Search results for: Generalized Linear Model (GLM)

Authors: Jouhra Dad, Mohammed Ouali, Yahia Lebbah

Abstract:

Urban road network traffic has become one of the most studied research topics in the last decades. This is mainly due to the enlargement of the cities and the growing number of motor vehicles traveling in this road network. One of the most sensitive problems is to verify if the network is congestion-free. Another related problem is the automatic reconfiguration of the network without building new roads to alleviate congestions. These problems require an accurate model of the traffic to determine the steady state of the system. An alternative is to simulate the traffic to see if there are congestions and when and where they occur. One key issue is to find an adequate model for road intersections. Once the model established, either a large scale model is built or the intersection is represented by its performance measures and simulation for analysis. In both cases, it is important to seek the queueing model to represent the road intersection. In this paper, we propose to model the road intersection as a BCMP queueing network and we compare this analytical model against a simulation model for validation.

Keywords: Queueing theory, transportation systems, BCMPqueueing network, performance measures, modeling, simulation

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Authors: Tiexin Wang, Sebastien Truptil, Frederick Benaben

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Model transformation, as a pivotal aspect of Modeldriven engineering, attracts more and more attentions both from researchers and practitioners. Many domains (enterprise engineering, software engineering, knowledge engineering, etc.) use model transformation principles and practices to serve to their domain specific problems; furthermore, model transformation could also be used to fulfill the gap between different domains: by sharing and exchanging knowledge. Since model transformation has been widely used, there comes new requirement on it: effectively and efficiently define the transformation process and reduce manual effort that involved in. This paper presents an automatic model transformation methodology based on semantic and syntactic comparisons, and focuses particularly on granularity issue that existed in transformation process. Comparing to the traditional model transformation methodologies, this methodology serves to a general purpose: crossdomain methodology. Semantic and syntactic checking measurements are combined into a refined transformation process, which solves the granularity issue. Moreover, semantic and syntactic comparisons are supported by software tool; manual effort is replaced in this way.

Keywords: Automatic model transformation, granularity issue, model-driven engineering, semantic and syntactic comparisons.

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Authors: Gang Liu, Can Wang, Runnan Zhang, Quan Wang, Huimin Song, Shaomin Ji

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Biba model can protect information integrity but might deny various non-malicious access requests of the subjects, thereby decreasing the availability in the system. Therefore, a mechanism that allows exceptional access control is needed. Break the Glass (BTG) strategies refer an efficient means for extending the access rights of users in exceptional cases. These strategies help to prevent a system from stagnation. An approach is presented in this work for integrating Break the Glass strategies into the Biba model. This research proposes a model, BTG-Biba, which provides both an original Biba model used in normal situations and a mechanism used in emergency situations. The proposed model is context aware, can implement a fine-grained type of access control and primarily solves cross-domain access problems. Finally, the flexibility and availability improvement with the use of the proposed model is illustrated.

Keywords: Biba model, break the glass, context, cross-domain, fine-grained.

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Authors: Karima Siham Aoubid, Mohamed Boulemden

Abstract:

The development of the signal compression algorithms is having compressive progress. These algorithms are continuously improved by new tools and aim to reduce, an average, the number of bits necessary to the signal representation by means of minimizing the reconstruction error. The following article proposes the compression of Arabic speech signal by a hybrid method combining the wavelet transform and the linear prediction. The adopted approach rests, on one hand, on the original signal decomposition by ways of analysis filters, which is followed by the compression stage, and on the other hand, on the application of the order 5, as well as, the compression signal coefficients. The aim of this approach is the estimation of the predicted error, which will be coded and transmitted. The decoding operation is then used to reconstitute the original signal. Thus, the adequate choice of the bench of filters is useful to the transform in necessary to increase the compression rate and induce an impercevable distortion from an auditive point of view.

Keywords: Compression, linear prediction analysis, multiresolution analysis, speech signal.

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Authors: Khalid A. Kaabneh

Abstract:

This paper introduces and studies new indexing techniques for content-based queries in images databases. Indexing is the key to providing sophisticated, accurate and fast searches for queries in image data. This research describes a new indexing approach, which depends on linear modeling of signals, using bases for modeling. A basis is a set of chosen images, and modeling an image is a least-squares approximation of the image as a linear combination of the basis images. The coefficients of the basis images are taken together to serve as index for that image. The paper describes the implementation of the indexing scheme, and presents the findings of our extensive evaluation that was conducted to optimize (1) the choice of the basis matrix (B), and (2) the size of the index A (N). Furthermore, we compare the performance of our indexing scheme with other schemes. Our results show that our scheme has significantly higher performance.

