Search results for: fast prediction model
7401 Simulation of Enhanced Biomass Gasification for Hydrogen Production using iCON
Authors: Mohd K. Yunus, Murni M. Ahmad, Abrar Inayat, Suzana Yusup
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Due to the environmental and price issues of current energy crisis, scientists and technologists around the globe are intensively searching for new environmentally less-impact form of clean energy that will reduce the high dependency on fossil fuel. Particularly hydrogen can be produced from biomass via thermochemical processes including pyrolysis and gasification due to the economic advantage and can be further enhanced through in-situ carbon dioxide removal using calcium oxide. This work focuses on the synthesis and development of the flowsheet for the enhanced biomass gasification process in PETRONAS-s iCON process simulation software. This hydrogen prediction model is conducted at operating temperature between 600 to 1000oC at atmospheric pressure. Effects of temperature, steam-to-biomass ratio and adsorbent-to-biomass ratio were studied and 0.85 mol fraction of hydrogen is predicted in the product gas. Comparisons of the results are also made with experimental data from literature. The preliminary economic potential of developed system is RM 12.57 x 106 which equivalent to USD 3.77 x 106 annually shows economic viability of this process.Keywords: Biomass, Gasification, Hydrogen, iCON.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26087400 Efficient Large Numbers Karatsuba-Ofman Multiplier Designs for Embedded Systems
Authors: M.Machhout, M.Zeghid, W.El hadj youssef, B.Bouallegue, A.Baganne, R.Tourki
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Long number multiplications (n ≥ 128-bit) are a primitive in most cryptosystems. They can be performed better by using Karatsuba-Ofman technique. This algorithm is easy to parallelize on workstation network and on distributed memory, and it-s known as the practical method of choice. Multiplying long numbers using Karatsuba-Ofman algorithm is fast but is highly recursive. In this paper, we propose different designs of implementing Karatsuba-Ofman multiplier. A mixture of sequential and combinational system design techniques involving pipelining is applied to our proposed designs. Multiplying large numbers can be adapted flexibly to time, area and power criteria. Computationally and occupation constrained in embedded systems such as: smart cards, mobile phones..., multiplication of finite field elements can be achieved more efficiently. The proposed designs are compared to other existing techniques. Mathematical models (Area (n), Delay (n)) of our proposed designs are also elaborated and evaluated on different FPGAs devices.Keywords: finite field, Karatsuba-Ofman, long numbers, multiplication, mathematical model, recursivity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25307399 Modelling Export Dynamics in the CSEE Countries Using GVAR Model
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The paper investigates the key factors of export dynamics for a set of Central and Southeast European (CSEE) countries in the context of current economic and financial crisis. In order to model the export dynamics a Global Vector Auto Regressive (GVAR) model is defined. As opposed to models which model each country separately, the GVAR combines all country models in a global model which enables obtaining important information on spillover effects in the context of globalisation and rising international linkages. The results of the study indicate that for most of the CSEE countries, exports are mainly driven by domestic shocks, both in the short run and in the long run. This study is the first application of the GVAR model to studying the export dynamics in the CSEE countries and therefore the results of the study present an important empirical contribution.
Keywords: Export, GFEVD, Global VAR, International trade, weak exogeneity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24927398 Morphing Human Faces: Automatic Control Points Selection and Color Transition
Authors: Stephen Karungaru, Minoru Fukumi, Norio Akamatsu
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In this paper, we propose a morphing method by which face color images can be freely transformed. The main focus of this work is the transformation of one face image to another. This method is fully automatic in that it can morph two face images by automatically detecting all the control points necessary to perform the morph. A face detection neural network, edge detection and medium filters are employed to detect the face position and features. Five control points, for both the source and target images, are then extracted based on the facial features. Triangulation method is then used to match and warp the source image to the target image using the control points. Finally color interpolation is done using a color Gaussian model that calculates the color for each particular frame depending on the number of frames used. A real coded Genetic algorithm is used in both the image warping and color blending steps to assist in step size decisions and speed up the morphing. This method results in ''very smooth'' morphs and is fast to process.
