Search results for: adaptive method
7875 A New Verified Method for Solving Nonlinear Equations
Authors: Taher Lotfi , Parisa Bakhtiari , Katayoun Mahdiani , Mehdi Salimi
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In this paper, verified extension of the Ostrowski method which calculates the enclosure solutions of a given nonlinear equation is introduced. Also, error analysis and convergence will be discussed. Some implemented examples with INTLAB are also included to illustrate the validity and applicability of the scheme.
Keywords: Iinterval analysis, nonlinear equations, Ostrowski method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14987874 Seven step Adams Type Block Method With Continuous Coefficient For Periodic Ordinary Differential Equation
Authors: Olusheye Akinfenwa
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We consider the development of an eight order Adam-s type method, with A-stability property discussed by expressing them as a one-step method in higher dimension. This makes it suitable for solving variety of initial-value problems. The main method and additional methods are obtained from the same continuous scheme derived via interpolation and collocation procedures. The methods are then applied in block form as simultaneous numerical integrators over non-overlapping intervals. Numerical results obtained using the proposed block form reveals that it is highly competitive with existing methods in the literature.Keywords: Block Adam's type Method; Periodic Ordinary Differential Equation; Stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15697873 Numerical Solution of Infinite Boundary Integral Equation by Using Galerkin Method with Laguerre Polynomials
Authors: N. M. A. Nik Long, Z. K. Eshkuvatov, M. Yaghobifar, M. Hasan
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In this paper the exact solution of infinite boundary integral equation (IBIE) of the second kind with degenerate kernel is presented. Moreover Galerkin method with Laguerre polynomial is applied to get the approximate solution of IBIE. Numerical examples are given to show the validity of the method presented.
Keywords: Approximation, Galerkin method, Integral equations, Laguerre polynomial.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21727872 A Meshfree Solution of Tow-Dimensional Potential Flow Problems
Authors: I. V. Singh, A. Singh
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In this paper, mesh-free element free Galerkin (EFG) method is extended to solve two-dimensional potential flow problems. Two ideal fluid flow problems (i.e. flow over a rigid cylinder and flow over a sphere) have been formulated using variational approach. Penalty and Lagrange multiplier techniques have been utilized for the enforcement of essential boundary conditions. Four point Gauss quadrature have been used for the integration on two-dimensional domain (Ω) and nodal integration scheme has been used to enforce the essential boundary conditions on the edges (┌). The results obtained by EFG method are compared with those obtained by finite element method. The effects of scaling and penalty parameters on EFG results have also been discussed in detail.
Keywords: Meshless, EFG method, potential flow, Lagrange multiplier method, penalty method, penalty parameter and scaling parameter
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14877871 Hybrid Coding for Animated Polygonal Meshes
Authors: Jinghua Zhang, Charles B. Owen, Jinsheng Xu
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A new hybrid coding method for compressing animated polygonal meshes is presented. This paper assumes the simplistic representation of the geometric data: a temporal sequence of polygonal meshes for each discrete frame of the animated sequence. The method utilizes a delta coding and an octree-based method. In this hybrid method, both the octree approach and the delta coding approach are applied to each single frame in the animation sequence in parallel. The approach that generates the smaller encoded file size is chosen to encode the current frame. Given the same quality requirement, the hybrid coding method can achieve much higher compression ratio than the octree-only method or the delta-only method. The hybrid approach can represent 3D animated sequences with higher compression factors while maintaining reasonable quality. It is easy to implement and have a low cost encoding process and a fast decoding process, which make it a better choice for real time application.Keywords: animated polygonal meshes, compression, deltacoding, octree.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14597870 Linear Elasticity Problems Solved by Using the Fictitious Domain Method and Total - FETI Domain Decomposition
Authors: Lukas Mocek, Alexandros Markopoulos
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The main goal of this paper is to show a possibility, how to solve numerically elliptic boundary value problems arising in 2D linear elasticity by using the fictitious domain method (FDM) and the Total-FETI domain decomposition method. We briefly mention the theoretical background of these methods and demonstrate their performance on a benchmark.
