Search results for: Multivariate conditional autoregressive model
7364 A Dynamic Hybrid Option Pricing Model by Genetic Algorithm and Black- Scholes Model
Authors: Yi-Chang Chen, Shan-Lin Chang, Chia-Chun Wu
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Unlike this study focused extensively on trading behavior of option market, those researches were just taken their attention to model-driven option pricing. For example, Black-Scholes (B-S) model is one of the most famous option pricing models. However, the arguments of B-S model are previously mentioned by some pricing models reviewing. This paper following suggests the importance of the dynamic character for option pricing, which is also the reason why using the genetic algorithm (GA). Because of its natural selection and species evolution, this study proposed a hybrid model, the Genetic-BS model which combining GA and B-S to estimate the price more accurate. As for the final experiments, the result shows that the output estimated price with lower MAE value than the calculated price by either B-S model or its enhanced one, Gram-Charlier garch (G-C garch) model. Finally, this work would conclude that the Genetic-BS pricing model is exactly practical.Keywords: genetic algorithm, Genetic-BS, option pricing model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21987363 Survey of Impact of Production and Adoption of Nanocrops on Food Security
Authors: Sahar Dehyouri, Seyed Jamal Farajollah Hosseini
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Perspective of food security in 21 century showed shortage of food that production is faced to vital problem. Food security strategy is applied longtime method to assess required food. Meanwhile, nanotechnology revolution changes the world face. Nanotechnology is adequate method utilize of its characteristics to decrease environmental problems and possible further access to food for small farmers. This article will show impact of production and adoption of nanocrops on food security. Population is researchers of agricultural research center of Esfahan province. The results of study show that there was a relationship between uses, conversion, distribution, and production of nanocrops, operative human resources, operative circumstance, and constrains of usage of nanocrops and food security. Multivariate regression analysis by enter model shows that operative circumstance, use, production and constrains of usage of nanocrops had positive impact on food security and they determine in four steps 20 percent of it.Keywords: adoption, food safety, food security, nanocrops
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17177362 Dynamics of Phytoplankton Blooms in the Baltic Sea – Numerical Simulations
Authors: L. Dzierzbicka-Głowacka, M. Janecki
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Dynamic of phytoplankton blooms in the Baltic Sea has been analyzed applying the numerical ecosystem model 3D CEMBS. The model consists of the hydrodynamic model (POP, version 2.1) and the ice model (CICE, version 4.0), which are imposed by the atmospheric data model (DATM7). The 3D model has an ecosystem module, activated in 2012 in the operational mode. The ecosystem model consists of 11 main variables: biomass of small-size phytoplankton and large-size phytoplankton and cyanobacteria, zooplankton biomass, dissolved and molecular detritus, dissolved oxygen concentration, as well as concentrations of nutrients, including: nitrates, ammonia, phosphates and silicates. The 3D-CEMBS model is an effective tool for solving problems related to phytoplankton blooms dynamic in the Baltic SeaKeywords: Ecosystem model, phytoplankton, Baltic Sea
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26367361 Development of Admire Longitudinal Quasi-Linear Model by using State Transformation Approach
Authors: Jianqiao. Yu, Jianbo. Wang, Xinzhen. He
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This paper presents a longitudinal quasi-linear model for the ADMIRE model. The ADMIRE model is a nonlinear model of aircraft flying in the condition of high angle of attack. So it can-t be considered to be a linear system approximately. In this paper, for getting the longitudinal quasi-linear model of the ADMIRE, a state transformation based on differentiable functions of the nonscheduling states and control inputs is performed, with the goal of removing any nonlinear terms not dependent on the scheduling parameter. Since it needn-t linear approximation and can obtain the exact transformations of the nonlinear states, the above-mentioned approach is thought to be appropriate to establish the mathematical model of ADMIRE. To verify this conclusion, simulation experiments are done. And the result shows that this quasi-linear model is accurate enough.
