Search results for: nonlinear modeling
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2974

Search results for: nonlinear modeling

1114 A Microscopic Simulation Model for Earthmoving Operations

Authors: Jiali Fu

Abstract:

Earthmoving operations are a major part of many construction projects. Because of the complexity and fast-changing environment of such operations, the planning and estimating are crucial on both planning and operational levels. This paper presents the framework ofa microscopic discrete-event simulation system for modeling earthmoving operations and conducting productivity estimations on an operational level.A prototype has been developed to demonstrate the applicability of the proposed framework, and this simulation system is presented via a case study based on an actual earthmoving project. The case study shows that the proposed simulation model is capable of evaluating alternative operating strategies and resource utilization at a very detailed level.

Keywords: Earthmoving operation, microscopic simulation, discrete-event simulation

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1113 The Effect of Self-Efficacy on Emotional Intelligence and Well-Being among Tour Guides

Authors: Jennifer Chen-Hua Min

Abstract:

The concept of self-efficacy refers to people’s beliefs in their ability to perform certain behaviors and cope with environmental demands. As such, self-efficacy plays a key role in linking ability to performance. Therefore, this study examines the relationships of self-efficacy, emotional intelligence (EI), and well-being among tour guides, who act as intermediaries between tourists and an unfamiliar environment and significantly influence tourists’ impressions of a destination. Structural equation modeling (SEM) is used to identify the relationships between these factors. The results found that self-efficacy is positively associated with EI and well-being, and a positive link was seen between EI and well-being. This study has practical implications, as the results can facilitate the development of interventions for enhancing tour guides’ EI and self-efficacy competencies, which will benefit them in terms of both enhanced achievements and improved psychological happiness and well-being.

Keywords: Self-efficacy, tour guides, tourism, emotional intelligence.

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1112 Searching for an Effective Marketing in the Food Supplement Industry in Japan

Authors: Michiko Miyamoto

Abstract:

The market for "functional foods" and "foods with functional claims" that are effective in maintaining and improving health, has expanded year by year due to the entry of major food and beverage manufacturers following the introduction of the specified health food system in 1991 in Japan. To bring health claims related products or services to the market, it is necessary to let consumers to learn about these products or services; an effective marketing through advertising are important. This research proposes a framework for an effective advertisement medium for the food supplement industry by using survey data of 2,500 people.

Keywords: Functional foods, dietary supplements, marketing strategy, structural equation modeling.

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1111 FEM Simulation of Triple Diffusive Magnetohydrodynamics Effect of Nanofluid Flow over a Nonlinear Stretching Sheet

Authors: Rangoli Goyal, Rama Bhargava

Abstract:

The triple diffusive boundary layer flow of nanofluid under the action of constant magnetic field over a non-linear stretching sheet has been investigated numerically. The model includes the effect of Brownian motion, thermophoresis, and cross-diffusion; slip mechanisms which are primarily responsible for the enhancement of the convective features of nanofluid. The governing partial differential equations are transformed into a system of ordinary differential equations (by using group theory transformations) and solved numerically by using variational finite element method. The effects of various controlling parameters, such as the magnetic influence number, thermophoresis parameter, Brownian motion parameter, modified Dufour parameter, and Dufour solutal Lewis number, on the fluid flow as well as on heat and mass transfer coefficients (both of solute and nanofluid) are presented graphically and discussed quantitatively. The present study has industrial applications in aerodynamic extrusion of plastic sheets, coating and suspensions, melt spinning, hot rolling, wire drawing, glass-fibre production, and manufacture of polymer and rubber sheets, where the quality of the desired product depends on the stretching rate as well as external field including magnetic effects.

Keywords: FEM, Thermophoresis, Diffusiophoresis, Brownian motion.

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1110 Knowledge Management and e-Learning –An Agent-Based Approach

Authors: Teodora Bakardjieva, Galya Gercheva

Abstract:

In this paper an open agent-based modular framework for personalized and adaptive curriculum generation in e-learning environment is proposed. Agent-based approaches offer several potential advantages over alternative approaches. Agent-based systems exhibit high levels of flexibility and robustness in dynamic or unpredictable environments by virtue of their intrinsic autonomy. The presented framework enables integration of different types of expert agents, various kinds of learning objects and user modeling techniques. It creates possibilities for adaptive e-learning process. The KM e-learning system is in a process of implementation in Varna Free University and will be used for supporting the educational process at the University.

