Search results for: free impinging jet

Authors: M. Raciti Castelli, P. Cioppa, E. Benini

Abstract:

The flow field around a flat plate of infinite span has been investigated for several values of the angle of attack. Numerical predictions have been compared to experimental measurements, in order to examine the effect of turbulence model and grid resolution on the resultant aerodynamic forces acting on the plate. Also the influence of the free-stream turbulence intensity, at the entrance of the computational domain, has been investigated. A full campaign of simulations has been conducted for three inclination angles (9°, 15° and 30°), in order to obtain some practical guidelines to be used for the simulation of the flow field around inclined plates and discs.

Keywords: CFD, lift, drag, flat plate

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Authors: Mahdad M’hamed, Belaidi Idir

Abstract:

This paper develops a meshless approach, called Element Free Galerkin (EFG) method, which is based on the weak form Moving Least Squares (MLS) of the partial differential governing equations and employs the interpolation to construct the meshless shape functions. The variation weak form is used in the EFG where the trial and test functions are approximated bye the MLS approximation. Since the shape functions constructed by this discretization have the weight function property based on the randomly distributed points, the essential boundary conditions can be implemented easily. The local weak form of the partial differential governing equations is obtained by the weighted residual method within the simple local quadrature domain. The spline function with high continuity is used as the weight function. The presently developed EFG method is a truly meshless method, as it does not require the mesh, either for the construction of the shape functions, or for the integration of the local weak form. Several numerical examples of two-dimensional static structural analysis are presented to illustrate the performance of the present EFG method. They show that the EFG method is highly efficient for the implementation and highly accurate for the computation. The present method is used to analyze the static deflection of beams and plate hole

Keywords: Numerical computation, element-free Galerkin, moving least squares, meshless methods.

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Authors: K. Saab, F. Bart, Y.-M. Seveque

Abstract:

The deployment of Free Space Optical Communications (FSOC) systems requires the development of robust and reliable Optical Ground Stations (OGS) that can be easily installed and operated. To this end, the Engineering Department of Airbus Defence and Space is actively working on the development of innovative and compact OGS solutions that can be deployed in various environments and provide high-quality connectivity under different atmospheric conditions. This article presents an overview of our recent developments in this field, including an evaluation study of different use cases of the FSOC with respect to different atmospheric conditions. The goal is to provide OGS solutions that are both simple and highly effective, allowing for the deployment of high-speed communication networks in a wide range of scenarios.

Keywords: End-to-end optical communication, laser propagation, optical ground station, turbulence.

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Authors: Nor Fadzillah Mohd Mokhtar, Norihan Md Arifin, Roslinda Nazar, Fudziah Ismail, MohamedSuleiman

Abstract:

The stability analysis of Marangoni convection in porous media with a deformable upper free surface is investigated. The linear stability theory and the normal mode analysis are applied and the resulting eigenvalue problem is solved exactly. The Darcy law and the Brinkman model are used to describe the flow in the porous medium heated from below. The effect of the Crispation number, Bond number and the Biot number are analyzed for the stability of the system. It is found that a decrease in the Crispation number and an increase in the Bond number delay the onset of convection in porous media. In addition, the system becomes more stable when the Biot number is increases and the Daeff number is decreases.

Keywords: Deformable, Marangoni, Porous, Stability.

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Authors: A. Rashid, N. Hasan

Abstract:

The present study investigates numerically the phenomenon of vortex-shedding and its suppression in twodimensional mixed convective flow past a square cylinder under the joint influence of buoyancy and free-stream orientation with respect to gravity. The numerical experiments have been conducted at a fixed Reynolds number (Re) of 100 and Prandtl number (Pr) of 0.71, while Richardson number (Ri) is varied from 0 to 1.6 and freestream orientation, α, is kept in the range 0o≤ α ≤ 90o, with 0o corresponding to an upward flow and 90o representing a cross-flow scenario, respectively. The continuity, momentum and energy equations, subject to Boussinesq approximation, are discretized using a finite difference method and are solved by a semi-explicit pressure correction scheme. The critical Richardson number, leading to the suppression of the vortex-shedding (Ric), is estimated by using Stuart-Landau theory at various free-stream orientations and the neutral curve is obtained in the Ri-α plane. The neutral curve exhibits an interesting non-monotonic behavior with Ric first increasing with increasing values of α upto 45o and then decreasing till 70o. Beyond 70o, the neutral curve again exhibits a sharp increasing asymptotic trend with Ric approaching very large values as α approaches 90o. The suppression of vortex shedding is not observed at α = 90o (cross-flow). In the unsteady flow regime, the Strouhal number (St) increases with the increase in Richardson number.

