Search results for: discrete choice models

Authors: Pavel Zikmund, Robert Popela

Abstract:

Extreme formation is a theoretical concept of selfsustain flight when a big airliner is followed by a small UAV glider flying in the airliner wake vortex. The paper presents results of a climb analysis with the goal to lift the gliding UAV to airliners cruise altitude. Wake vortex models, the UAV drag polar and basic parameters and airliner’s climb profile are introduced at first. Afterwards, flight performance of the UAV in a wake vortex is evaluated by analytical methods. Time history of optimal distance between an airliner and the UAV during a climb is determined. The results are encouraging. Therefore available UAV drag margin for electricity generation is figured out for different vortex models.

Keywords: Flight in formation, self-sustained flight, UAV, wake vortex.

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Authors: Yan Lyu, Yiqun Pan, Zhizhong Huang

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In the design stage of a new building, the energy model of this building is often required for the analysis of the performance on energy efficiency. In practice, a certain degree of geometric simplification should be done in the establishment of building energy models, since the detailed geometric features of a real building are hard to be described perfectly in most energy simulation engine, such as ESP-r, eQuest or EnergyPlus. Actually, the detailed description is not necessary when the result with extremely high accuracy is not demanded. Therefore, this paper analyzed the relationship between the error of the simulation result from building energy models and the geometric simplification of the models. Finally, the following two parameters are selected as the indices to characterize the geometric feature of in building energy simulation: the southward projected area and total side surface area of the building. Based on the parameterization method, the simplification from an arbitrary column building to a typical shape (a cuboid) building can be made for energy modeling. The result in this study indicates that no more than 7% prediction error of annual cooling/heating load will be caused by the geometric simplification for those buildings with the ratio of southward projection length to total perimeter of the bottom of 0.25~0.35, which means this method is applicable for building performance simulation.

Keywords: building energy model, simulation, geometric simplification, design, regression

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Authors: Yang Liu, Jinfeng Wang, Hong Li, Wei Gao, Siriguleng He

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A new numerical scheme based on the H1-Galerkin mixed finite element method for a class of second-order pseudohyperbolic equations is constructed. The proposed procedures can be split into three independent differential sub-schemes and does not need to solve a coupled system of equations. Optimal error estimates are derived for both semidiscrete and fully discrete schemes for problems in one space dimension. And the proposed method dose not requires the LBB consistency condition. Finally, some numerical results are provided to illustrate the efficacy of our method.

Keywords: Pseudo-hyperbolic equations, splitting system, H1-Galerkin mixed method, error estimates.

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Authors: Gilberto Gonzalez-A, Dunia Nuñez-P

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Bond graph models of an electrical transformer including the nonlinear saturation are presented. The transformer using electrical and magnetic circuits are modelled. These models determine the relation between self and mutual inductances, and the leakage and magnetizing inductances of power transformers with two windings using the properties of a bond graph. The equivalence between electrical and magnetic variables is given. The modelling and analysis using this methodology to three phase power transformers can be extended.

Keywords: Bond graph, electrical transformer, magnetic circuits, nonlinear saturation.

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Authors: Petr Teply

Abstract:

Liquidity risk management ranks to key concepts applied in finance. Liquidity is defined as a capacity to obtain funding when needed, while liquidity risk means as a threat to this capacity to generate cash at fair costs. In the paper we present challenges of liquidity risk management resulting from the 2007- 2009 global financial upheaval. We see five main regulatory liquidity risk management issues requiring revision in coming years: liquidity measurement, intra-day and intra-group liquidity management, contingency planning and liquidity buffers, liquidity systems, controls and governance, and finally models testing the viability of business liquidity models.

Keywords: liquidity, risk management, regulation, global crisis

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Authors: M. Centra

Abstract:

Due to the liberalization of countless electricity markets, load forecasting has become crucial to all public utilities for which electricity is a strategic variable. With the goal of contributing to the forecasting process inside public utilities, this paper addresses the issue of applying the Holt-Winters exponential smoothing technique and the time series analysis for forecasting the hourly electricity load curve of the Italian railways. The results of the analysis confirm the accuracy of the two models and therefore the relevance of forecasting inside public utilities.

