Search results for: Periodic autoregressive model.
7447 Rail Degradation Modelling Using ARMAX: A Case Study Applied to Melbourne Tram System
Authors: M. Karimpour, N. Elkhoury, L. Hitihamillage, S. Moridpour, R. Hesami
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There is a necessity among rail transportation authorities for a superior understanding of the rail track degradation overtime and the factors influencing rail degradation. They need an accurate technique to identify the time when rail tracks fail or need maintenance. In turn, this will help to increase the level of safety and comfort of the passengers and the vehicles as well as improve the cost effectiveness of maintenance activities. An accurate model can play a key role in prediction of the long-term behaviour of railroad tracks. An accurate model can decrease the cost of maintenance. In this research, the rail track degradation is predicted using an autoregressive moving average with exogenous input (ARMAX). An ARMAX has been implemented on Melbourne tram data to estimate the values for the tram track degradation. Gauge values and rail usage in Million Gross Tone (MGT) are the main parameters used in the model. The developed model can accurately predict the future status of the tram tracks.
Keywords: ARMAX, Dynamic systems, MGT, Prediction, Rail degradation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10507446 Vibration Attenuation in Layered and Welded Beams with Unequal Thickness
Authors: B. Singh, K. K. Agrawal, B. K. Nanda
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In built-up structures, one of the effective ways of dissipating unwanted vibration is to exploit the occurrence of slip at the interfaces of structural laminates. The present work focuses on the dynamic analysis of welded structures. A mathematical formulation has been developed for the mechanism of slip damping in layered and welded mild steel beams with unequal thickness subjected to both periodic and non-periodic forces. It is observed that a number of vital parameters such as; thickness ratio, pressure distribution characteristics, relative slip and kinematic co-efficient of friction at the interfaces, nature of exciting forces, length and thickness of the beam specimen govern the damping characteristics of these structures. Experimental verification has been carried out to validate the analysis and study the effect of these parameters. The developed damping model for the structure is found to be in fairly good agreement with the measured data. Finally, the results of the analysis are discussed and rationalized.Keywords: Slip damping, tack welded joint, thickness ratio, inplane bending stress
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14817445 Impact of the Real Effective Exchange Rate (Reer) on Turkish Agricultural Trade
Authors: Halil Fidan
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In this work, the autoregressive vectors are used to know dynamics of the Agricultural export and import, and the real effective exchange rate (REER). In order to analyze the interactions, the impulse- response function is used in decomposition of variance, causality of Granger as well as the methodology of Johansen to know the relations co integration. The REER causes agricultural export and import in the sense of Granger. The influence displays the innovations of the REER on the agricultural export and import is not very great and the duration of the effects is short. It displays that REER has an immediate positive effect, after the tenth year it displays smooth results on the agricultural export. Evidence of a vector exists co integration, In short run, REER has smaller effects on export and import, compared to the long-run effects.Keywords: Agricultural import, agricultural export, autoregressive causality of granger, impulse-response function, long run, short run.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25637444 Positive Periodic Solutions in a Discrete Competitive System with the Effect of Toxic Substances
Authors: Changjin Xu, Qianhong Zhang
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In this paper, a delayed competitive system with the effect of toxic substances is investigated. With the aid of differential equations with piecewise constant arguments, a discrete analogue of continuous non-autonomous delayed competitive system with the effect of toxic substances is proposed. By using Gaines and Mawhin,s continuation theorem of coincidence degree theory, a easily verifiable sufficient condition for the existence of positive solutions of difference equations is obtained.