Keywords: bluff body, buoyancy, free-stream orientation, vortex-shedding.

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Authors: Liu Ji-Wei, Pei Yu-Liang, Liu Qian, Han Xiang, Zeng De-Liang

Abstract:

The economic and stable operation was affected seriously by coal quality disturbance for power plants. Based on model analysis, influence of the disturbance can be considered as gain change of control system. Power capability coefficient of coal was constructed to inhibit it. Accuracy of the coefficient was verified by operating data. Then coal quality disturbance free system based on gain scheduling was designed for coordinated control system. Simulation showed that, the strategy improved control quality obviously, and inhibited the coal quality disturbance.

Keywords: coordinate control system, coal quality disturbance, energy coefficient of coal quality, gain scheduling

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Authors: A. Jameel, G. A. Harmain, Y. Anand, J. H. Masoodi, F. A. Najar

Abstract:

The present study investigates the effect of inclusions on the shape and size of crack tip plastic zones in engineering materials subjected to static loads by employing the element free Galerkin method (EFGM). The modeling of the discontinuities produced by cracks and inclusions becomes independent of the grid chosen for analysis. The standard displacement approximation is modified by adding additional enrichment functions, which introduce the effects of different discontinuities into the formulation. The level set method has been used to represent different discontinuities present in the domain. The effect of inclusions on the extent of crack tip plastic zones is investigated by solving some numerical problems by the EFGM.

Keywords: EFGM, stress intensity factors, crack tip plastic zones, inclusions.

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Authors: Liu-Chao Qiu

Abstract:

The damage caused by surge waves generated in water bodies by flow-like landslides can be very high in terms of human lives and economic losses. The complicated phenomena occurred in this highly unsteady process are difficult to model because three interacting phases: air, water and sediment are involved. The problem therefore is challenging since the effects of non-Newtonian fluid describing the rheology of the flow-like landslides, multi-phase flow and free surface have to be included in the simulation. In this work, the commercial computational fluid dynamics (CFD) package FLUENT is used to model the surge waves due to flow-like landslides. The comparison between the numerical results and experimental data reported in the literature confirms the accuracy of the method.

Keywords: Flow-like landslide, surge wave, VOF, non-Newtonian fluids, multi-phase flows, free surface flow.

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Authors: Praveen Saraswat, Rudraman Singh

Abstract:

In this paper, we have investigated the free convection MHD flow due to heat and mass transfer through porous medium bounded by an infinite vertical non-conducting porous plate with time dependent suction under the influence of uniform transverse magnetic field of strength H₀. When Temperature (T) and Concentration (C) at the plate is oscillatory with time about a constant non-zero mean. The velocity distribution, the temperature distribution, co-efficient of skin friction and role of heat transfer is investigated. Here the partial differential equations are involved. Exact solution is not possible so approximate solution is obtained and various graphs are plotted.

Keywords: Time Dependent Suction, Convection, MHD, Porous.

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Authors: M. S. El-Asfoury, M. A. El-Hadek

Abstract:

The complex shape of the human pelvic bone was successfully imaged and modeled using finite element FE processing. The bone was subjected to quasi-static and dynamic loading conditions simulating the effect of both weight gain and impact. Loads varying between 500 – 2500 N (~50 – 250 Kg of weight) was used to simulate 3D quasi-static weight gain. Two different 3D dynamic analyses, body free fall at two different heights (1 and 2 m) and forced side impact at two different velocities (20 and 40 Km/hr) were also studied. The computed resulted stresses were compared for the four loading cases, where Von Misses stresses increases linearly with the weight gain increase under quasi-static loading. For the dynamic models, the Von Misses stress history behaviors were studied for the affected area and effected load with respect to time. The normalization Von Misses stresses with respect to the applied load were used for comparing the free fall and the forced impact load results. It was found that under the forced impact loading condition an over lapping behavior was noticed, where as for the free fall the normalized Von Misses stresses behavior was found to nonlinearly different. This phenomenon was explained through the energy dissipation concept. This study will help designers in different specialization in defining the weakest spots for designing different supporting systems.

Keywords: Pelvic Bone, Static and Dynamic Analysis, Three- Dimensional Finite Element Analysis.

