Search results for: Activity modeling

Authors: P. Phenpun, S. Wareewan

Abstract:

This qualitative study aimed to describe the opinions in relation to humanized care emerging from the volunteer activities of nursing students at Boromarajonani College of Nursing, Chonburi, Thailand. One hundred and twenty-seven second-year nursing students participated in this study. The volunteer activity model was composed of preparation, implementation, and evaluation through a learning log, in which students were encouraged to write their daily activities after completing practical training at the healthcare center. The preparation content included three main categories: service minded, analytical thinking, and client participation. The preparation process took over three days that accumulates up to 20 hours only. The implementation process was held over 10 days, but with a total of 70 hours only, with participants taking part in volunteer work activities at a healthcare center. A learning log was used for evaluation and data were analyzed using content analysis. The findings were as follows. With service minded, there were two subcategories that emerged from volunteer activities, which were service minded towards patients and within themselves. There were three categories under service minded towards patients, which were rapport, compassion, and empathy service behaviors, and there were four categories under service minded within themselves, which were self-esteem, self-value, management potential, and preparedness in providing good healthcare services. In line with analytical thinking, there were two components of analytical thinking, which were analytical skill for their works and analytical thinking for themselves. There were four subcategories under analytical thinking for their works, which were evidence based thinking, real situational thinking, cause analysis thinking, and systematic thinking, respectively. There were four subcategories under analytical thinking for themselves, which were comparative between themselves, towards their clients that leads to the changing of their service behaviors, open-minded thinking, modernized thinking, and verifying both verbal and non-verbal cues. Lastly, there were three categories under participation, which were mutual rapport relationship; reconsidering client’s needs services and providing useful health care information.

Keywords: Humanized care service, volunteer activity, nursing student, and learning log.

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Authors: Fatema Akram, Mohammad G. Rasul, M. Masud K. Khan, M. Sharif I. I. Amir

Abstract:

Australia is a country of some 7,700 million square kilometers with a population of about 22.6 million. At present water security is a major challenge for Australia. In some areas the use of water resources is approaching and in some parts it is exceeding the limits of sustainability. A focal point of proposed national water conservation programs is the recycling of both urban stormwater and treated wastewater. But till now it is not widely practiced in Australia, and particularly stormwater is neglected. In Australia, only 4% of stormwater and rainwater is recycled, whereas less than 1% of reclaimed wastewater is reused within urban areas. Therefore, accurately monitoring, assessing and predicting the availability, quality and use of this precious resource are required for better management. As stormwater is usually of better quality than untreated sewage or industrial discharge, it has better public acceptance for recycling and reuse, particularly for non-potable use such as irrigation, watering lawns, gardens, etc. Existing stormwater recycling practice is far behind of research and no robust technologies developed for this purpose. Therefore, there is a clear need for using modern technologies for assessing feasibility of stormwater harvesting and reuse. Numerical modeling has, in recent times, become a popular tool for doing this job. It includes complex hydrological and hydraulic processes of the study area. The hydrologic model computes stormwater quantity to design the system components, and the hydraulic model helps to route the flow through stormwater infrastructures. Nowadays water quality module is incorporated with these models. Integration of Geographic Information System (GIS) with these models provides extra advantage of managing spatial information. However for the overall management of a stormwater harvesting project, Decision Support System (DSS) plays an important role incorporating database with model and GIS for the proper management of temporal information. Additionally DSS includes evaluation tools and Graphical user interface. This research aims to critically review and discuss all the aspects of stormwater harvesting and reuse such as available guidelines of stormwater harvesting and reuse, public acceptance of water reuse, the scopes and recommendation for future studies. In addition to these, this paper identifies, understand and address the importance of modern technologies capable of proper management of stormwater harvesting and reuse.

Keywords: Stormwater Management, Stormwater Harvesting and Reuse, Numerical Modeling, Geographic Information System (GIS), Decision Support System (DSS), Database.