Keywords: ARIMA models, Exponential smoothing, Electricity, Load forecasting, Rail transportation.

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Authors: M. J. Nassiri, A. Vafaei, A. Monadjemi

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Random and natural textures classification is still one of the biggest challenges in the field of image processing and pattern recognition. In this paper, texture feature extraction using Slant Hadamard Transform was studied and compared to other signal processing-based texture classification schemes. A parametric SHT was also introduced and employed for natural textures feature extraction. We showed that a subtly modified parametric SHT can outperform ordinary Walsh-Hadamard transform and discrete cosine transform. Experiments were carried out on a subset of Vistex random natural texture images using a kNN classifier.

Keywords: Texture Analysis, Slant Transform, Hadamard, DCT.

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Authors: A. A. Hekmatzadeh, A. Karimi-Jashani, N. Talebbeydokhti

Abstract:

The rate of nitrate adsorption by a nitrate selective ion exchange resin was investigated in a well-stirred batch experiments. The kinetic experimental data were simulated with diffusion models including external mass transfer, particle diffusion and chemical adsorption. Particle pore volume diffusion and particle surface diffusion were taken into consideration separately and simultaneously in the modeling. The model equations were solved numerically using the Crank-Nicholson scheme. An optimization technique was employed to optimize the model parameters. All nitrate concentration decay data were well described with the all diffusion models. The results indicated that the kinetic process is initially controlled by external mass transfer and then by particle diffusion. The external mass transfer coefficient and the coefficients of pore volume diffusion and surface diffusion in all experiments were close to each other with the average value of 8.3×10-3 cm/S for external mass transfer coefficient. In addition, the models are more sensitive to the mass transfer coefficient in comparison with particle diffusion. Moreover, it seems that surface diffusion is the dominant particle diffusion in comparison with pore volume diffusion.

Keywords: External mass transfer, pore volume diffusion, surface diffusion, mass action law isotherm.

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Authors: Jana Chvalkovska, Petr Jansky, Petr Teply

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The impact assessment in its various forms has recently become a very important part of policy-making and legislation in many different countries. Regulatory impact assessment (RIA) is yet another set of analytical methods deployed in the legislation of the European Union, of many developed countries as well as in many developing ones such as Mexico, Malaysia and Philippines. The aim of this paper is to provide a theoretical background for economic models in regulatory impact assessment and an overview of their application especially on the financial market in the Czech Republic. We found out an inadequate application of these models, what makes room for further research in this field.

Keywords: regulatory impact assessment, RIA, impact evaluation, building societies, Czech Republic

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Authors: Worachat Wannawong, Usa W. Humphries, Prungchan Wongwises, Suphat Vongvisessomjai, Wiriya Lueangaram

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A numerical analysis of wave and hydrodynamic models is used to investigate the influence of WAve and Storm Surge (WASS) in the regional and coastal zones. The numerical analyzed system consists of the WAve Model Cycle 4 (WAMC4) and the Princeton Ocean Model (POM) which used to solve the energy balance and primitive equations respectively. The results of both models presented the incorporated surface wave in the regional zone affected the coastal storm surge zone. Specifically, the results indicated that the WASS generally under the approximation is not only the peak surge but also the coastal water level drop which can also cause substantial impact on the coastal environment. The wave–induced surface stress affected the storm surge can significantly improve storm surge prediction. Finally, the calibration of wave module according to the minimum error of the significant wave height (Hs) is not necessarily result in the optimum wave module in the WASS analyzed system for the WASS prediction.

Keywords: energy balance equation, numerical analysis, primitiveequation, storm surge, wave.