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Authors: E. H. N. Gashti, J. Razzaghi, K. Kujala

Abstract:

In general, codes and regulations consider seismic loads only for completed structures of the bridges while, evaluation of incomplete structure of bridges, especially those constructed by free cantilever method, under these loads is also of great importance. Hence, this research tried to study the behavior of incomplete structure of common bridge type (box girder bridge), in construction phase under vertical seismic loads. Subsequently, the paper provided suitable guidelines and solutions to resist this destructive phenomenon. Research results proved that use of preventive methods can significantly reduce the stresses resulted from vertical seismic loads in box cross sections to an acceptable range recommended by design codes.

Keywords: Box girder bridges, Prestress loads, Free cantilever method, Seismic loads, Construction phase.

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Authors: Siti Nurhidayah Naqiah Abdull Rani, Herlina Abdul Rahim, Rashidah Ghazali, Noramli Abdul Razak

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Near infrared (NIR) spectroscopy has always been of great interest in the food and agriculture industries. The development of prediction models has facilitated the estimation process in recent years. In this study, 110 crude palm oil (CPO) samples were used to build a free fatty acid (FFA) prediction model. 60% of the collected data were used for training purposes and the remaining 40% used for testing. The visible peaks on the NIR spectrum were at 1725 nm and 1760 nm, indicating the existence of the first overtone of C-H bands. Principal component regression (PCR) was applied to the data in order to build this mathematical prediction model. The optimal number of principal components was 10. The results showed R2=0.7147 for the training set and R2=0.6404 for the testing set.

Keywords: Palm oil, fatty acid, NIRS, regression.

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Authors: Munendra Kumar, Deepak Singh

Abstract:

The present investigation aims to study the effect of channel bed slopes on energy dissipation across the different types of Piano Key Weir (PK weir or PKW) under the free-flow conditions in rigid rectangular channels. To this end, three different types (type-A, type-B, and type-C) of PKW models were tested and examined. To document and quantify this experimental investigation, a total of 270 tests were performed, including detailed observations of the flow field. The results show that the energy dissipation of all PKW models increases with the bed slopes and decreases with increasing the discharge over the weirs. In addition, the energy dissipation over the PKW varies significantly with the geometry of the weir. The type-A PKW has shown the highest energy dissipation than the other PKWs. As the bottom slope changed from Sb = 0% to 1.25%, the energy dissipation increased by about 8.5%, 9.1%, and 10.55% for type-A, type-B, and type-C, respectively.

Keywords: Piano key weir, bed slope, energy dissipation across PKW, free overfalls.

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Authors: Puntani Pongsumpun, I-Ming Tang

Abstract:

The most Malaria cases are occur along Thai-Mynmar border. Mathematical model for the transmission of Plasmodium falciparum and Plasmodium vivax malaria in a mixed population of Thais and migrant Burmese living along the Thai-Myanmar Border is studied. The population is separated into two groups, Thai and Burmese. Each population is divided into susceptible, infected, dormant and recovered subclasses. The loss of immunity by individuals in the infected class causes them to move back into the susceptible class. The person who is infected with Plasmodium vivax and is a member of the dormant class can relapse back into the infected class. A standard dynamical method is used to analyze the behaviors of the model. Two stable equilibrium states, a disease-free state and an epidemic state, are found to be possible in each population. A disease-free equilibrium state in the Thai population occurs when there are no infected Burmese entering the community. When infected Burmese enter the Thai community, an epidemic state can occur. It is found that the disease-free state is stable when the threshold number is less than one. The epidemic state is stable when a second threshold number is greater than one. Numerical simulations are used to confirm the results of our model.

Keywords: Basic reproduction number, Burmese, local stability, Plasmodium Vivax malaria.

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Authors: Gülşah Çelik Gül, Figen Kurtuluş

Abstract:

Magnesium containing boron compounds with hexagonal structure have been drawn much attention due to their superconductive nature. The main target of this work is new modified microwave oven by on our own has an ability about passing through a gas in the oven medium for attainment of oxygen-free compounds such as c-BN.  Mg containing boride was synthesized by modified-microwave method under nitrogen atmosphere using amorphous boron and magnesium source in appropriate molar ratio. Microwave oven with oxygen free environment has been modified to aimed to obtain magnesium boride without oxygen. Characterizations were done by powder X-ray diffraction (XRD), and Fourier transform infrared (FTIR) spectroscopy. Mg containing boride, generally named magnesium boride, with amorphous character without oxygen is obtained via designed microwave oven system.

Keywords: Magnesium containing boron compounds, modified microwave synthesis, powder X-ray diffraction, FTIR.