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Authors: Akihiro Iijima, Kimiyo Kumagai

Abstract:

A long-term campaign for monitoring the concentration of atmospheric Particulate Matter (PM) was conducted at multiple sites located in the center and suburbs of the Tokyo Metropolitan Area in Japan. The concentration of fine PM has shown a declining trend over the last two decades. A positive matrix factorization model elucidated that the contribution of combustion sources was drastically reduced. In Japan, the regulations on vehicle exhaust emissions were phased in and gradually tightened over the last two decades, which has triggered a notable reduction in PM emissions from automobiles and has contributed to the mitigation of the problem of fine PM pollution.

Keywords: Air pollution, Diesel-powered vehicle, Positive matrix factorization, Receptor modeling.

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Authors: Y. N. Phang, E. F. Loh

Abstract:

Zero inflated strict arcsine model is a newly developed model which is found to be appropriate in modeling overdispersed count data. In this study, we extend zero inflated strict arcsine model to zero inflated strict arcsine regression model by taking into consideration the extra variability caused by extra zeros and covariates in count data. Maximum likelihood estimation method is used in estimating the parameters for this zero inflated strict arcsine regression model.

Keywords: Overdispersed count data, maximum likelihood estimation, simulated annealing.

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Authors: A. Jamekhorshid, S. M. Sadrameli

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This paper presents the modeling results of an innovative system for the temperature control in the interior compartment of a stationary automobile facing the solar energy from the sun. A very thin layer of PCM inside a pouch placed in the ceiling of the car in which the heating energy is absorbed and release with melting and solidification of phase change materials. As a result the temperature of the car interior is maintained in the comfort condition. The amount of required PCM has been calculated to be about 755 g. The PCM-temperature controlling system is simple and has a potential to be implemented as a practical solution to prevent undesirable heating of the automobile-s cabin.

Keywords: Phase Change Material (PCM), automobile's cabin, temperature control

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Authors: Moudar H. A. Zgoul, Amin Al Zamer

Abstract:

Adhesive materials and adhesion have been the focal point of multiple research works related to numerous applications, particularly, aerospace, and aviation industries. To enhance the properties of conventional adhesive materials, additives have been introduced to the mix in order to enhance their mechanical and physical properties by creating a hybrid adhesive material. The evaluation of the mechanical properties of such hybrid adhesive materials is thus of an essential requirement for the purpose of properly modeling their behavior accurately. This paper presents an approach/tool to simulate the behavior such hybrid adhesives in a way that will allow researchers to better understand their behavior while in service.

Keywords: Adhesive materials, analysis, hybrid adhesives, mechanical properties, simulation.

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Authors: M. Saravanan

Abstract:

Antimicrobial resistant is becoming a major factor in virtually all hospital acquired infection may soon untreatable is a serious public health problem. These concerns have led to major research effort to discover alternative strategies for the treatment of bacterial infection. Nanobiotehnology is an upcoming and fast developing field with potential application for human welfare. An important area of nanotechnology for development of reliable and environmental friendly process for synthesis of nanoscale particles through biological systems In the present studies are reported on the use of fungal strain Aspergillus species for the extracellular synthesis of bionanoparticles from 1 mM silver nitrate (AgNO3) solution. The report would be focused on the synthesis of metallic bionanoparticles of silver using a reduction of aqueous Ag+ ion with the culture supernatants of Microorganisms. The bio-reduction of the Ag+ ions in the solution would be monitored in the aqueous component and the spectrum of the solution would measure through UV-visible spectrophotometer The bionanoscale particles were further characterized by Atomic Force Microscopy (AFM), Fourier Transform Infrared Spectroscopy (FTIR) and Thin layer chromatography. The synthesized bionanoscale particle showed a maximum absorption at 385 nm in the visible region. Atomic Force Microscopy investigation of silver bionanoparticles identified that they ranged in the size of 250 nm - 680 nm; the work analyzed the antimicrobial efficacy of the silver bionanoparticles against various multi drug resistant clinical isolates. The present Study would be emphasizing on the applicability to synthesize the metallic nanostructures and to understand the biochemical and molecular mechanism of nanoparticles formation by the cell filtrate in order to achieve better control over size and polydispersity of the nanoparticles. This would help to develop nanomedicine against various multi drug resistant human pathogens.

