Search results for: time series models
8739 Numerical Solution of Linear Ordinary Differential Equations in Quantum Chemistry by Clenshaw Method
Authors: M. Saravi, F. Ashrafi, S.R. Mirrajei
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As we know, most differential equations concerning physical phenomenon could not be solved by analytical method. Even if we use Series Method, some times we need an appropriate change of variable, and even when we can, their closed form solution may be so complicated that using it to obtain an image or to examine the structure of the system is impossible. For example, if we consider Schrodinger equation, i.e., We come to a three-term recursion relations, which work with it takes, at least, a little bit time to get a series solution[6]. For this reason we use a change of variable such as or when we consider the orbital angular momentum[1], it will be necessary to solve. As we can observe, working with this equation is tedious. In this paper, after introducing Clenshaw method, which is a kind of Spectral method, we try to solve some of such equations.Keywords: Chebyshev polynomials, Clenshaw method, ODEs, Spectral methods
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14208738 Pilot Induced Oscillations Adaptive Suppression in Fly-By-Wire Systems
Authors: Herlandson C. Moura, Jorge H. Bidinotto, Eduardo M. Belo
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The present work proposes the development of an adaptive control system which enables the suppression of Pilot Induced Oscillations (PIO) in Digital Fly-By-Wire (DFBW) aircrafts. The proposed system consists of a Modified Model Reference Adaptive Control (M-MRAC) integrated with the Gain Scheduling technique. The PIO oscillations are detected using a Real Time Oscillation Verifier (ROVER) algorithm, which then enables the system to switch between two reference models; one in PIO condition, with low proneness to the phenomenon and another one in normal condition, with high (or medium) proneness. The reference models are defined in a closed loop condition using the Linear Quadratic Regulator (LQR) control methodology for Multiple-Input-Multiple-Output (MIMO) systems. The implemented algorithms are simulated in software implementations with state space models and commercial flight simulators as the controlled elements and with pilot dynamics models. A sequence of pitch angles is considered as the reference signal, named as Synthetic Task (Syntask), which must be tracked by the pilot models. The initial outcomes show that the proposed system can detect and suppress (or mitigate) the PIO oscillations in real time before it reaches high amplitudes.
Keywords: Adaptive control, digital fly-by-wire, oscillations suppression, PIO.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7448737 The Effect of Particle Porosity in Mixed Matrix Membrane Permeation Models
Authors: Z. Sadeghi, M. R. Omidkhah, M. E. Masoomi
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The purpose of this paper is to examine gas transport behavior of mixed matrix membranes (MMMs) combined with porous particles. Main existing models are categorized in two main groups; two-phase (ideal contact) and three-phase (non-ideal contact). A new coefficient, J, was obtained to express equations for estimating effect of the particle porosity in two-phase and three-phase models. Modified models evaluates with existing models and experimental data using Matlab software. Comparison of gas permeability of proposed modified models with existing models in different MMMs shows a better prediction of gas permeability in MMMs.
