Search results for: model base testing

Authors: Sunitha Ramanujam, Hany El Yamany, Miriam A. M. Capretz

Abstract:

Software reliability, defined as the probability of a software system or application functioning without failure or errors over a defined period of time, has been an important area of research for over three decades. Several research efforts aimed at developing models to improve reliability are currently underway. One of the most popular approaches to software reliability adopted by some of these research efforts involves the use of operational profiles to predict how software applications will be used. Operational profiles are a quantification of usage patterns for a software application. The research presented in this paper investigates an innovative multiagent framework for automatic creation and management of operational profiles for generic distributed systems after their release into the market. The architecture of the proposed Operational Profile MAS (Multi-Agent System) is presented along with detailed descriptions of the various models arrived at following the analysis and design phases of the proposed system. The operational profile in this paper is extended to comprise seven different profiles. Further, the criticality of operations is defined using a new composed metrics in order to organize the testing process as well as to decrease the time and cost involved in this process. A prototype implementation of the proposed MAS is included as proof-of-concept and the framework is considered as a step towards making distributed systems intelligent and self-managing.

Keywords: Software reliability, Software testing, Metrics, Distributed systems, Multi-agent systems

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Authors: Mohsen Saleh Asheghabadi, Alireza Jafari Jebeli

Abstract:

Increasing population growth requires more sustainable development of energy. This non-contaminated energy has an inexhaustible energy source. One of the vital parameters in such structures is the choice of foundation type. Suction caissons are now used extensively worldwide for offshore wind turbine. Considering the presence of a number of offshore wind farms in earthquake areas, the study of the seismic behavior of suction caisson is necessary for better design. In this paper, the results obtained from three suction caisson models with different diameter (D) and skirt length (L) in saturated sand were compared with centrifuge test results. All models are analyzed using 3D finite element (FE) method taking account of elasto-plastic Mohr–Coulomb constitutive model for soil which is available in the ABAQUS library. The earthquake load applied to the base of models with a maximum acceleration of 0.65g. The results showed that numerical method is in relative good agreement with centrifuge results. The settlement and rotation of foundation decrease by increasing the skirt length and foundation diameter. The sand soil outside the caisson is prone to liquefaction due to its low confinement.

Keywords: Liquefaction, suction caisson foundation, offshore wind turbine, numerical analysis, seismic behavior.

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Authors: Milan Rippel, Petr Teply

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This paper focuses on operational risk measurement techniques and on economic capital estimation methods. A data sample of operational losses provided by an anonymous Central European bank is analyzed using several approaches. Loss Distribution Approach and scenario analysis method are considered. Custom plausible loss events defined in a particular scenario are merged with the original data sample and their impact on capital estimates and on the financial institution is evaluated. Two main questions are assessed – What is the most appropriate statistical method to measure and model operational loss data distribution? and What is the impact of hypothetical plausible events on the financial institution? The g&h distribution was evaluated to be the most suitable one for operational risk modeling. The method based on the combination of historical loss events modeling and scenario analysis provides reasonable capital estimates and allows for the measurement of the impact of extreme events on banking operations.

Keywords: operational risk, scenario analysis, economic capital, loss distribution approach, extreme value theory, stress testing

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Authors: Pradeep Kumar, Abdul Wahid

Abstract:

Accurate software reliability prediction not only enables developers to improve the quality of software but also provides useful information to help them for planning valuable resources. This paper examines the performance of three well-known data mining techniques (CART, TreeNet and Random Forest) for predicting software reliability. We evaluate and compare the performance of proposed models with Cascade Correlation Neural Network (CCNN) using sixteen empirical databases from the Data and Analysis Center for Software. The goal of our study is to help project managers to concentrate their testing efforts to minimize the software failures in order to improve the reliability of the software systems. Two performance measures, Normalized Root Mean Squared Error (NRMSE) and Mean Absolute Errors (MAE), illustrate that CART model is accurate than the models predicted using Random Forest, TreeNet and CCNN in all datasets used in our study. Finally, we conclude that such methods can help in reliability prediction using real-life failure datasets.

Keywords: Classification, Cascade Correlation Neural Network, Random Forest, Software reliability, TreeNet.