Keywords: Competitive system, periodic solution, discrete time delay, topological degree.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14417443 Estimation of Natural Frequency of the Bearing System under Periodic Force Based on Principal of Hydrodynamic Mass of Fluid
Authors: M. H. Pol, A. Bidi, A. V. Hoseini
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Estimation of natural frequency of structures is very important and isn-t usually calculated simply and sometimes complicated. Lack of knowledge about that caused hard damage and hazardous effects. In this paper, with using from two different models in FEM method and based on hydrodynamic mass of fluids, natural frequency of an especial bearing (Fig. 1) in an electric field (or, a periodic force) is calculated in different stiffness and different geometric. In final, the results of two models and analytical solution are compared.Keywords: Natural frequency of the bearing, Hydrodynamic mass of fluid method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26367442 Burstiness Reduction of a Doubly Stochastic AR-Modeled Uniform Activity VBR Video
Authors: J. P. Dubois
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Stochastic modeling of network traffic is an area of significant research activity for current and future broadband communication networks. Multimedia traffic is statistically characterized by a bursty variable bit rate (VBR) profile. In this paper, we develop an improved model for uniform activity level video sources in ATM using a doubly stochastic autoregressive model driven by an underlying spatial point process. We then examine a number of burstiness metrics such as the peak-to-average ratio (PAR), the temporal autocovariance function (ACF) and the traffic measurements histogram. We found that the former measure is most suitable for capturing the burstiness of single scene video traffic. In the last phase of this work, we analyse statistical multiplexing of several constant scene video sources. This proved, expectedly, to be advantageous with respect to reducing the burstiness of the traffic, as long as the sources are statistically independent. We observed that the burstiness was rapidly diminishing, with the largest gain occuring when only around 5 sources are multiplexed. The novel model used in this paper for characterizing uniform activity video was thus found to be an accurate model.Keywords: AR, ATM, burstiness, doubly stochastic, statisticalmultiplexing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13957441 The Non-Stationary BINARMA(1,1) Process with Poisson Innovations: An Application on Accident Data
Authors: Y. Sunecher, N. Mamode Khan, V. Jowaheer
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This paper considers the modelling of a non-stationary bivariate integer-valued autoregressive moving average of order one (BINARMA(1,1)) with correlated Poisson innovations. The BINARMA(1,1) model is specified using the binomial thinning operator and by assuming that the cross-correlation between the two series is induced by the innovation terms only. Based on these assumptions, the non-stationary marginal and joint moments of the BINARMA(1,1) are derived iteratively by using some initial stationary moments. As regards to the estimation of parameters of the proposed model, the conditional maximum likelihood (CML) estimation method is derived based on thinning and convolution properties. The forecasting equations of the BINARMA(1,1) model are also derived. A simulation study is also proposed where BINARMA(1,1) count data are generated using a multivariate Poisson R code for the innovation terms. The performance of the BINARMA(1,1) model is then assessed through a simulation experiment and the mean estimates of the model parameters obtained are all efficient, based on their standard errors. The proposed model is then used to analyse a real-life accident data on the motorway in Mauritius, based on some covariates: policemen, daily patrol, speed cameras, traffic lights and roundabouts. The BINARMA(1,1) model is applied on the accident data and the CML estimates clearly indicate a significant impact of the covariates on the number of accidents on the motorway in Mauritius. The forecasting equations also provide reliable one-step ahead forecasts.Keywords: Non-stationary, BINARMA(1, 1) model, Poisson Innovations, CML
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5707440 Impact of Financial System’s Development on Economic Development: An Empirical Investigation
Authors: Vilma Deltuvaitė
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Comparisons of financial development across countries are central to answering many of the questions on factors leading to economic development. For this reason this study analyzes the implications of financial system’s development on country’s economic development. The aim of the article: to analyze the impact of financial system’s development on economic development. The following research methods were used: systemic, logical and comparative analysis of scientific literature, analysis of statistical data, time series model (Autoregressive Distributed Lag (ARDL) Model). The empirical results suggest about positive short and long term effect of stock market development on GDP per capita.
Keywords: Banking sector, economic development, financial system’s development, stock market, private bond market.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21117439 Zero-Dissipative Explicit Runge-Kutta Method for Periodic Initial Value Problems
Authors: N. Senu, I. A. Kasim, F. Ismail, N. Bachok
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In this paper zero-dissipative explicit Runge-Kutta method is derived for solving second-order ordinary differential equations with periodical solutions. The phase-lag and dissipation properties for Runge-Kutta (RK) method are also discussed. The new method has algebraic order three with dissipation of order infinity. The numerical results for the new method are compared with existing method when solving the second-order differential equations with periodic solutions using constant step size.
