Search results for: weather modeling
1297 Simulation of Inverter Fed Induction Motor Drive with LabVIEW
Authors: R. Gunabalan, S. Immanuel Prabakaran, J. Reegan, S. Ganesh
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This paper describes a software approach for modeling inverter fed induction motor drive using Laboratory Virtual Instrument Engineering Workbench (LabVIEW). The reason behind the selection of LabVIEW software is because of its strong graphical interface, flexibility of its programming language combined with built-in tools designed specifically for test, measurement and control. LabVIEW is generally used in most of the applications for data acquisition, test and control. In this paper, inverter and induction motor are modeled using LabVIEW toolkits. Simulation results are presented and are validated.
Keywords: Induction motor, LabVIEW, State model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 85761296 Modeling the Effect of Spacer Orientation on Heat Transfer in Membrane Distillation
Authors: M. Shakaib, M. Ehtesham-ul Haq, I. Ahmed, R.M. Yunus
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Computational fluid dynamics (CFD) simulations carried out in this paper show that spacer orientation has a major influence on temperature patterns and on the heat transfer rates. The local heat flux values significantly vary from high to very low values at each filament when spacer touches the membrane surface. The heat flux profile is more uniform when spacer filaments are not in contact with the membrane thus making this arrangement more beneficial. The temperature polarization is also found to be less in this case when compared to the empty channel.Keywords: heat transfer, membrane distillation, spacer, temperature polarization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17241295 Energy Consumption in Forward Osmosis Desalination Compared to other Desalination Techniques
Authors: Ali Shoeb Moon, Moonyong Lee
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The draw solute separation process in Forward Osmosis desalination was simulated in Aspen Plus chemical process modeling software, to estimate the energy consumption and compare it with other desalination processes, mainly the Reverse Osmosis process which is currently most prevalent. The electrolytic chemistry for the system was retrieved using the Elec – NRTL property method in the Aspen Plus database. Electrical equivalent of energy required in the Forward Osmosis desalination technique was estimated and compared with the prevalent desalination techniques.Keywords: Desalination, Energy, Forward Osmosis, Separation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 40531294 Mass Transfer Modeling in a Packed Bed of Palm Kernels under Supercritical Conditions
Authors: I. Norhuda, A. K. Mohd Omar
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Studies on gas solid mass transfer using Supercritical fluid CO2 (SC-CO2) in a packed bed of palm kernels was investigated at operating conditions of temperature 50 °C and 70 °C and pressures ranges from 27.6 MPa, 34.5 MPa, 41.4 MPa and 48.3 MPa. The development of mass transfer models requires knowledge of three properties: the diffusion coefficient of the solute, the viscosity and density of the Supercritical fluids (SCF). Matematical model with respect to the dimensionless number of Sherwood (Sh), Schmidt (Sc) and Reynolds (Re) was developed. It was found that the model developed was found to be in good agreement with the experimental data within the system studied.
Keywords: Mass Transfer, Palm Kernel, Supercritical fluid.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18171293 LIDAR Obstacle Warning and Avoidance System for Unmanned Aircraft
Authors: Roberto Sabatini, Alessandro Gardi, Mark A. Richardson
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The availability of powerful eye-safe laser sources and the recent advancements in electro-optical and mechanical beam-steering components have allowed laser-based Light Detection and Ranging (LIDAR) to become a promising technology for obstacle warning and avoidance in a variety of manned and unmanned aircraft applications. LIDAR outstanding angular resolution and accuracy characteristics are coupled to its good detection performance in a wide range of incidence angles and weather conditions, providing an ideal obstacle avoidance solution, which is especially attractive in low-level flying platforms such as helicopters and small-to-medium size Unmanned Aircraft (UA). The Laser Obstacle Avoidance Marconi (LOAM) system is one of such systems, which was jointly developed and tested by SELEX-ES and the Italian Air Force Research and Flight Test Centre. The system was originally conceived for military rotorcraft platforms and, in this paper, we briefly review the previous work and discuss in more details some of the key development activities required for integration of LOAM on UA platforms. The main hardware and software design features of this LOAM variant are presented, including a brief description of the system interfaces and sensor characteristics, together with the system performance models and data processing algorithms for obstacle detection, classification and avoidance. In particular, the paper focuses on the algorithm proposed for optimal avoidance trajectory generation in UA applications.
