Search results for: Defected ground structure (DGS)
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3099

Search results for: Defected ground structure (DGS)

1689 Educational Robotics Constructivism and Modeling of Robots using Reverse Engineering

Authors: David G. Maxínez, A. Ferreyra Ramírez, Ismael Echenique Álvarez, Francisco Javier Sánchez Rangel, Guillermo Castillo Tapia, Petra Baldivia Noyola, María Antonieta García Galván

Abstract:

The project describes the modeling of various architectures mechatronics specifically morphologies of robots in an educational environment. Each structure developed by students of pre-school, primary and secondary was created using the concept of reverse engineering in a constructivist environment, to later be integrated in educational software that promotes the teaching of educational Robotics in a virtual and economic environment.

Keywords: Modeling, constructivist, engineering, reverse, robotics education, virtual, morphology.

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1688 On the Design of Wearable Fractal Antenna

Authors: Amar Partap Singh Pharwaha, Shweta Rani

Abstract:

This paper is aimed at proposing a rhombus shaped wearable fractal antenna for wireless communication systems. The geometrical descriptors of the antenna have been obtained using bacterial foraging optimization (BFO) for wide band operation. The method of moment based IE3D software has been used to simulate the antenna and observed that miniaturization of 13.08% has been achieved without degrading the resonating properties of the proposed antenna. An analysis with different substrates has also been done in order to evaluate the effectiveness of electrical permittivity on the presented structure. The proposed antenna has low profile, light weight and has successfully demonstrated wideband and multiband characteristics for wearable electronic applications.

Keywords: BFO, bandwidth, electrical permittivity, fractals, wearable antenna.

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1687 Verification of Space System Dynamics Using the MATLAB Identification Toolbox in Space Qualification Test

Authors: Y. V. Kim

Abstract:

This article presents an approach with regards to the Functional Testing of Space System (SS) that could be a space vehicle (spacecraft-S/C) and/or its equipment and components – S/C subsystems. This test should finalize the Space Qualification Tests (SQT) campaign. It could be considered as a generic test and used for a wide class of SS that, from the point of view of System Dynamics and Control Theory, may be described by the ordinary differential equations. The suggested methodology is based on using semi-natural experiment laboratory stand that does not require complicated, precise and expensive technological control-verification equipment. However, it allows for testing totally assembled system during Assembling, Integration and Testing (AIT) activities at the final phase of SQT, involving system hardware (HW) and software (SW). The test physically activates system input (sensors) and output (actuators) and requires recording their outputs in real time. The data are then inserted in a laboratory computer, where it is post-experiment processed by the MATLAB/Simulink Identification Toolbox. It allows for estimating the system dynamics in the form of estimation of its differential equation coefficients through the verification experimental test and comparing them with expected mathematical model, prematurely verified by mathematical simulation during the design process. Mathematical simulation results presented in the article show that this approach could be applicable and helpful in SQT practice. Further semi-natural experiments should specify detail requirements for the test laboratory equipment and test-procedures.

Keywords: system dynamics, space system ground tests, space qualification, system dynamics identification, satellite attitude control, assembling integration and testing

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1686 The Stone in the Identity of the Landscape

Authors: Maria Diogo, Patrícia Diogo

Abstract:

The stone is a constituent part of the geological structure of the Territory, introducing himself as a subject that has always interconnected human and environment in the development of a discourse of meanings and symbols that reflect elements realized in different cultures and experiences. This action meant that the first settlements and their areas of influence gained importance in the field of humanization and spatial organization of the territory, not only for the appropriation that its inhabitants did, but mainly because the community regardless of their economic or social condition, used it as living space and cultural integration. These factors become decisive in the characterization of the landscape area in the northwest of Portugal, because the stone is a material that appears not only in the natural landscape, but is also a strong element in humanized landscape, becoming this relation the main characterization of the study area.

Keywords: Landscape, Men, Stone, Territory.

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1685 Using Molecular Dynamics to Assess Mechanical Properties of PAN-Based Carbon Fibers Comprising Imperfect Crystals with Amorphous Structures

Authors: A. Ito, S. Okamoto

Abstract:

We constructed an atomic structure model for a PAN-based carbon fiber containing amorphous structures using molecular dynamics methods. It was found that basic physical properties such as crystallinity, Young’s modulus, and thermal conductivity of our model were nearly identical to those of real carbon fibers. We then obtained the tensile strength of a carbon fiber, which has no macro defects. We finally determined that the limitation of the tensile strength was 19 GPa.

