Search results for: Single zone model.

Authors: S. Swain, P. S. Khuntia

Abstract:

In this paper an optimal convex controller is designed to control the angle of attack of a FOXTROT aircraft. Then the order of the system model is reduced to a low-dimensional state space by using Balanced Truncation Model Reduction Technique and finally the robust stability of the reduced model of the system is tested graphically by using Kharitonov rectangle and Zero Exclusion Principle for a particular range of perturbation value. The same robust stability is tested theoretically by using Frequency Sweeping Function for robust stability.

Keywords: Convex Optimization, Kharitonov Stability Criterion, Model Reduction, Robust Stability.

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Authors: Ardeshir Karami Mohammadi, Mohammadreza Saee

Abstract:

A variable structure model reference adaptive control (VS-MRAC) strategy for active steering assistance of a two wheel steering car is proposed. An ideal steering system with fixed properties and moving on an ideal road is used as the reference model, and the active steering assistance system is forced to attain the same behavior as the reference model. The proposed system can treat the nonlinear relationships between the side slip angles and lateral forces on tire, and the uncertainties on friction of the road surface, whose compensation are very important under critical situations. Simulation results show improvements on yaw rate and side slip.

Keywords: Variable Structure, Adaptive Control, Model reference, Active steering assistance.

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Authors: Guo-Ming Sung, Naga Raju Naik R.

Abstract:

Paper presents a low power, high speed, sense-amplifier based flip-flop (SAFF). The flip-flop’s power con-sumption and delay are greatly reduced by employing a new conditionally precharge sense-amplifier stage and a single-ended latch stage. Glitch-free and contention-free latch operation is achieved by using a conditional cut-off strategy. The design uses fewer transistors, has a lower clock load, and has a simple structure, all of which contribute to a near-zero setup time. When compared to previous flip-flop structures proposed for similar input/output conditions, this design’s performance and overall PDP have improved. The post layout simulation of the circuit uses 2.91µW of power and has a delay of 65.82 ps. Overall, the power-delay product has seen some enhancements. Cadence Virtuoso Designing tool with CMOS 90nm technology are used for all designs.

Keywords: high-speed, low-power, flip-flop, sense-amplifier

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Authors: RajPal Garg, Kapil Sharma, Rajive Kumar, R. K. Garg

Abstract:

This paper presents a computational methodology based on matrix operations for a computer based solution to the problem of performance analysis of software reliability models (SRMs). A set of seven comparison criteria have been formulated to rank various non-homogenous Poisson process software reliability models proposed during the past 30 years to estimate software reliability measures such as the number of remaining faults, software failure rate, and software reliability. Selection of optimal SRM for use in a particular case has been an area of interest for researchers in the field of software reliability. Tools and techniques for software reliability model selection found in the literature cannot be used with high level of confidence as they use a limited number of model selection criteria. A real data set of middle size software project from published papers has been used for demonstration of matrix method. The result of this study will be a ranking of SRMs based on the Permanent value of the criteria matrix formed for each model based on the comparison criteria. The software reliability model with highest value of the Permanent is ranked at number – 1 and so on.

Keywords: Matrix method, Model ranking, Model selection, Model selection criteria, Software reliability models.

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Authors: David W.S. Tai, Ren-Cheng Zhang, Sheng-Hung Chang, Chin-Pin Chen, Jia-Ling Chen

Abstract:

This study reports results of a meta-analytic path analysis e-learning Acceptance Model with k = 27 studies, Databases searched included Information Sciences Institute (ISI) website. Variables recorded included perceived usefulness, perceived ease of use, attitude toward behavior, and behavioral intention to use e-learning. A correlation matrix of these variables was derived from meta-analytic data and then analyzed by using structural path analysis to test the fitness of the e-learning acceptance model to the observed aggregated data. Results showed the revised hypothesized model to be a reasonable, good fit to aggregated data. Furthermore, discussions and implications are given in this article.

Keywords: E-learning, Meta Analytic Path Analysis, Technology Acceptance Model

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Authors: Devdutt

Abstract:

In this paper, passenger seat vibration control of an active quarter car model under random road excitations is considered. The designed ANFIS and Summing ANFIS PID controllers are assembled in primary suspension system of quarter car model. Simulation work is performed in time and frequency domain to obtain passenger seat acceleration and displacement responses. Simulation results show that Summing ANFIS PID based controller is highly suitable to suppress the road induced vibrations in quarter car model to achieve desired passenger ride comfort and safety compared to ANFIS and passive system.