Keywords: LIDAR, Low-Level Flight, Nap-of-the-Earth Flight, Near Infra-Red, Obstacle Avoidance, Obstacle Detection, Obstacle Warning System, Sense and Avoid, Trajectory Optimisation, Unmanned Aircraft.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 70851292 Modeling and Simulation of Switched Reluctance Motor with Three-Phase and Four- Phase Configurations
Authors: Abdolamir Nekoubin
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The reluctance motor is an electric motor in which torque is produced by the tendency of its moveable part to move to a position where the inductance of the excited winding is maximized. In this paper switched reluctance motors (SRMs) with two different configurations(3-phase SRM with 4rotor poles and 6 stator poles, 4- phase SRM with 6rotor poles and 8 stator poles) is designed by RMxprt, and performance of them is analyzed. Efficiency and torque of SRM for different configurations in full-load condition have been presented. The results indicate that with correct choosing of motor applications, maximum efficiency can be found.Keywords: reluctance motor, maximum efficiency, rotor
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29021291 Modeling of CO2 Removal from Gas Mixtureby 2-amino-2-methyl-1-propanol (AMP) Using the Modified Kent Eisenberg Model
Authors: H. Pahlavanzadeh, A.R.Jahangiri, I. Noshadi
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In this paper, the solubility of CO2 in AMP solution have been measured at temperature range of ( 293, 303 ,313,323) K.The amine concentration ranges studied are (2.0, 2.8, and 3.4) M. A solubility apparatus was used to measure the solubility of CO2 in AMP solution on samples of flue gases from Thermal and Central Power Plants of Esfahan Steel Company. The modified Kent Eisenberg model was used to correlate and predict the vapor-liquid equilibria of the (CO2 + AMP + H2O) system. The model predicted results are in good agreement with the experimental vapor-liquid equilibrium measurements.Keywords: AMP, Carbon dioxide; loading, Flue gases, Modified Kent Eisenberg model
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24791290 Comparative Finite Element Simulation of Nonlinear Vibrations and Sensor Output Voltage of Smart Piezolaminated Structures
Authors: Ruediger Schmidt, Thang Duy Vu
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Two geometrically nonlinear plate theories, based either on first- or third-order transverse shear deformation theory are used for finite element modeling and simulation of the transient response of smart structures incorporating piezoelectric layers. In particular the time histories of nonlinear vibrations and sensor voltage output of a thin beam with a piezoelectric patch bonded to the surface due to an applied step force are studied.
Keywords: Nonlinear vibrations, piezoelectric patches, sensor voltage output, smart structures.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20021289 The Impact of Revenue Gap on Economic Growth: A Case Study of Pakistan
Authors: M. Ilyas, M. W. Siddiqi
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This study employs auto-regressive distributed lag (ARDL) bounds approach to cointegration for long run and errorcorrection modeling (ECM) for short run analysis to examine the relationship between revenue gap and economic growth for Pakistan using annual time series data over the period 1980 to 2008. The short and long run results indicate that revenue gap is statistical significant and negatively effect economic growth. The significant and negative coefficient of error correction term in ECM indicates that after a shock, the long rum equilibrium will again converge towards equilibrium about 10.406 percent within a year.
Keywords: ARDL cointegration, Economic Growth, RevenueGap, Pakistan.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25661288 A General Stochastic Spatial MIMO Channel Model for Evaluating Various MIMO Techniques
Authors: Fang Shu, Li Lihua, Zhang Ping
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A general stochastic spatial MIMO channel model is proposed for evaluating various MIMO techniques in this paper. It can generate MIMO channels complying with various MIMO configurations such as smart antenna, spatial diversity and spatial multiplexing. The modeling method produces the stochastic fading involving delay spread, Doppler spread, DOA (direction of arrival), AS (angle spread), PAS (power azimuth Spectrum) of the scatterers, antenna spacing and the wavelength. It can be applied in various MIMO technique researches flexibly with low computing complexity.Keywords: MIMO channel, Spatial Correlation, DOA, AS, PAS.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16781287 Reliability Evaluation of Distribution System Considering Distributed Generation
Authors: Raju Kaduru, Narsaiah Srinivas Gondlala
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This paper presents an analytical approach for evaluating distribution system reliability indices in the presence of distributed generation. Modeling distributed generation and evaluation of distribution system reliability indices using the frequency duration technique. Using model implements and case studies are discussed. Results showed that location of DG and its effect in distribution reliability indices. In this respect, impact of DG on distribution system is investigated using the IEEE Roy Billinton test system (RBTS2) included feeder 1. Therefore, it will help to the distribution system planners in the DG resource placement.Keywords: Distributed Generation, DG Location, Distribution System, Reliability Indices.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21921286 Generation Expansion Planning Strategies on Power System: A Review