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Authors: Mohamed Amine Ben Henni, Taher Hassaine Daouadji, Boussad Abbes, Yu Ming Li, Fazilay Abbes

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The reinforcement and repair of concrete structures by bonding composite materials have become relatively common operations. Different types of composite materials can be used: carbon fiber reinforced polymer (CFRP), glass fiber reinforced polymer (GFRP) as well as functionally graded material (FGM). The development of analytical and numerical models describing the mechanical behavior of structures in civil engineering reinforced by composite materials is necessary. These models will enable engineers to select, design, and size adequate reinforcements for the various types of damaged structures. This study focuses on the free vibration behavior of orthotropic laminated composite plates using a refined shear deformation theory. In these models, the distribution of transverse shear stresses is considered as parabolic satisfying the zero-shear stress condition on the top and bottom surfaces of the plates without using shear correction factors. In this analysis, the equation of motion for simply supported thick laminated rectangular plates is obtained by using the Hamilton’s principle. The accuracy of the developed model is demonstrated by comparing our results with solutions derived from other higher order models and with data found in the literature. Besides, a finite-element analysis is used to calculate the natural frequencies of laminated composite plates and is compared with those obtained by the analytical approach.

Keywords: Composites materials, laminated composite plate, shear deformation theory of plates, finite element analysis, free vibration.

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Authors: Jimeng Shi, Mahek Jain, Giri Narasimhan

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Time Series Forecasting (TSF) is used to predict the target variables at a future time point based on the learning from previous time points. To keep the problem tractable, learning methods use data from a fixed length window in the past as an explicit input. In this paper, we study how the performance of predictive models change as a function of different look-back window sizes and different amounts of time to predict into the future. We also consider the performance of the recent attention-based transformer models, which had good success in the image processing and natural language processing domains. In all, we compare four different deep learning methods (Recurrent Neural Network (RNN), Long Short-term Memory (LSTM), Gated Recurrent Units (GRU), and Transformer) along with a baseline method. The dataset (hourly) we used is the Beijing Air Quality Dataset from the website of University of California, Irvine (UCI), which includes a multivariate time series of many factors measured on an hourly basis for a period of 5 years (2010-14). For each model, we also report on the relationship between the performance and the look-back window sizes and the number of predicted time points into the future. Our experiments suggest that Transformer models have the best performance with the lowest Mean   Absolute Errors (MAE = 14.599, 23.273) and Root Mean Square Errors (RSME = 23.573, 38.131) for most of our single-step and multi-steps predictions. The best size for the look-back window to predict 1 hour into the future appears to be one day, while 2 or 4 days perform the best to predict 3 hours into the future.

Keywords: Air quality prediction, deep learning algorithms, time series forecasting, look-back window.

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Authors: Masood Uzzafer

Abstract:

A dynamic risk management framework for software projects is presented. Currently available software risk management frameworks and risk assessment models are static in nature and lacks feedback capability. Such risk management frameworks are not capable of providing the risk assessment of futuristic changes in risk events. A dynamic risk management framework for software project is needed that provides futuristic assessment of risk events.

Keywords: Software Risk Management, Dynamic Models, Software Project Managment.

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Authors: Luciana Abednego, Cecilia Nugraheni

Abstract:

There are many approaches proposed for solving Sudoku puzzles. One of them is by modelling the puzzles as block world problems. There have been three model for Sudoku solvers based on this approach. Each model expresses Sudoku solver as a parameterized multi agent systems. In this work, we propose a new model which is an improvement over the existing models. This paper presents the development of a Sudoku solver that implements all the proposed models. Some experiments have been conducted to determine the performance of each model.

Keywords: Sudoku puzzle, Sudoku solver, block world problem, parameterized multi agent systems.

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Authors: May-Ling Tan, Yi Su, Chi-Wan Lim, Liang Zhong, Ru-San Tan

Abstract:

This paper describes an automatic algorithm to restore the shape of three-dimensional (3D) left ventricle (LV) models created from magnetic resonance imaging (MRI) data using a geometry-driven optimization approach. Our basic premise is to restore the LV shape such that the LV epicardial surface is smooth after the restoration. A geometrical measure known as the Minimum Principle Curvature (κ2) is used to assess the smoothness of the LV. This measure is used to construct the objective function of a two-step optimization process. The objective of the optimization is to achieve a smooth epicardial shape by iterative in-plane translation of the MRI slices. Quantitatively, this yields a minimum sum in terms of the magnitude of κ 2, when κ2 is negative. A limited memory quasi-Newton algorithm, L-BFGS-B, is used to solve the optimization problem. We tested our algorithm on an in vitro theoretical LV model and 10 in vivo patient-specific models which contain significant motion artifacts. The results show that our method is able to automatically restore the shape of LV models back to smoothness without altering the general shape of the model. The magnitudes of in-plane translations are also consistent with existing registration techniques and experimental findings.