Keywords: Amorphous, carbon fiber, molecular dynamics, tensile strength.

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1684 Sliding Mode Based Behavior Control

Authors: Selim Yannier, Asif Sabanovic, Ahmet Onat, Muhammet Bastan

Abstract:

In this work, we suggested a new approach for the control of a mobile robot capable of being a building block of an intelligent agent. This approach includes obstacle avoidance and goal tracking implemented as two different sliding mode controllers. A geometry based behavior arbitration is proposed for fusing the two outputs. Proposed structure is tested on simulations and real robot. Results have confirmed the high performance of the method.

Keywords: Autonomous Mobile Robot, Behavior Based Control, Fast Local Obstacle Avoidance, Sliding Mode Control.

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1683 Customer Involvement in the Development of New Sustainable Products: A Review of the Literature

Authors: Natalia Moreira, Trevor Wood-Harper

Abstract:

The acceptance of sustainable products by the final consumer is still one of the challenges of the industry, which constantly seeks alternative approaches to successfully be accepted in the global market. A large set of methods and approaches have been discussed and analysed throughout the literature. Considering the current need for sustainable development and the current pace of consumption, the need for a combined solution towards the development of new products became clear, forcing researchers in product development to propose alternatives to the previous standard product development models. This paper presents, through a systemic analysis of the literature on product development, eco-design and consumer involvement, a set of alternatives regarding consumer involvement towards the development of sustainable products and how these approaches could help improve the sustainable industry’s establishment in the general market. Still being developed in the course of the author’s PhD, the initial findings of the research show that the understanding of the benefits of sustainable behaviour lead to a more conscious acquisition and eventually to the implementation of sustainable change in the consumer. Thus this paper is the initial approach towards the development of new sustainable products using the fashion industry as an example of practical implementation and acceptance by the consumers. By comparing the existing literature and critically analysing it, this paper concluded that the consumer involvement is strategic to improve the general understanding of sustainability and its features. The use of consumers and communities has been studied since the early 90s in order to exemplify uses and to guarantee a fast comprehension. The analysis done also includes the importance of this approach for the increase of innovation and ground breaking developments, thus requiring further research and practical implementation in order to better understand the implications and limitations of this methodology.

Keywords: Consumer involvement, Products development, Sustainability.

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1682 Building Gabor Filters from Retinal Responses

Authors: Johannes Partzsch, Christian Mayr, Rene Schuffny

Abstract:

Starting from a biologically inspired framework, Gabor filters were built up from retinal filters via LMSE algorithms. Asubset of retinal filter kernels was chosen to form a particular Gabor filter by using a weighted sum. One-dimensional optimization approaches were shown to be inappropriate for the problem. All model parameters were fixed with biological or image processing constraints. Detailed analysis of the optimization procedure led to the introduction of a minimization constraint. Finally, quantization of weighting factors was investigated. This resulted in an optimized cascaded structure of a Gabor filter bank implementation with lower computational cost.

Keywords: Gabor filter, image processing, optimization

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1681 Synthesis and Characterization of Chromium (III) Complexes with L-Glutamic Acid, Glycine and LCysteine

Authors: Kun Sri Budiasih, Chairil Anwar, Sri Juari Santosa, Hilda Ismail

Abstract:

Some Chromium (III) complexes were synthesized with three amino acids: L Glutamic Acid, Glycine, and L-cysteine as the ligands, in order to provide a new supplement containing Cr(III) for patients with type 2 diabetes mellitus. The complexes have been prepared by refluxing a mixture of Chromium(III) chloride in aqueous solution with L-glutamic acid, Glycine, and L-cysteine after pH adjustment by sodium hydroxide. These complexes were characterized by Infrared and Uv-Vis spectrophotometer and Elemental analyzer. The product yields of four products were 87.50 and 56.76% for Cr-Glu complexes, 46.70% for Cr-Gly complex and 40.08% for Cr-Cys complex respectively. The predicted structure of the complexes are [Cr(glu)2(H2O)2].xH2O, Cr(gly)3..xH2O and Cr(cys)3.xH2O., respectively.

Keywords: Cr(III), L-Cysteine L-glutamic Acid, Glycine, complexation.

