Search results for: GARCH-in-Mean models

Authors: Ahmed Abdolkhalig

Abstract:

This paper examines many mathematical methods for molding the hourly price forward curve (HPFC); the model will be constructed by numerous regression methods, like polynomial regression, radial basic function neural networks & a furrier series. Examination the models goodness of fit will be done by means of statistical & graphical tools. The criteria for choosing the model will depend on minimize the Root Mean Squared Error (RMSE), using the correlation analysis approach for the regression analysis the optimal model will be distinct, which are robust against model misspecification. Learning & supervision technique employed to determine the form of the optimal parameters corresponding to each measure of overall loss. By using all the numerical methods that mentioned previously; the explicit expressions for the optimal model derived and the optimal designs will be implemented.

Keywords: Forward curve, furrier series, regression, radial basic function neural networks.

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Authors: Amjad Riaz, Ali Farsi, Gholamreza Zahedi, Zainuddin Abdul Manan

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Synthesis gas manufacturing by steam reforming of hydrocarbons is an important industrial process. High endothermic nature of the process makes it one of the most cost and heat intensive processes. In the present work, composite effect of different inert gases on synthesis gas yield, feed gas conversion and temperature distribution along the reactor length has been studied using a heterogeneous model. Mathematical model was developed as a first stage and validated against the existing process models. With the addition of inert gases, a higher yield of synthesis gas is observed. Simultaneously the rector outlet temperature drops to as low as 810 K. It was found that Xenon gives the highest yield and conversion while Helium gives the lowest temperature. Using Xenon inert gas 20 percent reduction in outlet temperature was observed compared to traditional case.

Keywords: Energy savings, Inert gas, Methane, Modeling, Steam reforming

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Authors: Sa’ed Abed, Mohammad H. Al Shayeji, Ovais Ahmed, Sahel Alouneh

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Session Initiation Protocol (SIP) is a signaling layer protocol for building, adjusting and ending sessions among participants including Internet conferences, telephone calls and multimedia distribution. SIP facilitates user movement by proxying and forwarding requests to the present location of the user. In this paper, we provide a formal Specification and Description Language (SDL) and Message Sequence Chart (MSC) to model and define the Internet Engineering Task Force (IETF) SIP protocol and its sample services resulted from informal SIP specification. We create an “Abstract User Interface” using case analysis so that can be applied to identify SIP services more explicitly. The issued sample SIP features are then used as case scenarios; they are revised in MSCs format and validated to their corresponding SDL models.

Keywords: Modeling, MSC, SDL, SIP, validating.

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Authors: Dahir A. Ga'al, Wardah Zainal Abidin

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Policy management in organizations became rising issue in the last decade. It’s because of today’s regulatory requirements in the organizations. To manage policies in large organizations is an imperative work. However, major challenges facing organizations in the last decade is managing all the policies in the organization and making them an active documents rather than simple (inactive) documents stored in computer hard drive or on a shelf. Because of this challenge, organizations need policy management program. This policy management program can be either manual or automated. This paper presents suggestions towards managing policies in organizations. As well as possible policy management solution or program to be utilized, manual or automated. The research first examines the models and frameworks used for managing policies from various perspectives in the literature of the research area/domain. At the end of this paper, a policy management framework is proposed for managing enterprise policies effectively and in a simplified manner.

Keywords: Policy, policy management, policy management program, policy repository.

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Authors: Azze-Eddine Maredj, Nourredine Tonkin

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The recent developments in computing and communication technology permit to users to access multimedia documents with variety of devices (PCs, PDAs, mobile phones...) having heterogeneous capabilities. This diversification of supports has trained the need to adapt multimedia documents according to their execution contexts. A semantic framework for multimedia document adaptation based on the conceptual neighborhood graphs was proposed. In this framework, adapting consists on finding another specification that satisfies the target constraints and which is as close as possible from the initial document. In this paper, we propose a new way of building the conceptual neighborhood graphs to best preserve the proximity between the adapted and the original documents and to deal with more elaborated relations models by integrating the relations relaxation graphs that permit to handle the delays and the distances defined within the relations.

