Search results for: structural equation models
3770 Analysis of a Hydroelectric Plant connected to Electrical Power System in the Physical Domain
Authors: Gilberto Gonzalez-A, Octavio Barriga
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A bond graph model of a hydroelectric plant is proposed. In order to analyze the system some structural properties of a bond graph are used. The structural controllability of the hydroelctric plant is described. Also, the steady state of the state variables applying the bond graph in a derivative causality assignment is obtained. Finally, simulation results of the system are shown.Keywords: Bond graph, hydraulic plant, steady state.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19763769 A New Divide and Conquer Software Process Model
Authors: Hina Gull, Farooque Azam, Wasi Haider Butt, Sardar Zafar Iqbal
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The software system goes through a number of stages during its life and a software process model gives a standard format for planning, organizing and running a project. The article presents a new software development process model named as “Divide and Conquer Process Model", based on the idea first it divides the things to make them simple and then gathered them to get the whole work done. The article begins with the backgrounds of different software process models and problems in these models. This is followed by a new divide and conquer process model, explanation of its different stages and at the end edge over other models is shown.Keywords: Process Model, Waterfall, divide and conquer, Requirements.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19333768 Effect of Pre-Plasma Potential on Laser Ion Acceleration
Authors: Djemai Bara, Mohamed Faouzi Mahboub, Djamila Bennaceur-Doumaz
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In this work, the role of the preformed plasma created on the front face of a target, irradiated by a high intensity short pulse laser, in the framework of ion acceleration process, modeled by Target Normal Sheath Acceleration (TNSA) mechanism, is studied. This plasma is composed of cold ions governed by fluid equations and non-thermal & trapped with densities represented by a "Cairns-Gurevich" equation. The self-similar solution of the equations shows that electronic trapping and the presence of non-thermal electrons in the pre-plasma are both responsible in ion acceleration as long as the proportion of energetic electrons is not too high. In the case where the majority of electrons are energetic, the electrons are accelerated directly by the ponderomotive force of the laser without the intermediate of an accelerating plasma wave.Keywords: Cairns-Gurevich Equation, ion acceleration, plasma expansion, pre-plasma.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7183767 Intelligent Fuzzy Input Estimator for the Input Force on the Rigid Bar Structure System
Authors: Ming-Hui Lee, Tsung-Chien Chen, Yuh-Shiou Tai
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The intelligent fuzzy input estimator is used to estimate the input force of the rigid bar structural system in this study. The fuzzy Kalman filter without the input term and the fuzzy weighting recursive least square estimator are two main portions of this method. The practicability and accuracy of the proposed method were verified with numerical simulations from which the input forces of a rigid bar structural system were estimated from the output responses. In order to examine the accuracy of the proposed method, a rigid bar structural system is subjected to periodic sinusoidal dynamic loading. The excellent performance of this estimator is demonstrated by comparing it with the use of difference weighting function and improper the initial process noise covariance. The estimated results have a good agreement with the true values in all cases tested.Keywords: Fuzzy Input Estimator, Kalman Filter, RecursiveLeast Square Estimator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13983766 The Effect of Diversity Sensitive Orientation on Job Satisfaction and Turnover Intention
Authors: Hyeondal Jeong, Yoonjung Baek
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The main purpose of this paper is to examine the effect of diversity sensitive orientation on job satisfaction and turnover intention. Diversity sensitive orientation is the attitude of the individual to respect and accommodate diversity. This is focused on an individual’s perception of diversity. Although being made from the most diversity related research team and organizational level, this study deals with diversity issues at the individual level. To test the proposed research model and hypothesis, the data were collected from 291 Korean employees. The study conducted a confirmatory factor analysis for the validity test. Furthermore, structural equation modeling (SEM) was employed to test the hypothesized relationship in the conceptual model. The results of this paper were as followings: First, diversity sensitive orientation was positively related to job satisfaction. Second, diversity sensitive orientation was negatively related to turnover intention. In other words, the positive influence of the diversity sensitive orientation has been verified. Based on the findings, this study suggested implications and directions for future research.
