Search results for: usability test.

Authors: Gheorghe Galben, Daniel N. Aloi

Abstract:

Recently, the Spherical Motion Models (SMM-s) have been introduced [1]. These new models have been developed for 3D local landmark-base Autonomous Navigation (AN). This paper is revealing new arguments and experimental results to support the SMM-s characteristics. The accuracy and the robustness in performing a specific task are the main concerns of the new investigations. To analyze their performances of the SMM-s, the most powerful tools of estimation theory, the extended Kalman filter (EKF) and unscented Kalman filter (UKF), which give the best estimations in noisy environments, have been employed. The Monte Carlo validation implementations used to test the stability and robustness of the models have been employed as well.

Keywords: Autonomous navigation, extended kalman filter, unscented kalman filter, localization algorithms.

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Authors: Reinhold Decker, Christian Holsing, Sascha Lerke

Abstract:

This paper presents a new growing neural network for cluster analysis and market segmentation, which optimizes the size and structure of clusters by iteratively checking them for multivariate normality. We combine the recently published SGNN approach [8] with the basic principle underlying the Gaussian-means algorithm [13] and the Mardia test for multivariate normality [18, 19]. The new approach distinguishes from existing ones by its holistic design and its great autonomy regarding the clustering process as a whole. Its performance is demonstrated by means of synthetic 2D data and by real lifestyle survey data usable for market segmentation.

Keywords: Artificial neural network, clustering, multivariatenormality, market segmentation, self-organization

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Authors: Hyunsang Kim, Younghun Kim, Younghee Kim, Sangku Lee

Abstract:

We investigated ecotoxicity and performed experiment for removing ZnO nanoparticles in water. Short term exposure of hatching test using fertilized eggs (O. latipes) showed deformity in 5ppm of ZnO nanoparticles solution. And in 10ppm ZnO nanoparticles solution delayed hatching was observed. Hereine, chemical precipitation method was suggested for removing ZnO nanoparticles in water. The precipitated ZnO nanoparticles showed the form of ZnS after addition of Na2S, and the form of Zn3(PO4)2 for Na2HPO4. The removal efficiency of ZnO nanoparticles in water was closed to 100% for two cases. In ecotoxicity evaluation of as-precipitated ZnS and Zn3(PO4)2, they did not cause any acute toxicity for D. magna. It is noted that this precipitation treatment of ZnO is effective to reduce the potential cytotoxicity.

Keywords: ZnO nanoparticles, ZnS, Zn3(PO4)2, ecotoxicity evaluation, chemical precipitation.

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Authors: Joon-Young Park, Beom-Joo Kim, Jae-Kyung Lee

Abstract:

As an effort to promote wind power industry in Korea, Korea South-East Power Corporation has been developing 22MW YeungHeung wind farm consisting of nine 2 to 3MW wind turbines supplied by three manufacturers. To maximize its availability and reliability and to solve the difficulty of operating three kinds of SCADA systems, Korea Electric Power Corporation has been developing a condition monitoring system integrated with control functions. This paper presents the developed condition monitoring system and its application to YeungHeung wind test bed, and the design of its control functions.

Keywords: condition monitoring, control function, reliability, wind turbine

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Authors: F. Kalantari, M. Barzegar, Z. Hamidi-Esfahani

Abstract:

This study was conducted to evaluate the antifungal activities of Cinnamomum zeylanicum and Origanum vulgare L. essential oil against Aspergillus flavus in culture media and tomato paste. 200 ppm of cinnamon and 500 ppm of oregano completely inhibited A. flavus growth in culture media, while in tomato paste 300 ppm of cinnamon and 200 ppm of oregano had the same effect. Test panel evaluations revealed that samples with 100 and 200 ppm cinnamon were acceptable. The results may suggest the potential use of Cinnamomum zeylanicum essential oil as natural preservative in tomato paste.

Keywords: Antimicrobial, Food safety, GC/MS, Natural preservative

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Authors: Zhengyi Kong, Seung-Eock Kim

Abstract:

Single angle connections, which are bolted to the beam web and the column flange, are studied to investigate their moment-rotation behavior. Elastic–perfectly plastic material behavior is assumed. ABAQUS software is used to analyze the nonlinear behavior of a single angle connection. The identical geometric and material conditions with Lipson’s test are used for verifying finite element models. Since Kishi and Chen’s Power model and Lee and Moon’s Log model are accurate only for a limited range of mechanism, simpler and more accurate hyperbolic function models are proposed.

