Search results for: Supply chain model
7103 Applying the Regression Technique for Prediction of the Acute Heart Attack
Authors: Paria Soleimani, Arezoo Neshati
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Myocardial infarction is one of the leading causes of death in the world. Some of these deaths occur even before the patient reaches the hospital. Myocardial infarction occurs as a result of impaired blood supply. Because the most of these deaths are due to coronary artery disease, hence the awareness of the warning signs of a heart attack is essential. Some heart attacks are sudden and intense, but most of them start slowly, with mild pain or discomfort, then early detection and successful treatment of these symptoms is vital to save them. Therefore, importance and usefulness of a system designing to assist physicians in early diagnosis of the acute heart attacks is obvious. The main purpose of this study would be to enable patients to become better informed about their condition and to encourage them to seek professional care at an earlier stage in the appropriate situations. For this purpose, the data were collected on 711 heart patients in Iran hospitals. 28 attributes of clinical factors can be reported by patients; were studied. Three logistic regression models were made on the basis of the 28 features to predict the risk of heart attacks. The best logistic regression model in terms of performance had a C-index of 0.955 and with an accuracy of 94.9%. The variables, severe chest pain, back pain, cold sweats, shortness of breath, nausea and vomiting, were selected as the main features.
Keywords: Coronary heart disease, acute heart attacks, prediction, logistic regression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24267102 Mathematical Modeling of Surface Roughness in Surface Grinding Operation
Authors: M.A. Kamely, S.M. Kamil, C.W. Chong
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A mathematical model of the surface roughness has been developed by using response surface methodology (RSM) in grinding of AISI D2 cold work tool steels. Analysis of variance (ANOVA) was used to check the validity of the model. Low and high value for work speed and feed rate are decided from design of experiment. The influences of all machining parameters on surface roughness have been analyzed based on the developed mathematical model. The developed prediction equation shows that both the feed rate and work speed are the most important factor that influences the surface roughness. The surface roughness was found to be the lowers with the used of low feed rate and low work speed. Accuracy of the best model was proved with the testing data.Keywords: Mathematical Modeling, Response surfacemethodology, Surface roughness, Cylindrical Grinding.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32537101 A Content Vector Model for Text Classification
Authors: Eric Jiang
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As a popular rank-reduced vector space approach, Latent Semantic Indexing (LSI) has been used in information retrieval and other applications. In this paper, an LSI-based content vector model for text classification is presented, which constructs multiple augmented category LSI spaces and classifies text by their content. The model integrates the class discriminative information from the training data and is equipped with several pertinent feature selection and text classification algorithms. The proposed classifier has been applied to email classification and its experiments on a benchmark spam testing corpus (PU1) have shown that the approach represents a competitive alternative to other email classifiers based on the well-known SVM and naïve Bayes algorithms.Keywords: Feature Selection, Latent Semantic Indexing, Text Classification, Vector Space Model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18857100 A Refined Energy-Based Model for Friction-Stir Welding
Authors: Samir A. Emam, Ali El Domiaty
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Friction-stir welding has received a huge interest in the last few years. The many advantages of this promising process have led researchers to present different theoretical and experimental explanation of the process. The way to quantitatively and qualitatively control the different parameters of the friction-stir welding process has not been paved. In this study, a refined energybased model that estimates the energy generated due to friction and plastic deformation is presented. The effect of the plastic deformation at low energy levels is significant and hence a scale factor is introduced to control its effect. The predicted heat energy and the obtained maximum temperature using our model are compared to the theoretical and experimental results available in the literature and a good agreement is obtained. The model is applied to AA6000 and AA7000 series.