Authors: V. Phupha, T. Lantharthong, N. Rugthaicharoencheep
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The problem of generation expansion planning (GEP) has been extensively studied for many years. This paper presents three topics in GEP as follow: statistical model, models for generation expansion, and expansion problem. In the topic of statistical model, the main stages of the statistical modeling are briefly explained. Some works on models for GEP are reviewed in the topic of models for generation expansion. Finally for the topic of expansion problem, the major issues in the development of a longterm expansion plan are summarized.Keywords: Generation expansion planning, strategies, power system
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32161285 SiC Merged PiN and Schottky (MPS) Power Diodes Electrothermal Modeling in SPICE
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This paper sets out a behavioral macro-model of a Merged PiN and Schottky (MPS) diode based on silicon carbide (SiC). This model holds good for both static and dynamic electrothermal simulations for industrial applications. Its parameters have been worked out from datasheets curves by drawing on the optimization method: Simulated Annealing (SA) for the SiC MPS diodes made available in the industry. The model also adopts the Analog Behavioral Model (ABM) of PSPICE in which it has been implemented. The thermal behavior of the devices was also taken into consideration by making use of Foster’ canonical network as figured out from electro-thermal measurement provided by the manufacturer of the device.Keywords: SiC MPS Diode, electro-thermal, SPICE Model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19591284 Viscoelastic Modeling of Brain MRE Data Using FE Method
Authors: H. Ajabi Naeeni, M. Haghpanahi
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Dynamic shear test on simulated phantom can be used to validate magnetic resonance elastography (MRE) measurements. Phantom gel has been usually utilized for the cell culture of cartilage and soft tissue and also been used for mechanical property characterization using imaging systems. The viscoelastic property of the phantom would be important for dynamic experiments and analyses. In this study, An axisymmetric FE model is presented for determining the dynamic shear behaviour of brain simulated phantom using ABAQUS. The main objective of this study was to investigate the effect of excitation frequencies and boundary conditions on shear modulus and shear viscosity in viscoelastic media.Keywords: Viscoelastic, MR Elastography, Finite Element, Brain.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17521283 Fail-safe Modeling of Discrete Event Systems using Petri Nets
Authors: P. Nazemzadeh, A. Dideban, M. Zareiee
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In this paper the effect of faults in the elements and parts of discrete event systems is investigated. In the occurrence of faults, some states of the system must be changed and some of them must be forbidden. For this goal, different states of these elements are examined and a model for fail-safe behavior of each state is introduced. Replacing new models of the target elements in the preliminary model by a systematic method, leads to a fail-safe discrete event system.Keywords: Discrete event systems, Fail-safe, Petri nets, Supervisory control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16201282 The Effect of Measurement Distribution on System Identification and Detection of Behavior of Nonlinearities of Data
Authors: Mohammad Javad Mollakazemi, Farhad Asadi, Aref Ghafouri
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In this paper, we considered and applied parametric modeling for some experimental data of dynamical system. In this study, we investigated the different distribution of output measurement from some dynamical systems. Also, with variance processing in experimental data we obtained the region of nonlinearity in experimental data and then identification of output section is applied in different situation and data distribution. Finally, the effect of the spanning the measurement such as variance to identification and limitation of this approach is explained.
Keywords: Gaussian process, Nonlinearity distribution, Particle filter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17221281 Design of Hydroxyapatite-Polyetheretherketone Fixation Plates for Diaphysis Femur Fracture
Authors: Abhishek Soni, Bhagat Singh
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In this study, scanned data of a damaged femur diaphysis are used to generate three dimensional model of the bone. Further, customized implant of Hydroxyapatite-Polyetheretherketone (HA-PEEK) material for this damaged bone is prepared using CAD modeling. Damaged bone and implant have been assembled to prepare the intact bone. This assembled model has been analyzed to evaluate the stresses and deformation developed during the static loading. It has been observed that these stresses and deformation are very less thus imply that the proposed method of preparing implant is appropriate.
Keywords: Customized implant, deformation, femur diaphysis, stress.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5511280 Bootstrap Confidence Intervals and Parameter Estimation for Zero Inflated Strict Arcsine Model
Authors: Y. N. Phang, E. F. Loh
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Zero inflated Strict Arcsine model is a newly developed model which is found to be appropriate in modeling overdispersed count data. In this study, maximum likelihood estimation method is used in estimating the parameters for zero inflated strict arcsine model. Bootstrapping is then employed to compute the confidence intervals for the estimated parameters.
