Search results for: a nonlinear quarter car model.
6776 Comparison of Fundamental Frequency Model and PWM Based Model of UPFC
Authors: S.A. Al-Qallaf, S.A. Al-Mawsawi, A. Haider
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Among all FACTS devices, the unified power flow controller (UPFC) is considered to be the most versatile device. This is due to its capability to control all the transmission system parameters (impedance, voltage magnitude, and phase angle). With the growing interest in UPFC, the attention to develop a mathematical model has increased. Several models were introduced for UPFC in literature for different type of studies in power systems. In this paper a novel comparison study between two dynamic models of UPFC with their proposed control strategies.
Keywords: FACTS, UPFC, Dynamic Modeling, PWM, Fundamental Frequency.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22196775 Applying Complex Network Theory to Software Structure Analysis
Authors: Weifeng Pan
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Complex networks have been intensively studied across many fields, especially in Internet technology, biological engineering, and nonlinear science. Software is built up out of many interacting components at various levels of granularity, such as functions, classes, and packages, representing another important class of complex networks. It can also be studied using complex network theory. Over the last decade, many papers on the interdisciplinary research between software engineering and complex networks have been published. It provides a different dimension to our understanding of software and also is very useful for the design and development of software systems. This paper will explore how to use the complex network theory to analyze software structure, and briefly review the main advances in corresponding aspects.Keywords: Metrics, measurement, complex networks, software.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25956774 Stability Bound of Ruin Probability in a Reduced Two-Dimensional Risk Model
Authors: Zina Benouaret, Djamil Aissani
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In this work, we introduce the qualitative and quantitative concept of the strong stability method in the risk process modeling two lines of business of the same insurance company or an insurance and re-insurance companies that divide between them both claims and premiums with a certain proportion. The approach proposed is based on the identification of the ruin probability associate to the model considered, with a stationary distribution of a Markov random process called a reversed process. Our objective, after clarifying the condition and the perturbation domain of parameters, is to obtain the stability inequality of the ruin probability which is applied to estimate the approximation error of a model with disturbance parameters by the considered model. In the stability bound obtained, all constants are explicitly written.Keywords: Markov chain, risk models, ruin probabilities, strong stability analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8856773 Development of Gas Chromatography Model: Propylene Concentration Using Neural Network
Authors: Areej Babiker Idris Babiker, Rosdiazli Ibrahim
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Gas chromatography (GC) is the most widely used technique in analytical chemistry. However, GC has high initial cost and requires frequent maintenance. This paper examines the feasibility and potential of using a neural network model as an alternative whenever GC is unvailable. It can also be part of system verification on the performance of GC for preventive maintenance activities. It shows the performance of MultiLayer Perceptron (MLP) with Backpropagation structure. Results demonstrate that neural network model when trained using this structure provides an adequate result and is suitable for this purpose. cm.Keywords: Analyzer, Levenberg-Marquardt, Gas chromatography, Neural network
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17656772 Bayesian Network Model for Students- Laboratory Work Performance Assessment: An Empirical Investigation of the Optimal Construction Approach
Authors: Ifeyinwa E. Achumba, Djamel Azzi, Rinat Khusainov
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There are three approaches to complete Bayesian Network (BN) model construction: total expert-centred, total datacentred, and semi data-centred. These three approaches constitute the basis of the empirical investigation undertaken and reported in this paper. The objective is to determine, amongst these three approaches, which is the optimal approach for the construction of a BN-based model for the performance assessment of students- laboratory work in a virtual electronic laboratory environment. BN models were constructed using all three approaches, with respect to the focus domain, and compared using a set of optimality criteria. In addition, the impact of the size and source of the training, on the performance of total data-centred and semi data-centred models was investigated. The results of the investigation provide additional insight for BN model constructors and contribute to literature providing supportive evidence for the conceptual feasibility and efficiency of structure and parameter learning from data. In addition, the results highlight other interesting themes.Keywords: Bayesian networks, model construction, parameterlearning, structure learning, performance index, model comparison.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17266771 Forward Kinematics Analysis of a 3-PRS Parallel Manipulator
Authors: Ghasem Abbasnejad, Soheil Zarkandi, Misagh Imani
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In this article the homotopy continuation method (HCM) to solve the forward kinematic problem of the 3-PRS parallel manipulator is used. Since there are many difficulties in solving the system of nonlinear equations in kinematics of manipulators, the numerical solutions like Newton-Raphson are inevitably used. When dealing with any numerical solution, there are two troublesome problems. One is that good initial guesses are not easy to detect and another is related to whether the used method will converge to useful solutions. Results of this paper reveal that the homotopy continuation method can alleviate the drawbacks of traditional numerical techniques.