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Authors: Rajeev Ranjan Sahay

Abstract:

Transient storage zones along the flow paths of rivers have great influence on the dispersion of pollutants that are either accidentally or otherwise led into them. The speed with which these pollution clouds get transported and dispersed downstream is, to a large extent, explained by the longitudinal dispersion coefficients in the free-flowing zones of rivers (Kf). In the present work, a new empirical expression for Kf has been derived employing genetic programming (GP) on published dispersion data. The proposed expression uses few hydraulic and geometric characteristics of a river that are readily available to field engineers. Based on various performance indices, the proposed expression is found superior to other existing expression for Kf.

Keywords: Dispersion, parameter estimation, rivers, transient pollutant.

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Authors: Abdul Khaliq Amiri, Shigeyuki Date

Abstract:

This study investigates the effect of using carbon-free fly ash (CfFA) and ground granulated blast-furnace slag (GGBFS) on the compressive strength of mortar. The CfFA used in this investigation is high-quality fly ash and the carbon content is 1.0% or less. In this study, three types of blends with a 30% water-binder ratio (w/b) were prepared: control, binary and ternary blends. The Control blend contained only Ordinary Portland Cement (OPC), in binary and ternary blends OPC was partially replaced with CfFA and GGBFS at different substitution rates. Mortar specimens were cured for 1 day, 7 days and 28 days under two curing conditions: steam curing and water curing. The steam cured specimens were exposed to two different pre-curing times (1.5 h and 2.5 h) and one steam curing duration (6 h) at 45 °C. The test results showed that water cured specimens revealed higher compressive strength than steam cured specimens at later ages. An increase in CfFA and GGBFS contents caused a decrease in the compressive strength of mortar. Ternary mixes exhibited better compressive strength than binary mixes containing CfFA with the same replacement ratio of mineral admixtures.

Keywords: Carbon-free fly ash, compressive strength, ground granulated blast-furnace slag, steam curing, water curing.

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Authors: Yufu Yin, Tao Lin, Shanghong Zhao, Zihang Zhu, Xuan Li, Wei Jiang, Qiurong Zheng, Hui Wang

Abstract:

In this paper, a frequency-dependent and tunable phase shifter is proposed and numerically analyzed. The key devices are the dual-polarization binary phase shift keying modulator (DP-BPSK) and the fiber Bragg grating (FBG). The phase-frequency response of the FBG is employed to determine the frequency-dependent phase shift. The simulation results show that a linear phase shift of the recovered output microwave signal which depends on the frequency of the input RF signal is achieved. In addition, by adjusting the power of the RF signal, the full range phase shift from 0° to 360° can be realized. This structure shows the spurious free dynamic range (SFDR) of 70.90 dB·Hz^2/3 and 72.11 dB·Hz^2/3 under different RF powers.

Keywords: Microwave photonics, phase shifter, spurious free dynamic range, frequency-dependent.

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Authors: Dragan D. Stamenkovic, Vladimir M. Popovic

Abstract:

Warranty is a powerful marketing tool for the manufacturer and a good protection for both the manufacturer and the customer. However, warranty always involves additional costs to the manufacturer, which depend on product reliability characteristics and warranty parameters. This paper presents an approach to optimisation of warranty parameters for known product failure distribution to reduce the warranty costs to the manufacturer while retaining the promotional function of the warranty. Combination free replacement and pro-rata warranty policy is chosen as a model and the length of free replacement period and pro-rata policy period are varied, as well as the coefficients that define the pro-rata cost function. Multiparametric warranty optimisation is done by using genetic algorithm. Obtained results are guideline for the manufacturer to choose the warranty policy that minimises the costs and maximises the profit.

Keywords: costs, genetic algorithm, optimisation, warranty.

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Authors: Boudene Maamar, Xu Mai

Abstract:

Optical Intersatellite Links (OISLs) are wireless communications using optical signals to interconnect satellites. It is expected to be the next generation wireless communication technology according to its inherent characteristics like: an increased bandwidth, a high data rate, a data transmission security, an immunity to interference, and an unregulated spectrum etc. Optical space links are the best choice for the classical communication schemes due to its distinctive properties; high frequency, small antenna diameter and lowest transmitted power, which are critical factors to define a space communication. This paper discusses the development of free space technology and analyses the parameters and factors to establish a reliable intersatellite links using an optical signal to exchange data between satellites.

Keywords: Optical intersatellite links, optical wireless communications, free space optical communications, next generation wireless communication.

