Search results for: 1) model group
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8578

Search results for: 1) model group

7798 Optimized Calculation of Hourly Price Forward Curve (HPFC)

Authors: Ahmed Abdolkhalig

Abstract:

This paper examines many mathematical methods for molding the hourly price forward curve (HPFC); the model will be constructed by numerous regression methods, like polynomial regression, radial basic function neural networks & a furrier series. Examination the models goodness of fit will be done by means of statistical & graphical tools. The criteria for choosing the model will depend on minimize the Root Mean Squared Error (RMSE), using the correlation analysis approach for the regression analysis the optimal model will be distinct, which are robust against model misspecification. Learning & supervision technique employed to determine the form of the optimal parameters corresponding to each measure of overall loss. By using all the numerical methods that mentioned previously; the explicit expressions for the optimal model derived and the optimal designs will be implemented.

Keywords: Forward curve, furrier series, regression, radial basic function neural networks.

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7797 Whole Body CT for a Patient with Sepsis

Authors: Y. Yanagawa, K. Aihara, S. Watanabe, M. Takemoto, T. Naito, T. Iba, H. Tanaka

Abstract:

This study retrospectively investigated the significance of whole body CT (WCT) for patients with sepsis. A medical chart review was retrospectively performed for all patients with systemic inflammatory response syndrome that were treated initially between April 2011 and March 2012. The subjects were divided into a WCT group that underwent WCT on arrival and a control group. Results of this study suggested that WCT for sepsis was useful for elderly patients whose chief complaint or physiological findings could not suggest the anatomical site of infection, to determine the infectious focus and indications/method for surgery, to diagnose the basic diseases associated with opportunistic infections and to evaluate complicated diseases

Keywords: Sepsis, CT, outcome.

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7796 A Business Model Design Process for Social Enterprises: The Critical Role of the Environment

Authors: Hadia Abdel Aziz, Raghda El Ebrashi

Abstract:

Business models are shaped by their design space or the environment they are designed to be implemented in. The rapidly changing economic, technological, political, regulatory and market external environment severely affects business logic. This is particularly true for social enterprises whose core mission is to transform their environments, and thus, their whole business logic revolves around the interchange between the enterprise and the environment. The context in which social business operates imposes different business design constraints while at the same time, open up new design opportunities. It is also affected to a great extent by the impact that successful enterprises generate; a continuous loop of interaction that needs to be managed through a dynamic capability in order to generate a lasting powerful impact. This conceptual research synthesizes and analyzes literature on social enterprise, social enterprise business models, business model innovation, business model design, and the open system view theory to propose a new business model design process for social enterprises that takes into account the critical role of environmental factors. This process would help the social enterprise develop a dynamic capability that ensures the alignment of its business model to its environmental context, thus, maximizing its probability of success.

Keywords: Social enterprise, business model, business model design.

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7795 Modeling ICT Adoption Factors for the Preservation of Indigenous Knowledge

Authors: K.M. Ngcobo, S.D. Eyono Obono

Abstract:

Indigenous Knowledge (IK) has many social and economic benefits. However, IK is at the risk of extinction due to the difficulties to preserve it as most of the IK largely remains undocumented. This study aims to design a model of the factors affecting the adoption of Information and Communication Technologies (ICTs) for the preservation of IK. The proposed model is based on theoretical frameworks on ICT adoption. It was designed following a literature review of ICT adoption theories for households, and of the factors affecting ICT adoption for IK. The theory that fitted to the best all factors was then chosen as the basis for the proposed model. This study found that the Model of Adoption of Technology in Households (MATH) is the most suitable theoretical framework for modeling ICT adoption factors for the preservation of IK.

Keywords: Adoption factors, ICT adoption theories, Indigenous knowledge.