Keywords: Conceptual Neighborhood Graph, Relaxation Graphs, Relations with Delays, Semantic Adaptation of Multimedia Documents.

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Authors: Jittarat Satonsaowapak, Thanatchai. Kulworawanichpong., Ratchadaporn Oonsivilai, Anant Oonsivilai

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The use of renewable energy sources becomes more necessary and interesting. As wider applications of renewable energy devices at domestic, commercial and industrial levels has not only resulted in greater awareness, but also significantly installed capacities. In addition, biomass principally is in the form of woods, which is a form of energy by humans for a long time. Gasification is a process of conversion of solid carbonaceous fuel into combustible gas by partial combustion. Many gasifier models have various operating conditions; the parameters kept in each model are different. This study applied experimental data, which has three inputs, which are; biomass consumption, temperature at combustion zone and ash discharge rate. One output is gas flow rate. For this paper, neural network was used to identify the gasifier system suitable for the experimental data. In the result,neural networkis usable to attain the answer.

Keywords: Gasifier System, Identification, Neural Network

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Authors: M. G. Mattos, J. E. Pécora Jr, T. A. Briso

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Today's challenging business environment, with unpredictable demand and volatility, requires a supply chain strategy that handles uncertainty and risks in the right way. Even though inventory models have been previously explored, this paper seeks to apply these concepts on a practical situation. This study involves the inventory replenishment problem, applying techniques that are mainly based on mathematical assumptions and modeling. The primary goal is to improve the retailer’s supply chain processes taking store differences when setting the various target stock levels. Through inventory review policy, picking piece implementation and minimum exposure definition, we were able not only to promote the inventory reduction as well as improve sales results. The inventory management theory from literature review was then tested on a single case study regarding a particular department in one of the largest Latam retail chains.

Keywords: Inventory, distribution, retail, risk, safety stock, sales, uncertainty.

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Authors: P. M. Arun Kumar, S. Chandramathi

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The proliferation of multimedia technology and services in today’s world provide ample research scope in the frontiers of visual signal processing. Wide spread usage of video based applications in heterogeneous environment needs viable methods of Video Quality Assessment (VQA). The evaluation of video quality not only depends on high QoS requirements but also emphasis the need of novel term ‘QoE’ (Quality of Experience) that perceive video quality as user centric. This paper discusses two vital video quality assessment methods namely, subjective and objective assessment methods. The evolution of various video quality metrics, their classification models and applications are reviewed in this work. The Mean Opinion Score (MOS) based subjective measurements and algorithm based objective metrics are discussed and their challenges are outlined. Further, this paper explores the recent progress of VQA in emerging technologies such as mobile video and 3D video.

Keywords: 3D-Video, no reference metric, quality of experience, video quality assessment, video quality metrics.

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Authors: Valeri A. Makarov, Nazareth P. Castellanos

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Statistical analysis of electrophysiological recordings obtained under, e.g. tactile, stimulation frequently suggests participation in the network dynamics of experimentally unobserved “hidden" neurons. Such interneurons making synapses to experimentally recorded neurons may strongly alter their dynamical responses to the stimuli. We propose a mathematical method that formalizes this possibility and provides an algorithm for inferring on the presence and dynamics of hidden neurons based on fitting of the experimental data to spike trains generated by the network model. The model makes use of Integrate and Fire neurons “chemically" coupled through exponentially decaying synaptic currents. We test the method on simulated data and also provide an example of its application to the experimental recording from the Dorsal Column Nuclei neurons of the rat under tactile stimulation of a hind limb.

Keywords: Integrate and fire neuron, neural network models, spike trains.

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Authors: Alexander A. Muravyov

Abstract:

A minimal complexity version of component mode synthesis is presented that requires simplified computer programming, but still provides adequate accuracy for modeling lower eigenproperties of large structures and their transient responses. The novelty is that a structural separation into components is done along a plane/surface that exhibits rigid-like behavior, thus only normal modes of each component is sufficient to use, without computing any constraint, attachment, or residual-attachment modes. The approach requires only such input information as a few (lower) natural frequencies and corresponding undamped normal modes of each component. A novel technique is shown for formulation of equations of motion, where a double transformation to generalized coordinates is employed and formulation of nonproportional damping matrix in generalized coordinates is shown.