Keywords: Friction-stir welding, Energy, Aluminum Alloys.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17517099 3D Liver Segmentation from CT Images Using a Level Set Method Based on a Shape and Intensity Distribution Prior
Authors: Nuseiba M. Altarawneh, Suhuai Luo, Brian Regan, Guijin Tang
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Liver segmentation from medical images poses more challenges than analogous segmentations of other organs. This contribution introduces a liver segmentation method from a series of computer tomography images. Overall, we present a novel method for segmenting liver by coupling density matching with shape priors. Density matching signifies a tracking method which operates via maximizing the Bhattacharyya similarity measure between the photometric distribution from an estimated image region and a model photometric distribution. Density matching controls the direction of the evolution process and slows down the evolving contour in regions with weak edges. The shape prior improves the robustness of density matching and discourages the evolving contour from exceeding liver’s boundaries at regions with weak boundaries. The model is implemented using a modified distance regularized level set (DRLS) model. The experimental results show that the method achieves a satisfactory result. By comparing with the original DRLS model, it is evident that the proposed model herein is more effective in addressing the over segmentation problem. Finally, we gauge our performance of our model against matrices comprising of accuracy, sensitivity, and specificity.
Keywords: Bhattacharyya distance, distance regularized level set (DRLS) model, liver segmentation, level set method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23387098 The Discriminate Analysis and Relevant Model for Mapping Export Potential
Authors: Jana Gutierrez Chvalkovská, Michal Mejstřík, Matěj Urban
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There are pending discussions over the mapping of country export potential in order to refocus export strategy of firms and its evidence-based promotion by the Export Credit Agencies (ECAs) and other permitted vehicles of governments. In this paper we develop our version of an applied model that offers “stepwise” elimination of unattractive markets. We modify and calibrate the model for the particular features of the Czech Republic and specific pilot cases where we apply an individual approach to each sector.
Keywords: Export strategy, Modeling export, Calibration, Export promotion.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24207097 A Cohesive Lagrangian Swarm and Its Application to Multiple Unicycle-like Vehicles
Authors: Jito Vanualailai, Bibhya Sharma
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Swarm principles are increasingly being used to design controllers for the coordination of multi-robot systems or, in general, multi-agent systems. This paper proposes a two-dimensional Lagrangian swarm model that enables the planar agents, modeled as point masses, to swarm whilst effectively avoiding each other and obstacles in the environment. A novel method, based on an extended Lyapunov approach, is used to construct the model. Importantly, the Lyapunov method ensures a form of practical stability that guarantees an emergent behavior, namely, a cohesive and wellspaced swarm with a constant arrangement of individuals about the swarm centroid. Computer simulations illustrate this basic feature of collective behavior. As an application, we show how multiple planar mobile unicycle-like robots swarm to eventually form patterns in which their velocities and orientations stabilize.
Keywords: Attractive-repulsive swarm model, individual-based swarm model, Lagrangian swarm model, Lyapunov stability, Lyapunov-like function, practical stability, unicycle.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15397096 Design and Implementation of a 10-bit SAR ADC with A Programmable Reference
Authors: Hasmayadi Abdul Majid, Yuzman Yusoff, Noor Shelida Salleh
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This paper presents the development of a single-ended 38.5 kS/s 10-bit programmable reference SAR ADC which is realized in MIMOS’s 0.35 µm CMOS process. The design uses a resistive DAC, a dynamic comparator with pre-amplifier and a SAR digital logic to create 10 effective bits ADC. A programmable reference circuitry allows the ADC to operate with different input range from 0.6 V to 2.1 V. The ADC consumed less than 7.5 mW power with a 3 V supply.
Keywords: Successive Approximation Register Analog-to- Digital Converter, SAR ADC, Resistive DAC, Programmable Reference.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21177095 Evolutionary Algorithm Based Centralized Congestion Management for Multilateral Transactions
Authors: T. Mathumathi, S. Ganesh, R. Gunabalan
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This work presents an approach for AC load flow based centralized model for congestion management in the forward markets. In this model, transaction maximizes its profit under the limits of transmission line capacities allocated by Independent System Operator (ISO). The voltage and reactive power impact of the system are also incorporated in this model. Genetic algorithm is used to solve centralized congestion management problem for multilateral transactions. Results obtained for centralized model using genetic algorithm is compared with Sequential Quadratic Programming (SQP) technique. The statistical performances of various algorithms such as best, worst, mean and standard deviations of social welfare are given. Simulation results clearly demonstrate the better performance of genetic algorithm over SQP.
