Search results for: Markov random model.

Authors: Hechmi Saidi, Noureddine Hamdi

Abstract:

The performance of hybrid amplify and forward - decode and forward (AF-DF) hybrid radio frequency/free space optical (RF/FSO) communication system, that adopts M-ary pulse position modulation (MPPM) techniques, is analyzed. Both exact and approximate symbol-error rates (SERs) are derived. The random variations of the received optical irradiance, produced by the atmospheric turbulence, is modeled by the gamma-gamma (GG) statistical distribution. A closed-form expression for the probability density function (PDF) is derived for the whole above system is obtained. Thanks to the use of hybrid AF-DF hybrid RF/FSO configuration and MPPM, the effects of atmospheric turbulence is mitigated; hence the capacity of combating atmospheric turbulence and the transmissitted signal quality are improved.

Keywords: FSO, RF, hybrid, AF, DF, SER, SNR, GG channel.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1064

Authors: Wei Lei, Hui Chen, Lin Lu

Abstract:

Microscopic emission and fuel consumption models have been widely recognized as an effective method to quantify real traffic emission and energy consumption when they are applied with microscopic traffic simulation models. This paper presents a framework for developing the Microscopic Emission (HC, CO, NOx, and CO2) and Fuel consumption (MEF) models for light-duty vehicles. The variable of composite acceleration is introduced into the MEF model with the purpose of capturing the effects of historical accelerations interacting with current speed on emission and fuel consumption. The MEF model is calibrated by multivariate least-squares method for two types of light-duty vehicle using on-board data collected in Beijing, China by a Portable Emission Measurement System (PEMS). The instantaneous validation results shows the MEF model performs better with lower Mean Absolute Percentage Error (MAPE) compared to other two models. Moreover, the aggregate validation results tells the MEF model produces reasonable estimations compared to actual measurements with prediction errors within 12%, 10%, 19%, and 9% for HC, CO, NOx emissions and fuel consumption, respectively.

Keywords: Emission, Fuel consumption, Light-duty vehicle, Microscopic, Modeling.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2006

Authors: Anton Purnama

Abstract:

Multiport diffusers are the effective engineering devices installed at the modern marine outfalls for the steady discharge of effluent streams from the coastal plants, such as municipal sewage treatment, thermal power generation and seawater desalination. A mathematical model using a two-dimensional advection-diffusion equation based on a flat seabed and incorporating the effect of a coastal tidal current is developed to calculate the compounded concentration following discharges of desalination brine from a sea outfall with multiport diffusers. The analytical solutions are computed graphically to illustrate the merging of multiple brine plumes in shallow coastal waters, and further approximation will be made to the maximum shoreline's concentration to formulate dilution of a multiport diffuser discharge.

Keywords: Desalination brine discharge, mathematical model, multiport diffuser, two sea outfalls.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2995

Authors: F. Rahimi Dehgolan, M. Behzadi, J. Fathi Sola

Abstract:

In this article, the Johnson-Cook material model’s constants for structural steel ST.37 have been determined by a method which integrates experimental tests, numerical simulation, and optimization. In the first step, a quasi-static test was carried out on a plain specimen. Next, the constants were calculated for it by minimizing the difference between the results acquired from the experiment and numerical simulation. Then, a quasi-static tension test was performed on three notched specimens with different notch radii. At last, in order to verify the results, they were used in numerical simulation of notched specimens and it was observed that experimental and simulation results are in good agreement. Changing the diameter size of the plain specimen in the necking area was set as the objective function in the optimization step. For final validation of the proposed method, diameter variation was considered as a parameter and its sensitivity to a change in any of the model constants was examined and the results were completely corroborating.

Keywords: Constants, Johnson-Cook material model, notched specimens, quasi-static test, sensitivity.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3617

Authors: Nader Ghareeb, R¨udiger Schmidt

Abstract:

Minimizing the weight in flexible structures means reducing material and costs as well. However, these structures could become prone to vibrations. Attenuating these vibrations has become a pivotal engineering problem that shifted the focus of many research endeavors. One technique to do that is to design and implement an active control system. This system is mainly composed of a vibrating structure, a sensor to perceive the vibrations, an actuator to counteract the influence of disturbances, and finally a controller to generate the appropriate control signals. In this work, two different techniques are explored to create two different mathematical models of an active control system. The first model is a finite element model with a reduced number of nodes and it is called a super-element. The second model is in the form of state-space representation, i.e. a set of partial differential equations. The damping coefficients are calculated and incorporated into both models. The effectiveness of these models is demonstrated when the system is excited by its first natural frequency and an active control strategy is developed and implemented to attenuate the resulting vibrations. Results from both modeling techniques are presented and compared.