Keywords: component mode synthesis, finite element models, transient response, nonproportional damping

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Authors: L. Hermanns, M.A. Santoyo, L. E. Quirós, J. Vega, J. M. Gaspar-Escribano, B. Benito

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We study the dynamic response of a wind turbine structure subjected to theoretical seismic motions, taking into account the rotational component of ground shaking. Models are generated for a shallow moderate crustal earthquake in the Madrid Region (Spain). Synthetic translational and rotational time histories are computed using the Discrete Wavenumber Method, assuming a point source and a horizontal layered earth structure. These are used to analyze the dynamic response of a wind turbine, represented by a simple finite element model. Von Mises stress values at different heights of the tower are used to study the dynamical structural response to a set of synthetic ground motion time histories

Keywords: Synthetic seismograms, rotations, wind turbine, dynamic structural response

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Authors: M. Mamatha, H. B. Aravinda, E. T. Puttaiah, S. Manjappa

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One of the causes of water pollution is the presence of heavy metals in water. In the present study, an adsorbent prepared from the raw bark of the Pongamia pinnata tree is used for the removal of ferrous or ferric ions from aqueous and waste water containing heavy metals. Adsorption studies were conducted at different pH, concentration of metal ion, amount of adsorbent, contact time, agitation and temperature. The Langmuir and Freundlich adsorption isotherm models were applied for the results. The Langmuir isotherms were best fitted by the equilibrium data. The maximum adsorption was found to 146mg/g in waste water at a temperature of 30°C which is in agreement as comparable to the adsorption capacity of different adsorbents reported in literature. Pseudo second order model best fitted the adsorption of both ferrous and ferric ions.

Keywords: Adsorption, Adsorption isotherms, Heavy metals, Industrial effluents.

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Authors: Eman S. El-Din, Hesham M. El-Badawy, Salwa H. Elramly

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Whereas cellular wireless communication systems are subject to short-and long-term fading. The effect of wireless channel has largely been ignored in most of the teletraffic assessment researches. In this paper, a mathematical teletraffic model is proposed to estimate blocking and forced termination probabilities of cellular wireless networks as a result of teletraffic behavior as well as the outage of the propagation channel. To evaluate the proposed teletraffic model, gamma inter-arrival and general service time distributions have been considered based on wireless channel fading effect. The performance is evaluated and compared with the classical model. The proposed model is dedicated and investigated in different operational conditions. These conditions will consider not only the arrival rate process, but also, the different faded channels models.

Keywords: Cellular wireless networks, outage probability, traffic model, gamma inter-arrival distribution.

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Authors: Maryam Jamela Ismail, Rosdiazli Ibrahim, Idris Ismail

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In the oil and gas industry, energy prediction can help the distributor and customer to forecast the outgoing and incoming gas through the pipeline. It will also help to eliminate any uncertainties in gas metering for billing purposes. The objective of this paper is to develop Neural Network Model for energy consumption and analyze the performance model. This paper provides a comprehensive review on published research on the energy consumption prediction which focuses on structures and the parameters used in developing Neural Network models. This paper is then focused on the parameter selection of the neural network prediction model development for energy consumption and analysis on the result. The most reliable model that gives the most accurate result is proposed for the prediction. The result shows that the proposed neural network energy prediction model is able to demonstrate an adequate performance with least Root Mean Square Error.

Keywords: Energy Prediction, Multilayer Feedforward, Levenberg-Marquardt, Root Mean Square Error (RMSE)

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Authors: Naoya Ozaki, Takuya Watanabe, Ryosuke Matsumoto, Noriko Fukasawa

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In the metropolitan areas in Japan, in many stations, shopping areas are set up, and escalators and elevators are installed to make the stations be barrier-free. Further, many areas around the stations are being redeveloped. Railway business operators want to know how much effect these circumstances have on attractiveness of the station or number of passengers using the station. So, we performed a questionnaire survey of the station users in the metropolitan areas for finding factors to affect the attractiveness of stations. Then, based on the analysis of the survey, we developed a method to quantitatively evaluate attractiveness of the stations. We also developed an estimation method for number of passengers based on combination of attractiveness of the station quantitatively evaluated and the residential and labor population around the station. Then, we derived precise linear regression models estimating the attractiveness of the station and number of passengers of the station.