Keywords: color transition, genetic algorithms morphing, warping
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28237397 Simplified 3R2C Building Thermal Network Model: A Case Study
Authors: S. M. Mahbobur Rahman
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Whole building energy simulation models are widely used for predicting future energy consumption, performance diagnosis and optimum control. Black box building energy modeling approach has been heavily studied in the past decade. The thermal response of a building can also be modeled using a network of interconnected resistors (R) and capacitors (C) at each node called R-C network. In this study, a model building, Case 600, as described in the “Standard Method of Test for the Evaluation of Building Energy Analysis Computer Program”, ASHRAE standard 140, is studied along with a 3R2C thermal network model and the ASHRAE clear sky solar radiation model. Although building an energy model involves two important parts of building component i.e., the envelope and internal mass, the effect of building internal mass is not considered in this study. All the characteristic parameters of the building envelope are evaluated as on Case 600. Finally, monthly building energy consumption from the thermal network model is compared with a simple-box energy model within reasonable accuracy. From the results, 0.6-9.4% variation of monthly energy consumption is observed because of the south-facing windows.
Keywords: ASHRAE case study, clear sky solar radiation model, energy modeling, thermal network model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12317396 Investigation of Different Control Stratgies for UPFC Decoupled Model and the Impact of Location on Control Parameters
Authors: S.A. Alqallaf, S.A. Al-Mawsawi, A. Haider
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In order to evaluate the performance of a unified power flow controller (UPFC), mathematical models for steady state and dynamic analysis are to be developed. The steady state model is mainly concerned with the incorporation of the UPFC in load flow studies. Several load flow models for UPFC have been introduced in literature, and one of the most reliable models is the decoupled UPFC model. In spite of UPFC decoupled load flow model simplicity, it is more robust compared to other UPFC load flow models and it contains unique capabilities. Some shortcoming such as additional set of nonlinear equations are to be solved separately after the load flow solution is obtained. The aim of this study is to investigate the different control strategies that can be realized in the decoupled load flow model (individual control and combined control), and the impact of the location of the UPFC in the network on its control parameters.
Keywords: UPFC, Decoupled model, Load flow.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20017395 Necessity of using an Optimum Business Model in High-Tech Firms, Nanotechnology Case Study
Authors: Reza Davoodi, Jahangir Yadollahi Farsi, Roya Naseri
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In the way of growing and developing firms especially high-tech firms, on many occasions manager of firm is mainly involved in solving problems of his business and decision making about executive activities of the firm, while besides executive measures, attention to planning of firm's success and growth way and application of long experience and sagacity in designing business model are vital and necessary success in a business is achieved as a result of different factors, one of the most important of them is designing and performing an optimal business model at the beginning of the firm's work. This model is determining the limit of profitability achieved by innovation and gained value added. Therefore, business model is the process of connecting innovation environment and technology with economic environment and business and is important for succeeding modern businesses considering their traits.Keywords: Business Model (BM), Nanotechnology, High- TechFirms.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21737394 CFD Analysis of Natural Ventilation Behaviour in Four Sided Wind Catcher
Authors: M. Hossein Ghadiri, Mohd Farid Mohamed, N. Lukman N. Ibrahim
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Wind catchers are traditional natural ventilation systems attached to buildings in order to ventilate the indoor air. The most common type of wind catcher is four sided one which is capable to catch wind in all directions. CFD simulation is the perfect way to evaluate the wind catcher performance. The accuracy of CFD results is the issue of concern, so sensitivity analyses is crucial to find out the effect of different settings of CFD on results. This paper presents a series of 3D steady RANS simulations for a generic isolated four-sided wind catcher attached to a room subjected to wind direction ranging from 0º to 180º with an interval of 45º. The CFD simulations are validated with detailed wind tunnel experiments. The influence of an extensive range of computational parameters is explored in this paper, including the resolution of the computational grid, the size of the computational domain and the turbulence model. This study found that CFD simulation is a reliable method for wind catcher study, but it is less accurate in prediction of models with non perpendicular wind directions.Keywords: Wind catcher, CFD, natural ventilation, sensitivity study.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26947393 User Intention Generation with Large Language Models Using Chain-of-Thought Prompting
Authors: Gangmin Li, Fan Yang
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Personalized recommendation is crucial for any recommendation system. One of the techniques for personalized recommendation is to identify the intention. Traditional user intention identification uses the user’s selection when facing multiple items. This modeling relies primarily on historical behavior data resulting in challenges such as the cold start, unintended choice, and failure to capture intention when items are new. Motivated by recent advancements in Large Language Models (LLMs) like ChatGPT, we present an approach for user intention identification by embracing LLMs with Chain-of-Thought (CoT) prompting. We use the initial user profile as input to LLMs and design a collection of prompts to align the LLM's response through various recommendation tasks encompassing rating prediction, search and browse history, user clarification, etc. Our tests on real-world datasets demonstrate the improvements in recommendation by explicit user intention identification and, with that intention, merged into a user model.
