN) model construction: total expert-centred, total datacentred, and semi data-centred. These three approaches constitute the basis of the empirical investigation undertaken and reported in this paper. The objective is to determine, amongst these three approaches, which is the optimal approach for the construction of a BN-based model for the performance assessment of students- laboratory work in a virtual electronic laboratory environment. BN models were constructed using all three approaches, with respect to the focus domain, and compared using a set of optimality criteria. In addition, the impact of the size and source of the training, on the performance of total data-centred and semi data-centred models was investigated. The results of the investigation provide additional insight for BN model constructors and contribute to literature providing supportive evidence for the conceptual feasibility and efficiency of structure and parameter learning from data. In addition, the results highlight other interesting themes.

Keywords: Bayesian networks, model construction, parameterlearning, structure learning, performance index, model comparison.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1701
6775 The Use of Chlorophyll Meter Readings for the Selection of Maize Inbred Lines under Drought Stress

Authors: F. Gekas, C. Pankou, I. Mylonas, E. Ninou, E. Sinapidou, A. Lithourgidis, F. Papathanasiou, J. –K. Petrevska, F. Papadopoulou, P. Zouliamis, G. Tsaprounis, I. Tokatlidis, C. Dordas

Abstract:

The present study aimed to investigate whether chlorophyll meter readings (SPAD) can be used as criterion of singleplant selection in maize breeding. Experimentation was performed at the ultra-low density of 0.74 plants/m2 in order the potential yield per plant to be fully expressed. R-31 honeycomb experiments were conducted in three different areas in Greece (Thessaloniki, Giannitsa and Florina) using 30 inbred lines at well-watered and water-stressed conditions during the 2012 growing season. The chlorophyll meter readings had higher rates at dry conditions, except location of Giannitsa where differences were not significant. Genotypes of highest chlorophyll meter readings were consistent across areas, emphasizing on the character’s stability. A positive correlation between the chlorophyll meter readings and grain yield was strengthening over time and culminated at the physiological maturity stage. There was a clear sign that the chlorophyll meter readings has the potential to be used for the selection of stress-adaptive genotypes and may permit modern maize to be grown at wider range of environments addressing the climate change scenarios.

Keywords: Drought-prone environments, honeycomb breeding, SPAD, Zea mays.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2813
6774 Applying Theory of Perceived Risk and Technology Acceptance Model in the Online Shopping Channel

Authors: Yong-Hui Li, Jing-Wen Huang

Abstract:

As the advancement of technology, online shopping channel develops rapidly in recent years. According to the report of Taiwan Network Information Center, there are almost eighty percents of internet population shopping in online channel. Synthesizing insights from the previous research, this study develops the conceptual model to integrate Theory of Perceived Risk (TPR) and Technology Acceptance Model (TAM) to apply in online shopping. Using data collected from 637 respondents from online survey website, we use structural equation modeling to test measurement and structural models. The results suggest the need for consideration of perceived risk as an antecedent in the Technology Acceptance Model. The limitations and implications are discussed.

Keywords: perceived risk, perceived usefulness, perceived ease of use, behavioral intention, actual purchase behavior

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6354
6773 Comparison of Stochastic Point Process Models of Rainfall in Singapore

Authors: Y. Lu, X. S. Qin

Abstract:

Extensive rainfall disaggregation approaches have been developed and applied in climate change impact studies such as flood risk assessment and urban storm water management.In this study, five rainfall models that were capable ofdisaggregating daily rainfall data into hourly one were investigated for the rainfall record in theChangi Airport, Singapore. The objectives of this study were (i) to study the temporal characteristics of hourly rainfall in Singapore, and (ii) to evaluate the performance of variousdisaggregation models. The used models included: (i) Rectangular pulse Poisson model (RPPM), (ii) Bartlett-Lewis Rectangular pulse model (BLRPM), (iii) Bartlett-Lewis model with 2 cell types (BL2C), (iv) Bartlett-Lewis Rectangular with cell depth distribution dependent on duration (BLRD), and (v) Neyman-Scott Rectangular pulse model (NSRPM). All of these models werefitted using hourly rainfall data ranging from 1980 to 2005 (which was obtained from Changimeteorological station).The study results indicated that the weight scheme of inversely proportional variance could deliver more accurateoutputs for fitting rainfall patterns in tropical areas, and BLRPM performedrelatively better than other disaggregation models.