Keywords: Finite element analysis, super-element, state-space model.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 828

Authors: P. Pasomboon, P. Chumnanpuen, T. E-kobon

Abstract:

Hyaluronic acid (HA) consists of linear heteropolysaccharides repeat of D-glucuronic acid and N-acetyl-D-glucosamine. HA has various useful properties to maintain skin elasticity and moisture, reduce inflammation, and lubricate the movement of various body parts without causing immunogenic allergy. HA can be found in several animal tissues as well as in the capsule component of some bacteria including Pasteurella multocida. This study aimed to modify a genome-scale metabolic model of Escherichia coli using computational simulation and flux analysis methods to predict HA productivity under different carbon sources and nitrogen supplement by the addition of two enzymes (GLMU2 and HYAD) from P. multocida to improve the HA production under the specified amount of carbon sources and nitrogen supplements. Result revealed that threonine and aspartate supplement raised the HA production by 12.186%. Our analyses proposed the genome-scale metabolic model is useful for improving the HA production and narrows the number of conditions to be tested further.

Keywords: Pasteurella multocida, Escherichia coli, hyaluronic acid, genome-scale metabolic model, bioinformatics.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 816

Authors: Do Hoai Nam, Keiko Udo, Akira Mano

Abstract:

This paper presents the combination of different precipitation data sets and the distributed hydrological model, in order to examine the flood runoff reproductivity of scattered observation catchments. The precipitation data sets were obtained from observation using rain-gages, satellite based estimate (TRMM), and numerical weather prediction model (NWP), then were coupled with the super tank model. The case study was conducted in three basins (small, medium, and large size) located in Central Vietnam. Calculated hydrographs based on ground observation rainfall showed best fit to measured stream flow, while those obtained from TRMM and NWP showed high uncertainty of peak discharges. However, calculated hydrographs using the adjusted rainfield depicted a promising alternative for the application of TRMM and NWP in flood modeling for scattered observation catchments, especially for the extension of forecast lead time.

Keywords: Flood forecast, rainfall-runoff model, satellite rainfall estimate, numerical weather prediction, quantitative precipitation forecasting.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1609

Authors: Petri Solanti, Russell Klein

Abstract:

Many designers are asking for an automated path from an abstract mathematical MATLAB model to a high-quality Register-Transfer Level (RTL) hardware description. Manual transformations of MATLAB or intermediate code are needed, when the design abstraction is changed. Design conversion is problematic as it is multidimensional and it requires many different design steps to translate the mathematical representation of the desired functionality to an efficient hardware description with the same behavior and configurability. Yet, a manual model conversion is not an insurmountable task. Using currently available design tools and an appropriate design methodology, converting a MATLAB model to efficient hardware is a reasonable effort. This paper describes a simple and flexible design methodology that was developed together with several design teams.

Keywords: Design methodology, high-level synthesis, MATLAB, verification.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 560

Authors: Peyman Sindareh Esfahani, Jeffery Kurt Pieper

Abstract:

In this paper, the problem of robust model predictive control (MPC) for discrete-time linear systems in linear fractional transformation form with structured uncertainty and norm-bounded disturbance is investigated. The problem of minimization of the cost function for MPC design is converted to minimization of the worst case of the cost function. Then, this problem is reduced to minimization of an upper bound of the cost function subject to a terminal inequality satisfying the l₂-norm of the closed loop system. The characteristic of the linear fractional transformation system is taken into account, and by using some mathematical tools, the robust predictive controller design problem is turned into a linear matrix inequality minimization problem. Afterwards, a formulation which includes an integrator to improve the performance of the proposed robust model predictive controller in steady state condition is studied. The validity of the approaches is illustrated through a robust control benchmark problem.