Keywords: Diversity sensitive orientation, job satisfaction, turnover intention, perception, cognition.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16753765 New Explicit Group Newton's Iterative Methods for the Solutions of Burger's Equation
Authors: Tan K. B., Norhashidah Hj. M. Ali
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In this article, we aim to discuss the formulation of two explicit group iterative finite difference methods for time-dependent two dimensional Burger-s problem on a variable mesh. For the non-linear problems, the discretization leads to a non-linear system whose Jacobian is a tridiagonal matrix. We discuss the Newton-s explicit group iterative methods for a general Burger-s equation. The proposed explicit group methods are derived from the standard point and rotated point Crank-Nicolson finite difference schemes. Their computational complexity analysis is discussed. Numerical results are given to justify the feasibility of these two proposed iterative methods.
Keywords: Standard point Crank-Nicolson (CN), Rotated point Crank-Nicolson (RCN), Explicit Group (EG), Explicit Decoupled Group (EDG).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16063764 Second-order Time Evolution Scheme for Time-dependent Neutron Transport Equation
Authors: Zhenying Hong, Guangwei Yuan, Xuedong Fu, Shulin Yang
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In this paper, the typical exponential method, diamond difference and modified time discrete scheme is researched for self adaptive time step. The second-order time evolution scheme is applied to time-dependent spherical neutron transport equation by discrete ordinates method. The numerical results show that second-order time evolution scheme associated exponential method has some good properties. The time differential curve about neutron current is more smooth than that of exponential method and diamond difference and modified time discrete scheme.
Keywords: Exponential method, diamond difference, modified time discrete scheme, second-order time evolution scheme.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15873763 Finite Element Study on Corono-Radicular Restored Premolars
Authors: Sandu L., Topală F., Porojan S.
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Restoration of endodontically treated teeth is a common problem in dentistry, related to the fractures occurring in such teeth and to concentration of forces little information regarding variation of basic preparation guidelines in stress distribution has been available. To date, there is still no agreement in the literature about which material or technique can optimally restore endodontically treated teeth. The aim of the present study was to evaluate the influence of the core height and restoration materials on corono-radicular restored upper first premolar. The first step of the study was to achieve 3D models in order to analyze teeth, dowel and core restorations and overlying full ceramic crowns. The FEM model was obtained by importing the solid model into ANSYS finite element analysis software. An occlusal load of 100 N was conducted, and stresses occurring in the restorations, and teeth structures were calculated. Numerical simulations provide a biomechanical explanation for stress distribution in prosthetic restored teeth. Within the limitations of the present study, it was found that the core height has no important influence on the stress generated in coronoradicular restored premolars. It can be drawn that the cervical regions of the teeth and restorations were subjected to the highest stress concentrations.Keywords: 3D models, finite element analysis, dowel and core restoration, full ceramic crown, premolars, structural simulations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28843762 Key Factors Influencing Individual Knowledge Capability in KIFs
Authors: Salman Iqbal
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Knowledge management (KM) literature has mainly focused on the antecedents of KM. The purpose of this study is to investigate the effect of specific human resource management (HRM) practices on employee knowledge sharing and its outcome as individual knowledge capability. Based on previous literature, a model is proposed for the study and hypotheses are formulated. The cross-sectional dataset comes from a sample of 19 knowledge intensive firms (KIFs). This study has run an item parceling technique followed by Confirmatory Factor Analysis (CFA) on the latent constructs of the research model. Employees’ collaboration and their interpersonal trust can help to improve their knowledge sharing behaviour and knowledge capability within organisations. This study suggests that in future, by using a larger sample, better statistical insight is possible. The findings of this study are beneficial for scholars, policy makers and practitioners. The empirical results of this study are entirely based on employees’ perceptions and make a significant research contribution, given there is a dearth of empirical research focusing on the subcontinent.