Keywords: Magnetic Resonance Imaging, Left Ventricle, ShapeRestoration, Principle Curvature, Optimization

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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: Miloš Šeda

Abstract:

In this paper, mathematical models for permutation flow shop scheduling and job shop scheduling problems are proposed. The first problem is based on a mixed integer programming model. As the problem is NP-complete, this model can only be used for smaller instances where an optimal solution can be computed. For large instances, another model is proposed which is suitable for solving the problem by stochastic heuristic methods. For the job shop scheduling problem, a mathematical model and its main representation schemes are presented.

Keywords: Flow shop, job shop, mixed integer model, representation scheme.

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Authors: A. Kahil, A. Nekmouche, N. Khelil, I. Hamadou, M. Hamizi, Ne. Hannachi

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The objective of this work is to study the influence of the nonlinear behavior models of the concrete (concrete_BAEL and concrete_UNI) as well as the confinement brought by the transverse reinforcement on the seismic response of reinforced concrete frame (RC/frame). These models as well as the confinement are integrated in the Cast3m finite element calculation code. The consideration of confinement (TAC, taking into account the confinement) provided by the transverse reinforcement and the non-consideration of confinement (without consideration of containment, WCC) in the presence and absence of a vertical load is studied. The application was made on a reinforced concrete frame (RC/frame) with 3 levels and 2 spans. The results show that on the one hand, the concrete_BAEL model slightly underestimates the resistance of the RC/frame in the plastic field, whereas the concrete_uni model presents the best results compared to the simplified model "concrete_BAEL", on the other hand, for the concrete-uni model, taking into account the confinement has no influence on the behavior of the RC/frame under imposed displacement up to a vertical load of 500 KN.

Keywords: Reinforced concrete, nonlinear calculation, behavior laws, fiber model confinement, numerical simulation.

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Authors: Arkal Vittal Hegde, L. Ravikiran

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The paper presents the results of a series of experiments conducted on physical models of Quarter-circle breakwater (QBW) in a two dimensional monochromatic wave flume. The purpose of the experiments was to evaluate the reflection coefficient Kr of QBW models of different radii (R) for different submergence ratios (d/hc), where d is the depth of water and hc is the height of the breakwater crest from the sea bed. The radii of the breakwater models studied were 20cm, 22.5cm, 25cm, 27.5cm and submergence ratios used varied from 1.067 to 1.667. The wave climate off the Mangalore coast was used for arriving at the various model wave parameters. The incident wave heights (Hi) used in the flume varied from 3 to 18cm, and wave periods (T) ranged from 1.2 s to 2.2 s. The water depths (d) of 40cm, 45cm and 50cm were used in the experiments. The data collected was analyzed to compute variation of reflection coefficient Kr=Hr/Hi (where Hr=reflected wave height) with the wave steepness Hi/gT2 for various R/Hi (R=breakwater radius) values. It was found that the reflection coefficient increased as incident wave steepness increased. Also as wave height decreases reflection coefficient decreases and as structure radius R increased Kr decreased slightly.

Keywords: Incident wave steepness, Quarter-circle breakwater, Reflection coefficient, Submergence ratio.

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Authors: S. Esfandeh, M. Sedighizadeh

Abstract:

Weather systems use enormously complex combinations of numerical tools for study and forecasting. Unfortunately, due to phenomena in the world climate, such as the greenhouse effect, classical models may become insufficient mostly because they lack adaptation. Therefore, the weather forecast problem is matched for heuristic approaches, such as Evolutionary Algorithms. Experimentation with heuristic methods like Particle Swarm Optimization (PSO) algorithm can lead to the development of new insights or promising models that can be fine tuned with more focused techniques. This paper describes a PSO approach for analysis and prediction of data and provides experimental results of the aforementioned method on realworld meteorological time series.