Keywords: Linear elasticity, fictitious domain method, Total-FETI, domain decomposition, saddle-point system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15687869 Some Computational Results on MPI Parallel Implementation of Dense Simplex Method
Authors: El-Said Badr, Mahmoud Moussa, Konstantinos Paparrizos, Nikolaos Samaras, Angelo Sifaleras
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There are two major variants of the Simplex Algorithm: the revised method and the standard, or tableau method. Today, all serious implementations are based on the revised method because it is more efficient for sparse linear programming problems. Moreover, there are a number of applications that lead to dense linear problems so our aim in this paper is to present some computational results on parallel implementation of dense Simplex Method. Our implementation is implemented on a SMP cluster using C programming language and the Message Passing Interface MPI. Preliminary computational results on randomly generated dense linear programs support our results.Keywords: Linear Programming, MPI, Parallel Implementation, Simplex Algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20337868 MP-SMC-I Method for Slip Suppression of Electric Vehicles under Braking
Authors: Tohru Kawabe
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In this paper, a new SMC (Sliding Mode Control) method with MP (Model Predictive Control) integral action for the slip suppression of EV (Electric Vehicle) under braking is proposed. The proposed method introduce the integral term with standard SMC gain , where the integral gain is optimized for each control period by the MPC algorithms. The aim of this method is to improve the safety and the stability of EVs under braking by controlling the wheel slip ratio. There also include numerical simulation results to demonstrate the effectiveness of the method.Keywords: Sliding Mode Control, Model Predictive Control, Integral Action, Electric Vehicle, Slip suppression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22477867 Surveillance Video Summarization Based on Histogram Differencing and Sum Conditional Variance
Authors: Nada Jasim Habeeb, Rana Saad Mohammed, Muntaha Khudair Abbass
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For more efficient and fast video summarization, this paper presents a surveillance video summarization method. The presented method works to improve video summarization technique. This method depends on temporal differencing to extract most important data from large video stream. This method uses histogram differencing and Sum Conditional Variance which is robust against to illumination variations in order to extract motion objects. The experimental results showed that the presented method gives better output compared with temporal differencing based summarization techniques.
Keywords: Temporal differencing, video summarization, histogram differencing, sum conditional variance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16837866 Solving a System of Nonlinear Functional Equations Using Revised New Iterative Method
Authors: Sachin Bhalekar, Varsha Daftardar-Gejji
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In the present paper, we present a modification of the New Iterative Method (NIM) proposed by Daftardar-Gejji and Jafari [J. Math. Anal. Appl. 2006;316:753–763] and use it for solving systems of nonlinear functional equations. This modification yields a series with faster convergence. Illustrative examples are presented to demonstrate the method.Keywords: Caputo fractional derivative, System of nonlinear functional equations, Revised new iterative method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23217865 Assessment of Hargreaves Equation for Estimating Monthly Reference Evapotranspiration in the South of Iran
Authors: Ali Dehgan Moroozeh, B. Farhadi Bansouleh
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Evapotranspiration is one of the most important components of the hydrological cycle. Evapotranspiration (ETo) is an important variable in water and energy balances on the earth’s surface, and knowledge of the distribution of ET is a key factor in hydrology, climatology, agronomy and ecology studies. Many researchers have a valid relationship, which is a function of climate factors, to estimate the potential evapotranspiration presented to the plant water stress or water loss, prevent. The FAO-Penman method (PM) had been recommended as a standard method. This method requires many data and these data are not available in every area of world. So, other methods should be evaluated for these conditions. When sufficient or reliable data to solve the PM equation are not available then Hargreaves equation can be used. The Hargreaves equation (HG) requires only daily mean, maximum and minimum air temperature extraterrestrial radiation .In this study, Hargreaves method (HG) were evaluated in 12 stations in the North West region of Iran. Results of HG and M.HG methods were compared with results of PM method. Statistical analysis of this comparison showed that calibration process has had significant effect on efficiency of Hargreaves method.Keywords: Evapotranspiration, Hargreaves equation, FAOPenman method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18957864 Local Error Control in the RK5GL3 Method
Authors: J.S.C. Prentice
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The RK5GL3 method is a numerical method for solving initial value problems in ordinary differential equations, and is based on a combination of a fifth-order Runge-Kutta method and 3-point Gauss-Legendre quadrature. In this paper we describe an effective local error control algorithm for RK5GL3, which uses local extrapolation with an eighth-order Runge-Kutta method in tandem with RK5GL3, and a Hermite interpolating polynomial for solution estimation at the Gauss-Legendre quadrature nodes.Keywords: RK5GL3, RKrGLm, Runge-Kutta, Gauss-Legendre, Hermite interpolating polynomial, initial value problem, local error.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14707863 Restarted GMRES Method Augmented with the Combination of Harmonic Ritz Vectors and Error Approximations
Authors: Qiang Niu, Linzhang Lu
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Restarted GMRES methods augmented with approximate eigenvectors are widely used for solving large sparse linear systems. Recently a new scheme of augmenting with error approximations is proposed. The main aim of this paper is to develop a restarted GMRES method augmented with the combination of harmonic Ritz vectors and error approximations. We demonstrate that the resulted combination method can gain the advantages of two approaches: (i) effectively deflate the small eigenvalues in magnitude that may hamper the convergence of the method and (ii) partially recover the global optimality lost due to restarting. The effectiveness and efficiency of the new method are demonstrated through various numerical examples.