Keywords: Personalized recommendation, generative user modeling, user intention identification, large language models, chain-of-thought prompting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 877392 Verification and Application of Finite Element Model Developed for Flood Routing in Rivers
Authors: A. L. Qureshi, A. A. Mahessar, A. Baloch
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Flood wave propagation in river channel flow can be enunciated by nonlinear equations of motion for unsteady flow. It is difficult to find analytical solution of these non-linear equations. Hence, in this paper verification of the finite element model has been carried out against available numerical predictions and field data. The results of the model indicate a good matching with both Preissmann scheme and HEC-RAS model for a river reach of 29km at both sites (15km from upstream and at downstream end) for discharge hydrographs. It also has an agreeable comparison with the Preissemann scheme for the flow depth (stage) hydrographs. The proposed model has also been applying to forecast daily discharges at 400km downstream in the Indus River from Sukkur barrage of Sindh, Pakistan, which demonstrates accurate model predictions with observed the daily discharges. Hence, this model may be utilized for flood warnings in advance.
Keywords: Finite Element Method, Flood Forecasting, HEC-RAS, Indus river.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26857391 Modeling and Validation of Microspheres Generation in the Modified T-Junction Device
Authors: Lei Lei, Hongbo Zhang, Donald J. Bergstrom, Bing Zhang, K. Y. Song, W. J. Zhang
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This paper presents a model for a modified T-junction device for microspheres generation. The numerical model is developed using a commercial software package: COMSOL Multiphysics. In order to test the accuracy of the numerical model, multiple variables, such as the flow rate of cross-flow, fluid properties, structure, and geometry of the microdevice are applied. The results from the model are compared with the experimental results in the diameter of the microsphere generated. The comparison shows a good agreement. Therefore the model is useful in further optimization of the device and feedback control of microsphere generation if any.
Keywords: CFD modeling, validation, microsphere generation, modified T-junction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25677390 Acute Coronary Syndrome Prediction Using Data Mining Techniques- An Application
Authors: Tahseen A. Jilani, Huda Yasin, Madiha Yasin, C. Ardil
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In this paper we use data mining techniques to investigate factors that contribute significantly to enhancing the risk of acute coronary syndrome. We assume that the dependent variable is diagnosis – with dichotomous values showing presence or absence of disease. We have applied binary regression to the factors affecting the dependent variable. The data set has been taken from two different cardiac hospitals of Karachi, Pakistan. We have total sixteen variables out of which one is assumed dependent and other 15 are independent variables. For better performance of the regression model in predicting acute coronary syndrome, data reduction techniques like principle component analysis is applied. Based on results of data reduction, we have considered only 14 out of sixteen factors.
