Search results for: life time model

Authors: Mouna Hamed, Ammar B. Brahim

Abstract:

The objective of this work was to develop a theoretical model to study the dynamic thermal behavior of a flat plate solar collector integrated with a phase change material (PCM). The PCM acted as a heat source for the solar system during low intensity solar radiation and night. The energy balance equations for the various components of the collector as well as for the PCM were formulated and numerically solved using Matlab computational program. The effect of natural convection on heat during the melting process was taken into account by using an effective thermal conductivity. The model was used to investigate the effect of inlet water temperature, water mass flow rate, and PCM thickness on the outlet water temperature and the melt fraction during charging and discharging modes. A comparison with a collector without PCM was made. Results showed that charging and discharging processes of PCM have six stages. The adding of PCM caused a decrease in temperature during charge and an increase during discharge. The rise was most enhanced for higher inlet water temperature, PCM thickness and for lower mass flow rate. Analysis indicated that the complete melting time was shorter than the solidification time due to the high heat transfer coefficient during melting. The increases in PCM height and mass flow rate were not linear with the melting and solidification times.

Keywords: Thermal energy storage, phase change material, melting, solidification.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2111

Authors: Mouna Hamed, Ammar B. Brahim

Abstract:

The objective of this work was to develop a theoretical model to study the dynamic thermal behavior of a flat plate solar collector integrated with a phase change material (PCM). The PCM acted as a heat source for the solar system during low intensity solar radiation and night. The energy balance equations for the various components of the collector as well as for the PCM were formulated and numerically solved using MATLAB computational program. The effect of natural convection on heat during the melting process was taken into account by using an effective thermal conductivity. The model was used to investigate the effect of inlet water temperature, water mass flow rate, and PCM thickness on the outlet water temperature and the melt fraction during charging and discharging modes. A comparison with a collector without PCM was made. Results showed that charging and discharging processes of PCM have six stages. The adding of PCM caused a decrease in temperature during charge and an increase during discharge. The rise was most enhanced for higher inlet water temperature, PCM thickness and for lower mass flow rate. Analysis indicated that the complete melting time was shorter than the solidification time due to the high heat transfer coefficient during melting. The increases in PCM height and mass flow rate were not linear with the melting and solidification times.

Keywords: Thermal energy storage, phase change material, melting, solidification.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1254

Authors: Youngjae Jin, Daeshik Kim

Abstract:

This paper describes a cycle accurate simulation results of weight values learned by an auto-encoder behavior model in terms of pre-route simulation. Given the results we visualized the first layer representations with natural images. Many common deep learning threads have focused on learning high-level abstraction of unlabeled raw data by unsupervised feature learning. However, in the process of handling such a huge amount of data, the learning method’s computation complexity and time limited advanced research. These limitations came from the fact these algorithms were computed by using only single core CPUs. For this reason, parallel-based hardware, FPGAs, was seen as a possible solution to overcome these limitations. We adopted and simulated the ready-made auto-encoder to design a behavior model in VerilogHDL before designing hardware. With the auto-encoder behavior model pre-route simulation, we obtained the cycle accurate results of the parameter of each hidden layer by using MODELSIM. The cycle accurate results are very important factor in designing a parallel-based digital hardware. Finally this paper shows an appropriate operation of behavior model based pre-route simulation. Moreover, we visualized learning latent representations of the first hidden layer with Kyoto natural image dataset.

Keywords: Auto-encoder, Behavior model simulation, Digital hardware design, Pre-route simulation, Unsupervised feature learning.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2682

Authors: Daniela I. Borissova, Ivan C. Mustakerov

Abstract:

The paper addresses a problem of optimal staffing in open shop environment. The problem is to determine the optimal number of operators serving a given number of machines to fulfill the number of independent operations while minimizing staff idle. Using a Gantt chart presentation of the problem it is modeled as twodimensional cutting stock problem. A mixed-integer programming model is used to get minimal job processing time (makespan) for fixed number of machines' operators. An algorithm for optimal openshop staffing is developed based on iterative solving of the formulated optimization task. The execution of the developed algorithm provides optimal number of machines' operators in the sense of minimum staff idle and optimal makespan for that number of operators. The proposed algorithm is tested numerically for a real life staffing problem. The testing results show the practical applicability for similar open shop staffing problems.

