Search results for: Moving Particle Semi-implicit (MPS) method
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8841

Search results for: Moving Particle Semi-implicit (MPS) method

7581 Novel Approach to Design of a Class-EJ Power Amplifier Using High Power Technology

Authors: F. Rahmani, F. Razaghian, A. R. Kashaninia

Abstract:

This article proposes a new method for application in communication circuit systems that increase efficiency, PAE, output power and gain in the circuit. The proposed method is based on a combination of switching class-E and class-J and has been termed class-EJ. This method was investigated using both theory and simulation to confirm ∼72% PAE and output power of >39dBm. The combination and design of the proposed power amplifier accrues gain of over 15dB in the 2.9 to 3.5GHz frequency bandwidth. This circuit was designed using MOSFET and high power transistors. The loadand source-pull method achieved the best input and output networks using lumped elements. The proposed technique was investigated for fundamental and second harmonics having desirable amplitudes for the output signal.

Keywords: Power Amplifier (PA), GaN HEMT, Class-J and Class-E, High Efficiency.

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7580 Solution of Fuzzy Maximal Flow Problems Using Fuzzy Linear Programming

Authors: Amit Kumar, Manjot Kaur

Abstract:

In this paper, the fuzzy linear programming formulation of fuzzy maximal flow problems are proposed and on the basis of the proposed formulation a method is proposed to find the fuzzy optimal solution of fuzzy maximal flow problems. In the proposed method all the parameters are represented by triangular fuzzy numbers. By using the proposed method the fuzzy optimal solution of fuzzy maximal flow problems can be easily obtained. To illustrate the proposed method a numerical example is solved and the obtained results are discussed.

Keywords: Fuzzy linear programming, Fuzzy maximal flow problem, Ranking function, Triangular fuzzy number

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7579 Monthly River Flow Prediction Using a Nonlinear Prediction Method

Authors: N. H. Adenan, M. S. M. Noorani

Abstract:

River flow prediction is an essential tool to ensure proper management of water resources and the optimal distribution of water to consumers. This study presents an analysis and prediction by using nonlinear prediction method with monthly river flow data for Tanjung Tualang from 1976 to 2006. Nonlinear prediction method involves the reconstruction of phase space and local linear approximation approach. The reconstruction of phase space involves the reconstruction of one-dimension (the observed 287 months of data) in a multidimensional phase space to reveal the dynamics of the system. The revenue of phase space reconstruction is used to predict the next 72 months. A comparison of prediction performance based on correlation coefficient (CC) and root mean square error (RMSE) was employed to compare prediction performance for the nonlinear prediction method, ARIMA and SVM. Prediction performance comparisons show that the prediction results using the nonlinear prediction method are better than ARIMA and SVM. Therefore, the results of this study could be used to develop an efficient water management system to optimize the allocation of water resources.

Keywords: River flow, nonlinear prediction method, phase space, local linear approximation.

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7578 Attitude Stabilization of Satellites Using Random Dither Quantization

Authors: Attitude Stabilization of Satellites Using Random Dither Quantization

Abstract:

Recently, the effectiveness of random dither quantization method for linear feedback control systems has been shown in several papers. However, the random dither quantization method has not yet been applied to nonlinear feedback control systems. The objective of this paper is to verify the effectiveness of random dither quantization method for nonlinear feedback control systems. For this purpose, we consider the attitude stabilization problem of satellites using discrete-level actuators. Namely, this paper provides a control method based on the random dither quantization method for stabilizing the attitude of satellites using discrete-level actuators.

Keywords: Quantized control, nonlinear systems, random dither quantization.

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7577 Source Direction Detection based on Stationary Electronic Nose System

Authors: Jie Cai, David C. Levy

Abstract:

Electronic nose (array of chemical sensors) are widely used in food industry and pollution control. Also it could be used to locate or detect the direction of the source of emission odors. Usually this task is performed by electronic nose (ENose) cooperated with mobile vehicles, but when a source is instantaneous or surrounding is hard for vehicles to reach, problem occurs. Thus a method for stationary ENose to detect the direction of the source and locate the source will be required. A novel method which uses the ratio between the responses of different sensors as a discriminant to determine the direction of source in natural wind surroundings is presented in this paper. The result shows that the method is accurate and easily to be implemented. This method could be also used in movably, as an optimized algorithm for robot tracking source location.

Keywords: Electronic nose, Nature wind situation, Source direction detection.