Keywords: Axial Projection, images, indexing, multimedia database, searching.

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Authors: M. S. Osman, A. A. Tharwat, I. A. El-Khodary, A. G. Chalabi

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In this paper, we propose a multiple objective optimization model with respect to portfolio selection problem for investors looking forward to diversify their equity investments in a number of equity markets. Based on Markowitz-s M-V model we developed a Fuzzy Mixed Integer Multi-Objective Nonlinear Programming Problem (FMIMONLP) to maximize the investors- future gains on equity markets, reach the optimal proportion of the budget to be invested in different equities. A numerical example with a comprehensive analysis on artificial data from several equity markets is presented in order to illustrate the proposed model and its solution method. The model performed well compared with the deterministic version of the model.

Keywords: Equity Markets, Future Scenarios, PortfolioSelection, Multiple Criteria Fuzzy Optimization

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Authors: E. Farshidi

Abstract:

This paper presents a new general technique for analysis of noise in static log-domain translinear circuits. It is demonstrated that employing this technique, leads to a general, simple and routine method of the noise analysis. The circuit has been simulated by HSPICE. The simulation results are seen to conform to the theoretical analysis and shows benefits of the proposed circuit.

Keywords: Noise analysis, log-domain, static, dynamic, translinear loop, companding.

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Authors: Pham Thanh Trung, Huynh Quyet Thang

Abstract:

Reliability is one of the most important quality attributes of software. Based on the approach of Reussner and the approach of Cheung, we proposed the reliability prediction model of component-based software architectures. Also, the value of the model is shown through the experimental evaluation on a web server system.

Keywords: component-based architecture, reliability prediction model, software reliability engineering.

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Authors: M. Moeinaddini, Z. Asadi-Shekari, M. Zaly Shah, A. Hamzah

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Currently, planners try to have more green travel options to decrease economic, social and environmental problems. Therefore, this study tries to find significant urban travel factors to be used to increase the usage of alternative urban travel modes. This paper attempts to identify the relationship between prominent urban mobility indicators and daily trips by public transport in 30 cities from various parts of the world. Different travel modes, infrastructures and cost indicators were evaluated in this research as mobility indicators. The results of multi-linear regression analysis indicate that there is a significant relationship between mobility indicators and the daily usage of public transport.

Keywords: Green travel modes, urban travel indicators, daily trips by public transport, multi-linear regression analysis.

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Authors: Wei Yang, Xiaohui Cui, Weiping Zhu, Liqun Liu

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The rapid development of the Confucius Institute is attracting more and more attention from mainstream media around the world. Mainstream media plays a large role in public information dissemination and public opinion. This study presents efforts to analyze the correlation and functional relationship between domestic and foreign mainstream media by analyzing the amount of reports on the Confucius Institute. Three kinds of correlation calculation methods, the Pearson correlation coefficient (PCC), the Spearman correlation coefficient (SCC), and the Kendall rank correlation coefficient (KCC), were applied to analyze the correlations among mainstream media from three regions: mainland of China; Hong Kong and Macao (the two special administration regions of China denoted as SARs); and overseas countries excluding China, such as the United States, England, and Canada. Further, the paper measures the functional relationships among the regions using a regression model. The experimental analyses found high correlations among mainstream media from the different regions. Additionally, we found that there is a linear relationship between the mainstream media of overseas countries and those of the SARs by analyzing the amount of reports on the Confucius Institute based on a data set obtained by crawling the websites of 106 mainstream media during the years 2004 to 2014.

Keywords: Confucius Institute, correlation analysis, mainstream media, regression model.

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Authors: Azizan Bin Saaban, Adyda Binti Ibrahim, Mohammad Shehzad, Israr Ahmad

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In chaos synchronization, the main goal is to design such controller(s) that synchronizes the states of master and slave system asymptotically globally. This paper studied and investigated the synchronization problem of two identical Chen, and identical Tigan chaotic systems and two non-identical Chen and Tigan chaotic systems using Non-linear active control algorithm. In this study, based on Lyapunov stability theory and using non-linear active control algorithm, it has been shown that the proposed schemes have excellent transient performance using only two nonlinear controllers and have shown analytically as well as graphically that synchronization is asymptotically globally stable.

