Search results for: service productivity model

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: D. Prangchumpol

Abstract:

Server provisioning is one of the most attractive topics in virtualization systems. Virtualization is a method of running multiple independent virtual operating systems on a single physical computer. It is a way of maximizing physical resources to maximize the investment in hardware. Additionally, it can help to consolidate servers, improve hardware utilization and reduce the consumption of power and physical space in the data center. However, management of heterogeneous workloads, especially for resource utilization of the server, or so called provisioning becomes a challenge. In this paper, a new concept for managing workloads based on user behavior is presented. The experimental results show that user behaviors are different in each type of service workload and time. Understanding user behaviors may improve the efficiency of management in provisioning concept. This preliminary study may be an approach to improve management of data centers running heterogeneous workloads for provisioning in virtualization system.

Keywords: association rule, provisioning, server virtualization.

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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: A. Sharma, R. Tewari, S. K. Soni

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Biofuels production has come forth as a future technology to combat the problem of depleting fossil fuels. Bio-based ethanol production from enzymatic lignocellulosic biomass degradation serves an efficient method and catching the eye of scientific community. High cost of the enzyme is the major obstacle in preventing the commercialization of this process. Thus main objective of the present study was to optimize composition of medium components for enhancing cellulase production by newly isolated strain of Bacillus tequilensis. Nineteen factors were taken into account using statistical Plackett-Burman Design. The significant variables influencing the cellulose production were further employed in statistical Response Surface Methodology using Central Composite Design for maximizing cellulase production. The optimum medium composition for cellulase production was: peptone (4.94 g/L), ammonium chloride (4.99 g/L), yeast extract (2.00 g/L), Tween-20 (0.53 g/L), calcium chloride (0.20 g/L) and cobalt chloride (0.60 g/L) with pH 7, agitation speed 150 rpm and 72 h incubation at 37oC. Analysis of variance (ANOVA) revealed high coefficient of determination (R2) of 0.99. Maximum cellulase productivity of 11.5 IU/ml was observed against the model predicted value of 13 IU/ml. This was found to be optimally active at 60oC and pH 5.5.

Keywords: Bacillus tequilensis, CMCase, Submerged Fermentation, Optimization, Plackett-Burman Design, Response Surface Methodology.

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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

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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: Sašo Pečnik, Borut Žalik

Abstract:

Cloud Computing is an approach that provides computation and storage services on-demand to clients over the network, independent of device and location. In the last few years, cloud computing became a trend in information technology with many companies that transfer their business processes and applications in the cloud. Cloud computing with service oriented architecture has contributed to rapid development of Geographic Information Systems. Open Geospatial Consortium with its standards provides the interfaces for hosted spatial data and GIS functionality to integrated GIS applications. Furthermore, with the enormous processing power, clouds provide efficient environment for data intensive applications that can be performed efficiently, with higher precision, and greater reliability. This paper presents our work on the geospatial data services within the cloud computing environment and its technology. A cloud computing environment with the strengths and weaknesses of the geographic information system will be introduced. The OGC standards that solve our application interoperability are highlighted. Finally, we outline our system architecture with utilities for requesting and invoking our developed data intensive applications as a web service.

Keywords: Cloud Computing, Geographic Information System, Open Geospatial Consortium, Interoperability, Spatial data, Web- Services.

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

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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: Anirudha Narain, Dinesh Chandra, Ravindra K. S.

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A computationally simple approach of model order reduction for single input single output (SISO) and linear timeinvariant discrete systems modeled in frequency domain is proposed in this paper. Denominator of the reduced order model is determined using fuzzy C-means clustering while the numerator parameters are found by matching time moments and Markov parameters of high order system.

Keywords: Model Order reduction, Discrete-time system, Fuzzy C-Means Clustering, Padé approximation.