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7576 Networked Radar System to Increase Safety of Urban Railroad Crossing

Authors: S. Saponara, L. Fanucci, R. Cassettari, P. Ruggiero, M. Righetto

Abstract:

The paper presents an innovative networked radar system for detection of obstacles in a railway level crossing scenario. This Monitoring System (MS) is able to detect moving or still obstacles within the railway level crossing area automatically, avoiding the need of human presence for surveillance. The MS is also connected to the National Railway Information and Signaling System to communicate in real-time the level crossing status. The architecture is compliant with the highest Safety Integrity Level (SIL4) of the CENELEC standard. The number of radar sensors used is configurable at set-up time and depends on how large the level crossing area can be. At least two sensors are expected and up four can be used for larger areas. The whole processing chain that elaborates the output sensor signals, as well as the communication interface, is fully-digital, was designed in VHDL code and implemented onto a Xilinx Virtex 6.

Keywords: Radar for safe mobility, railroad crossing, railway, transport safety.

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7575 Application of Smooth Ergodic Hidden Markov Model in Text to Speech Systems

Authors: Armin Ghayoori, Faramarz Hendessi, Asrar Sheikh

Abstract:

In developing a text-to-speech system, it is well known that the accuracy of information extracted from a text is crucial to produce high quality synthesized speech. In this paper, a new scheme for converting text into its equivalent phonetic spelling is introduced and developed. This method is applicable to many applications in text to speech converting systems and has many advantages over other methods. The proposed method can also complement the other methods with a purpose of improving their performance. The proposed method is a probabilistic model and is based on Smooth Ergodic Hidden Markov Model. This model can be considered as an extension to HMM. The proposed method is applied to Persian language and its accuracy in converting text to speech phonetics is evaluated using simulations.

Keywords: Hidden Markov Models, text, synthesis.

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7574 Day/Night Detector for Vehicle Tracking in Traffic Monitoring Systems

Authors: M. Taha, Hala H. Zayed, T. Nazmy, M. Khalifa

Abstract:

Recently, traffic monitoring has attracted the attention of computer vision researchers. Many algorithms have been developed to detect and track moving vehicles. In fact, vehicle tracking in daytime and in nighttime cannot be approached with the same techniques, due to the extreme different illumination conditions. Consequently, traffic-monitoring systems are in need of having a component to differentiate between daytime and nighttime scenes. In this paper, a HSV-based day/night detector is proposed for traffic monitoring scenes. The detector employs the hue-histogram and the value-histogram on the top half of the image frame. Experimental results show that the extraction of the brightness features along with the color features within the top region of the image is effective for classifying traffic scenes. In addition, the detector achieves high precision and recall rates along with it is feasible for real time applications.

Keywords: Day/night detector, daytime/nighttime classification, image classification, vehicle tracking, traffic monitoring.

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7573 A Hybrid Neural Network and Gravitational Search Algorithm (HNNGSA) Method to Solve well known Wessinger's Equation

Authors: M. Ghalambaz, A.R. Noghrehabadi, M.A. Behrang, E. Assareh, A. Ghanbarzadeh, N.Hedayat

Abstract:

This study presents a hybrid neural network and Gravitational Search Algorithm (HNGSA) method to solve well known Wessinger's equation. To aim this purpose, gravitational search algorithm (GSA) technique is applied to train a multi-layer perceptron neural network, which is used as approximation solution of the Wessinger's equation. A trial solution of the differential equation is written as sum of two parts. The first part satisfies the initial/ boundary conditions and does not contain any adjustable parameters and the second part which is constructed so as not to affect the initial/boundary conditions. The second part involves adjustable parameters (the weights and biases) for a multi-layer perceptron neural network. In order to demonstrate the presented method, the obtained results of the proposed method are compared with some known numerical methods. The given results show that presented method can introduce a closer form to the analytic solution than other numerical methods. Present method can be easily extended to solve a wide range of problems.

Keywords: Neural Networks, Gravitational Search Algorithm (GSR), Wessinger's Equation.

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7572 Beneficiation of Pyrolitic Carbon Black

Authors: Jefrey Pilusa, Edison Muzenda

Abstract:

This research investigated treatment of crude carbon black produced from pyrolysis of waste tyres in order to evaluate its quality and possible industrial applications. A representative sample of crude carbon black was dry screened to determine the initial particle size distribution. This was followed by pulverizing the crude carbon black and leaching in hot concentrated sulphuric acid for the removal of heavy metals and other contaminants. Analysis of the refined carbon black showed a significant improvement of the product quality compared to crude carbon black. It was discovered that refined carbon black can be further classified into multiple high value products for various industrial applications such as filler, paint pigment, activated carbon and fuel briquettes.