Keywords: Forward kinematics, Homotopy continuationmethod, Parallel manipulators, Rotation matrix
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26586770 Applying Theory of Perceived Risk and Technology Acceptance Model in the Online Shopping Channel
Authors: Yong-Hui Li, Jing-Wen Huang
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As the advancement of technology, online shopping channel develops rapidly in recent years. According to the report of Taiwan Network Information Center, there are almost eighty percents of internet population shopping in online channel. Synthesizing insights from the previous research, this study develops the conceptual model to integrate Theory of Perceived Risk (TPR) and Technology Acceptance Model (TAM) to apply in online shopping. Using data collected from 637 respondents from online survey website, we use structural equation modeling to test measurement and structural models. The results suggest the need for consideration of perceived risk as an antecedent in the Technology Acceptance Model. The limitations and implications are discussed.
Keywords: perceived risk, perceived usefulness, perceived ease of use, behavioral intention, actual purchase behavior
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 64336769 Comparison of Stochastic Point Process Models of Rainfall in Singapore
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Extensive rainfall disaggregation approaches have been developed and applied in climate change impact studies such as flood risk assessment and urban storm water management.In this study, five rainfall models that were capable ofdisaggregating daily rainfall data into hourly one were investigated for the rainfall record in theChangi Airport, Singapore. The objectives of this study were (i) to study the temporal characteristics of hourly rainfall in Singapore, and (ii) to evaluate the performance of variousdisaggregation models. The used models included: (i) Rectangular pulse Poisson model (RPPM), (ii) Bartlett-Lewis Rectangular pulse model (BLRPM), (iii) Bartlett-Lewis model with 2 cell types (BL2C), (iv) Bartlett-Lewis Rectangular with cell depth distribution dependent on duration (BLRD), and (v) Neyman-Scott Rectangular pulse model (NSRPM). All of these models werefitted using hourly rainfall data ranging from 1980 to 2005 (which was obtained from Changimeteorological station).The study results indicated that the weight scheme of inversely proportional variance could deliver more accurateoutputs for fitting rainfall patterns in tropical areas, and BLRPM performedrelatively better than other disaggregation models.
Keywords: Rainfall disaggregation, statistical properties, poisson processed, Bartlett-Lewis model, Neyman-Scott model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22806768 Miller’s Model for Developing Critical Thinking Skill of Pre-Service Teachers at Suan Sunandha Rajabhat University
Authors: Suttipong Boonphadung, Thassanant Unnanantn
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This research focused on comparing the critical thinking of the teacher students before and after using Miller’s Model learning activities and investigating their opinions. The sampling groups were (1) fourth year 33 student teachers majoring in Early Childhood Education and enrolling in semester 1 of academic year 2013 (2) third year 28 student teachers majoring in English and enrolling in semester 2 of academic year 2013 and (3) third year 22 student teachers majoring in Thai and enrolling in semester 2 of academic year 2013. The research instruments were (1) lesson plans where the learning activities were settled based on Miller’s Model (2) critical thinking assessment criteria and (3) a questionnaire on opinions towards Miller’s Model based learning activities. The statistical treatment was mean, deviation, different scores and T-test. The result unfolded that (1) the critical thinking of the students after the assigned activities was better than before and (2) the students’ opinions towards the critical thinking improvement activities based on Miller’s Model ranged from the level of high to highest.