Keywords: Mixed Matrix Membrane, Permeation Models, Porous particles, Porosity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26348736 Optimal Control for Coordinated Control of SVeC and PSS Damping Controllers
Authors: K. Himaja, T. S. Surendra, S. Tara Kalyani
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In this article, Optimal Control for Coordinated Control (COC) of Series Vectorial Compensator (SVeC) and Power System Stabilizer (PSS) in order to damp Low Frequency Oscillations (LFO) is proposed. SVeC is a series Flexible Alternating Current Transmission System (FACTS) device. The Optimal Control strategy based on state feedback control for coordination of PSS and SVeC controllers under different loading conditions has not been developed. So, the Optimal State Feedback Controller (OSFC) for incorporating of PSS and SVeC controllers in COC manner has been developed in this paper. The performance of the proposed controller is checked through eigenvalue analysis and nonlinear time domain simulation results. The proposed Optimal Controller design for the COC of SVeC and PSS results will be analyzed without controller. The comparative results show that Optimal Controller for COC of SVeC and PSSs improve greatly the system damping LFO than without controller.Keywords: Coordinated control, damping controller, optimal state feedback controller, power system stabilizer, series vectorial compensator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7638735 Long-Range Dependence of Financial Time Series Data
Authors: Chatchai Pesee
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This paper examines long-range dependence or longmemory of financial time series on the exchange rate data by the fractional Brownian motion (fBm). The principle of spectral density function in Section 2 is used to find the range of Hurst parameter (H) of the fBm. If 0< H <1/2, then it has a short-range dependence (SRD). It simulates long-memory or long-range dependence (LRD) if 1/2< H <1. The curve of exchange rate data is fBm because of the specific appearance of the Hurst parameter (H). Furthermore, some of the definitions of the fBm, long-range dependence and selfsimilarity are reviewed in Section II as well. Our results indicate that there exists a long-memory or a long-range dependence (LRD) for the exchange rate data in section III. Long-range dependence of the exchange rate data and estimation of the Hurst parameter (H) are discussed in Section IV, while a conclusion is discussed in Section V.Keywords: Fractional Brownian motion, long-rangedependence, memory, short-range dependence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18848734 Simulating and Forecasting Qualitative Marcoeconomic Models Using Rule-Based Fuzzy Cognitive Maps
Authors: Spiros Mazarakis, George Matzavinos, Peter P. Groumpos
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Economic models are complex dynamic systems with a lot of uncertainties and fuzzy data. Conventional modeling approaches using well known methods and techniques cannot provide realistic and satisfactory answers to today-s challenging economic problems. Qualitative modeling using fuzzy logic and intelligent system theories can be used to model macroeconomic models. Fuzzy Cognitive maps (FCM) is a new method been used to model the dynamic behavior of complex systems. For the first time FCMs and the Mamdani Model of Intelligent control is used to model macroeconomic models. This new model is referred as the Mamdani Rule-Based Fuzzy Cognitive Map (MBFCM) and provides the academic and research community with a new promising integrated advanced computational model. A new economic model is developed for a qualitative approach to Macroeconomic modeling. Fuzzy Controllers for such models are designed. Simulation results for an economic scenario are provided and extensively discussed
Keywords: Macroeconomic Models, Mamdani Rule Based- FCMs(MBFCMs), Qualitative and Dynamics System, Simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19008733 Optimized Calculation of Hourly Price Forward Curve (HPFC)
Authors: Ahmed Abdolkhalig
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This paper examines many mathematical methods for molding the hourly price forward curve (HPFC); the model will be constructed by numerous regression methods, like polynomial regression, radial basic function neural networks & a furrier series. Examination the models goodness of fit will be done by means of statistical & graphical tools. The criteria for choosing the model will depend on minimize the Root Mean Squared Error (RMSE), using the correlation analysis approach for the regression analysis the optimal model will be distinct, which are robust against model misspecification. Learning & supervision technique employed to determine the form of the optimal parameters corresponding to each measure of overall loss. By using all the numerical methods that mentioned previously; the explicit expressions for the optimal model derived and the optimal designs will be implemented.Keywords: Forward curve, furrier series, regression, radial basic function neural networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 42288732 Travel Time Evaluation of an Innovative U-Turn Facility on Urban Arterial Roadways