Keywords: Rainfall disaggregation, statistical properties, poisson processed, Bartlett-Lewis model, Neyman-Scott model.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2258
6772 Miller’s Model for Developing Critical Thinking Skill of Pre-Service Teachers at Suan Sunandha Rajabhat University

Authors: Suttipong Boonphadung, Thassanant Unnanantn

Abstract:

This research focused on comparing the critical thinking of the teacher students before and after using Miller’s Model learning activities and investigating their opinions. The sampling groups were (1) fourth year 33 student teachers majoring in Early Childhood Education and enrolling in semester 1 of academic year 2013 (2) third year 28 student teachers majoring in English and enrolling in semester 2 of academic year 2013 and (3) third year 22 student teachers majoring in Thai and enrolling in semester 2 of academic year 2013. The research instruments were (1) lesson plans where the learning activities were settled based on Miller’s Model (2) critical thinking assessment criteria and (3) a questionnaire on opinions towards Miller’s Model based learning activities. The statistical treatment was mean, deviation, different scores and T-test. The result unfolded that (1) the critical thinking of the students after the assigned activities was better than before and (2) the students’ opinions towards the critical thinking improvement activities based on Miller’s Model ranged from the level of high to highest.

Keywords: Critical thinking, Miller’s model, Opinions.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2047
6771 Existence and Uniqueness of Periodic Solution for a Discrete-time SIR Epidemic Model with Time Delays and Impulses

Authors: Ling Liu, Yuan Ye

Abstract:

In this paper, a discrete-time SIR epidemic model with nonlinear incidence rate, time delays and impulses is investigated. Sufficient conditions for the existence and uniqueness of periodic solutions are obtained by using contraction theorem and inequality techniques. An example is employed to illustrate our results.

Keywords: Discrete-time SIR epidemic model, time delay, nonlinear incidence rate, impulse.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1623
6770 Periodicity for a Food Chain Model with Functional Responses on Time Scales

Authors: Kejun Zhuang

Abstract:

With the help of coincidence degree theory, sufficient conditions for existence of periodic solutions for a food chain model with functional responses on time scales are established.

Keywords: time scales, food chain model, coincidence degree, periodic solutions.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1680
6769 Determinants of Students- Intentions to Use a Mobile Messaging Service in Educational Institutions: a Theoretical Model

Authors: Boonlert Watjatrakul

Abstract:

Mobile marketing through mobile messaging service has highly impressive growth as it enables e-business firms to communicate with their customers effectively. Educational institutions hence start using this service to enhance communication with their students. Previous studies, however, have limited understanding of applying mobile messaging service in education. This study proposes a theoretical model to understand the drivers of students- intentions to use the university-s mobile messaging service. The model indicates that social influence, perceived control and attitudes affect students- intention to use the university-s mobile messaging service. It also provides five antecedents of students- attitudes–perceived utility (information utility, entertainment utility, and social utility), innovativeness, information seeking, transaction specificity (content specificity, sender specificity, and time specificity) and privacy concern. The proposed model enables universities to understand what students concern about the use of a mobile messaging service in universities and handle the service more effectively. The paper discusses the model development and concludes with limitations and implications of the proposed model.

Keywords: education, intention, mobile marketing, mobile messaging.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1661
6768 The Non-Uniqueness of Partial Differential Equations Options Price Valuation Formula for Heston Stochastic Volatility Model

Authors: H. D. Ibrahim, H. C. Chinwenyi, T. Danjuma

Abstract:

An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.

Keywords: Option price valuation, Partial Differential Equations, Black-Scholes PDEs, Ito process.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 473
6767 SystemC Modeling of Adaptive Least Mean Square Filter

Authors: Kyu Han Kim, Soon Kyu Kwon, Heung Sun Yoon, Jong Tae Kim

Abstract:

In this paper, we demonstrate the adaptive least-mean-square (LMS) filter modeling using SystemC. SystemC is a modeling language that allows designer to model both hardware and software component and makes it possible to design from high level system of abstraction to low level system of abstraction. We produced five adaptive least-mean-square filter models that are classed as five abstraction levels using SystemC proceeding from the abstract model to the more concrete model.