Keywords: agents, e-Learning, knowledge management, knowledge sharing, artificial intelligence

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1109 Motion Detection Techniques Using Optical Flow

Authors: A. A. Shafie, Fadhlan Hafiz, M. H. Ali

Abstract:

Motion detection is very important in image processing. One way of detecting motion is using optical flow. Optical flow cannot be computed locally, since only one independent measurement is available from the image sequence at a point, while the flow velocity has two components. A second constraint is needed. The method used for finding the optical flow in this project is assuming that the apparent velocity of the brightness pattern varies smoothly almost everywhere in the image. This technique is later used in developing software for motion detection which has the capability to carry out four types of motion detection. The motion detection software presented in this project also can highlight motion region, count motion level as well as counting object numbers. Many objects such as vehicles and human from video streams can be recognized by applying optical flow technique.

Keywords: Background modeling, Motion detection, Optical flow, Velocity smoothness constant, motion trajectories.

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1108 Interactive Model Based On an Extended CPN

Authors: Shuzhen Yao, Fengjing Zhao, Jianwei He

Abstract:

The UML modeling of complex distributed systems often is a great challenge due to the large amount of parallel real-time operating components. In this paper the problems of verification of such systems are discussed. ECPN, an Extended Colored Petri Net is defined to formally describe state transitions of components and interactions among components. The relationship between sequence diagrams and Free Choice Petri Nets is investigated. Free Choice Petri Net theory helps verifying the liveness of sequence diagrams. By converting sequence diagrams to ECPNs and then comparing behaviors of sequence diagram ECPNs and statecharts, the consistency among models is analyzed. Finally, a verification process for an example model is demonstrated.

Keywords: Consistency, liveness, Petri Net, sequence diagram.

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1107 Image Sensor Matrix High Speed Simulation

Authors: Z. Feng, V. Viswanathan, D. Navarro, I. O'Connor

Abstract:

This paper presents a new high speed simulation methodology to solve the long simulation time problem of CMOS image sensor matrix. Generally, for integrating the pixel matrix in SOC and simulating the system performance, designers try to model the pixel in various modeling languages such as VHDL-AMS, SystemC or Matlab. We introduce a new alternative method based on spice model in cadence design platform to achieve accuracy and reduce simulation time. The simulation results indicate that the pixel output voltage maximum error is at 0.7812% and time consumption reduces from 2.2 days to 13 minutes achieving about 240X speed-up for the 256x256 pixel matrix.

Keywords: CMOS image sensor, high speed simulation, image sensor matrix simulation.

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1106 Prediction of Soil Liquefaction by Using UBC3D-PLM Model in PLAXIS

Authors: A. Daftari, W. Kudla

Abstract:

Liquefaction is a phenomenon in which the strength  and stiffness of a soil is reduced by earthquake shaking or other rapid  cyclic loading. Liquefaction and related phenomena have been  responsible for huge amounts of damage in historical earthquakes  around the world.  Modeling of soil behavior is the main step in soil liquefaction  prediction process. Nowadays, several constitutive models for sand  have been presented. Nevertheless, only some of them can satisfy this  mechanism. One of the most useful models in this term is  UBCSAND model. In this research, the capability of this model is  considered by using PLAXIS software. The real data of superstition  hills earthquake 1987 in the Imperial Valley was used. The results of  the simulation have shown resembling trend of the UBC3D-PLM  model. 

Keywords: Liquefaction, Plaxis, Pore-Water pressure, UBC3D-PLM.

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1105 Electromagnetic Source Direction of Arrival Estimation via Virtual Antenna Array

Authors: Meiling Yang, Shuguo Xie, Yilong Zhu

Abstract:

Nowadays, due to diverse electric products and complex electromagnetic environment, the localization and troubleshooting of the electromagnetic radiation source is urgent and necessary especially on the condition of far field. However, based on the existing DOA positioning method, the system or devices are complex, bulky and expensive. To address this issue, this paper proposes a single antenna radiation source localization method. A single antenna moves to form a virtual antenna array combined with DOA and MUSIC algorithm to position accurately, meanwhile reducing the cost and simplify the equipment. As shown in the results of simulations and experiments, the virtual antenna array DOA estimation modeling is correct and its positioning is credible.

Keywords: Virtual antenna array, DOA, localization, far field.