Keywords: Quarter car model, Active suspension system, Summing ANFIS PID controller, Passenger ride comfort.

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

Abstract:

The three steps of the standard one-way nested grid for a regional scale of the third generation WAve Model Cycle 4 (WAMC4) is scrutinized. The model application is enabled to solve the energy balance equation on a coarse resolution grid in order to produce boundary conditions for a smaller area by the nested grid technique. In the present study, the model takes a full advantage of the fine resolution of wind fields in space and time produced by the available U.S. Navy Global Atmospheric Prediction System (NOGAPS) model with 1 degree resolution. The nested grid application of the model is developed in order to gradually increase the resolution from the open ocean towards the South China Sea (SCS) and the Gulf of Thailand (GoT) respectively. The model results were compared with buoy observations at Ko Chang, Rayong and Huahin locations which were obtained from the Seawatch project. In addition, the results were also compared with Satun based weather station which was provided from Department of Meteorology, Thailand. The data collected from this station presented the significant wave height (Hs) reached 12.85 m. The results indicated that the tendency of the Hs from the model in the spherical coordinate propagation with deep water condition in the fine grid domain agreed well with the Hs from the observations.

Keywords: energy balance equation, Gulf of Thailand, nested gridapplication, South China Sea, wave model.

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Authors: A. Majid Bahari, Kourosh Hejazi

Abstract:

Different variants for buoyancy-affected terms in k-ε turbulence model have been utilized to predict the flow parameters more accurately, and investigate applicability of alternative k-ε turbulence buoyant closures in numerical simulation of a horizontal gravity current. The additional non-isotropic turbulent stress due to buoyancy has been considered in production term, based on Algebraic Stress Model (ASM). In order to account for turbulent scalar fluxes, general gradient diffusion hypothesis has been used along with Boussinesq gradient diffusion hypothesis with a variable turbulent Schmidt number and additional empirical constant c3ε.To simulate buoyant flow domain a 2D vertical numerical model (WISE, Width Integrated Stratified Environments), based on Reynolds- Averaged Navier-Stokes (RANS) equations, has been deployed and the model has been further developed for different k-ε turbulence closures. Results are compared against measured laboratory values of a saline gravity current to explore the efficient turbulence model.

Keywords: Buoyant flows, Buoyant k-ε turbulence model, saline gravity current.

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Authors: David Lávicka

Abstract:

This paper looks into detailed investigation of thermal-hydraulic characteristics of the flow field in a fuel rod model, especially near the spacer. The area investigate represents a source of information on the velocity flow field, vortex, and on the amount of heat transfer into the coolant all of which are critical for the design and improvement of the fuel rod in nuclear power plants. The flow field investigation uses three-dimensional Computational Fluid Dynamics (CFD) with the Reynolds stresses turbulence model (RSM). The fuel rod model incorporates a vertical annular channel where three different shapes of spacers are used; each spacer shape is addressed individually. These spacers are mutually compared in consideration of heat transfer capabilities between the coolant and the fuel rod model. The results are complemented with the calculated heat transfer coefficient in the location of the spacer and along the stainless-steel pipe.

Keywords: CFD, fuel rod model, heat transfer, spacer

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Authors: J. Fernandez, N. Aguilar, R. Fernandez de Canete, J. C. Ramos-Diaz

Abstract:

In this paper, a simulation model of the glucose-insulin system for a patient undergoing diabetes Type 1 is developed by using a causal modeling approach under system dynamics. The OpenModelica simulation environment has been employed to build the so called causal model, while the glucose-insulin model parameters were adjusted to fit recorded mean data of a diabetic patient database. Model results under different conditions of a three-meal glucose and exogenous insulin ingestion patterns have been obtained. This simulation model can be useful to evaluate glucose-insulin performance in several circumstances, including insulin infusion algorithms in open-loop and decision support systems in closed-loop.

Keywords: Causal modeling, diabetes, glucose-insulin system, diabetes, causal modeling, OpenModelica software.

