Search results for: Elliptic curve cryptosystems
384 The Study of Relative Efficiency in Growth Curve Model
Authors: Nan Chen, Baoguang Tian
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In this paper, some relative efficiency have been discussed, including the LSE estimate with respect to BLUE in curve model. Four new kinds of relative efficiency have defined, and their upper bounds have been discussed.
Keywords: Relative efficiency, LSE estimate, BLUE estimate, Upper bound, Curve model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1437383 The Euler Equations of Steady Flow in Terms of New Dependent and Independent Variables
Authors: Peiangpob Monnuanprang
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In this paper we study the transformation of Euler equations 1 , u u u Pf t (ρ ∂) + ⋅∇ = − ∇ + ∂ G G G G ∇⋅ = u 0, G where (ux, t) G G is the velocity of a fluid, P(x, t) G is the pressure of a fluid andρ (x, t) G is density. First of all, we rewrite the Euler equations in terms of new unknown functions. Then, we introduce new independent variables and transform it to a new curvilinear coordinate system. We obtain the Euler equations in the new dependent and independent variables. The governing equations into two subsystems, one is hyperbolic and another is elliptic.
Keywords: Euler equations, transformation, hyperbolic, elliptic
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1736382 A Bathtub Curve from Nonparametric Model
Authors: Eduardo C. Guardia, Jose W. M. Lima, Afonso H. M. Santos
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This paper presents a nonparametric method to obtain the hazard rate “Bathtub curve” for power system components. The model is a mixture of the three known phases of a component life, the decreasing failure rate (DFR), the constant failure rate (CFR) and the increasing failure rate (IFR) represented by three parametric Weibull models. The parameters are obtained from a simultaneous fitting process of the model to the Kernel nonparametric hazard rate curve. From the Weibull parameters and failure rate curves the useful lifetime and the characteristic lifetime were defined. To demonstrate the model the historic time-to-failure of distribution transformers were used as an example. The resulted “Bathtub curve” shows the failure rate for the equipment lifetime which can be applied in economic and replacement decision models.
Keywords: Bathtub curve, failure analysis, lifetime estimation, parameter estimation, Weibull distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2234381 A Simple Method for Tracing PV Curve of a Radial Transmission Line
Authors: Asfar Ali Khan
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Analytical expression for maximum power transfer through a transmission line limited by voltage stability has been formulated using exact representation of transmission line with ABCD parameters. The expression has been used for plotting PV curve at different power factors of a radial transmission line. Limiting values of reactive power have been obtained.Keywords: Power Transfer, PV Curve, Voltage Stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3316380 A Pairing-based Blind Signature Scheme with Message Recovery
Authors: Song Han, Elizabeth Chang
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Blind signatures enable users to obtain valid signatures for a message without revealing its content to the signer. This paper presents a new blind signature scheme, i.e. identity-based blind signature scheme with message recovery. Due to the message recovery property, the new scheme requires less bandwidth than the identitybased blind signatures with similar constructions. The scheme is based on modified Weil/Tate pairings over elliptic curves, and thus requires smaller key sizes for the same level of security compared to previous approaches not utilizing bilinear pairings. Security and efficiency analysis for the scheme is provided in this paper.
Keywords: Blind Signature, Message Recovery, Pairings, Elliptic Curves, Blindness
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2093379 Application of Generalized NAUT B-Spline Curveon Circular Domain to Generate Circle Involute
Authors: Ashok Ganguly, Pranjali Arondekar
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In the present paper, we use generalized B-Spline curve in trigonometric form on circular domain, to capture the transcendental nature of circle involute curve and uncertainty characteristic of design. The required involute curve get generated within the given tolerance limit and is useful in gear design.
Keywords: Bézier, Circle Involute, NAUT B-Spline, Spur Gear.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1791378 Position Vector of a Partially Null Curve Derived from a Vector Differential Equation
Authors: Süha Yılmaz, Emin Özyılmaz, Melih Turgut, Şuur Nizamoğlu
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In this paper, position vector of a partially null unit speed curve with respect to standard frame of Minkowski space-time is studied. First, it is proven that position vector of every partially null unit speed curve satisfies a vector differential equation of fourth order. In terms of solution of the differential equation, position vector of a partially null unit speed curve is expressed.