Keywords: Congestion management, Genetic algorithm, Sequential quadratic programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17627094 Practical Simulation Model of Floating-Gate MOS Transistor in Sub 100nm Technologies
Authors: Zina Saheb, Ezz El-Masry
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As the Silicon oxide scaled down in MOSFET technology to few nanometers, gate Direct Tunneling (DT) in Floating gate (FGMOSFET) devices has become a major concern for analog designers. FGMOSFET has been used in many low-voltage and low-power applications, however, there is no accurate model that account for DT gate leakage in nano-scale. This paper studied and analyzed different simulation models for FGMOSFET using TSMC 90-nm technology. The simulation results for FGMOSFET cascade current mirror shows the impact of DT on circuit performance in terms of current and voltage without the need for fabrication. This works shows the significance of using an accurate model for FGMOSFET in nan-scale technologies.Keywords: CMOS transistor, direct-tunneling current, floatinggate, gate-leakage current, simulation model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29907093 A Comparison between Heterogeneous and Homogeneous Gas Flow Model in Slurry Bubble Column Reactor for Direct Synthesis of DME
Authors: Sadegh Papari, Mohammad Kazemeini, Moslem Fattahi
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In the present study, a heterogeneous and homogeneous gas flow dispersion model for simulation and optimisation of a large-scale catalytic slurry reactor for the direct synthesis of dimethyl ether (DME) from syngas and CO2, using a churn-turbulent regime was developed. In the heterogeneous gas flow model the gas phase was distributed into two bubble phases: small and large, however in the homogeneous one, the gas phase was distributed into only one large bubble phase. The results indicated that the heterogeneous gas flow model was in more agreement with experimental pilot plant data than the homogeneous one.Keywords: Modelling, Slurry bubble column, Dimethyl ether synthesis, Homogeneous gas flow, Heterogeneous gas flow
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21697092 Model of Controled Six Phase Induction Motor
Authors: R. Rinkeviciene, B. Kundrotas, S. Lisauskas
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In this paper, the authors take a look at advantages of multiphase induction motors comparing them with three phase ones and present the applications where six-phase induction motors are used. They elaborate the mathematical model of six-phase induction motor with two similar stator three phase winding, shifted by 30 degrees in space and three phase winding in rotor, in synchronous reference frame for soft starting and scalar control. The authors simulate and discuss results of speed and torque starting transients.Keywords: Model, scalar control, six-phase induction motor.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31177091 Interoperability Maturity Models for Consideration When Using School Management Systems in South Africa: A Scoping Review
Authors: Keneilwe Maremi, Marlien Herselman, Adele Botha
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The main purpose and focus of this paper are to determine the Interoperability Maturity Models to consider when using School Management Systems (SMS). The importance of this is to inform and help schools with knowing which Interoperability Maturity Model is best suited for their SMS. To address the purpose, this paper will apply a scoping review to ensure that all aspects are provided. The scoping review will include papers written from 2012-2019 and a comparison of the different types of Interoperability Maturity Models will be discussed in detail, which includes the background information, the levels of interoperability, and area for consideration in each Maturity Model. The literature was obtained from the following databases: IEEE Xplore and Scopus, the following search engines were used: Harzings, and Google Scholar. The topic of the paper was used as a search term for the literature and the term ‘Interoperability Maturity Models’ was used as a keyword. The data were analyzed in terms of the definition of Interoperability, Interoperability Maturity Models, and levels of interoperability. The results provide a table that shows the focus area of concern for each Maturity Model (based on the scoping review where only 24 papers were found to be best suited for the paper out of 740 publications initially identified in the field). This resulted in the most discussed Interoperability Maturity Model for consideration (Information Systems Interoperability Maturity Model (ISIMM) and Organizational Interoperability Maturity Model for C2 (OIM)).