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1104 Sequential Partitioning Brainbow Image Segmentation Using Bayesian

Authors: Yayun Hsu, Henry Horng-Shing Lu

Abstract:

This paper proposes a data-driven, biology-inspired neural segmentation method of 3D drosophila Brainbow images. We use Bayesian Sequential Partitioning algorithm for probabilistic modeling, which can be used to detect somas and to eliminate crosstalk effects. This work attempts to develop an automatic methodology for neuron image segmentation, which nowadays still lacks a complete solution due to the complexity of the image. The proposed method does not need any predetermined, risk-prone thresholds, since biological information is inherently included inside the image processing procedure. Therefore, it is less sensitive to variations in neuron morphology; meanwhile, its flexibility would be beneficial for tracing the intertwining structure of neurons.

Keywords: Brainbow, 3D imaging, image segmentation, neuron morphology, biological data mining, non-parametric learning.

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1103 Financial Analysis Analogies for Software Risk

Authors: Masood Uzzafer

Abstract:

A dynamic software risk assessment model is presented. Analogies between dynamic financial analysis and software risk assessment models are established and based on these analogies it suggested that dynamic risk model for software projects is the way to move forward for the risk assessment of software project. It is shown how software risk assessment change during different phases of a software project and hence requires a dynamic risk assessment model to capture these variations. Further evolution of dynamic financial analysis models is discussed and mapped to the evolution of software risk assessment models.

Keywords: Software Risk Assessment, Software ProjectManagement, Software Cost, Dynamic Modeling.

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1102 A Study on Numerical Modelling of Rigid Pavement: Temperature and Thickness Effect

Authors: Amin Chegenizadeh, Mahdi Keramatikerman, Hamid Nikraz

Abstract:

Pavement engineering plays a significant role to develop cost effective and efficient highway and road networks. In general, pavement regarding structure is categorized in two core group namely flexible and rigid pavements. There are various benefits in application of rigid pavement. For instance, they have a longer life and lower maintenance costs in compare with the flexible pavement. In rigid pavement designs, temperature and thickness are two effective parameters that could widely affect the total cost of the project. In this study, a numerical modeling using Kenpave-Kenslab was performed to investigate the effect of these two important parameters in the rigid pavement.   

Keywords: Rigid pavement, Kenpave, Kenslab, thickness, temperature.

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1101 Hydrogeological Aspects of Washing Waste Reuse in Quarry Lakes Rehabilitation

Authors: Paola Gattinoni, Laura Scesi

Abstract:

According to the European laws, there is the possibility of reusing the washing wastes for the environmental requalification of quarry lakes. The paper deals with the hydrogeological aspects involved in this possibility, as the introduction of finest wastes in the quarry lakes can generate alterations of the hydrogeological setting of the area, and problems for the future accessibility of the zone. To evaluate the hydrogeological compatibility of the washing wastes reuse in quarry lakes a groundwater numerical model was carried out, pointing out both the hydrogeological feasibility of this intervention and some guide lines for its optimization, in terms of inflow point with regard the groundwater flow direction and loss of volume in the quarry lake.

Keywords: Groundwater numerical modeling, hydrogeologicalalteration, quarry lake, silty-clay wastes.

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1100 Forecasting the Volatility of Geophysical Time Series with Stochastic Volatility Models

Authors: Maria C. Mariani, Md Al Masum Bhuiyan, Osei K. Tweneboah, Hector G. Huizar

Abstract:

This work is devoted to the study of modeling geophysical time series. A stochastic technique with time-varying parameters is used to forecast the volatility of data arising in geophysics. In this study, the volatility is defined as a logarithmic first-order autoregressive process. We observe that the inclusion of log-volatility into the time-varying parameter estimation significantly improves forecasting which is facilitated via maximum likelihood estimation. This allows us to conclude that the estimation algorithm for the corresponding one-step-ahead suggested volatility (with ±2 standard prediction errors) is very feasible since it possesses good convergence properties.

Keywords: Augmented Dickey Fuller Test, geophysical time series, maximum likelihood estimation, stochastic volatility model.

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1099 Learning Human-Like Color Categorization through Interaction

Authors: Rinaldo Christian Tanumara, Ming Xie, Chi Kit Au

Abstract:

Human perceives color in categories, which may be identified using color name such as red, blue, etc. The categorization is unique for each human being. However despite the individual differences, the categorization is shared among members in society. This allows communication among them, especially when using color name. Sociable robot, to live coexist with human and become part of human society, must also have the shared color categorization, which can be achieved through learning. Many works have been done to enable computer, as brain of robot, to learn color categorization. Most of them rely on modeling of human color perception and mathematical complexities. Differently, in this work, the computer learns color categorization through interaction with humans. This work aims at developing the innate ability of the computer to learn the human-like color categorization. It focuses on the representation of color categorization and how it is built and developed without much mathematical complexity.