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1680 The Evaluation of the Performance of Different Filtering Approaches in Tracking Problem and the Effect of Noise Variance

Authors: Mohammad Javad Mollakazemi, Farhad Asadi, Aref Ghafouri

Abstract:

Performance of different filtering approaches depends on modeling of dynamical system and algorithm structure. For modeling and smoothing the data the evaluation of posterior distribution in different filtering approach should be chosen carefully. In this paper different filtering approaches like filter KALMAN, EKF, UKF, EKS and smoother RTS is simulated in some trajectory tracking of path and accuracy and limitation of these approaches are explained. Then probability of model with different filters is compered and finally the effect of the noise variance to estimation is described with simulations results.

Keywords: Gaussian approximation, KALMAN smoother, Parameter estimation.

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1679 Development of a Model for the Redesign of Plant Structures

Authors: L. Richter, J. Lübkemann, P. Nyhuis

Abstract:

In order to remain competitive in what is a turbulent environment; businesses must be able to react rapidly to change. The past response to volatile market conditions was to introduce an element of flexibility to production. Nowadays, what is often required is a redesign of factory structures in order to cope with the state of constant flux. The Institute of Production Systems and Logistics is currently developing a descriptive and causal model for the redesign of plant structures as part of an ongoing research project. This article presents the first research findings attained in devising this model.

Keywords: Causal model, change driven factory redesign, factory planning, plant structure.

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1678 Development of Blower for Air Management System of Fuel Cell Modules

Authors: Joo-Han Kim, Jung-Moo Seo, Ha Gyeong Sung, Se Hyun Rhyu

Abstract:

This study presents a blower for air management system of fuel cell modules. A blower is composed of BLDC motor and impeller. Magnetic equivalent circuit model and finite element analysis are used to design the motor, and an improved structure is considered to reduce a mechanical loss induced from bearing units. Finally, air blower system combined with the motor and an impeller is manufactured and output properties, such as an air pressure and an amount of flowing air, are measured. Through the experimental results, a validity of the simulated one is confirmed.

Keywords: Fuel cell modules, BLDC motor, Impeller, Air management

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1677 Towards Improved Public Information on Industrial Emissions in Italy: Concepts and Specific Issues Associated to the Italian Experience in IPPC Permit Licensing

Authors: Mazziotti Gomez de Teran C., Fiore D., Cola B., Fardelli A.

Abstract:

The present paper summarizes the analysis of the request for consultation of information and data on industrial emissions made publicly available on the web site of the Ministry of Environment, Land and Sea on integrated pollution prevention and control from large industrial installations, the so called “AIA Portal”. As a matter of fact, a huge amount of information on national industrial plants is already available on internet, although it is usually proposed as textual documentation or images. Thus, it is not possible to access all the relevant information through interoperability systems and also to retrieval relevant information for decision making purposes as well as rising of awareness on environmental issue. Moreover, since in Italy the number of institutional and private subjects involved in the management of the public information on industrial emissions is substantial, the access to the information is provided on internet web sites according to different criteria; thus, at present it is not structurally homogeneous and comparable. To overcome the mentioned difficulties in the case of the Coordinating Committee for the implementation of the Agreement for the industrial area in Taranto and Statte, operating before the IPPC permit granting procedures of the relevant installation located in the area, a big effort was devoted to elaborate and to validate data and information on characterization of soil, ground water aquifer and coastal sea at disposal of different subjects to derive a global perspective for decision making purposes. Thus, the present paper also focuses on main outcomes matured during such experience.

Keywords: Public information, emissions into atmosphere, IPPC permits, territorial information systems.

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1676 Equipment Design for Lunar Lander Landing-Impact Test

Authors: Xiaohuan Li, Wangmin Yi, Xinghui Wu

Abstract:

In order to verify the performance of lunar lander structure, landing-impact test is urgently needed. And the test equipment is necessary for the test. The functions and the key points of the equipment are presented to satisfy the requirements of the test, and the design scheme is proposed. The composition, the major function and the critical parts’ design of the equipment are introduced. By the load test of releasing device and single-beam hoist, and the compatibility test of landing-impact testing system, the rationality and reliability of the equipment is proved.

Keywords: Landing-impact test, lunar lander, releasing device, test equipment.

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1675 A New Approach for Controlling Overhead Traveling Crane Using Rough Controller

Authors: Mazin Z. Othman

Abstract:

This paper presents the idea of a rough controller with application to control the overhead traveling crane system. The structure of such a controller is based on a suggested concept of a fuzzy logic controller. A measure of fuzziness in rough sets is introduced. A comparison between fuzzy logic controller and rough controller has been demonstrated. The results of a simulation comparing the performance of both controllers are shown. From these results we infer that the performance of the proposed rough controller is satisfactory.