Keywords: overdispersed count data, maximum likelihood estimation, simulated annealing, BCa confidence intervals.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22811279 Vehicle Aerodynamics: Drag Reduction by Surface Dimples
Authors: C. K. Chear, S. S. Dol
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For a bluff body, dimples behave like roughness elements in stimulating a turbulent boundary layer, leading to delayed flow separation, a smaller wake and lower form drag. This is very different in principle from the application of dimples to streamlined body, where any reduction in drag would be predominantly due to a reduction in skin friction. In the present work, a car model with different dimple geometry is simulated using k-ε turbulence modeling to determine its effect to the aerodynamics performance. Overall, the results show that the application of dimples manages to reduce the drag coefficient of the car model.
Keywords: Aerodynamics, Boundary Layer, Dimple, Drag, Kinetic Energy, Turbulence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 63341278 Steady State Analysis of Distribution System with Wind Generation Uncertainity
Authors: Zakir Husain, Neem Sagar, Neeraj Gupta
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Due to the increased penetration of renewable energy resources in the distribution system, the system is no longer passive in nature. In this paper, a steady state analysis of the distribution system has been done with the inclusion of wind generation. The modeling of wind turbine generator system and wind generator has been made to obtain the average active and the reactive power injection into the system. The study has been conducted on a IEEE-33 bus system with two wind generators. The present research work is useful not only to utilities but also to customers.
Keywords: Distributed generation, distribution network, radial network, wind turbine generating system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10631277 Kalman Filter Based Adaptive Reduction of Motion Artifact from Photoplethysmographic Signal
Authors: S. Seyedtabaii, L. Seyedtabaii
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Artifact free photoplethysmographic (PPG) signals are necessary for non-invasive estimation of oxygen saturation (SpO2) in arterial blood. Movement of a patient corrupts the PPGs with motion artifacts, resulting in large errors in the computation of Sp02. This paper presents a study on using Kalman Filter in an innovative way by modeling both the Artillery Blood Pressure (ABP) and the unwanted signal, additive motion artifact, to reduce motion artifacts from corrupted PPG signals. Simulation results show acceptable performance regarding LMS and variable step LMS, thus establishing the efficacy of the proposed method.Keywords: Kalman filter, Motion artifact, PPG, Photoplethysmography.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 42611276 Joint Transmitter-Receiver Optimization for Bonded Wireline Communications
Authors: Mohammed H. Nafie, Ahmed F. Shalash
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With the advent of DSL services, high data rates are now available over phone lines, yet higher rates are in demand. In this paper, we optimize the transmit filters that can be used over wireline channels. Results showing the bit error rates when optimized filters are used, and with a decision feedback equalizer (DFE) employed in the receiver, are given. We then show that significantly higher throughput can be achieved by modeling the channel as a multiple input multiple output (MIMO) channel. A receiver that employs a MIMO-DFE that deals jointly with several users is proposed and shown to provide significant improvement over the conventional DFE.
Keywords: DFE, MIMO Channels, Receiver Architectures, Transmit Filters.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13521275 Measuring Business and Information Technology Value in BPR: An Empirical Study in the Japanese Enterprises
Authors: Michiko Miyamoto, Shuhei Kudo, Kayo Iizuka
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This paper presents an analysis result of relationship between business and information technology (IT) in business process reengineering (BPR). 258 Japanese firm-level data collected have been analyzed using structural equation modeling. This analysis was aimed to illuminating success factors of achieve effective BPR. Analysis was focused on management factors (including organizational factors) and implementing management method (e.g. balanced score card, internal control, etc.).These results would contribute for achieving effective BPR by showing effective tasks and environment to be focused.Keywords: BPR, SEM, IS Success Model, user satisfaction
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14191274 Prediction of Computer and Video Game Playing Population: An Age Structured Model
Authors: T. K. Sriram, Joydip Dhar
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Models based on stage structure have found varied applications in population models. This paper proposes a stage structured model to study the trends in the computer and video game playing population of US. The game paying population is divided into three compartments based on their age group. After simulating the mathematical model, a forecast of the number of game players in each stage as well as an approximation of the average age of game players in future has been made.