Keywords: Nonlinear Active Control, Chen and Tigan Chaotic systems, Lyapunov Stability theory, Synchronization.

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Authors: M. Bruzza, M. Tupia, F. Rodríguez

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As part of the regulatory compliance process and the streamlining of public administration, the Peruvian government has implemented the National E-Government Plan in all state institutions with the aim of providing citizens with solid services based on the use of Information and Communications Technologies (ICT). As part of the regulations, the requisites to be met by public institutions have been submitted. However, the lack of an implementation model was detected, one that can serve as a guide to such institutions in order to materialize the organizational and technological structures needed, which allow them to provide the required digital services. This paper develops an implementation model of electronic government (e-government) for Peru’s state institutions, in compliance with current regulations based on a COBIT 5.0 framework. Furthermore, the paper introduces phase 1 of this model: business and IT goals, the goals cascade and the future model of processes.

Keywords: E-government, implementation, model, COBIT 5.0, digital services, u-government, m-government.

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Authors: Rusliza Ahmad, Harun Budin

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This paper studies the effect of time delay on stability of mutualism population model with limited resources for both species. First, the stability of the model without time delay is analyzed. The model is then improved by considering a time delay in the mechanism of the growth rate of the population. We analyze the effect of time delay on the stability of the stable equilibrium point. Result showed that the time delay can induce instability of the stable equilibrium point, bifurcation and stability switches.

Keywords: Bifurcation, Delay margin, Mutualism population model, Time delay

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Authors: Şaban Çetin, Özgür Demir

Abstract:

In this study, Fuzzy PID Control scheme is designed for an active suspension system. The main goal of an active suspension system for using in a vehicle model is reducing body deflections and handling high comfort for a passenger car. The present system was modelled as a two-degree-of-freedom (2-DOF) nonlinear vehicle model.

Keywords: Active suspension system, Fuzzy PID controller, a nonlinear quarter car model.

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Authors: Mahmood M. Al-Imam, M. Mustafa

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In this paper, we present an experimental testing for a new algorithm that determines an optimal controller-s coefficients for output variance reduction related to Linear Time Invariant (LTI) Systems. The algorithm features simplicity in calculation, generalization to minimal and non-minimal phase systems, and could be configured to achieve reference tracking as well as variance reduction after compromising with the output variance. An experiment of DCmotor velocity control demonstrates the application of this new algorithm in designing the controller. The results show that the controller achieves minimum variance and reference tracking for a preset velocity reference relying on an identified model of the motor.

Keywords: Output variance, minimum variance, overparameterization, DC-Motor.

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Authors: M. Kumpugdee-Vollrath, T. G. D. Phu, M. Helmis

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A suitable model membrane to study the pharmacological effect of pharmaceutical products is human stratum corneum because this layer of human skin is the outermost layer and it is an important barrier to be passed through. Other model membranes which were also used are for example skins from pig, mouse, reptile or fish. We are interested in fish skins in this project. The advantages of the fish skins are, that they can be obtained from the supermarket or fish shop. However, the fish skins should be freshly prepared and used directly without storage. In order to understand the effect of different model drugs e.g. lidocaine HCl, resveratrol, paracetamol, ibuprofen, acetyl salicylic acid on the properties of the model membrane from various types of fishes e.g. trout, salmon, cod, plaice permeation tests were performed and differential scanning calorimetry was applied.

Keywords: Fish skin, model membrane, permeation, DSC, lidocaine HCl, resveratrol, paracetamol, ibuprofen, acetyl salicylic acid.

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Authors: Wudhichai Assawinchaichote, Sing Kiong Nguang

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This paper examines the problem of designing a robust H8 state-feedback controller for a class of nonlinear two-time scale systems with Markovian Jumps described by a Takagi-Sugeno (TS) fuzzy model. Based on a linear matrix inequality (LMI) approach, LMI-based sufficient conditions for the uncertain Markovian jump nonlinear two-time scale systems to have an H8 performance are derived. The proposed approach does not involve the separation of states into slow and fast ones and it can be applied not only to standard, but also to nonstandard nonlinear two-time scale systems. A numerical example is provided to illustrate the design developed in this paper.