Keywords: Dissipation, Oscillatory solutions, Phase-lag, Runge- Kutta methods.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18947438 Defect Modes in Multilayered Piezoelectric Structures
Authors: D. G. Piliposyan
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Propagation of electro-elastic waves in a piezoelectric waveguide with finite stacks and a defect layer is studied using a modified transfer matrix method. The dispersion equation for a periodic structure consisting of unit cells made up from two piezoelectric materials with metallized interfaces is obtained. An analytical expression, for the transmission coefficient for a waveguide with finite stacks and a defect layer, that is found can be used to accurately detect and control the position of the passband within a stopband. The result can be instrumental in constructing a tunable waveguide made of layers of different or identical piezoelectric crystals and separated by metallized interfaces.Keywords: Defect mode, Bloch waves, periodic phononic crystal, piezoelectric composite waveguide.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10937437 Bifurcation Analysis of a Delayed Predator-prey Fishery Model with Prey Reserve in Frequency Domain
Authors: Changjin Xu
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In this paper, applying frequency domain approach, a delayed predator-prey fishery model with prey reserve is investigated. By choosing the delay τ as a bifurcation parameter, It is found that Hopf bifurcation occurs as the bifurcation parameter τ passes a sequence of critical values. That is, a family of periodic solutions bifurcate from the equilibrium when the bifurcation parameter exceeds a critical value. The length of delay which preserves the stability of the positive equilibrium is calculated. Some numerical simulations are included to justify the theoretical analysis results. Finally, main conclusions are given.
Keywords: Predator-prey model, stability, Hopf bifurcation, frequency domain, Nyquist criterion.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13937436 Spatio-Temporal Analysis and Mapping of Malaria in Thailand
Authors: Krisada Lekdee, Sunee Sammatat, Nittaya Boonsit
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This paper proposes a GLMM with spatial and temporal effects for malaria data in Thailand. A Bayesian method is used for parameter estimation via Gibbs sampling MCMC. A conditional autoregressive (CAR) model is assumed to present the spatial effects. The temporal correlation is presented through the covariance matrix of the random effects. The malaria quarterly data have been extracted from the Bureau of Epidemiology, Ministry of Public Health of Thailand. The factors considered are rainfall and temperature. The result shows that rainfall and temperature are positively related to the malaria morbidity rate. The posterior means of the estimated morbidity rates are used to construct the malaria maps. The top 5 highest morbidity rates (per 100,000 population) are in Trat (Q3, 111.70), Chiang Mai (Q3, 104.70), Narathiwat (Q4, 97.69), Chiang Mai (Q2, 88.51), and Chanthaburi (Q3, 86.82). According to the DIC criterion, the proposed model has a better performance than the GLMM with spatial effects but without temporal terms.
Keywords: Bayesian method, generalized linear mixed model (GLMM), malaria, spatial effects, temporal correlation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21387435 Typical Day Prediction Model for Output Power and Energy Efficiency of a Grid-Connected Solar Photovoltaic System
Authors: Yan Su, L. C. Chan
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A novel typical day prediction model have been built and validated by the measured data of a grid-connected solar photovoltaic (PV) system in Macau. Unlike conventional statistical method used by previous study on PV systems which get results by averaging nearby continuous points, the present typical day statistical method obtain the value at every minute in a typical day by averaging discontinuous points at the same minute in different days. This typical day statistical method based on discontinuous point averaging makes it possible for us to obtain the Gaussian shape dynamical distributions for solar irradiance and output power in a yearly or monthly typical day. Based on the yearly typical day statistical analysis results, the maximum possible accumulated output energy in a year with on site climate conditions and the corresponding optimal PV system running time are obtained. Periodic Gaussian shape prediction models for solar irradiance, output energy and system energy efficiency have been built and their coefficients have been determined based on the yearly, maximum and minimum monthly typical day Gaussian distribution parameters, which are obtained from iterations for minimum Root Mean Squared Deviation (RMSD). With the present model, the dynamical effects due to time difference in a day are kept and the day to day uncertainty due to weather changing are smoothed but still included. The periodic Gaussian shape correlations for solar irradiance, output power and system energy efficiency have been compared favorably with data of the PV system in Macau and proved to be an improvement than previous models.
