Search results for: Daily load

Authors: Sanjay Kumar Srivastava, Anu Rani Sharma, Kamna Sachdeva

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Every year, fog formation over the Indo-Gangetic Plains (IGPs) of Indian region during the winter months of December and January is believed to create numerous hazards, inconvenience, and economic loss to the inhabitants of this densely populated region of Indian subcontinent. The aim of the paper is to analyze the spatial and temporal variability of winter fog over IGPs. Long term ground observations of visibility and other meteorological parameters (1971-2010) have been analyzed to understand the formation of fog phenomena and its relevance during the peak winter months of January and December over IGP of India. In order to examine the temporal variability, time series and trend analysis were carried out by using the Mann-Kendall Statistical test. Trend analysis performed by using the Mann-Kendall test, accepts the alternate hypothesis with 95% confidence level indicating that there exists a trend. Kendall tau’s statistics showed that there exists a positive correlation between time series and fog frequency. Further, the Theil and Sen’s median slope estimate showed that the magnitude of trend is positive. Magnitude is higher during January compared to December for the entire IGP except in December when it is high over the western IGP. Decade wise time series analysis revealed that there has been continuous increase in fog days. The net overall increase of 99 % was observed over IGP in last four decades. Diurnal variability and average daily persistence were computed by using descriptive statistical techniques. Geo-statistical analysis of fog was carried out to understand the spatial variability of fog. Geo-statistical analysis of fog revealed that IGP is a high fog prone zone with fog occurrence frequency of more than 66% days during the study period. Diurnal variability indicates the peak occurrence of fog is between 06:00 and 10:00 local time and average daily fog persistence extends to 5 to 7 hours during the peak winter season. The results would offer a new perspective to take proactive measures in reducing the irreparable damage that could be caused due to changing trends of fog.

Keywords: Fog, climatology, Mann-Kendall test, trend analysis, spatial variability, temporal variability, visibility.

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Authors: A. Soria-Salinas, M.-P. Zorzano, J. Martín-Torres, J. Sánchez-García-Casarrubios, J.-L. Pérez-Díaz, A. Vakkada-Ramachandran

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The current state-of-the-art methods of mass gauging of Electric Propulsion (EP) propellants in microgravity conditions rely on external measurements that are taken at the surface of the tank. The tanks are operated under a constant thermal duty cycle to store the propellant within a pre-defined temperature and pressure range. We demonstrate using computational fluid dynamics (CFD) simulations that the heat-transfer within the pressurized propellant generates temperature and density anisotropies. This challenges the standard mass gauging methods that rely on the use of time changing skin-temperatures and pressures. We observe that the domes of the tanks are prone to be overheated, and that a long time after the heaters of the thermal cycle are switched off, the system reaches a quasi-equilibrium state with a more uniform density. We propose a new gauging method, which we call the Improved PVT method, based on universal physics and thermodynamics principles, existing TRL-9 technology and telemetry data. This method only uses as inputs the temperature and pressure readings of sensors externally attached to the tank. These sensors can operate during the nominal thermal duty cycle. The improved PVT method shows little sensitivity to the pressure sensor drifts which are critical towards the end-of-life of the missions, as well as little sensitivity to systematic temperature errors. The retrieval method has been validated experimentally with CO₂ in gas and fluid state in a chamber that operates up to 82 bar within a nominal thermal cycle of 38 °C to 42 °C. The mass gauging error is shown to be lower than 1% the mass at the beginning of life, assuming an initial tank load at 100 bar. In particular, for a pressure of about 70 bar, just below the critical pressure of CO₂, the error of the mass gauging in gas phase goes down to 0.1% and for 77 bar, just above the critical point, the error of the mass gauging of the liquid phase is 0.6% of initial tank load. This gauging method improves by a factor of 8 the accuracy of the standard PVT retrievals using look-up tables with tabulated data from the National Institute of Standards and Technology.

Keywords: Electric propulsion, mass gauging, propellant, PVT, xenon.