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Authors: M. Si Abdallah, B. Zeghmati

Abstract:

A numerical analysis used to simulate the effects of wavy surfaces and thermal radiation on natural convection heat transfer boundary layer flow over an inclined wavy plate has been investigated. A simple coordinate transformation is employed to transform the complex wavy surface into a flat plate. The boundary layer equations and the boundary conditions are discretized by the finite difference scheme and solved numerically using the Gauss-Seidel algorithm with relaxation coefficient. Effects of the wavy geometry, the inclination angle of the wavy plate and the thermal radiation on the velocity profiles, temperature profiles and the local Nusselt number are presented and discussed in detail.

Keywords: Free convection, wavy surface, inclined surface, thermal radiation.

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Authors: John Mark Lampos, Virgilio Sison

Abstract:

Two constructions of unit-memory binary convolutional codes from linear block codes over the finite semi-local ring F2r +vF2r , where v2 = v, are presented. In both cases, if the linear block code is systematic, then the resulting convolutional encoder is systematic, minimal, basic and non-catastrophic. The Hamming free distance of the convolutional code is bounded below by the minimum Hamming distance of the block code. New examples of binary convolutional codes that meet the Heller upper bound for systematic codes are given.

Keywords: Convolutional codes, semi-local ring, free distance, Heller bound.

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Authors: Hechmi Saidi, Noureddine Hamdi

Abstract:

The performance of Decode and Forward (DF) multihop Free Space Optical ( FSO) scheme deploying Multiple Input Multiple Output (MIMO) configuration under Gamma-Gamma (GG) statistical distribution, that adopts M-ary Pulse Position Modulation (MPPM) coding, is investigated. We have extracted exact and estimated values of Symbol-Error Rates (SERs) respectively. A closed form formula related to the Probability Density Function (PDF) is expressed for our designed system. Thanks to the use of DF multihop MIMO FSO configuration and MPPM signaling, atmospheric turbulence is combatted; hence the transmitted signal quality is improved.

Keywords: FSO, MIMO, MIMO, multihop, DF, SER, GG channel.

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Authors: Justinian Anatory, Ekael Stephen Manase

Abstract:

In recent years, the adoption of mobile phones has been exceptionally rapid in many parts of the world, and Tanzania is not exceptional. We are witnessing a number of new mobile network operators being licensed from time to time by Tanzania Communications Regulatory Authority (TCRA). This makes competition in the telecommunications market very stiff. All mobile phone companies are struggling to earn more new customers into their networks. This trend courses a stiff competition. The various measures are being taken by different companies including, lowering tariff, and introducing free short messages within and out of their networks, and free calls during off-peak periods. This paper is aimed at investigating the influence of tariffs on students’ mobile customers in selecting their mobile network operators. About seventy seven students from high learning institutions in Dodoma Municipality, Tanzania, participated in responding to the prepared questionnaires. The sought information was aimed at determining if tariffs influenced students into selection of their current mobile operators. The results indicate that tariffs were the major driving factor in selection of mobile operators. However, female mobile customers were found to be more easily attracted into subscribing to a mobile operator due to low tariffs, a bigger number of free short messages or discounted call charges than their fellow male customers.

Keywords: Consumer Buying, mobile operators, tariff.

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Authors: Huda Ahmed Al Taisan

Abstract:

This paper investigates a phonological phenomenon, which exhibits variation ‘alternation’ in terms of the uvular consonants [q] and [ʁ] in Hasawi Arabic. This dialect is spoken in Alahsa city, which is located in the Eastern province of Saudi Arabia. To the best of our knowledge, no such research has systematically studied this phenomenon in Hasawi Arabic dialect. This paper is significant because it fills the gap in the literature about this alternation phenomenon in this understudied dialect. A large amount of the data is extracted from several interviews the author has conducted with 10 participants, native speakers of the dialect, and complemented by additional forms from social media. The latter method of collecting the data adds to the significance of the research. The analysis of the data is carried out in Harmonic Serialism Optimality Theory (HS-OT), a version of the Optimality Theoretic (OT) framework, which holds that linguistic forms are the outcome of the interaction among violable universal constraints, and in the recent development of OT into a model that accounts for linguistic variation in harmonic derivational steps. This alternation process is assumed to be phonologically unconditioned and in free variation in other varieties of Arabic dialects in the area. The goal of this paper is to investigate whether this phenomenon is in free variation or governed, what governs this alternation between [q] and [ʁ] and whether the alternation is phonological or other linguistic constraints are in action. The results show that the [q] and [ʁ] alternation is not free and it occurs due to different assimilation processes. Positional, segmental sequence and vowel adjacency factors are in action in Hasawi Arabic.