Keywords: Activated Carbon, Briquettes, Fuel, Filler, Pyrolysis.

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7571 Approximated Solutions of Two-Point Nonlinear Boundary Problem by a Combination of Taylor Series Expansion and Newton Raphson Method

Authors: Chinwendu. B. Eleje, Udechukwu P. Egbuhuzor

Abstract:

One of the difficulties encountered in solving nonlinear Boundary Value Problems (BVP) by many researchers is finding approximated solutions with minimum deviations from the exact solutions without so much rigor and complications. In this paper, we propose an approach to solve a two point BVP which involves a combination of Taylor series expansion method and Newton Raphson method. Furthermore, the fourth and sixth order approximated solutions are obtained and we compare their relative error and rate of convergence to the exact solution. Finally, some numerical simulations are presented to show the behavior of the solution and its derivatives.

Keywords: Newton Raphson method, non-linear boundary value problem, Taylor series approximation, Michaelis-Menten equation.

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7570 Losses Analysis in TEP Considering Uncertainity in Demand by DPSO

Authors: S. Jalilzadeh, A. Kimiyaghalam, A. Ashouri

Abstract:

This paper presents a mathematical model and a methodology to analyze the losses in transmission expansion planning (TEP) under uncertainty in demand. The methodology is based on discrete particle swarm optimization (DPSO). DPSO is a useful and powerful stochastic evolutionary algorithm to solve the large-scale, discrete and nonlinear optimization problems like TEP. The effectiveness of the proposed idea is tested on an actual transmission network of the Azerbaijan regional electric company, Iran. The simulation results show that considering the losses even for transmission expansion planning of a network with low load growth is caused that operational costs decreases considerably and the network satisfies the requirement of delivering electric power more reliable to load centers.

Keywords: DPSO, TEP, Uncertainty

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7569 Compensation Method Eliminating Voltage Distortions in PWM Inverter

Authors: H. Sediki, S. Djennoune

Abstract:

The switching lag-time and the voltage drop across the power devices cause serious waveform distortions and fundamental voltage drop in pulse width-modulated inverter output. These phenomenons are conspicuous when both the output frequency and voltage are low. To estimate the output voltage from the PWM reference signal it is essential to take account of these imperfections and to correct them. In this paper, on-line compensation method is presented. It needs three simple blocs to add at the ideal reference voltages. This method does not require any additional hardware circuit and off- line experimental measurement. The paper includes experimental results to demonstrate the validity of the proposed method. It is applied, finally, in case of indirect vector controlled induction machine and implemented using dSpace card.

Keywords: Dead time, field-oriented control, Induction motor, PWM inverter, voltage drop.

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7568 Using the Transient Plane Source Method for Measuring Thermal Parameters of Electroceramics

Authors: Peter Krupa, Svetozár Malinarič

Abstract:

Transient plane source method has been used to measure the thermal diffusivity and thermal conductivity of a compact isostatic electroceramics at room temperature. The samples were fired at temperatures from 100 up to 1320 degrees Celsius in steps of 50. Bulk density and specific heat capacity were also measured with their corresponding standard uncertainties. The results were compared with further thermal analysis (dilatometry and thermogravimetry). Structural processes during firing were discussed.

Keywords: TPS method, thermal conductivity, thermal diffusivity, thermal analysis, electroceramics, firing.

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7567 A Fuzzy Time Series Forecasting Model for Multi-Variate Forecasting Analysis with Fuzzy C-Means Clustering

Authors: Emrah Bulut, Okan Duru, Shigeru Yoshida

Abstract:

In this study, a fuzzy integrated logical forecasting method (FILF) is extended for multi-variate systems by using a vector autoregressive model. Fuzzy time series forecasting (FTSF) method was recently introduced by Song and Chissom [1]-[2] after that Chen improved the FTSF method. Rather than the existing literature, the proposed model is not only compared with the previous FTS models, but also with the conventional time series methods such as the classical vector autoregressive model. The cluster optimization is based on the C-means clustering method. An empirical study is performed for the prediction of the chartering rates of a group of dry bulk cargo ships. The root mean squared error (RMSE) metric is used for the comparing of results of methods and the proposed method has superiority than both traditional FTS methods and also the classical time series methods.