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Authors: Asal Pournaghshband

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This paper presents the development of a finite element model to study the large deflection behaviour of restrained stainless steel cellular beams at elevated temperature. Cellular beams are widely used for efficient utilization of raw materials to facilitate long spans with faster construction resulting sustainable design solution that can enhance the performance and merit of any construction project. However, their load carrying capacity is less than the equivalent beams without opening due to developing shear-moment interaction at the openings. In structural frames due to elements continuity, such beams are restrained by their adjoining members which has a substantial effect on beams behaviour in fire. Stainless steel has also become integral part of the build environment due to its excellent corrosion resistance, whole life-cycle costs, and sustainability. This paper reports the numerical investigations into the effect of structural continuity on the thermo-mechanical performance of restrained steel beams with circle and elongated circle shapes of web opening in fire. The numerical model is firstly validated using existing numerical results from the literature, and then employed to perform a parametric study. Parametric studies to explore the influence of variation in i) axial restraint stiffness, ii) steel grades, iii) shape and size of web openings, and iv) load level were described. Hence, the structural continuity is evaluated through the application of different levels of axial restraints on the response of carbon steel and stainless steel cellular beam in fire. The transit temperature for stainless steel cellular beam is shown to be less affected by the level of axial stiffness than the equivalent carbon steel cellular beam. Overall, it was established that whereas stainless steel cellular beams show similar stages of behaviour of carbon steel cellular beams in fire, they are capable of withstanding higher temperatures prior to the onset of catenary action in large deflection, despite the higher thermal expansion of stainless steel material.

Keywords: Axial restraint, catenary action, cellular beam, fire, numerical modelling, stainless steel, transit temperature.

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Authors: Weerachi Sarakorn, I-Ming Tang

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A mathematical model for the transmission of SARS is developed. In addition to dividing the population into susceptible (high and low risk), exposed, infected, quarantined, diagnosed and recovered classes, we have included a class called untraced. The model simulates the Gompertz curves which are the best representation of the cumulative numbers of probable SARS cases in Hong Kong and Singapore. The values of the parameters in the model which produces the best fit of the observed data for each city are obtained by using a differential evolution algorithm. It is seen that the values for the parameters needed to simulate the observed daily behaviors of the two epidemics are different.

Keywords: SARS, mathematical modelling, differential evolution algorithm.

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Authors: Mostafa E. Saleh, A. Abdel Nabi, A. Baith Mohamed

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In order to make surfing the internet faster, and to save redundant processing load with each request for the same web page, many caching techniques have been developed to reduce latency of retrieving data on World Wide Web. In this paper we will give a quick overview of existing web caching techniques used for dynamic web pages then we will introduce a design and implementation model that take advantage of “URL Rewriting" feature in some popular web servers, e.g. Apache, to provide an effective approach of caching dynamic web pages.

Keywords: Web Caching, URL Rewriting, Optimizing Web Performance, Dynamic Web Pages Loading Time.

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Authors: Traian Chiulan, Brandusa Pantelimon

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The paper analyzes the large power transformer unit regimes, indicating the criteria for the management of the voltage operating conditions, as well as the change in the operating conditions with the load connected to the secondary winding of the transformer unit. Further, the paper presents the software application for the evaluation of the transformer unit operation under different conditions. The software application was developed by means of virtual instrumentation.

Keywords: Operating regimes, power transformer, overload, lifetime, virtual instrumentation.

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Authors: Sewon Kim, Changyeop Lee, Minjun Kwon

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A noble low NOx combustion technology, based on partial oxidation combustion concept in a fuel rich combustion zone, is successfully applied in this research. The burner is designed such that a portion of fuel is heated and pre-vaporized in the furnace then injected into a fuel rich combustion zone so that a partial oxidation reaction occurs. The effects of equivalence ratio, thermal load, and fuel distribution ratio on the emissions of NOx and CO are experimentally investigated. This newly developed combustion technology showed very low NOx emission level, about 12 ppm, when light oil is used as a fuel.

Keywords: Burner, low NOx, liquid fuel, partial oxidation, fuel rich.

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Authors: Abolfazl Jalilvand, Mohammad Reza Feyzi, Sohrab Khanmohammad, Mohammad Bagher Bana Sharifian, Ali Sajjadi

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Nowadays the control of stator voltage at a constant frequency is one of the traditional and low expense methods in order to control the speed of induction motors near its nominal speed. The torque of induction motor is a nonlinear function of the firing angle, phase angle and speed. In this paper the speed control of induction motor regarding various load torque and under different conditions will be investigated based on a fuzzy controller with inverse training.

Keywords: Three phase induction motor, AC converter, speedcontrol, fuzzy control.