Keywords: Single-web angle connections, finite element method, moment and rotation, hyperbolic function models.

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Authors: Setareh Gorji Ghalamestani, Lieven Vandevelde, Jan Melkebeek

Abstract:

In this work, an experimental technique is applied for the measurements of the vibrations and deformation of a test transformer core. Since the grid voltage contains some higher harmonics, in addition to a purely sinusoidal magnetisation of the core the presence of third harmonic is also studied. The vibrations of the transformer core for points as well as the surface scan of the leg show more deformation in the corners of the leg than the middle of the leg. The influence of the higher harmonic of the magnetisation on the core deformation is also more significant in the corners of the leg. The core deformation shape under a sinusoidal magnetisation with a higher harmonic is more wavy and fluctuating than that under a purely sinusoidal magnetisation.

Keywords: Vibrations and noise, transformer, vibration measurements, laser vibrometer, higher harmonic.

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Authors: Chia-Hung Chen, Shangyao Yan

Abstract:

The solution algorithm, based on Lagrangian relaxation, a sub-gradient method and a heuristic to find the upper bound of the solution, is proposed to solve the coordinated fleet routing and flight scheduling problems. Numerical tests are performed to evaluate the proposed algorithm using real operating data from two Taiwan airlines. The test results indicate that the solution algorithm is a significant improvement over those obtained with CPLEX, consequently they could be useful for allied airlines to solve coordinated fleet routing and flight scheduling problems.

Keywords: Coordinated flight scheduling, multiple commodity network flow problem, Lagrangian relaxation.

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Authors: Rachelle Bosua, Nina Evans

Abstract:

The resource-based view of the firm regards knowledge as one of the most important organizational assets and a key strategic resource that contributes unique value to organizations. The acquisition, absorption and internalization of external knowledge are central to an organization-s innovative capabilities. This ability to evaluate, acquire and integrate new knowledge from its environment is referred to as a firm-s absorptive capacity (AC). This research in progress paper explores the link between interorganizational Social Networks (SNs) and a firm-s Absorptive Capacity (AC). Based on an in-depth literature survey of both concepts, four propositions are proposed that explain the link between AC and SNs. These propositions suggest that SNs are key to a firm-s AC. A qualitative research method is proposed to test the set of propositions in the next stage of this research.

Keywords: Knowledge, Innovation, Absorptive Capacity, Social Networks

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Authors: Sam-Ang Keo, Franck Brachelet, Florin Breaban, Didier Defer

Abstract:

This paper presents a NDT by infrared thermography with excitation CO2 Laser, wavelength of 10.6 μm. This excitation is the controllable heating beam, confirmed by a preliminary test on a wooden plate 1.2 m x 0.9 m x 1 cm. As the first practice, this method is applied to detecting the defect in CFRP heated by the Laser 300 W during 40 s. Two samples 40 cm x 40 cm x 4.5 cm are prepared, one with defect, another one without defect. The laser beam passes through the lens of a deviation device, and heats the samples placed at a determinate position and area. As a result, the absence of adhesive can be detected. This method displays prominently its application as NDT with the composite materials. This work gives a good perspective to characterize the laser beam, which is very useful for the next detection campaigns.

Keywords: CO2 LASER, Infrared Thermography, NDT, CFRP, Defect Detection.

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Authors: O. Siriporn, S. Benjawan

Abstract:

This paper represents four unsupervised clustering algorithms namely sIB, RandomFlatClustering, FarthestFirst, and FilteredClusterer that previously works have not been used for network traffic classification. The methodology, the result, the products of the cluster and evaluation of these algorithms with efficiency of each algorithm from accuracy are shown. Otherwise, the efficiency of these algorithms considering form the time that it use to generate the cluster quickly and correctly. Our work study and test the best algorithm by using classify traffic anomaly in network traffic with different attribute that have not been used before. We analyses the algorithm that have the best efficiency or the best learning and compare it to the previously used (K-Means). Our research will be use to develop anomaly detection system to more efficiency and more require in the future.

Keywords: Unsupervised, clustering, anomaly, machine learning.