Keywords: Weather, Climate, PSO, Prediction, Meteorological

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Authors: Sagaren Pillay

Abstract:

In this paper bi-annual time series data on unemployment rates (from the Labour Force Survey) are expanded to quarterly rates and linked to quarterly unemployment rates (from the Quarterly Labour Force Survey). The resultant linked series and the consumer price index (CPI) series are examined using Johansen’s cointegration approach and vector error correction modeling. The study finds that both the series are integrated of order one and are cointegrated. A statistically significant co-integrating relationship is found to exist between the time series of unemployment rates and the CPI. Given this significant relationship, the study models this relationship using Vector Error Correction Models (VECM), one with a restriction on the deterministic term and the other with no restriction.

A formal statistical confirmation of the existence of a unique linear and lagged relationship between inflation and unemployment for the period between September 2000 and June 2011 is presented. For the given period, the CPI was found to be an unbiased predictor of the unemployment rate. This relationship can be explored further for the development of appropriate forecasting models incorporating other study variables.

Keywords: Forecasting, lagged, linear, relationship.

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Authors: Alessandro Lanteri, Salvatore Rizzello

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The choice of studying economics instead of another subject should be motivated by the fact that economics training equips students with skills and knowledge that other disciplines do not provide. Which are these skills and knowledge, however, is not always very clear. This article clarifies such issue by first exploring the philosophical foundations and the defining features of the discipline, and then by investigating in which ways these are transferred to the students. In other words, we study what is meant by the 'economic way of thinking' that is passed on to the students.

Keywords: Economists, Expertise, Politics, Surveys.

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Authors: Saeed Asiri, Hassan Hedia, Wael Eissa

Abstract:

The aim of the work was to attenuate the vibration amplitude in CESNA 172 airplane wing by using Functionally Graded Material instead of uniform or composite material. Wing strength was achieved by means of stress analysis study, while wing vibration amplitudes and shapes were achieved by means of Modal and Harmonic analysis. Results were verified by applying the methodology in a simple cantilever plate to the simple model and the results were promising and the same methodology can be applied to the airplane wing model. Aluminum models, Titanium models, and functionally graded materials of Aluminum and titanium results were compared to show a great vibration attenuation after using the FGM. Optimization in FGM gradation satisfied our objective of reducing and attenuating the vibration amplitudes to show the effect of using FGM in vibration behavior. Testing the Aluminum rich models, and comparing it with the titanium rich model was an optimization in this paper. Results have shown a significant attenuation in vibration magnitudes when using FGM instead of Titanium Plate, and Aluminium wing with FGM Spurs instead of Aluminium wings. It was also recommended that in future, changing the graphical scale to 1:10 or even 1:1 when the computers- capabilities allow.

Keywords: Vibration, Attenuation, FGM, ANSYS2011, FEM.

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Authors: Jinfeng Wang, Yuanhong Bi, Hong Li, Yang Liu, Meng Zhao

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In this paper, a new time discontinuous expanded mixed finite element method is proposed and analyzed for two-order convection-dominated diffusion problem. The proofs of the stability of the proposed scheme and the uniqueness of the discrete solution are given. Moreover, the error estimates of the scalar unknown, its gradient and its flux in the L1( ¯ J,L2( )-norm are obtained.

Keywords: Convection-dominated diffusion equation, expanded mixed method, time discontinuous scheme, stability, error estimates.

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Authors: Akram A. Mustafa

Abstract:

In this paper an approaches for increasing the effectiveness of error detection in computer network channels with Pulse-Amplitude Modulation (PAM) has been proposed. Proposed approaches are based on consideration of special feature of errors, which are appearances in line with PAM. The first approach consists of CRC modification specifically for line with PAM. The second approach is base of weighted checksums using. The way for checksum components coding has been developed. It has been shown that proposed checksum modification ensure superior digital data control transformation reliability for channels with PAM in compare to CRC.

Keywords: Pulse-Amplitude Modulation, checksum, transmission, discrete.

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Authors: Larisa N. Pop, Irina M. Ban

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This paper aims to present the main instruments used in the economic literature for measuring the price risk, pointing out on the advantages brought by the conditional variance in this respect. The theoretical approach will be exemplified by elaborating an EGARCH model for the price returns of wheat, both on Romanian and on international market. To our knowledge, no previous empirical research, either on price risk measurement for the Romanian markets or studies that use the ARIMA-EGARCH methodology, have been conducted. After estimating the corresponding models, the paper will compare the estimated conditional variance on the two markets.