Keywords: Linear fractional transformation, linear matrix inequality, robust model predictive control, state feedback control.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1294

Authors: Kaylash Chaudhary, Ansgar Fehnker

Abstract:

There are many virtual payment systems available to conduct micropayments. It is essential that the protocols satisfy the highest standards of correctness. This paper examines the Netpay Protocol [3], provide its formalization as automata model, and prove two important correctness properties, namely absence of deadlock and validity of an ecoin during the execution of the protocol. This paper assumes a cooperative customer and will prove that the protocol is executing according to its description.

Keywords: Model, Verification, Micropayment.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1328

Authors: Daniel Morariu, Lucian N. Vintan, Volker Tresp

Abstract:

Text categorization is the problem of classifying text documents into a set of predefined classes. After a preprocessing step, the documents are typically represented as large sparse vectors. When training classifiers on large collections of documents, both the time and memory restrictions can be quite prohibitive. This justifies the application of feature selection methods to reduce the dimensionality of the document-representation vector. In this paper, three feature selection methods are evaluated: Random Selection, Information Gain (IG) and Support Vector Machine feature selection (called SVM_FS). We show that the best results were obtained with SVM_FS method for a relatively small dimension of the feature vector. Also we present a novel method to better correlate SVM kernel-s parameters (Polynomial or Gaussian kernel).

Keywords: Feature Selection, Learning with Kernels, SupportVector Machine, and Classification.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1829

Authors: Nureni O. Adeboye, Dawud A. Agunbiade

Abstract:

This research attempts to investigate the effects of heteroscedasticity and periodicity in a Panel Data Regression Model (PDRM) by extending previous works on balanced panel data estimation within the context of fitting PDRM for Banks audit fee. The estimation of such model was achieved through the derivation of Joint Lagrange Multiplier (LM) test for homoscedasticity and zero-serial correlation, a conditional LM test for zero serial correlation given heteroscedasticity of varying degrees as well as conditional LM test for homoscedasticity given first order positive serial correlation via a two-way error component model. Monte Carlo simulations were carried out for 81 different variations, of which its design assumed a uniform distribution under a linear heteroscedasticity function. Each of the variation was iterated 1000 times and the assessment of the three estimators considered are based on Variance, Absolute bias (ABIAS), Mean square error (MSE) and the Root Mean Square (RMSE) of parameters estimates. Eighteen different models at different specified conditions were fitted, and the best-fitted model is that of within estimator when heteroscedasticity is severe at either zero or positive serial correlation value. LM test results showed that the tests have good size and power as all the three tests are significant at 5% for the specified linear form of heteroscedasticity function which established the facts that Banks operations are severely heteroscedastic in nature with little or no periodicity effects.

Keywords: Audit fee, heteroscedasticity, Lagrange multiplier test, periodicity.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 739

Authors: Naghmeh Moradpoor Sheykhkanloo

Abstract:

Thousands of organisations store important and confidential information related to them, their customers, and their business partners in databases all across the world. The stored data ranges from less sensitive (e.g. first name, last name, date of birth) to more sensitive data (e.g. password, pin code, and credit card information). Losing data, disclosing confidential information or even changing the value of data are the severe damages that Structured Query Language injection (SQLi) attack can cause on a given database. It is a code injection technique where malicious SQL statements are inserted into a given SQL database by simply using a web browser. In this paper, we propose an effective pattern recognition neural network model for detection and classification of SQLi attacks. The proposed model is built from three main elements of: a Uniform Resource Locator (URL) generator in order to generate thousands of malicious and benign URLs, a URL classifier in order to: 1) classify each generated URL to either a benign URL or a malicious URL and 2) classify the malicious URLs into different SQLi attack categories, and a NN model in order to: 1) detect either a given URL is a malicious URL or a benign URL and 2) identify the type of SQLi attack for each malicious URL. The model is first trained and then evaluated by employing thousands of benign and malicious URLs. The results of the experiments are presented in order to demonstrate the effectiveness of the proposed approach.