Keywords: Grid Connected, RMSD, Solar PV System, Typical Day.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16657434 Rainfall–Runoff Simulation Using WetSpa Model in Golestan Dam Basin, Iran
Authors: M. R. Dahmardeh Ghaleno, M. Nohtani, S. Khaledi
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Flood simulation and prediction is one of the most active research areas in surface water management. WetSpa is a distributed, continuous, and physical model with daily or hourly time step that explains precipitation, runoff, and evapotranspiration processes for both simple and complex contexts. This model uses a modified rational method for runoff calculation. In this model, runoff is routed along the flow path using Diffusion-Wave equation which depends on the slope, velocity, and flow route characteristics. Golestan Dam Basin is located in Golestan province in Iran and it is passing over coordinates 55° 16´ 50" to 56° 4´ 25" E and 37° 19´ 39" to 37° 49´ 28"N. The area of the catchment is about 224 km2, and elevations in the catchment range from 414 to 2856 m at the outlet, with average slope of 29.78%. Results of the simulations show a good agreement between calculated and measured hydrographs at the outlet of the basin. Drawing upon Nash-Sutcliffe model efficiency coefficient for calibration periodic model estimated daily hydrographs and maximum flow rate with an accuracy up to 59% and 80.18%, respectively.
Keywords: Watershed simulation, WetSpa, stream flow, flood prediction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10127433 New Exact Three-Wave Solutions for the (2+1)-Dimensional Asymmetric Nizhnik-Novikov-Veselov System
Authors: Fadi Awawdeh, O. Alsayyed
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New exact three-wave solutions including periodic two-solitary solutions and doubly periodic solitary solutions for the (2+1)-dimensional asymmetric Nizhnik-Novikov- Veselov (ANNV) system are obtained using Hirota's bilinear form and generalized three-wave type of ansatz approach. It is shown that the generalized three-wave method, with the help of symbolic computation, provides an e¤ective and powerful mathematical tool for solving high dimensional nonlinear evolution equations in mathematical physics.
Keywords: Soliton Solution, Hirota Bilinear Method, ANNV System.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14987432 The Effect of a Free -Trade Agreement upon Agricultural Imports
Authors: Andres G. Victorio, Montita Rungswang
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A free-trade agreement is found to increase Thailand-s agricultural imports from New Zealand, despite the short span of time for which the agreement has been operational. The finding is described by autoregressive estimates that correct for possible unit roots in the data. The agreement-s effect upon imports is also estimated while considering an error-correction model of imports against gross domestic product.Keywords: Agricultural imports, free trade, unit roots, cointegration, error correction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17957431 Almost Periodicity in a Harvesting Lotka-Volterra Recurrent Neural Networks with Time-Varying Delays
Authors: Yongzhi Liao
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By using the theory of exponential dichotomy and Banach fixed point theorem, this paper is concerned with the problem of the existence and uniqueness of positive almost periodic solution in a delayed Lotka-Volterra recurrent neural networks with harvesting terms. To a certain extent, our work in this paper corrects some result in recent years. Finally, an example is given to illustrate the feasibility and effectiveness of the main result.
Keywords: positive almost periodic solution, Lotka-Volterra, neural networks, Banach fixed point theorem, harvesting
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16067430 Seven step Adams Type Block Method With Continuous Coefficient For Periodic Ordinary Differential Equation
Authors: Olusheye Akinfenwa
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We consider the development of an eight order Adam-s type method, with A-stability property discussed by expressing them as a one-step method in higher dimension. This makes it suitable for solving variety of initial-value problems. The main method and additional methods are obtained from the same continuous scheme derived via interpolation and collocation procedures. The methods are then applied in block form as simultaneous numerical integrators over non-overlapping intervals. Numerical results obtained using the proposed block form reveals that it is highly competitive with existing methods in the literature.Keywords: Block Adam's type Method; Periodic Ordinary Differential Equation; Stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15687429 A Survey on Quasi-Likelihood Estimation Approaches for Longitudinal Set-ups
Authors: Naushad Mamode Khan
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The Com-Poisson (CMP) model is one of the most popular discrete generalized linear models (GLMS) that handles both equi-, over- and under-dispersed data. In longitudinal context, an integer-valued autoregressive (INAR(1)) process that incorporates covariate specification has been developed to model longitudinal CMP counts. However, the joint likelihood CMP function is difficult to specify and thus restricts the likelihood-based estimating methodology. The joint generalized quasi-likelihood approach (GQL-I) was instead considered but is rather computationally intensive and may not even estimate the regression effects due to a complex and frequently ill-conditioned covariance structure. This paper proposes a new GQL approach for estimating the regression parameters (GQL-III) that is based on a single score vector representation. The performance of GQL-III is compared with GQL-I and separate marginal GQLs (GQL-II) through some simulation experiments and is proved to yield equally efficient estimates as GQL-I and is far more computationally stable.