Keywords: Interoperability, Interoperability Maturity Model, School Management System, scoping review.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7987090 Knowledge Relationship Model among User in Virtual Community
Authors: Fariba Haghbin, Othman Bin Ibrahim, Mohammad Reza Attarzadeh Niaki
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With the development of virtual communities, there is an increase in the number of members in Virtual Communities (VCs). Many join VCs with the objective of sharing their knowledge and seeking knowledge from others. Despite the eagerness of sharing knowledge and receiving knowledge through VCs, there is no standard of assessing ones knowledge sharing capabilities and prospects of knowledge sharing. This paper developed a vector space model to assess the knowledge sharing prospect of VC users.Keywords: Knowledge sharing network, Virtual community, knowledge relationship, Vector Space Model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13407089 Comparison of Fundamental Frequency Model and PWM Based Model of UPFC
Authors: S.A. Al-Qallaf, S.A. Al-Mawsawi, A. Haider
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Among all FACTS devices, the unified power flow controller (UPFC) is considered to be the most versatile device. This is due to its capability to control all the transmission system parameters (impedance, voltage magnitude, and phase angle). With the growing interest in UPFC, the attention to develop a mathematical model has increased. Several models were introduced for UPFC in literature for different type of studies in power systems. In this paper a novel comparison study between two dynamic models of UPFC with their proposed control strategies.
Keywords: FACTS, UPFC, Dynamic Modeling, PWM, Fundamental Frequency.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22207088 Parameter Estimation using Maximum Likelihood Method from Flight Data at High Angles of Attack
Authors: Rakesh Kumar, A. K. Ghosh
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The paper presents the modeling of nonlinear longitudinal aerodynamics using flight data of Hansa-3 aircraft at high angles of attack near stall. The Kirchhoff-s quasi-steady stall model has been used to incorporate nonlinear aerodynamic effects in the aerodynamic model used to estimate the parameters, thereby, making the aerodynamic model nonlinear. The Maximum Likelihood method has been applied to the flight data (at high angles of attack) for the estimation of parameters (aerodynamic and stall characteristics) using the nonlinear aerodynamic model. To improve the accuracy level of the estimates, an approach of fixing the strong parameters has also been presented.Keywords: Maximum Likelihood, nonlinear, parameters, stall.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22167087 Polymer Mediated Interaction between Grafted Nanosheets
Authors: Supriya Gupta, Paresh Chokshi
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Polymer-particle interactions can be effectively utilized to produce composites that possess physicochemical properties superior to that of neat polymer. The incorporation of fillers with dimensions comparable to polymer chain size produces composites with extra-ordinary properties owing to very high surface to volume ratio. The dispersion of nanoparticles is achieved by inducing steric repulsion realized by grafting particles with polymeric chains. A comprehensive understanding of the interparticle interaction between these functionalized nanoparticles plays an important role in the synthesis of a stable polymer nanocomposite. With the focus on incorporation of clay sheets in a polymer matrix, we theoretically construct the polymer mediated interparticle potential for two nanosheets grafted with polymeric chains. The self-consistent field theory (SCFT) is employed to obtain the inhomogeneous composition field under equilibrium. Unlike the continuum models, SCFT is built from the microscopic description taking in to account the molecular interactions contributed by both intra- and inter-chain potentials. We present the results of SCFT calculations of the interaction potential curve for two grafted nanosheets immersed in the matrix of polymeric chains of dissimilar chemistry to that of the grafted chains. The interaction potential is repulsive at short separation and shows depletion attraction for moderate separations induced by high grafting density. It is found that the strength of attraction well can be tuned by altering the compatibility between the grafted and the mobile chains. Further, we construct the interaction potential between two nanosheets grafted with diblock copolymers with one of the blocks being chemically identical to the free polymeric chains. The interplay between the enthalpic interaction between the dissimilar species and the entropy of the free chains gives rise to a rich behavior in interaction potential curve obtained for two separate cases of free chains being chemically similar to either the grafted block or the free block of the grafted diblock chains.