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Authors: Giovanni Incerti, Luigi Solazzi, Candida Petrogalli

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This paper describes three lumped parameters models for the study of the dynamic behavior of a boom crane. The models here proposed allows to evaluate the fluctuations of the load arising from the rope and structure elasticity and from the type of the motion command imposed by the winch. A calculation software was developed in order to determine the actual acceleration of the lifted mass and the dynamic overload during the lifting phase. Some application examples are presented, with the aim of showing the correlation between the magnitude of the stress and the type of the employed motion command.

Keywords: Crane, dynamic model, overloading condition, vibration.

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Authors: Shooshpasha I., Kiakojoori M., Mirzagoltabar R. A.

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High building constructions are increasing in south beaches of the Caspian Sea because of tourist attractions and limitation of residential areas. According to saturated alluvial fields transfer of load from high structures to the soil by piles is inevitable. In spite of most of these piles are under compression forces, tension piles are used in special conditions. Few studies have been conducted because of the limited use of these piles. Tension capacity of openended pipe piles in full scale was tested in this study. The length of the bored piles was 420 up to 480 cm and all were in 120 cm diameter. The results of testing 7 piles were compared with the results of relations given by researches.

Keywords: piles, tension capacity, sand, shaft friction

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Authors: Yi He, Nutdechatorn Puangngernmak, Suramate Chalermwisutkul

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Microwave heating process has been developed about sixty years while measurement system has also progressed. Because of irradiation of high frequency of microwave, researchers have been utilized many costly technical instrument measuring parameters to evaluate the performance of microwave heating system. Therefore, this paper is intended to present an easier and feasible efficiency measurement method. It can help inspecting efficiency of microwave heating system with good accuracy, while the method can also give reference to optimizing procedure for microwave heating system for various load material

Keywords: measurement, microwave heating system, systemic power efficiency

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Authors: Yanti Rosmunie Bujang, Husnayati Hussin

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This paper attempts to discuss the spam issue from the Malaysian e-mail users- perspective. The purpose is to discover how Malaysian users handle the spam e-mail problem. From the experiences we hope to discover the necessary effort needed to be undertaken to face this problem in the context of Malaysia. A survey was conducted to understand how Malaysian individual perceived spam and what they actually do with the spam e-mail they received in their daily life. The findings indicate that the level of awareness on spam issue in action is still low and need some extra effort by government and relevant agencies to increase their level of awareness.

Keywords: E-mail, Malaysia, spam, users' perspective.

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Authors: Michal Javornik, Otto Dostal, Karel Slavicek

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The purpose of this article is to introduce an advanced system for the support of processing of medical image information, and the terminology related to this system, which can be an important element to a faster transition to a fully digitalized hospital. The core of the system is a set of DICOM compliant applications running over a dedicated computer network. The whole integrated system creates a collaborative platform supporting daily routines in the radiology community, developing communication channels, supporting the exchange of information and special consultations among various medical institutions as well as supporting medical training for practicing radiologists and medical students. It gives the users outside of hospitals the tools to work in almost the same conditions as in the radiology departments.

Keywords: DICOM, Integration, Medical Education, MedicalImaging

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Authors: M.Zadshakoyan, H.Jafarzadeh, E.Abdi Sobbouhi

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Injection forging is a Nett-shape manufacturing process in which one or two punches move axially causing a radial flow into a die cavity in a form which is prescribed by the exitgeometry, such as pulley, flanges, gears and splines on a shaft. This paper presents an experimental and numerical study of the injection forging of splines in terms of load requirement and material flow. Three dimensional finite element analyses are used to investigate the effect of some important parameters in this process. The experiment has been carried out using solid commercial lead billets with two different billet diameters and four different dies.

Keywords: Injection forging, splines, material flow, FEM

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Authors: E. Ahvar, M. Fathy

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Ad hoc networks are characterized by multihop wireless connectivity, frequently changing network topology and the need for efficient dynamic routing protocols. We compare the performance of three routing protocols for mobile ad hoc networks: Dynamic Source Routing (DSR) , Ad Hoc On-Demand Distance Vector Routing (AODV), location-aided routing(LAR1).The performance differentials are analyzed using varying network load, mobility, and network size. We simulate protocols with GLOMOSIM simulator. Based on the observations, we make recommendations about when the performance of either protocol can be best.

Keywords: Ad hoc Network , Glomosim , routing protocols.