Authors: Ali Pirdavani, Tom Brijs, Tom Bellemans, Geert Wets, Koen Vanhoof
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Signalized intersections on high-volume arterials are often congested during peak hours, causing a decrease in through movement efficiency on the arterial. Much of the vehicle delay incurred at conventional intersections is caused by high left-turn demand. Unconventional intersection designs attempt to reduce intersection delay and travel time by rerouting left-turns away from the main intersection and replacing it with right-turn followed by Uturn. The proposed new type of U-turn intersection is geometrically designed with a raised island which provides a protected U-turn movement. In this study several scenarios based on different distances between U-turn and main intersection, traffic volume of major/minor approaches and percentage of left-turn volumes were simulated by use of AIMSUN, a type of traffic microsimulation software. Subsequently some models are proposed in order to compute travel time of each movement. Eventually by correlating these equations to some in-field collected data of some implemented U-turn facilities, the reliability of the proposed models are approved. With these models it would be possible to calculate travel time of each movement under any kind of geometric and traffic condition. By comparing travel time of a conventional signalized intersection with U-turn intersection travel time, it would be possible to decide on converting signalized intersections into this new kind of U-turn facility or not. However comparison of travel time is not part of the scope of this research. In this paper only travel time of this innovative U-turn facility would be predicted. According to some before and after study about the traffic performance of some executed U-turn facilities, it is found that commonly, this new type of U-turn facility produces lower travel time. Thus, evaluation of using this type of unconventional intersection should be seriously considered.Keywords: Innovative U-turn facility, Microsimulation, Traveltime, Unconventional intersection design.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13418731 Sensitivity Analysis of Real-Time Systems
Authors: Benjamin Gorry, Andrew Ireland, Peter King
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Verification of real-time software systems can be expensive in terms of time and resources. Testing is the main method of proving correctness but has been shown to be a long and time consuming process. Everyday engineers are usually unwilling to adopt formal approaches to correctness because of the overhead associated with developing their knowledge of such techniques. Performance modelling techniques allow systems to be evaluated with respect to timing constraints. This paper describes PARTES, a framework which guides the extraction of performance models from programs written in an annotated subset of C.Keywords: Performance Modelling, Real-time, SensitivityAnalysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15138730 Assessment Power and Frequency Oscillation Damping Using POD Controller and Proposed FOD Controller
Authors: Yahya Naderi, Tohid Rahimi, Babak Yousefi, Seyed Hossein Hosseini
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Today’s modern interconnected power system is highly complex in nature. In this, one of the most important requirements during the operation of the electric power system is the reliability and security. Power and frequency oscillation damping mechanism improve the reliability. Because of power system stabilizer (PSS) low speed response against of major fault such as three phase short circuit, FACTs devise that can control the network condition in very fast time, are becoming popular. But FACTs capability can be seen in a major fault present when nonlinear models of FACTs devise and power system equipment are applied. To realize this aim, the model of multi-machine power system with FACTs controller is developed in MATLAB/SIMULINK using Sim Power System (SPS) blockiest. Among the FACTs device, Static synchronous series compensator (SSSC) due to high speed changes its reactance characteristic inductive to capacitive, is effective power flow controller. Tuning process of controller parameter can be performed using different method. But Genetic Algorithm (GA) ability tends to use it in controller parameter tuning process. In this paper firstly POD controller is used to power oscillation damping. But in this station, frequency oscillation dos not has proper damping situation. So FOD controller that is tuned using GA is using that cause to damp out frequency oscillation properly and power oscillation damping has suitable situation.