Keywords: Arnoldi process, GMRES, Krylov subspace, systems of linear equations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19267862 Extended Cubic B-spline Interpolation Method Applied to Linear Two-Point Boundary Value Problems
Authors: Nur Nadiah Abd Hamid, Ahmad Abd. Majid, Ahmad Izani Md. Ismail
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Linear two-point boundary value problem of order two is solved using extended cubic B-spline interpolation method. There is one free parameters, λ, that control the tension of the solution curve. For some λ, this method produced better results than cubic B-spline interpolation method.
Keywords: two-point boundary value problem, B-spline, extendedcubic B-spline.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21637861 Adomian’s Decomposition Method to Functionally Graded Thermoelastic Materials with Power Law
Authors: Hamdy M. Youssef, Eman A. Al-Lehaibi
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This paper presents an iteration method for the numerical solutions of a one-dimensional problem of generalized thermoelasticity with one relaxation time under given initial and boundary conditions. The thermoelastic material with variable properties as a power functional graded has been considered. Adomian’s decomposition techniques have been applied to the governing equations. The numerical results have been calculated by using the iterations method with a certain algorithm. The numerical results have been represented in figures, and the figures affirm that Adomian’s decomposition method is a successful method for modeling thermoelastic problems. Moreover, the empirical parameter of the functional graded, and the lattice design parameter have significant effects on the temperature increment, the strain, the stress, the displacement.
Keywords: Adomian, Decomposition Method, Generalized Thermoelasticity, algorithm, empirical parameter, lattice design.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5307860 Heuristic Set-Covering-Based Postprocessing for Improving the Quine-McCluskey Method
Authors: Miloš Šeda
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Finding the minimal logical functions has important applications in the design of logical circuits. This task is solved by many different methods but, frequently, they are not suitable for a computer implementation. We briefly summarise the well-known Quine-McCluskey method, which gives a unique procedure of computing and thus can be simply implemented, but, even for simple examples, does not guarantee an optimal solution. Since the Petrick extension of the Quine-McCluskey method does not give a generally usable method for finding an optimum for logical functions with a high number of values, we focus on interpretation of the result of the Quine-McCluskey method and show that it represents a set covering problem that, unfortunately, is an NP-hard combinatorial problem. Therefore it must be solved by heuristic or approximation methods. We propose an approach based on genetic algorithms and show suitable parameter settings.
Keywords: Boolean algebra, Karnaugh map, Quine-McCluskey method, set covering problem, genetic algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27857859 Enhanced Parallel-Connected Comb Filter Method for Multiple Pitch Estimation
Authors: Taro Matsuno, Yuta Otani, Ryo Tanaka, Kaori Ikezaki, Hitoshi Yamamoto, Masaru Fujieda, Yoshihisa Ishida
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This paper presents an improvement method of the multiple pitch estimation algorithm using comb filters. Conventionally the pitch was estimated by using parallel -connected comb filters method (PCF). However, PCF has problems which often fail in the pitch estimation when there is the fundamental frequency of higher tone near harmonics of lower tone. Therefore the estimation is assigned to a wrong note when shared frequencies happen. This issue often occurs in estimating octave 3 or more. Proposed method, for solving the problem, estimates the pitch with every harmonic instead of every octave. As a result, our method reaches the accuracy of more than 80%.Keywords: music transcription, pitch estimation, comb filter, fractional delay
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13997858 Identifying an Unknown Source in the Poisson Equation by a Modified Tikhonov Regularization Method
Authors: Ou Xie, Zhenyu Zhao
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In this paper, we consider the problem for identifying the unknown source in the Poisson equation. A modified Tikhonov regularization method is presented to deal with illposedness of the problem and error estimates are obtained with an a priori strategy and an a posteriori choice rule to find the regularization parameter. Numerical examples show that the proposed method is effective and stable.
Keywords: Ill-posed problem, Unknown source, Poisson equation, Tikhonov regularization method, Discrepancy principle
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14377857 Evaluation of Total Cross Section of Photo-Ionization of Helium in Weak Field on Base of Trajectory Method
Authors: Alexander B. Bichkov, Valery V. Smirnov
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Total cross section of helium atom photo-ionization by weak short pulse is calculated using the variant of trajectory method, developed in our earlier work. The method enables simple estimation of total ionization probability (or cross section) without integration of differential one.