Keywords: Acute coronary syndrome (ACS), binary logistic regression analyses, myocardial ischemia (MI), principle component analysis, unstable angina (U.A.).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21147389 Simulation Based VLSI Implementation of Fast Efficient Lossless Image Compression System Using Adjusted Binary Code & Golumb Rice Code
Authors: N. Muthukumaran, R. Ravi
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The Simulation based VLSI Implementation of FELICS (Fast Efficient Lossless Image Compression System) Algorithm is proposed to provide the lossless image compression and is implemented in simulation oriented VLSI (Very Large Scale Integrated). To analysis the performance of Lossless image compression and to reduce the image without losing image quality and then implemented in VLSI based FELICS algorithm. In FELICS algorithm, which consists of simplified adjusted binary code for Image compression and these compression image is converted in pixel and then implemented in VLSI domain. This parameter is used to achieve high processing speed and minimize the area and power. The simplified adjusted binary code reduces the number of arithmetic operation and achieved high processing speed. The color difference preprocessing is also proposed to improve coding efficiency with simple arithmetic operation. Although VLSI based FELICS Algorithm provides effective solution for hardware architecture design for regular pipelining data flow parallelism with four stages. With two level parallelisms, consecutive pixels can be classified into even and odd samples and the individual hardware engine is dedicated for each one. This method can be further enhanced by multilevel parallelisms.
Keywords: Image compression, Pixel, Compression Ratio, Adjusted Binary code, Golumb Rice code, High Definition display, VLSI Implementation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20737388 An Artificial Emotion Model For Visualizing Emotion of Characters
Authors: Junseok Ham, Chansun Jung, Junhyung Park, Jihye Ryeo, Ilju Ko
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It is hard to express emotion through only speech when we watch a character in a movie or a play because we cannot estimate the size, kind, and quantity of emotion. So this paper proposes an artificial emotion model for visualizing current emotion with color and location in emotion model. The artificial emotion model is designed considering causality of generated emotion, difference of personality, difference of continual emotional stimulus, and co-relation of various emotions. This paper supposed the Emotion Field for visualizing current emotion with location, and current emotion is expressed by location and color in the Emotion Field. For visualizing changes within current emotion, the artificial emotion model is adjusted to characters in Hamlet.Keywords: Emotion, Artificial Emotion, Visualizing, EmotionModel.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12507387 Phytopathology Prediction in Dry Soil Using Artificial Neural Networks Modeling
Authors: F. Allag, S. Bouharati, M. Belmahdi, R. Zegadi
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The rapid expansion of deserts in recent decades as a result of human actions combined with climatic changes has highlighted the necessity to understand biological processes in arid environments. Whereas physical processes and the biology of flora and fauna have been relatively well studied in marginally used arid areas, knowledge of desert soil micro-organisms remains fragmentary. The objective of this study is to conduct a diversity analysis of bacterial communities in unvegetated arid soils. Several biological phenomena in hot deserts related to microbial populations and the potential use of micro-organisms for restoring hot desert environments. Dry land ecosystems have a highly heterogeneous distribution of resources, with greater nutrient concentrations and microbial densities occurring in vegetated than in bare soils. In this work, we found it useful to use techniques of artificial intelligence in their treatment especially artificial neural networks (ANN). The use of the ANN model, demonstrate his capability for addressing the complex problems of uncertainty data.
Keywords: Desert soil, Climatic changes, Bacteria, Vegetation, Artificial neural networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18907386 A Super-Efficiency Model for Evaluating Efficiency in the Presence of Time Lag Effect
Authors: Yanshuang Zhang, Byungho Jeong
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In many cases, there are some time lag between the consumption of inputs and the production of outputs. This time lag effect should be considered in evaluating the performance of organizations. Recently, a couple of DEA models were developed for considering time lag effect in efficiency evaluation of research activities. Multi-periods input(MpI) and Multi-periods output(MpO) models are integrate models to calculate simple efficiency considering time lag effect. However, these models can’t discriminate efficient DMUs because of the nature of basic DEA model in which efficiency scores are limited to ‘1’. That is, efficient DMUs can’t be discriminated because their efficiency scores are same. Thus, this paper suggests a super-efficiency model for efficiency evaluation under the consideration of time lag effect based on the MpO model. A case example using a long term research project is given to compare the suggested model with the MpO model.