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7794 Advanced Model for Calculation of the Neutral Axis Shifting and the Wall Thickness Distribution in Rotary Draw Bending Processes

Authors: B. Engel, H. Hassan

Abstract:

Rotary draw bending is a method which is being used in tube forming. In the tube bending process, the neutral axis moves towards the inner arc and the wall thickness distribution changes for tube’s cross section. Thinning takes place in the outer arc of the tube (extrados) due to the stretching of the material, whereas thickening occurs in the inner arc of the tube (intrados) due to the comparison of the material. The calculations of the wall thickness distribution, neutral axis shifting, and strain distribution have not been accurate enough, so far. The previous model (the geometrical model) describes the neutral axis shifting and wall thickness distribution. The geometrical of the tube, bending radius and bending angle are considered in the geometrical model, while the influence of the material properties of the tube forming are ignored. The advanced model is a modification of the previous model using material properties that depends on the correction factor. The correction factor is a purely empirically determined factor. The advanced model was compared with the Finite element simulation (FE simulation) using a different bending factor (Bf =bending radius/ diameter of the tube), wall thickness (Wf = diameter of the tube/ wall thickness), and material properties (strain hardening exponent). Finite element model of rotary draw bending has been performed in PAM-TUBE program (version: 2012). Results from the advanced model resemble the FE simulation and the experimental test.

Keywords: Rotary draw bending, material properties, neutral axis shifting, wall thickness distribution.

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7793 Modeling Residential Space Heating Energy for Romania

Authors: Ion Smeureanu, Adriana Reveiu, Marian Dardala, Titus Felix Furtuna, Roman Kanala

Abstract:

This paper proposes a linear model for optimizing domestic energy consumption in Romania. The particularity of the model is that it is putting in competition both tangible technologies and thermal insulation projects with different financing modes. The model is optimizing the energy system by minimizing the global discounted cost in household sector, by integrating residential lighting, space heating, hot water, combined space heating – hot water, as well as space cooling, in a monolithic model. Another demand sector included is the passenger transport. This paper focuses on space heating part, analyzing technical and economic issues related to investment decisions to envelope and insulate buildings, in order to minimize energy consumption.

Keywords: Consumer behavior, energy modelling, Open Source Energy Modeling System (OSeMOSYS), MARKAL/TIMES Romanian energy model.

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7792 Phenomenological and Semi-microscopic Analysis for Elastic Scattering of Protons on 6,7Li

Authors: A. Amar, N. Burtebayev, Sh. Hamada, Kerimkulov Zhambul, N. Amangieldy

Abstract:

Analysis of the elastic scattering of protons on 6,7Li nuclei has been done in the framework of the optical model at the beam energies up to 50 MeV. Differential cross sections for the 6,7Li + p scattering were measured over the proton laboratory–energy range from 400 to 1050 keV. The elastic scattering of 6,7Li+p data at different proton incident energies have been analyzed using singlefolding model. In each case the real potential obtained from the folding model was supplemented by a phenomenological imaginary potential, and during the fitting process the real potential was normalized and the imaginary potential optimized. Normalization factor NR is calculated in the range between 0.70 and 0.84.

Keywords: scattering of protons on 6, 7Li nuclei, Esis88 Codesingle-folding model, phenomenological.

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7791 Problems and Possible Solutions with the Development of a Computer Model of Quantum Theory

Authors: Hans H. Diel

Abstract:

A computer model of Quantum Theory (QT) has been developed by the author. Major goal of the computer model was support and demonstration of an as large as possible scope of QT. This includes simulations for the major QT (Gedanken-) experiments such as, for example, the famous double-slit experiment. Besides the anticipated difficulties with (1) transforming exacting mathematics into a computer program, two further types of problems showed up, namely (2) areas where QT provides a complete mathematical formalism, but when it comes to concrete applications the equations are not solvable at all, or only with extremely high effort; (3) QT rules which are formulated in natural language and which do not seem to be translatable to precise mathematical expressions, nor to a computer program. The paper lists problems in all three categories and describes also the possible solutions or circumventions developed for the computer model.

Keywords: Computability, Foundation of Quantum Mechanics, Measurement Process, Modeling.

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7790 A New Hybrid Model with Passive Congregation for Stock Market Indices Prediction

Authors: Tarek Aboueldahab

Abstract:

In this paper, we propose a new hybrid learning model for stock market indices prediction by adding a passive congregation term to the standard hybrid model comprising Particle Swarm Optimization (PSO) with Genetic Algorithm (GA) operators in training Neural Networks (NN). This new passive congregation term is based on the cooperation between different particles in determining new positions rather than depending on the particles selfish thinking without considering other particles positions, thus it enables PSO to perform both the local and global search instead of only doing the local search. Experiment study carried out on the most famous European stock market indices in both long term and short term prediction shows significantly the influence of the passive congregation term in improving the prediction accuracy compared to standard hybrid model.