Keywords: Neural Networks, pattern recognition, SQL injection attacks, SQL injection attack classification, SQL injection attack detection.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2844

Authors: Man Li, Wanting Zhou, Lei Li

Abstract:

Communication stability is the primary concern of communication satellites. Communication satellites are easily affected by particle radiation to generate single event effects (SEE), which leads to soft errors (SE) of combinational logic circuit. The existing research on soft error rates (SER) of combined logic circuit is mostly based on the assumption that the logic gates being bombarded have the same pulse width. However, in the actual radiation environment, the pulse widths of the logic gates being bombarded are different due to different linear energy transfers (LET). In order to improve the accuracy of SER evaluation model, this paper proposes a soft error rates evaluation method based on LET. In this paper, we analyze the influence of LET on the pulse width of combinational logic and establish the pulse width model based on LET. Based on this model, the error rate of test circuit ISCAS’85 is calculated. Experimental results show that this model can be used for SER evaluation.

Keywords: Communication satellite, pulse width, soft error rates, linear energy transfer, LET.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 385

Authors: HoYoung Son, Ki Young Kim, Woo Young Jung

Abstract:

This study investigated the change of weir structure performances when durability of concrete, which is the main material of weir structure, decreased due to their aging by mean of seismic fragility analysis. In the analysis, it was assumed that the elastic modulus of concrete was reduced by 10% in order to account for their aged deterioration. Additionally, the analysis of seismic fragility was based on Monte Carlo Simulation method combined with a 2D nonlinear finite element in ABAQUS platform with the consideration of deterioration of concrete. Finally, the comparison of seismic fragility of model pre- and post-deterioration was made to study the performance of weir. Results show that the probability of failure in moderate damage for deteriorated model was found to be larger than pre-deterioration model when peak ground acceleration (PGA) passed 0.4 g.

Keywords: Weir, FEM, concrete, fragility, aging.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 920

Authors: Barenten Suciu, Ryoichi Kinoshita

Abstract:

In this paper, an experimental and theoretical study on the bogie pseudo-hunting motion of a reduced-scale model railway vehicle, running on double-curved rails, is presented. Since the actual bogie hunting motion, occurring for real railway vehicles running on straight rails at high travelling speeds, cannot be obtained in laboratory conditions, due to the speed and wavelength limitations, a pseudo- hunting motion was induced by employing double-curved rails. Firstly, the test rig and the experimental procedure are described. Then, a geometrical model of the double-curved rails is presented. Based on such model, the variation of the carriage rotation angle relative to the bogies and the working conditions of the yaw damper are clarified. Vibration spectra recorded during vehicle travelling, on straight and double-curved rails, are presented and interpreted based on a simple vibration model of the railway vehicle. Ride comfort of the vehicle is evaluated according to the ISO 2631 standard, and also by using some particular frequency weightings, which account for the discomfort perceived during the reading and writing activities. Results obtained in this work are useful for the adequate design of the yaw dampers, which are used to attenuate the lateral vibration of the train car bodies.

Keywords: Double-curved rail, octave analysis, lateral vibration, ride comfort, yaw damper, railway vehicle.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1458

Authors: Antonio Natali, Ambra Molesini

Abstract:

In modern distributed software systems, the issue of communication among composing parts represents a critical point, but the idea of extending conventional programming languages with general purpose communication constructs seems difficult to realize. As a consequence, there is a (growing) gap between the abstraction level required by distributed applications and the concepts provided by platforms that enable communication. This work intends to discuss how the Model Driven Software Development approach can be considered as a mature technology to generate in automatic way the schematic part of applications related to communication, by providing at the same time high level specialized languages useful in all the phases of software production. To achieve the goal, a stack of languages (meta-meta¬models) has been introduced in order to describe – at different levels of abstraction – the collaborative behavior of generic entities in terms of communication actions related to a taxonomy of messages. Finally, the generation of platforms for communication is viewed as a form of specification of language semantics, that provides executable models of applications together with model-checking supports and effective runtime environments.

Keywords: Interactions, specific languages, meta-models, model driven development.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1850

Authors: E.Darzi

Abstract:

In this study, a reformer model simulation to use refinery (Farashband refinery, Iran) waste natural gas. In the petroleum and allied sectors where natural gas is being encountered (in form of associated gas) without prior preparation for its positive use, its combustion (which takes place in flares, an equipment through which they are being disposed) has become a great problem because of its associated environmental problems in form of gaseous emission. The proposed model is used to product syngas from waste natural gas. A detailed steady model described by a set of ordinary differential and algebraic equations was developed to predict the behavior of the overall process. The proposed steady reactor model was validated against process data of a reformer synthesis plant recorded and a good agreement was achieved. H2/CO ratio has important effect on Fischer- Tropsch synthesis reactor product and we try to achieve this parameter with best designing reformer reactor. We study different kind of reformer reactors and then select auto thermal reforming process of natural gas in a fixed bed reformer that adjustment H2/CO ratio with CO2 and H2O injection. Finally a strategy was proposed for prevention of extra natural gas to atmosphere.