Keywords: Power oscillation damping (POD), frequency oscillation damping (FOD), Static synchronous series compensator (SSSC), Genetic Algorithm (GA).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31638729 Design of Static Synchronous Series Compensator Based Damping Controller Employing Real Coded Genetic Algorithm
Authors: S.C.Swain, A.K.Balirsingh, S. Mahapatra, S. Panda
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This paper presents a systematic approach for designing Static Synchronous Series Compensator (SSSC) based supplementary damping controllers for damping low frequency oscillations in a single-machine infinite-bus power system. The design problem of the proposed controller is formulated as an optimization problem and RCGA is employed to search for optimal controller parameters. By minimizing the time-domain based objective function, in which the deviation in the oscillatory rotor speed of the generator is involved; stability performance of the system is improved. Simulation results are presented and compared with a conventional method of tuning the damping controller parameters to show the effectiveness and robustness of the proposed design approach.Keywords: Low frequency Oscillations, Phase CompensationTechnique, Real Coded Genetic Algorithm, Single-machine InfiniteBus Power System, Static Synchronous Series Compensator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25028728 Statistical (Radio) Path Loss Modelling: For RF Propagations within localized Indoor and Outdoor Environments of the Academic Building of INTI University College (Laureate International Universities)
Authors: Emmanuel O.O. Ojakominor, Tian F. Lai
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A handful of propagation textbooks that discuss radio frequency (RF) propagation models merely list out the models and perhaps discuss them rather briefly; this may well be frustrating for the potential first time modeller who's got no idea on how these models could have been derived. This paper fundamentally provides an overture in modelling the radio channel. Explicitly, for the modelling practice discussed here, signal strength field measurements had to be conducted beforehand (this was done at 469 MHz); to be precise, this paper primarily concerns empirically/statistically modelling the radio channel, and thus provides results obtained from empirically modelling the environments in question. This paper, on the whole, proposes three propagation models, corresponding to three experimented environments. Perceptibly, the models have been derived by way of making the most use of statistical measures. Generally speaking, the first two models were derived via simple linear regression analysis, whereas the third have been originated using multiple regression analysis (with five various predictors). Additionally, as implied by the title of this paper, both indoor and outdoor environments have been experimented; however, (somewhat) two of the environments are neither entirely indoor nor entirely outdoor. The other environment, however, is completely indoor.
Keywords: RF propagation, radio channel modelling, statistical methods.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24338727 Human Pose Estimation using Active Shape Models
Authors: Changhyuk Jang, Keechul Jung
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Human pose estimation can be executed using Active Shape Models. The existing techniques for applying to human-body research using Active Shape Models, such as human detection, primarily take the form of silhouette of human body. This technique is not able to estimate accurately for human pose to concern two arms and legs, as the silhouette of human body represents the shape as out of round. To solve this problem, we applied the human body model as stick-figure, “skeleton". The skeleton model of human body can give consideration to various shapes of human pose. To obtain effective estimation result, we applied background subtraction and deformed matching algorithm of primary Active Shape Models in the fitting process. The images which were used to make the model were 600 human bodies, and the model has 17 landmark points which indicate body junction and key features of human pose. The maximum iteration for the fitting process was 30 times and the execution time was less than .03 sec.
Keywords: Active shape models, skeleton, pose estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24168726 A Dual Model for Efficiency Evaluation Considering Time Lag Effect
Authors: Yan Shuang Zhang, Taehan Lee, Byung Ho Jeong
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A DEA model can generally evaluate the performance using multiple inputs and outputs for the same period. However, it is hard to avoid the production lead time phenomenon some times, such as long-term project or marketing activity. A couple of models have been suggested to capture this time lag issue in the context of DEA. This paper develops a dual-MPO model to deal with time lag effect in evaluating efficiency. A numerical example is also given to show that the proposed model can be used to get efficiency and reference set of inefficient DMUs and to obtain projected target value of input attributes for inefficient DMUs to be efficient.