Keywords: Clay nanosheets, polymer brush, polymer nanocomposites, self-consistent field theory.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14707086 Development of Gas Chromatography Model: Propylene Concentration Using Neural Network
Authors: Areej Babiker Idris Babiker, Rosdiazli Ibrahim
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Gas chromatography (GC) is the most widely used technique in analytical chemistry. However, GC has high initial cost and requires frequent maintenance. This paper examines the feasibility and potential of using a neural network model as an alternative whenever GC is unvailable. It can also be part of system verification on the performance of GC for preventive maintenance activities. It shows the performance of MultiLayer Perceptron (MLP) with Backpropagation structure. Results demonstrate that neural network model when trained using this structure provides an adequate result and is suitable for this purpose. cm.Keywords: Analyzer, Levenberg-Marquardt, Gas chromatography, Neural network
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17677085 Bayesian Network Model for Students- Laboratory Work Performance Assessment: An Empirical Investigation of the Optimal Construction Approach
Authors: Ifeyinwa E. Achumba, Djamel Azzi, Rinat Khusainov
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There are three approaches to complete Bayesian Network (BN) model construction: total expert-centred, total datacentred, and semi data-centred. These three approaches constitute the basis of the empirical investigation undertaken and reported in this paper. The objective is to determine, amongst these three approaches, which is the optimal approach for the construction of a BN-based model for the performance assessment of students- laboratory work in a virtual electronic laboratory environment. BN models were constructed using all three approaches, with respect to the focus domain, and compared using a set of optimality criteria. In addition, the impact of the size and source of the training, on the performance of total data-centred and semi data-centred models was investigated. The results of the investigation provide additional insight for BN model constructors and contribute to literature providing supportive evidence for the conceptual feasibility and efficiency of structure and parameter learning from data. In addition, the results highlight other interesting themes.Keywords: Bayesian networks, model construction, parameterlearning, structure learning, performance index, model comparison.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17277084 Applying Theory of Perceived Risk and Technology Acceptance Model in the Online Shopping Channel
Authors: Yong-Hui Li, Jing-Wen Huang
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As the advancement of technology, online shopping channel develops rapidly in recent years. According to the report of Taiwan Network Information Center, there are almost eighty percents of internet population shopping in online channel. Synthesizing insights from the previous research, this study develops the conceptual model to integrate Theory of Perceived Risk (TPR) and Technology Acceptance Model (TAM) to apply in online shopping. Using data collected from 637 respondents from online survey website, we use structural equation modeling to test measurement and structural models. The results suggest the need for consideration of perceived risk as an antecedent in the Technology Acceptance Model. The limitations and implications are discussed.
Keywords: perceived risk, perceived usefulness, perceived ease of use, behavioral intention, actual purchase behavior
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 64407083 Comparison of Stochastic Point Process Models of Rainfall in Singapore
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Extensive rainfall disaggregation approaches have been developed and applied in climate change impact studies such as flood risk assessment and urban storm water management.In this study, five rainfall models that were capable ofdisaggregating daily rainfall data into hourly one were investigated for the rainfall record in theChangi Airport, Singapore. The objectives of this study were (i) to study the temporal characteristics of hourly rainfall in Singapore, and (ii) to evaluate the performance of variousdisaggregation models. The used models included: (i) Rectangular pulse Poisson model (RPPM), (ii) Bartlett-Lewis Rectangular pulse model (BLRPM), (iii) Bartlett-Lewis model with 2 cell types (BL2C), (iv) Bartlett-Lewis Rectangular with cell depth distribution dependent on duration (BLRD), and (v) Neyman-Scott Rectangular pulse model (NSRPM). All of these models werefitted using hourly rainfall data ranging from 1980 to 2005 (which was obtained from Changimeteorological station).The study results indicated that the weight scheme of inversely proportional variance could deliver more accurateoutputs for fitting rainfall patterns in tropical areas, and BLRPM performedrelatively better than other disaggregation models.