Keywords: Color categorization, color learning, machinelearning, color naming.

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1098 Prediction of the Rear Fuselage Temperature with Radiation Shield

Authors: Kyung Joo Yi, Seung Wook Baek, Sung Nam Lee, Man Young Kim, Won Cheol Kim, Gun Yung Go

Abstract:

In order to enhance the aircraft survivability, the infrared signatures emitted by hot engine parts should be determined exactly. For its reduction it is necessary for the rear fuselage temperature to be decreased. In this study, numerical modeling of flow fields and heat transfer characteristics of an aircraft nozzle is performed and its temperature distribution along each component wall is predicted. The radiation shield is expected to reduce the skin temperature of rear fuselage. The effect of material characteristic of radiation shield on the heat transfer is also investigated. Through this numerical analysis, design parameters related to the susceptibility of aircraft are examined.

Keywords: Infrared signature, Nozzle flow, Radiation shield, Rear fuselage temperature, Susceptibility

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1097 Designing Offshore Pipelines Facing the Geohazard of Active Seismic Faults

Authors: Maria S. Trimintziou, Michael G. Sakellariou, Prodromos N. Psarropoulos

Abstract:

The current study focuses on the seismic design of offshore pipelines against active faults. After an extensive literature review of the provisions of the seismic norms worldwide and of the available analytical methods, the study simulates numerically (through finite-element modeling and strain-based criteria) the distress of offshore pipelines subjected to PGDs induced by active normal and reverse seismic faults at the seabed. Factors, such as the geometrical properties of the fault, the mechanical properties of the ruptured soil formations, and the pipeline characteristics, are examined. After some interesting conclusions regarding the seismic vulnerability of offshore pipelines, potential cost-effective mitigation measures are proposed taking into account constructability issues.

Keywords: Active faults, Seismic design, offshore pipelines.

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1096 Reliability Analysis in Electrical Distribution System Considering Preventive Maintenance Applications on Circuit Breakers

Authors: Mahmud Fotuhi-Firuzabad, Saeed Afshar

Abstract:

This paper presents the results of a preventive maintenance application-based study and modeling of failure rates in breakers of electrical distribution systems. This is a critical issue in the reliability assessment of a system. In the analysis conducted in this paper, the impacts of failure rate variations caused by a preventive maintenance are examined. This is considered as a part of a Reliability Centered Maintenance (RCM) application program. A number of load point reliability indices is derived using the mathematical model of the failure rate, which is established using the observed data in a distribution system.

Keywords: Reliability-Centered Maintenance (RCM), failure rate, preventive maintenance (PM), Distribution System Reliability.

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1095 Mathematical Modeling of Switching Processes in Magnetically Controlled MEMS Switches

Authors: Sergey M. Karabanov, Dmitry V. Suvorov, Dmitry Yu. Tarabrin

Abstract:

The operating principle of magnetically controlled microelectromechanical system (MEMS) switches is based on controlling the beam movement under the influence of a magnetic field. Currently, there is a MEMS switch design with a flexible ferromagnetic electrode in the form of a fixed-terminal beam, with an electrode fastened on a straight or cranked anchor. The basic performance characteristics of magnetically controlled MEMS switches (service life, sensitivity, contact resistance, fast response) are largely determined by the flexible electrode design. To ensure the stable and controlled motion of the flexible electrode, it is necessary to provide the optimal design of a flexible electrode.

Keywords: MEMS switch, magnetic sensitivity, magnetic concentrator.

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1094 Artificial Intelligence Techniques for Controlling Spacecraft Power System

Authors: Hanaa T. El-Madany, Faten H. Fahmy, Ninet M. A. El-Rahman, Hassen T. Dorrah

Abstract:

Advancements in the field of artificial intelligence (AI) made during this decade have forever changed the way we look at automating spacecraft subsystems including the electrical power system. AI have been used to solve complicated practical problems in various areas and are becoming more and more popular nowadays. In this paper, a mathematical modeling and MATLAB–SIMULINK model for the different components of the spacecraft power system is presented. Also, a control system, which includes either the Neural Network Controller (NNC) or the Fuzzy Logic Controller (FLC) is developed for achieving the coordination between the components of spacecraft power system as well as control the energy flows. The performance of the spacecraft power system is evaluated by comparing two control systems using the NNC and the FLC.