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Authors: M. K. M. Safee, W. A. B. Wan Abas, N. A. Abu Osman, F. Ibrahim

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This paper investigates the activity of the gastrocnemius (Gas) muscle in healthy subjects during salat (ruku- position) and specific exercise [Unilateral Plantar Flexion Exercise (UPFE)] using electromyography (EMG). Both lateral and medial Gas muscles were assessed. A group of undergraduates aged between 19 to 25 years voluntarily participated in this study. The myoelectric activity of the muscles were recorded and analyzed. The finding indicated that there were contractions of the muscles during the salat and exercise with almost same EMG-s level. From the result, Wilcoxon-s Rank Sum test showed no significant difference between ruku- and UPFE for both medial (p=0.082) and lateral (p=0.226) of GAS muscles. Therefore, salat may be useful in strengthening exercise and also in rehabilitation programs for lower limb activities.

Keywords: Electromyography, salat, exercise, muscle.

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Authors: Yu Bin, Zhang Yan

Abstract:

The prediction of transmembrane helical segments (TMHs) in membrane proteins is an important field in the bioinformatics research. In this paper, a method based on discrete wavelet transform (DWT) has been developed to predict the number and location of TMHs in membrane proteins. PDB coded as 1F88 was chosen as an example to describe the prediction of the number and location of TMHs in membrane proteins by using this method. One group of test data sets that contain total 19 protein sequences was utilized to access the effect of this method. Compared with the prediction results of DAS, PRED-TMR2, SOSUI, HMMTOP2.0 and TMHMM2.0, the obtained results indicate that the presented method has higher prediction accuracy.

Keywords: hydrophobicity, membrane protein, transmembranehelical segments, wavelet transform

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Authors: Hiraku Nunomiya, Takuo Ichiju, Yoshiyuki Higuchi

Abstract:

In the management of industrial waste, conversion from the use of paper invoices to electronic forms is currently under way in developed countries. Difficulties in such computerization include the lack of synchronization between the actual goods and the corresponding data managed by the server. Consequently, a system which utilizes the incorporation of a QR code in connection with the waste material has been developed. The code is read at each stage, from discharge until disposal, and progress at each stage can be easily reported. This system can be linked with Japanese public digital authentication service of waste, taking advantage of its good points, and can be used to submit reports to the regulatory authorities. Its usefulness was confirmed by a verification test, and put into actual practice.

Keywords: Infectious Waste, Electronic Manifest, Real Time Management, QR code.

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Authors: Hasan.O. Farahneh, Ayman A. Issa

Abstract:

Software development is moving towards agility with use cases and scenarios being used for requirements stories. Estimates of software costs are becoming even more important than before as effects of delays is much larger in successive short releases context of agile development. Thus, this paper reports on the development of new linear use case based software cost estimation model applicable in the very early stages of software development being based on simple metric. Evaluation showed that accuracy of estimates varies between 43% and 55% of actual effort of historical test projects. These results outperformed those of wellknown models when applied in the same context. Further work is being carried out to improve the performance of the proposed model when considering the effect of non-functional requirements.

Keywords: Metrics, Software Cost Estimation, Use Cases

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Authors: Gürol Önal, Ahmet Avcı

Abstract:

This paper presented the results of an experimental investigation into the axial fatigue behavior of a 5086 aluminum alloy which have several notch-aspect ratios a0/c0 and notch thickness ratio a/t with semi-elliptical surface cracks. Tests were conducted in la b air for stress levels of 50 % of their yield strength. Experiments were carried out for various notch to thickness ratios. Crack growth rates of test specimens both in surface and depth directions were determined by using die penetration method. Fuzzy Logic method was used to predict the deep direction crack growth because the dept of the crack is considerably difficult to measure.

Keywords: Axial fatigue, Crack growth rate, surface crack, Al-Mg alloy.

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Authors: Sandeep Chandana, Rene V. Mayorga, Christine W. Chan

Abstract:

This article outlines conceptualization and implementation of an intelligent system capable of extracting knowledge from databases. Use of hybridized features of both the Rough and Fuzzy Set theory render the developed system flexibility in dealing with discreet as well as continuous datasets. A raw data set provided to the system, is initially transformed in a computer legible format followed by pruning of the data set. The refined data set is then processed through various Rough Set operators which enable discovery of parameter relationships and interdependencies. The discovered knowledge is automatically transformed into a rule base expressed in Fuzzy terms. Two exemplary cancer repository datasets (for Breast and Lung Cancer) have been used to test and implement the proposed framework.

