Search results for: segregation effects

Authors: J. Mohammadpour, G. E. Lau, S. Cheng, A. Lee

Abstract:

Numerical study was conducted using two synthetic jet actuators attached underneath a micro-channel. By fixing the oscillating frequency and diaphragm amplitude, the effects on the heat transfer within the micro-channel were investigated with two synthetic jets being in-phase and 180° out-of-phase at different orifice spacing. There was a significant benefit identified with two jets being 180° out-of-phase with each other at the orifice spacing of 2 mm. By having this configuration, there was a distinct pattern of vortex forming which disrupts the main channel flow as well as promoting thermal mixing at high velocity within the channel. Therefore, this configuration achieved higher cooling performance compared to the other cases studied in terms of the reduction in the maximum temperature and cooling uniformity in the silicon wafer.

Keywords: Synthetic jets, microchannel, electronic cooling, computational fluid dynamics.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 811

Authors: Mehmet Savsar

Abstract:

Reliability and availability of power stations are extremely important in order to achieve a required level of power generation. In particular, in the hot desert climate of Kuwait, reliable power generation is extremely important because of cooling requirements at temperatures exceeding 50-centigrade degrees. In this paper, a particular power plant, named Sabiya Power Plant, which has 8 steam turbines and 13 gas turbine stations, has been studied in detail; extensive data are collected; and availability of station units are determined. Furthermore, a simulation model is developed and used to analyze the effects of different maintenance policies on availability of these stations. The results show that significant improvements can be achieved in power plant availabilities if appropriate maintenance policies are implemented.

Keywords: Power plants, steam turbines, gas turbines, maintenance, availability, simulation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1499

Authors: E. Selçuk, Z. Karaçor, P. Yardımcı

Abstract:

Trade liberalization and its effects on the economies of developing countries have been investigated by many different studies, and some of them have focused on its impact on the current account balance. Turkey, as being one of the countries, which has liberalized its foreign trade in the 1980s, also needs to be studied in terms of the impact of liberalization on current account deficits. Therefore, the aim of this study is to find out whether trade liberalization has affected Turkey’s trade and current account balances. In order to determine this, yearly data of Turkey from 1980 to 2013 is used. As liberalization dummy, the year 1989, which was set for Turkey, is selected. Structural break test and model estimation results show that trade liberalization has a negative impact on trade balance but do not have a significant impact on the current account balance.

Keywords: Budget deficit, current account, liberalization, Turkish economy.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1149

Authors: Sirichai Chantara-arpornchai, Apanee Luengnaruemitchai, Samai Jai-In

Abstract:

In this study, the transesterification of palm oil with methanol for biodiesel production was studied by using CaO–ZnO as a heterogeneous base catalyst prepared by incipient-wetness impregnation (IWI) and co-precipitation (CP) methods. The reaction parameters considered were molar ratio of methanol to oil, amount of catalyst, reaction temperature, and reaction time. The optimum conditions–15:1 molar ratio of methanol to oil, a catalyst amount of 6 wt%, reaction temperature of 60 °C, and reaction time of 8 h–were observed. The effects of Ca loading, calcination temperature, and catalyst preparation on the catalytic performance were studied. The fresh and spent catalysts were characterized by several techniques, including XRD, TPR, and XRF.

Keywords: CaO, ZnO, biodiesel, heterogeneous catalyst, trans-esterification.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2568

Authors: Isabel Brás, Artur Figueirinha, Bruno Esteves, Luísa P. Cruz-Lopes

Abstract:

The agriculture lignocellulosic by-products are receiving increased attention, namely in the search for filter materials that retain contaminants from water. These by-products, specifically almond and hazelnut shells are abundant in Portugal once almond and hazelnuts production is a local important activity. Hazelnut and almond shells have as main constituents lignin, cellulose and hemicelluloses, water soluble extractives and tannins. Along the adsorption of heavy metals from contaminated waters, water soluble compounds can leach from shells and have a negative impact in the environment. Usually, the chemical characterization of treated water by itself may not show environmental impact caused by the discharges when parameters obey to legal quality standards for water. Only biological systems can detect the toxic effects of the water constituents. Therefore, the evaluation of toxicity by biological tests is very important when deciding the suitability for safe water discharge or for irrigation applications.