Keywords: Bionanoparticles, UV-visible spectroscopy, AtomicForce Microscopy, Extracellular synthesis, Multi drug resistant, antimicrobial activity, Nanomedicine

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Authors: S. Ganesh, L. Raguraman, E. Anushya, J. krishnasree

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Voltage sags are the most common power quality disturbance in the distribution system. It occurs due to the fault in the electrical network or by the starting of a large induction motor and this can be solved by using the custom power devices such as Dynamic Voltage Restorer (DVR). In this paper DVR is proposed to compensate voltage sags on critical loads dynamically. The DVR consists of VSC, injection transformers, passive filters and energy storage (lead acid battery). By injecting an appropriate voltage, the DVR restores a voltage waveform and ensures constant load voltage. The simulation and experimental results of a DVR using MATLAB software shows clearly the performance of the DVR in mitigating voltage sags.

Keywords: Dynamic voltage restorer, Voltage sags, Power quality, Injection methods.

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Authors: Brahim Belattar, Abdelhabib Bourouis

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This paper describes important features of JAPROSIM, a free and open source simulation library implemented in Java programming language. It provides a framework for building discrete event simulation models. The process interaction world view adopted by JAPROSIM is discussed. We present the architecture and major components of the simulation library. A pedagogical example is given in order to illustrate how to use JAPROSIM for building discrete event simulation models. Further motivations are discussed and suggestions for improving our work are given.

Keywords: Discrete Event Simulation, Object-Oriented Simulation, JAPROSIM, Process Interaction Worldview, Java-based modeling and simulation.

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Authors: B. G. Sheeparamatti, Prashant Hanasi, Vanita Abbigeri

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The objective of this work is to carryout critical comparison of different actuation mechanisms like electrostatic, thermal, piezoelectric, and magnetic with reference to a micro cantilever. The relevant parameters like force generated, displacement are compared in actuation methods. With these results, helps in choosing the best actuation method for a particular application. In this study, Comsol/Multiphysics software is used. Modeling and simulation is done by considering the micro cantilever of same dimensions as an actuator using all the above mentioned actuation techniques. In addition to their small size, micro actuators consume very little power and are capable of accurate results. In this work, a comparison of actuation mechanisms is done to decide the efficient system in micro domain.

Keywords: Actuation techniques, microswitch, micro actuator, microsystems.

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

Abstract:

The one of most important objects in implementation of damage analysis observations is manner of dam break wave propagation. In this paper velocity and wave height due dam break in with and without tailwater states for appointment hazardous lands and flood radius are investigate. In order to modeling above phenomenon finite volume method of Roe type for solving shallow water equations is used. Results indicated that in the dry bed state risk radius due to dam break is too high. While in the wet bed risk radius has a less wide. Therefore in the first state constructions and storage facilities are encountered with destruction risk. Further velocity due to dam break in the second state is more comparing to the first state. Hence erosion and scour the river bed in the dry bed is too more compare to the wet bed.

Keywords: Dam break, finite volume method, tailwater, risk radius, scour

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Authors: Pavel Král, Jana Klečková, Christophe Cerisara

Abstract:

This paper deals with automatic sentence modality recognition in French. In this work, only prosodic features are considered. The sentences are recognized according to the three following modalities: declarative, interrogative and exclamatory sentences. This information will be used to animate a talking head for deaf and hearing-impaired children. We first statistically study a real radio corpus in order to assess the feasibility of the automatic modeling of sentence types. Then, we test two sets of prosodic features as well as two different classifiers and their combination. We further focus our attention on questions recognition, as this modality is certainly the most important one for the target application.