Keywords: Age structure, Forecasting, Mathematical modeling, Stage structure.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19011273 Modeling of Dielectric Heating in Radio- Frequency Applicator Optimized for Uniform Temperature by Means of Genetic Algorithms
Authors: Camelia Petrescu, Lavinia Ferariu
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The paper presents an optimization study based on genetic algorithms (GA-s) for a radio-frequency applicator used in heating dielectric band products. The weakly coupled electro-thermal problem is analyzed using 2D-FEM. The design variables in the optimization process are: the voltage of a supplementary “guard" electrode and six geometric parameters of the applicator. Two objective functions are used: temperature uniformity and total active power absorbed by the dielectric. Both mono-objective and multiobjective formulations are implemented in GA optimization.Keywords: Dielectric heating, genetic algorithms, optimization, RF applicators.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19311272 Exponentiated Transmuted Weibull Distribution A Generalization of the Weibull Distribution
Authors: Abd El Hady N. Ebraheim
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This paper introduces a new generalization of the two parameter Weibull distribution. To this end, the quadratic rank transmutation map has been used. This new distribution is named exponentiated transmuted Weibull (ETW) distribution. The ETW distribution has the advantage of being capable of modeling various shapes of aging and failure criteria. Furthermore, eleven lifetime distributions such as the Weibull, exponentiated Weibull, Rayleigh and exponential distributions, among others follow as special cases. The properties of the new model are discussed and the maximum likelihood estimation is used to estimate the parameters. Explicit expressions are derived for the quantiles. The moments of the distribution are derived, and the order statistics are examined.
Keywords: Exponentiated, Inversion Method, Maximum Likelihood Estimation, Transmutation Map.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 34711271 An Intelligent Cascaded Fuzzy Logic Based Controller for Controlling the Room Temperature in Hydronic Heating System
Authors: Vikram Jeganathan, A. V. Sai Balasubramanian, N. Ravi Shankar, S. Subbaraman, R. Rengaraj
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Heating systems are a necessity for regions which brace extreme cold weather throughout the year. To maintain a comfortable temperature inside a given place, heating systems making use of- Hydronic boilers- are used. The principle of a single pipe system serves as a base for their working. It is mandatory for these heating systems to control the room temperature, thus maintaining a warm environment. In this paper, the concept of regulation of the room temperature over a wide range is established by using an Adaptive Fuzzy Controller (AFC). This fuzzy controller automatically detects the changes in the outside temperatures and correspondingly maintains the inside temperature to a palatial value. Two separate AFC's are put to use to carry out this function: one to determine the quantity of heat needed to reach the prospective temperature required and to set the desired temperature; the other to control the position of the valve, which is directly proportional to the error between the present room temperature and the user desired temperature. The fuzzy logic controls the position of the valve as per the requirement of the heat. The amount by which the valve opens or closes is controlled by 5 knob positions, which vary from minimum to maximum, thereby regulating the amount of heat flowing through the valve. For the given test system data, different de-fuzzifier methods have been implemented and the results are compared. In order to validate the effectiveness of the proposed approach, a fuzzy controller has been designed by obtaining a test data from a real time system. The simulations are performed in MATLAB and are verified with standard system data. The proposed approach can be implemented for real time applications.Keywords: Adaptive fuzzy controller, Hydronic heating system
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19771270 Seismic Behavior of Thin Shear Wall under the Exerted Loads
Authors: Ali A. Ofoghi
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While the shear walls are not economical in buildings, thin shear walls are widely used in the buildings. In the present study, the ratio of different loads to their plasticity and seismic behavior of the wall under different loads have been investigated. Modeling and analysis are carried out by the finite element analysis software ABAQUS. The results show that any increase in the exerted loads will have adverse effects on the seismic behavior of the thin shear walls and causes the wall to collapse by small displacements.Keywords: Thin shear wall, nonlinear dynamic analysis, reinforced concrete, plasticity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9471269 Extended Least Squares LS–SVM
Authors: József Valyon, Gábor Horváth
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Among neural models the Support Vector Machine (SVM) solutions are attracting increasing attention, mostly because they eliminate certain crucial questions involved by neural network construction. The main drawback of standard SVM is its high computational complexity, therefore recently a new technique, the Least Squares SVM (LS–SVM) has been introduced. In this paper we present an extended view of the Least Squares Support Vector Regression (LS–SVR), which enables us to develop new formulations and algorithms to this regression technique. Based on manipulating the linear equation set -which embodies all information about the regression in the learning process- some new methods are introduced to simplify the formulations, speed up the calculations and/or provide better results.Keywords: Function estimation, Least–Squares Support VectorMachines, Regression, System Modeling
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20091268 Applications of Stable Distributions in Time Series Analysis, Computer Sciences and Financial Markets
Authors: Mohammad Ali Baradaran Ghahfarokhi, Parvin Baradaran Ghahfarokhi
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In this paper, first we introduce the stable distribution, stable process and theirs characteristics. The a -stable distribution family has received great interest in the last decade due to its success in modeling data, which are too impulsive to be accommodated by the Gaussian distribution. In the second part, we propose major applications of alpha stable distribution in telecommunication, computer science such as network delays and signal processing and financial markets. At the end, we focus on using stable distribution to estimate measure of risk in stock markets and show simulated data with statistical softwares.
Keywords: stable distribution, SaS, infinite variance, heavy tail networks, VaR.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2063