Keywords: C-means clustering, Fuzzy time series, Multi-variate design

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7566 Evaluation of Hydrogen Particle Volume on Surfaces of Selected Nanocarbons

Authors: M. Ziółkowska, J. T. Duda, J. Milewska-Duda

Abstract:

This paper describes an approach to the adsorption phenomena modeling aimed at specifying the adsorption mechanisms on localized or nonlocalized adsorbent sites, when applied to the nanocarbons. The concept comes from the fundamental thermodynamic description of adsorption equilibrium and is based on numerical calculations of the hydrogen adsorbed particles volume on the surface of selected nanocarbons: single-walled nanotube and nanocone. This approach enables to obtain information on adsorption mechanism and then as a consequence to take appropriate mathematical adsorption model, thus allowing for a more reliable identification of the material porous structure. Theoretical basis of the approach is discussed and newly derived results of the numerical calculations are presented for the selected nanocarbons.

Keywords: Adsorption, mathematical modeling, nanocarbons, numerical analysis.

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7565 Border Limited Adaptive Subdivision Based On Triangle Meshes

Authors: Pichayut Peerasathien, Hiroshi Nagahashi

Abstract:

Subdivision is a method to create a smooth surface from a coarse mesh by subdividing the entire mesh. The conventional ways to compute and render surfaces are inconvenient both in terms of memory and computational time as the number of meshes will increase exponentially. An adaptive subdivision is the way to reduce the computational time and memory by subdividing only certain selected areas. In this paper, a new adaptive subdivision method for triangle meshes is introduced. This method defines a new adaptive subdivision rules by considering the properties of each triangle's neighbors and is embedded in a traditional Loop's subdivision. It prevents some undesirable side effects that appear in the conventional adaptive ways. Models that were subdivided by our method are compared with other adaptive subdivision methods

Keywords: Subdivision, loop subdivision, handle cracks, smooth surface.

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7564 A 3D Virtual Navigation System Integrating User Positioning and Pre-Download Mechanism

Authors: Ching-Sheng Wang, Yu-Hung Su, Ching-Yang Hong

Abstract:

This paper takes the actual scene of Aletheia University campus – the Class 2 national monument, the first educational institute in northern Taiwan as an example, to present a 3D virtual navigation system which supports user positioning and pre-download mechanism. The proposed system was designed based on the principle of Voronoi Diagra) to divide the virtual scenes and its multimedia information, which combining outdoor GPS positioning and the indoor RFID location detecting function. When users carry mobile equipments such as notebook computer, UMPC, EeePC...etc., walking around the actual scenes of indoor and outdoor areas of campus, this system can automatically detect the moving path of users and pre-download the needed data so that users will have a smooth and seamless navigation without waiting.

Keywords: GPS, Positioning, RFID, Virtual Navigation, Voronoi Diagram.

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7563 Analysis of Plates with Varying Rigidities Using Finite Element Method

Authors: Karan Modi, Rajesh Kumar, Jyoti Katiyar, Shreya Thusoo

Abstract:

This paper presents Finite Element Method (FEM) for analyzing the internal responses generated in thin rectangular plates with various edge conditions and rigidity conditions. Comparison has been made between the FEM (ANSYS software) results for displacement, stresses and moments generated with and without the consideration of hole in plate and different aspect ratios. In the end comparison for responses in plain and composite square plates has been studied.

Keywords: ANSYS, Finite Element Method, Plates, Static Analysis.

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7562 Application of the Improved QFD Method Case Study: Kitchen Utensils Rack Design

Authors: Dini Endah Setyo Rahaju, Dian Retno Sari Dewi

Abstract:

This paper presents an application of the improved QFD method for determining the specifications of kitchen utensils rack. By using the improved method, the subjective nature in original QFD was reduced; particularly in defining the relationship between customer requirement and engineering characteristics. The regression analysis that was used for obtaining the relationship functions between customer requirement and engineering characteristics also accommodated the inaccurateness of the competitive assessment results. The improved method which is represented in the form of a mathematical model had become a formal guidance to allocate the resource for improving the specifications of kitchen utensils rack. The specifications obtained had led to the achievement of the highest feasible customer satisfaction.

Keywords: Customer satisfaction, kitchen utensils rack design, QFD, specifications.