Keywords: Frenet Equations, Partially Null Curves, Minkowski Space-time, Vector Differential Equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1160377 MEGSOR Iterative Scheme for the Solution of 2D Elliptic PDE's
Authors: J. Sulaiman, M. Othman, M. K. Hasan
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Recently, the findings on the MEG iterative scheme has demonstrated to accelerate the convergence rate in solving any system of linear equations generated by using approximation equations of boundary value problems. Based on the same scheme, the aim of this paper is to investigate the capability of a family of four-point block iterative methods with a weighted parameter, ω such as the 4 Point-EGSOR, 4 Point-EDGSOR, and 4 Point-MEGSOR in solving two-dimensional elliptic partial differential equations by using the second-order finite difference approximation. In fact, the formulation and implementation of three four-point block iterative methods are also presented. Finally, the experimental results show that the Four Point MEGSOR iterative scheme is superior as compared with the existing four point block schemes.
Keywords: MEG iteration, second-order finite difference, weighted parameter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1702376 An Approach to Polynomial Curve Comparison in Geometric Object Database
Authors: Chanon Aphirukmatakun, Natasha Dejdumrong
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In image processing and visualization, comparing two bitmapped images needs to be compared from their pixels by matching pixel-by-pixel. Consequently, it takes a lot of computational time while the comparison of two vector-based images is significantly faster. Sometimes these raster graphics images can be approximately converted into the vector-based images by various techniques. After conversion, the problem of comparing two raster graphics images can be reduced to the problem of comparing vector graphics images. Hence, the problem of comparing pixel-by-pixel can be reduced to the problem of polynomial comparisons. In computer aided geometric design (CAGD), the vector graphics images are the composition of curves and surfaces. Curves are defined by a sequence of control points and their polynomials. In this paper, the control points will be considerably used to compare curves. The same curves after relocated or rotated are treated to be equivalent while two curves after different scaled are considered to be similar curves. This paper proposed an algorithm for comparing the polynomial curves by using the control points for equivalence and similarity. In addition, the geometric object-oriented database used to keep the curve information has also been defined in XML format for further used in curve comparisons.Keywords: Bezier curve, Said-Ball curve, Wang-Ball curve, DP curve, CAGD, comparison, geometric object database.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2217375 Dynamic Voltage Stability Estimation using Particle Filter
Authors: Osea Zebua, Norikazu Ikoma, Hiroshi Maeda
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Estimation of voltage stability based on optimal filtering method is presented. PV curve is used as a tool for voltage stability analysis. Dynamic voltage stability estimation is done by using particle filter method. Optimum value (nose point) of PV curve can be estimated by estimating parameter of PV curve equation optimal value represents critical voltage and condition at specified point of measurement. Voltage stability is then estimated by analyzing loading margin condition c stimating equation. This maximum loading ecified dynamically.Keywords: normalized PV curve, optimal filtering method particle filter, voltage stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1801374 Developing of Fragility Curve for Two-Span Simply Supported Concrete Bridge in Near-Fault Area
Authors: S. Shirazian, M.R. Ghayamghamian, G.R. Nouri
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Bridges are one of the main components of transportation networks. They should be functional before and after earthquake for emergency services. Therefore we need to assess seismic performance of bridges under different seismic loadings. Fragility curve is one of the popular tools in seismic evaluations. The fragility curves are conditional probability statements, which give the probability of a bridge reaching or exceeding a particular damage level for a given intensity level. In this study, the seismic performance of a two-span simply supported concrete bridge is assessed. Due to usual lack of empirical data, the analytical fragility curve was developed by results of the dynamic analysis of bridge subjected to the different time histories in near-fault area.Keywords: Fragility curve, Seismic behavior, Time historyanalysis, Transportation Network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2795373 A Hybrid Particle Swarm Optimization-Nelder- Mead Algorithm (PSO-NM) for Nelson-Siegel- Svensson Calibration
Authors: Sofia Ayouche, Rachid Ellaia, Rajae Aboulaich
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Today, insurers may use the yield curve as an indicator evaluation of the profit or the performance of their portfolios; therefore, they modeled it by one class of model that has the ability to fit and forecast the future term structure of interest rates. This class of model is the Nelson-Siegel-Svensson model. Unfortunately, many authors have reported a lot of difficulties when they want to calibrate the model because the optimization problem is not convex and has multiple local optima. In this context, we implement a hybrid Particle Swarm optimization and Nelder Mead algorithm in order to minimize by least squares method, the difference between the zero-coupon curve and the NSS curve.Keywords: Optimization, zero-coupon curve, Nelson-Siegel- Svensson, Particle Swarm Optimization, Nelder-Mead Algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1491372 Solving Stochastic Eigenvalue Problem of Wick Type