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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: M. S. R. Waas, S. G. U. S. Chandrarathne, U. A. Kumara

Abstract:

The purpose of this quantitative study is to identify the impact of the destination attributes of Negombo on the coastal tourists’ visitor experience. As an island nation, Sri Lanka is identified and well renowned for its gold sandy beaches and natural scenic beauty. Among many tourist attractions, Negombo is identified as a developed beach centric tourist destination in the country. Yet, it is identified that there are low positive reviews on the internet for Negombo compared to other beach centric tourist attractions in Sri Lanka. Therefore, this study would help the policymakers and tourism service providers to identify the impact of destination attributes on international visitor satisfaction and to understand the visitors comprehensively so as to develop Negombo as a stable tourist destination while offering a memorable and satisfying experience for its visitors. In support, a self-administered questionnaire survey study was performed with 150 respondents (international tourists) in Negombo. The questions were designed based on the selected dimensions of destination attributes such as tourism service quality, infrastructure and superstructure developments, tourist information facilities and destination aesthetics and developments. The results showed that the overall satisfaction level of the international tourists who visit Sri Lanka is significantly affected by the destination attributes of Negombo. Yet, the dimensions of destination aesthetics and developments and tourist information facilities indicated a low level of mean satisfaction, paving the critique that Negombo as a beach centric tourist attraction is not serving well with its natural beauty and its destination management. Further, it is advocated that the policymakers and tourism service providers have a significant role in leading the way to attract more potential visitors to enhance their destination satisfaction and to encourage them to revisit Sri Lanka while recommending it to others. The survey was done during the off-peak season of the industry and it is suggested that the survey would have been conducted throughout a complete year.

Keywords: Destination attributes, coastal tourism, tourism development, tourist satisfaction.

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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

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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: Dong-Hyun Kim, Jin-Woong Choi, Hyeong-Yeol Kim, Sun-Kyu Park

Abstract:

This study is to evaluate the behavior of integral and segmental specimens through static and cyclic tests. Integral specimens were made with the same size to be compared with segmental specimens that were made by connected precast members. To evaluate its bending performance and serviceability, 1 integral and 3 segmental specimens were tested under static load. And 1 integral and 2 segmental specimens were tested under cyclic load, respectively. Different load ranges were considered in the cyclic tests to evaluate the safety and serviceability. The test results showed that under static loading, segmental specimens had about 94% of the integral specimen's maximum moment, averagely. Under cyclic loading, the segmental specimens showed that had enough safety in the range of higher than service load and enough serviceability. In conclusion, the maximum crack width (0.16mm) satisfied the allowable crack width (0.30mm) in the range of service load.

Keywords: Modular bridge, Transverse connection, Precast concrete, Static and cyclic test.

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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: 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: Nantapanuwat Nattapol, Ractham Peter, Kaewkittipong Laddawan

Abstract:

The efficient knowledge management system (KMS) is one of the important strategies to help firms to achieve sustainable competitive advantages, but little research has been conducted to understand what contributes to the KMS success. This study thus set to investigate the determinants of KMS success in the context of Thai banking industry. A questionnaire survey was conducted in four major Thai Banks to test the proposed KMS Success model. The result of this study shows that KMS use and user satisfaction relate significantly to the success of KMS, and knowledge quality, service quality and trust lead to system use, and knowledge quality, system quality and trust lead to user satisfaction. However, this research focuses only on system and user-related factors. Future research thus can extend to study factors such as management support and organization readiness.

Keywords: Knowledge, Knowledge Management, Knowledge Management system, Knowledge Management System Success, Banking Industry, Thailand

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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: Satyendra Nath Mandal, J. Pal Choudhury, Dilip De, S. R. Bhadra Chaudhuri

Abstract:

The selection for plantation of a particular type of mustard plant depending on its productivity (pod yield) at the stage of maturity. The growth of mustard plant dependent on some parameters of that plant, these are shoot length, number of leaves, number of roots and roots length etc. As the plant is growing, some leaves may be fall down and some new leaves may come, so it can not gives the idea to develop the relationship with the seeds weight at mature stage of that plant. It is not possible to find the number of roots and root length of mustard plant at growing stage that will be harmful of this plant as roots goes deeper to deeper inside the land. Only the value of shoot length which increases in course of time can be measured at different time instances. Weather parameters are maximum and minimum humidity, rain fall, maximum and minimum temperature may effect the growth of the plant. The parameters of pollution, water, soil, distance and crop management may be dominant factors of growth of plant and its productivity. Considering all parameters, the growth of the plant is very uncertain, fuzzy environment can be considered for the prediction of shoot length at maturity of the plant. Fuzzification plays a greater role for fuzzification of data, which is based on certain membership functions. Here an effort has been made to fuzzify the original data based on gaussian function, triangular function, s-function, Trapezoidal and L –function. After that all fuzzified data are defuzzified to get normal form. Finally the error analysis (calculation of forecasting error and average error) indicates the membership function appropriate for fuzzification of data and use to predict the shoot length at maturity. The result is also verified using residual (Absolute Residual, Maximum of Absolute Residual, Mean Absolute Residual, Mean of Mean Absolute Residual, Median of Absolute Residual and Standard Deviation) analysis.