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Authors: N.Pourmahmoud, S.Akhesmeh

Abstract:

This work has been carried out in order to provide an understanding of the physical behaviors of the flow variation of pressure and temperature in a vortex tube. A computational fluid dynamics model is used to predict the flow fields and the associated temperature separation within a Ranque–Hilsch vortex tube. The CFD model is a steady axisymmetric model (with swirl) that utilizes the standard k-ε turbulence model. The second–order numerical schemes, was used to carry out all the computations. Vortex tube with a circumferential inlet stream and an axial (cold) outlet stream and a circumferential (hot) outlet stream was considered. Performance curves (temperature separation versus cold outlet mass fraction) were obtained for a specific vortex tube with a given inlet mass flow rate. Simulations have been carried out for varying amounts of cold outlet mass flow rates. The model results have a good agreement with experimental data.

Keywords: Ranque–Hilsch vortex tube, Temperature separation, k–ε model, cold mass fraction.

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Authors: Dursun Aydın

Abstract:

In this paper, estimation of the linear regression model is made by ordinary least squares method and the partially linear regression model is estimated by penalized least squares method using smoothing spline. Then, it is investigated that differences and similarity in the sum of squares related for linear regression and partial linear regression models (semi-parametric regression models). It is denoted that the sum of squares in linear regression is reduced to sum of squares in partial linear regression models. Furthermore, we indicated that various sums of squares in the linear regression are similar to different deviance statements in partial linear regression. In addition to, coefficient of the determination derived in linear regression model is easily generalized to coefficient of the determination of the partial linear regression model. For this aim, it is made two different applications. A simulated and a real data set are considered to prove the claim mentioned here. In this way, this study is supported with a simulation and a real data example.

Keywords: Partial Linear Regression Model, Linear RegressionModel, Residuals, Deviance, Smoothing Spline.

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Authors: Francisca Grimón, Marylin Giugni, Josep Monguet F., Joaquín Fernández, Luis León G.

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In blended learning environments, the Internet can be combined with other technologies. The aim of this research was to design, introduce and validate a model to support synchronous and asynchronous activities by managing content domains in an Adaptive Hypermedia System (AHS). The application is based on information recovery techniques, clustering algorithms and adaptation rules to adjust the user's model to contents and objects of study. This system was applied to blended learning in higher education. The research strategy used was the case study method. Empirical studies were carried out on courses at two universities to validate the model. The results of this research show that the model had a positive effect on the learning process. The students indicated that the synchronous and asynchronous scenario is a good option, as it involves a combination of work with the lecturer and the AHS. In addition, they gave positive ratings to the system and stated that the contents were adapted to each user profile.

Keywords: Blended Learning, System Adaptive, Model, Clustering Algorithms.

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Authors: Tian Hai, Yang Shengsheng, Jr., Wang Yi

Abstract:

Based on an analysis of the mechanism of degradation of optical characteristics of the ZnO-pigmented white paint by electron irradiation, a model of single molecular color centers is built. An equation that explains the relationship between the changes of variation of the ZnO-pigmented white paint-s spectrum absorptance and electron fluence is derived. The uncertain parameters in the equation can be calculated using the curve fitting by experimental data. The result indicates that the model can be applied to predict the degradation of optical characteristics of ZnO-pigmented white paint by electron radiation.

Keywords: ZnO-pigmented white pain, effects of electron radiation, optical characteristics degradation, prediction model.

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Authors: Zuodong Liang, Dong-Sheng Jeng

Abstract:

Seabed instability around an offshore pipeline is one of key factors that need to be considered in the design of offshore infrastructures. Unlike previous investigations, a three-dimensional numerical model for the wave-induced soil response around an offshore pipeline is proposed in this paper. The numerical model was first validated with 2-D experimental data available in the literature. Then, a parametric study will be carried out to examine the effects of wave, seabed characteristics and confirmation of pipeline. Numerical examples demonstrate significant influence of wave obliquity on the wave-induced pore pressures and the resultant seabed liquefaction around the pipeline, which cannot be observed in 2-D numerical simulation.

Keywords: Pore pressure, 3D wave model, seabed liquefaction, pipeline.

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Authors: Suselo Thomas, Suyoto, Dwiandiyanta B. Yudi

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This paper explain about prototype of a business directory for micro-scale businesses, small and medium enterprises (SMEs), the third phase of the research. The third phase is the phase of software development based on the model of SME business directory that had been developed, to create prototype software SME business directory. In the fourth phase, namely the implementation, these units have been developed are tested to obtain input from potential users. The fifth phase is the testing phase to determine the strengths and weaknesses of software has been developed. The result of this phase is the software in the form of on-line (web based) and multimedia-based. Business Directory, if implemented will facilitate and optimize the access of SMEs to ease supplier access to marketing. Business Directory will be equipped with the power of geocoding, so each location can be easily viewed SMEs on the map. The map will be constructed by using the functionality of a web-based Google Maps API. The information presented in the form of multimedia that can be more interesting and interactive. Methodology used to achieve the goal: observation, interviews, modeling and classifying business directory for SMEs. 