Keywords: Accuracy measure, Fuzzy Logic Controller (FLC), Overhead Traveling Crane (OTC), Rough Set Theory (RST), Roughness measure

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1674 Metal-Dielectric Antireflection Coating on Metallic Substrate for Solar Selective Absorbers of Concentrating Solar Power Systems

Authors: Chien-Cheng Kuo

Abstract:

We design and discuss metal-dielectric antireflection coating on metallic substrates for Solar Selective Absorbers of Concentrating Solar Power Systems. The average reflectance is 8.5% at 400-3000nm and 84.4% at 3000nm-10000nm of the metal-dielectric structure.

Keywords: Concentrating solar power systems, solar thermal, solar selective absorber, absorptance, emittance.

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1673 Solar Panel Installations on Existing Structures

Authors: Tim D. Sass, Pe, Leed

Abstract:

The rising price of fossil fuels, government incentives and growing public aware-ness for the need to implement sustainable energy supplies has resulted in a large in-crease in solar panel installations across the country. For many sites the most eco-nomical solar panel installation uses existing, southerly facing rooftops. Adding solar panels to an existing roof typically means increased loads that must be borne by the building-s structural elements. The structural design professional is responsible for ensuring a new solar panel installation is properly supported by an existing structure and configured to maximize energy generation.

Keywords: Solar Panel, Structures, Structural Design.

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1672 Long-Term Simulation of Digestive Sound Signals by CEPSTRAL Technique

Authors: Einalou Z., Najafi Z., Maghooli K. Zandi Y, Sheibeigi A

Abstract:

In this study, an investigation over digestive diseases has been done in which the sound acts as a detector medium. Pursue to the preprocessing the extracted signal in cepstrum domain is registered. After classification of digestive diseases, the system selects random samples based on their features and generates the interest nonstationary, long-term signals via inverse transform in cepstral domain which is presented in digital and sonic form as the output. This structure is updatable or on the other word, by receiving a new signal the corresponding disease classification is updated in the feature domain.

Keywords: Cepstrum, databank, digestive disease, acousticsignal.

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1671 The Influence of Heat Treatment on Antimicrobial Proteins in Milk

Authors: Jelena Zagorska, Inga Ciprovica

Abstract:

the obligatory step during immunoglobulin and lysozyme concentration process is thermal treatment. The combination of temperature and time used in processing can affect the structure of the proteins and involve unfolding and aggregation. The aim of the present study was to evaluate the heat stability of total Igs, the particular immunoglobulin classes and lysozyme in milk. Milk samples were obtained from conventional dairy herd in Latvia. Raw milk samples were pasteurized in different regimes: 63 °C 30 min, 72 °C 15-20 s, 78 °C 15-20 s, 85 °C 15-20 s, 95 °C 15-20 s. The concentrations of Igs (IgA, IgG, IgM) and lysozyme were determined by turbodimetric method. During research was established, that activity of antimicrobial proteins decreases differently. Less concentration reduce was established in a case of lysozyme.

Keywords: immunoglobulins, lysozyme, milk, pasteurization

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1670 Motion Protection System Design for a Parallel Motion Platform

Authors: Dongsu Wu, Hongbin Gu

Abstract:

A motion protection system is designed for a parallel motion platform with subsided cabin. Due to its complex structure, parallel mechanism is easy to encounter interference problems including link length limits, joints limits and self-collision. Thus a virtual spring algorithm in operational space is developed for the motion protection system to avoid potential damages caused by interference. Simulation results show that the proposed motion protection system can effectively eliminate interference problems and ensure safety of the whole motion platform.

Keywords: Motion protection, motion platform, parallelmechanism, Stewart platform, collision avoidance.

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1669 QoS Management in the Future Internet

Authors: S. Rao, S. Khavtasi, C. Chassot, N. Van Wambeke, F. Armando, S. P. Romano, T. Castaldi

Abstract:

The talks about technological convergence had been around for almost twenty years. Today Internet made it possible. And this is not only technical evolution. The way it changed our lives reflected in variety of applications, services and technologies used in day-to-day life. Such benefits imposed even more requirements on heterogeneous and unreliable IP networks. Current paper outlines QoS management system developed in the NetQoS [1] project. It describes an overall architecture of management system for heterogeneous networks and proposes automated multi-layer QoS management. Paper focuses on the structure of the most crucial modules of the system that enable autonomous and multi-layer provisioning and dynamic adaptation.