Keywords: Automatic sentences modality recognition (ASMR), fundamental frequency (F0), energy, modal corpus, prosody.

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Authors: Peyman Moradi, Matin Parvari

Abstract:

Hydrodesulfurization (HDS) of dibenzothiophene (DBT) in a high pressure batch reactor was done at 320 °C on CoMoS/Al2O3-B2O3 (4, 10, and 16 wt. % of Boria) using nhexadecane as solvent, dimethyldisulfide (DMDS) in tetradecane as sulfur agent, and stirring at 1000 rpm. The effects of boria were investigated by using X-ray diffraction (XRD), Temperature programmed desorption (TPD) of ammonia, and Brunauer-Emmet- Teller (BET) experiments. The results showed that the catalyst prepared with low boria content (4 wt. %) had HDS activity (in pseudo first order kinetic constant basis) value ~1.45 times higher to that of CoMoS/Al2O3 catalyst.

Keywords: Alumina-boria mixed oxides, dibenzothiophene, hydrodesulfurization.

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Authors: Moustafa Osman Mohammed

Abstract:

Integration sustainability outcomes give attention to construction ecology in the design review of urban environments to comply with Earth’s System that is composed of integral parts of the (i.e., physical, chemical and biological components). Naturally, exchange patterns of industrial ecology have consistent and periodic cycles to preserve energy flows and materials in Earth’s System. When engineering topology is affecting internal and external processes in system networks, it postulated the valence of the first-level spatial outcome (i.e., project compatibility success). These instrumentalities are dependent on relating the second-level outcome (i.e., participant security satisfaction). The construction ecology-based topology (i.e., as feedback energy system) flows from biotic and abiotic resources in the entire Earth’s ecosystems. These spatial outcomes are providing an innovation, as entails a wide range of interactions to state, regulate and feedback “topology” to flow as “interdisciplinary equilibrium” of ecosystems. The interrelation dynamics of ecosystems are performing a process in a certain location within an appropriate time for characterizing their unique structure in “equilibrium patterns”, such as biosphere and collecting a composite structure of many distributed feedback flows. These interdisciplinary systems regulate their dynamics within complex structures. These dynamic mechanisms of the ecosystem regulate physical and chemical properties to enable a gradual and prolonged incremental pattern to develop a stable structure. The engineering topology of construction ecology for integration sustainability outcomes offers an interesting tool for ecologists and engineers in the simulation paradigm as an initial form of development structure within compatible computer software. This approach argues from ecology, resource savings, static load design, financial other pragmatic reasons, while an artistic/architectural perspective, these are not decisive. The paper described an attempt to unify analytic and analogical spatial modeling in developing urban environments as a relational setting, using optimization software and applied as an example of integrated industrial ecology where the construction process is based on a topology optimization approach.

Keywords: Construction ecology, industrial ecology, urban topology, environmental planning.

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Authors: P. Sengottuvelan, T. Gopalakrishnan

Abstract:

Web Usage Mining is the application of data mining techniques to find usage patterns from web log data, so as to grasp required patterns and serve the requirements of Web-based applications. User’s expertise on the internet may be improved by minimizing user’s web access latency. This may be done by predicting the future search page earlier and the same may be prefetched and cached. Therefore, to enhance the standard of web services, it is needed topic to research the user web navigation behavior. Analysis of user’s web navigation behavior is achieved through modeling web navigation history. We propose this technique which cluster’s the user sessions, based on the K-medoids technique.

Keywords: Clustering, K-medoids, Recommendation, User Session, Web Usage Mining.

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Authors: Y. Madani, H. Achache, B. Boutabout

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The purpose of this paper is to analyze numerically by the three-dimensional finite element method, using ABAQUS calculation code, the mechanical behavior of a unidirectional and multidirectional delaminated stratified composite under mechanical loading in Mode II. This study consists of the determination of the energy release rate G in mode II as well as the distribution of equivalent von Mises stresses along the damaged zone by varying several parameters such as the applied load and the delamination length. It allowed us to deduce that the high energy release rate favors delamination at the free edges of a stratified plate subjected to bending.