Keywords: Longitudinal, Com-Poisson, Ill-conditioned, INAR(1), GLMS, GQL.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17647428 A Frequency Dependence of the Phase Field Model in Laminar Boundary Layer with Periodic Perturbations
Authors: Yasuo Obikane
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The frequency dependence of the phase field model(PFM) is studied. A simple PFM is proposed, and is tested in a laminar boundary layer. The Blasius-s laminar boundary layer solution on a flat plate is used for the flow pattern, and several frequencies are imposed on the PFM, and the decay times of the interfaces are obtained. The computations were conducted for three cases: 1) no-flow, and 2) a half ball on the laminar boundary layer, 3) a line of mass sources in the laminar boundary layer. The computations show the decay time becomes shorter as the frequency goes larger, and also show that it is sensitive to both background disturbances and surface tension parameters. It is concluded that the proposed simple PFM can describe the properties of decay process, and could give the fundamentals for the decay of the interface in turbulent flows.Keywords: Phase field model, two phase flows, Laminarboundary Layer
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14937427 HOPF Bifurcation of a Predator-prey Model with Time Delay and Habitat Complexity
Authors: Li Hongwei
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In this paper, a predator-prey model with time delay and habitat complexity is investigated. By analyzing the characteristic equations, the local stability of each feasible equilibria of the system is discussed and the existence of a Hopf bifurcation at the coexistence equilibrium is established. By choosing the sum of two delays as a bifurcation parameter, we show that Hopf bifurcations can occur as crosses some critical values. By deriving the equation describing the flow on the center manifold, we can determine the direction of the Hopf bifurcations and the stability of the bifurcating periodic solutions. Numerical simulations are carried out to illustrate the main theoretical results.
Keywords: Predator-prey system, delay, habitat complexity, HOPF bifurcation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18587426 Equatorial Symmetry of Chaotic Solutions in Boussinesq Convection in a Rotating Spherical Shell
Authors: Keiji Kimura, Shin-ichi Takehiro, Michio Yamada
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We investigate properties of convective solutions of the Boussinesq thermal convection in a moderately rotating spherical shell allowing the inner and outer sphere rotation due to the viscous torque of the fluid. The ratio of the inner and outer radii of the spheres, the Prandtl number and the Taylor number are fixed to 0.4, 1 and 5002, respectively. The inertial moments of the inner and outer spheres are fixed to about 0.22 and 100, respectively. The Rayleigh number is varied from 2.6 × 104 to 3.4 × 104. In this parameter range, convective solutions transit from equatorially symmetric quasiperiodic ones to equatorially asymmetric chaotic ones as the Rayleigh number is increased. The transition route in the system allowing rotation of both the spheres is different from that in the co-rotating system, which means the inner and outer spheres rotate with the same constant angular velocity: the convective solutions transit as equatorially symmetric quasi-periodic solution → equatorially symmetric chaotic solution → equatorially asymmetric chaotic solution in the system allowing both the spheres rotation, while equatorially symmetric quasi-periodic solution → equatorially asymmetric quasiperiodic solution → equatorially asymmetric chaotic solution in the co-rotating system.Keywords: thermal convection, numerical simulation, equatorial symmetry, quasi-periodic solution, chaotic solution
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15737425 Multivariable Control of Smart Timoshenko Beam Structures Using POF Technique
Authors: T.C. Manjunath, B. Bandyopadhyay
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Active Vibration Control (AVC) is an important problem in structures. One of the ways to tackle this problem is to make the structure smart, adaptive and self-controlling. The objective of active vibration control is to reduce the vibration of a system by automatic modification of the system-s structural response. This paper features the modeling and design of a Periodic Output Feedback (POF) control technique for the active vibration control of a flexible Timoshenko cantilever beam for a multivariable case with 2 inputs and 2 outputs by retaining the first 2 dominant vibratory modes using the smart structure concept. The entire structure is modeled in state space form using the concept of piezoelectric theory, Timoshenko beam theory, Finite Element Method (FEM) and the state space techniques. Simulations are performed in MATLAB. The effect of placing the sensor / actuator at 2 finite element locations along the length of the beam is observed. The open loop responses, closed loop responses and the tip displacements with and without the controller are obtained and the performance of the smart system is evaluated for active vibration control.Keywords: Smart structure, Timoshenko theory, Euler-Bernoulli theory, Periodic output feedback control, Finite Element Method, State space model, Vibration control, Multivariable system, Linear Matrix Inequality