Keywords: Evaluation of Photo-Ionization, Helium, Trajectory Method
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18717856 Solution of Density Dependent Nonlinear Reaction-Diffusion Equation Using Differential Quadrature Method
Authors: Gülnihal Meral
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In this study, the density dependent nonlinear reactiondiffusion equation, which arises in the insect dispersal models, is solved using the combined application of differential quadrature method(DQM) and implicit Euler method. The polynomial based DQM is used to discretize the spatial derivatives of the problem. The resulting time-dependent nonlinear system of ordinary differential equations(ODE-s) is solved by using implicit Euler method. The computations are carried out for a Cauchy problem defined by a onedimensional density dependent nonlinear reaction-diffusion equation which has an exact solution. The DQM solution is found to be in a very good agreement with the exact solution in terms of maximum absolute error. The DQM solution exhibits superior accuracy at large time levels tending to steady-state. Furthermore, using an implicit method in the solution procedure leads to stable solutions and larger time steps could be used.Keywords: Density Dependent Nonlinear Reaction-Diffusion Equation, Differential Quadrature Method, Implicit Euler Method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22567855 Improved Simultaneous Performance in the Time Domain and in the Frequency Domain
Authors: Azeddine Ghodbane, David Bensoussan, Maher Hammami
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In this study, we introduce an alternative adaptive architecture that enhances both time and frequency performance, helpfully mitigating the effects of disturbances from the input plant and external disturbances affecting the output. To facilitate superior performance in both the time and frequency domains, we have developed a user-friendly interactive design methods using the GeoGebra platform.
Keywords: Control theory, decentralized control, sensitivity theory, input-output stability theory, robust multivariable feedback control design.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1607854 Numerical Treatment of Block Method for the Solution of Ordinary Differential Equations
Authors: A. M. Sagir
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Discrete linear multistep block method of uniform order for the solution of first order initial value problems (IVPs) in ordinary differential equations (ODEs) is presented in this paper. The approach of interpolation and collocation approximation are adopted in the derivation of the method which is then applied to first order ordinary differential equations with associated initial conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain four discrete schemes, which were used in block form for parallel or sequential solutions of the problems. Furthermore, a stability analysis and efficiency of the block method are tested on ordinary differential equations, and the results obtained compared favorably with the exact solution.
Keywords: Block Method, First Order Ordinary Differential Equations, Hybrid, Self starting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27747853 Combination Scheme of Affine Projection Algorithm Filters with Complementary Order
Authors: Young-Seok Choi
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This paper proposes a complementary combination scheme of affine projection algorithm (APA) filters with different order of input regressors. A convex combination provides an interesting way to keep the advantage of APA having different order of input regressors. Consequently, a novel APA which has the rapid convergence and the reduced steady-state error is derived. Experimental results show the good properties of the proposed algorithm.
Keywords: Adaptive filter, affine projection algorithm, convex combination, input order.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16557852 Video Matting based on Background Estimation
Authors: J.-H. Moon, D.-O Kim, R.-H. Park
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This paper presents a video matting method, which extracts the foreground and alpha matte from a video sequence. The objective of video matting is finding the foreground and compositing it with the background that is different from the one in the original image. By finding the motion vectors (MVs) using a sliced block matching algorithm (SBMA), we can extract moving regions from the video sequence under the assumption that the foreground is moving and the background is stationary. In practice, foreground areas are not moving through all frames in an image sequence, thus we accumulate moving regions through the image sequence. The boundaries of moving regions are found by Canny edge detector and the foreground region is separated in each frame of the sequence. Remaining regions are defined as background regions. Extracted backgrounds in each frame are combined and reframed as an integrated single background. Based on the estimated background, we compute the frame difference (FD) of each frame. Regions with the FD larger than the threshold are defined as foreground regions, boundaries of foreground regions are defined as unknown regions and the rest of regions are defined as backgrounds. Segmentation information that classifies an image into foreground, background, and unknown regions is called a trimap. Matting process can extract an alpha matte in the unknown region using pixel information in foreground and background regions, and estimate the values of foreground and background pixels in unknown regions. The proposed video matting approach is adaptive and convenient to extract a foreground automatically and to composite a foreground with a background that is different from the original background.