Keywords: Business directories, SMEs, Google Maps API, Multimedia, Prototype.

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Authors: Aboagela Dogman, Reza Saatchi, Samir Al-Khayatt

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In this study, a network quality of service (QoS) evaluation system was proposed. The system used a combination of fuzzy C-means (FCM) and regression model to analyse and assess the QoS in a simulated network. Network QoS parameters of multimedia applications were intelligently analysed by FCM clustering algorithm. The QoS parameters for each FCM cluster centre were then inputted to a regression model in order to quantify the overall QoS. The proposed QoS evaluation system provided valuable information about the network-s QoS patterns and based on this information, the overall network-s QoS was effectively quantified.

Keywords: Fuzzy C-means; regression model, network quality of service

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Authors: G. Shanmugasundar, R. Sivaramakrishnan, S. Venugopal

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Robots are booming as an essential substituent in the field of inspection. In hazardous environments like nuclear waste disposal, robots are really a necessitate one. In a view to meet such demands, this paper presents the seven degree of freedom articulated inspection robot. To design such a robot the kinematic analysis of seven Degree of freedom robot which can inspect the hazardous nuclear waste storage tanks is done. The effective utilization of universal joints for arms and screw jack mechanisms at the base gives the higher order of degree of freedom to the newly designed robot. The analytical method of deriving the manipulator forward as well as inverse kinematics is explained elaborately using the Denavit-Hartenberg Approach for the purpose of calculating the robot joints, links and end-effector parameters. The comparison of the geometric and the analytical approach is stated. The self-developed kinematic model gives the accurate positions of the end effector. The Graphical User Interface (GUI) is developed in Visual Basic language for the manipulation of kinematic results easily. This software gives the expected position of the end-effector accurately at short time compared to manual manipulations.

Keywords: Robot kinematics, screw jack mechanisms, Denavit-Hartenberg approach, universal joints.

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Authors: Yanling Zhu, Kai Wang

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In this paper, by utilizing the coincidence degree theorem a predator-prey model with modified Leslie-Gower Hollingtype II schemes and a deviating argument is studied. Some sufficient conditions are obtained for the existence of positive periodic solutions of the model.

Keywords: Predator-prey model, Holling II type functional response, positive periodic solution, coincidence degree theorem.

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Authors: A. Larabi, M. S. Boucherit

Abstract:

In this paper, we show that the association of the PI regulators for the speed and stator currents with a control strategy using the linearization by state feedback for an induction machine without speed sensor, and with an adaptation of the rotor resistance. The rotor speed is estimated by using the model reference adaptive system approach (MRAS). This method consists of using two models: The first is the reference model and the second is an adjustable one in which two components of the stator flux, obtained from the measurement of the currents and stator voltages are estimated. The estimated rotor speed is then obtained by canceling the difference between stator-flux of the reference model and those of the adjustable one. Satisfactory results of simulation are obtained and discussed in this paper to highlight the proposed approach.

Keywords: Asynchronous actuator, PI Regulator, adaptivemethod with reference model, Vector control.

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Authors: Henrik L. Funke, Lars Ulke-Winter, Sandra Gelbrich, Lothar Kroll

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This work reports about an approach for an automatic adaptation of concrete formulations based on genetic algorithms (GA) to optimize a wide range of different fit-functions. In order to achieve the goal, a method was developed which provides a numerical description of a fibre reinforced concrete (FRC) mixture regarding the production technology and the property spectrum of the concrete. In a first step, the FRC mixture with seven fixed components was characterized by varying amounts of the components. For that purpose, ten concrete mixtures were prepared and tested. The testing procedure comprised flow spread, compressive and bending tensile strength. The analysis and approximation of the determined data was carried out by GAs. The aim was to obtain a closed mathematical expression which best describes the given seven-point cloud of FRC by applying a Gene Expression Programming with Free Coefficients (GEP-FC) strategy. The seven-parametric FRC-mixtures model which is generated according to this method correlated well with the measured data. The developed procedure can be used for concrete mixtures finding closed mathematical expressions, which are based on the measured data.