Keywords: Delamination, energy release rate, finite element method, stratified composite.

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Authors: Sh. Shahhosseini, S. Alinia, M. Irani

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In this work, axisymetric CFD simulation of fixed bed GTL reactor has been conducted, using computational fluid dynamics (CFD). In fixed bed CFD modeling, when N (tube-to-particle diameter ratio) has a large value, it is common to consider the packed bed as a porous media. Synthesis gas (a mixture of predominantly carbon monoxide and hydrogen) was fed to the reactor. The reactor length was 20 cm, divided to three sections. The porous zone was in the middle section of the reactor. The model equations were solved employing finite volume method. The effects of particle diameter, bed voidage, fluid velocity and bed length on pressure drop have been investigated. Simulation results showed these parameters could have remarkable impacts on the reactor pressure drop.

Keywords: GTL Process, Fixed bed reactor, Pressure drop, CFDsimulation.

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Authors: Ioannis P. Panapakidis, Marios N. Moschakis

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With the continuous increment of smart meter installations across the globe, the need for processing of the load data is evident. Clustering-based load profiling is built upon the utilization of unsupervised machine learning tools for the purpose of formulating the typical load curves or load profiles. The most commonly used algorithm in the load profiling literature is the K-means. While the algorithm has been successfully tested in a variety of applications, its drawback is the strong dependence in the initialization phase. This paper proposes a novel modified form of the K-means that addresses the aforementioned problem. Simulation results indicate the superiority of the proposed algorithm compared to the K-means.

Keywords: Clustering, load profiling, load modeling, machine learning, energy efficiency and quality.

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Authors: V.P.Subramanyam Rallabandi, S.K.Sett

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An unsupervised classification algorithm is derived by modeling observed data as a mixture of several mutually exclusive classes that are each described by linear combinations of independent non-Gaussian densities. The algorithm estimates the data density in each class by using parametric nonlinear functions that fit to the non-Gaussian structure of the data. This improves classification accuracy compared with standard Gaussian mixture models. When applied to textures, the algorithm can learn basis functions for images that capture the statistically significant structure intrinsic in the images. We apply this technique to the problem of unsupervised texture classification and segmentation.

Keywords: Gaussian Mixture Model, Independent Component Analysis, Segmentation, Unsupervised Classification.

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Authors: Ahmad Alshammari, Abdulaziz Bagabas

Abstract:

Rhodamine B (RB) is a toxic dye used extensively in textile industry, which must be remediated before its drainage to environment. In the present study, supported gold nanoparticles on commercially available titania and zincite were successfully prepared and then their activity on the photodegradation of RB under UV A light irradiation were evaluated. The synthesized photocatalysts were characterized by ICP, BET, XRD, and TEM. Kinetic results showed that Au/TiO2 was an inferior photocatalyst to Au/ZnO. This observation could be attributed to the strong reflection of UV irradiation by gold nanoparticles over TiO2 support.

Keywords: Supported AuNPs, Semiconductor photocatalyst, Photodegradation, Rhodamine B.

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Authors: M.R.Shabgard, R.M.Shotorbani

Abstract:

FW4 is a newly developed hot die material widely used in Forging Dies manufacturing. The right selection of the machining conditions is one of the most important aspects to take into consideration in the Electrical Discharge Machining (EDM) of FW4. In this paper an attempt has been made to develop mathematical models for relating the Material Removal Rate (MRR), Tool Wear Ratio (TWR) and surface roughness (Ra) to machining parameters (current, pulse-on time and voltage). Furthermore, a study was carried out to analyze the effects of machining parameters in respect of listed technological characteristics. The results of analysis of variance (ANOVA) indicate that the proposed mathematical models, can adequately describe the performance within the limits of the factors being studied.