Keywords: Adaptive Filter, Least-Mean-Square Algorithm, SystemC, Transversal Fir Filter.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2506
6766 Analysis of Design Structuring and Performance of CPW Fed UWB Antenna in Presence of Human Arm Model

Authors: Narbada Prasad Gupta, Mithilesh Kumar

Abstract:

A compact Ultra Wide Band (UWB) antenna with coplanar waveguide feed has been designed and results are verified in this paper. The antenna has been designed on FR4 substrate with dielectric constant (εr) of 4.4 and dimensions of 32mm x 26mm x 0.8mm. The presented antenna shows return loss characteristics in the band of 3.1 to 10.6 GHz as prescribed by FCC, USA. Parametric studies have been done and results thus obtained have been presented. Simulated results have been verified on Rohde & Swartz VNA. The measured results are in good agreement with simulated results which make the presented antenna suitable to be used for wearable applications. Performance analysis of antenna has also been shown in the presence of three layered Human Arm model. Results obtained in presence of Human Arm model has been compared with that in free space.

Keywords: CPW feed, Human Arm model, UWB, wearable antenna.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1476
6765 Optimum Neural Network Architecture for Precipitation Prediction of Myanmar

Authors: Khaing Win Mar, Thinn Thu Naing

Abstract:

Nowadays, precipitation prediction is required for proper planning and management of water resources. Prediction with neural network models has received increasing interest in various research and application domains. However, it is difficult to determine the best neural network architecture for prediction since it is not immediately obvious how many input or hidden nodes are used in the model. In this paper, neural network model is used as a forecasting tool. The major aim is to evaluate a suitable neural network model for monthly precipitation mapping of Myanmar. Using 3-layerd neural network models, 100 cases are tested by changing the number of input and hidden nodes from 1 to 10 nodes, respectively, and only one outputnode used. The optimum model with the suitable number of nodes is selected in accordance with the minimum forecast error. In measuring network performance using Root Mean Square Error (RMSE), experimental results significantly show that 3 inputs-10 hiddens-1 output architecture model gives the best prediction result for monthly precipitation in Myanmar.

Keywords: Precipitation prediction, monthly precipitation, neural network models, Myanmar.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1718
6764 Predicting Depth of Penetration in Abrasive Waterjet Cutting of Polycrystalline Ceramics

Authors: S. Srinivas, N. Ramesh Babu

Abstract:

This paper presents a model to predict the depth of penetration in polycrystalline ceramic material cut by abrasive waterjet. The proposed model considered the interaction of cylindrical jet with target material in upper region and neglected the role of threshold velocity in lower region. The results predicted with the proposed model are validated with the experimental results obtained with Silicon Carbide (SiC) blocks.

Keywords: Abrasive waterjet cutting, analytical modeling, ceramics, microcutting and intergranular cracking.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1250
6763 Dynamic Modeling and Simulation of Heavy Paraffin Dehydrogenation Reactor for Selective Olefin Production in Linear Alkyl Benzene Production Plant

Authors: G. Zahedi, H. Yaghoobi

Abstract:

Modeling of a heterogeneous industrial fixed bed reactor for selective dehydrogenation of heavy paraffin with Pt-Sn- Al2O3 catalyst has been the subject of current study. By applying mass balance, momentum balance for appropriate element of reactor and using pressure drop, rate and deactivation equations, a detailed model of the reactor has been obtained. Mass balance equations have been written for five different components. In order to estimate reactor production by the passage of time, the reactor model which is a set of partial differential equations, ordinary differential equations and algebraic equations has been solved numerically. Paraffins, olefins, dienes, aromatics and hydrogen mole percent as a function of time and reactor radius have been found by numerical solution of the model. Results of model have been compared with industrial reactor data at different operation times. The comparison successfully confirms validity of proposed model.

Keywords: Dehydrogenation, fixed bed reactor, modeling, linear alkyl benzene.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2997
6762 A New Categorization of Image Quality Metrics Based On a Model of Human Quality Perception

Authors: Maria Grazia Albanesi, Riccardo Amadeo

Abstract:

This study presents a new model of the human image quality assessment process: the aim is to highlightthe foundations of the image quality metrics proposed in literature, by identifyingthe cognitive/physiological or mathematical principles of their development and the relation with the actual human quality assessment process. The model allows to createa novel categorization of objective and subjective image quality metrics. Our work includes an overview of the most used or effectiveobjective metrics in literature, and, for each of them, we underline its main characteristics, with reference to the rationale of the proposed model and categorization. From the results of this operation, we underline a problem that affects all the presented metrics: the fact that many aspects of human biasesare not taken in account at all. We then propose a possible methodology to address this issue.