Keywords: Fischer-Tropsch, injection, reformer, syngas, waste natural gas.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1732

Authors: Ali Hamadi Dicko, Nicolas Tong-Yette, Benjamin Gilles, François Faure, Olivier Palombi

Abstract:

A novel hybrid model of the lumbar spine, allowing fast static and dynamic simulations of the disc pressure and the spine mobility, is introduced in this work. Our contribution is to combine rigid bodies, deformable finite elements, articular constraints, and springs into a unique model of the spine. Each vertebra is represented by a rigid body controlling a surface mesh to model contacts on the facet joints and the spinous process. The discs are modeled using a heterogeneous tetrahedral finite element model. The facet joints are represented as elastic joints with six degrees of freedom, while the ligaments are modeled using non-linear one-dimensional elastic elements. The challenge we tackle is to make these different models efficiently interact while respecting the principles of Anatomy and Mechanics. The mobility, the intradiscal pressure, the facet joint force and the instantaneous center of rotation of the lumbar spine are validated against the experimental and theoretical results of the literature on flexion, extension, lateral bending as well as axial rotation. Our hybrid model greatly simplifies the modeling task and dramatically accelerates the simulation of pressure within the discs, as well as the evaluation of the range of motion and the instantaneous centers of rotation, without penalizing precision. These results suggest that for some types of biomechanical simulations, simplified models allow far easier modeling and faster simulations compared to usual full-FEM approaches without any loss of accuracy.

Keywords: Hybrid, modeling, fast simulation, lumbar spine.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2382

Authors: A. G. Temnikov, O. S. Belova, L. L. Chernensky, T. K. Gerastenok, N. Y. Lysov, A. V. Orlov, D. S. Zhuravkova

Abstract:

Hypothesis of the lightning initiation on the arrays of large hydrometeors are in the consideration. There is no agreement about the form the hydrometeors that could be the best for the lightning initiation from the thundercloud. Artificial charged water aerosol clouds of the positive or negative polarity could help investigate the possible influence of the hydrometeor form on the peculiarities and the probability of the lightning discharge initiation between the thundercloud and the ground. Artificial charged aerosol clouds that could create the electric field strength in the range of 5-6 kV/cm to 16-18 kV/cm have been used in experiments. The array of the model hydrometeors of the volume and plate form has been disposed near the bottom cloud boundary. It was established that the different kinds of the discharge could be initiated in the presence of the model hydrometeors array – from the cloud discharges up to the diffuse and channel discharges between the charged cloud and the ground. It was found that the form of the model hydrometeors could significantly influence the channel discharge initiation from the artificial charged aerosol cloud of the negative or positive polarity correspondingly. Analysis and generalization of the experimental results have shown that the maximal probability of the channel discharge initiation and propagation stimulation has been observed for the artificial charged cloud of the positive polarity when the arrays of the model hydrometeors of the cylinder revolution form have been used. At the same time, for the artificial charged clouds of the negative polarity, application of the model hydrometeor array of the plate rhombus form has provided the maximal probability of the channel discharge formation between the charged cloud and the ground. The established influence of the form of the model hydrometeors on the channel discharge initiation and from the artificial charged water aerosol cloud and its following successful propagation has been related with the different character of the positive and negative streamer and volume leader development on the model hydrometeors array being near the bottom boundary of the charged cloud. The received experimental results have shown the possibly important role of the form of the large hail particles precipitated in thundercloud on the discharge initiation.