Keywords: Automated QoS management, multi-layerprovisioning and adaptation, QoS, QoE.

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1668 RBS Characteristic of Cd1−xZnxS Thin Film Fabricated by Vacuum Deposition Method

Authors: N. Dahbi, D-E. Arafah

Abstract:

Cd1−xZnxS thins films have been fabricated from ZnS/CdS/ZnS multilayer thin film systems, by using the vacuum deposition method; the Rutherford backscattering (RBS) technique have been applied in order to determine the: structure, composition, depth profile, and stoichiometric of these films. The influence of the chemical and heat treatments on the produced films also have been investigated; the RBS spectra of the films showed that homogenous Cd1−xZnxS can be synthesized with x=0.45.

Keywords: Cd1−xZnxS, chemical treatment, depth profile, heat treatment, RBS, RUMP simulation, thin film, vacuum deposition, ZnS/CdS/ZnS.

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1667 An Artificial Neural Network Model Based Study of Seismic Wave

Authors: Hemant Kumar, Nilendu Das

Abstract:

A study based on ANN structure gives us the information to predict the size of the future in realizing a past event. ANN, IMD (Indian meteorological department) data and remote sensing were used to enable a number of parameters for calculating the size that may occur in the future. A threshold selected specifically above the high-frequency harvest reached the area during the selected seismic activity. In the field of human and local biodiversity it remains to obtain the right parameter compared to the frequency of impact. But during the study the assumption is that predicting seismic activity is a difficult process, not because of the parameters involved here, which can be analyzed and funded in research activity.

Keywords: ANN, Bayesian class, earthquakes, IMD.

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1666 An Analysis of the Themes of Alcoholic Beverage Advertisements in Thailand after the Enactment of the Alcoholic Beverage Control Act of 2008

Authors: Arishai Akraudom

Abstract:

The objective of this research was to study the themes of alcoholic beverage advertisements in Thailand after the enactment of the 2008 Alcoholic Beverage Control Act. Data was collected through textual analysis of 35 television and cinema advertisements for alcoholic beverage products broadcast in Thailand. Nine themes were identified, seven of which were themes that had previously been used before the new law (i.e. power, competition, friendship, Thainess, success, romance and safety) and two of which were new themes (volunteerism and conservation) that were introduced as a form of adaptation and negotiation in response to the new law.

Keywords: Alcoholic Beverage Control Act 2008, Alcohol Advertising, Analysis of Themes, Narrative Structure, Health Communication.

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1665 Project Management Success for Contractors

Authors: Hamimah Adnan, Norfashiha Hashim, Mohd Arif Marhani, Mohd Asri Yeop Johari

Abstract:

The aim of this paper is to provide a better understanding of the implementation of Project Management practices by UiTM contractors to ensure project success. A questionnaire survey was administered to 120 UiTM contractors in Malaysia. The purpose of this method was to gather information on the contractors- project background and project management skills. It was found that all of the contractors had basic knowledge and understanding of project management skills. It is suggested that a reasonable project plan and an appropriate organizational structure are influential factors for project success. It is recommended that the contractors need to have an effective program of work and up to date information system are emphasized.

Keywords: Project management, success, contractors.

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1664 A Comparative Analysis of the Perceived Bureaucracy in a Turkish State University

Authors: Ahmet C. Kutlu, Seçkin Polat

Abstract:

Organizational structure of the Turkish state universities is a form of bureaucracy, a high efficient system in rational and formal control. According to the dimensional approach bureaucracy can occur in an organization in a degree, as some bureaucracy characteristics can be stronger than others. In addition, the units of an organization due to their different specific characteristic properties can perceive the bureaucracy differently. In the study, Hall-s Organizational Inventory, which was developed for evaluating the degree of bureaucratization from the dimensional perspective, is used to find out if there is a difference in the perception of the bureaucracy between the academicians working in three different departments and two faculties in the same university.

Keywords: Degree of bureaucratization, Hall's Organizational Inventory, perceived bureaucracy.