Authors: Hassan Manouzi, Taous-Meriem Laleg-Kirati
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In this paper we study mathematically the eigenvalue problem for stochastic elliptic partial differential equation of Wick type. Using the Wick-product and the Wiener-Itô chaos expansion, the stochastic eigenvalue problem is reformulated as a system of an eigenvalue problem for a deterministic partial differential equation and elliptic partial differential equations by using the Fredholm alternative. To reduce the computational complexity of this system, we shall use a decomposition method using the Wiener-Itô chaos expansion. Once the approximation of the solution is performed using the finite element method for example, the statistics of the numerical solution can be easily evaluated.
Keywords: Eigenvalue problem, Wick product, SPDEs, finite element, Wiener-Itô chaos expansion.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2016371 On-line Lao Handwritten Recognition with Proportional Invariant Feature
Authors: Khampheth Bounnady, Boontee Kruatrachue, Somkiat Wangsiripitak
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This paper proposed high level feature for online Lao handwritten recognition. This feature must be high level enough so that the feature is not change when characters are written by different persons at different speed and different proportion (shorter or longer stroke, head, tail, loop, curve). In this high level feature, a character is divided in to sequence of curve segments where a segment start where curve reverse rotation (counter clockwise and clockwise). In each segment, following features are gathered cumulative change in direction of curve (- for clockwise), cumulative curve length, cumulative length of left to right, right to left, top to bottom and bottom to top ( cumulative change in X and Y axis of segment). This feature is simple yet robust for high accuracy recognition. The feature can be gather from parsing the original time sampling sequence X, Y point of the pen location without re-sampling. We also experiment on other segmentation point such as the maximum curvature point which was widely used by other researcher. Experiments results show that the recognition rates are at 94.62% in comparing to using maximum curvature point 75.07%. This is due to a lot of variations of turning points in handwritten.
Keywords: Handwritten feature, chain code, Lao handwritten recognition.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2031370 Effect of Sintering Temperature Curve in Wick Manufactured for Loop Heat Pipe
Authors: Shen-Chun Wu, Chuo-Jeng Huang, Wun-Hong Yang, Jy-Cheng Chang, Chien-Chun Kung
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This investigation examines the effect of the sintering temperature curve in manufactured nickel powder capillary structure (wick) for a loop heat pipe (LHP). The sintering temperature curve is composed of a region of increasing temperature; a region of constant temperature and a region of declining temperature. The most important region is that in which the temperature increases, as an index in the stage in which the temperature increases. The wick of nickel powder is manufactured in the stage of fixed sintering temperature and the time between the stage of constant temperature and the stage of falling temperature. When the slope of the curve in the region of increasing temperature is unity (equivalent to 10 °C/min), the structure of the wick is complete and the heat transfer performance is optimal. The result of experiment test demonstrates that the heat transfer performance is optimal at 320W; the minimal total thermal resistance is approximately 0.18°C/W, and the heat flux is 17W/cm2; the internal parameters of the wick are an effective pore radius of 3.1 μm, a permeability of 3.25×10-13m2 and a porosity of 71%.Keywords: Loop heat pipe (LHP), capillary structure (wick), sintered temperature curve.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2094369 Incorporation of Long-Term Redundancy in ECG Time Domain Compression Methods through Curve Simplification and Block-Sorting
Authors: Bachir Boucheham, Youcef Ferdi, Mohamed Chaouki Batouche
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We suggest a novel method to incorporate longterm redundancy (LTR) in signal time domain compression methods. The proposition is based on block-sorting and curve simplification. The proposition is illustrated on the ECG signal as a post-processor for the FAN method. Test applications on the new so-obtained FAN+ method using the MIT-BIH database show substantial improvement of the compression ratio-distortion behavior for a higher quality reconstructed signal.Keywords: ECG compression, Long-term redundancy, Block-sorting, Curve Simplification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1520368 The Distance between a Point and a Bezier Curveon a Bezier Surface
Authors: Wen-Haw Chen, Sheng-Gwo Chen
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The distance between two objects is an important problem in CAGD, CAD and CG etc. It will be presented in this paper that a simple and quick method to estimate the distance between a point and a Bezier curve on a Bezier surface.Keywords: Geodesic-like curve, distance, projection, Bezier.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2565367 A New Implementation of Miura-Arita Algorithm for Miura Curves
Authors: A. Basiri, S. Rahmany, D. Khatibi
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The aim of this paper is to review some of standard fact on Miura curves. We give some easy theorem in number theory to define Miura curves, then we present a new implementation of Arita algorithm for Miura curves.