Keywords: Knowledge Extraction, Fuzzy Sets, Rough Sets, Neuro–Fuzzy Systems, Databases

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Authors: Márcia Afonso, Marisa Dinis-Almeida, Cristina Fael

Abstract:

Climate change, namely precipitation patterns alteration, has led to extreme conditions such as floods and droughts. In turn, excessive construction has led to the waterproofing of the soil, increasing the surface runoff and decreasing the groundwater recharge capacity. The permeable pavements used in areas with low traffic lead to a decrease in the probability of floods peaks occurrence and the sediments reduction and pollutants transport, ensuring rainwater quality improvement. This study aims to evaluate the porous asphalt performance, developed in the laboratory, with addition of cellulosic fibres. One of the main objectives of cellulosic fibres use is to stop binder drainage, preventing its loss during storage and transport. Comparing to the conventional porous asphalt the cellulosic fibres addition improved the porous asphalt performance. The cellulosic fibres allowed the bitumen content increase, enabling retention and better aggregates coating and, consequently, a greater mixture durability. With this solution, it is intended to develop better practices of resilience and adaptation to the extreme climate changes and respond to the sustainability current demands, through the eco-friendly materials use. The mix design was performed for different size aggregates (with fine aggregates – PA1 and with coarse aggregates – PA2). The percentage influence of the fibres to be used was studied. It was observed that overall, the binder drainage decreases as the cellulose fibres percentage increases. It was found that the PA2 mixture obtained most binder drainage relative to PA1 mixture, irrespective of the fibres percentage used. Subsequently, the performance was evaluated through laboratory tests of indirect tensile stiffness modulus, water sensitivity, permeability and permanent deformation. The stiffness modulus for the two mixtures groups (with and without cellulosic fibres) presented very similar values between them. For the water sensitivity test it was observed that porous asphalt containing more fine aggregates are more susceptible to the water presence than mixtures with coarse aggregates. The porous asphalt with coarse aggregates have more air voids which allow water to pass easily leading to ITSR higher values. In the permeability test was observed that asphalt porous without cellulosic fibres presented had lower permeability than asphalt porous with cellulosic fibres. The resistance to permanent deformation results indicates better behaviour of porous asphalt with cellulosic fibres, verifying a bigger rut depth in porous asphalt without cellulosic fibres. In this study, it was observed that porous asphalt with bitumen higher percentages improve the performance to permanent deformation. This fact was only possible due to the bitumen retention by the cellulosic fibres.

Keywords: Binder drainage, cellulosic fibres, permanent deformation, porous asphalt.

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Authors: Aqeel S. Jaber, Abu Zaharin Ahmad, Ahmed N. Abdalla

Abstract:

The artificial intelligent controller in power system plays as most important rule for many applications such as system operation and its control specially Load Frequency Controller (LFC). The main objective of LFC is to keep the frequency and tie-line power close to their decidable bounds in case of disturbance. In this paper, parallel fuzzy PI adaptive with conventional PD technique for Load Frequency Control system was proposed. PSO optimization method used to optimize both of scale fuzzy PI and tuning of PD. Two equal interconnected power system areas were used as a test system. Simulation results show the effectiveness of the proposed controller compared with different PID and classical fuzzy PI controllers in terms of speed response and damping frequency.

Keywords: Load frequency control, PSO, fuzzy control.

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Authors: A.Roshandel, N.Hedayat, H.kiamanesh

Abstract:

Today, numerical simulation is a powerful tool to solve various hydraulic engineering problems. The aim of this research is numerical solutions of shallow water equations using finite volume method for Simulations of dam break over wet and dry bed. In order to solve Riemann problem, Roe-s approximate solver is used. To evaluate numerical model, simulation was done in 1D and 2D states. In 1D state, two dam break test over dry bed (with and without friction) were studied. The results showed that Structural failure around the dam and damage to the downstream constructions in bed without friction is more than friction bed. In 2D state, two tests for wet and dry beds were done. Generally in wet bed case, waves are propagated to canal sides but in dry bed it is not significant. Therefore, damage to the storage facilities and agricultural lands in wet bed case is more than in dry bed.

Keywords: dam break, dry bed, finite volume method, shallow water equations.

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Authors: M. Y. Lee, D. H. Shin, S. H. Park, W.C. Ham, S.K. Ko, C. G. Song

Abstract:

Photoacoustic Tomography (PAT) is a promising medical imaging modality that combines optical imaging contrast with the spatial resolution of ultrasound imaging. It can also distinguish the changes in biological features. But, real-time PAT system should be confirmed due to photoacoustic effect for tissue. Thus, we have developed a real-time PAT system using a custom-developed data acquisition board and ultrasound linear probe. To evaluate performance of our system, phantom test was performed. As a result of those experiments, the system showed satisfactory performance and its usefulness has been confirmed. We monitored the degradation of inflammation which induced on the rat’s kidney using real-time PAT.