Keywords: Integer programming, open shop problem, optimal staffing.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3299

Authors: Mark Watson, J.-F. Bousquet, Adam Forget

Abstract:

A magnetic induction based underwater communication link is evaluated using an analytical model and a custom Finite-Difference Time-Domain (FDTD) simulation tool. The analytical model is based on the Sommerfeld integral, and a full-wave simulation tool evaluates Maxwell’s equations using the FDTD method in cylindrical coordinates. The analytical model and FDTD simulation tool are then compared and used to predict the system performance for various transmitter depths and optimum frequencies of operation. To this end, the system bandwidth, signal to noise ratio, and the magnitude of the induced voltage are used to estimate the expected channel capacity. The models show that in seawater, a relatively low-power and small coils may be capable of obtaining a throughput of 40 to 300 kbps, for the case where a transmitter is at depths of 1 to 3 m and a receiver is at a height of 1 m.

Keywords: Magnetic Induction, FDTD, Underwater Communication, Sommerfeld.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 556

Authors: A. M. Qahtani, G. B. Wills, A. M. Gravell

Abstract:

Communicating and managing customers’ requirements in software development projects play a vital role in the software development process. While it is difficult to do so locally, it is even more difficult to communicate these requirements over distributed boundaries and to convey them to multiple distribution customers. This paper discusses the communication of multiple distribution customers’ requirements in the context of customised software products. The main purpose is to understand the challenges of communicating and managing customisation requirements across distributed boundaries. We propose a model for Communicating Customisation Requirements of Multi-Clients in a Distributed Domain (CCRD). Thereafter, we evaluate that model by presenting the findings of a case study conducted with a company with customisation projects for 18 distributed customers. Then, we compare the outputs of the real case process and the outputs of the CCRD model using simulation methods. Our conjecture is that the CCRD model can reduce the challenge of communication requirements over distributed organisational boundaries, and the delay in decision making and in the entire customisation process time.

Keywords: Customisation Software Products, Global Software Engineering, Local Decision Making, Requirement Engineering, Simulation Model.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1888

Authors: Muhammad Sheikh Sadi, D. G. Myers, Cesar Ortega Sanchez

Abstract:

This paper proposes the use of metrics in design space exploration that highlight where in the structure of the model and at what point in the behaviour, prevention is needed against transient faults. Previous approaches to tackle transient faults focused on recovery after detection. Almost no research has been directed towards preventive measures. But in real-time systems, hard deadlines are performance requirements that absolutely must be met and a missed deadline constitutes an erroneous action and a possible system failure. This paper proposes the use of metrics to assess the system design to flag where transient faults may have significant impact. These tools then allow the design to be changed to minimize that impact, and they also flag where particular design techniques – such as coding of communications or memories – need to be applied in later stages of design.

Keywords: Criticality, Metrics, Real-Time Systems, Transient Faults.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1333

Authors: Sathya Narayanan V., Sidharth P., Sanal Kumar. V. R.

Abstract:

The success of any retail business is predisposed by its swift response and its knack in understanding the constraints and the requirements of customers. In this paper a conceptual design model of an automated customer-friendly supermarket has been proposed. In this model a 10-sided, space benefited, regular polygon shaped gravity shelves have been designed for goods storage and effective customer-specific algorithms have been built-in for quick automatic delivery of the randomly listed goods. The algorithm is developed with two main objectives, viz., delivery time and priority. For meeting these objectives the randomly listed items are reorganized according to the critical-path of the robotic arm specific to the identified shop and its layout and the items are categorized according to the demand, shape, size, similarity and nature of the product for an efficient pick-up, packing and delivery process. We conjectured that the proposed automated supermarket model reduces business operating costs with much customer satisfaction warranting a winwin situation.