Keywords: Background estimation, Object segmentation, Blockmatching algorithm, Video matting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18037851 EEG Spikes Detection, Sorting, and Localization
Authors: Mazin Z. Othman, Maan M. Shaker, Mohammed F. Abdullah
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This study introduces a new method for detecting, sorting, and localizing spikes from multiunit EEG recordings. The method combines the wavelet transform, which localizes distinctive spike features, with Super-Paramagnetic Clustering (SPC) algorithm, which allows automatic classification of the data without assumptions such as low variance or Gaussian distributions. Moreover, the method is capable of setting amplitude thresholds for spike detection. The method makes use of several real EEG data sets, and accordingly the spikes are detected, clustered and their times were detected.Keywords: EEG time localizations, EEG spike detection, superparamagnetic algorithm, wavelet transform.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25387850 A New Method for Rapid DNA Extraction from Artemia (Branchiopoda, Crustacea)
Authors: R. Manaffar, R. Maleki, S. Zare, N. Agh, S. Soltanian, B. Sehatnia, P. Sorgeloos, P. Bossier, G. Van Stappen
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Artemia is one of the most conspicuous invertebrates associated with aquaculture. It can be considered as a model organism, offering numerous advantages for comprehensive and multidisciplinary studies using morphologic or molecular methods. Since DNA extraction is an important step of any molecular experiment, a new and a rapid method of DNA extraction from adult Artemia was described in this study. Besides, the efficiency of this technique was compared with two widely used alternative techniques, namely Chelex® 100 resin and SDS-chloroform methods. Data analysis revealed that the new method is the easiest and the most cost effective method among the other methods which allows a quick and efficient extraction of DNA from the adult animal.Keywords: APD, Artemia, DNA extraction, Molecularexperiments
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31757849 Using Data Mining for Learning and Clustering FCM
Authors: Somayeh Alizadeh, Mehdi Ghazanfari, Mohammad Fathian
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Fuzzy Cognitive Maps (FCMs) have successfully been applied in numerous domains to show relations between essential components. In some FCM, there are more nodes, which related to each other and more nodes means more complex in system behaviors and analysis. In this paper, a novel learning method used to construct FCMs based on historical data and by using data mining and DEMATEL method, a new method defined to reduce nodes number. This method cluster nodes in FCM based on their cause and effect behaviors.Keywords: Clustering, Data Mining, Fuzzy Cognitive Map(FCM), Learning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20037848 A Numerical Method for Diffusion and Cahn-Hilliard Equations on Evolving Spherical Surfaces
Authors: Jyh-Yang Wu, Sheng-Gwo Chen
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In this paper, we present a simple effective numerical geometric method to estimate the divergence of a vector field over a curved surface. The conservation law is an important principle in physics and mathematics. However, many well-known numerical methods for solving diffusion equations do not obey conservation laws. Our presented method in this paper combines the divergence theorem with a generalized finite difference method and obeys the conservation law on discrete closed surfaces. We use the similar method to solve the Cahn-Hilliard equations on evolving spherical surfaces and observe stability results in our numerical simulations.Keywords: Conservation laws, diffusion equations, Cahn-Hilliard Equations, evolving surfaces.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14957847 A Comprehensive Method of Fault Detection and Isolation Based On Testability Modeling Data
Authors: Junyou Shi, Weiwei Cui
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Testability modeling is a commonly used method in testability design and analysis of system. A dependency matrix will be obtained from testability modeling, and we will give a quantitative evaluation about fault detection and isolation. Based on the dependency matrix, we can obtain the diagnosis tree. The tree provides the procedures of the fault detection and isolation. But the dependency matrix usually includes built-in test (BIT) and manual test in fact. BIT runs the test automatically and is not limited by the procedures. The method above cannot give a more efficient diagnosis and use the advantages of the BIT. A Comprehensive method of fault detection and isolation is proposed. This method combines the advantages of the BIT and Manual test by splitting the matrix. The result of the case study shows that the method is effective.
Keywords: BIT, fault detection, fault isolation, testability modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16547846 Forecasting Exchange Rate between Thai Baht and the US Dollar Using Time Series Analysis
Authors: Kunya Bowornchockchai
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The objective of this research is to forecast the monthly exchange rate between Thai baht and the US dollar and to compare two forecasting methods. The methods are Box-Jenkins’ method and Holt’s method. Results show that the Box-Jenkins’ method is the most suitable method for the monthly Exchange Rate between Thai Baht and the US Dollar. The suitable forecasting model is ARIMA (1,1,0) without constant and the forecasting equation is Yt = Yt-1 + 0.3691 (Yt-1 - Yt-2) When Yt is the time series data at time t, respectively.Keywords: Box–Jenkins Method, Holt’s Method, Mean Absolute Percentage Error (MAPE).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1696