Keywords: Global Search, Hybrid Model, Passive Congregation, Stock Market Prediction.

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7789 Assessment of Channel Unavailability Effect on the Wireless Networks Teletraffic Modeling and Analysis

Authors: Eman S. El-Din, Hesham M. El-Badawy, Salwa H. Elramly

Abstract:

Whereas cellular wireless communication systems are subject to short-and long-term fading. The effect of wireless channel has largely been ignored in most of the teletraffic assessment researches. In this paper, a mathematical teletraffic model is proposed to estimate blocking and forced termination probabilities of cellular wireless networks as a result of teletraffic behavior as well as the outage of the propagation channel. To evaluate the proposed teletraffic model, gamma inter-arrival and general service time distributions have been considered based on wireless channel fading effect. The performance is evaluated and compared with the classical model. The proposed model is dedicated and investigated in different operational conditions. These conditions will consider not only the arrival rate process, but also, the different faded channels models.

Keywords: Cellular wireless networks, outage probability, traffic model, gamma inter-arrival distribution.

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7788 Efficacy of Selected Mobility Exercises and Participation in Special Games on Psychomotor Abilities, Functional Abilities and Game Performance among Intellectually Disabled Children of Under 14 Age

Authors: J. Samuel Jesudoss

Abstract:

The purpose of the study was to find out the efficacy of selected mobility exercises and participation in special games on psychomotor abilities, functional abilities and skill performance among intellectually disabled children of age group under 14. Thirty male students who were studying in Balar Kalvi Nilayam and YMCA College Special School, Chennai, acted as subjects for the study. They were only mild and moderate in intellectual disability. These students did not undergo any special training or coaching programme apart from their regular routine physical activity classes as a part of the curriculum in the school. They were attached at random, based on age in which 30 belonged to under 14 age group, which was divided into three equal group of ten for each experimental treatment. 10 students (Treatment group I) underwent calisthenics and special games participation, 10 students (Treatment group II) underwent aquatics and special games participation, 10 students (Treatment group III) underwent yoga and special games participation. The subjects were tested on selected criterion variables prior (pre test) and after twelve weeks of training (post test). The pre and post test data collected from three groups on functional abilities(self care, learning, capacity for independent living), psychomotor variables(static balance, eye hand coordination, simple reaction time test) and skill performance (bocce skill, badminton skill, table tennis skill) were statistically examined for significant difference, by applying the analysis ANACOVA. Whenever an 'F' ratio for adjusted test was found to be significant for adjusted post test means, Scheffe-s test was followed as a post-hoc test to determine which of the paired mean differences was significant. The result of the study showed that among under 14 age groups there was a significant improvement on selected criterion variables such as, Balance, Coordination, self-care and learning and also in Bocce, Badminton & Table Tennis skill performance, due to mobility exercises and participation in special games. However there were no significant differences among the groups.

Keywords: Functional ability, intellectually disabled, Mobility exercises, Psychomotor ability.

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7787 Definition and Implementation of a Simulation Model for the Physical Layer and the Radio Channel in Dedicated Short Range Communication Systems

Authors: Mounir Frikha, Michael Meincke, Semia Barouni

Abstract:

This paper proposes a vehicle-to-vehicle propagation model implemented with SDL. To estimate the channel characteristics for Inter-Vehicle communication, we first define a predicted propagation pathloss between the moving vehicles under three typical scenarios. A Ray-tracing method is used for the simple gamma model performance.

Keywords: Inter-vehicle communication (IVC), propagationmodel, road traffic, road vicinity, pathloss.