Keywords: TS fuzzy, Markovian jumps, LMI, two-time scale systems.

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Authors: Rajoo Pandey

Abstract:

Most of the commonly used blind equalization algorithms are based on the minimization of a nonconvex and nonlinear cost function and a neural network gives smaller residual error as compared to a linear structure. The efficacy of complex valued feedforward neural networks for blind equalization of linear and nonlinear communication channels has been confirmed by many studies. In this paper we present two neural network models for blind equalization of time-varying channels, for M-ary QAM and PSK signals. The complex valued activation functions, suitable for these signal constellations in time-varying environment, are introduced and the learning algorithms based on the CMA cost function are derived. The improved performance of the proposed models is confirmed through computer simulations.

Keywords: Blind Equalization, Neural Networks, Constant Modulus Algorithm, Time-varying channels.

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Authors: Angela Unna Chukwu, Samuel Oluwafemi Oyamakin

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We proposed a Hyperbolic Gompertz Growth Model (HGGM), which was developed by introducing a shape parameter (allometric). This was achieved by convoluting hyperbolic sine function on the intrinsic rate of growth in the classical gompertz growth equation. The resulting integral solution obtained deterministically was reprogrammed into a statistical model and used in modeling the height and diameter of Pines (Pinus caribaea). Its ability in model prediction was compared with the classical gompertz growth model, an approach which mimicked the natural variability of height/diameter increment with respect to age and therefore provides a more realistic height/diameter predictions using goodness of fit tests and model selection criteria. The Kolmogorov Smirnov test and Shapiro-Wilk test was also used to test the compliance of the error term to normality assumptions while the independence of the error term was confirmed using the runs test. The mean function of top height/Dbh over age using the two models under study predicted closely the observed values of top height/Dbh in the hyperbolic gompertz growth models better than the source model (classical gompertz growth model) while the results of R2, Adj. R2, MSE and AIC confirmed the predictive power of the Hyperbolic Gompertz growth models over its source model.

Keywords: Height, Dbh, forest, Pinus caribaea, hyperbolic, gompertz.

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Authors: Dimitrios N. Gkritzapis, Elias E. Panagiotopoulos, Dionissios P. Margaris, Dimitrios G. Papanikas

Abstract:

A full six degrees of freedom (6-DOF) flight dynamics model is proposed for the accurate prediction of short and long-range trajectories of high spin and fin-stabilized projectiles via atmospheric flight to final impact point. The projectiles is assumed to be both rigid (non-flexible), and rotationally symmetric about its spin axis launched at low and high pitch angles. The mathematical model is based on the full equations of motion set up in the no-roll body reference frame and is integrated numerically from given initial conditions at the firing site. The projectiles maneuvering motion depends on the most significant force and moment variations, in addition to wind and gravity. The computational flight analysis takes into consideration the Mach number and total angle of attack effects by means of the variable aerodynamic coefficients. For the purposes of the present work, linear interpolation has been applied from the tabulated database of McCoy-s book. The developed computational method gives satisfactory agreement with published data of verified experiments and computational codes on atmospheric projectile trajectory analysis for various initial firing flight conditions.

Keywords: Constant-Variable aerodynamic coefficients, low and high pitch angles, wind.

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Authors: Ehsan Ghanaei, Feridun Esmaeilzadeh, Jamshid Fathi Kaljahi

Abstract:

In the previous multi-solid models,¤ò approach is used for the calculation of fugacity in the liquid phase. For the first time, in the proposed multi-solid thermodynamic model,γ approach has been used for calculation of fugacity in the liquid mixture. Therefore, some activity coefficient models have been studied that the results show that the predictive Wilson model is more appropriate than others. The results demonstrate γ approach using the predictive Wilson model is in more agreement with experimental data than the previous multi-solid models. Also, by this method, generates a new approach for presenting stability analysis in phase equilibrium calculations. Meanwhile, the run time in γ approach is less than the previous methods used ¤ò approach. The results of the new model present 0.75 AAD % (Average Absolute Deviation) from the experimental data which is less than the results error of the previous multi-solid models obviously.

Keywords: Multi-solid thermodynamic model, PredictiveWilson model, Wax formation.