Keywords: Attractiveness of the station, estimation method, number of passengers of the station, redevelopment around the station, renovation of the station.

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Authors: Sungnam Hong, Sun-Kyu Park, Jieun Jeong, Jinwoong Choi

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In this study, a new procedure for inspecting damages on LNG storage tanks was proposed with the use of structural diagnostic techniques: i.e., nondestructive inspection techniques such as macrography, the hammer sounding test, the Schmidt hammer test, and the ultrasonic pulse velocity test, and destructive inspection techniques such as the compressive strength test, the chloride penetration test, and the carbonation test. From the analysis of all the test results, it was concluded that the LNG storage tank cover was in good condition. Such results were also compared with the Korean concrete standard specifications and design values. In addition, the remaining life of the LNG storage tank was estimated by using existing models. Based on the results, an LNG storage tank cover performance evaluation procedure was suggested.

Keywords: Destructive test, LNG storage tank, Nondestructive test, Performance evaluation procedure, Remaining life.

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Authors: Wong Hock Tsen

Abstract:

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

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

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Authors: Kul Pun, F. A. Hamad, T. Ahmed, J. O. Ugwu, J. Eyers, G. Lawson, P. A. Russell

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Determining droplet size and distribution is essential when determining the separation efficiency of a two/three-phase separator. This paper investigates the effect of liquid flow and oil pad thickness on the droplet size at the lab scale. The findings show that increasing the inlet flow rates of the oil and water results in size reduction of the droplets and increasing the thickness of the oil pad increases the size of the droplets. The data were fitted with a simple Gaussian model, and the parameters of mean, standard deviation, and amplitude were determined. Trends have been obtained for the fitted parameters as a function of the Reynolds number, which suggest a way forward to better predict the starting parameters for population models when simulating separation using CFD packages. The key parameter to predict to fix the position of the Gaussian distribution was found to be the mean droplet size.

Keywords: Two-phase separator, average bubble droplet, bubble size distribution, liquid-liquid phase.

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Authors: Srinath Shetty K., Shivashankar R., Rashmi P. Shetty

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Earth reinforcing techniques have become useful and economical to solve problems related to difficult grounds and provide satisfactory foundation performance. In this context, this paper uses radial basis function neural network (RBFNN) for predicting the bearing pressure of strip footing on reinforced granular bed overlying weak soil. The inputs for the neural network models included plate width, thickness of granular bed and number of layers of reinforcements, settlement ratio, water content, dry density, cohesion and angle of friction. The results indicated that RBFNN model exhibited more than 84 % prediction accuracy, thereby demonstrating its application in a geotechnical problem.

Keywords: Bearing pressure, granular bed, radial basis function neural network, strip footing.

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Authors: Troy L. Story

Abstract:

Mathematical models of dynamics employing exterior calculus are mathematical representations of the same unifying principle; namely, the description of a dynamic system with a characteristic differential one-form on an odd-dimensional differentiable manifold leads, by analysis with exterior calculus, to a set of differential equations and a characteristic tangent vector (vortex vector) which define transformations of the system. Using this principle, a mathematical model for economic growth is constructed by proposing a characteristic differential one-form for economic growth dynamics (analogous to the action in Hamiltonian dynamics), then generating a pair of characteristic differential equations and solving these equations for the rate of economic growth as a function of labor and capital. By contracting the characteristic differential one-form with the vortex vector, the Lagrangian for economic growth dynamics is obtained.

Keywords: Differential geometry, exterior calculus, Hamiltonian geometry, mathematical economics.

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Authors: M. Abbasi Dezfouli, S. Mazraeh, M. H. Yektaie

Abstract:

Wireless sensor networks (WSN) consists of many sensor nodes that are placed on unattended environments such as military sites in order to collect important information. Implementing a secure protocol that can prevent forwarding forged data and modifying content of aggregated data and has low delay and overhead of communication, computing and storage is very important. This paper presents a new protocol for concealed data aggregation (CDA). In this protocol, the network is divided to virtual cells, nodes within each cell produce a shared key to send and receive of concealed data with each other. Considering to data aggregation in each cell is locally and implementing a secure authentication mechanism, data aggregation delay is very low and producing false data in the network by malicious nodes is not possible. To evaluate the performance of our proposed protocol, we have presented computational models that show the performance and low overhead in our protocol.