Keywords: Automated Supermarket, Electronic Shopping, Polygon-shaped Rack, Shortest Path Algorithm for Shopping.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3228

Authors: Petr Gurný

Abstract:

One of the most important tasks in the risk management is the correct determination of probability of default (PD) of particular financial subjects. In this paper a possibility of determination of financial institution’s PD according to the creditscoring models is discussed. The paper is divided into the two parts. The first part is devoted to the estimation of the three different models (based on the linear discriminant analysis, logit regression and probit regression) from the sample of almost three hundred US commercial banks. Afterwards these models are compared and verified on the control sample with the view to choose the best one. The second part of the paper is aimed at the application of the chosen model on the portfolio of three key Czech banks to estimate their present financial stability. However, it is not less important to be able to estimate the evolution of PD in the future. For this reason, the second task in this paper is to estimate the probability distribution of the future PD for the Czech banks. So, there are sampled randomly the values of particular indicators and estimated the PDs’ distribution, while it’s assumed that the indicators are distributed according to the multidimensional subordinated Lévy model (Variance Gamma model and Normal Inverse Gaussian model, particularly). Although the obtained results show that all banks are relatively healthy, there is still high chance that “a financial crisis” will occur, at least in terms of probability. This is indicated by estimation of the various quantiles in the estimated distributions. Finally, it should be noted that the applicability of the estimated model (with respect to the used data) is limited to the recessionary phase of the financial market.

Keywords: Credit-scoring Models, Multidimensional Subordinated Lévy Model, Probability of Default.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1911

Authors: Namal A. Senanayake, A. Beg, Withana C. Prasad

Abstract:

This paper analyzes the patterns of the Monte Carlo data for a large number of variables and minterms, in order to characterize the circuit path length behavior. We propose models that are determined by training process of shortest path length derived from a wide range of binary decision diagram (BDD) simulations. The creation of the model was done use of feed forward neural network (NN) modeling methodology. Experimental results for ISCAS benchmark circuits show an RMS error of 0.102 for the shortest path length complexity estimation predicted by the NN model (NNM). Use of such a model can help reduce the time complexity of very large scale integrated (VLSI) circuitries and related computer-aided design (CAD) tools that use BDDs.

Keywords: Monte Carlo data, Binary decision diagrams, Neural network modeling, Shortest path length estimation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1584

Authors: Liqiong Liu, Shouming Zhong

Abstract:

In this paper, the finite-time stabilization of a class of multi-state time delay of fractional-order system is proposed. First, we define finite-time stability with the fractional-order system. Second, by using Generalized Gronwall's approach and the methods of the inequality, we get some conditions of finite-time stability for the fractional system with multi-state delay. Finally, a numerical example is given to illustrate the result.

Keywords: Finite-time stabilization, fractional-order system, Gronwall inequality.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1893

Authors: Gustavo Rodrigues, Hans Weber, Larissa Driemeier

Abstract:

The prevision of post-impact conditions and the behavior of the bodies during the impact have been object of several collision models. The formulation from Hertz’s theory is generally used dated from the 19^th century. These models consider the repulsive force as proportional to the deformation of the bodies under contact and may consider it proportional to the rate of deformation. The objective of the present work is to analyze the behavior of the bodies during impact using the Finite Element Method (FEM) with elastic and plastic material models. The main parameters to evaluate are, the contact force, the time of contact and the deformation of the bodies. An advantage of using the FEM approach is the possibility to apply a plastic deformation to the model according to the material definition: there will be used Johnson–Cook plasticity model whose parameters are obtained through empirical tests of real materials. This model allows analyzing the permanent deformation caused by impact, phenomenon observed in real world depending on the forces applied to the body. These results are compared between them and with the model-based Hertz theory.

Keywords: Collision, finite element method, Hertz’s Theory, impact models.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 761

Authors: Hyun-Kyu Kang

Abstract:

The Korean Government has applied the preliminary feasibility study to new government R&D program plans as a part of an evaluation system for R&D programs. The preliminary feasibility study for the R&D program is composed of 3 major criteria such as technological, policy and economic analysis. The program logic model approach is used as a part of the technological analysis in the preliminary feasibility study. We has developed and improved the R&D program logic model. The logic model is a very useful tool for evaluating R&D program plans. Using a logic model, we can generally identify important factors of the R&D program plan, analyze its logic flow and find the disconnection or jump in the logic flow among components of the logic model.