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Authors: Sangram Keshori Mohapatra, Sidhartha Panda, Prasant Kumar Satpathy

Abstract:

This paper describes the power-system stability improvement by a static synchronous compensator (STATCOM) based damping controller with Differential evolution (DE) algorithm is used to find out the optimal controller parameters. The present study considered both local and remote signals with associated time delays. The performances of the proposed controllers have been compared with different disturbances for both single-machine infinite bus power system and multi-machine power system. The performance of the proposed controllers with variations in the signal transmission delays has also been investigated. To show the effectiveness and robustness of the proposed controller the Simulation results are presented under different disturbances and loading conditions.

Keywords: Controller Design, Differential Evolution Algorithm Static Synchronous Compensator, Time Delay, Power System Stability, Single Machine Infinite-bus Power System, Multi-Machine Power System.

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Authors: B. Vahdani, R. Tavakkoli-Moghaddam, A. Baboli, S. M. Mousavi

Abstract:

Focusing on the environmental issues, including the reduction of scrap and consumer residuals, along with the benefiting from the economic value during the life cycle of goods/products leads the companies to have an important competitive approach. The aim of this paper is to present a new mixed nonlinear facility locationallocation model in recycling collection networks by considering multi-echelon, multi-suppliers, multi-collection centers and multifacilities in the recycling network. To make an appropriate decision in reality, demands, returns, capacities, costs and distances, are regarded uncertain in our model. For this purpose, a fuzzy mathematical programming-based possibilistic approach is introduced as a solution methodology from the recent literature to solve the proposed mixed-nonlinear programming model (MNLP). The computational experiments are provided to illustrate the applicability of the designed model in a supply chain environment and to help the decision makers to facilitate their analysis.

Keywords: Location-allocation model, recycling collection networks, fuzzy mathematical programming.

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Authors: Amer Momani, Tarek Al-Hawari, Abdallah Alakayleh

Abstract:

This study explains how to construct an actionable activity-based costing and management system to accurately track and account the total costs of architectural aluminum projects. Two Activity-Based Costing (ABC) models were proposed to accomplish this purpose. First, the learning and development model was introduced to examine how to apply an ABC model in an architectural aluminum firm for the first time and to be familiar with ABC concepts. Second, an actual ABC model was built on the basis of the results of the previous model to accurately trace the actual costs incurred on each project in a year, and to be able to provide a quote with the best trade-off between competitiveness and profitability. The validity of the proposed model was verified on a local architectural aluminum company.

Keywords: Activity-based costing, activity-based management, construction, architectural aluminum.

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Authors: E. Yosry, W. Fikry, A. El-henawy, M. Marzouk

Abstract:

This work offers a study of new simple compact model of dual-drain Magnetic Field Effect Transistor (MAGFET) including geometrical effects and biasing dependency. An explanation of the sensitivity is investigated, involving carrier deflection as the dominant operating principle. Finally, model verification with simulation results is introduced to ensure that acceptable error of 2% is achieved.

Keywords: MAGFET, Modeling, Simulation, Split-drain.

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Authors: Cristina Schreiner, Romeo Ciobanu, Marius Pislaru

Abstract:

This paper aims to build a system based on fuzzy models that can be implemented in the assessment of ecological systems, to determine appropriate methods of action for reducing adverse effects on environmental and implicit the population. The model proposed provides new perspective for environmental assessment, and it can be used as a practical instrument for decision –making.

Keywords: Ecosystem model, Environmental security, Fuzzy logic, Sustainability of habitable regions.

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Authors: Farzad Khajavi, Farzaneh Jalilfar, Faranak Jafari, Leila Shokrani

Abstract:

Formulation of gliclazide in the form of extended-release tablet in 30 and 60 mg dosage forms was performed using hypromellose (HPMC K4M) as a retarding agent. Drug-release profiles were investigated in comparison with references Diamicron MR 30 and 60 mg tablets. The effect of size of powder particles, the amount of hypromellose in formulation, hardness of tablets, and also the effect of halving the tablets were investigated on drug release profile. A mathematical model which describes hypromellose behavior in initial times of drug release was proposed for the estimation of hypromellose content in modified-release gliclazide 60 mg tablet. This model is based on erosion of hypromellose in dissolution media. The model is applicable to describe release profiles of insoluble drugs. Therefore, by using dissolved amount of drug in initial times of dissolution and the model, the amount of hypromellose in formulation can be predictable. The model was used to predict the HPMC K4M content in modified-release gliclazide 30 mg and extended-release quetiapine 200 mg tablets.