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Authors: Chinnaiah Madduri, Raghu V. Prakash

Abstract:

This paper presents the results of corrosion fatigue crack growth behaviour of a Ni-Cr-Mn steel commonly used in marine applications. The effect of mechanical variables such as frequency and load ratio on fatigue crack growth rate at various stages has been studied using compact tension (C(T)) specimens along the rolling direction of steel plate under 3.5% saturated NaCl aqueous environment. The significance of crack closure on corrosion fatigue, and the validity of Elber-s empirical linear crack closure model with the ASTM compliance offset method have been examined. Fatigue crack growth rate is higher and threshold stress intensities are lower in aqueous environment compared to the lab air conditions. It is also observed that the crack growth rate increases at lower frequencies. The higher stress ratio promotes the crack growth. The effect of oxidization and corrosion pit formation is very less as the stress ratio is increased. It is observed that as stress ratios are increased, the Elber-s crack closure model agrees well with the crack closure estimated by the ASTM compliance offset method for tests conducted at 5Hz frequency compared to tests conducted at 1Hz in corrosive environment.

Keywords: Corrosion fatigue, oxide induced crack closure, Elber's crack closure, ASTM compliance offset method.

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Authors: Erika Yamaguchi, Sirawadee Arunyanrt, Shunichi Ohmori, Kazuho Yoshimoto

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In this paper, we suggest a simulation tool to make a decision of monthly production planning for maximizing a profit of Specialty store retailer of Private label Apparel (SPA) firms. Most of SPA firms are fabless and make outsourcing deals for productions with factories of their subcontractors. Every month, SPA firms make a booking for production lines and manpower in the factories. The booking is conducted a few months in advance based on a demand prediction and a monthly production planning at that time. However, the demand prediction is updated month by month, and the monthly production planning would change to meet the latest demand prediction. Then, SPA firms have to change the capacities initially booked within a certain range to suit to the monthly production planning. The booking system is called “capacity-booking”. These days, though it is an issue for SPA firms to make precise monthly production planning, many firms are still conducting the production planning by empirical rules. In addition, it is also a challenge for SPA firms to match their products and factories with considering their demand predictabilities and regulation abilities. In this paper, we suggest a model for considering these two issues. An objective is to maximize a total profit of certain periods, which is sales minus costs of production, inventory, and capacity-booking penalty. To make a better monthly production planning at SPA firms, these points should be considered: demand predictabilities by random trends, previous and next month’s production planning of the target month, and regulation abilities of the capacity-booking. To decide matching products and factories for outsourcing, it is important to consider seasonality, volume, and predictability of each product, production possibility, size, and regulation ability of each factory. SPA firms have to consider these constructions and decide orders with several factories per one product. We modeled these issues as a linear programming. To validate the model, an example of several computational experiments with a SPA firm is presented. We suppose four typical product groups: basic, seasonal (Spring / Summer), seasonal (Fall / Winter), and spot product. As a result of the experiments, a monthly production planning was provided. In the planning, demand predictabilities from random trend are reduced by producing products which are different product types. Moreover, priorities to produce are given to high-margin products. In conclusion, we developed a simulation tool to make a decision of monthly production planning which is useful when the production planning is set every month. We considered the features of capacity-booking, and matching of products and factories which have different features and conditions.

Keywords: Capacity-booking, SPA, monthly production planning, linear programming.

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Authors: Miloš Šeda

Abstract:

In this paper, mathematical models for permutation flow shop scheduling and job shop scheduling problems are proposed. The first problem is based on a mixed integer programming model. As the problem is NP-complete, this model can only be used for smaller instances where an optimal solution can be computed. For large instances, another model is proposed which is suitable for solving the problem by stochastic heuristic methods. For the job shop scheduling problem, a mathematical model and its main representation schemes are presented.

Keywords: Flow shop, job shop, mixed integer model, representation scheme.

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Authors: Bainian Li, Kongsheng Zhang

Abstract:

Strong law of large numbers and complete convergence for sequences of *-mixing random variables are investigated. In particular, Teicher-s strong law of large numbers for independent random variables are generalized to the case of *-mixing random sequences and extended to independent and identically distributed Marcinkiewicz Law of large numbers for *-mixing.