Keywords: Concrete design, fibre reinforced concrete, genetic algorithms, GEP-FC.

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Authors: S. F. Wong, W. I. Ho, B. Lin, Q. Huang

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ERP has been used in many enterprises for management, the accuracy of the production forecasting module is vital to the decision making of the enterprise, and the profit is affected directly. Therefore, enhancing the accuracy of the production forecasting module can also increase the efficiency and profitability. To deal with a lot of data, a suitable, reliable and accurate statistics model is necessary. LSSVM and Grey System are two main models to be studied in this paper, and a case study is used to demonstrate how the combination model is effective to the result of forecasting.

Keywords: ERP, Grey System, LSSVM, production forecasting.

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Authors: Cristian Păuna

Abstract:

In the first decades of the 21st century, in the electronic trading environment, algorithmic capital investments became the primary tool to make a profit by speculations in financial markets. A significant number of traders, private or institutional investors are participating in the capital markets every day using automated algorithms. The autonomous trading software is today a considerable part in the business intelligence system of any modern financial activity. The trading decisions and orders are made automatically by computers using different mathematical models. This paper will present one of these models called Price Prediction Line. A mathematical algorithm will be revealed to build a reliable trend line, which is the base for limit conditions and automated investment signals, the core for a computerized investment system. The paper will guide how to apply these tools to generate entry and exit investment signals, limit conditions to build a mathematical filter for the investment opportunities, and the methodology to integrate all of these in automated investment software. The paper will also present trading results obtained for the leading German financial market index with the presented methods to analyze and to compare different automated investment algorithms. It was found that a specific mathematical algorithm can be optimized and integrated into an automated trading system with good and sustained results for the leading German Market. Investment results will be compared in order to qualify the presented model. In conclusion, a 1:6.12 risk was obtained to reward ratio applying the trigonometric method to the DAX Deutscher Aktienindex on 24 months investment. These results are superior to those obtained with other similar models as this paper reveal. The general idea sustained by this paper is that the Price Prediction Line model presented is a reliable capital investment methodology that can be successfully applied to build an automated investment system with excellent results.

Keywords: Algorithmic trading, automated investment system, DAX Deutscher Aktienindex.

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Authors: W. Swiderski

Abstract:

In the paper introduced the diagnostic technique making possible the research of internal structures in composite materials reinforced fibres using in different applications. The main reason of damages in structures of these materials is the changing distribution of load in constructions in the lifetime. Appearing defect is largely complicated because of the appearance of disturbing of continuity of reinforced fibres, binder cracks and loss of fibres adhesiveness from binders. Defect in composite materials is usually more complicated than in metals. At present, infrared thermography is the most effective method in non-destructive testing composite. One of IR thermography methods used in non-destructive evaluation is vibrothermography. The vibrothermography is not a new non-destructive method, but the new solution in this test is use ultrasonic waves to thermal stimulation of materials. In this paper, both modelling and experimental results which illustrate the advantages and limitations of ultrasonic IR thermography in inspecting composite materials will be presented. The ThermoSon computer program for computing 3D dynamic temperature distribuions in anisotropic layered solids with subsurface defects subject to ulrasonic stimulation was used to optimise heating parameters in the detection of subsurface defects in composite materials. The program allows for the analysis of transient heat conduction and ultrasonic wave propagation phenomena in solids. The experiments at MIAT were fulfilled by means of FLIR SC 7600 IR camera. Ultrasonic stimulation was performed with the frequency from 15 kHz to 30 kHz with maximum power up to 2 kW.

Keywords: Composite material, ultrasonic, infrared thermography, non-destructive testing.

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Authors: Changjin Xu

Abstract:

In this paper, a delayed prototype model is studied. Regarding the delay as a bifurcation parameter, we prove that a sequence of Hopf bifurcations will occur at the positive equilibrium when the delay increases. Using the normal form method and center manifold theory, some explicit formulae are worked out for determining the stability and the direction of the bifurcated periodic solutions. Finally, Computer simulations are carried out to explain some mathematical conclusions.

Keywords: Prototype model, Stability, Hopf bifurcation, Delay, Periodic solution.

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Authors: A. S. Mousa, F. Shoman

Abstract:

We present a discrete game theoretical model with homogeneous individuals who make simultaneous decisions. In this model the strategy space of all individuals is a discrete and dichotomous set which consists of two strategies. We fully characterize the coherent, split and mixed strategies that form Nash equilibria and we determine the corresponding Nash domains for all individuals. We find all strategic thresholds in which individuals can change their mind if small perturbations in the parameters of the model occurs.