Keywords: Hypromellose, gliclazide, drug release, modified-release tablet, mathematical model.

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Authors: Ahmed H. Amer, A. Amar, Sh. Hamada, I. I. Bondouk

Abstract:

Elastic scattering of Protons and deuterons from ¹¹B nuclei at different p, d energies have been analyzed within the framework of optical model code (ECIS88). The elastic scattering of ³He+¹¹B nuclear system at different ³He energies have been analyzed using double folding model code (FRESCO). The real potential obtained from the folding model was supplemented by a phenomenological imaginary potential, and during the fitting process the real potential was normalized and the imaginary potential optimized. Volumetric integrals of the real and imaginary potential depths (J_R, J_W) have been calculated for ³He+¹¹B system. The agreement between the experimental data and the theoretical calculations in the whole angular range is fairly good. Normalization factor N_r is calculated in the range between 0.70 and 1.236.

Keywords: Elastic scattering, optical model parameters, double folding model, nuclear density distribution.

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Authors: Lenka Ocenasova, Bartosz Gapinski, Robert Cep, Linda Gregova, Branimir Barisic, Jana Novakova, Lenka Petrkovska

Abstract:

Today technological process makes possible surface control of producing parts which is needful for product quality guarantee. Geometrical structure of part surface includes form, proportion, accuracy to shape, accuracy to size, alignment and surface topography (roughness, waviness, etc.). All these parameters are dependence at technology, production machine parameters, material properties, but also at human, etc. Every parameters approves at total part accuracy, it is means at accuracy to shape. One of the most important accuracy to shape element is roundness. This paper will be deals by comparison of roughness deviations at coordination measuring machines and at special single purpose machines. Will describing measuring by discreet method (discontinuous) and scanning method (continuous) at coordination measuring machines and confrontation with reference method using at single purpose machines.

Keywords: Coordinating Measuring Machines (CMM), Measuring Strategy, Roughness Deviation, Accuracy.

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Authors: Changjin Xu, Peiluan Li

Abstract:

In this paper, a nonlinear delay population model is investigated. Choosing the delay as a bifurcation parameter, we demonstrate that Hopf bifurcation will occur when the delay exceeds a critical value. Global existence of bifurcating periodic solutions is established. Numerical simulations supporting the theoretical findings are included.

Keywords: Population model, Stability, Hopf bifurcation, Delay, Global Hopf bifurcation.

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Authors: O. Hassanein, Sreenatha G. Anavatti, Tapabrata Ray

Abstract:

The dynamics of the Autonomous Underwater Vehicles (AUVs) are highly nonlinear and time varying and the hydrodynamic coefficients of vehicles are difficult to estimate accurately because of the variations of these coefficients with different navigation conditions and external disturbances. This study presents the on-line system identification of AUV dynamics to obtain the coupled nonlinear dynamic model of AUV as a black box. This black box has an input-output relationship based upon on-line adaptive fuzzy model and adaptive neural fuzzy network (ANFN) model techniques to overcome the uncertain external disturbance and the difficulties of modelling the hydrodynamic forces of the AUVs instead of using the mathematical model with hydrodynamic parameters estimation. The models- parameters are adapted according to the back propagation algorithm based upon the error between the identified model and the actual output of the plant. The proposed ANFN model adopts a functional link neural network (FLNN) as the consequent part of the fuzzy rules. Thus, the consequent part of the ANFN model is a nonlinear combination of input variables. Fuzzy control system is applied to guide and control the AUV using both adaptive models and mathematical model. Simulation results show the superiority of the proposed adaptive neural fuzzy network (ANFN) model in tracking of the behavior of the AUV accurately even in the presence of noise and disturbance.

Keywords: AUV, AUV dynamic model, fuzzy control, fuzzy modelling, adaptive fuzzy control, back propagation, system identification, neural fuzzy model, FLNN.