Keywords: quasi-linear model, simulation, state transformation approach, the ADMIRE model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14667360 Trade Policy and Economic Growth of Turkey in Global Economy: New Empirical Evidences
Authors: Pınar Yardımcı
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This paper tries to answer to the questions whether or not trade openness causes economic growth and trade policy changes are good for Turkey as a developing country in global economy before and after 1980. We employ Johansen co-integration and Granger causality tests with error correction modeling based on vector autoregressive. Using WDI data from the pre-1980 and the post-1980, we find that trade openness and economic growth are cointegrated in the second term only. Also the results suggest a lack of long-run causality between our two variables. These findings may imply that trade policy of Turkey should concentrate more on extra complementary economic reforms.Keywords: Globalization, Trade Policy, Economic Growth, Openness, Co-integration, Turkey.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18967359 Comparison of Material Constitutive Models Used in FEA of Low Volume Roads
Authors: Lenka Ševelová, Aleš Florian
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Appropriate and progressive tool for analyzing behavior of low volume roads are probabilistic models used in reliability analyses. The necessary part of the probabilistic model is the deterministic model of structural behavior. The FE model of low volume roads is created in the ANSYS software. It is able to determine the state of stress and deformation in any point of the structure and thus generate data required for the reliability analysis. The paper compares two material constitutive models used for modeling of unbound non-homogenous materials used in low volume roads. The first model is linear elastic model according to Hook theory (H model), the second one is nonlinear elastic-plastic Drucker-Prager model (D-P model).
Keywords: FEA, FEM, geotechnical materials, low volume roads, material constitutive models, pavement.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28427358 Algorithm Design and Performance Evaluation of Equivalent CMOS Model
Authors: Parvinder S. Sandhu, Iqbaldeep Kaur, Amit Verma, Inderpreet Kaur, Birinderjit S. Kalyan
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This work is a proposed model of CMOS for which the algorithm has been created and then the performance evaluation of this proposition has been done. In this context, another commonly used model called ZSTT (Zero Switching Time Transient) model is chosen to compare all the vital features and the results for the Proposed Equivalent CMOS are promising. In the end, the excerpts of the created algorithm are also includedKeywords: Dual Capacitor Model, ZSTT, CMOS, SPICEMacro-Model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12967357 Advances on LuGre Friction Model
Authors: Mohammad Fuad Mohammad Naser, Faycal Ikhouane
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LuGre friction model is an ordinary differential equation that is widely used in describing the friction phenomenon for mechanical systems. The importance of this model comes from the fact that it captures most of the friction behavior that has been observed including hysteresis. In this paper, we study some aspects related to the hysteresis behavior induced by the LuGre friction model.
Keywords: Hysteresis, LuGre model, operator, (strong) consistency.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26747356 Topological Properties of an Exponential Random Geometric Graph Process
Authors: Yilun Shang
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In this paper we consider a one-dimensional random geometric graph process with the inter-nodal gaps evolving according to an exponential AR(1) process. The transition probability matrix and stationary distribution are derived for the Markov chains concerning connectivity and the number of components. We analyze the algorithm for hitting time regarding disconnectivity. In addition to dynamical properties, we also study topological properties for static snapshots. We obtain the degree distributions as well as asymptotic precise bounds and strong law of large numbers for connectivity threshold distance and the largest nearest neighbor distance amongst others. Both exact results and limit theorems are provided in this paper.Keywords: random geometric graph, autoregressive process, degree, connectivity, Markovian, wireless network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14157355 A Methodology for Creating a Conceptual Model Under Uncertainty
Authors: Bogdan Walek, Jiri Bartos, Cyril Klimes
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This article deals with the conceptual modeling under uncertainty. First, the division of information systems with their definition will be described, focusing on those where the construction of a conceptual model is suitable for the design of future information system database. Furthermore, the disadvantages of the traditional approach in creating a conceptual model and database design will be analyzed. A comprehensive methodology for the creation of a conceptual model based on analysis of client requirements and the selection of a suitable domain model is proposed here. This article presents the expert system used for the construction of a conceptual model and is a suitable tool for database designers to create a conceptual model.