Keywords: Employees’ collaboration, individual knowledge capability, knowledge sharing, monetary rewards, structural equation modelling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13573761 CO-OFDM DSP Channel Estimation
Authors: Pranav Ravikumar, Arunabha Bera, Vijay K. Mehra, Anand Kumar
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This paper solves the Non Linear Schrodinger Equation using the Split Step Fourier method for modeling an optical fiber. The model generates a complex wave of optical pulses and using the results obtained two graphs namely Loss versus Wavelength and Dispersion versus Wavelength are generated. Taking Chromatic Dispersion and Polarization Mode Dispersion losses into account, the graphs generated are compared with the graphs formulated by JDS Uniphase Corporation which uses standard values of dispersion for optical fibers. The graphs generated when compared with the JDS Uniphase Corporation plots were found to be more or less similar thus verifying that the model proposed is right. MATLAB software was used for doing the modeling.Keywords: Modulation, Non Linear Schrodinger Equation, Optical fiber, Split Step Fourier Method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27923760 A Comparison of the Sum of Squares in Linear and Partial Linear Regression Models
Authors: Dursun Aydın
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In this paper, estimation of the linear regression model is made by ordinary least squares method and the partially linear regression model is estimated by penalized least squares method using smoothing spline. Then, it is investigated that differences and similarity in the sum of squares related for linear regression and partial linear regression models (semi-parametric regression models). It is denoted that the sum of squares in linear regression is reduced to sum of squares in partial linear regression models. Furthermore, we indicated that various sums of squares in the linear regression are similar to different deviance statements in partial linear regression. In addition to, coefficient of the determination derived in linear regression model is easily generalized to coefficient of the determination of the partial linear regression model. For this aim, it is made two different applications. A simulated and a real data set are considered to prove the claim mentioned here. In this way, this study is supported with a simulation and a real data example.Keywords: Partial Linear Regression Model, Linear RegressionModel, Residuals, Deviance, Smoothing Spline.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18783759 Surface Roughness Effects in Pure Sliding EHL Line Contacts with Carreau-Type Shear-Thinning Lubricants
Authors: Punit Kumar, Niraj Kumar
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The influence of transverse surface roughness on EHL characteristics has been investigated numerically using an extensive set of full EHL line contact simulations for shear-thinning lubricants under pure sliding condition. The shear-thinning behavior of lubricant is modeled using Carreau viscosity equation along with Doolittle-Tait equation for lubricant compressibility. The surface roughness is assumed to be sinusoidal and it is present on the stationary surface. It is found that surface roughness causes sharp pressure peaks along with reduction in central and minimum film thickness. With increasing amplitude of surface roughness, the minimum film thickness decreases much more rapidly as compared to the central film thickness.
Keywords: EHL, Carreau, Shear-thinning, Surface Roughness, Amplitude, Wavelength.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23373758 Fast Facial Feature Extraction and Matching with Artificial Face Models
Authors: Y. H. Tsai, Y. W. Chen
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Facial features are frequently used to represent local properties of a human face image in computer vision applications. In this paper, we present a fast algorithm that can extract the facial features online such that they can give a satisfying representation of a face image. It includes one step for a coarse detection of each facial feature by AdaBoost and another one to increase the accuracy of the found points by Active Shape Models (ASM) in the regions of interest. The resulted facial features are evaluated by matching with artificial face models in the applications of physiognomy. The distance measure between the features and those in the fate models from the database is carried out by means of the Hausdorff distance. In the experiment, the proposed method shows the efficient performance in facial feature extractions and online system of physiognomy.Keywords: Facial feature extraction, AdaBoost, Active shapemodel, Hausdorff distance
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18183757 Implied Adjusted Volatility by Leland Option Pricing Models: Evidence from Australian Index Options
Authors: Mimi Hafizah Abdullah, Hanani Farhah Harun, Nik Ruzni Nik Idris
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With the implied volatility as an important factor in financial decision-making, in particular in option pricing valuation, and also the given fact that the pricing biases of Leland option pricing models and the implied volatility structure for the options are related, this study considers examining the implied adjusted volatility smile patterns and term structures in the S&P/ASX 200 index options using the different Leland option pricing models. The examination of the implied adjusted volatility smiles and term structures in the Australian index options market covers the global financial crisis in the mid-2007. The implied adjusted volatility was found to escalate approximately triple the rate prior the crisis.
Keywords: Implied adjusted volatility, Financial crisis, Leland option pricing models.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29503756 Dental Students’ Attitude towards Problem-Based Learning before and after Implementing 3D Electronic Dental Models
Authors: Hai Ming Wong, Kuen Wai Ma, Lavender Yu Xin Yang, Yanqi Yang
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Objectives: In recent years, the Faculty of Dentistry of the University of Hong Kong have extended the implementation of 3D electronic models (e-models) into problem-based learning (PBL) of the Bachelor of Dental Surgery (BDS) curriculum, aiming at mutual enhancement of PBL teaching quality and the students’ skills in using e-models. This study focuses on the effectiveness of e-models serving as a tool to enhance the students’ skills and competences in PBL. Methods: The questionnaire surveys are conducted to measure 50 fourth-year BDS students’ attitude change between beginning and end of blended PBL tutorials. The response rate of this survey is 100%. Results: The results of this study show the students’ agreement on enhancement of their learning experience after e-model implementation and their expectation to have more blended PBL courses in the future. The potential of e-models in cultivating students’ self-learning skills reduces their dependence on others, while improving their communication skills to argue about pros and cons of different treatment options. The students’ independent thinking ability and problem solving skills are promoted by e-model implementation, resulting in better decision making in treatment planning. Conclusion: It is important for future dental education curriculum planning to cope with the students’ needs, and offer support in the form of software, hardware and facilitators’ assistance for better e-model implementation.