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Authors: Chein-Shung Hwang, Ruei-Siang Fong

Abstract:

User-based Collaborative filtering (CF), one of the most prevailing and efficient recommendation techniques, provides personalized recommendations to users based on the opinions of other users. Although the CF technique has been successfully applied in various applications, it suffers from serious sparsity problems. The cloud-model approach addresses the sparsity problems by constructing the user-s global preference represented by a cloud eigenvector. The user-based CF approach works well with dense datasets while the cloud-model CF approach has a greater performance when the dataset is sparse. In this paper, we present a hybrid approach that integrates the predictions from both the user-based CF and the cloud-model CF approaches. The experimental results show that the proposed hybrid approach can ameliorate the sparsity problem and provide an improved prediction quality.

Keywords: Cloud model, Collaborative filtering, Hybridrecommender system

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Authors: Irtaza M. Syed, Kaamran Raahemifar

Abstract:

In this paper, we present a comparative assessment of Space Vector Pulse Width Modulation (SVPWM) and Model Predictive Control (MPC) for two-level three phase (2L-3P) Voltage Source Inverter (VSI). VSI with associated system is subjected to both control techniques and the results are compared. Matlab/Simulink was used to model, simulate and validate the control schemes. Findings of this study show that MPC is superior to SVPWM in terms of total harmonic distortion (THD) and implementation.

Keywords: Model Predictive Control, Space Vector Pulse Width Modulation, Voltage Source Inverter.

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Authors: Mehrdad Azimzadeh, Seyed Mohammadreza Jabbari, Mohammadreza Hosseinzadeh Alherd

Abstract:

This paper includes experimental results and analytical studies about increasing resistance of single-span reinforced concreted frames against impact factor and their modeling according to optimization methods and optimizing the behavior of these frames under impact loads. During this study, about 30 designs for different frames were modeled and made using specialized software like ANSYS and Sap and their behavior were examined under variable impacts. Then suitable strategies were offered for frames in terms of concrete mixing in order to optimize frame modeling. To reduce the weight of the frames, we had to use fine-grained stones. After designing about eight types of frames for each type of frames, three samples were designed with the aim of controlling the impact strength parameters, and a good shape of the frame was created for the impact resistance, which was a solid frame with muscular legs, and as a bond away from each other as much as possible with a 3 degree gradient in the upper part of the beam.

Keywords: Optimization, reinforced concrete, single-span frames, optimization methods of impact load.

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Authors: K. Khlifi, A. Haddouk, M. Hlaili, H. Mechergui

Abstract:

The present paper provides a detailed analysis of prior methods and approaches for non-linear load identification in residential buildings. The main goal of this analysis is to decipher the distorted signals and to estimate the harmonics influence on power systems. We have performed an analytical study of non-linear loads behavior in the residential environment. Simulations have been performed in order to evaluate the distorted rate of the current and follow his behavior. To complete this work, an instrumental platform has been realized to carry out practical tests on single-phase non-linear loads which illustrate the current consumption of some domestic appliances supplied with single-phase sinusoidal voltage. These non-linear loads have been processed and tracked in order to limit their influence on the power grid and to reduce the Joule effect losses. As a result, the study has allowed to identify responsible circuits of harmonic pollution.

Keywords: Distortion rate, harmonic analysis, harmonic pollution, non-linear load, power factor.

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Authors: Srinivasan Chandrasekaran, Manda Hari Venkata Ramachandra Rao

Abstract:

Increase in the oil and gas exploration in ultra deep-water demands an adaptive structural form of the platform. Triceratops has superior motion characteristics compared to that of the Tension Leg Platform and Single Point Anchor Reservoir platforms, which is well established in the literature. Buoyant legs that support the deck are position-restrained to the sea bed using tethers with high axial pretension. Environmental forces that act on the platform induce dynamic tension variations in the tethers, causing the failure of tethers. The present study investigates the dynamic response behavior of the restraining system of the platform under the failure of a single tether of each buoyant leg in high sea states. Using the rain-flow counting algorithm and the Goodman diagram, fatigue damage caused to the tethers is estimated, and the fatigue life is predicted. Results shows that under failure conditions, the fatigue life of the remaining tethers is quite alarmingly low.