Keywords: conditional variance, GARCH models, price risk, volatility

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Authors: Payam Haghparast, Mikhail V. Sorin, Hakim Nesreddine

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The complex oblique shock phenomenon can be simply assumed as a normal shock at the constant area section to simulate a sharp pressure increase and velocity decrease in 1-D thermodynamic models. The assumed normal shock location is one of the greatest sources of error in ejector thermodynamic models. Most researchers consider an arbitrary location without justifying it. Our study compares the effect of normal shock place on ejector dimensions in 1-D models. To this aim, two different ejector experimental test benches, a constant area-mixing ejector (CAM) and a constant pressure-mixing (CPM) are considered, with different known geometries, operating conditions and working fluids (R245fa, R141b). In the first step, in order to evaluate the real value of the efficiencies in the different ejector parts and critical back pressure, a CFD model was built and validated by experimental data for two types of ejectors. These reference data are then used as input to the 1D model to calculate the lengths and the diameters of the ejectors. Afterwards, the design output geometry calculated by the 1D model is compared directly with the corresponding experimental geometry. It was found that there is a good agreement between the ejector dimensions obtained by the 1D model, for both CAM and CPM, with experimental ejector data. Furthermore, it is shown that normal shock place affects only the constant area length as it is proven that the inlet normal shock assumption results in more accurate length. Taking into account previous 1D models, the results suggest the use of the assumed normal shock location at the inlet of the constant area duct to design the supersonic ejectors.

Keywords: 1D model, constant area-mixing, constant pressure-mixing, normal shock location, ejector dimensions.

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Authors: Wang Shou-Dao, Xiao Chuang-Bai, Lin Yu

Abstract:

In high bitrate information hiding techniques, 1 bit is embedded within each 4 x 4 Discrete Cosine Transform (DCT) coefficient block by means of vector quantization, then the hidden bit can be effectively extracted in terminal end. In this paper high bitrate information hiding algorithms are summarized, and the scheme of video in video is implemented. Experimental result shows that the host video which is embedded numerous auxiliary information have little visually quality decline. Peak Signal to Noise Ratio (PSNR)Y of host video only degrades 0.22dB in average, while the hidden information has a high percentage of survives and keeps a high robustness in H.264/AVC compression, the average Bit Error Rate(BER) of hiding information is 0.015%.

Keywords: Information Hiding, Embed, Quantification, Extract

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Authors: M.R.Shabgard, R.M.Shotorbani

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FW4 is a newly developed hot die material widely used in Forging Dies manufacturing. The right selection of the machining conditions is one of the most important aspects to take into consideration in the Electrical Discharge Machining (EDM) of FW4. In this paper an attempt has been made to develop mathematical models for relating the Material Removal Rate (MRR), Tool Wear Ratio (TWR) and surface roughness (Ra) to machining parameters (current, pulse-on time and voltage). Furthermore, a study was carried out to analyze the effects of machining parameters in respect of listed technological characteristics. The results of analysis of variance (ANOVA) indicate that the proposed mathematical models, can adequately describe the performance within the limits of the factors being studied.

Keywords: Electrical Discharge Machining (EDM), linearregression technique, Response Surface Methodology (RSM)

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Authors: Z. Saidi, A.O. Boudraa, J.C. Cexus, S. Bourennane

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In this paper, a new time-delay estimation technique based on the cross IB-energy operator [5] is introduced. This quadratic energy detector measures how much a signal is present in another one. The location of the peak of the energy operator, corresponding to the maximum of interaction between the two signals, is the estimate of the delay. The method is a fully data-driven approach. The discrete version of the continuous-time form of the cross IBenergy operator, for its implementation, is presented. The effectiveness of the proposed method is demonstrated on real underwater acoustic signals arriving from targets and the results compared to the cross-correlation method.

Keywords: Teager-Kaiser energy operator, Cross-energyoperator, Time-Delay, Underwater acoustic signals.

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