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7786 Hybrid Quasi-Steady Thermal Lattice Boltzmann Model for Studying the Behavior of Oil in Water Emulsions Used in Machining Tool Cooling and Lubrication

Authors: W. Hasan, H. Farhat, A. Alhilo, L. Tamimi

Abstract:

Oil in water (O/W) emulsions are utilized extensively for cooling and lubricating cutting tools during parts machining. A robust Lattice Boltzmann (LBM) thermal-surfactants model, which provides a useful platform for exploring complex emulsions’ characteristics under variety of flow conditions, is used here for the study of the fluid behavior during conventional tools cooling. The transient thermal capabilities of the model are employed for simulating the effects of the flow conditions of O/W emulsions on the cooling of cutting tools. The model results show that the temperature outcome is slightly affected by reversing the direction of upper plate (workpiece). On the other hand, an important increase in effective viscosity is seen which supports better lubrication during the work.

Keywords: Hybrid lattice Boltzmann method, Gunstensen model, thermal, surfactant-covered droplet, Marangoni stress.

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7785 Modeling Prices of Electricity Futures at EEX

Authors: Robest Flasza, Milan Rippel, Jan Solc

Abstract:

The main aim of this paper is to develop and calibrate an econometric model for modeling prices of long term electricity futures contracts. The calibration of our model is performed on data from EEX AG allowing us to capture the specific features of German electricity market. The data sample contains several structural breaks which have to be taken into account for modeling. We model the data with an ARIMAX model which reveals high correlation between the price of electricity futures contracts and prices of LT futures contracts of fuels (namely coal, natural gas and crude oil). Besides this, also a share price index of representative electricity companies traded on Xetra, spread between 10Y and 1Y German bonds and exchange rate between EUR and USD appeared to have significant explanatory power over these futures contracts on EEX.

Keywords: electricity futures, EEX, ARIMAX, emissionallowances

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7784 The Application of Adaptive Tabu Search Algorithm and Averaging Model to the Optimal Controller Design of Buck Converters

Authors: T. Sopapirm, K-N. Areerak, K-L. Areerak, A. Srikaew

Abstract:

The paper presents the applications of artificial intelligence technique called adaptive tabu search to design the controller of a buck converter. The averaging model derived from the DQ and generalized state-space averaging methods is applied to simulate the system during a searching process. The simulations using such averaging model require the faster computational time compared with that of the full topology model from the software packages. The reported model is suitable for the work in the paper in which the repeating calculation is needed for searching the best solution. The results will show that the proposed design technique can provide the better output waveforms compared with those designed from the classical method.

Keywords: Buck converter, adaptive tabu search, DQ method, generalized state-space averaging method, modeling and simulation

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7783 MABENA Strategic Management Model for Local Companies

Authors: Kaveh Mohammad Cyrus, Shadi Sanagoo

Abstract:

MABENA model is a complementary model in comparison with traditional models such as HCMS, CMS and etc. New factors, which have effects on preparation of strategic plans and their sequential order in MABENA model is the platform of presented road map in this paper.Study review shows, factors such as emerging new critical success factors for strategic planning, improvement of international strategic models, increasing the maturity of companies and emerging new needs leading to design a new model which can be responsible for new critical factors and solve the limitations of previous strategic management models. Preparation of strategic planning need more factors than introduced in traditional models. The needed factors includes determining future Critical Success Factors and competencies, defining key processes, determining the maturity of the processes, considering all aspects of the external environment etc. Description of aforementioned requirements, the outcomes and their order is developing and presenting the MABENA model-s road map in this paper. This study presents a road map for strategic planning of the Iranian organizations.

Keywords: Competitive Advantage, Process Maturity, StrategicPlanning, Strategic potential

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7782 Non-Circular Carbon Fiber Reinforced Polymers Chainring Failure Analysis

Authors: A. Elmikaty, Z. Thanawarothon, L. Mezeix

Abstract:

This paper presents a finite element model to simulate the teeth failure of non-circular composite chainring. Model consists of the chainring and a part of the chain. To reduce the size of the model, only the first 11 rollers are simulated. In order to validate the model, it is firstly applied to a circular aluminum chainring and evolution of the stress in the teeth is compared with the literature. Then, effect of the non-circular shape is studied through three different loading positions. Strength of non-circular composite chainring and failure scenario is investigated. Moreover, two composite lay-ups are proposed to observe the influence of the stacking. Results show that composite material can be used but the lay-up has a large influence on the strength. Finally, loading position does not have influence on the first composite failure that always occurs in the first tooth.

Keywords: CFRP, composite failure, FEA, non-circular chainring.