Keywords: Critical thinking, Miller’s model, Opinions.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20686767 SIPINA Induction Graph Method for Seismic Risk Prediction
Authors: B. Selma
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The aim of this study is to test the feasibility of SIPINA method to predict the harmfulness parameters controlling the seismic response. The approach developed takes into consideration both the focal depth and the peak ground acceleration. The parameter to determine is displacement. The data used for the learning of this method and analysis nonlinear seismic are described and applied to a class of models damaged to some typical structures of the existing urban infrastructure of Jassy, Romania. The results obtained indicate an influence of the focal depth and the peak ground acceleration on the displacement.
Keywords: SIPINA method, seism, focal depth, peak ground acceleration, displacement.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12076766 A Supervised Text-Independent Speaker Recognition Approach
Authors: Tudor Barbu
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We provide a supervised speech-independent voice recognition technique in this paper. In the feature extraction stage we propose a mel-cepstral based approach. Our feature vector classification method uses a special nonlinear metric, derived from the Hausdorff distance for sets, and a minimum mean distance classifier.
Keywords: Text-independent speaker recognition, mel cepstral analysis, speech feature vector, Hausdorff-based metric, supervised classification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18286765 Using Hermite Function for Solving Thomas-Fermi Equation
Authors: F. Bayatbabolghani, K. Parand
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In this paper, we propose Hermite collocation method for solving Thomas-Fermi equation that is nonlinear ordinary differential equation on semi-infinite interval. This method reduces the solution of this problem to the solution of a system of algebraic equations. We also present the comparison of this work with solution of other methods that shows the present solution is more accurate and faster convergence in this problem.
Keywords: Collocation method, Hermite function, Semi-infinite, Thomas-Fermi equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21496764 Periodicity for a Food Chain Model with Functional Responses on Time Scales
Authors: Kejun Zhuang
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With the help of coincidence degree theory, sufficient conditions for existence of periodic solutions for a food chain model with functional responses on time scales are established.Keywords: time scales, food chain model, coincidence degree, periodic solutions.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17116763 Fast Accurate Detection of Frequency Jumps Using Kalman Filter with Non Linear Improvements
Authors: Mahmoud E. Mohamed, Ahmed F. Shalash, Hanan A. Kamal
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In communication systems, frequency jump is a serious problem caused by the oscillators used. Kalman filters are used to detect that jump, despite the tradeoff between the noise level and the speed of the detection. In this paper, an improvement is introduced in the Kalman filter, through a nonlinear change in the bandwidth of the filter. Simulation results show a considerable improvement in the filter speed with a very low noise level. Additionally, the effect on the response to false alarms is also presented and false alarm rate show improvement.