Keywords: Preliminary feasibility study, R&D program logic model, technological analysis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2146

Authors: Po-Wen Chen, Jin-Yu Wu, Md. Manirul Ali, Yang Peng, Chen-Te Chang, Der-Jun Jan

Abstract:

Dynamics of cathode spot has become a major part of vacuum arc discharge with its high academic interest and wide application potential. In this article, using a three-dimensional statistical model, we simulate the distribution of the ignition probability of a new cathode spot occurring in different magnetic pressure on old cathode spot surface and at different arcing time. This model for the ignition probability of a new cathode spot was proposed in two typical situations, one by the pure isotropic random walk in the absence of an external magnetic field, other by the retrograde motion in external magnetic field, in parallel with the cathode surface. We mainly focus on developed relationship between the ignition probability density distribution of a new cathode spot and the external magnetic field.

Keywords: Cathode spot, vacuum arc discharge, transverse magnetic field, random walk.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1390

Authors: K. Abbaspoursani, M. Allahyari, M. Rahmani

Abstract:

Thermal conductivity is an important characteristic of a nanofluid in laminar flow heat transfer. This paper presents an improved model for the prediction of the effective thermal conductivity of nanofluids based on dimensionless groups. The model expresses the thermal conductivity of a nanofluid as a function of the thermal conductivity of the solid and liquid, their volume fractions and particle size. The proposed model includes a parameter which accounts for the interfacial shell, brownian motion, and aggregation of particle. The validation of the model is verified by applying the results obtained by the experiments of Tio2-water and Al2o3-water nanofluids.

Keywords: Critical particle size, nanofluid, model, and thermal conductivity.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2035

Authors: Ayedh Alqahtani, Andrew Whyte

Abstract:

Life Cycle Cost (LCC) is one of the goals and key pillars of the construction management science because it comprises many of the functions and processes necessary, which assist organisations and agencies to achieve their goals. It has therefore become important to design and control assets during their whole life cycle, from the design and planning phase through to disposal phase. LCCA is aimed to improve the decision making system in the ownership of assets by taking into account all the cost elements including to the asset throughout its life. Current application of LCC approach is impractical during misunderstanding of the advantages of LCC. This main objective of this research is to show a different relationship between capital cost and long-term running costs. One hundred and thirty eight actual building projects in United Kingdom (UK) were used in order to achieve and measure the above-mentioned objective of the study. The result shown that LCC is one of the most significant tools should be considered on the decision making process.

Keywords: Building projects, Capital cost, Life cycle cost, Maintenance costs, Operation costs.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1915

Authors: A. Zahedi Yeganeh, A. Khademolhosseini, R. Mokhtari Malekabadi

Abstract:

Undoubtedly one of the most far-reaching and controversial topics considered in the past few decades, has been globalization. Globalization lies in the essence of the modern culture. It is a complex and rapidly expanding network of links and mutual interdependence that is an aspect of modern life; though some argue that this link existed since the beginning of human history. If we consider globalization as a dynamic social process in which the geographical constraints governing the political, economic, social and cultural relationships have been undermined, it might not be possible to simply describe its impact on the urban fabric. But since in this phenomenon the increase in communications of societies (while preserving the main cultural - regional characteristics) with one another and the increase in the possibility of influencing other societies are discussed, the need for more studies will be felt. The main objective of this study is to grade based on some globalization factors on urban fabric applying the TOPSIS model. The research method is descriptive - analytical and survey. For data analysis, the TOPSIS model and SPSS software were used and the results of GIS software with fourteen cities are shown on the map. The results show that the process of being influenced by the globalization of the urban fabric of fourteen zones of Isfahan was not similar and there have been large differences in this respect between city zones; the most affected areas are zones 5, 6 and 9 of the municipality and the least impact has been on the zones 4 and 3 and 2.