Keywords: Spacecraft, Neural network, Fuzzy logic control, Photovoltaic array.

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1093 Modeling and Investigation of Elongation in Free Explosive Forming of Aluminum Alloy Plate

Authors: R. Alipour, F.Najarian

Abstract:

Because of high ductility, aluminum alloys, have been widely used as an important base of metal forming industries. But the main week point of these alloys is their low strength so in forming them with conventional methods like deep drawing, hydro forming, etc have been always faced with problems like fracture during of forming process. Because of this, recently using of explosive forming method for forming of these plates has been recommended. In this paper free explosive forming of A2024 aluminum alloy is numerically simulated and during it, explosion wave propagation process is studied. Consequences of this simulation can be effective in prediction of quality of production. These consequences are compared with an experimental test and show the superiority of this method to similar methods like hydro forming and deep drawing.

Keywords: Free explosive forming, CEL, Johnson cook.

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1092 Mathematical Analysis of EEG of Patients with Non-fatal Nonspecific Diffuse Encephalitis

Authors: Mukesh Doble, Sunil K Narayan

Abstract:

Diffuse viral encephalitis may lack fever and other cardinal signs of infection and hence its distinction from other acute encephalopathic illnesses is challenging. Often, the EEG changes seen routinely are nonspecific and reflect diffuse encephalopathic changes only. The aim of this study was to use nonlinear dynamic mathematical techniques for analyzing the EEG data in order to look for any characteristic diagnostic patterns in diffuse forms of encephalitis.It was diagnosed on clinical, imaging and cerebrospinal fluid criteria in three young male patients. Metabolic and toxic encephalopathies were ruled out through appropriate investigations. Digital EEGs were done on the 3rd to 5th day of onset. The digital EEGs of 5 male and 5 female age and sex matched healthy volunteers served as controls.Two sample t-test indicated that there was no statistically significant difference between the average values in amplitude between the two groups. However, the standard deviation (or variance) of the EEG signals at FP1-F7 and FP2-F8 are significantly higher for the patients than the normal subjects. The regularisation dimension is significantly less for the patients (average between 1.24-1.43) when compared to the normal persons (average between 1.41-1.63) for the EEG signals from all locations except for the Fz-Cz signal. Similarly the wavelet dimension is significantly less (P = 0.05*) for the patients (1.122) when compared to the normal person (1.458). EEGs are subdued in the case of the patients with presence of uniform patterns, manifested in the values of regularisation and wavelet dimensions, when compared to the normal person, indicating a decrease in chaotic nature.

Keywords: Chaos, Diffuse encephalitis, Electroencephalogram, Fractal dimension, Fourier spectrum.

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1091 Analysis and Design Business Directory for Micro, Small and Medium Enterprises using Google Maps API and Multimedia

Authors: Suselo Thomas, Suyoto, Dwiandiyanta B. Yudi

Abstract:

This paper explain about analysis and design a business directory for micro-scale businesses, small and medium enterprises (SMEs). Business Directory, if implemented will facilitate and optimize the access of SMEs to ease suppliers access to marketing. Business Directory will be equipped with the power of geocoding, so each location can be easily viewed SMEs on the map. The map will be constructed by using the functionality of a webbased Google Maps API. The information presented in the form of multimedia that can be more interesting and interactive. The method used to achieve the goal are: observation; interviews; modeling and classifying business directory for SMEs.

Keywords: Business directories, SMEs, Google maps API, multimedia, geocoding ommas.

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1090 Influence of Displacement Amplitude and Vertical Load on the Horizontal Dynamic and Static Behavior of Helical Wire Rope Isolators

Authors: Nicolò Vaiana, Mariacristina Spizzuoco, Giorgio Serino

Abstract:

In this paper, the results of experimental tests performed on a Helical Wire Rope Isolator (HWRI) are presented in order to describe the dynamic and static behavior of the selected metal device in three different displacements ranges, namely small, relatively large, and large displacements ranges, without and under the effect of a vertical load. A testing machine, allowing to apply horizontal displacement or load histories to the tested bearing with a constant vertical load, has been adopted to perform the dynamic and static tests. According to the experimental results, the dynamic behavior of the tested device depends on the applied displacement amplitude. Indeed, the HWRI displays a softening and a hardening stiffness at small and relatively large displacements, respectively, and a stronger nonlinear stiffening behavior at large displacements. Furthermore, the experimental tests reveal that the application of a vertical load allows to have a more flexible device with higher damping properties and that the applied vertical load affects much less the dynamic response of the metal device at large displacements. Finally, a decrease in the static to dynamic effective stiffness ratio with increasing displacement amplitude has been observed.