Keywords: Rainfall disaggregation, statistical properties, poisson processed, Bartlett-Lewis model, Neyman-Scott model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22817082 Miller’s Model for Developing Critical Thinking Skill of Pre-Service Teachers at Suan Sunandha Rajabhat University
Authors: Suttipong Boonphadung, Thassanant Unnanantn
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This research focused on comparing the critical thinking of the teacher students before and after using Miller’s Model learning activities and investigating their opinions. The sampling groups were (1) fourth year 33 student teachers majoring in Early Childhood Education and enrolling in semester 1 of academic year 2013 (2) third year 28 student teachers majoring in English and enrolling in semester 2 of academic year 2013 and (3) third year 22 student teachers majoring in Thai and enrolling in semester 2 of academic year 2013. The research instruments were (1) lesson plans where the learning activities were settled based on Miller’s Model (2) critical thinking assessment criteria and (3) a questionnaire on opinions towards Miller’s Model based learning activities. The statistical treatment was mean, deviation, different scores and T-test. The result unfolded that (1) the critical thinking of the students after the assigned activities was better than before and (2) the students’ opinions towards the critical thinking improvement activities based on Miller’s Model ranged from the level of high to highest.
Keywords: Critical thinking, Miller’s model, Opinions.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20717081 Existence and Uniqueness of Periodic Solution for a Discrete-time SIR Epidemic Model with Time Delays and Impulses
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In this paper, a discrete-time SIR epidemic model with nonlinear incidence rate, time delays and impulses is investigated. Sufficient conditions for the existence and uniqueness of periodic solutions are obtained by using contraction theorem and inequality techniques. An example is employed to illustrate our results.
Keywords: Discrete-time SIR epidemic model, time delay, nonlinear incidence rate, impulse.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16487080 Determinants of Students- Intentions to Use a Mobile Messaging Service in Educational Institutions: a Theoretical Model
Authors: Boonlert Watjatrakul
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Mobile marketing through mobile messaging service has highly impressive growth as it enables e-business firms to communicate with their customers effectively. Educational institutions hence start using this service to enhance communication with their students. Previous studies, however, have limited understanding of applying mobile messaging service in education. This study proposes a theoretical model to understand the drivers of students- intentions to use the university-s mobile messaging service. The model indicates that social influence, perceived control and attitudes affect students- intention to use the university-s mobile messaging service. It also provides five antecedents of students- attitudes–perceived utility (information utility, entertainment utility, and social utility), innovativeness, information seeking, transaction specificity (content specificity, sender specificity, and time specificity) and privacy concern. The proposed model enables universities to understand what students concern about the use of a mobile messaging service in universities and handle the service more effectively. The paper discusses the model development and concludes with limitations and implications of the proposed model.Keywords: education, intention, mobile marketing, mobile messaging.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16867079 The Non-Uniqueness of Partial Differential Equations Options Price Valuation Formula for Heston Stochastic Volatility Model
Authors: H. D. Ibrahim, H. C. Chinwenyi, T. Danjuma
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An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.