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Authors: Mingling Zheng, Zhenlong Song, Ke Xu, Hengzhu Liu

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Scale Invariant Feature Transform (SIFT) has been widely applied, but extracting SIFT feature is complicated and time-consuming. In this paper, to meet the demand of the real-time applications, SIFT is parallelized and optimized on cluster system, which is named pSIFT. Redundancy storage and communication are used for boundary data to improve the performance, and before representation of feature descriptor, data reallocation is adopted to keep load balance in pSIFT. Experimental results show that pSIFT achieves good speedup and scalability.

Keywords: cluster, image matching, parallelization and optimization, SIFT.

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Authors: Shamsuddin Ahmed, M. G. M. Khan, Biman Prasad, Avlin Prasad

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The focus of this paper is to construct daily time series exchange rate forecast models of Samoan Tala/USD and Tala/AUD during the year 2008 to 2012 with neural network The performance of the models was measured by using varies error functions such as Root Square mean error (RSME), Mean absolute error (MAE), and Mean absolute percentage error (MAPE). Our empirical findings suggest that AR (1) model is an effective tool to forecast the Tala/USD and Tala/AUD.

Keywords: Neural Network Forecasting Model, Autoregressive time series, Exchange rate, Tala/AUD, winters model.

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Authors: Chayma Bahar, Chokri Baccouch, Hedi Sakli, Nizar Sakli

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Harvesting and transport of optical and radiofrequency signals are a topical subject with multiple challenges. In this paper, we present a Optical RECTENNA system. We propose here a hybrid system solar cell antenna for 5G mobile communications networks. Thus, we propose rectifying circuit. A parametric study is done to follow the influence of load resistance and input power on Optical RECTENNA system performance. Thus, we propose a solar cell antenna structure in the frequency band of future 5G standard in 2.45 GHz bands.

Keywords: Antenna, Rectenna, solar cell, 5G, optical RECTENNA.

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Authors: Abdolamir Nekoubin

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The reluctance motor is an electric motor in which torque is produced by the tendency of its moveable part to move to a position where the inductance of the excited winding is maximized. In this paper switched reluctance motors (SRMs) with two different configurations(3-phase SRM with 4rotor poles and 6 stator poles, 4- phase SRM with 6rotor poles and 8 stator poles) is designed by RMxprt, and performance of them is analyzed. Efficiency and torque of SRM for different configurations in full-load condition have been presented. The results indicate that with correct choosing of motor applications, maximum efficiency can be found.

Keywords: reluctance motor, maximum efficiency, rotor

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Authors: R. Pääkkönen, L. Korpinen, F. Gobba

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The objective of our study is to investigate UV exposure in Finland through sample measurements as a typical case study in summer and winter. We measured UV-BC weighted radiation and calculated a daily dose, which is about 100–150 times the Finnish exposure limit value in summer and 1–6 times in winter. The measured ultraviolet indices varied from 0 to 7 (scale 0–18), which is less than the values obtained in countries that are located farther south from Tampere latitude of 61 degrees. In wintertime, the UV exposure was modest compared to summertime, 50–150 mW/m² and about 1–5 mW/m² in summer and winter, respectively. However, technical means to manage UV exposure in Scandinavia are also needed in summer- and springtime.

Keywords: Ultraviolet radiation, measurement, winter, summer.

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Authors: Faroudja Meziani, Amar Kahil

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In order to study the variation in settlement of soil under a dyke dam, the modelisation in our study consists of applying an imposed displacement at the base of the mass of soil (consisting of a saturated sand). The imposed displacement follows the evolution of acceleration of the earthquake of Boumerdes 2003 in Algeria. Moreover, the gravity load is taken into consideration by taking account the specific weight of the materials constituting the dyke. The results obtained show that the gravity loads have a direct influence on the evolution of settlement, especially at the center of the dyke where these loads are higher.

Keywords: Settlement, dynamic analysis, rockfill dam, effect of earthquake, soil dynamics.

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Authors: K. A. Mistry, I. B. Patel, A. H. Prajapati

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In the present work, the alloy of Bismuth-lead is prepared on the basis of percentage of molecular weight 9:1, 5:5 and 1:9 ratios and grown by Zone- Refining Technique under a vacuum atmosphere. The EDAX of these samples are done and the results are reported. Micro hardness test has been used as an alternative test for measuring material’s tensile properties. The effect of temperature and load on the hardness of the grown alloy has been studied. Further the comparative studies of work hardening coefficients are reported.

Keywords: EDAX, hardening coefficient, Micro hardness, Bi-Pb alloy.