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23017424 Accuracy of Divergence Measures for Detection of Abrupt Changes
Authors: P. Bergl
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Numerous divergence measures (spectral distance, cepstral distance, difference of the cepstral coefficients, Kullback-Leibler divergence, distance given by the General Likelihood Ratio, distance defined by the Recursive Bayesian Changepoint Detector and the Mahalanobis measure) are compared in this study. The measures are used for detection of abrupt spectral changes in synthetic AR signals via the sliding window algorithm. Two experiments are performed; the first is focused on detection of single boundary while the second concentrates on detection of a couple of boundaries. Accuracy of detection is judged for each method; the measures are compared according to results of both experiments.Keywords: Abrupt changes detection, autoregressive model, divergence measure.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14337423 SDVAR Algorithm for Detecting Fraud in Telecommunications
Authors: Fatimah Almah Saaid, Darfiana Nur, Robert King
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This paper presents a procedure for estimating VAR using Sequential Discounting VAR (SDVAR) algorithm for online model learning to detect fraudulent acts using the telecommunications call detailed records (CDR). The volatility of the VAR is observed allowing for non-linearity, outliers and change points based on the works of [1]. This paper extends their procedure from univariate to multivariate time series. A simulation and a case study for detecting telecommunications fraud using CDR illustrate the use of the algorithm in the bivariate setting.Keywords: Telecommunications Fraud, SDVAR Algorithm, Multivariate time series, Vector Autoregressive, Change points.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22417422 Continuous Threshold Prey Harvesting in Predator-Prey Models
Authors: Jonathan Bohn, Jorge Rebaza, Kaitlin Speer
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The dynamics of a predator-prey model with continuous threshold policy harvesting functions on the prey is studied. Theoretical and numerical methods are used to investigate boundedness of solutions, existence of bionomic equilibria, and the stability properties of coexistence equilibrium points and periodic orbits. Several bifurcations as well as some heteroclinic orbits are computed.Keywords: Predator-prey models, threshold harvesting, dynamicalsystems
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22927421 High Speed Video Transmission for Telemedicine using ATM Technology
Authors: J. P. Dubois, H. M. Chiu
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In this paper, we study statistical multiplexing of VBR video in ATM networks. ATM promises to provide high speed realtime multi-point to central video transmission for telemedicine applications in rural hospitals and in emergency medical services. Video coders are known to produce variable bit rate (VBR) signals and the effects of aggregating these VBR signals need to be determined in order to design a telemedicine network infrastructure capable of carrying these signals. We first model the VBR video signal and simulate it using a generic continuous-data autoregressive (AR) scheme. We carry out the queueing analysis by the Fluid Approximation Model (FAM) and the Markov Modulated Poisson Process (MMPP). The study has shown a trade off: multiplexing VBR signals reduces burstiness and improves resource utilization, however, the buffer size needs to be increased with an associated economic cost. We also show that the MMPP model and the Fluid Approximation model fit best, respectively, the cell region and the burst region. Therefore, a hybrid MMPP and FAM completely characterizes the overall performance of the ATM statistical multiplexer. The ramifications of this technology are clear: speed, reliability (lower loss rate and jitter), and increased capacity in video transmission for telemedicine. With migration to full IP-based networks still a long way to achieving both high speed and high quality of service, the proposed ATM architecture will remain of significant use for telemedicine.Keywords: ATM, multiplexing, queueing, telemedicine, VBR.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17297420 Plasmodium Vivax Malaria Transmission in a Network of Villages