Keywords: Coherent strategy, split strategy, pure strategy, mixed strategy, Nash Equilibrium, game theory.

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Authors: Faramarz Khosravi, Gokhan Izbirak

Abstract:

A weighted statistical stochastic based Analytical Hierarchy Process (AHP) model for modeling the potential barriers and enablers of sustainability for measuring and assessing the sustainability level is proposed. For context-dependent potential barriers and enablers, the proposed model takes the basis of the properties of the variables describing the sustainability functions and was developed into a realistic analytical model for the sustainable behavior of an organization. This thus serves as a means for measuring the sustainability of the organization. The main focus of this paper was the application of the AHP tool in a statistically-based model for measuring sustainability. Hence a strong weighted stochastic AHP based procedure was achieved. A case study scenario of a widely reported major Canadian electric utility was adopted to demonstrate the applicability of the developed model and comparatively examined its results with those of an equal-weighted model method. Variations in the sustainability of a company, as fluctuations, were figured out during the time. In the results obtained, sustainability index for successive years changed form 73.12%, 79.02%, 74.31%, 76.65%, 80.49%, 79.81%, 79.83% to more exact values 73.32%, 77.72%, 76.76%, 79.41%, 81.93%, 79.72%, and 80,45% according to priorities of factors that have found by expert views, respectively. By obtaining relatively necessary informative measurement indicators, the model can practically and effectively evaluate the sustainability extent of any organization and also to determine fluctuations in the organization over time.

Keywords: AHP, sustainability fluctuation, environmental indicators, performance measurement, environmental sustainability.

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Authors: N. A. H. Aizam, V. Uvaraja

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The agenda of showing the scheduled time for performing certain tasks is known as timetabling. It is widely used in many departments such as transportation, education, and production. Some difficulties arise to ensure all tasks happen in the time and place allocated. Therefore, many researchers invented various programming models to solve the scheduling problems from several fields. However, the studies in developing the general integer programming model for many timetabling problems are still questionable. Meanwhile, this thesis describes about creating a general model which solves different types of timetabling problems by considering the basic constraints. Initially, the common basic constraints from five different fields are selected and analyzed. A general basic integer programming model was created and then verified by using the medium set of data obtained randomly which is much similar to realistic data. The mathematical software, AIMMS with CPLEX as a solver has been used to solve the model. The model obtained is significant in solving many timetabling problems easily since it is modifiable to all types of scheduling problems which have same basic constraints.

Keywords: AIMMS mathematical software, integer linear programming, scheduling problems, timetabling.

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Authors: Nisha Budhwar, Sunita Daniel

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In this paper, we analyse the stability of the SEIR model of malaria with infective immigrants which was recently formulated by the authors. The model consists of an SEIR model for the human population and SI Model for the mosquitoes. Susceptible humans become infected after they are bitten by infectious mosquitoes and move on to the Exposed, Infected and Recovered classes respectively. The susceptible mosquito becomes infected after biting an infected person and remains infected till death. We calculate the reproduction number R0 using the next generation method and then discuss about the stability of the equilibrium points. We use the Lyapunov function to show the global stability of the equilibrium points.

Keywords: Susceptible, exposed, infective, recovered, infective immigrants, reproduction number, Lyapunov function, equilibrium points, global stability.

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Authors: Guilherme B. B. Vieira, Rafael M. da Silva, Eliana T. P. Senna, Luiz A. S. Senna, Francisco J. Kliemann Neto

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Given the importance of ports as links in the global supply chains and because they are key elements to induce competitiveness in their hinterlands, the number of studies devoted to port governance, management and operations has increased in the last decades. Some of these studies address the port governance model as an element to improve coordination among the actors of the portlogistics chain and to generate a better port performance. In this context, the present study analyzes the governance of Port of Santos through individual interviews with port managers, based on a conceptual model that considers the key dimensions associated with port governance. The results reinforce the usefulness of the applied model and highlight some existing improvement opportunities in the port studied.

Keywords: Port Governance, Model, Port of Santos, Managers’ Perception.