Keywords: Cloud and channel discharges, hydrometeor form, lightning initiation, negative and positive artificial charged aerosol cloud.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 876

Authors: Francesco Pia

Abstract:

Stellar objects such as black, white and worm holes can be the subject of speculative reasoning if represented in a simplified and geometric form in order to be able to move them; and the cosmological model is one of the most important contents in relation to speculations that can then open the way to other aspects that are not strictly speculative but practical, precisely in the Universe represented by us. In this work, thanks to the hypothesis of a very large number of black, white and worm holes present in our Universe, we imagine that they can be moved; it was therefore thought to align them on a plane and following a redistribution, and the boundaries of this plane were ideally joined, giving rise to a sphere that has the stellar objects examined radially distributed. Thanks to geometrical displacements of these stellar objects that do not make each one of them lose their functionality in the region in which they are located, at the end of the speculative process it is possible to highlight a spherical layer that allows a flow from the outside and inside this spherical shell allowing to relate to other external and internal spherical layers; this aspect that seems useful to describe the universe we live in, for example inside one of the spherical shells just described. The name "Jewel" was chosen because, imagining the speculative process present in this work at the end of steps, the cosmological model tends to be "luminous". This cosmological model includes, for each internal part of a generic layer, different and numerous moments of our universe thanks to an eternal flow inward. There are many aspects to explore, one of these is the connection between the outermost and the inside of the spherical layers.

Keywords: Black hole, cosmological model, cosmology, white hole.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 571

Authors: Md. Emaj Uddin

Abstract:

Family structure that is culturally constructed in every society is the basic unit of social structure. Purpose of the study was to compare family structure, including marriage, residence, family size, type, role sharing, authority, and communication patterns between Muslim and Santal communities in rural Bangladesh. For this we assumed that family structure with the elements was significantly different between the two communities in rural Bangladesh. In so doing, 288 active couples (145 for Muslim and 143 for Santal) selected by cluster random sampling were intensively interviewed with a semi-structured questionnaire method. The results of Pearson Chi-Squire Test reveal that there were significant differences in the family structure followed by the two communities in the study area. Further cross-cultural study should be done on why family structure varies between the communities in Bangladesh.

Keywords: Bangladesh, Cross-Cultural Comparison, Family Structure, Muslim, Santal.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2802

Authors: Imen Dhaou

Abstract:

This study examines conditional Value at Risk by applying the GJR-EVT-Copula model, and finds the optimal portfolio for eight Dow Jones Islamic-conventional pairs. Our methodology consists of modeling the data by a bivariate GJR-GARCH model in which we extract the filtered residuals and then apply the Peak over threshold model (POT) to fit the residual tails in order to model marginal distributions. After that, we use pair-copula to find the optimal portfolio risk dependence structure. Finally, with Monte Carlo simulations, we estimate the Value at Risk (VaR) and the conditional Value at Risk (CVaR). The empirical results show the VaR and CVaR values for an equally weighted portfolio of Dow Jones Islamic-conventional pairs. In sum, we found that the optimal investment focuses on Islamic-conventional US Market index pairs because of high investment proportion; however, all other index pairs have low investment proportion. These results deliver some real repercussions for portfolio managers and policymakers concerning to optimal asset allocations, portfolio risk management and the diversification advantages of these markets.

Keywords: CVaR, Dow Jones Islamic index, GJR-GARCH-EVT-pair copula, portfolio optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 997

Authors: Kejun Zhuang, Hailong Zhu

Abstract:

The dynamics of a delayed mathematical model for Hes1 oscillatory expression are investigated. The linear stability of positive equilibrium and existence of local Hopf bifurcation are studied. Moreover, the global existence of large periodic solutions has been established due to the global bifurcation theorem.

Keywords: Hes1, Hopf bifurcation, time delay, transcriptional repression loop

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1394

Authors: N. Haghjou, M. J. Abdekhodaie, Y. L. Cheng, M. Saadatmand

Abstract:

Intravitreal injection (IVI) is the most common treatment for eye posterior segment diseases such as endopthalmitis, retinitis, age-related macular degeneration, diabetic retinopathy, uveitis, and retinal detachment. Most of the drugs used to treat vitreoretinal diseases, have a narrow concentration range in which they are effective, and may be toxic at higher concentrations. Therefore, it is critical to know the drug distribution within the eye following intravitreal injection. Having knowledge of drug distribution, ophthalmologists can decide on drug injection frequency while minimizing damage to tissues. The goal of this study was to develop a computer model to predict intraocular concentrations and pharmacokinetics of intravitreally injected drugs. A finite volume model was created to predict distribution of two drugs with different physiochemical properties in the rabbit eye. The model parameters were obtained from literature review. To validate this numeric model, the in vivo data of spatial concentration profile from the lens to the retina were compared with the numeric data. The difference was less than 5% between the numerical and experimental data. This validation provides strong support for the numerical methodology and associated assumptions of the current study.