Keywords: Problem-Based learning, curriculum, dental education, 3-D electronic models.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 65933755 Structural Optimization Method for 3D Reinforced Concrete Building Structure with Shear Wall
Authors: H. Nikzad, S. Yoshitomi
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In this paper, an optimization procedure is applied for 3D Reinforced concrete building structure with shear wall. In the optimization problem, cross sections of beams, columns and shear wall dimensions are considered as design variables and the optimal cross sections can be derived to minimize the total cost of the structure. As for final design application, the most suitable sections are selected to satisfy ACI 318-14 code provision based on static linear analysis. The validity of the method is examined through numerical example of 15 storied 3D RC building with shear wall. This optimization method is expected to assist in providing a useful reference in design early stage, and to be an effective and powerful tool for structural design of RC shear wall structures.
Keywords: Structural optimization, linear static analysis, ETABS, MATLAB, RC moment frame, RC shear wall structures.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13463754 On the Robust Stability of Homogeneous Perturbed Large-Scale Bilinear Systems with Time Delays and Constrained Inputs
Authors: Chien-Hua Lee, Cheng-Yi Chen
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The stability test problem for homogeneous large-scale perturbed bilinear time-delay systems subjected to constrained inputs is considered in this paper. Both nonlinear uncertainties and interval systems are discussed. By utilizing the Lyapunove equation approach associated with linear algebraic techniques, several delay-independent criteria are presented to guarantee the robust stability of the overall systems. The main feature of the presented results is that although the Lyapunov stability theorem is used, they do not involve any Lyapunov equation which may be unsolvable. Furthermore, it is seen the proposed schemes can be applied to solve the stability analysis problem of large-scale time-delay systems.
Keywords: homogeneous bilinear system, constrained input, time-delay, uncertainty, transient response, decay rate.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16113753 Comparative Study of Experimental and Theoretical Convective, Evaporative for Two Model Distiller
Authors: Khaoula Hidouri, Ali Benhmidene, Bechir Chouachi
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The purification of brackish seawater becomes a necessity and not a choice against demographic and industrial growth especially in third world countries. Two models can be used in this work: simple solar still and simple solar still coupled with a heat pump. In this research, the productivity of water by Simple Solar Distiller (SSD) and Simple Solar Distiller Hybrid Heat Pump (SSDHP) was determined by the orientation, the use of heat pump, the simple or double glass cover. The productivity can exceed 1.2 L/m²h for the SSDHP and 0.5 L/m²h for SSD model. The result of the global efficiency is determined for two models SSD and SSDHP give respectively 30%, 50%. The internal efficiency attained 35% for SSD and 60% of the SSDHP models. Convective heat coefficient can be determined by attained 2.5 W/m²°C and 0.5 W/m²°C respectively for SSDHP and SSD models.
Keywords: Productivity, efficiency, convective heat coefficient, SSD model, SSDHP model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8143752 Simple and Advanced Models for Calculating Single-Phase Diode Rectifier Line-Side Harmonics
Authors: Hussein A. Kazem, Abdulhakeem Abdullah Albaloshi, Ali Said Ali Al-Jabri, Khamis Humaid AlSaidi
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This paper proposes different methods for estimation of the harmonic currents of the single-phase diode bridge rectifier. Both simple and advanced methods are compared and the models are put into a context of practical use for calculating the harmonic distortion in a typical application. Finally, the different models are compared to measurements of a real application and convincing results are achieved.Keywords: Single-phase rectifier, line side Harmonics
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 46423751 Structural Basis of Resistance of Helicobacterpylori DnaK to Antimicrobial Peptide Pyrrhocoricin
Authors: Musammat F. Nahar, Anna Roujeinikova
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Bacterial molecular chaperone DnaK plays an essential role in protein folding, stress response and transmembrane targeting of proteins. DnaKs from many bacterial species, including Escherichia coli, Salmonella typhimurium and Haemophilus infleunzae are the molecular targets for the insect-derived antimicrobial peptide pyrrhocoricin. Pyrrhocoricin-like peptides bind in the substrate recognition tunnel. Despite the high degree of crossspecies sequence conservation in the substrate-binding tunnel, some bacteria are not sensitive to pyrrhocoricin. This work addresses the molecular mechanism of resistance of Helicobacter pylori DnaK to pyrrhocoricin. Homology modelling, structural and sequence analysis identify a single aminoacid substitution at the interface between the lid and the β-sandwich subdomains of the DnaK substrate-binding domain as the major determinant for its resistance.