Keywords: DEA, Super-efficiency, Time Lag.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16197385 Prediction of Reusability of Object Oriented Software Systems using Clustering Approach
Authors: Anju Shri, Parvinder S. Sandhu, Vikas Gupta, Sanyam Anand
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In literature, there are metrics for identifying the quality of reusable components but the framework that makes use of these metrics to precisely predict reusability of software components is still need to be worked out. These reusability metrics if identified in the design phase or even in the coding phase can help us to reduce the rework by improving quality of reuse of the software component and hence improve the productivity due to probabilistic increase in the reuse level. As CK metric suit is most widely used metrics for extraction of structural features of an object oriented (OO) software; So, in this study, tuned CK metric suit i.e. WMC, DIT, NOC, CBO and LCOM, is used to obtain the structural analysis of OO-based software components. An algorithm has been proposed in which the inputs can be given to K-Means Clustering system in form of tuned values of the OO software component and decision tree is formed for the 10-fold cross validation of data to evaluate the in terms of linguistic reusability value of the component. The developed reusability model has produced high precision results as desired.Keywords: CK-Metric, Desicion Tree, Kmeans, Reusability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19137384 Robust Numerical Scheme for Pricing American Options under Jump Diffusion Models
Authors: Salah Alrabeei, Mohammad Yousuf
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The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. However, most of the option pricing models have no analytical solution. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.Keywords: Integral differential equations, American options, jump–diffusion model, rational approximation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5617383 Estimation of the Drought Index Based on the Climatic Projections of Precipitation of the Uruguay River Basin
Authors: José Leandro Melgar Néris, Claudinéia Brazil, Luciane Teresa Salvi, Isabel Cristina Damin
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The impact the climate change is not recent, the main variable in the hydrological cycle is the sequence and shortage of a drought, which has a significant impact on the socioeconomic, agricultural and environmental spheres. This study aims to characterize and quantify, based on precipitation climatic projections, the rainy and dry events in the region of the Uruguay River Basin, through the Standardized Precipitation Index (SPI). The database is the image that is part of the Intercomparison of Model Models, Phase 5 (CMIP5), which provides condition prediction models, organized according to the Representative Routes of Concentration (CPR). Compared to the normal set of climates in the Uruguay River Watershed through precipitation projections, seasonal precipitation increases for all proposed scenarios, with a low climate trend. From the data of this research, the idea is that this article can be used to support research and the responsible bodies can use it as a subsidy for mitigation measures in other hydrographic basins.
Keywords: Drought index, climatic projections, precipitation of the Uruguay River Basin, Standardized Precipitation Index.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5967382 Improved Algorithms for Construction of Interface Agent Interaction Model
Authors: Huynh Quyet Thang, Le Hai Quan
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Interaction Model plays an important role in Modelbased Intelligent Interface Agent Architecture for developing Intelligent User Interface. In this paper we are presenting some improvements in the algorithms for development interaction model of interface agent including: the action segmentation algorithm, the action pair selection algorithm, the final action pair selection algorithm, the interaction graph construction algorithm and the probability calculation algorithm. The analysis of the algorithms also presented. At the end of this paper, we introduce an experimental program called “Personal Transfer System".Keywords: interface agent, interaction model, user model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21967381 Analytical Subthreshold Drain Current Model Incorporating Inversion Layer Effective Mobility Model for Pocket Implanted Nano Scale n-MOSFET
Authors: Muhibul Haque Bhuyan, Quazi D. M. Khosru
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Carrier scatterings in the inversion channel of MOSFET dominates the carrier mobility and hence drain current. This paper presents an analytical model of the subthreshold drain current incorporating the effective electron mobility model of the pocket implanted nano scale n-MOSFET. The model is developed by assuming two linear pocket profiles at the source and drain edges at the surface and by using the conventional drift-diffusion equation. Effective electron mobility model includes three scattering mechanisms, such as, Coulomb, phonon and surface roughness scatterings as well as ballistic phenomena in the pocket implanted n-MOSFET. The model is simulated for various pocket profile and device parameters as well as for various bias conditions. Simulation results show that the subthreshold drain current data matches the experimental data already published in the literature.