Keywords: Base isolation, earthquake engineering, experimental hysteresis loops, wire rope isolators.

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1089 Evaluation of Classification Algorithms for Road Environment Detection

Authors: T. Anbu, K. Aravind Kumar

Abstract:

The road environment information is needed accurately for applications such as road maintenance and virtual 3D city modeling. Mobile laser scanning (MLS) produces dense point clouds from huge areas efficiently from which the road and its environment can be modeled in detail. Objects such as buildings, cars and trees are an important part of road environments. Different methods have been developed for detection of above such objects, but still there is a lack of accuracy due to the problems of illumination, environmental changes, and multiple objects with same features. In this work the comparison between different classifiers such as Multiclass SVM, kNN and Multiclass LDA for the road environment detection is analyzed. Finally the classification accuracy for kNN with LBP feature improved the classification accuracy as 93.3% than the other classifiers.

Keywords: Classifiers, feature extraction, mobile-based laser scanning, object location estimation.

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1088 Teaching Approach and Self-Confidence Effect Model Consistency between Taiwan and Singapore Multi-Group HLM

Authors: PeiWen Liao, Tsung Hau Jen

Abstract:

This study was conducted to explore the effects of two countries model comparison program in Taiwan and Singapore in TIMSS database. The researchers used Multi-Group Hierarchical Linear Modeling techniques to compare the effects of two different country models and we tested our hypotheses on 4,046 Taiwan students and 4,599 Singapore students in 2007 at two levels: the class level and student (individual) level. Design quality is a class level variable. Student level variables are achievement and self-confidence. The results challenge the widely held view that retention has a positive impact on self-confidence. Suggestions for future research are discussed.

Keywords: Teaching approach, self-confidence, achievement, multi-group HLM.

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1087 Designing a Robust Controller for a 6 Linkage Robot

Authors: G. Khamooshian

Abstract:

One of the main points of application of the mechanisms of the series and parallel is the subject of managing them. The control of this mechanism and similar mechanisms is one that has always been the intention of the scholars. On the other hand, modeling the behavior of the system is difficult due to the large number of its parameters, and it leads to complex equations that are difficult to solve and eventually difficult to control. In this paper, a six-linkage robot has been presented that could be used in different areas such as medical robots. Using these robots needs a robust control. In this paper, the system equations are first found, and then the system conversion function is written. A new controller has been designed for this robot which could be used in other parallel robots and could be very useful. Parallel robots are so important in robotics because of their stability, so methods for control of them are important and the robust controller, especially in parallel robots, makes a sense.

Keywords: 3-RRS, 6 linkage, parallel robot, control.

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1086 Testing the Accuracy of ML-ANN for Harmonic Estimation in Balanced Industrial Distribution Power System

Authors: Wael M. El-Mamlouk, Metwally A. El-Sharkawy, Hossam. E. Mostafa

Abstract:

In this paper, we analyze and test a scheme for the estimation of electrical fundamental frequency signals from the harmonic load current and voltage signals. The scheme was based on using two different Multi Layer Artificial Neural Networks (ML-ANN) one for the current and the other for the voltage. This study also analyzes and tests the effect of choosing the optimum artificial neural networks- sizes which determine the quality and accuracy of the estimation of electrical fundamental frequency signals. The simulink tool box of the Matlab program for the simulation of the test system and the test of the neural networks has been used.

Keywords: Harmonics, Neural Networks, Modeling, Simulation, Active filters, electric Networks.

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1085 Nonstationarity Modeling of Economic and Financial Time Series

Authors: C. Slim

Abstract:

Traditional techniques for analyzing time series are based on the notion of stationarity of phenomena under study, but in reality most economic and financial series do not verify this hypothesis, which implies the implementation of specific tools for the detection of such behavior. In this paper, we study nonstationary non-seasonal time series tests in a non-exhaustive manner. We formalize the problem of nonstationary processes with numerical simulations and take stock of their statistical characteristics. The theoretical aspects of some of the most common unit root tests will be discussed. We detail the specification of the tests, showing the advantages and disadvantages of each. The empirical study focuses on the application of these tests to the exchange rate (USD/TND) and the Consumer Price Index (CPI) in Tunisia, in order to compare the Power of these tests with the characteristics of the series.

Keywords: Stationarity, unit root tests, economic time series.

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