The main purpose of the present work was to assess the potential impacts of waters after been treated for heavy metal removal by hazelnut and almond shells adsorption systems, with short term acute toxicity tests.

To conduct the study, water at pH 6 with 25 mg.L^-1 of lead, was treated with 10 g of shell per litre of wastewater, for 24 hours. This procedure was followed for each bark. Afterwards the water was collected for toxicological assays; namely bacterial resistance, seed germination, Lemna minor L. test and plant grow. The effect in isolated bacteria strains was determined by disc diffusion method and the germination index of seed was evaluated using lettuce, with temperature and humidity germination control for 7 days. For aquatic higher organism, Lemnas were used with 4 days contact time with shell solutions, in controlled light and temperature. For terrestrial higher plants, biomass production was evaluated after 14 days of tomato germination had occurred in soil, with controlled humidity, light and temperature.

Toxicity tests of water treated with shells revealed in some extent effects in the tested organisms, with the test assays showing a close behaviour as the control, leading to the conclusion that its further utilization may not be considered to create a serious risk to the environment.

Keywords: Acute toxicity tests, adsorption, lignocellulosic wastes, risk assessment.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2244

Authors: Yu-Chun Lin

Abstract:

We identify clawback triggers from firms- proxy statements (Form DEF 14A) and use the likelihood of restatements to proxy for financial reporting quality. Based on a sample of 578 U.S. firms that voluntarily adopt clawback provisions during 2003-2009, when restatement-based triggers could be decomposed into two types: fraud and unintentional error, and we do observe the evidence that using fraud triggers is associated with high financial reporting quality. The findings support that fraud triggers can enhance deterrent effect of clawback provision by establishing a viable disincentive against fraud, misconduct, and otherwise harmful acts. These results are robust to controlling for the compensation components, to different sample specifications and to a number of sensitivity.

Keywords: Accruals quality, Clawback provisions, Compensation, Restatements.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2591

Authors: Fatma Khaled, Khaoula Hidouri, Bechir Chaouachi

Abstract:

Desalination using solar energy coupled with membrane techniques such as vacuum membrane distillation (VMD) is considered as an interesting alternative for the production of pure water. During this work, a developed model of a polytetrafluoroethylene (PTFE) hollow fiber membrane module of a VMD unit of seawater was carried out. This simulation leads to establishing a comparison between the effects of two different equations of the vaporization latent heat on the membrane surface temperature and on the unit productivity. Besides, in order to study the effect of putting membrane modules in series on the outlet fluid temperature and on the productivity of the process, a simulation was executed.

Keywords: Vacuum membrane distillation, membrane module, membrane temperature, productivity.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 609

Authors: Pyone Lai Swe, Wanna Swe, Kyaw Myo Lin

Abstract:

Voltage stability has become an important issue to many power systems around the world due to the weak systems and long line on power system networks. In this paper, MATLAB load flow program is applied to obtain the weak points in the system combined with finding the voltage stability limit. The maximum permissible loading of a system, within the voltage stability limit, is usually determined. The methods for varying tap ratio (using tap changing transformer) and applying different values of shunt capacitor injection to improve the voltage stability within the limit are also provided.

Keywords: Load flow, Voltage stability, Tap changingtransformer, Shunt capacitor injection, Voltage stability limit

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5975

Authors: Basudev Ghosh, Sreyasi Banerjee

Abstract:

Using the pseudopotential technique the Sagdeev potential equation has been derived in a plasma consisting of twotemperature nonisothermal electrons, negatively charged dust grains and warm positive ions. The study shows that the presence of nonisothermal two-temperature electrons and charged dust grains have significant effects on the excitation and structure of the ionacoustic double layers in the model plasma under consideration. Only compressive type double layer is obtained in the present plasma model. The double layer solution has also been obtained by including higher order nonlinearity and nonisothermality, which is shown to modify the amplitude and deform the shape of the double layer.