Keywords: DEA, efficiency, time lag, dual problem.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18098725 Experimental Study of Open Water Non-Series Marine Propeller Performance
Authors: M. A. Elghorab, A. Abou El-Azm Aly, A. S. Elwetedy, M. A. Kotb
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Later marine propeller is the main component of ship propulsion system. For a non-series propeller, it is difficult to indicate the open water marine propeller performance without an experimental study to measure the marine propeller parameters. In the present study, the open water performance of a non-series marine propeller has been carried out experimentally. The geometrical aspects of a commercial non-series marine propeller have been measured for a propeller blade area ratio of 0.3985. The measured propeller performance parameters were the thrust and torque coefficients for different propeller rotational speed and different water channel flow velocity, then the open water performance for the propeller has been plotted. In addition, a direct comparison between the obtained experimental results and a theoretical study of a B-series marine propeller of the same blade area ratio has been carried out. A correction factor has been introduced to apply the operating conditions of the experimental results to that of the theoretical study for the studied marine propeller.Keywords: Advance speed, marine propeller, open water performance, thrust coefficient, torque coefficient.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 33538724 MMU Simulation in Hardware Simulator Based-on State Transition Models
Authors: Zhang Xiuping, Yang Guowu, Zheng Desheng
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Embedded hardware simulator is a valuable computeraided tool for embedded application development. This paper focuses on the ARM926EJ-S MMU, builds state transition models and formally verifies critical properties for the models. The state transition models include loading instruction model, reading data model, and writing data model. The properties of the models are described by CTL specification language, and they are verified in VIS. The results obtained in VIS demonstrate that the critical properties of MMU are satisfied in the state transition models. The correct models can be used to implement the MMU component in our simulator. In the end of this paper, the experimental results show that the MMU can successfully accomplish memory access requests from CPU.Keywords: MMU, State transition, Model, Simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16178723 Mathematical Rescheduling Models for Railway Services
Authors: Zuraida Alwadood, Adibah Shuib, Norlida Abd Hamid
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This paper presents the review of past studies concerning mathematical models for rescheduling passenger railway services, as part of delay management in the occurrence of railway disruption. Many past mathematical models highlighted were aimed at minimizing the service delays experienced by passengers during service disruptions. Integer programming (IP) and mixed-integer programming (MIP) models are critically discussed, focusing on the model approach, decision variables, sets and parameters. Some of them have been tested on real-life data of railway companies worldwide, while a few have been validated on fictive data. Based on selected literatures on train rescheduling, this paper is able to assist researchers in the model formulation by providing comprehensive analyses towards the model building. These analyses would be able to help in the development of new approaches in rescheduling strategies or perhaps to enhance the existing rescheduling models and make them more powerful or more applicable with shorter computing time.
Keywords: Mathematical modelling, Mixed-integer programming, Railway rescheduling, Service delays.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32518722 Application of Differential Transformation Method for Solving Dynamical Transmission of Lassa Fever Model
Authors: M. A. Omoloye, M. I. Yusuff, O. K. S. Emiola
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The use of mathematical models for solving biological problems varies from simple to complex analyses, depending on the nature of the research problems and applicability of the models. The method is more common nowadays. Many complex models become impractical when transmitted analytically. However, alternative approach such as numerical method can be employed. It appropriateness in solving linear and non-linear model equation in Differential Transformation Method (DTM) which depends on Taylor series make it applicable. Hence this study investigates the application of DTM to solve dynamic transmission of Lassa fever model in a population. The mathematical model was formulated using first order differential equation. Firstly, existence and uniqueness of the solution was determined to establish that the model is mathematically well posed for the application of DTM. Numerically, simulations were conducted to compare the results obtained by DTM and that of fourth-order Runge-Kutta method. As shown, DTM is very effective in predicting the solution of epidemics of Lassa fever model.