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7561 Genetic Algorithm Based Deep Learning Parameters Tuning for Robot Object Recognition and Grasping

Authors: Delowar Hossain, Genci Capi

Abstract:

This paper concerns with the problem of deep learning parameters tuning using a genetic algorithm (GA) in order to improve the performance of deep learning (DL) method. We present a GA based DL method for robot object recognition and grasping. GA is used to optimize the DL parameters in learning procedure in term of the fitness function that is good enough. After finishing the evolution process, we receive the optimal number of DL parameters. To evaluate the performance of our method, we consider the object recognition and robot grasping tasks. Experimental results show that our method is efficient for robot object recognition and grasping.

Keywords: Deep learning, genetic algorithm, object recognition, robot grasping.

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7560 A Comparative Study of High Order Rotated Group Iterative Schemes on Helmholtz Equation

Authors: Norhashidah Hj. Mohd Ali, Teng Wai Ping

Abstract:

In this paper, we present a high order group explicit method in solving the two dimensional Helmholtz equation. The presented method is derived from a nine-point fourth order finite difference approximation formula obtained from a 45-degree rotation of the standard grid which makes it possible for the construction of iterative procedure with reduced complexity. The developed method will be compared with the existing group iterative schemes available in literature in terms of computational time, iteration counts, and computational complexity. The comparative performances of the methods will be discussed and reported.

Keywords: Explicit group method, finite difference, Helmholtz equation, rotated grid, standard grid.

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7559 Analysis of Capillary Coating Die Flow in an Optical Fiber Coating Applicator

Authors: Kyoungjin Kim

Abstract:

Viscous heating becomes significant in the high speed resin coating process of glass fibers for optical fiber manufacturing. This study focuses on the coating resin flows inside the capillary coating die of optical fiber coating applicator and they are numerically simulated to examine the effects of viscous heating and subsequent temperature increase in coating resin. Resin flows are driven by fast moving glass fiber and the pressurization at the coating die inlet, while the temperature dependent viscosity of liquid coating resin plays an important role in the resin flow. It is found that the severe viscous heating near the coating die wall profoundly alters the radial velocity profiles and that the increase of final coating thickness by die pressurization is amplified if viscous heating is present.

Keywords: Optical fiber manufacturing, Optical fiber coating, Capillary flow, Viscous heating, Flow simulation

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7558 Combining an Optimized Closed Principal Curve-Based Method and Evolutionary Neural Network for Ultrasound Prostate Segmentation

Authors: Tao Peng, Jing Zhao, Yanqing Xu, Jing Cai

Abstract:

Due to missing/ambiguous boundaries between the prostate and neighboring structures, the presence of shadow artifacts, as well as the large variability in prostate shapes, ultrasound prostate segmentation is challenging. To handle these issues, this paper develops a hybrid method for ultrasound prostate segmentation by combining an optimized closed principal curve-based method and the evolutionary neural network; the former can fit curves with great curvature and generate a contour composed of line segments connected by sorted vertices, and the latter is used to express an appropriate map function (represented by parameters of evolutionary neural network) for generating the smooth prostate contour to match the ground truth contour. Both qualitative and quantitative experimental results showed that our proposed method obtains accurate and robust performances.

Keywords: Ultrasound prostate segmentation, optimized closed polygonal segment method, evolutionary neural network, smooth mathematical model.

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7557 The New Semi-Experimental Method for Simulation of Turbine Flow Meters Rotation in the Transitional Flow

Authors: J. Tonkonogij, A. Pedišius, A. Stankevičius

Abstract:

The new semi-experimental method for simulation of the turbine flow meters rotation in the transitional flow has been developed. The method is based on the experimentally established exponential low of changing of dimensionless relative turbine gas meter rotation frequency and meter inertia time constant. For experimental evaluation of the meter time constant special facility has been developed. The facility ensures instant switching of turbine meter under test from one channel to the other channel with different flow rate and measuring the meter response. The developed method can be used for evaluation and predication of the turbine meters response and dynamic error in the transitional flow with any arbitrary law of flow rate changing. The examples of the method application are presented.

Keywords: Dynamic error, pulsing flow, numerical simulation, response, turbine gas meters.