Keywords: Two temperature non-isothermal electrons and charged dust grains.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3205

Authors: Sameh Frikha, Mohamed Salah Abid

Abstract:

We investigate the performance of an integrated cascade (IC) refrigeration system which uses environment friendly zeotropic mixtures. Computational calculation has been carried out by varying pressure level at the evaporator and the condenser of the system. Effects of mass flow rate of the refrigerant on the coefficient of performance (COP) are presented. We show that the integrated cascade system produces ultra-low temperatures in the evaporator by using environment friendly zeotropic mixture.

Keywords: Coefficient of Performance, Environment friendly zeotropic mixture, Integrated cascade, Ultra low temperature, Vapor compression refrigeration cycles.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1403

Authors: Sarit Rashkovits, Yael Livne

Abstract:

The study investigates the relationship between education level, workplace learning behaviors, psychological empowerment and burnout in a sample of 191 teachers. We hypothesized that education level will positively affect psychological state of increased empowerment and decreased burnout, and we purposed that these effects will be mediated by workplace learning behaviors. We used multiple regression analyses to test the model that included also the 6 following control variables: The teachers' age, gender, and teaching tenure; the schools' religious level, the pupils' needs: regular/ special needs, and the class level: elementary/ high school. The results support the purposed mediating model.

Keywords: Education level, Learning behaviors, Psychological empowerment, Burnout.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2737

Authors: L. Al-Mulla, N. R. Bhat, M. Khalil

Abstract:

A study was conducted in greenhouse environment to determine the response of five tissue-cultured date palm cultivars, Al- Ahamad, Nabusaif, Barhee, Khalas, and Kasab to irrigation water salinity of 1.6, 5, 10, or 20 dS/ m. The salinity level of 1.6dS/m, was used as a control. The effects of high salinity on plant survival were manifested at 360 days after planting (DAP) onwards. Three cultivars, Khalas, Kasab and Barhee were able to tolerate 10 dS/m salinity level at 24 months after the start of study. Khalas tolerated the highest salinity level of 20 dS/ m and 'Nabusaif' was found to be the least tolerant cv. The average heights of palms and the number of fronds were decreased with increasing salinity levels as time progressed.

Keywords: Acclimatization, Irrigation water salinity, Kuwait, Land degradation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2613

Authors: Francesco Venuti, Simona Alfiero

Abstract:

The aim of this paper is to develop an empirical research on the nature and consequences of corporate governance on Eurozone Insurance Industry risk taking attitude. More particularly, we analyzed the effect of public ownership on risk taking with respect to privately held Insurance Companies. We also analyzed the effects on risk taking attitude of different degrees of ownership concentration, directors compensation, and the dimension/diversity of the Board of Directors. Our results provide quite strong evidence that, coherently with the Agency Theory, publicly traded insurance companies with more concentrated ownership are less risky than the corresponding privately held.

Keywords: Agency theory, corporate governance, insurance companies, risk taking.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2864

Authors: A. Çelik, M. Findik

Abstract:

The aim of the study is to determine the effects of perceived organizational support on organizational identification. In accordance with this purpose was applied on 131 family physicians in Konya. The data obtained by means of the survey method were analyzed. According to the results of correlation analysis, while positive relationship between perceived organizational support, organizational identification and supervisor support was revealed. Also, with the scope of the research, relationships between these variables and certain demographic variables were detected. According to difference analysis results of the research, significant differences between organizational identification and gender variable were determined. However, significant differences were not determined between demographic variables and perceived organizational support.