Keywords: mixing squences, strong law of large numbers, martingale differences, Lacunary System

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Authors: N. Fuad, M. N. Taib, R. Jailani, M. E. Marwan

Abstract:

In this paper, the comparison between k-Nearest Neighbor (kNN) algorithms for classifying the 3D EEG model in brain balancing is presented. The EEG signal recording was conducted on 51 healthy subjects. Development of 3D EEG models involves pre-processing of raw EEG signals and construction of spectrogram images. Then, maximum PSD values were extracted as features from the model. There are three indexes for balanced brain; index 3, index 4 and index 5. There are significant different of the EEG signals due to the brain balancing index (BBI). Alpha-α (8–13 Hz) and beta-β (13–30 Hz) were used as input signals for the classification model. The k-NN classification result is 88.46% accuracy. These results proved that k-NN can be used in order to predict the brain balancing application.

Keywords: Brain balancing, kNN, power spectral density, 3D EEG model.

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Authors: Andrés Gomez-Casseres, Rubén Contreras

Abstract:

In this paper, a bidirectional boost converter operated in Discontinuous Conduction Mode (DCM) is presented as a suitable power conditioning circuit for tuning of kinetic energy harvesters without the need of a battery. A nonlinear control scheme, composed by two linear controllers, is used to control the average value of the input current, enabling the synthesization of complex loads. The converter, along with the control system, is validated through SPICE simulations using the LTspice tool. The converter model and the controller transfer functions are derived. From the simulation results, it was found that the input current distortion increases with the introduced phase shift and that, such distortion, is almost entirely present at the zero-crossing point of the input voltage.

Keywords: Average current control, boost converter, electrical tuning, energy harvesting.

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Authors: Sri Raman A., A.K.Ghosh

Abstract:

At very high speeds, bubbles form in the underwater vehicles because of sharp trailing edges or of places where the local pressure is lower than the vapor pressure. These bubbles are called cavities and the size of the cavities grows as the velocity increases. A properly designed cavitator can induce the formation of a single big cavity all over the vehicle. Such a vehicle travelling in the vaporous cavity is called a supercavitating vehicle and the present research work mainly focuses on the dynamic modeling of such vehicles. Cavitation of the fins is also accounted and the effect of the same on trajectory is well explained. The entire dynamics has been developed using the state space approach and emphasis is given on the effect of size and angle of attack of the cavitator. Control law has been established for the motion of the vehicle using Non-linear Dynamic Inverse (NDI) with cavitator as the control surface.

Keywords: High speed underwater vehicle, Non-Linear Dynamic Inverse (NDI), six-dof modeling, Supercavitation, Torpedo.

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Authors: H. Nikzad, S. Yoshitomi

Abstract:

In this paper, an optimization procedure is applied for 3D Reinforced concrete building structure with shear wall.  In the optimization problem, cross sections of beams, columns and shear wall dimensions are considered as design variables and the optimal cross sections can be derived to minimize the total cost of the structure. As for final design application, the most suitable sections are selected to satisfy ACI 318-14 code provision based on static linear analysis. The validity of the method is examined through numerical example of 15 storied 3D RC building with shear wall.  This optimization method is expected to assist in providing a useful reference in design early stage, and to be an effective and powerful tool for structural design of RC shear wall structures.

Keywords: Structural optimization, linear static analysis, ETABS, MATLAB, RC moment frame, RC shear wall structures.

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Authors: M. T. Sichani, B. J. Pedersen, S. R. K. Nielsen

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Turbulence of the incoming wind field is of paramount importance to the dynamic response of civil engineering structures. Hence reliable stochastic models of the turbulence should be available from which time series can be generated for dynamic response and structural safety analysis. In the paper an empirical cross spectral density function for the along-wind turbulence component over the wind field area is taken as the starting point. The spectrum is spatially discretized in terms of a Hermitian cross-spectral density matrix for the turbulence state vector which turns out not to be positive definite. Since the succeeding state space and ARMA modelling of the turbulence rely on the positive definiteness of the cross-spectral density matrix, the problem with the non-positive definiteness of such matrices is at first addressed and suitable treatments regarding it are proposed. From the adjusted positive definite cross-spectral density matrix a frequency response matrix is constructed which determines the turbulence vector as a linear filtration of Gaussian white noise. Finally, an accurate state space modelling method is proposed which allows selection of an appropriate model order, and estimation of a state space model for the vector turbulence process incorporating its phase spectrum in one stage, and its results are compared with a conventional ARMA modelling method.

Keywords: Turbulence, wind turbine, complex coherence, state space modelling, ARMA modelling.

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