Keywords: Miura curve, discrete logarithm problem, algebraic curve cryptography, Jacobian group.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1462366 Mobile Robot Path Planning Utilizing Probability Recursive Function
Authors: Ethar H. Khalil, Bahaa I. Kazem
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In this work a software simulation model has been proposed for two driven wheels mobile robot path planning; that can navigate in dynamic environment with static distributed obstacles. The work involves utilizing Bezier curve method in a proposed N order matrix form; for engineering the mobile robot path. The Bezier curve drawbacks in this field have been diagnosed. Two directions: Up and Right function has been proposed; Probability Recursive Function (PRF) to overcome those drawbacks. PRF functionality has been developed through a proposed; obstacle detection function, optimization function which has the capability of prediction the optimum path without comparison between all feasible paths, and N order Bezier curve function that ensures the drawing of the obtained path. The simulation results that have been taken showed; the mobile robot travels successfully from starting point and reaching its goal point. All obstacles that are located in its way have been avoided. This navigation is being done successfully using the proposed PRF techniques.Keywords: Mobile robot, path planning, Bezier curve.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1461365 Probabilistic Model Development for Project Performance Forecasting
Authors: Milad Eghtedari Naeini, Gholamreza Heravi
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In this paper, based on the past project cost and time performance, a model for forecasting project cost performance is developed. This study presents a probabilistic project control concept to assure an acceptable forecast of project cost performance. In this concept project activities are classified into sub-groups entitled control accounts. Then obtain the Stochastic S-Curve (SS-Curve), for each sub-group and the project SS-Curve is obtained by summing sub-groups- SS-Curves. In this model, project cost uncertainties are considered through Beta distribution functions of the project activities costs required to complete the project at every selected time sections through project accomplishment, which are extracted from a variety of sources. Based on this model, after a percentage of the project progress, the project performance is measured via Earned Value Management to adjust the primary cost probability distribution functions. Then, accordingly the future project cost performance is predicted by using the Monte-Carlo simulation method.Keywords: Monte Carlo method, Probabilistic model, Project forecasting, Stochastic S-curve
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2715364 Numerical Study of Developing Laminar Forced Convection Flow of Water/CuO Nanofluid in a Circular Tube with a 180 Degrees Curve
Authors: Hamed K. Arzani, Hamid K. Arzani, S.N. Kazi, A. Badarudin
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Numerical investigation into convective heat transfer of CuO-Water based nanofluid in a pipe with return bend under laminar flow conditions has been done. The impacts of Reynolds number and the volume concentration of nanoparticles on the flow and the convective heat transfer behaviour are investigated. The results indicate that the increase in Reynolds number leads to the enhancement of average Nusselt number, and the increase in specific heat in the presence of the nanofluid results in improvement in heat transfer. Also, the presence of the secondary flow in the curve plays a key role in increasing the average Nusselt number and it appears higher than the inlet and outlet tubes. However, the pressure drop curve increases significantly in the tubes with the increase in nanoparticles concentration.Keywords: Laminar forced convection, nanofluid, curve, return bend, CFD.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1285363 A Study on Method for Identifying Capacity Factor Declination of Wind Turbines
Authors: Dongheon Shin, Kyungnam Ko, Jongchul Huh
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The investigation on wind turbine degradation was carried out using the nacelle wind data. The three Vestas V80-2MW wind turbines of Sungsan wind farm in Jeju Island, South Korea were selected for this work. The SCADA data of the wind farm for five years were analyzed to draw power curve of the turbines. It is assumed that the wind distribution is the Rayleigh distribution to calculate the normalized capacity factor based on the drawn power curve of the three wind turbines for each year. The result showed that the reduction of power output from the three wind turbines occurred every year and the normalized capacity factor decreased to 0.12%/year on average.