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1663 Perceived Determinants of Obesity among Primary School Pupils in Eti Osa Local Government Area of Lagos State, Nigeria

Authors: B. O. Diyaolu, E. A. Okebanjo

Abstract:

Children in today’s world need attention and care even with their physique as obesity is also at the increased. Several factors can be responsible for obesity in children and adequate attention is paramount in other not to accommodate it into adolescent period. This study investigated perceived determinants of obesity among primary school pupils in Eti Osa Local Government area of Lagos State. Descriptive survey research design was used and population was all obese pupils in Eti Osa Local Government Area of Lagos State. 92 pupils were selected from randomly picked 12 primary schools while purposive sampling technique was used to pick primary 4-6 pupils. With the aid of body mass index (BMI) and age percentile chart the obese pupils were selected. The instrument for the study was a self-developed and structured questionnaire on perceived determinant of obesity. The questionnaire was divided into three sections. The Cronbach’s Alpha reliability coefficient of 0.74 was obtained. The hypotheses were tested at 0.05 significant levels. The completed questionnaire was collated coded and analyzed using descriptive statistics of frequency counts and percentage and inferential statistics of chi-square (X2). Findings of this study revealed that physical activities and parental influences were determinant of obesity. Physical activity is essential in reducing the rate of obesity in Eti Osa Local Government Area both at home and within the school environment. Primary schools need to create more playing ground for pupils to exercise themselves. Parents need to cater for their children diet ensuring not just the quantity but the quality as well.

Keywords: Feeding pattern, obese pupils, parental influence, physical activities.

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1662 Detailed Phenomenological Study of 14N Elastically Scattered on 12C in a wide Energy Range

Authors: Sh. Hamada, N. Burtebayev, N. Amangeldi, A. Amar

Abstract:

An experiment was performed with a 24.5 MeV 14N beam on a 12C target in the cyclotron DC-60 located in Astana, Kazakhstan, to study the elastic scattering of 14N on 12C; the scattering was also analyzed at different energies for tracking the phenomenon of remarkable structure at large angles. Its aims were to extend the measurements to very large angles, and attempt to uniquely identify the elastic scattering potential. Good agreement between the theoretical and experimental data has been obtained with suitable optical potential parameters. Optical model calculations with l -dependent imaginary potentials were also applied to the data and relatively good agreement was found.

Keywords: Optical Potential Codes, Elastic Scattering, SPIVALCode.

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1661 Development of Sports Nation on the Way of Health Management

Authors: Beatrix Faragó, Zsolt Szakály, Ágnes Kovácsné Tóth, Csaba Konczos, Norbert Kovács, Zsófia Pápai, Tamás Kertész

Abstract:

The future of the nation is the embodiment of a healthy society. A key segment of government policy is the development of health and a health-oriented environment. As a result, sport as an activator of health is an important area for development. In Hungary, sport is a strategic sector with the aim of developing a sports nation. The function of sport in the global society is multifaceted, which is manifested in both social and economic terms. The economic importance of sport is gaining ground in the world, with implications for Central and Eastern Europe. Smaller states, such as Hungary, cannot ignore the economic effects of exploiting the effects of sport. The relationship between physical activity and health is driven by the health economy towards the nation's economic factor. In our research, we analyzed sport as a national strategy sector and its impact on age groups. By presenting the current state of health behavior, we get an idea of the directions where development opportunities require even more intervention. The foundation of the health of a nation is the young age group, whose shaping of health will shape the future generation. Our research was attended by university students from the Faculty of Health and Sports Sciences who will be experts in the field of health in the future. The other group is the elderly, who are a growing social group due to demographic change and are a key segment of the labor market and consumer society. Our study presents the health behavior of the two age groups, their differences, and similarities. The survey also identifies gaps in the development of a health management strategy that national strategies should take into account.

Keywords: Competitiveness, health behavior, health economy, health management, sports nation.

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1660 Comparative Analysis of the Stochastic and Parsimonious Interest Rates Models on Croatian Government Market

Authors: Zdravka Aljinović, Branka Marasović, Blanka Škrabić

Abstract:

The paper provides a discussion of the most relevant aspects of yield curve modeling. Two classes of models are considered: stochastic and parsimonious function based, through the approaches developed by Vasicek (1977) and Nelson and Siegel (1987). Yield curve estimates for Croatia are presented and their dynamics analyzed and finally, a comparative analysis of models is conducted.

Keywords: the term structure of interest rates, Vasicek model, Nelson-Siegel model, Croatian Government market.

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