Keywords: Linear Pocket Profile, Pocket Implanted n-MOSFET, Subthreshold Drain Current and Effective Mobility Model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25637380 A Constitutive Model of Ligaments and Tendons Accounting for Fiber-Matrix Interaction
Authors: Ratchada Sopakayang, Gerhard A. Holzapfel
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In this study, a new constitutive model is developed to describe the hyperelastic behavior of collagenous tissues with a parallel arrangement of collagen fibers such as ligaments and tendons. The model is formulated using a continuum approach incorporating the structural changes of the main tissue components: collagen fibers, proteoglycan-rich matrix and fiber-matrix interaction. The mechanical contribution of the interaction between the fibers and the matrix is simply expressed by a coupling term. The structural change of the collagen fibers is incorporated in the constitutive model to describe the activation of the fibers under tissue straining. Finally, the constitutive model can easily describe the stress-stretch nonlinearity which occurs when a ligament/tendon is axially stretched. This study shows that the interaction between the fibers and the matrix contributes to the mechanical tissue response. Therefore, the model may lead to a better understanding of the physiological mechanisms of ligaments and tendons under axial loading.Keywords: Hyperelasticity, constitutive model, fiber-matrix interaction, ligament, tendon.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8817379 Adaptive Digital Watermarking Integrating Fuzzy Inference HVS Perceptual Model
Authors: Sherin M. Youssef, Ahmed Abouelfarag, Noha M. Ghatwary
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An adaptive Fuzzy Inference Perceptual model has been proposed for watermarking of digital images. The model depends on the human visual characteristics of image sub-regions in the frequency multi-resolution wavelet domain. In the proposed model, a multi-variable fuzzy based architecture has been designed to produce a perceptual membership degree for both candidate embedding sub-regions and strength watermark embedding factor. Different sizes of benchmark images with different sizes of watermarks have been applied on the model. Several experimental attacks have been applied such as JPEG compression, noises and rotation, to ensure the robustness of the scheme. In addition, the model has been compared with different watermarking schemes. The proposed model showed its robustness to attacks and at the same time achieved a high level of imperceptibility.Keywords: Watermarking, The human visual system (HVS), Fuzzy Inference System (FIS), Local Binary Pattern (LBP), Discrete Wavelet Transform (DWT).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18187378 Application of Generalized Autoregressive Score Model to Stock Returns
Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke
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The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.
Keywords: Generalized autoregressive score model, stock returns, time-varying.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10347377 Reduction of Linear Time-Invariant Systems Using Routh-Approximation and PSO
Authors: S. Panda, S. K. Tomar, R. Prasad, C. Ardil
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Order reduction of linear-time invariant systems employing two methods; one using the advantages of Routh approximation and other by an evolutionary technique is presented in this paper. In Routh approximation method the denominator of the reduced order model is obtained using Routh approximation while the numerator of the reduced order model is determined using the indirect approach of retaining the time moments and/or Markov parameters of original system. By this method the reduced order model guarantees stability if the original high order model is stable. In the second method Particle Swarm Optimization (PSO) is employed to reduce the higher order model. PSO method is based on the minimization of the Integral Squared Error (ISE) between the transient responses of original higher order model and the reduced order model pertaining to a unit step input. Both the methods are illustrated through numerical examples.