Keywords: Photoacoustic tomography, inflammation detection, rat, kidney, contrast agent, ultrasound.

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Authors: M. Mydlárová Blaščáková, J. Poráčová, Z. Tomková, Ľ. Blaščáková, M. Nagy, M. Konečná, E. Petrejčíková, Z. Gogaľová, V. Sedlák, J. Mydlár, M. Zahatňanská, K. Hricová

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Osteoporosis is a multifactorial disease that results in reduced quality of life, causes decreased bone strength, and changes in their microarchitecture. Mostly postmenopausal women are at risk. In our study, we measured anthropometric parameters of postmenopausal women (104 women of control group – CG and 105 women of osteoporotic group - OG) and determined TSH hormone levels and PTH as well as mineral elements - Ca, P, Mg and enzyme alkaline phosphatase. Through the correlation analysis in CG, we have found association based on age and BMI, P and Ca, as well as Mg and Ca; in OG we determined interdependence based on an association of age and BMI, age and Ca. Using the Student's t test, we found significantly important differences in biochemical parameters of Mg (p ˂ 0,001) and TSH (p ˂ 0,05) between CG and OG.

Keywords: Factors, bone mass density, Central Europe, biomarkers.

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Authors: Michael Russelle S. Alvarez, Noel S. Quiming, Francisco M. Heralde

Abstract:

This study aims to: a) obtain ethanolic (95% EtOH) and aqueous extracts of Selaginella elmeri, Christella dentata, Elatostema sinnatum, Curculigo capitulata, Euphorbia hirta, Murraya koenigii, Alpinia speciosa, Cymbopogon citratus, Eucalyptus globulus, Jatropha curcas, Psidium guajava, Gliricidia sepium, Ixora coccinea and Capsicum frutescens and screen them for larvicidal activities against Aedes aegypti (Linn.) and Aedes albopictus (Skuse) larvae; b) to fractionate the most active extract and determine the most active fraction; c) to determine the larvicidal properties of the most active extract and fraction against by computing their percentage mortality, LC50, and LC90 after 24 and 48 hours of exposure; and d) to determine the nature of the components of the active extracts and fractions using phytochemical screening. Ethanolic (95% EtOH) and aqueous extracts of the selected plants will be screened for potential larvicidal activity against Ae. aegypti and Ae. albopictus using standard procedures and 1% malathion and a Piper nigrum based ovicide-larvicide by the Department of Science and Technology as positive controls. The results were analyzed using One-Way ANOVA with Tukey’s and Dunnett’s test. The most active extract will be subjected to partial fractionation using normal-phase column chromatography, and the fractions subsequently screened to determine the most active fraction. The most active extract and fraction were subjected to dose-response assay and probit analysis to determine the LC50 and LC90 after 24 and 48 hours of exposure. The active extracts and fractions will be screened for phytochemical content. The ethanolic extracts of C. citratus, E. hirta, I. coccinea, G. sepium, M. koenigii, E globulus, J. curcas and C. frutescens exhibited significant larvicidal activity, with C. frutescens being the most active. After fractionation, the ethyl acetate fraction was found to be the most active. Phytochemical screening of the extracts revealed the presence of alkaloids, tannins, indoles and steroids. A formulation using talcum powder–300 mg fraction per 1 g talcum powder–was made and again tested for larvicidal activity. At 2 g/L, the formulation proved effective in killing all of the test larvae after 24 hours.

Keywords: Larvicidal activity screening, partial purification, dose-response assay, Capsicum frutescens.

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Authors: Viola Hubačová Pirová

Abstract:

The assessment of psychomotor development allows us to identify children with motor delays, helps us to monitor progress in time and prepare suitable intervention programs. The foundation of psychomotor development lies in pre-school age and is crucial for child´s further cognitive and social development. Many assessment tools of psychomotor development have been developed over the years. Some of them are easy screening tools; others are more complex and sophisticated. The purpose of this review is to describe the history of psychomotor assessment, specify preschool children´s psychomotor evaluation and review eight psychomotor development assessment tools for preschool children (Denver II., DEMOST-PRE, TGMD -2/3, BOT-2, MABC-2, PDMS-2, KTK, MOT 4-6). The selection of test depends on purpose and context in which is the assessment planned.