Keywords: Grading, Globalization, Urban fabric, 14 zones of Isfahan, TOPSIS model.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1977

Authors: Zeeshan Furqan, Shahabuddin Muhammad, Ratan Guha

Abstract:

IEEE has designed 802.11i protocol to address the security issues in wireless local area networks. Formal analysis is important to ensure that the protocols work properly without having to resort to tedious testing and debugging which can only show the presence of errors, never their absence. In this paper, we present the formal verification of an abstract protocol model of 802.11i. We translate the 802.11i protocol into the Strand Space Model and then prove the authentication property of the resulting model using the Strand Space formalism. The intruder in our model is imbued with powerful capabilities and repercussions to possible attacks are evaluated. Our analysis proves that the authentication of 802.11i is not compromised in the presented model. We further demonstrate how changes in our model will yield a successful man-in-the-middle attack.

Keywords: authentication, formal analysis, formal verification, security.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1509

Authors: Ammar Alsabery, Habibis Saleh, Norazam Arbin, Ishak Hashim

Abstract:

Unsteady natural convection and heat transfer in a square cavity partially filled with porous media using a thermal non-equilibrium model is studied in this paper. The left vertical wall is maintained at a constant hot temperature Th and the right vertical wall is maintained at a constant cold temperature Tc, while the horizontal walls are adiabatic. The governing equations are obtained by applying the Darcy model and Boussinesq approximation. COMSOL’s finite element method is used to solve the non-dimensional governing equations together with specified boundary conditions. The governing parameters of this study are the Rayleigh number (Ra = 10^5, and Ra = 10^6 ), Darcy namber (Da = 10^−2, and Da = 10^−3), the modified thermal conductivity ratio (10^−1 ≤ γ ≤ 10^4), the inter-phase heat transfer coefficien (10^−1 ≤ H ≤ 10^3) and the time dependent (0.001 ≤ τ ≤ 0.2). The results presented for values of the governing parameters in terms of streamlines in both fluid/porous-layer, isotherms of fluid in fluid/porous-layer, isotherms of solid in porous layer, and average Nusselt number.

Keywords: Unsteady natural convection, Thermal non-equilibrium model, Darcy model.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2743

Authors: Steady Mushayabasa

Abstract:

Typhoid fever is a communicable disease, found only in man and occurs due to systemic infection mainly by Salmonella typhi organism. The disease is endemic in many developing countries and remains a substantial public health problem despite recent progress in water and sanitation coverage. Globally, it is estimated that typhoid causes over 16 million cases of illness each year, resulting in over 600,000 deaths. A mathematical model for assessing the impact of educational campaigns on controlling the transmission dynamics of typhoid in the community, has been formulated and analyzed. The reproductive number has been computed. Stability of the model steady-states has been examined. The impact of educational campaigns on controlling the transmission dynamics of typhoid has been discussed through the basic reproductive number and numerical simulations. At its best the study suggests that targeted education campaigns, which are effective at stopping transmission of typhoid more than 40% of the time, will be highly effective at controlling the disease in the community. 

Keywords: Mathematical model, Typhoid, saturated incidence rate, treatment, reproductive number, sensitivity analysis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3504

Authors: Mario Gianni, Manuel A. Ruiz Garcia, Fiora Pirri

Abstract:

In this work, we present a Bayesian non-parametric approach to model the motion control of ATVs. The motion control model is based on a Dirichlet Process-Gaussian Process (DP-GP) mixture model. The DP-GP mixture model provides a flexible representation of patterns of control manoeuvres along trajectories of different lengths and discretizations. The model also estimates the number of patterns, sufficient for modeling the dynamics of the ATV.