Keywords: Conceptual model, conceptual modeling, database, methodology, uncertainty, information system, entity, attribute, relationship, conceptual domain model, fuzzy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15567354 Approximate Bounded Knowledge Extraction Using Type-I Fuzzy Logic
Authors: Syed Muhammad Aqil Burney, Tahseen Ahmed Jilani, C. Ardil
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Using neural network we try to model the unknown function f for given input-output data pairs. The connection strength of each neuron is updated through learning. Repeated simulations of crisp neural network produce different values of weight factors that are directly affected by the change of different parameters. We propose the idea that for each neuron in the network, we can obtain quasi-fuzzy weight sets (QFWS) using repeated simulation of the crisp neural network. Such type of fuzzy weight functions may be applied where we have multivariate crisp input that needs to be adjusted after iterative learning, like claim amount distribution analysis. As real data is subjected to noise and uncertainty, therefore, QFWS may be helpful in the simplification of such complex problems. Secondly, these QFWS provide good initial solution for training of fuzzy neural networks with reduced computational complexity.
Keywords: Crisp neural networks, fuzzy systems, extraction of logical rules, quasi-fuzzy numbers.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17067353 Application of Spreadsheet and Queuing Network Model to Capacity Optimization in Product Development
Authors: Muhammad Marsudi, Dzuraidah Abdul Wahab, Che Hassan Che Haron
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Modeling of a manufacturing system enables one to identify the effects of key design parameters on the system performance and as a result to make correct decision. This paper proposes a manufacturing system modeling approach using a spreadsheet model based on queuing network theory, in which a static capacity planning model and stochastic queuing model are integrated. The model was used to improve the existing system utilization in relation to product design. The model incorporates few parameters such as utilization, cycle time, throughput, and batch size. The study also showed that the validity of developed model is good enough to apply and the maximum value of relative error is 10%, far below the limit value 32%. Therefore, the model developed in this study is a valuable alternative model in evaluating a manufacturing systemKeywords: Manufacturing system, product design, spreadsheet model, utilization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18857352 Infrastructure Change Monitoring Using Multitemporal Multispectral Satellite Images
Authors: U. Datta
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The main objective of this study is to find a suitable approach to monitor the land infrastructure growth over a period of time using multispectral satellite images. Bi-temporal change detection method is unable to indicate the continuous change occurring over a long period of time. To achieve this objective, the approach used here estimates a statistical model from series of multispectral image data over a long period of time, assuming there is no considerable change during that time period and then compare it with the multispectral image data obtained at a later time. The change is estimated pixel-wise. Statistical composite hypothesis technique is used for estimating pixel based change detection in a defined region. The generalized likelihood ratio test (GLRT) is used to detect the changed pixel from probabilistic estimated model of the corresponding pixel. The changed pixel is detected assuming that the images have been co-registered prior to estimation. To minimize error due to co-registration, 8-neighborhood pixels around the pixel under test are also considered. The multispectral images from Sentinel-2 and Landsat-8 from 2015 to 2018 are used for this purpose. There are different challenges in this method. First and foremost challenge is to get quite a large number of datasets for multivariate distribution modelling. A large number of images are always discarded due to cloud coverage. Due to imperfect modelling there will be high probability of false alarm. Overall conclusion that can be drawn from this work is that the probabilistic method described in this paper has given some promising results, which need to be pursued further.