Keywords: Family Physicians, Organizational Identification, Perceived Organizational Support, Supervisor Support

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2361

Authors: M.A. Calin, S.V. Parasca, M.R. Calin, D. Savastru, D. Manea

Abstract:

The goal of this paper is to examine the effects of laser radiation on the skin wound healing using infrared thermography as non-invasive method for the monitoring of the skin temperature changes during laser treatment. Thirty Wistar rats were used in this study. A skin lesion was performed at the leg on all rats. The animals were exposed to laser radiation (λ = 670 nm, P = 15 mW, DP = 16.31 mW/cm2) for 600 s. Thermal images of wound were acquired before and after laser irradiation. The results have demonstrated that the tissue temperature decreases from 35.5±0.50°C in the first treatment day to 31.3±0.42°C after the third treatment day. This value is close to the normal value of the skin temperature and indicates the end of the skin repair process. In conclusion, the improvements in the wound healing following exposure to laser radiation have been revealed by infrared thermography.

Keywords: skin, wound, laser, thermal image

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1655

Authors: Na Li, Samuel Simon Araya, Søren Knudsen Kær

Abstract:

This study investigates the effects of operating parameters of different current density, temperature and pressure on the performance of a proton exchange membrane (PEM) water electrolysis stack. A 7-cell PEM water electrolysis stack was assembled and tested under different operation modules. The voltage change and polarization curves under different test conditions, namely current density, temperature and pressure, were recorded. Results show that higher temperature has positive effect on overall stack performance, where temperature of 80 ℃ improved the cell performance greatly. However, the cathode pressure and current density has little effect on stack performance.

Keywords: PEM electrolysis stack, current density, temperature, pressure.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1062

Authors: T. Tchawe Moukam, N. Ngongang François, D. Thomas, K. Bienvenu, T. -Toko Dénis

Abstract:

Since the expression of the coefficient of friction by Colebrook-White which turns out to be an implicit equation, equations have been developed to facilitate their applicability. In this work, this equation was applied to the penstock of the Three Gorges dam in order to observe the evolution of the turbulent boundary layer and the friction along the walls. Thus, the study is being carried out using a 3D digital approach in FLUENT in order to take into account the wall effects. It appears that according to the position of the portions, we have a variation in the evolutions of the turbulent friction and of the values of the boundary layer. We also observe that the inclination of the pipe has a significant influence on this turbulent friction; similarly, one could not make a fair evaluation of the latter without specifying the choice and location of the wall.

Keywords: Hydroelectric dam, penstock, turbulent friction, boundary layer, CFD.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 470

Authors: Li-Li Li, Jinghai Feng, Lixin Song

Abstract:

This paper evaluates the dividend payments for general claim size distributions in the presence of a dividend barrier. The surplus of a company is modeled using the classical risk process perturbed by diffusion, and in addition, it is assumed to accrue interest at a constant rate. After presenting the integro-differential equation with initial conditions that dividend payments satisfies, the paper derives a useful expression of the dividend payments by employing the theory of Volterra equation. Furthermore, the optimal value of dividend barrier is found. Finally, numerical examples illustrate the optimality of optimal dividend barrier and the effects of parameters on dividend payments.

Keywords: Dividend payout, Integro-differential equation, Jumpdiffusion model, Volterra equation

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1800

Authors: Eric Kojo Wu Aikins

Abstract:

This paper contributes to the debate on the proximate causes of climate change. Also, it discusses the impact of the global temperature increases since the beginning of the twentieth century and the effectiveness of climate change models in isolating the primary cause (anthropogenic influences or natural variability in temperature) of the observed temperature increases that occurred within this period. The paper argues that if climate scientist and policymakers ignore the anthropogenic influence (greenhouse gases) on global warming on the pretense of lack of agreement among various climate models and their inability to account for all the necessary factors of global warming at all levels the current efforts of greenhouse emissions control and global warming as a whole could be exacerbated.