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7781 Constructing a Suitable Model of Distance Training for Community Leader in the Upper Northeastern Region

Authors: Teerawach Khamkorn, Laongtip Mathurasa, Savittree Rochanasmita Arnold, Witthaya Mekhum

Abstract:

The objective of this research intends to create a suitable model of distance training for community leaders in the upper northeastern region of Thailand. The implementation of the research process is divided into four steps: The first step is to analyze relevant documents. The second step deals with an interview in depth with experts. The third step is concerned with constructing a model. And the fourth step takes aim at model validation by expert assessments. The findings reveal the two important components for constructing an appropriate model of distance training for community leaders in the upper northeastern region. The first component consists of the context of technology management, e.g., principle, policy and goals. The second component can be viewed in two ways. Firstly, there are elements comprising input, process, output and feedback. Secondly, the sub-components include steps and process in training. The result of expert assessments informs that the researcher-s constructed model is consistent and suitable and overall the most appropriate.

Keywords: Constructing, Distance Training, Management, Technology.

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7780 Mathematical Modeling of Human Cardiovascular System: A Lumped Parameter Approach and Simulation

Authors: Ketan Naik, P. H. Bhathawala

Abstract:

The purpose of this work is to develop a mathematical model of Human Cardiovascular System using lumped parameter method. The model is divided in three parts: Systemic Circulation, Pulmonary Circulation and the Heart. The established mathematical model has been simulated by MATLAB software. The innovation of this study is in describing the system based on the vessel diameters and simulating mathematical equations with active electrical elements. Terminology of human physical body and required physical data like vessel’s radius, thickness etc., which are required to calculate circuit parameters like resistance, inductance and capacitance, are proceeds from well-known medical books. The developed model is useful to understand the anatomic of human cardiovascular system and related syndromes. The model is deal with vessel’s pressure and blood flow at certain time.

Keywords: Cardiovascular system, lumped parameter method, mathematical modeling, simulation.

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7779 Shear Behaviour of RC Deep Beams with Openings Strengthened with Carbon Fiber Reinforced Polymer

Authors: Mannal Tariq

Abstract:

Construction industry is making progress at a high pace. The trend of the world is getting more biased towards the high rise buildings. Deep beams are one of the most common elements in modern construction having small span to depth ratio. Deep beams are mostly used as transfer girders. This experimental study consists of 16 reinforced concrete (RC) deep beams. These beams were divided into two groups; A and B. Groups A and B consist of eight beams each, having 381 mm (15 in) and 457 mm (18 in) depth respectively. Each group was further subdivided into four sub groups each consisting of two identical beams. Each subgroup was comprised of solid/control beam (without opening), opening above neutral axis (NA), at NA and below NA. Except for control beams, all beams with openings were strengthened with carbon fibre reinforced polymer (CFRP) vertical strips. These eight groups differ from each other based on depth and location of openings. For testing sake, all beams have been loaded with two symmetrical point loads. All beams have been designed based on strut and tie model concept. The outcome of experimental investigation elaborates the difference in the shear behaviour of deep beams based on depth and location of circular openings variation. 457 mm (18 in) deep beam with openings above NA show the highest strength and 381 mm (15 in) deep beam with openings below NA show the least strength. CFRP sheets played a vital role in increasing the shear capacity of beams.

Keywords: CFRP, deep beams, openings in deep beams, strut and tie model, shear behaviour.

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7778 The Role of People and Data in Complex Spatial-Related Long-Term Decisions: A Case Study of Capital Project Management Groups

Authors: Peter Boyes, Sarah Sharples, Paul Tennent, Gary Priestnall, Jeremy Morley

Abstract:

Significant long-term investment projects can involve complex decisions. These are often described as capital projects and the factors that contribute to their complexity include budgets, motivating reasons for investment, stakeholder involvement, interdependent projects, and the delivery phases required. The complexity of these projects often requires management groups to be established involving stakeholder representatives, these teams are inherently multidisciplinary. This study uses two university campus capital projects as case studies for this type of management group. Due to the interaction of projects with wider campus infrastructure and users, decisions are made at varying spatial granularity throughout the project lifespan. This spatial-related context brings complexity to the group decisions. Sensemaking is the process used to achieve group situational awareness of a complex situation, enabling the team to arrive at a consensus and make a decision. The purpose of this study is to understand the role of people and data in complex spatial related long-term decision and sensemaking processes. The paper aims to identify and present issues experienced in practical settings of these types of decision. A series of exploratory semi-structured interviews with members of the two projects elicit an understanding of their operation. From two stages of thematic analysis, inductive and deductive, emergent themes are identified around the group structure, the data usage, and the decision making within these groups. When data were made available to the group, there were commonly issues with perception of veracity and validity of the data presented; this impacted the ability of the group to reach consensus and therefore for decision to be made. Similarly, there were different responses to forecasted or modelled data, shaped by the experience and occupation of the individuals within the multidisciplinary management group. This paper provides an understanding of further support required for team sensemaking and decision making in complex capital projects. The paper also discusses the barriers found to effective decision making in this setting and suggests opportunities to develop decision support systems in this team strategic decision-making process. Recommendations are made for further research into the sensemaking and decision-making process of this complex spatial-related setting.

Keywords: decision making, decisions under uncertainty, real decisions, sensemaking, spatial, team decision making

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7777 Acausal and Causal Model Construction with FEM Approach Using Modelica

Authors: Oke Oktavianty, Tadayuki Kyoutani, Shigeyuki Haruyama, Junji Kaneko, Ken Kaminishi

Abstract:

Modelica has many advantages and it is very useful in modeling and simulation especially for the multi-domain with a complex technical system. However, the big obstacle for a beginner is to understand the basic concept and to build a new system model for a real system. In order to understand how to solve the simple circuit model by hand translation and to get a better understanding of how modelica works, we provide a detailed explanation about solver ordering system in horizontal and vertical sorting and make some proposals for improvement. In this study, some difficulties in using modelica software with the original concept and the comparison with Finite Element Method (FEM) approach is discussed. We also present our textual modeling approach using FEM concept for acausal and causal model construction. Furthermore, simulation results are provided that demonstrate the comparison between using textual modeling with original coding in modelica and FEM concept.

Keywords: FEM, acausal model, modelica, horizontal and vertical sorting.

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7776 New Approach for the Modeling and the Implementation of the Object-Relational Databases

Authors: Amel Grissa-Touzi, Minyar Sassi

Abstract:

Conception is the primordial part in the realization of a computer system. Several tools have been used to help inventors to describe their software. These tools knew a big success in the relational databases domain since they permit to generate SQL script modeling the database from an Entity/Association model. However, with the evolution of the computer domain, the relational databases proved their limits and object-relational model became used more and more. Tools of present conception don't support all new concepts introduced by this model and the syntax of the SQL3 language. We propose in this paper a tool of help to the conception and implementation of object-relational databases called «NAVIGTOOLS" that allows the user to generate script modeling its database in SQL3 language. This tool bases itself on the Entity/Association and navigational model for modeling the object-relational databases.

Keywords: Abstract Data Table, Navigational model, Objectrelational databases, References.

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7775 Data Collection with Bounded-Sized Messages in Wireless Sensor Networks

Authors: Min Kyung An

Abstract:

In this paper, we study the data collection problem in Wireless Sensor Networks (WSNs) adopting the two interference models: The graph model and the more realistic physical interference model known as Signal-to-Interference-Noise-Ratio (SINR). The main issue of the problem is to compute schedules with the minimum number of timeslots, that is, to compute the minimum latency schedules, such that data from every node can be collected without any collision or interference to a sink node. While existing works studied the problem with unit-sized and unbounded-sized message models, we investigate the problem with the bounded-sized message model, and introduce a constant factor approximation algorithm. To the best known of our knowledge, our result is the first result of the data collection problem with bounded-sized model in both interference models.

Keywords: Data collection, collision-free, interference-free, physical interference model, SINR, approximation, bounded-sized message model, wireless sensor networks, WSN.