Keywords: Kalman Filter, Innovation, False Detection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22256762 Adaptation of Iterative Methods to Solve Fuzzy Mathematical Programming Problems
Authors: Ricardo C. Silva, Luiza A. P. Cantao, Akebo Yamakami
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Based on the fuzzy set theory this work develops two adaptations of iterative methods that solve mathematical programming problems with uncertainties in the objective function and in the set of constraints. The first one uses the approach proposed by Zimmermann to fuzzy linear programming problems as a basis and the second one obtains cut levels and later maximizes the membership function of fuzzy decision making using the bound search method. We outline similarities between the two iterative methods studied. Selected examples from the literature are presented to validate the efficiency of the methods addressed.Keywords: Fuzzy Theory, Nonlinear Optimization, Fuzzy Mathematics Programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16226761 Determinants of Students- Intentions to Use a Mobile Messaging Service in Educational Institutions: a Theoretical Model
Authors: Boonlert Watjatrakul
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Mobile marketing through mobile messaging service has highly impressive growth as it enables e-business firms to communicate with their customers effectively. Educational institutions hence start using this service to enhance communication with their students. Previous studies, however, have limited understanding of applying mobile messaging service in education. This study proposes a theoretical model to understand the drivers of students- intentions to use the university-s mobile messaging service. The model indicates that social influence, perceived control and attitudes affect students- intention to use the university-s mobile messaging service. It also provides five antecedents of students- attitudes–perceived utility (information utility, entertainment utility, and social utility), innovativeness, information seeking, transaction specificity (content specificity, sender specificity, and time specificity) and privacy concern. The proposed model enables universities to understand what students concern about the use of a mobile messaging service in universities and handle the service more effectively. The paper discusses the model development and concludes with limitations and implications of the proposed model.Keywords: education, intention, mobile marketing, mobile messaging.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16836760 A Spatial Repetitive Controller Applied to an Aeroelastic Model for Wind Turbines
Authors: Riccardo Fratini, Riccardo Santini, Jacopo Serafini, Massimo Gennaretti, Stefano Panzieri
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This paper presents a nonlinear differential model, for a three-bladed horizontal axis wind turbine (HAWT) suited for control applications. It is based on a 8-dofs, lumped parameters structural dynamics coupled with a quasi-steady sectional aerodynamics. In particular, using the Euler-Lagrange Equation (Energetic Variation approach), the authors derive, and successively validate, such model. For the derivation of the aerodynamic model, the Greenbergs theory, an extension of the theory proposed by Theodorsen to the case of thin airfoils undergoing pulsating flows, is used. Specifically, in this work, the authors restricted that theory under the hypothesis of low perturbation reduced frequency k, which causes the lift deficiency function C(k) to be real and equal to 1. Furthermore, the expressions of the aerodynamic loads are obtained using the quasi-steady strip theory (Hodges and Ormiston), as a function of the chordwise and normal components of relative velocity between flow and airfoil Ut, Up, their derivatives, and section angular velocity ε˙. For the validation of the proposed model, the authors carried out open and closed-loop simulations of a 5 MW HAWT, characterized by radius R =61.5 m and by mean chord c = 3 m, with a nominal angular velocity Ωn = 1.266rad/sec. The first analysis performed is the steady state solution, where a uniform wind Vw = 11.4 m/s is considered and a collective pitch angle θ = 0.88◦ is imposed. During this step, the authors noticed that the proposed model is intrinsically periodic due to the effect of the wind and of the gravitational force. In order to reject this periodic trend in the model dynamics, the authors propose a collective repetitive control algorithm coupled with a PD controller. In particular, when the reference command to be tracked and/or the disturbance to be rejected are periodic signals with a fixed period, the repetitive control strategies can be applied due to their high precision, simple implementation and little performance dependency on system parameters. The functional scheme of a repetitive controller is quite simple and, given a periodic reference command, is composed of a control block Crc(s) usually added to an existing feedback control system. The control block contains and a free time-delay system eτs in a positive feedback loop, and a low-pass filter q(s). It should be noticed that, while the time delay term reduces the stability margin, on the other hand the low pass filter is added to ensure stability. It is worth noting that, in this work, the authors propose a phase shifting for the controller and the delay system has been modified as e^(−(T−γk)), where T is the period of the signal and γk is a phase shifting of k samples of the same periodic signal. It should be noticed that, the phase shifting technique is particularly useful in non-minimum phase systems, such as flexible structures. In fact, using the phase shifting, the iterative algorithm could reach the convergence also at high frequencies. Notice that, in our case study, the shifting of k samples depends both on the rotor angular velocity Ω and on the rotor azimuth angle Ψ: we refer to this controller as a spatial repetitive controller. The collective repetitive controller has also been coupled with a C(s) = PD(s), in order to dampen oscillations of the blades. The performance of the spatial repetitive controller is compared with an industrial PI controller. In particular, starting from wind speed velocity Vw = 11.4 m/s the controller is asked to maintain the nominal angular velocity Ωn = 1.266rad/s after an instantaneous increase of wind speed (Vw = 15 m/s). Then, a purely periodic external disturbance is introduced in order to stress the capabilities of the repetitive controller. The results of the simulations show that, contrary to a simple PI controller, the spatial repetitive-PD controller has the capability to reject both external disturbances and periodic trend in the model dynamics. Finally, the nominal value of the angular velocity is reached, in accordance with results obtained with commercial software for a turbine of the same type.Keywords: Wind turbines, aeroelasticity, repetitive control, periodic systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12956759 The Non-Uniqueness of Partial Differential Equations Options Price Valuation Formula for Heston Stochastic Volatility Model
Authors: H. D. Ibrahim, H. C. Chinwenyi, T. Danjuma
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An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.