Keywords: Fuzzification, defuzzification, gaussian function, triangular function, trapezoidal function, s-function, , membership function, residual analysis.

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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: Rashid S. Mohammad, Shicheng Zhang, Sun Lu, Syed Jamal-Ud-Din, Xinzhe Zhao

Abstract:

A compositional reservoir simulation model (CMG-GEM) was used for cyclic CO₂ injection process in unconventional tight reservoir. Cyclic CO₂ injection is an enhanced oil recovery process consisting of injection, shut-in, and production. The study of cyclic CO₂ injection and hydrocarbon recovery in ultra-low permeability reservoirs is mainly a function of rock, fluid, and operational parameters. CMG-GEM was used to study several design parameters of cyclic CO₂ injection process to distinguish the parameters with maximum effect on the oil recovery and to comprehend the behavior of cyclic CO₂ injection in tight reservoir. On the other hand, permeability reduction induced by asphaltene precipitation is one of the major issues in the oil industry due to its plugging onto the porous media which reduces the oil productivity. In addition to asphaltene deposition, solubility of CO₂ in the aquifer is one of the safest and permanent trapping techniques when considering CO₂ storage mechanisms in geological formations. However, the effects of the above uncertain parameters on the process of CO₂ enhanced oil recovery have not been understood systematically. Hence, it is absolutely necessary to study the most significant parameters which dominate the process. The main objective of this study is to improve techniques for designing cyclic CO₂ injection process while considering the effects of asphaltene deposition and solubility of CO₂ in the brine in order to prevent asphaltene precipitation, minimize CO₂ emission, optimize cyclic CO₂ injection, and maximize oil production.

Keywords: Tight reservoirs, cyclic O2 injection, asphaltene, solubility, reservoir simulation.

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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

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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: 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.

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Authors: S. Wongkoon, M. Pollar, M. Jaroensutasinee, K. Jaroensutasinee

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This study aimed at developing a forecasting model on the number of Dengue Haemorrhagic Fever (DHF) incidence in Northern Thailand using time series analysis. We developed Seasonal Autoregressive Integrated Moving Average (SARIMA) models on the data collected between 2003-2006 and then validated the models using the data collected between January-September 2007. The results showed that the regressive forecast curves were consistent with the pattern of actual values. The most suitable model was the SARIMA(2,0,1)(0,2,0)12 model with a Akaike Information Criterion (AIC) of 12.2931 and a Mean Absolute Percent Error (MAPE) of 8.91713. The SARIMA(2,0,1)(0,2,0)12 model fitting was adequate for the data with the Portmanteau statistic Q20 = 8.98644 ( x20,95= 27.5871, P>0.05). This indicated that there was no significant autocorrelation between residuals at different lag times in the SARIMA(2,0,1)(0,2,0)12 model.

Keywords: Dengue, SARIMA, Time Series Analysis, Northern Thailand.

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Authors: Wanghongshu Zhou

Abstract:

This study aims to explore the relationship between the second language motivational self-system (L2MSS) and the willingness to communicate (WTC) among Chinese non-English major students in order to provide pedagogical implications for English as a Foreign Language (EFL) classrooms in Chinese universities. By employing a mixed methods approach, we involved 103 Chinese non-English major students from a typical university in China, conducted questionnaire survey to measure their levels of L2WTC and L2MSS level, and then analyzed the correlation between the two above mentioned variables. Semi-structured interviews were conducted with eight participants to provide a deeper understanding and explanation of the questionnaire data. Findings show that 1) Chinese non-English major students’ ideal L2 self and L2 learning experience could positively predict their L2 WTC in EFL class; 2) Chinese non-English major students’ ought-to L2 self might have no significant impact on their L2 WTC in EFL class; and 3) self-confidence might be another main factor that will influence Chinese non-English major students’ L2 WTC in EFL class. These findings might shed light on the second language acquisition field and provide pedagogical recommendations for pre-service as well as in-service EFL teachers.

Keywords: Chinese non-English major students, L2 Motivation, L2 willingness to communicate, self-confidence.

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