Keywords: Co-registration, GLRT, infrastructure growth, multispectral, multitemporal, pixel-based change detection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6647351 Comparative Analysis of the Software Effort Estimation Models
Authors: Jaswinder Kaur, Satwinder Singh, Karanjeet Singh Kahlon
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Accurate software cost estimates are critical to both developers and customers. They can be used for generating request for proposals, contract negotiations, scheduling, monitoring and control. The exact relationship between the attributes of the effort estimation is difficult to establish. A neural network is good at discovering relationships and pattern in the data. So, in this paper a comparative analysis among existing Halstead Model, Walston-Felix Model, Bailey-Basili Model, Doty Model and Neural Network Based Model is performed. Neural Network has outperformed the other considered models. Hence, we proposed Neural Network system as a soft computing approach to model the effort estimation of the software systems.Keywords: Effort Estimation, Neural Network, Halstead Model, Walston-Felix Model, Bailey-Basili Model, Doty Model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21897350 Model Predictive Control of Three Phase Inverter for PV Systems
Authors: Irtaza M. Syed, Kaamran Raahemifar
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This paper presents a model predictive control (MPC) of a utility interactive three phase inverter (TPI) for a photovoltaic (PV) system at commercial level. The proposed model uses phase locked loop (PLL) to synchronize the TPI with the power electric grid (PEG) and performs MPC control in a dq reference frame. TPI model consists of a boost converter (BC), maximum power point tracking (MPPT) control, and a three-leg voltage source inverter (VSI). The operational model of VSI is used to synthesize the sinusoidal current and track the reference. The model is validated using a 35.7 kW PV system in Matlab/Simulink. Implementation results show simplicity and accuracy, as well as reliability of the model.Keywords: Model predictive control, three phase voltage source inverter, PV system, Matlab/Simulink.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 37187349 Outsourcing Opportunities for Internet Banking Solutions
Authors: Ondruska Marek, Matustik Ondrej
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The main goal of the article is to present new model of application architecture of banking IT solution providing the Internet Banking services that is particularly outsourced. At first, we propose business rationale and a SWOT analysis to explain the reasons for the model in the article. The most important factor for our model is nowadays- big boom around smart phones and tablet devices. As next, we focus on IT architecture viewpoint where we design application, integration and security model. Finally, we propose a generic governance model that serves as a basis for the specialized governance model. The specialized instance of governance model is designed to ensure that the development and the maintenance of different parts of the IT solution are well governed in time.Keywords: governance model, front-end application, Internet Banking, smart phones
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17177348 A Theoretical Hypothesis on Ferris Wheel Model of University Social Responsibility
Authors: Le Kang
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According to the nature of the university, as a free and responsible academic community, USR is based on a different foundation —academic responsibility, so the Pyramid and the IC Model of CSR could not fully explain the most distinguished feature of USR. This paper sought to put forward a new model— Ferris Wheel Model, to illustrate the nature of USR and the process of achievement. The Ferris Wheel Model of USR shows the university creates a balanced, fairness and neutrality systemic structure to afford social responsibilities; that makes the organization could obtain a synergistic effect to achieve more extensive interests of stakeholders and wider social responsibilities.Keywords: USR, Achievement model, Ferris wheel model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15167347 All-or-None Principle and Weakness of Hodgkin-Huxley Mathematical Model
Authors: S. A. Sadegh Zadeh, C. Kambhampati
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Mathematical and computational modellings are the necessary tools for reviewing, analysing, and predicting processes and events in the wide spectrum range of scientific fields. Therefore, in a field as rapidly developing as neuroscience, the combination of these two modellings can have a significant role in helping to guide the direction the field takes. The paper combined mathematical and computational modelling to prove a weakness in a very precious model in neuroscience. This paper is intended to analyse all-or-none principle in Hodgkin-Huxley mathematical model. By implementation the computational model of Hodgkin-Huxley model and applying the concept of all-or-none principle, an investigation on this mathematical model has been performed. The results clearly showed that the mathematical model of Hodgkin-Huxley does not observe this fundamental law in neurophysiology to generating action potentials. This study shows that further mathematical studies on the Hodgkin-Huxley model are needed in order to create a model without this weakness.
Keywords: All-or-none, computational modelling, mathematical model, transmembrane voltage, action potential.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13077346 Zero Truncated Strict Arcsine Model
Authors: Y. N. Phang, E. F. Loh
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The zero truncated model is usually used in modeling count data without zero. It is the opposite of zero inflated model. Zero truncated Poisson and zero truncated negative binomial models are discussed and used by some researchers in analyzing the abundance of rare species and hospital stay. Zero truncated models are used as the base in developing hurdle models. In this study, we developed a new model, the zero truncated strict arcsine model, which can be used as an alternative model in modeling count data without zero and with extra variation. Two simulated and one real life data sets are used and fitted into this developed model. The results show that the model provides a good fit to the data. Maximum likelihood estimation method is used in estimating the parameters.