Keywords: Differential Transform Method, Existence and uniqueness, Lassa fever, Runge-Kutta Method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4898721 Neuro-Hybrid Models for Automotive System Identification
Authors: Ventura Assuncao
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In automotive systems almost all steps concerning the calibration of several control systems, e.g., low idle governor or boost pressure governor, are made with the vehicle because the timeto- production and cost requirements on the projects do not allow for the vehicle analysis necessary to build reliable models. Here is presented a procedure using parametric and NN (neural network) models that enables the generation of vehicle system models based on normal ECU engine control unit) vehicle measurements. These models are locally valid and permit pre and follow-up calibrations so that, only the final calibrations have to be done with the vehicle.Keywords: Automotive systems, neuro-hybrid models, demodulator, nonlinear systems, identification, and neural networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15708720 A Method to Saturation Modeling of Synchronous Machines in d-q Axes
Authors: Mohamed A. Khlifi, Badr M. Alshammari
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This paper discusses the general methods to saturation in the steady-state, two axis (d & q) frame models of synchronous machines. In particular, the important role of the magnetic coupling between the d-q axes (cross-magnetizing phenomenon), is demonstrated. For that purpose, distinct methods of saturation modeling of dumper synchronous machine with cross-saturation are identified, and detailed models synthesis in d-q axes. A number of models are given in the final developed form. The procedure and the novel models are verified by a critical application to prove the validity of the method and the equivalence between all developed models is reported. Advantages of some of the models over the existing ones and their applicability are discussed.Keywords: Cross-magnetizing, models synthesis, synchronous machine, saturated modeling, state-space vectors.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22478719 Regional Analysis of Streamflow Drought: A Case Study for Southwestern Iran
Authors: M. Byzedi, B. Saghafian
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Droughts are complex, natural hazards that, to a varying degree, affect some parts of the world every year. The range of drought impacts is related to drought occurring in different stages of the hydrological cycle and usually different types of droughts, such as meteorological, agricultural, hydrological, and socioeconomical are distinguished. Streamflow drought was analyzed by the method of truncation level (at 70% level) on daily discharges measured in 54 hydrometric stations in southwestern Iran. Frequency analysis was carried out for annual maximum series (AMS) of drought deficit volume and duration series. Some factors including physiographic, climatic, geologic, and vegetation cover were studied as influential factors in the regional analysis. According to the results of factor analysis, six most effective factors were identified as area, rainfall from December to February, the percent of area with Normalized Difference Vegetation Index (NDVI) <0.1, the percent of convex area, drainage density and the minimum of watershed elevation that explained 90.9% of variance. The homogenous regions were determined by cluster analysis and discriminate function analysis. Suitable multivariate regression models were evaluated for streamflow drought deficit volume with 2 years return period. The significance level of regression models was 0.01. The results showed that the watershed area is the most effective factor with high correlation with deficit volume. Also, drought duration was not a suitable drought index for regional analysis.Keywords: Iran, Streamflow drought, truncation level method, regional analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17448718 Does Leisure Time Use Contribute to a Wage Increase of the Thai People?
Authors: Siriwan Saksiriruthai
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This paper develops models to analyze the relationship between leisure time and wage change. Using Thailand-s Time Use Survey and Labor Force Survey data, the estimation of wage changes in response to leisure time change indicates that media receiving, personal care and social participation and volunteer activities are the ones that significantly raise hourly wages. Thus, the finding suggests the stimulation in time use for media access to enhance knowledge and productivity, personal care for attractiveness and healthiness in order to raise productivity, and social activities to develop connections for possible future opportunities including wage increase. These activities should be promoted for productive leisure time and for welfare improvement.Keywords: Leisure, wage, time use, Thailand.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15888717 Derivation of Fractional Black-Scholes Equations Driven by Fractional G-Brownian Motion and Their Application in European Option Pricing
Authors: Changhong Guo, Shaomei Fang, Yong He
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In this paper, fractional Black-Scholes models for the European option pricing were established based on the fractional G-Brownian motion (fGBm), which generalizes the concepts of the classical Brownian motion, fractional Brownian motion and the G-Brownian motion, and that can be used to be a tool for considering the long range dependence and uncertain volatility for the financial markets simultaneously. A generalized fractional Black-Scholes equation (FBSE) was derived by using the Taylor’s series of fractional order and the theory of absence of arbitrage. Finally, some explicit option pricing formulas for the European call option and put option under the FBSE were also solved, which extended the classical option pricing formulas given by F. Black and M. Scholes.Keywords: European option pricing, fractional Black-Scholes equations, fractional G-Brownian motion, Taylor’s series of fractional order, uncertain volatility.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8588716 Time Domain and Frequency Domain Analyses of Measured Metocean Data for Malaysian Waters