Keywords: Anthropogenic Effects, Arctic, Climate Change, Natural Variability.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1623

Authors: Pavlo Selyshchev

Abstract:

A theoretical approach to radiation damage evolution is developed. Stable temporal behavior taking place in solids under irradiation are examined as phenomena of self-organization in nonequilibrium systems. Experimental effects of temporal self-organization in solids under irradiation are reviewed. Their essential common properties and features are highlighted and analyzed. Dynamical model to describe development of self-oscillation of density of point defects under stationary irradiation is proposed. The emphasis is the nonlinear couplings between rate of annealing and density of defects that determine the kind and parameters of an arising self-oscillation. The field of parameters (defect generation rate and environment temperature) at which self-oscillations develop is found. Bifurcation curve and self-oscillation period near it is obtained.

Keywords: Irradiation, Point Defects, Solids, Temporal Selforganization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1973

Authors: Dayananda Pai, Shrikantha S. Rao, Savitha G.Kini

Abstract:

In this study, the effects of machining parameters on specific energy during surface grinding of 6061Al-SiC35P composites are investigated. Vol% of SiC, feed and depth of cut were chosen as process variables. The power needed for the calculation of the specific energy is measured from the two watt meter method. Experiments are conducted using standard RSM design called Central composite design (CCD). A second order response surface model was developed for specific energy. The results identify the significant influence factors to minimize the specific energy. The confirmation results demonstrate the practicability and effectiveness of the proposed approach.

Keywords: ANOVA, Metal matrix composites, Response surface methodology, Specific energy, Two watt meter method.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2266

Authors: A. Farshidianfar, P. Oliazadeh, M. H. Farshidianfar

Abstract:

In order to study the free vibration of simply supported circular cylindrical shells; an analytical procedure is developed and discussed in detail. To identify its’ validity, the exact technique was applied to four different shell theories 1) Soedel, 2) Flugge, 3) Morley-Koiter, and 4) Donnell. The exact procedure was compared favorably with experimental results and those obtained using the numerical finite element method. A literature review reveals that beam functions are used extensively as an approximation for simply supported boundary conditions. The effects of this approximate method were also investigated on the natural frequencies by comparing results with those of the exact analysis.

Keywords: Circular Cylindrical Shell, Free Vibration, Natural Frequency.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3582

Authors: Hari Mohan Kushwaha, Santosh K. Sahu

Abstract:

In the present study, analysis of heat transfer is carried out in the slip flow region for the fluid flowing between two parallel plates by employing the asymmetric heat fluxes at surface of the plates. The flow is assumed to be hydrodynamically and thermally fully developed for the analysis. The second order velocity slip and viscous dissipation effects are considered for the analysis. Closed form expressions are obtained for the Nusselt number as a function of Knudsen number and modified Brinkman number. The limiting condition of the present prediction for Kn = 0, Kn2 = 0, and Brq1 = 0 is considered and found to agree well with other analytical results.

Keywords: Knudsen Number, Modified Brinkman Number, Slip Flow, Velocity Slip.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1433

Authors: Andrew Lock, Alastair Allen

Abstract:

Fragile watermarking has been proposed as a means of adding additional security or functionality to biometric systems, particularly for authentication and tamper detection. In this paper we describe an experimental study on the effect of watermarking iris images with a particular class of fragile algorithm, reversible algorithms, and the ability to correctly perform iris recognition. We investigate two scenarios, matching watermarked images to unmodified images, and matching watermarked images to watermarked images. We show that different watermarking schemes give very different results for a given capacity, highlighting the importance ofinvestigation. At high embedding rates most algorithms cause significant reduction in recognition performance. However, in many cases, for low embedding rates, recognition accuracy is improved by the watermarking process.

Keywords: Biometrics, iris recognition, reversible watermarking.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2403

Authors: Miao Sabrina Wang

Abstract:

This paper examines the impact of grammatical differences on simultaneous interpreting from English into Mandarin Chinese by drawing upon an empirical study of professional and student interpreters. The research focuses on the effects of three grammatical categories including passives, adverbial components and noun phrases on simultaneous interpreting. For each category, interpretations of instances in which the grammatical structures are the same across the two languages are compared with interpretations of instances in which the grammatical structures differ across the two languages in terms of content accuracy and delivery appropriateness. The results indicate that grammatical differences have a significant impact on the interpreting performance of both professionals and students.