Keywords: Hurdle models, maximum likelihood estimation method, positive count data.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18207345 Asynchronous Microcontroller Simulation Model in VHDL
Authors: M. Kovac
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This article describes design of the 8-bit asynchronous microcontroller simulation model in VHDL. The model is created in ISE Foundation design tool and simulated in Modelsim tool. This model is a simple application example of asynchronous systems designed in synchronous design tools. The design process of creating asynchronous system with 4-phase bundled-data protocol and with matching delays is described in the article. The model is described in gate-level abstraction. The simulation waveform of the functional construction is the result of this article. Described construction covers only the simulation model. The next step would be creating synthesizable model to FPGA.Keywords: Asynchronous, Microcontroller, VHDL, FPGA.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32657344 A General Model for Acquiring Knowledge
Authors: GuoQiang Peng, Yi Sun
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In this paper, based on the work in [1], we further give a general model for acquiring knowledge, which first focuses on the research of how and when things involved in problems are made then describes the goals, the energy and the time to give an optimum model to decide how many related things are supposed to be involved in. Finally, we acquire knowledge from this model in which there are the attributes, actions and connections of the things involved at the time when they are born and the time in their life. This model not only improves AI theories, but also surely brings the effectiveness and accuracy for AI system because systems are given more knowledge when reasoning or computing is used to bring about results.Keywords: Time, knowledge, model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10477343 Recent Trends in Nonlinear Methods of HRV Analysis: A Review
Authors: Ramesh K. Sunkaria
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The linear methods of heart rate variability analysis such as non-parametric (e.g. fast Fourier transform analysis) and parametric methods (e.g. autoregressive modeling) has become an established non-invasive tool for marking the cardiac health, but their sensitivity and specificity were found to be lower than expected with positive predictive value <30%. This may be due to considering the RR-interval series as stationary and re-sampling them prior to their use for analysis, whereas actually it is not. This paper reviews the non-linear methods of HRV analysis such as correlation dimension, largest Lyupnov exponent, power law slope, fractal analysis, detrended fluctuation analysis, complexity measure etc. which are currently becoming popular as these uses the actual RR-interval series. These methods are expected to highly accurate cardiac health prognosis.Keywords: chaos, nonlinear dynamics, sample entropy, approximate entropy, detrended fluctuation analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23047342 Adaptive MPC Using a Recursive Learning Technique
Authors: Ahmed Abbas Helmy, M. R. M. Rizk, Mohamed El-Sayed
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A model predictive controller based on recursive learning is proposed. In this SISO adaptive controller, a model is automatically updated using simple recursive equations. The identified models are then stored in the memory to be re-used in the future. The decision for model update is taken based on a new control performance index. The new controller allows the use of simple linear model predictive controllers in the control of nonlinear time varying processes.
Keywords: Adaptive control, model predictive control, dynamic matrix control, online model identification
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17397341 Design of the Mathematical Model of the Respiratory System Using Electro-acoustic Analogy
Authors: M. Rozanek, K. Roubik
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The article deals with development, design and implementation of a mathematical model of the human respiratory system. The model is designed in order to simulate distribution of important intrapulmonary parameters along the bronchial tree such as pressure amplitude, tidal volume and effect of regional mechanical lung properties upon the efficiency of various ventilatory techniques. Therefore exact agreement of the model structure with the lung anatomical structure is required. The model is based on the lung morphology and electro-acoustic analogy is used to design the model.Keywords: Model of the respiratory system, total lung impedance, intrapulmonary parameters.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17977340 Model of MSD Risk Assessment at Workplace
Authors: K. Sekulová, M. Šimon
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This article focuses on upper-extremity musculoskeletal disorders risk assessment model at workplace. In this model are used risk factors that are responsible for musculoskeletal system damage. Based on statistic calculations the model is able to define what risk of MSD threatens workers who are under risk factors. The model is also able to say how MSD risk would decrease if these risk factors are eliminated.