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7774 Hybrid Equity Warrants Pricing Formulation under Stochastic Dynamics

Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim

Abstract:

A warrant is a financial contract that confers the right but not the obligation, to buy or sell a security at a certain price before expiration. The standard procedure to value equity warrants using call option pricing models such as the Black–Scholes model had been proven to contain many flaws, such as the assumption of constant interest rate and constant volatility. In fact, existing alternative models were found focusing more on demonstrating techniques for pricing, rather than empirical testing. Therefore, a mathematical model for pricing and analyzing equity warrants which comprises stochastic interest rate and stochastic volatility is essential to incorporate the dynamic relationships between the identified variables and illustrate the real market. Here, the aim is to develop dynamic pricing formulations for hybrid equity warrants by incorporating stochastic interest rates from the Cox-Ingersoll-Ross (CIR) model, along with stochastic volatility from the Heston model. The development of the model involves the derivations of stochastic differential equations that govern the model dynamics. The resulting equations which involve Cauchy problem and heat equations are then solved using partial differential equation approaches. The analytical pricing formulas obtained in this study comply with the form of analytical expressions embedded in the Black-Scholes model and other existing pricing models for equity warrants. This facilitates the practicality of this proposed formula for comparison purposes and further empirical study.

Keywords: Cox-Ingersoll-Ross model, equity warrants, Heston model, hybrid models, stochastic.

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7773 Effects of High-Protein, Low-Energy Diet on Body Composition in Overweight and Obese Adults: A Clinical Trial

Authors: Makan Cheraghpour, Seyed Ahmad Hosseini, Damoon Ashtary-Larky, Saeed Shirali, Matin Ghanavati, Meysam Alipour

Abstract:

Background: In addition to reducing body weight, the low-calorie diets can reduce the lean body mass. It is hypothesized that in addition to reducing the body weight, the low-calorie diets can maintain the lean body mass. So, the current study aimed at evaluating the effects of high-protein diet with calorie restriction on body composition in overweight and obese individuals. Methods: 36 obese and overweight subjects were divided randomly into two groups. The first group received a normal-protein, low-energy diet (RDA), and the second group received a high-protein, low-energy diet (2×RDA). The anthropometric indices including height, weight, body mass index, body fat mass, fat free mass, and body fat percentage were evaluated before and after the study. Results: A significant reduction was observed in anthropometric indices in both groups (high-protein, low-energy diets and normal-protein, low-energy diets). In addition, more reduction in fat free mass was observed in the normal-protein, low-energy diet group compared to the high -protein, low-energy diet group. In other the anthropometric indices, significant differences were not observed between the two groups. Conclusion: Independently of the type of diet, low-calorie diet can improve the anthropometric indices, but during a weight loss, high-protein diet can help the fat free mass to be maintained.

Keywords: Diet, high-protein, body mass index, body fat percentage.

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7772 The Profit Trend of Cosmetics Products Using Bootstrap Edgeworth Approximation

Authors: Edlira Donefski, Lorenc Ekonomi, Tina Donefski

Abstract:

Edgeworth approximation is one of the most important statistical methods that has a considered contribution in the reduction of the sum of standard deviation of the independent variables’ coefficients in a Quantile Regression Model. This model estimates the conditional median or other quantiles. In this paper, we have applied approximating statistical methods in an economical problem. We have created and generated a quantile regression model to see how the profit gained is connected with the realized sales of the cosmetic products in a real data, taken from a local business. The Linear Regression of the generated profit and the realized sales was not free of autocorrelation and heteroscedasticity, so this is the reason that we have used this model instead of Linear Regression. Our aim is to analyze in more details the relation between the variables taken into study: the profit and the finalized sales and how to minimize the standard errors of the independent variable involved in this study, the level of realized sales. The statistical methods that we have applied in our work are Edgeworth Approximation for Independent and Identical distributed (IID) cases, Bootstrap version of the Model and the Edgeworth approximation for Bootstrap Quantile Regression Model. The graphics and the results that we have presented here identify the best approximating model of our study.

Keywords: Bootstrap, Edgeworth approximation, independent and Identical distributed, quantile.