Keywords: Wind energy, Power curve, Capacity factor, Annual energy production.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2952362 Hydrological Method to Evaluate Environmental Flow (Case Study: Gharasou River, Ardabil)
Authors: Mehdi Fuladipanah, Mehdi Jorabloo
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Water flow management is one of the most important parts of river engineering. Non-uniformity distribution of rainfall and various flow demand with unreasonable flow management will be caused destroyed of river ecosystem. Then, it is very serious to determine ecosystem flow requirement. In this paper, Flow duration curve indices method which has hydrological based was used to evaluate environmental flow in Gharasou River, Ardabil, Iran. Using flow duration curve, Q90 and Q95 for different return periods were calculated. Their magnitude were determined as 1-day, 3-day, 7-day and 30 day. According the second method, hydraulic alteration indices often had low and medium range. In order to maintain river at an acceptable ecological condition, minimum daily discharge of index Q95 is 0.7 m3.s-1.
Keywords: Ardabil, Environmental flow, Flow Duration Curve, Gharasou River.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2285361 Impact of the Operation and Infrastructure Parameters to the Railway Track Capacity
Authors: Martin Kendra, Jaroslav Mašek, Juraj Čamaj, Matej Babin
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The railway transport is considered as a one of the most environmentally friendly mode of transport. With future prediction of increasing of freight transport there are lines facing problems with demanded capacity. Increase of the track capacity could be achieved by infrastructure constructive adjustments. The contribution shows how the travel time can be minimized and the track capacity increased by changing some of the basic infrastructure and operation parameters, for example, the minimal curve radius of the track, the number of tracks, or the usable track length at stations. Calculation of the necessary parameter changes is based on the fundamental physical laws applied to the train movement, and calculation of the occupation time is dependent on the changes of controlling the traffic between the stations.Keywords: Curve radius, maximum curve speed, track mass capacity, reconstruction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1806360 On Method of Fundamental Solution for Nondestructive Testing
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Nondestructive testing in engineering is an inverse Cauchy problem for Laplace equation. In this paper the problem of nondestructive testing is expressed by a Laplace-s equation with third-kind boundary conditions. In order to find unknown values on the boundary, the method of fundamental solution is introduced and realized. Because of the ill-posedness of studied problems, the TSVD regularization technique in combination with L-curve criteria and Generalized Cross Validation criteria is employed. Numerical results are shown that the TSVD method combined with L-curve criteria is more efficient than the TSVD method combined with GCV criteria. The abstract goes here.Keywords: ill-posed, TSVD, Laplace's equation, inverse problem, L-curve, Generalized Cross Validation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1473359 A Method to Calculate Frenet Apparatus of W-Curves in the Euclidean 6-Space
Authors: Süha Yılmaz, Melih Turgut
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These In this work, a regular unit speed curve in six dimensional Euclidean space, whose Frenet curvatures are constant, is considered. Thereafter, a method to calculate Frenet apparatus of this curve is presented.Keywords: Classical Differential Geometry, Euclidean 6-space, Frenet Apparatus of the curves.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1287358 Flexural Strength Design of RC Beams with Consideration of Strain Gradient Effect
Authors: Mantai Chen, Johnny Ching Ming Ho
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The stress-strain relationship of concrete under flexure is one of the essential parameters in assessing ultimate flexural strength capacity of RC beams. Currently, the concrete stress-strain curve in flexure is obtained by incorporating a constant scale-down factor of 0.85 in the uniaxial stress-strain curve. However, it was revealed that strain gradient would improve the maximum concrete stress under flexure and concrete stress-strain curve is strain gradient dependent. Based on the strain-gradient-dependent concrete stress-strain curve, the investigation of the combined effects of strain gradient and concrete strength on flexural strength of RC beams was extended to high strength concrete up to 100 MPa by theoretical analysis. As an extension and application of the authors’ previous study, a new flexural strength design method incorporating the combined effects of strain gradient and concrete strength is developed. A set of equivalent rectangular concrete stress block parameters is proposed and applied to produce a series of design charts showing that the flexural strength of RC beams are improved with strain gradient effect considered.