Keywords: Electrical Discharge Machining (EDM), linearregression technique, Response Surface Methodology (RSM)

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Authors: Hanaa M. M. El-Khayat, Hoda Abdel-Hamid, Kadria M. A. Mahmoud, Hanan S. Gaber, Hoda, M. A. Abu Taleb, Hassan E. Flefel

Abstract:

Snails are considered as suitable diagnostic organisms for heavy metal–contaminated sites. Biomphalaria alexandrina snails are used in this work as pollution bioindicators after exposure to chemical mixtures consisted of heavy metals (HM); zinc (Zn), copper (Cu) and lead (Pb); and persistent organic pollutants; Decabromodiphenyl ether 98% (D) and Aroclor 1254 (A). The impacts of these tested chemicals, individual and mixtures, on liver and kidney functions, antioxidant enzymes, complete blood picture, and tissue histology were studied. Results showed that Cu was proved to be the highly toxic against snails than Zn and Pb where LC₅₀ values were 1.362, 213.198 and 277.396 ppm, respectively. Also, B. alexandrina snails exposed to the mixture of HM (¼ LC₅ Cu, Pb and Zn) showed the highest bioaccumulation of Cu and Zn in their whole tissue, the most significant increase in AST, ALT & ALP activities and the highest significant levels of total protein, albumin and globulin. Results showed significant alterations in CAT activity in snail tissue extracts while snail samples exposed to most experimental tests showed significant increase in GST activity. Snail samples that exposed to HM mixtures showed a significant decrease in total hemocytes count while snail samples that exposed to mixtures containing A & D showed a significant increase in total hemocytes and Hyalinocytes. Histopathological alterations in snail samples exposed to individual HM and their mixtures for 4 weeks showed degeneration, edema, hyper trophy and vaculation in head-foot muscle, degeneration and necrotic changes in the digestive gland and accumulation in most tested organs. Also, the hermaphrodite gland showed mature ova with irregular shape and reduction in sperm number. In conclusion, the resulted damage and alterations in B. alexandrina studied parameters can be used as bioindicators to the presence of pollutants in its habitats.

Keywords: Biomphalaria, Zn, Cu, Pb, AST, ALT, ALP, total protein albumin, globulin, CAT and Histopathology.

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Authors: Ahmed El Oualkadi, Abdellah Ait Ouahman

Abstract:

This paper discusses a systematic design of a Σ-Δ fractional-N Phase-Locked Loop based on HDL behavioral modeling. The proposed design consists in describing the mixed behavior of this PLL architecture starting from the specifications of each building block. The HDL models of critical PLL blocks have been described in VHDL-AMS to predict the different specifications of the PLL. The effect of different noise sources has been efficiently introduced to study the PLL system performances. The obtained results are compared with transistor-level simulations to validate the effectiveness of the proposed models for wireless applications in the frequency range around 2.45 GHz.

Keywords: Phase-locked loop, frequency synthesizer, fractional-N PLL, Σ-Δ modulator, HDL models

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Authors: Soumia Ichoua

Abstract:

In this paper, we investigate the strategic stochastic air traffic flow management problem which seeks to balance airspace capacity and demand under weather disruptions. The goal is to reduce the need for myopic tactical decisions that do not account for probabilistic knowledge about the NAS near-future states. We present and discuss a scenario-based modeling approach based on a time-space stochastic process to depict weather disruption occurrences in the NAS. A solution framework is also proposed along with a distributed implementation aimed at overcoming scalability problems. Issues related to this implementation are also discussed.

Keywords: Air traffic management, sample average approximation, scenario-based approach, stochastic capacity.