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7771 The Relationship between Anthropometric Obesity Indices and Insulin in Children with Metabolic Syndrome

Authors: Mustafa M. Donma, Orkide Donma

Abstract:

The number of indices developed for the evaluation of obesity and metabolic syndrome (MetS) both in adults and pediatric population is ever increasing. These indices can be weight-dependent or weight–independent. Some are extremely sophisticated equations and their clinical utility is questionable in routine clinical practice. The aim of this study was to compare presently available obesity indices and find the most practical one. Their associations with MetS components were also investigated to determine their capacities in differential diagnosis of morbid obesity with and without MetS. Children with normal body mass index (N-BMI) and morbid obesity were recruited for this study. Three groups were constituted. Age- and sex-dependent BMI percentiles for morbid obese (MO) children were above 99 according to World Health Organization tables. Of them, those with MetS findings were evaluated as MetS group. Children, whose values were between 85 and 15, were included in N-BMI group. The study protocol was approved by the Ethics Committee of Tekirdag Namik Kemal University, Faculty of Medicine. Parents filled out informed consent forms to participate in the study. Anthropometric measurements and blood pressure values were recorded. BMI, hip index (HI), conicity index (CI), triponderal mass index (TPMI), body adiposity index (BAI), body shape index (BSI), body roundness index (BRI), abdominal volume index (AVI), waist-to-hip ratio (WHR) and [waist circumference (WC) + hip circumference (HC)]/2 were the formulas examined in this study. Routine biochemical tests including fasting blood glucose (FBG), insulin (INS), blood lipids were performed. Statistical program SPSS was used for the evaluation of study data; p < 0.05 was accepted as the statistical significance degree. HI did not differ among the groups. A statistically significant difference was noted between N-BMI and MetS groups in terms of ABSI. All the other indices were capable of making discrimination between N-BMI-MO, N-BMI- MetS and MO-MetS groups. No correlation was found between FBG and any obesity indices in any groups. The same was true for INS in N-BMI group. Insulin was correlated with BAI, TPMI, CI, BRI, AVI and (WC+HC)/2 in MO group without MetS findings. In the MetS group, the only index, which was correlated with INS, was (WC+HC)/2. These findings have pointed out that complicated formulas may not be required for the evaluation of the alterations among N-BMI and various obesity groups including MetS. The simple easily computable weight-independent index, (WC+HC)/2, was unique, because it was the only index, which exhibits a valuable association with INS in MetS group. It did not exhibit any correlation with other obesity indices showing associations with INS in MO group. It was concluded that (WC+HC)/2 was pretty valuable practicable index for the discrimination of MO children with and without MetS findings.

Keywords: Fasting blood glucose, insulin, metabolic syndrome, obesity indices.

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7770 Large-Eddy Simulation of Hypersonic Configuration Aerodynamics

Authors: Huang Shengqin, Xiao Hong

Abstract:

LES with mixed subgrid-scale model has been used to simulate aerodynamic performance of hypersonic configuration. The simulation was conducted to replicate conditions and geometry of a model which has been previously tested. LES Model has been successful in predict pressure coefficient with the max error 1.5% besides afterbody. But in the high Mach number condition, it is poor in predict ability and product 12.5% error. The calculation error are mainly conducted by the distribution swirling. The fact of poor ability in the high Mach number and afterbody region indicated that the mixed subgrid-scale model should be improved in large eddied especially in hypersonic separate region. In the condition of attach and sideslip flight, the calculation results have waves. LES are successful in the prediction the pressure wave in hypersonic flow.

Keywords: Hypersonic, LES, mixed Subgrid-scale model, experiment.

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7769 A Wind Farm Reduced Order Model Using Integral Manifold Theory

Authors: M. Sedighizadeh, A. Rezazadeh

Abstract:

Due to the increasing penetration of wind energy, it is necessary to possess design tools that are able to simulate the impact of these installations in utility grids. In order to provide a net contribution to this issue a detailed wind park model has been developed and is briefly presented. However, the computational costs associated with the performance of such a detailed model in describing the behavior of a wind park composed by a considerable number of units may render its practical application very difficult. To overcome this problem integral manifolds theory has been applied to reduce the order of the detailed wind park model, and therefore create the conditions for the development of a dynamic equivalent which is able to retain the relevant dynamics with respect to the existing a.c. system. In this paper integral manifold method has been introduced for order reduction. Simulation results of the proposed method represents that integral manifold method results fit the detailed model results with a higher precision than singular perturbation method.

Keywords: Wind, Reduced Order, Integral Manifold.

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