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Authors: Sami W. Tabsh

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The strength of reinforced concrete depends on the member dimensions and material properties. The properties of concrete and steel materials are not constant but random variables. The variability of concrete strength is due to batching errors, variations in mixing, cement quality uncertainties, differences in the degree of compaction and disparity in curing. Similarly, the variability of steel strength is attributed to the manufacturing process, rolling conditions, characteristics of base material, uncertainties in chemical composition, and the microstructure-property relationships. To account for such uncertainties, codes of practice for reinforced concrete design impose resistance factors to ensure structural reliability over the useful life of the structure. In this investigation, the effects of reductions in concrete and reinforcing steel strengths from the nominal values, beyond those accounted for in the structural design codes, on the structural reliability are assessed. The considered limit states are flexure, shear and axial compression based on the ACI 318-11 structural concrete building code. Structural safety is measured in terms of a reliability index. Probabilistic resistance and load models are compiled from the available literature. The study showed that there is a wide variation in the reliability index for reinforced concrete members designed for flexure, shear or axial compression, especially when the live-to-dead load ratio is low. Furthermore, variations in concrete strength have minor effect on the reliability of beams in flexure, moderate effect on the reliability of beams in shear, and sever effect on the reliability of columns in axial compression. On the other hand, changes in steel yield strength have great effect on the reliability of beams in flexure, moderate effect on the reliability of beams in shear, and mild effect on the reliability of columns in axial compression. Based on the outcome, it can be concluded that the reliability of beams is sensitive to changes in the yield strength of the steel reinforcement, whereas the reliability of columns is sensitive to variations in the concrete strength. Since the embedded target reliability in structural design codes results in lower structural safety in beams than in columns, large reductions in material strengths compromise the structural safety of beams much more than they affect columns.

Keywords: Code, flexure, limit states, random variables, reinforced concrete, reliability, reliability index, shear, structural safety.

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Authors: Azam Anaraki Firooz, Ali Reza Mahjoub, Reza Donyaei Ziba

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A simple and dexterous in situ method was introduced to load CdS nanocrystals into organofunctionalized mesoporous, which used an ion-exchange method. The products were extensively characterized by combined spectroscopic methods. X- ray diffraction (XRD) and high-resolution transmission electron microscopy (HRTEM) demonstrated both the maintenance of pore symmetry (space group p6mm) of SBA-15 and the presence of CdS nanocrystals with uniform sizes of about 6 - 8 nm inside the functionalized SBA-15 channels. These mesoporous silica-supported CdS composites showed room temperature photoluminescence properties with a blue shift, indicating the quantum size effect of nanocrystalline CdS.

Keywords: Semiconductors, luminescence, mesoporous material, CdS.

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Authors: K. Kalaikumar, E. Baburaj

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One of the problems to be addressed in wireless sensor networks is the issues related to cross layer communication. Cross layer architecture shares the information across the layer, ensuring Quality of Services (QoS). With this shared information, MAC protocol adapts effective functionality maintenance such as route selection on changeable sensor network environment. However, time slot assignment and neighbour route selection time duration for cross layer have not been carried out. The time varying physical layer communication over cross layer causes high traffic load in the sensor network. Though, the traffic load was reduced using cross layer optimization procedure, the computational cost is high. To improve communication efficacy in the sensor network, a self-determined time slot based Cross-Layered Neighbour Route Discovery (C-LNRD) method is presented in this paper. In the presented work, the initial process is to discover the route in the sensor network using Dynamic Source Routing based Medium Access Control (MAC) sub layers. This process considers MAC layer operation with dynamic route neighbour table discovery. Then, the discovered route path for packet communication employs Broad Route Distributed Time Slot Assignment method on Cross-Layered Sensor Network system. Broad Route means time slotting on varying length of the route paths. During packet communication in this sensor network, transmission of packets is adjusted over the different time with varying ranges for controlling the traffic rate. Finally, Rayleigh fading model is developed in C-LNRD to identify the performance of the sensor network communication structure. The main task of Rayleigh Fading is to measure the power level of each communication under MAC sub layer. The minimized power level helps to easily reduce the computational cost of packet communication in the sensor network. Experiments are conducted on factors such as power factor, on packet communication, neighbour route discovery time, and information (i.e., packet) propagation speed.