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Authors: J. Fei

Abstract:

This paper presents the adaptive control scheme with sliding mode compensator for vibration control problem in the presence of disturbance. The dynamic model of the flexible cantilever beam using finite element modeling is derived. The adaptive control with sliding mode compensator using output feedback for output tracking is developed to reject the external disturbance, and to improve the tracking performance. Satisfactory simulation results verify that the effectiveness of adaptive control scheme with sliding mode compensator.

Keywords: finite element model, adaptive control, sliding modecontrol, vibration suppression

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Authors: S. Sarumathi, N. Shanthi, S. Vidhya

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In the present world, predicting rainfall is considered to be an essential and also a challenging task. Normally, the climate and rainfall are presumed to have non-linear as well as intricate phenomena. For predicting accurate rainfall, we necessitate advanced computer modeling and simulation. When there is an enhanced understanding of the spatial and temporal distribution of precipitation then it becomes enrichment to applications such as hydrologic, climatic and ecological. Conversely, there may be some kind of challenges occur in the community due to some application which results in the absence of consistent precipitation observation in remote and also emerging region. This survey paper provides a multifarious collection of methodologies which are epitomized by various researchers for predicting the rainfall. It also gives information about some technique to forecast rainfall, which is appropriate to all methods like numerical, traditional and statistical.

Keywords: Satellite Image, Segmentation, Feature Extraction, Classification, Clustering, Precipitation Estimation.

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Authors: Sedat Atmaca, Celal Ceken, Ismail Erturk

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One of the biggest drawbacks of the wireless environment is the limited bandwidth. However, the users sharing this limited bandwidth have been increasing considerably. SDMA technique which entails using directional antennas allows to increase the capacity of a wireless network by separating users in the medium. In this paper, it has been presented how the capacity can be enhanced while the mean delay is reduced by using directional antennas in wireless networks employing TDMA/FDD MAC. Computer modeling and simulation of the wireless system studied are realized using OPNET Modeler. Preliminary simulation results are presented and the performance of the model using directional antennas is evaluated and compared consistently with the one using omnidirectional antennas.

Keywords: Directional Antenna, TDMA, SDMA,

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Authors: N. Sopipan, A. Intarasit, K. Chuarkham

Abstract:

 In this paper, we forecast the volatility of Baht/USDs using Markov Regime Switching GARCH (MRS-GARCH) models. These models allow volatility to have different dynamics according to unobserved regime variables. The main purpose of this paper is to find out whether MRS-GARCH models are an improvement on the GARCH type models in terms of modeling and forecasting Baht/USD volatility. The MRS-GARCH is the best performance model for Baht/USD volatility in short term but the GARCH model is best perform for long term.

Keywords: Volatility, Markov Regime Switching, Forecasting.

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Authors: Hassan Haghighi

Abstract:

Probabilistic techniques in computer programs are becoming more and more widely used. Therefore, there is a big interest in the formal specification, verification, and development of probabilistic programs. In our work-in-progress project, we are attempting to make a constructive framework for developing probabilistic programs formally. The main contribution of this paper is to introduce an intermediate artifact of our work, a Z-based formalism called PZ, by which one can build set theoretical models of probabilistic programs. We propose to use a constructive set theory, called CZ set theory, to interpret the specifications written in PZ. Since CZ has an interpretation in Martin-L¨of-s theory of types, this idea enables us to derive probabilistic programs from correctness proofs of their PZ specifications.

Keywords: formal specification, formal program development, probabilistic programs, CZ set theory, type theory.

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Authors: Nikolay Nikolaev, Evgueni Smirnov

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This paper develops an unscented grid-based filter and a smoother for accurate nonlinear modeling and analysis of time series. The filter uses unscented deterministic sampling during both the time and measurement updating phases, to approximate directly the distributions of the latent state variable. A complementary grid smoother is also made to enable computing of the likelihood. This helps us to formulate an expectation maximisation algorithm for maximum likelihood estimation of the state noise and the observation noise. Empirical investigations show that the proposed unscented grid filter/smoother compares favourably to other similar filters on nonlinear estimation tasks.

Keywords:

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