Keywords: Helicobacter pylori, molecular chaperone DnaK, pyrrhocoricin, structural biology.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17523750 The Impact of Semantic Web on E-Commerce
Authors: Karim Heidari
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Semantic Web Technologies enable machines to interpret data published in a machine-interpretable form on the web. At the present time, only human beings are able to understand the product information published online. The emerging semantic Web technologies have the potential to deeply influence the further development of the Internet Economy. In this paper we propose a scenario based research approach to predict the effects of these new technologies on electronic markets and business models of traders and intermediaries and customers. Over 300 million searches are conducted everyday on the Internet by people trying to find what they need. A majority of these searches are in the domain of consumer ecommerce, where a web user is looking for something to buy. This represents a huge cost in terms of people hours and an enormous drain of resources. Agent enabled semantic search will have a dramatic impact on the precision of these searches. It will reduce and possibly eliminate information asymmetry where a better informed buyer gets the best value. By impacting this key determinant of market prices semantic web will foster the evolution of different business and economic models. We submit that there is a need for developing these futuristic models based on our current understanding of e-commerce models and nascent semantic web technologies. We believe these business models will encourage mainstream web developers and businesses to join the “semantic web revolution."Keywords: E-Commerce, E-Business, Semantic Web, XML.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 34633749 Dynamic Response of Fixed-base Core-tube and Base-isolated Frame Structure Subjected to Strong Earthquake Motions
Authors: Z.D. Yang, E.S.S. Lam
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Considering the merits and limitations of energy dissipation system, seismic isolation system and suspension system, a new earthquake resistant system is proposed and is demonstrated numerically through a frame-core structure. Base isolators and story isolators are installed in the proposed system. The former “isolates" the frame from the foundation and the latter “separates" the frame from the center core. Equations of motion are formulated to study the response of the proposed structural system to strong earthquake motion. As compared with the fixed-base building system, the proposed structural system shows substantial reduction on structural response.
Keywords: Base Isolator, Core-tube, Isolated frame, Seismic Mitigation, Story Isolator
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20243748 Travel Time Model for Cylinder Type Parking System
Authors: Jing Zhang, Jie Chen
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In this paper, we mainly analyze an automated parking system where the storage and retrieval requests are performed by a tower crane. In this parking system, the S/R crane which is located at the middle of the bottom of the cylinder parking area can rotate in both clockwise and counterclockwise and three kinds of movements can be done simultaneously. We develop some mathematical travel time models for the single command cycle under the random storage assignment using the characteristics of this system. Finally, we compare these travel models with discrete case and it is shown that these travel models display a good satisfactory performance.Keywords: Parking system, travel time model, tower crane.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7943747 Object-Oriented Simulation of Simulating Anticipatory Systems
Authors: Eugene Kindler
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The present paper is oriented to problems of simulation of anticipatory systems, namely those that use simulation models for the aid of anticipation. A certain analogy between use of simulation and imagining will be applied to make the explication more comprehensible. The paper will be completed by notes of problems and by some existing applications. The problems consist in the fact that simulation of the mentioned anticipatory systems end is simulation of simulating systems, i.e. in computer models handling two or more modeled time axes that should be mapped to real time flow in a nondescent manner. Languages oriented to objects, processes and blocks can be used to surmount the problems.
Keywords: Anticipatory systems, Nested computer models, Discrete event simulation, Simula.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14423746 Solving Stochastic Eigenvalue Problem of Wick Type
Authors: Hassan Manouzi, Taous-Meriem Laleg-Kirati
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In this paper we study mathematically the eigenvalue problem for stochastic elliptic partial differential equation of Wick type. Using the Wick-product and the Wiener-Itô chaos expansion, the stochastic eigenvalue problem is reformulated as a system of an eigenvalue problem for a deterministic partial differential equation and elliptic partial differential equations by using the Fredholm alternative. To reduce the computational complexity of this system, we shall use a decomposition method using the Wiener-Itô chaos expansion. Once the approximation of the solution is performed using the finite element method for example, the statistics of the numerical solution can be easily evaluated.