Keywords: Medium access control, neighbour route discovery, wireless sensor network, Rayleigh fading, distributed time slot assignment

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Authors: Xiaohuan Li, Wangmin Yi, Xinghui Wu

Abstract:

In order to verify the performance of lunar lander structure, landing-impact test is urgently needed. And the test equipment is necessary for the test. The functions and the key points of the equipment are presented to satisfy the requirements of the test, and the design scheme is proposed. The composition, the major function and the critical parts’ design of the equipment are introduced. By the load test of releasing device and single-beam hoist, and the compatibility test of landing-impact testing system, the rationality and reliability of the equipment is proved.

Keywords: Landing-impact test, lunar lander, releasing device, test equipment.

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Authors: Chaiyut Sumpavakup, Thanatchai Kulworawanichpong

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This paper presents the voltage regulation scheme of D-STATCOM under three-phase faults. It consists of the voltage detection and voltage regulation schemes in the 0dq reference. The proposed control strategy uses the proportional controller in which the proportional gain, kp, is appropriately adjusted by using genetic algorithms. To verify its use, a simplified 4-bus test system is situated by assuming a three-phase fault at bus 4. As a result, the DSTATCOM can resume the load voltage to the desired level within 1.8 ms. This confirms that the proposed voltage regulation scheme performs well under three-phase fault events.

Keywords: D-STATCOM, proportional controller, genetic algorithms.

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Authors: Vince Scolaro, Lakshman Prasad, Ted Polley, Sanjivan Deshpande

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The LH Ford Bridge, built in the 1960’s, comprises 28 spans, is 800 m long and crosses the Macquarie River at Dubbo, NSW. The main bridge spans comprise three spans with a 63 m centre span (25 m drop-in section) supported by halving joints from the main cantilevers and back spans of 28 m. The main bridge spans were built using complex construction staging (first of this type in NSW). They comprise twin precast boxes, in-situ reinforced concrete infills, and cantilevered outriggers stressed both longitudinally and transversely. Since construction, this bridge has undergone significantly increased design vehicle loads and showed signs of excessive shrinkage and creep leading to significant sagging of the centre span with evidence of previous failure and remediation of the halving joints. A comprehensive load rating assessment was undertaken taking account of the original complex construction staging. Deficiencies identified included, inadequate capacity of the halving joints, failure of the bearings at the halving joints, inadequate shear capacity of the girder webs and inadequate girder flexural capacity to carry B-Double design vehicles. A strengthening system comprising two new piers (under each of the halving joints), new bearings and installation of external prestressing to the soffit of both drop-in-span and back spans was adopted. A portion of dead load had to be transferred from the superstructure to the new piers via innovative soft/stiff bearing combinations to reduce new locked in stresses resulting from the new pier supports. Significant temporary works comprised a precast concrete shell beam forming the pile cap/pier structure, addition of temporary suspended scaffold (without overstressing the existing superstructure) and installation of jacking stays for new bearing top and bottom plates. This paper presents how this existing historic and socially important bridge was strengthened and updated to increase its design life without the need for replacement.

Keywords: Strengthening, creep, construction, box girder.

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Authors: Gu Wei, Gao Wei

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In this report, an OTA which is used in fully differential pipelined ADC was described. Using gain-boost architecture with difference-ended amplifier, this OTA achieve high-gain and high-speed. Besides, the CMFB circuit is also used, and some methods are concerned to improve the performance. Then, by optimization the layout design, OTA-s mismatch was reduced. This design was using TSMC 0.18um CMOS process and simulation both schematic and layout in Cadence. The result of the simulation shows that the OTA has a gain up to 80dB,a unity gain bandwidth of about 1.437GHz for a 2pF load, a slew rate is about 428V/μs, a output swing is 0.2V~1.35V, with the power supply of 1.8V, the power consumption is 88mW. This amplifier was used in a 10bit 150MHz pipelined ADC.

Keywords: OTA, common drain, CMFB, pipelined ADC

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Authors: Jan Sindelar

Abstract:

The paper presents an applied study of a multivariate AR(p) process fitted to daily data from U.S. commodity futures markets with the use of Bayesian statistics. In the first part a detailed description of the methods used is given. In the second part two BVAR models are chosen one with assumption of lognormal, the second with normal distribution of prices conditioned on the parameters. For a comparison two simple benchmark models are chosen that are commonly used in todays Financial Mathematics. The article compares the quality of predictions of all the models, tries to find an adequate rate of forgetting of information and questions the validity of Efficient Market Hypothesis in the semi-strong form.

Keywords: Vector auto-regression, forecasting, financial, Bayesian, efficient markets.

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