Keywords: Model Order Reduction, Markov Parameters, Routh Approximation, Particle Swarm Optimization, Integral Squared Error, Steady State Stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32887376 Fast Factored DCT-LMS Speech Enhancement for Performance Enhancement of Digital Hearing Aid
Authors: Sunitha. S.L., V. Udayashankara
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Background noise is particularly damaging to speech intelligibility for people with hearing loss especially for sensorineural loss patients. Several investigations on speech intelligibility have demonstrated sensorineural loss patients need 5-15 dB higher SNR than the normal hearing subjects. This paper describes Discrete Cosine Transform Power Normalized Least Mean Square algorithm to improve the SNR and to reduce the convergence rate of the LMS for Sensory neural loss patients. Since it requires only real arithmetic, it establishes the faster convergence rate as compare to time domain LMS and also this transformation improves the eigenvalue distribution of the input autocorrelation matrix of the LMS filter. The DCT has good ortho-normal, separable, and energy compaction property. Although the DCT does not separate frequencies, it is a powerful signal decorrelator. It is a real valued function and thus can be effectively used in real-time operation. The advantages of DCT-LMS as compared to standard LMS algorithm are shown via SNR and eigenvalue ratio computations. . Exploiting the symmetry of the basis functions, the DCT transform matrix [AN] can be factored into a series of ±1 butterflies and rotation angles. This factorization results in one of the fastest DCT implementation. There are different ways to obtain factorizations. This work uses the fast factored DCT algorithm developed by Chen and company. The computer simulations results show superior convergence characteristics of the proposed algorithm by improving the SNR at least 10 dB for input SNR less than and equal to 0 dB, faster convergence speed and better time and frequency characteristics.Keywords: Hearing Impairment, DCT Adaptive filter, Sensorineural loss patients, Convergence rate.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21717375 Specialized Reduced Models of Dynamic Flows in 2-Stroke Engines
Authors: S. Cagin, X. Fischer, E. Delacourt, N. Bourabaa, C. Morin, D. Coutellier, B. Carré, S. Loumé
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The complexity of scavenging by ports and its impact on engine efficiency create the need to understand and to model it as realistically as possible. However, there are few empirical scavenging models and these are highly specialized. In a design optimization process, they appear very restricted and their field of use is limited. This paper presents a comparison of two methods to establish and reduce a model of the scavenging process in 2-stroke diesel engines. To solve the lack of scavenging models, a CFD model has been developed and is used as the referent case. However, its large size requires a reduction. Two techniques have been tested depending on their fields of application: The NTF method and neural networks. They both appear highly appropriate drastically reducing the model’s size (over 90% reduction) with a low relative error rate (under 10%). Furthermore, each method produces a reduced model which can be used in distinct specialized fields of application: the distribution of a quantity (mass fraction for example) in the cylinder at each time step (pseudo-dynamic model) or the qualification of scavenging at the end of the process (pseudo-static model).
Keywords: Diesel engine, Design optimization, Model reduction, Neural network, NTF algorithm, Scavenging.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13307374 A New Shock Model for Systems Subject to Random Threshold Failure
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This paper generalizes Yeh Lam-s shock model for renewal shock arrivals and random threshold. Several interesting statistical measures are explicitly obtained. A few special cases and an optimal replacement problem are also discussed.Keywords: shock model, optimal replacement, random threshold, shocks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15847373 Analysis of Model in Pregnant and Non-Pregnant Dengue Patients
Authors: R. Kongnuy, P. Pongsumpun
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We used mathematical model to study the transmission of dengue disease. The model is developed in which the human population is separated into two populations, pregnant and non-pregnant humans. The dynamical analysis method is used for analyzing this modified model. Two equilibrium states are found and the conditions for stability of theses two equilibrium states are established. Numerical results are shown for each equilibrium state. The basic reproduction numbers are found and they are compared by using numerical simulations.Keywords: Basic reproductive number, dengue disease, equilibrium states, pregnancy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15937372 Multi-Disciplinary Optimisation Methodology for Aircraft Load Prediction
Authors: Sudhir Kumar Tiwari
Abstract:
The paper demonstrates a methodology that can be used at an early design stage of any conventional aircraft. This research activity assesses the feasibility derivation of methodology for aircraft loads estimation during the various phases of design for a transport category aircraft by utilizing potential of using commercial finite element analysis software, which may drive significant time saving. Early Design phase have limited data and quick changing configuration results in handling of large number of load cases. It is useful to idealize the aircraft as a connection of beams, which can be very accurately modelled using finite element analysis (beam elements). This research explores the correct approach towards idealizing an aircraft using beam elements. FEM Techniques like inertia relief were studied for implementation during course of work. The correct boundary condition technique envisaged for generation of shear force, bending moment and torque diagrams for the aircraft. The possible applications of this approach are the aircraft design process, which have been investigated.
Keywords: Multi-disciplinary optimization, aircraft load, finite element analysis, Stick Model.
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