Keywords: Eye-Tracking, image quality assessment metric, MOS, quality of user experience, visual perception.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2423
6761 Constructing a Fuzzy Net Present Value Method to Evaluating the BOT Sport Facilities

Authors: Huei-Fu Lu

Abstract:

This paper is to develop a fuzzy net present value (FNPV) method by taking vague cash flow and imprecise required rate of return into account for evaluating the value of the Build-Operate-Transfer (BOT) sport facilities. In order to clearly manifest a more realistic capital budgeting model based on the classical net present value (NPV) method, some uncertain financial elements in NPV formula will be fuzzified as triangular fuzzy numbers. Through the conscientious manipulation of fuzzy set theory, we will find that the proposed FNPV model is a more explicit extension of classical (crisp) model and could be more practicable for the financial managers to capture the essence of capital budgeting of sport facilities than non-fuzzy model.

Keywords: Fuzzy sets; Capital budgeting, Sport facility, Net present value (NPV), Build-Operate-Transfer (BOT) scheme

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2005
6760 Adaptive Neuro-Fuzzy Inference System for Financial Trading using Intraday Seasonality Observation Model

Authors: A. Kablan

Abstract:

The prediction of financial time series is a very complicated process. If the efficient market hypothesis holds, then the predictability of most financial time series would be a rather controversial issue, due to the fact that the current price contains already all available information in the market. This paper extends the Adaptive Neuro Fuzzy Inference System for High Frequency Trading which is an expert system that is capable of using fuzzy reasoning combined with the pattern recognition capability of neural networks to be used in financial forecasting and trading in high frequency. However, in order to eliminate unnecessary input in the training phase a new event based volatility model was proposed. Taking volatility and the scaling laws of financial time series into consideration has brought about the development of the Intraday Seasonality Observation Model. This new model allows the observation of specific events and seasonalities in data and subsequently removes any unnecessary data. This new event based volatility model provides the ANFIS system with more accurate input and has increased the overall performance of the system.

Keywords: Adaptive Neuro-fuzzy Inference system, High Frequency Trading, Intraday Seasonality Observation Model.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3365
6759 Investigating the Effects of Thermal and Surface Energy on the Two-Dimensional Flow Characteristics of Oil in Water Mixture between Two Parallel Plates: A Lattice Boltzmann Method Study

Authors: W. Hasan, H. Farhat

Abstract:

A hybrid quasi-steady thermal lattice Boltzmann model was used to study the combined effects of temperature and contact angle on the movement of slugs and droplets of oil in water (O/W) system flowing between two parallel plates. The model static contact angle due to the deposition of the O/W droplet on a flat surface with simulated hydrophilic characteristic at different fluid temperatures, matched very well the proposed theoretical calculation. Furthermore, the model was used to simulate the dynamic behavior of droplets and slugs deposited on the domain’s upper and lower surfaces, while subjected to parabolic flow conditions. The model accurately simulated the contact angle hysteresis for the dynamic droplets cases. It was also shown that at elevated temperatures the required power to transport the mixture diminished remarkably.

Keywords: Lattice Boltzmann method, Gunstensen model, thermal, contact angle, high viscosity ratio.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 857
6758 Properties and Approximation Distribution Reductions in Multigranulation Rough Set Model

Authors: Properties, Approximation Distribution Reductions in Multigranulation Rough Set Model

Abstract:

Some properties of approximation sets are studied in multi-granulation optimist model in rough set theory using maximal compatible classes. The relationships between or among lower and upper approximations in single and multiple granulation are compared and discussed. Through designing Boolean functions and discernibility matrices in incomplete information systems, the lower and upper approximation sets and reduction in multi-granulation environments can be found. By using examples, the correctness of computation approach is consolidated. The related conclusions obtained are suitable for further investigating in multiple granulation RSM.

Keywords: Incomplete information system, maximal compatible class, multi-granulation rough set model, reduction.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 831
6757 A Hybrid Particle Swarm Optimization-Nelder- Mead Algorithm (PSO-NM) for Nelson-Siegel- Svensson Calibration

Authors: Sofia Ayouche, Rachid Ellaia, Rajae Aboulaich

Abstract:

Today, insurers may use the yield curve as an indicator evaluation of the profit or the performance of their portfolios; therefore, they modeled it by one class of model that has the ability to fit and forecast the future term structure of interest rates. This class of model is the Nelson-Siegel-Svensson model. Unfortunately, many authors have reported a lot of difficulties when they want to calibrate the model because the optimization problem is not convex and has multiple local optima. In this context, we implement a hybrid Particle Swarm optimization and Nelder Mead algorithm in order to minimize by least squares method, the difference between the zero-coupon curve and the NSS curve.

Keywords: Optimization, zero-coupon curve, Nelson-Siegel- Svensson, Particle Swarm Optimization, Nelder-Mead Algorithm.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1458