Keywords: Option price valuation, Partial Differential Equations, Black-Scholes PDEs, Ito process.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5067078 SystemC Modeling of Adaptive Least Mean Square Filter
Authors: Kyu Han Kim, Soon Kyu Kwon, Heung Sun Yoon, Jong Tae Kim
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In this paper, we demonstrate the adaptive least-mean-square (LMS) filter modeling using SystemC. SystemC is a modeling language that allows designer to model both hardware and software component and makes it possible to design from high level system of abstraction to low level system of abstraction. We produced five adaptive least-mean-square filter models that are classed as five abstraction levels using SystemC proceeding from the abstract model to the more concrete model.Keywords: Adaptive Filter, Least-Mean-Square Algorithm, SystemC, Transversal Fir Filter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25367077 Analysis of Design Structuring and Performance of CPW Fed UWB Antenna in Presence of Human Arm Model
Authors: Narbada Prasad Gupta, Mithilesh Kumar
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A compact Ultra Wide Band (UWB) antenna with coplanar waveguide feed has been designed and results are verified in this paper. The antenna has been designed on FR4 substrate with dielectric constant (εr) of 4.4 and dimensions of 32mm x 26mm x 0.8mm. The presented antenna shows return loss characteristics in the band of 3.1 to 10.6 GHz as prescribed by FCC, USA. Parametric studies have been done and results thus obtained have been presented. Simulated results have been verified on Rohde & Swartz VNA. The measured results are in good agreement with simulated results which make the presented antenna suitable to be used for wearable applications. Performance analysis of antenna has also been shown in the presence of three layered Human Arm model. Results obtained in presence of Human Arm model has been compared with that in free space.Keywords: CPW feed, Human Arm model, UWB, wearable antenna.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15077076 Optimum Neural Network Architecture for Precipitation Prediction of Myanmar
Authors: Khaing Win Mar, Thinn Thu Naing
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Nowadays, precipitation prediction is required for proper planning and management of water resources. Prediction with neural network models has received increasing interest in various research and application domains. However, it is difficult to determine the best neural network architecture for prediction since it is not immediately obvious how many input or hidden nodes are used in the model. In this paper, neural network model is used as a forecasting tool. The major aim is to evaluate a suitable neural network model for monthly precipitation mapping of Myanmar. Using 3-layerd neural network models, 100 cases are tested by changing the number of input and hidden nodes from 1 to 10 nodes, respectively, and only one outputnode used. The optimum model with the suitable number of nodes is selected in accordance with the minimum forecast error. In measuring network performance using Root Mean Square Error (RMSE), experimental results significantly show that 3 inputs-10 hiddens-1 output architecture model gives the best prediction result for monthly precipitation in Myanmar.
Keywords: Precipitation prediction, monthly precipitation, neural network models, Myanmar.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17497075 Predicting Depth of Penetration in Abrasive Waterjet Cutting of Polycrystalline Ceramics
Authors: S. Srinivas, N. Ramesh Babu
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This paper presents a model to predict the depth of penetration in polycrystalline ceramic material cut by abrasive waterjet. The proposed model considered the interaction of cylindrical jet with target material in upper region and neglected the role of threshold velocity in lower region. The results predicted with the proposed model are validated with the experimental results obtained with Silicon Carbide (SiC) blocks.
Keywords: Abrasive waterjet cutting, analytical modeling, ceramics, microcutting and intergranular cracking.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12797074 Dynamic Modeling and Simulation of Heavy Paraffin Dehydrogenation Reactor for Selective Olefin Production in Linear Alkyl Benzene Production Plant
Authors: G. Zahedi, H. Yaghoobi
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Modeling of a heterogeneous industrial fixed bed reactor for selective dehydrogenation of heavy paraffin with Pt-Sn- Al2O3 catalyst has been the subject of current study. By applying mass balance, momentum balance for appropriate element of reactor and using pressure drop, rate and deactivation equations, a detailed model of the reactor has been obtained. Mass balance equations have been written for five different components. In order to estimate reactor production by the passage of time, the reactor model which is a set of partial differential equations, ordinary differential equations and algebraic equations has been solved numerically. Paraffins, olefins, dienes, aromatics and hydrogen mole percent as a function of time and reactor radius have been found by numerical solution of the model. Results of model have been compared with industrial reactor data at different operation times. The comparison successfully confirms validity of proposed model.Keywords: Dehydrogenation, fixed bed reactor, modeling, linear alkyl benzene.
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