Keywords: Assessment of psychomotor development, preschool children, psychomotor development, review of assessment tools.

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Authors: Takumi Ito, Kurumi Kurokawa, Dong Hang Wu, Takashi Nagumo, Haruhiko Hirata

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The structural system of wooden house by two-by-four method is widely adopted in any countries, and a various type of vibration control system for building structures has been developed on country with frequent earthquake. In this study, a vibration control device called “Scaling Frame” (SF) is suggested, and which is applied to wooden two-by-four method structures. This paper performs the experimental study to investigate the restoring force characteristics of two-by-four with SF device installed. The seismic resistant performance is estimated experimentally, and also the applicability and effectiveness are discussing.

Keywords: Two-by-four method, seismic vibration control, horizontally loading test, restoring force characteristics.

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Authors: Sunil Tumkur Dakshinamurthy, Mamootil Zachariah Kurian

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Change requirement traceability in object oriented software systems is one of the challenging areas in research. We know that the traces between links of different artifacts are to be automated or semi-automated in the software development life cycle (SDLC). The aim of this paper is discussing and implementing aspects of dynamically linking the artifacts such as requirements, high level design, code and test cases through the Extensible Markup Language (XML) or by dynamically generating Object Oriented (OO) metrics. Also, non-functional requirements (NFR) aspects such as stability, completeness, clarity, validity, feasibility and precision are discussed. We discuss this as a Fifth Taxonomy, which is a system vulnerability concern.

Keywords: Artifacts, NFRs, OO metrics, SDLC, XML.

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Authors: Youguo Wang, Lenan Wu

Abstract:

Stochastic resonance (SR) is a phenomenon whereby the signal transmission or signal processing through certain nonlinear systems can be improved by adding noise. This paper discusses SR in nonlinear signal detection by a simple test statistic, which can be computed from multiple noisy data in a binary decision problem based on a maximum a posteriori probability criterion. The performance of detection is assessed by the probability of detection error Per . When the input signal is subthreshold signal, we establish that benefit from noise can be gained for different noises and confirm further that the subthreshold SR exists in nonlinear signal detection. The efficacy of SR is significantly improved and the minimum of Per can dramatically approach to zero as the sample number increases. These results show the robustness of SR in signal detection and extend the applicability of SR in signal processing.

Keywords: Probability of detection error, signal detection, stochastic resonance.

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Authors: O. Pop, C. Barbulescu, M. Nemes, St. Kilyeni

Abstract:

The tracing methods determine the contribution the power system sources have in their supplying. These methods can be used to assess the transmission prices, but also to recover the transmission fixed cost. In this paper is presented the influence of the modification of commons structure has on the specific price of transfer and on active power losses. The authors propose a power losses allocation method, based on Kirschen-s method. The system operator must make use of a few basic principles about allocation. The only necessary information is the power flows on system branches and the modifications applied to power system buses. In order to illustrate this method, the 25-bus test system is used, elaborated within the Electrical Power Engineering Department, from Timisoara, Romania.

Keywords: Power systems, P-U bus, P-Q bus, loss allocation, traceability methods.

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Authors: T. Alghamdi, G. Alaghband

Abstract:

In this paper we develop a model that couples Two Concurrent Convolution Neural Network with different filters (TC*CNN) for face recognition and compare its performance to an existing sequential CNN (base model). We also test and compare the quality and performance of the models on three datasets with various levels of complexity (easy, moderate, and difficult) and show that for the most complex datasets, edges will produce the most accurate and efficient results. We further show that in such cases while Support Vector Machine (SVM) models are fast, they do not produce accurate results.

Keywords: Convolution neural network, edges, face recognition, support vector machine.

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Authors: Maria C. Mariani, Md Al Masum Bhuiyan, Osei K. Tweneboah, Hector G. Huizar

Abstract:

This work is devoted to the study of modeling geophysical time series. A stochastic technique with time-varying parameters is used to forecast the volatility of data arising in geophysics. In this study, the volatility is defined as a logarithmic first-order autoregressive process. We observe that the inclusion of log-volatility into the time-varying parameter estimation significantly improves forecasting which is facilitated via maximum likelihood estimation. This allows us to conclude that the estimation algorithm for the corresponding one-step-ahead suggested volatility (with ±2 standard prediction errors) is very feasible since it possesses good convergence properties.

Keywords: Augmented Dickey Fuller Test, geophysical time series, maximum likelihood estimation, stochastic volatility model.

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