Keywords: Option price valuation, Partial Differential Equations, Black-Scholes PDEs, Ito process.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5066758 SystemC Modeling of Adaptive Least Mean Square Filter
Authors: Kyu Han Kim, Soon Kyu Kwon, Heung Sun Yoon, Jong Tae Kim
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In this paper, we demonstrate the adaptive least-mean-square (LMS) filter modeling using SystemC. SystemC is a modeling language that allows designer to model both hardware and software component and makes it possible to design from high level system of abstraction to low level system of abstraction. We produced five adaptive least-mean-square filter models that are classed as five abstraction levels using SystemC proceeding from the abstract model to the more concrete model.Keywords: Adaptive Filter, Least-Mean-Square Algorithm, SystemC, Transversal Fir Filter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25356757 Analysis of Design Structuring and Performance of CPW Fed UWB Antenna in Presence of Human Arm Model
Authors: Narbada Prasad Gupta, Mithilesh Kumar
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A compact Ultra Wide Band (UWB) antenna with coplanar waveguide feed has been designed and results are verified in this paper. The antenna has been designed on FR4 substrate with dielectric constant (εr) of 4.4 and dimensions of 32mm x 26mm x 0.8mm. The presented antenna shows return loss characteristics in the band of 3.1 to 10.6 GHz as prescribed by FCC, USA. Parametric studies have been done and results thus obtained have been presented. Simulated results have been verified on Rohde & Swartz VNA. The measured results are in good agreement with simulated results which make the presented antenna suitable to be used for wearable applications. Performance analysis of antenna has also been shown in the presence of three layered Human Arm model. Results obtained in presence of Human Arm model has been compared with that in free space.Keywords: CPW feed, Human Arm model, UWB, wearable antenna.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15066756 Optimum Neural Network Architecture for Precipitation Prediction of Myanmar
Authors: Khaing Win Mar, Thinn Thu Naing
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Nowadays, precipitation prediction is required for proper planning and management of water resources. Prediction with neural network models has received increasing interest in various research and application domains. However, it is difficult to determine the best neural network architecture for prediction since it is not immediately obvious how many input or hidden nodes are used in the model. In this paper, neural network model is used as a forecasting tool. The major aim is to evaluate a suitable neural network model for monthly precipitation mapping of Myanmar. Using 3-layerd neural network models, 100 cases are tested by changing the number of input and hidden nodes from 1 to 10 nodes, respectively, and only one outputnode used. The optimum model with the suitable number of nodes is selected in accordance with the minimum forecast error. In measuring network performance using Root Mean Square Error (RMSE), experimental results significantly show that 3 inputs-10 hiddens-1 output architecture model gives the best prediction result for monthly precipitation in Myanmar.
Keywords: Precipitation prediction, monthly precipitation, neural network models, Myanmar.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17466755 Predicting Depth of Penetration in Abrasive Waterjet Cutting of Polycrystalline Ceramics
Authors: S. Srinivas, N. Ramesh Babu
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This paper presents a model to predict the depth of penetration in polycrystalline ceramic material cut by abrasive waterjet. The proposed model considered the interaction of cylindrical jet with target material in upper region and neglected the role of threshold velocity in lower region. The results predicted with the proposed model are validated with the experimental results obtained with Silicon Carbide (SiC) blocks.