Keywords: Grammatical differences, simultaneous interpreting, content accuracy, delivery appropriateness.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1733

Authors: Magdy B. Eteiba, Essam A. Alzahab, Yomna O. Shaker

Abstract:

In this paper, a thermal model of cast- resin dry type transformer is proposed. The proposed thermal model is solved by finite element technique to get the temperature at any location of the transformer. The basic modes of heat transfer such as conduction; convection and radiation are used to get the steady state temperature distribution of the transformer. The predicted temperatures are compared with experimental results reported in this paper and it is found a good agreement between them. The effects of various parameters such as width of air duct, ambient temperature and emissivity of the outer surface were also studied.

Keywords: Convection, dry type transformer, finite-elementtechnique, thermal model.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3175

Authors: L.C. Kgomari, R.K.K.Mbaya

Abstract:

This research was conducted to develop a correlation between microstructure of HSLA steel and the mechanical properties that occur as a result of both laser and mechanical forming processes of the metal. The technique of forming flat metals by applying laser beams is a relatively new concept in the manufacturing industry. However, the effects of laser energy on the stability of metal alloy phases have not yet been elucidated in terms of phase transformations and microhardness. In this work, CO2 laser source was used to irradiate the surface of a flat metal then the microstructure and microhardness of the metal were studied on the formed specimen. The extent to which the microstructure changed depended on the heat inputs of up to 1000 J/cm2 with cooling rates of about 4.8E+02 K/s. Experimental results revealed that the irradiated surface of a HSLA steel had transformed to austenitic structure during the heating process.

Keywords: Laser, Forming, Microstructure

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1812

Authors: B. Ghosh, H. Sahoo, K. K. Mondal

Abstract:

Propagation of arbitrary amplitude nonlinear Alfven waves has been investigated in low but finite β electron-positron-ion plasma including full ion dynamics. Using Sagdeev pseudopotential method an energy integral equation has been derived. The Sagdeev potential has been calculated for different plasma parameters and it has been shown that inclusion of ion parallel motion along the magnetic field changes the nature of slow shear Alfven wave solitons from dip type to hump type. The effects of positron concentration, plasma-β and obliqueness of the wave propagation on the solitary wave structure have also been examined.

Keywords: Alfven waves, Sagdeev potential, Solitary waves.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1951

Authors: Alexander Efremov

Abstract:

A system for market identification (SMI) is presented. The resulting representations are multivariable dynamic demand models. The market specifics are analyzed. Appropriate models and identification techniques are chosen. Multivariate static and dynamic models are used to represent the market behavior. The steps of the first stage of SMI, named data preprocessing, are mentioned. Next, the second stage, which is the model estimation, is considered in more details. Stepwise linear regression (SWR) is used to determine the significant cross-effects and the orders of the model polynomials. The estimates of the model parameters are obtained by a numerically stable estimator. Real market data is used to analyze SMI performance. The main conclusion is related to the applicability of multivariate dynamic models for representation of market systems.

Keywords: market identification, dynamic models, stepwise regression.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1618

Authors: Mohammad H. Fattahi

Abstract:

Chaotic analysis has been performed on the river flow time series before and after applying the wavelet based de-noising techniques in order to investigate the noise content effects on chaotic nature of flow series. In this study, 38 years of monthly runoff data of three gauging stations were used. Gauging stations were located in Ghar-e-Aghaj river basin, Fars province, Iran. Noise level of time series was estimated with the aid of Gaussian kernel algorithm. This step was found to be crucial in preventing removal of the vital data such as memory, correlation and trend from the time series in addition to the noise during de-noising process.

Keywords: Chaotic behavior, wavelet, noise reduction, river flow.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2095