Keywords: Harmonic serialism, Hasawi, uvular, alternation.

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Authors: Johan Segeborn, Johan S. Carlson, Robert Bohlin, Rikard Söderberg

Abstract:

This paper presents a method to support dynamic packing in cases when no collision-free path can be found. The method, which is primarily based on path planning and shrinking of geometries, suggests a minimal geometry design change that results in a collision-free assembly path. A supplementing approach to optimize geometry design change with respect to redesign cost is described. Supporting this dynamic packing method, a new method to shrink geometry based on vertex translation, interweaved with retriangulation, is suggested. The shrinking method requires neither tetrahedralization nor calculation of medial axis and it preserves the topology of the geometry, i.e. holes are neither lost nor introduced. The proposed methods are successfully applied on industrial geometries.

Keywords: Dynamic packing, path planning, shrinking.

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Authors: Mofleh S. Awawdeh

Abstract:

Ten lactating multiparous Holstein cows were used in a cross-over design with two dietary treatments and 28-d periods (with 14 d as an adaptation) to study the effect of restaurant fat on milk production and composition. Each cow was offered 14.7 kg DM /d of the basal concentrate diet based on barley and corn (crude protein = 17.7%, neutral detergent fiber = 23.5%, and acid detergent fiber = 5.8% of dry matter) with free access to alfalfa. Dietary treatments were arranged as supplying each cow with 0 (CONTROL) or 150 g/day (RF) of restaurant fat. Supplemental RF did not significantly (P > 0.25) affect milk yield, composition, and composition yields, except for milk fat contents. Milk fat contents were depressed (P < 0.05) with supplemental RF. Our results indicate that RF could depress milk fat without affecting milk yield and that the depression in milk fat in response to RF precedes the depression in milk yield.

Keywords: Dairy Cows, Restaurant Fat, Lipids.

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Authors: Ellips Masehian, Yalda Katebi

Abstract:

This paper presents a new sensor-based online method for generating collision-free near-optimal paths for mobile robots pursuing a moving target amidst dynamic and static obstacles. At each iteration, first the set of all collision-free directions are calculated using velocity vectors of the robot relative to each obstacle and target, forming the Directive Circle (DC), which is a novel concept. Then, a direction close to the shortest path to the target is selected from feasible directions in DC. The DC prevents the robot from being trapped in deadlocks or local minima. It is assumed that the target's velocity is known, while the speeds of dynamic obstacles, as well as the locations of static obstacles, are to be calculated online. Extensive simulations and experimental results demonstrated the efficiency of the proposed method and its success in coping with complex environments and obstacles.

Keywords: Dynamic Environment, Moving Target, RobotMotion Planning.

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Authors: I. V. Singh, A. Singh

Abstract:

In this paper, mesh-free element free Galerkin (EFG) method is extended to solve two-dimensional potential flow problems. Two ideal fluid flow problems (i.e. flow over a rigid cylinder and flow over a sphere) have been formulated using variational approach. Penalty and Lagrange multiplier techniques have been utilized for the enforcement of essential boundary conditions. Four point Gauss quadrature have been used for the integration on two-dimensional domain (Ω) and nodal integration scheme has been used to enforce the essential boundary conditions on the edges (┌). The results obtained by EFG method are compared with those obtained by finite element method. The effects of scaling and penalty parameters on EFG results have also been discussed in detail.

Keywords: Meshless, EFG method, potential flow, Lagrange multiplier method, penalty method, penalty parameter and scaling parameter

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Authors: Mohammad Ghavami, Reza S. Dilmaghani

Abstract:

This paper presents an adaptive framework for modelling financial markets using equity risk premiums, risk free rates and volatilities. The recorded economic factors are initially used to train four adaptive filters for a certain limited period of time in the past. Once the systems are trained, the adjusted coefficients are used for modelling and prediction of an important financial market index. Two different approaches based on least mean squares (LMS) and recursive least squares (RLS) algorithms are investigated. Performance analysis of each method in terms of the mean squared error (MSE) is presented and the results are discussed. Computer simulations carried out using recorded data show MSEs of 4% and 3.4% for the next month prediction using LMS and RLS adaptive algorithms, respectively. In terms of twelve months prediction, RLS method shows a better tendency estimation compared to the LMS algorithm.

Keywords: Prediction of financial markets, Adaptive methods, MSE, LSE.

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