Keywords: Abrasive waterjet cutting, analytical modeling, ceramics, microcutting and intergranular cracking.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12786754 Dynamic Modeling and Simulation of Heavy Paraffin Dehydrogenation Reactor for Selective Olefin Production in Linear Alkyl Benzene Production Plant
Authors: G. Zahedi, H. Yaghoobi
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Modeling of a heterogeneous industrial fixed bed reactor for selective dehydrogenation of heavy paraffin with Pt-Sn- Al2O3 catalyst has been the subject of current study. By applying mass balance, momentum balance for appropriate element of reactor and using pressure drop, rate and deactivation equations, a detailed model of the reactor has been obtained. Mass balance equations have been written for five different components. In order to estimate reactor production by the passage of time, the reactor model which is a set of partial differential equations, ordinary differential equations and algebraic equations has been solved numerically. Paraffins, olefins, dienes, aromatics and hydrogen mole percent as a function of time and reactor radius have been found by numerical solution of the model. Results of model have been compared with industrial reactor data at different operation times. The comparison successfully confirms validity of proposed model.Keywords: Dehydrogenation, fixed bed reactor, modeling, linear alkyl benzene.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30246753 A New Categorization of Image Quality Metrics Based On a Model of Human Quality Perception
Authors: Maria Grazia Albanesi, Riccardo Amadeo
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This study presents a new model of the human image quality assessment process: the aim is to highlightthe foundations of the image quality metrics proposed in literature, by identifyingthe cognitive/physiological or mathematical principles of their development and the relation with the actual human quality assessment process. The model allows to createa novel categorization of objective and subjective image quality metrics. Our work includes an overview of the most used or effectiveobjective metrics in literature, and, for each of them, we underline its main characteristics, with reference to the rationale of the proposed model and categorization. From the results of this operation, we underline a problem that affects all the presented metrics: the fact that many aspects of human biasesare not taken in account at all. We then propose a possible methodology to address this issue.
Keywords: Eye-Tracking, image quality assessment metric, MOS, quality of user experience, visual perception.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24476752 Constructing a Fuzzy Net Present Value Method to Evaluating the BOT Sport Facilities
Authors: Huei-Fu Lu
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This paper is to develop a fuzzy net present value (FNPV) method by taking vague cash flow and imprecise required rate of return into account for evaluating the value of the Build-Operate-Transfer (BOT) sport facilities. In order to clearly manifest a more realistic capital budgeting model based on the classical net present value (NPV) method, some uncertain financial elements in NPV formula will be fuzzified as triangular fuzzy numbers. Through the conscientious manipulation of fuzzy set theory, we will find that the proposed FNPV model is a more explicit extension of classical (crisp) model and could be more practicable for the financial managers to capture the essence of capital budgeting of sport facilities than non-fuzzy model.