Keywords: Beams, Equivalent concrete stress block, Flexural strength, Strain gradient.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4106357 Investigation on Ship Collision Phenomena by Analytical and Finite Element Methods
Authors: Abuzar.Abazari, Saeed. Ziaei-Rad, Hoseein. Dalayeli
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Collision is considered as a time-depended nonlinear dynamic phenomenon. The majority of researchers have focused on deriving the resultant damage of the ship collisions via analytical, experimental, and finite element methods.In this paper, first, the force-penetration curve of a head collision on a container ship with rigid barrier based on Yang and Pedersen-s methods for internal mechanic section is studied. Next, the obtained results from different analytical methods are compared with each others. Then, through a simulation of the container ship collision in Ansys Ls-Dyna, results from finite element approach are compared with analytical methods and the source of errors is discussed. Finally, the effects of parameters such as velocity, and angle of collision on the forcepenetration curve are investigated.Keywords: Ship collision, Force-penetration curve, Damage
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2126356 The Ability of Forecasting the Term Structure of Interest Rates Based On Nelson-Siegel and Svensson Model
Authors: Tea Poklepović, Zdravka Aljinović, Branka Marasović
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Due to the importance of yield curve and its estimation it is inevitable to have valid methods for yield curve forecasting in cases when there are scarce issues of securities and/or week trade on a secondary market. Therefore in this paper, after the estimation of weekly yield curves on Croatian financial market from October 2011 to August 2012 using Nelson-Siegel and Svensson models, yield curves are forecasted using Vector autoregressive model and Neural networks. In general, it can be concluded that both forecasting methods have good prediction abilities where forecasting of yield curves based on Nelson Siegel estimation model give better results in sense of lower Mean Squared Error than forecasting based on Svensson model Also, in this case Neural networks provide slightly better results. Finally, it can be concluded that most appropriate way of yield curve prediction is Neural networks using Nelson-Siegel estimation of yield curves.
Keywords: Nelson-Siegel model, Neural networks, Svensson model, Vector autoregressive model, Yield curve.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3248355 An Implicit Representation of Spherical Product for Increasing the Shape Variety of Super-quadrics in Implicit Surface Modeling
Authors: Pi-Chung Hsu
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Super-quadrics can represent a set of implicit surfaces, which can be used furthermore as primitive surfaces to construct a complex object via Boolean set operations in implicit surface modeling. In fact, super-quadrics were developed to create a parametric surface by performing spherical product on two parametric curves and some of the resulting parametric surfaces were also represented as implicit surfaces. However, because not every parametric curve can be redefined implicitly, this causes only implicit super-elliptic and super-hyperbolic curves are applied to perform spherical product and so only implicit super-ellipsoids and hyperboloids are developed in super-quadrics. To create implicit surfaces with more diverse shapes than super-quadrics, this paper proposes an implicit representation of spherical product, which performs spherical product on two implicit curves like super-quadrics do. By means of the implicit representation, many new implicit curves such as polygonal, star-shaped and rose-shaped curves can be used to develop new implicit surfaces with a greater variety of shapes than super-quadrics, such as polyhedrons, hyper-ellipsoids, superhyperboloids and hyper-toroids containing star-shaped and roseshaped major and minor circles. Besides, the newly developed implicit surfaces can also be used to define new primitive implicit surfaces for constructing a more complex implicit surface in implicit surface modeling.Keywords: Implicit surfaces, Soft objects, Super-quadrics.
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