Keywords: Eigenvalue problem, Wick product, SPDEs, finite element, Wiener-Itô chaos expansion.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20233745 Comparative Analysis of the Stochastic and Parsimonious Interest Rates Models on Croatian Government Market
Authors: Zdravka Aljinović, Branka Marasović, Blanka Škrabić
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The paper provides a discussion of the most relevant aspects of yield curve modeling. Two classes of models are considered: stochastic and parsimonious function based, through the approaches developed by Vasicek (1977) and Nelson and Siegel (1987). Yield curve estimates for Croatia are presented and their dynamics analyzed and finally, a comparative analysis of models is conducted.Keywords: the term structure of interest rates, Vasicek model, Nelson-Siegel model, Croatian Government market.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15043744 Computational Investigations of Concrete Footing Rotational Rigidity
Authors: E. S. Fraser, G. P. A. G. van Zijl
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In many buildings we rely on large footings to offer structural stability. Designers often compensate for the lack of knowledge available with regard to foundation-soil interaction by furnishing structures with overly large footings. This may lead to a significant increase in building expenditures if many large foundations are present. This paper describes the interface material law that governs the behavior along the contact surface of adjacent materials, and the behavior of a large foundation under ultimate limit loading. A case study is chosen that represents a common foundation-soil system frequently used in general practice and therefore relevant to other structures. Investigations include compressing versus uplifting wind forces, alterations to the foundation size and subgrade compositions, the role of the slab stiffness and presence and the effect of commonly used structural joints and connections. These investigations aim to provide the reader with an objective design approach, efficiently preventing structural instability.Keywords: Computational investigation of footing rotation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16063743 Using Exponential Lévy Models to Study Implied Volatility patterns for Electricity Options
Authors: Pinho C., Madaleno M.
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German electricity European options on futures using Lévy processes for the underlying asset are examined. Implied volatility evolution, under each of the considered models, is discussed after calibrating for the Merton jump diffusion (MJD), variance gamma (VG), normal inverse Gaussian (NIG), Carr, Geman, Madan and Yor (CGMY) and the Black and Scholes (B&S) model. Implied volatility is examined for the entire sample period, revealing some curious features about market evolution, where data fitting performances of the five models are compared. It is shown that variance gamma processes provide relatively better results and that implied volatility shows significant differences through time, having increasingly evolved. Volatility changes for changed uncertainty, or else, increasing futures prices and there is evidence for the need to account for seasonality when modelling both electricity spot/futures prices and volatility.Keywords: Calibration, Electricity Markets, Implied Volatility, Lévy Models, Options on Futures, Pricing
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 48123742 Frequency Modulation in Vibro-Acoustic Modulation Method
Authors: D. Liu, D. M. Donskoy
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The vibroacoustic modulation method is based on the modulation effect of high-frequency ultrasonic wave (carrier) by low-frequency vibration in the presence of various defects, primarily contact-type such as cracks, delamination, etc. The presence and severity of the defect are measured by the ratio of the spectral sidebands and the carrier in the spectrum of the modulated signal. This approach, however, does not differentiate between amplitude and frequency modulations, AM and FM, respectfully. This paper is an attempt to explain the generation mechanisms of FM and its correlation with the flaw properties. Here we proposed two possible mechanisms leading to FM modulation based on nonlinear local defect resonance and dynamic acoustoelastic models.
Keywords: Non-destructive testing, nonlinear acoustics, structural health monitoring, acoustoelasticity, local defect resonance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5113741 Project Management Maturity Models and Organizational Project Management Maturity Model (OPM3®): A Critical Morphological Evaluation
Authors: Farrokh J., Azhar K. Mansur
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There exists a strong correlation between efficient project management and competitive advantage for organizations. Therefore, organizations are striving to standardize and assess the rigor of their project management processes and capabilities i.e. project management maturity. Researchers and standardization organizations have developed several project management maturity models (PMMMs) to assess project management maturity of the organizations. This study presents a critical evaluation of some of the leading PMMMs against OPM3® in a multitude of ways to look at which PMMM is the most comprehensive model - which could assess most aspects of organizations and also help the organizations in gaining competitive advantage over competitors. After a detailed morphological analysis of the models, it is concluded that OPM3® is the most promising maturity model that can really provide a competitive advantage to the organizations due to its unique approach of assessment and improvement strategies.
Keywords: Project management maturity, project managemen tmaturity models, competitive advantage.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5052