Keywords: Dirichlet processes, Gaussian processes, robot control learning, tracked vehicles.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1764

Authors: Xiaochuan Chen, Jianguo Yang, Beizhi Li

Abstract:

Design for cost (DFC) is a method that reduces life cycle cost (LCC) from the angle of designers. Multiple domain features mapping (MDFM) methodology was given in DFC. Using MDFM, we can use design features to estimate the LCC. From the angle of DFC, the design features of family cars were obtained, such as all dimensions, engine power and emission volume. At the conceptual design stage, cars- LCC were estimated using back propagation (BP) artificial neural networks (ANN) method and case-based reasoning (CBR). Hamming space was used to measure the similarity among cases in CBR method. Levenberg-Marquardt (LM) algorithm and genetic algorithm (GA) were used in ANN. The differences of LCC estimation model between CBR and artificial neural networks (ANN) were provided. ANN and CBR separately each method has its shortcomings. By combining ANN and CBR improved results accuracy was obtained. Firstly, using ANN selected some design features that affect LCC. Then using LCC estimation results of ANN could raise the accuracy of LCC estimation in CBR method. Thirdly, using ANN estimate LCC errors and correct errors in CBR-s estimation results if the accuracy is not enough accurate. Finally, economically family cars and sport utility vehicle (SUV) was given as LCC estimation cases using this hybrid approach combining ANN and CBR.

Keywords: case-based reasoning, life cycle cost (LCC), artificialneural networks (ANN), family cars

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1952

Authors: Mogari I. Rapoo, Diteboho Xaba

Abstract:

This paper examines the forecasting performance of Autoregressive Integrated Moving Average (ARIMA) and Artificial Neural Networks (ANN) models with the published exchange rate obtained from South African Reserve Bank (SARB). ARIMA is one of the popular linear models in time series forecasting for the past decades. ARIMA and ANN models are often compared and literature revealed mixed results in terms of forecasting performance. The study used the MSE and MAE to measure the forecasting performance of the models. The empirical results obtained reveal the superiority of ARIMA model over ANN model. The findings further resolve and clarify the contradiction reported in literature over the superiority of ARIMA and ANN models.

Keywords: ARIMA, artificial neural networks models, error metrics, exchange rates.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1345

Authors: Kuan-Chou Chen, Keh-Wen “Carin” Chuang

Abstract:

This paper demonstrates a model of an e-Learning system based on nowadays learning theory and distant education practice. The relationships in the model are designed to be simple and functional and do not necessarily represent any particular e- Learning environments. It is meant to be a generic e-Learning system model with implications for any distant education course instructional design. It allows online instructors to move away from the discrepancy between the courses and body of knowledge. The interrelationships of four primary sectors that are at the e-Learning system are presented in this paper. This integrated model includes [1] pedagogy, [2] technology, [3] teaching, and [4] learning. There are interactions within each of these sectors depicted by system loop map.

Keywords: e-Learning system, online courses instructionaldesign, integrated model, interrelationships.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1504

Authors: Yuzhi Cai

Abstract:

In this talk, we introduce a newly developed quantile function model that can be used for estimating conditional distributions of financial returns and for obtaining multi-step ahead out-of-sample predictive distributions of financial returns. Since we forecast the whole conditional distributions, any predictive quantity of interest about the future financial returns can be obtained simply as a by-product of the method. We also show an application of the model to the daily closing prices of Dow Jones Industrial Average (DJIA) series over the period from 2 January 2004 - 8 October 2010. We obtained the predictive distributions up to 15 days ahead for the DJIA returns, which were further compared with the actually observed returns and those predicted from an AR-GARCH model. The results show that the new model can capture the main features of financial returns and provide a better fitted model together with improved mean forecasts compared with conventional methods. We hope this talk will help audience to see that this new model has the potential to be very useful in practice.

Keywords: DJIA, Financial returns, predictive distribution, quantile function model.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1632

Authors: Bu Jianhui, Bi Jinshun, Liu Mengxin, Luo Jiajun, Han Zhengsheng

Abstract:

The floating body effect is a serious problem for the PDSOI MOSFET, and the H-gate layout is frequently used as the body contact to eliminate this effect. Unfortunately, most of the standard commercial SOI MOSFET model is for the device with finger gate, the necessity of the new models for the H-gate device arises. A simulation model for the H-gate PDSOI MOSFET is proposed based on the 0.35μm PDSOI process developed by the Institute of Microelectronics of the Chinese Academy of Sciences (IMECAS), and then the model is well verified by the ring-oscillator.