Keywords: Wireless Sensor Networks, Security, Concealed Data Aggregation.

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Authors: F. Habib, A. Shokoohi

Abstract:

Urban problems are problems of organized complexity. Thus, many models and scientific methods to resolve urban problems are failed. This study is concerned with proposing of a fuzzy system driven approach for classification and solving urban problems. The proposed study investigated mainly the selection of the inputs and outputs of urban systems for classification of urban problems. In this research, five categories of urban problems, respect to fuzzy system approach had been recognized: control, polytely, optimizing, open and decision making problems. Grounded Theory techniques were then applied to analyze the data and develop new solving method for each category. The findings indicate that the fuzzy system methods are powerful processes and analytic tools for helping planners to resolve urban complex problems. These tools can be successful where as others have failed because both incorporate or address uncertainty and risk; complexity and systems interacting with other systems.

Keywords: Classification, complexity, Fuzzy theory, urban problems.

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Authors: Ismail I. Fasfous, Nedal Abu Farha

Abstract:

The purpose of this research is to establish the experimental conditions for removal of Cibacron Brilliant Yellow 3G-P dye (CBY) from aqueous solutions by sorption onto coffee husks as a low-cost sorbent. The effects of various experimental parameters (e.g. initial CBY dye concentration, sorbent mass, pH, temperature) were examined and the optimal experimental conditions were determined. The results indicated that the removal of the dye was pH dependent and at initial pH of 2, the dye was removed effectively. The CBY dye sorption data were fitted to Langmuir, Freundlich, Temkin and Dubinin-Radushkevich equilibrium models. The maximum sorption capacity of CBY dye ions onto coffee husks increased from 24.04 to 35.04 mg g-1 when the temperature was increased from 293 to 313 K. The calculated sorption thermodynamic parameters including ΔG°, ΔH°, and ΔS° indicated that the CBY dye sorption onto coffee husks is a spontaneous, endothermic and mainly physical in nature.

Keywords: Coffee husks, equilibrium, reactive dyes, sorption.

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Authors: Saeed Rahjoo, Babak H. Mamaqani

Abstract:

Concentric bracing systems have been in practice for many years because of their effectiveness in reducing seismic response. Depending on concept, seismic design codes provide various response modification factors (R), which itself consists of different terms, for different types of lateral load bearing systems but configuration of these systems are often ignored in the proposed values. This study aims at considering the effect of different x-bracing diagonal configuration on values of ductility dependent term in R computation. 51 models were created and nonlinear push over analysis has been performed. The main variables of this study were the suitable location of X–bracing diagonal configurations, which establishes better nonlinear behavior in concentric braced steel frames. Results show that some x-bracing diagonal configurations improve the seismic performance of CBF significantly and explicit consideration of lateral load bearing systems seems necessary.

Keywords: Bracing configuration, concentrically braced frame (CBF), Push over analyses, Response reduction factor.

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Authors: Mohamad Mahdavi

Abstract:

Most of the real queuing systems include special properties and constraints, which can not be analyzed directly by using the results of solved classical queuing models. Lack of Markov chains features, unexponential patterns and service constraints, are the mentioned conditions. This paper represents an applied general algorithm for analysis and optimizing the queuing systems. The algorithm stages are described through a real case study. It is consisted of an almost completed non-Markov system with limited number of customers and capacities as well as lots of common exception of real queuing networks. Simulation is used for optimizing this system. So introduced stages over the following article include primary modeling, determining queuing system kinds, index defining, statistical analysis and goodness of fit test, validation of model and optimizing methods of system with simulation.

Keywords: Estimation, queuing system, simulation model, probability distribution, non-Markov chain.