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7556 On Method of Fundamental Solution for Nondestructive Testing

Authors: Jieer Wu, Zheshu Ma

Abstract:

Nondestructive testing in engineering is an inverse Cauchy problem for Laplace equation. In this paper the problem of nondestructive testing is expressed by a Laplace-s equation with third-kind boundary conditions. In order to find unknown values on the boundary, the method of fundamental solution is introduced and realized. Because of the ill-posedness of studied problems, the TSVD regularization technique in combination with L-curve criteria and Generalized Cross Validation criteria is employed. Numerical results are shown that the TSVD method combined with L-curve criteria is more efficient than the TSVD method combined with GCV criteria. The abstract goes here.

Keywords: ill-posed, TSVD, Laplace's equation, inverse problem, L-curve, Generalized Cross Validation.

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7555 Transformation Method CIM to PIM: From Business Processes Models Defined in BPMN to Use Case and Class Models Defined in UML

Authors: Y. Rhazali, Y. Hadi, A. Mouloudi

Abstract:

This paper proposes a method to automatic transformation of CIM level to PIM level respecting the MDA approach. Our proposal is based on creating a good CIM level through well-defined rules allowing as achieving rich models that contain relevant information to facilitate the task of the transformation to the PIM level. We define, thereafter, an appropriate PIM level through various UML diagram. Next, we propose set rules to move from CIM to PIM. Our method follows the MDA approach by considering the business dimension in the CIM level through the use BPMN, standard modeling business of OMG, and the use of UML in PIM advocated by MDA in this level.

Keywords: Model transformation, MDA, CIM, PIM.

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7554 Grooving Method to Postpone Debonding of FRP Sheets Used for Shear Strengthening

Authors: Davood Mostofinejad, Seyed Amirali Mostafavizadeh, Amirhomayoon Tabatabaei Kashani

Abstract:

One of the most common practices for strengthening the reinforced concrete structures is the application of FRP (Fiber Reinforce Plastic) sheets to increase the flexural and shear strengths of the member. The elastic modulus of FRP is considerably higher than that of concrete. This will result in debonding between the FRP sheets and concrete surface. With conventional surface preparation of concrete, the ultimate capacity of the FRP sheets can hardly be achieved. New methods for preparation of the bonding surface have shown improvements in reducing the premature debonding of FRP sheets from concrete surface. The present experimental study focuses on the application of grooving method to postpone debonding of the FRP sheets attached to the side faces of concrete beams for shear strengthening. Comparison has also been made with conventional surface preparation method. This study clearly shows the efficiency of grooving method compared to surface preparation method, in preventing the debonding phenomenon and in increasing the load carrying capacity of FRP.

Keywords: FRP composite, grooving, rehabilitation, reinforced concrete, shear strengthening, surface preparation.

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7553 A Robotic Rehabilitation Arm Driven by Somatosensory Brain-Computer Interface

Authors: Jiewei Li, Hongyan Cui, Chunqi Chang, Yong Hu

Abstract:

It was expected to benefit patient with hemiparesis after stroke by extensive arm rehabilitation, to partially regain forearm and hand function. This paper propose a robotic rehabilitation arm in assisting the hemiparetic patient to learn new ways of using and moving their weak arms. In this study, the robotic arm was driven by a somatosensory stimulated brain computer interface (BCI), which is a new modality BCI. The use of somatosensory stimulation is not only an input for BCI, but also a electrical stimulation for treatment of hemiparesis to strengthen the arm and improve its range of motion. A trial of this robotic rehabilitation arm was performed in a stroke patient with pure motor hemiparesis. The initial trial showed a promising result from the patient with great motivation and function improvement. It suggests that robotic rehabilitation arm driven by somatosensory BCI can enhance the rehabilitation performance and progress for hemiparetic patients after stroke.

Keywords: Robotic rehabilitation arm, brain computer interface (BCI), hemiparesis, stroke, somatosensory stimulation.

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7552 The Impact of Exchange Rate Volatility on Real Total Export and Sub-Categories of Real Total Export of Malaysia

Authors: Wong Hock Tsen

Abstract:

This study aims to investigate the impact of exchange rate volatility on real export in Malaysia. The moving standard deviation with order three (MSD(3)) is used for the measurement of exchange rate volatility. The conventional and partially asymmetric autoregressive distributed lag (ARDL) models are used in the estimations. This study finds exchange rate volatility to have significant impact on real total export and some sub-categories of real total export. Moreover, this study finds that the positive or negative exchange rate volatility tends to have positive or negative impact on real export. Exchange rate volatility can be harmful to export of Malaysia.

Keywords: Exchange rate volatility, autoregressive distributed lag, export, Malaysia.

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