Keywords: Fatigue life, Failure analysis, PM spectrum, rain flow counting, triceratops.

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Authors: H. Ahmed, A. Schlenkhoff

Abstract:

Recently, permeable breakwaters have been suggested to overcome the disadvantages of fully protection breakwaters. These protection structures have minor impacts on the coastal environment and neighboring beaches where they provide a more economical protection from waves and currents. For regular waves, a numerical model is used (FLOW-3D, VOF) to investigate the hydraulic performance of a permeable breakwater. The model of permeable breakwater consists of a pair of identical vertical slotted walls with an impermeable upper and lower part, where the draft is a decimal multiple of the total depth. The middle part is permeable with a porosity of 50%. The second barrier is located at distant of 0.5 and 1.5 of the water depth from the first one. The numerical model is validated by comparisons with previous laboratory data and semi-analytical results of the same model. A good agreement between the numerical results and both laboratory data and semi-analytical results has been shown and the results indicate the applicability of the numerical model to reproduce most of the important features of the interaction. Through the numerical investigation, the friction factor of the model is carefully discussed.

Keywords: Coastal structures, permeable breakwater, slotted wall, numerical model, energy dissipation coefficient.

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Authors: Aref Ghafouri, Mohammad Javad Mollakazemi, Farhad Asadi

Abstract:

In this paper, model order reduction method is used for approximation in linear and nonlinearity aspects in some experimental data. This method can be used for obtaining offline reduced model for approximation of experimental data and can produce and follow the data and order of system and also it can match to experimental data in some frequency ratios. In this study, the method is compared in different experimental data and influence of choosing of order of the model reduction for obtaining the best and sufficient matching condition for following the data is investigated in format of imaginary and reality part of the frequency response curve and finally the effect and important parameter of number of order reduction in nonlinear experimental data is explained further.

Keywords: Frequency response, Order of model reduction, frequency matching condition.

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Authors: F. Barzegar, M. H. Sheikhi

Abstract:

In the present work we model a Multiquantum Well structure Separate Absorption and Charge Multiplication Avalanche Photodiode (MQW-SACM-APD), while the Absorption region coincide with the MQW. We consider the nonuniformity of electric field using split-step method in active region. This model is based on the carrier rate equations in the different regions of the device. Using the model we obtain the photocurrent, and dark current. As an example, InGaAs/InP SACM-APD and MQW-SACM-APD are simulated. There is a good agreement between the simulation and experimental results.

Keywords: Avalanche Photodiode, Physical Model, MultiquantumWell, Split Step Method.

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Authors: Sungin Jeong

Abstract:

This paper presents a linear oscillating generator of cylindrical type for hybrid electric vehicle application. The focus of the study is the suggestion of the optimal model and the design rule of the cylindrical linear oscillating generator with permanent magnet in the back-iron translator. The cylindrical topology is achieved using equivalent magnetic circuit considering leakage elements as initial modeling. This topology with permanent magnet in the back-iron translator is described by number of phases and displacement of stroke. For more accurate analysis of an oscillating machine, it will be compared by moving just one-pole pitch forward and backward the thrust of single-phase system and three-phase system. Through the analysis and comparison, a single-phase system of cylindrical topology as the optimal topology is selected. Finally, the detailed design of the optimal topology takes the magnetic saturation effects into account by finite element analysis. Besides, the losses are examined to obtain more accurate results; copper loss in the conductors of machine windings, eddy-current loss of permanent magnet, and iron-loss of specific material of electrical steel. The considerations of thermal performances and mechanical robustness are essential, because they have an effect on the entire efficiency and the insulations of the machine due to the losses of the high temperature generated in each region of the generator. Besides electric machine with linear oscillating movement requires a support system that can resist dynamic forces and mechanical masses. As a result, the fatigue analysis of shaft is achieved by the kinetic equations. Also, the thermal characteristics are analyzed by the operating frequency in each region. The results of this study will give a very important design rule in the design of linear oscillating machines. It enables us to more accurate machine design and more accurate prediction of machine performances.

Keywords: Equivalent magnetic circuit, finite element analysis, hybrid electric vehicle, free piston engine, cylindrical linear oscillating generator

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Authors: Tea Poklepović, Zdravka Aljinović, Branka Marasović

Abstract:

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.

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