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Authors: D. Triantakonstantis, D. Stathakis

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Urban areas have been expanded throughout the globe. Monitoring and modelling urban growth have become a necessity for a sustainable urban planning and decision making. Urban prediction models are important tools for analyzing the causes and consequences of urban land use dynamics. The objective of this research paper is to analyze and model the urban change, which has been occurred from 1990 to 2000 using CORINE land cover maps. The model was developed using drivers of urban changes (such as road distance, slope, etc.) under an Artificial Neural Network modelling approach. Validation was achieved using a prediction map for 2006 which was compared with a real map of Urban Atlas of 2006. The accuracy produced a Kappa index of agreement of 0,639 and a value of Cramer's V of 0,648. These encouraging results indicate the importance of the developed urban growth prediction model which using a set of available common biophysical drivers could serve as a management tool for the assessment of urban change.

Keywords: Artificial Neural Networks, CORINE, Urban Atlas, Urban Growth Prediction.

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Authors: Abdelaziz Guerrouat, Harald Richter

Abstract:

In this paper test generation methods and appropriate fault models for testing and analysis of embedded systems described as (extended) finite state machines ((E)FSMs) are presented. Compared to simple FSMs, EFSMs specify not only the control flow but also the data flow. Thus, we define a two-level fault model to cover both aspects. The goal of this paper is to reuse well-known FSM-based test generation methods for automation of embedded system testing. These methods have been widely used in testing and validation of protocols and communicating systems. In particular, (E)FSMs-based specification and testing is more advantageous because (E)FSMs support the formal semantic of already standardised formal description techniques (FDTs) despite of their popularity in the design of hardware and software systems.

Keywords: Formal methods, testing and validation, finite state machines, formal description techniques.

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Authors: Vinod Kumar, Jatinder Kumar

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The use of hard and brittle material has become increasingly more extensive in recent years. Therefore processing of these materials for the parts fabrication has become a challenging problem. However, it is time-consuming to machine the hard brittle materials with the traditional metal-cutting technique that uses abrasive wheels. In addition, the tool would suffer excessive wear as well. However, if ultrasonic energy is applied to the machining process and coupled with the use of hard abrasive grits, hard and brittle materials can be effectively machined. Ultrasonic machining process is mostly used for the brittle materials. The present research work has developed models using finite element approach to predict the mechanical stresses sand strains produced in the tool during ultrasonic machining process. Also the flow behavior of abrasive slurry coming out of the nozzle has been studied for simulation using ANSYS CFX module. The different abrasives of different grit sizes have been used for the experimentation work.

Keywords: Stress, MRR, Flow, Ultrasonic Machining

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Authors: Milorad Pavlovic, Sebastiano Trevisani, Antonella Cecchi

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In this paper, a procedure for the evaluation of seismic behavior of slender masonry structures (towers, bell towers, chimneys, minarets, etc.) is presented. The presented procedure is based on a full three-dimensional modal analyses and frequency measurements. As well-known, masonry is a composite material formed by bricks, or stone blocks, and mortar arranged more or less regularly and adopted for many centuries as structural material. Dynamic actions may represent the major risk of collapse of brickworks, and despite the progress achieved so far in science and mechanics; the assessment of their seismic performance remains a challenging task. Then, reliable physical and numerical models are worthy of recommendation. In this paper, attention is paid to the historical bell tower of the Basilica of Santa Maria Gloriosa dei Frari - usually called Frari - one of the greatest churches in Venice, Italy.

Keywords: Bell tower, FEM, masonry, modal analysis, non-destructive testing.

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Authors: Burcu Kaya, Jan-Martin Kaiser, Karl-Friedrich Becker, Tanja Braun, Klaus-Dieter Lang

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Quality of the molded packages is strongly influenced by the process parameters of the transfer molding. To achieve a better package quality and a stable transfer molding process, it is necessary to understand the influence of the process parameters on the package quality. This work aims to comprehend the relationship between the process parameters, and to identify the optimum process parameters for the transfer molding process in order to achieve less voids and wire sweep. To achieve this, a DoE is executed for process optimization and a regression analysis is carried out. A systematic approach is represented to generate models which enable an estimation of the number of voids and wire sweep. Validation experiments are conducted to verify the model and the results are presented.

Keywords: Epoxy molding compounds, optimization, regression analysis, transfer molding process, voids, wire sweep.

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