Keywords: Ergonomics, musculoskeletal disorders, occupational diseases, risk factors.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20187339 A Hydro-Mechanical Model for Unsaturated Soils
Authors: A. Uchaipichat
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The hydro-mechanical model for unsaturated soils has been presented based on the effective stress principle taking into account effects of drying-wetting process. The elasto-plastic constitutive equations for stress-strain relations of the soil skeleton have been established. A plasticity model is modified from modified Cam-Clay model. The hardening rule has been established by considering the isotropic consolidation paths. The effect of dryingwetting process is introduced through the ¤ç parameter. All model coefficients are identified in terms of measurable parameters. The simulations from the proposed model are compared with the experimental results. The model calibration was performed to extract the model parameter from the experimental results. Good agreement between the results predicted using proposed model and the experimental results was obtained.Keywords: Drying-wetting process, Effective stress, Elastoplasticmodel, Unsaturated soils
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17047338 Development of a RAM Simulation Model for Acid Gas Removal System
Authors: Ainul Akmar Mokhtar, Masdi Muhammad, Hilmi Hussin, Mohd Amin Abdul Majid
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A reliability, availability and maintainability (RAM) model has been built for acid gas removal plant for system analysis that will play an important role in any process modifications, if required, for achieving its optimum performance. Due to the complexity of the plant, the model was based on a Reliability Block Diagram (RBD) with a Monte Carlo simulation engine. The model has been validated against actual plant data as well as local expert opinions, resulting in an acceptable simulation model. The results from the model showed that the operation and maintenance can be further improved, resulting in reduction of the annual production loss.
Keywords: Acid gas removal plant, RAM model, Reliabilityblock diagram
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22887337 Comparison of Methods of Testing Composite Slabs
Authors: J. Holomek, R. Karásek, M. Bajer, J. Barnat
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Composite steel-concrete slabs using thin-walled corrugated steel sheets with embossments represent a modern and effective combination of steel and concrete. However, the design of new types of sheeting is conditional on the execution of expensive and time-consuming laboratory testing. The effort to develop a cheaper and faster method has lead to many investigations all over the world. In our paper we compare the results from our experiments involving vacuum loading, four-point bending and small-scale shear tests.Keywords: Composite slab, embossment, four-point bending, small-scale test, steel sheet, thin-walled, vacuum loading
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19117336 A Generator from Cascade Markov Model for Packet Loss and Subsequent Bit Error Description
Authors: Jaroslav Polec, Viliam Hirner, Michal Martinovič, Kvetoslava Kotuliaková
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In this paper we present a novel error model for packet loss and subsequent error description. The proposed model simulates the error performance of wireless communication link. The model is designed as two independent Markov chains, where the first one is used for packet generation and the second one generates correctly and incorrectly transmitted bits for received packets from the first chain. The statistical analyses of real communication on the wireless link are used for determination of model-s parameters. Using the obtained parameters and the implementation of the generator, we collected generated traffic. The obtained results generated by proposed model are compared with the real data collection.Keywords: Wireless channel, error model, Markov chain, Elliot model, Gilbert model, generator, IEEE 802.11.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20607335 A Formulation of the Latent Class Vector Model for Pairwise Data
Authors: Tomoya Okubo, Kuninori Nakamura, Shin-ichi Mayekawa
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In this research, a latent class vector model for pairwise data is formulated. As compared to the basic vector model, this model yields consistent estimates of the parameters since the number of parameters to be estimated does not increase with the number of subjects. The result of the analysis reveals that the model was stable and could classify each subject to the latent classes representing the typical scales used by these subjects.
Keywords: finite mixture models, latent class analysis, Thrustone's paired comparison method, vector model
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1175