Keywords: Posterior segment, Intravitreal injection (IVI), Pharmacokinetic, Modelling, Finite volume method.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2447

Authors: Kuo-Cheng Liu

Abstract:

Effective estimation of just noticeable distortion (JND) for images is helpful to increase the efficiency of a compression algorithm in which both the statistical redundancy and the perceptual redundancy should be accurately removed. In this paper, we design a DCT-based model for estimating JND profiles of color images. Based on a mathematical model of measuring the base detection threshold for each DCT coefficient in the color component of color images, the luminance masking adjustment, the contrast masking adjustment, and the cross masking adjustment are utilized for luminance component, and the variance-based masking adjustment based on the coefficient variation in the block is proposed for chrominance components. In order to verify the proposed model, the JND estimator is incorporated into the conventional JPEG coder to improve the compression performance. A subjective and fair viewing test is designed to evaluate the visual quality of the coding image under the specified viewing condition. The simulation results show that the JPEG coder integrated with the proposed DCT-based JND model gives better coding bit rates at visually lossless quality for a variety of color images.

Keywords: Just-noticeable distortion (JND), discrete cosine transform (DCT), JPEG.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2581

Authors: A. Habibizad Navin, A. Sadighi, M. Naghian Fesharaki, M. Mirnia, M. Teshnelab, R. Keshmiri

Abstract:

This paper presents a new data oriented model of image. Then a representation of it, ADBT, is introduced. The ability of ADBT is clustering, segmentation, measuring similarity of images etc, with desired precision and corresponding speed.

Keywords: Data oriented modelling, image, clustering, segmentation, classification, ADBT and image processing.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1800

Authors: Erika Ruíz, Luis Amaya, Diego Carreño

Abstract:

The main objective of this study is to design a mathematical model for the logistics of mining collection centers in the northern region of the department of Boyacá (Colombia), determining the structure that facilitates the flow of products along the supply chain. In order to achieve this, it is necessary to define a suitable design of the distribution network, taking into account the products, customer’s characteristics and the availability of information. Likewise, some other aspects must be defined, such as number and capacity of collection centers to establish, routes that must be taken to deliver products to the customers, among others. This research will use one of the operation research problems, which is used in the design of distribution networks known as Location Routing Problem (LRP).

Keywords: Location routing problem, logistic, mining collection, model.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 792

Authors: Yongyoon Suh, Chulhyun Kim, Moon-soo Kim

Abstract:

As the trend of manufacturing is being dominated depending on services, products and processes are more and more related with sophisticated services. Thus, this research starts with the discussion about integration of the product, process, and service in the innovation process. In particular, this paper sets out some foundations for a theory of service innovation in the field of manufacturing, and proposes the dynamic model of service innovation related to product and process. Two dynamic models of service innovation are suggested to investigate major tendencies and dynamic variations during the innovation cycle: co-innovation and sequential innovation. To structure dynamic models of product, process, and service innovation, the innovation stages in which two models are mainly achieved are identified. The research would encourage manufacturers to formulate strategy and planning for service development with product and process.

Keywords: dynamic model, service innovation, service innovation models, innovation cycle, manufacturing industry.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2019

Authors: V. Salajka, J. Kala, P. Hradil

Abstract:

The presented article deals with the description of a numerical model of a corridor at a Central Interim Spent Fuel Storage Facility (hereinafter CISFSF). The model takes into account the effect of air flows on the temperature of stored waste. The computational model was implemented in the ANSYS/CFX programming environment in the form of a CFD task solution, which was compared with an approximate analytical calculation. The article includes a categorization of the individual alternatives for the ventilation of such underground systems. The aim was to evaluate a ventilation system for a CISFSF with regard to its stability and capacity to provide sufficient ventilation for the removal of heat produced by stored casks with spent nuclear fuel.

Keywords: Temperature fields, Spent Fuel, Interim storage facility, CFD.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1401