Keywords: Fuzzy sets; Capital budgeting, Sport facility, Net present value (NPV), Build-Operate-Transfer (BOT) scheme
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20316751 Adaptive Neuro-Fuzzy Inference System for Financial Trading using Intraday Seasonality Observation Model
Authors: A. Kablan
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The prediction of financial time series is a very complicated process. If the efficient market hypothesis holds, then the predictability of most financial time series would be a rather controversial issue, due to the fact that the current price contains already all available information in the market. This paper extends the Adaptive Neuro Fuzzy Inference System for High Frequency Trading which is an expert system that is capable of using fuzzy reasoning combined with the pattern recognition capability of neural networks to be used in financial forecasting and trading in high frequency. However, in order to eliminate unnecessary input in the training phase a new event based volatility model was proposed. Taking volatility and the scaling laws of financial time series into consideration has brought about the development of the Intraday Seasonality Observation Model. This new model allows the observation of specific events and seasonalities in data and subsequently removes any unnecessary data. This new event based volatility model provides the ANFIS system with more accurate input and has increased the overall performance of the system.Keywords: Adaptive Neuro-fuzzy Inference system, High Frequency Trading, Intraday Seasonality Observation Model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 33946750 Investigating the Effects of Thermal and Surface Energy on the Two-Dimensional Flow Characteristics of Oil in Water Mixture between Two Parallel Plates: A Lattice Boltzmann Method Study
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A hybrid quasi-steady thermal lattice Boltzmann model was used to study the combined effects of temperature and contact angle on the movement of slugs and droplets of oil in water (O/W) system flowing between two parallel plates. The model static contact angle due to the deposition of the O/W droplet on a flat surface with simulated hydrophilic characteristic at different fluid temperatures, matched very well the proposed theoretical calculation. Furthermore, the model was used to simulate the dynamic behavior of droplets and slugs deposited on the domain’s upper and lower surfaces, while subjected to parabolic flow conditions. The model accurately simulated the contact angle hysteresis for the dynamic droplets cases. It was also shown that at elevated temperatures the required power to transport the mixture diminished remarkably.Keywords: Lattice Boltzmann method, Gunstensen model, thermal, contact angle, high viscosity ratio.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8836749 Properties and Approximation Distribution Reductions in Multigranulation Rough Set Model
Authors: Properties, Approximation Distribution Reductions in Multigranulation Rough Set Model
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Some properties of approximation sets are studied in multi-granulation optimist model in rough set theory using maximal compatible classes. The relationships between or among lower and upper approximations in single and multiple granulation are compared and discussed. Through designing Boolean functions and discernibility matrices in incomplete information systems, the lower and upper approximation sets and reduction in multi-granulation environments can be found. By using examples, the correctness of computation approach is consolidated. The related conclusions obtained are suitable for further investigating in multiple granulation RSM.
Keywords: Incomplete information system, maximal compatible class, multi-granulation rough set model, reduction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8586748 A Hybrid Particle Swarm Optimization-Nelder- Mead Algorithm (PSO-NM) for Nelson-Siegel- Svensson Calibration
Authors: Sofia Ayouche, Rachid Ellaia, Rajae Aboulaich
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Today, insurers may use the yield curve as an indicator evaluation of the profit or the performance of their portfolios; therefore, they modeled it by one class of model that has the ability to fit and forecast the future term structure of interest rates. This class of model is the Nelson-Siegel-Svensson model. Unfortunately, many authors have reported a lot of difficulties when they want to calibrate the model because the optimization problem is not convex and has multiple local optima. In this context, we implement a hybrid Particle Swarm optimization and Nelder Mead algorithm in order to minimize by least squares method, the difference between the zero-coupon curve and the NSS curve.Keywords: Optimization, zero-coupon curve, Nelson-Siegel- Svensson, Particle Swarm Optimization, Nelder-Mead Algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14896747 Evaluation of Low-Reducible Sinter in Blast Furnace Technology by Mathematical Model Developed at Centre ENET, VSB – Technical University of Ostrava
Authors: S. Jursová, P. Pustějovská, S. Brožová, J. Bilík
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The paper deals with possibilities of interpretation of iron ore reducibility tests. It presents a mathematical model developed at Centre ENET, VŠB – Technical University of Ostrava, Czech Republic for an evaluation of metallurgical material of blast furnace feedstock such as iron ore, sinter or pellets. According to the data from the test, the model predicts its usage in blast furnace technology and its effects on production parameters of shaft aggregate. At the beginning, the paper sums up the general concept and experience in mathematical modelling of iron ore reduction. It presents basic equation for the calculation and the main parts of the developed model. In the experimental part, there is an example of usage of the mathematical model. The paper describes the usage of data for some predictive calculation. There are presented material, method of carried test of iron ore reducibility. Then there are graphically interpreted effects of used material on carbon consumption, rate of direct reduction and the whole reduction process.
Keywords: Blast furnace technology, iron ore reduction, mathematical model, prediction of iron ore reduction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1990