Keywords: PDSOI H-gate Device model Body contact.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2233

Authors: S. Benzarti, H. Mhiri, H. Bournot

Abstract:

In the current work, a numerical parametric study was performed in order to model the fluid mechanics in the riser of a bubbling fluidized bed (BFB). The gas-solid flow was simulated by mean of a multi-fluid Eulerian model incorporating the kinetic theory for solid particles. The bubbling fluidized bed was simulated two dimensionally by mean of a Computational Fluid Dynamic (CFD) commercial software package, Fluent. The effects of using different inter-phase drag function (the drag model of Gidaspow, Syamlal and O-Brien and the EMMS drag model) on the model predictions were evaluated and compared. The results showed that the drag models of Gidaspow and Syamlal and O-Brien overestimated the drag force for the FCC particles and predicted a greater bed expansion in comparison to the EMMS drag model.

Keywords: Bubbling fluidized bed, CFD, drag model, EMMS

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6726

Authors: J. Marzbanrad, A. Yadollahi

Abstract:

In the present paper, Fatigue life assessment of an anti-roll bar component of a passenger vehicle, is investigated by ANSYS 11 software. A stress analysis is also carried out by the finite element technique for the determination of highly stressed regions on the bar. Anti-roll bar is a suspension element used at the front, rear, or at both ends of a car that reduces body roll by resisting any unequal vertical motion between the pair of wheels to which it is connected. As a first stage, fatigue damage models proposed by some well-known references and the corresponding assumptions are discussed and some enhancements are proposed. Then, fracture analysis of an anti-roll bar of an automobile is carried out. The analysed type of the anti-roll bar is especially important as many cases are reported about the fracture after a 100,000 km of travel fatigue and fracture conditions. This paper demonstrates fatigue life of an anti-roll bar and then evaluated by experimental analytically results from other researcher.

Keywords: Anti-roll bar, Fracture, Fatigue life, Random loading

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3542

Authors: Luke S. Carlos A. Thompson

Abstract:

The medical model of disability, though beneficial for the medical professional, is often exclusionary, restrictive and dehumanizing when applied to the lived experience of disability. As a result, a critique of this model was constructed called the social model of disability. Much of the language used to articulate the purpose behind the social model of disability can be summed up within the word inclusion. However, this essay asserts that inclusiveness is an incomplete aspiration. The social model, as it currently stands, does not aid in creating a society where those with impairments actually belong. Rather, the social model aids in lessening the visibility, or negative consequence of, difference. Therefore, the social model does not invite society to welcome those with physical and intellectual impairments. It simply aids society in ignoring the existence of impairment by removing explicit forms of exclusion. Rather than simple inclusion, then, this essay uses John Swinton’s concept of friendship and Jean Vanier’s understanding of belonging to better articulate the intended outcome of the social model—a society where everyone can belong.

Keywords: Belong, community, disability, exclusion, friendship, inclusion.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2257

Authors: Do Hoai Nam, Keiko Udo, Akira Mano

Abstract:

This paper presents the combination of different precipitation data sets and the distributed hydrological model, in order to examine the flood runoff reproductivity of scattered observation catchments. The precipitation data sets were obtained from observation using rain-gages, satellite based estimate (TRMM), and numerical weather prediction model (NWP), then were coupled with the super tank model. The case study was conducted in three basins (small, medium, and large size) located in Central Vietnam. Calculated hydrographs based on ground observation rainfall showed best fit to measured stream flow, while those obtained from TRMM and NWP showed high uncertainty of peak discharges. However, calculated hydrographs using the adjusted rainfield depicted a promising alternative for the application of TRMM and NWP in flood modeling for scattered observation catchments, especially for the extension of forecast lead time.

Keywords: Flood forecast, rainfall-runoff model, satellite rainfall estimate, numerical weather prediction, quantitative precipitation forecasting.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1602