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Authors: Han-Soo Kim, Jae-Gyun Ahn, Hyo-Seung Ahn

Abstract:

Though nonlinear dynamic analysis using a specialized hydro-code such as AUTODYN is accurate and useful tool for progressive collapse assessment of a multi-story building subjected to blast load, it takes too much time to be applied to a practical simulation of progressive collapse of a tall building. In this paper, blast analysis of a RC frame structure using a simplified model with Reinforcement Contact technique provided in Ansys Workbench was introduced and investigated on its accuracy. Even though the simplified model has a fraction of elements of the detailed model, the simplified model with this modeling technique shows similar structural behavior under the blast load to the detailed model. The proposed modeling method can be effectively applied to blast loading progressive collapse analysis of a RC frame structure.

Keywords: Autodyn, Blast Load, Progressive Collapse, Reinforcement Contact.

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Authors: Kang-Hung Yang, Jin-Yuan Hsu

Abstract:

In recent years, several severe large-scale influenza outbreaks happened in many countries, such as SARS in 2005 or H1N1 in 2009. Those influenza Epidemics have greatly impacts not only on people-s life and health, but medical systems in different countries. Although severe diseases are more experienced, they are not fully controlled. Governments have different policies to control the spreads of diseases. However, those policies have both positive and negative social or economical influence on people and society. Therefore, it is necessary and essential to develop an appropriate model for evaluations of policies. Consequently, a proper measure can be implemented to confront the diseases. The main goal of this study is to develop a SIR-based model for the further evaluations of the candidate policies during the influenza outbreaks.

Keywords: SIR, influenza, systems dynamic model, H1N1

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Authors: A. Bayaga

Abstract:

This research provides a technical account of estimating Transition Probability using Time-homogeneous Markov Jump Process applying by South African HIV/AIDS data from the Statistics South Africa. It employs Maximum Likelihood Estimator (MLE) model to explore the possible influence of Transition Probability of mortality cases in which case the data was based on actual Statistics South Africa. This was conducted via an integrated demographic and epidemiological model of South African HIV/AIDS epidemic. The model was fitted to age-specific HIV prevalence data and recorded death data using MLE model. Though the previous model results suggest HIV in South Africa has declined and AIDS mortality rates have declined since 2002 – 2013, in contrast, our results differ evidently with the generally accepted HIV models (Spectrum/EPP and ASSA2008) in South Africa. However, there is the need for supplementary research to be conducted to enhance the demographic parameters in the model and as well apply it to each of the nine (9) provinces of South Africa.

Keywords: AIDS mortality rates, Epidemiological model, Time-homogeneous Markov Jump Process, Transition Probability, Statistics South Africa.

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Authors: Jeewanee Bamunusinghe, Damminda Alahakoon

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Visual inputs are one of the key sources from which humans perceive the environment and 'understand' what is happening. Artificial systems perceive the visual inputs as digital images. The images need to be processed and analysed. Within the human brain, processing of visual inputs and subsequent development of perception is one of its major functionalities. In this paper we present part of our research project, which aims at the development of an artificial model for visual perception (or 'understanding') based on the human perceptive and cognitive systems. We propose a new model for perception from visual inputs and a way of understaning or interpreting images using the model. We demonstrate the implementation and use of the model with a real image data set.

Keywords: Image understanding, percept, visual perception.

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Authors: M. Zarei Mahmoudabadi, M. Sadighi

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In the study of honeycomb crushing under quasistatic loading, two parameters are important, the mean crushing stress and the wavelength of the folding mode. The previous theoretical models did not consider the true cylindrical curvature effects and the flow stress in the folding mode of honeycomb material. The present paper introduces a modification on Wierzbicki-s model based on considering two above mentioned parameters in estimating the mean crushing stress and the wavelength through implementation of the energy method. Comparison of the results obtained by the new model and Wierzbicki-s model with existing experimental data shows better prediction by the model presented in this paper.

Keywords: Crush strength, Flow stress, Honeycomb, Quasistatic load.

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Authors: Ahmed Abdolkhalig

Abstract:

This paper examines many mathematical methods for molding the hourly price forward curve (HPFC); the model will be constructed by numerous regression methods, like polynomial regression, radial basic function neural networks & a furrier series. Examination the models goodness of fit will be done by means of statistical & graphical tools. The criteria for choosing the model will depend on minimize the Root Mean Squared Error (RMSE), using the correlation analysis approach for the regression analysis the optimal model will be distinct, which are robust against model misspecification. Learning & supervision technique employed to determine the form of the optimal parameters corresponding to each measure of overall loss. By using all the numerical methods that mentioned previously; the explicit expressions for the optimal model derived and the optimal designs will be implemented.

Keywords: Forward curve, furrier series, regression, radial basic function neural networks.

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