Authors: P. Pongsumpun, I. M. Tang
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Malaria is a serious, acute and chronic relapsing infection to humans. It is characterized by periodic attacks of chills, fever, nausea, vomiting, back pain, increased sweating anemia, splenomegaly (enlargement of the spleen) and often-fatal complications.The malaria disease is caused by the multiplication of protozoa parasite of the genus Plasmodium. Malaria in humans is due to 4 types of malaria parasites such that Plasmodium falciparum, Plasmodium vivax, Plasmodium malariae and Plasmodium ovale. P.vivax malaria differs from P. falciparum malaria in that a person suffering from P. vivax malaria can experience relapses of the disease. Between the relapses, the malaria parasite will remain dormant in the liver of the patient, leading to the patient being classified as being in the dormant class. A mathematical model for the transmission of P. vivax is developed in which the human population is divided into four classes, the susceptible, the infected, the dormant and the recovered. In this paper, we formulate the dynamical model of P. vivax malaria to see the distribution of this disease at the district level.Keywords: Dynamical model, household, local level, Plasmodium Vivax Malaria.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13757419 VaR Forecasting in Times of Increased Volatility
Authors: Ivo Jánský, Milan Rippel
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The paper evaluates several hundred one-day-ahead VaR forecasting models in the time period between the years 2004 and 2009 on data from six world stock indices - DJI, GSPC, IXIC, FTSE, GDAXI and N225. The models model mean using the ARMA processes with up to two lags and variance with one of GARCH, EGARCH or TARCH processes with up to two lags. The models are estimated on the data from the in-sample period and their forecasting accuracy is evaluated on the out-of-sample data, which are more volatile. The main aim of the paper is to test whether a model estimated on data with lower volatility can be used in periods with higher volatility. The evaluation is based on the conditional coverage test and is performed on each stock index separately. The primary result of the paper is that the volatility is best modelled using a GARCH process and that an ARMA process pattern cannot be found in analyzed time series.Keywords: VaR, risk analysis, conditional volatility, garch, egarch, tarch, moving average process, autoregressive process
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14157418 Micromechanics Modeling of 3D Network Smart Orthotropic Structures
Authors: E. M. Hassan, A. L. Kalamkarov
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Two micromechanical models for 3D smart composite with embedded periodic or nearly periodic network of generally orthotropic reinforcements and actuators are developed and applied to cubic structures with unidirectional orientation of constituents. Analytical formulas for the effective piezothermoelastic coefficients are derived using the Asymptotic Homogenization Method (AHM). Finite Element Analysis (FEA) is subsequently developed and used to examine the aforementioned periodic 3D network reinforced smart structures. The deformation responses from the FE simulations are used to extract effective coefficients. The results from both techniques are compared. This work considers piezoelectric materials that respond linearly to changes in electric field, electric displacement, mechanical stress and strain and thermal effects. This combination of electric fields and thermo-mechanical response in smart composite structures is characterized by piezoelectric and thermal expansion coefficients. The problem is represented by unitcell and the models are developed using the AHM and the FEA to determine the effective piezoelectric and thermal expansion coefficients. Each unit cell contains a number of orthotropic inclusions in the form of structural reinforcements and actuators. Using matrix representation of the coupled response of the unit cell, the effective piezoelectric and thermal expansion coefficients are calculated and compared with results of the asymptotic homogenization method. A very good agreement is shown between these two approaches.
Keywords: Asymptotic Homogenization Method, Effective Piezothermoelastic Coefficients, Finite Element Analysis, 3D Smart Network Composite Structures.
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