Authors: Duong Vannak, Mohd Shahir Liew, Guo Zheng Yew
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Data of wave height and wind speed were collected from three existing oil fields in South China Sea – offshore Peninsular Malaysia, Sarawak and Sabah regions. Extreme values and other significant data were employed for analysis. The data were recorded from 1999 until 2008. The results show that offshore structures are susceptible to unacceptable motions initiated by wind and waves with worst structural impacts caused by extreme wave heights. To protect offshore structures from damage, there is a need to quantify descriptive statistics and determine spectra envelope of wind speed and wave height, and to ascertain the frequency content of each spectrum for offshore structures in the South China Sea shallow waters using measured time series. The results indicate that the process is nonstationary; it is converted to stationary process by first differencing the time series. For descriptive statistical analysis, both wind speed and wave height have significant influence on the offshore structure during the northeast monsoon with high mean wind speed of 13.5195 knots ( = 6.3566 knots) and the high mean wave height of 2.3597 m ( = 0.8690 m). Through observation of the spectra, there is no clear dominant peak and the peaks fluctuate randomly. Each wind speed spectrum and wave height spectrum has its individual identifiable pattern. The wind speed spectrum tends to grow gradually at the lower frequency range and increasing till it doubles at the higher frequency range with the mean peak frequency range of 0.4104 Hz to 0.4721 Hz, while the wave height tends to grow drastically at the low frequency range, which then fluctuates and decreases slightly at the high frequency range with the mean peak frequency range of 0.2911 Hz to 0.3425 Hz.
Keywords: Metocean, Offshore Engineering, Time Series, Descriptive Statistics, Autospectral Density Function, Wind, Wave.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 36798715 A Hybrid System of Hidden Markov Models and Recurrent Neural Networks for Learning Deterministic Finite State Automata
Authors: Pavan K. Rallabandi, Kailash C. Patidar
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In this paper, we present an optimization technique or a learning algorithm using the hybrid architecture by combining the most popular sequence recognition models such as Recurrent Neural Networks (RNNs) and Hidden Markov models (HMMs). In order to improve the sequence/pattern recognition/classification performance by applying a hybrid/neural symbolic approach, a gradient descent learning algorithm is developed using the Real Time Recurrent Learning of Recurrent Neural Network for processing the knowledge represented in trained Hidden Markov Models. The developed hybrid algorithm is implemented on automata theory as a sample test beds and the performance of the designed algorithm is demonstrated and evaluated on learning the deterministic finite state automata.Keywords: Hybrid systems, Hidden Markov Models, Recurrent neural networks, Deterministic finite state automata.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28848714 Inflating the Public: A Series of Urban Interventions
Authors: Veronika Antoniou, Rene Carraz, Yiorgos Hadjichristou
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The Green Urban Lab took the form of public installations that were placed at various locations in four cities in Cyprus. These installations - through which a series of events, activities, workshops and research took place - were the main tools in regenerating a series of urban public spaces in Cyprus. The purpose of this project was to identify issues and opportunities related to public space and to offer guidelines on how design and participatory democracy improvements could strengthen civil society, while raising the quality of the urban public scene. Giant inflatable structures were injected in important urban fragments in order to accommodate series of events. The design and playful installation generated a wide community engagement. The fluid presence of the installations acted as a catalyst for social interaction. They were accessed and viewed effortlessly and surprisingly, creating opportunities to rediscover public spaces.Keywords: Bottom-up initiatives, creativity, public space, social innovation, urban environments.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24658713 Blow up in Polynomial Differential Equations
Authors: Rudolf Csikja, Janos Toth
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Methods to detect and localize time singularities of polynomial and quasi-polynomial ordinary differential equations are systematically presented and developed. They are applied to examples taken form different fields of applications and they are also compared to better known methods such as those based on the existence of linear first integrals or Lyapunov functions.
Keywords: blow up, finite escape time, polynomial ODE, singularity, Lotka–Volterra equation, Painleve analysis, Ψ-series, global existence
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21828712 Models to Customise Web Service Discovery Result using Static and Dynamic Parameters
Authors: Kee-Leong Tan, Cheng-Suan Lee, Hui-Na Chua
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This paper presents three models which enable the customisation of Universal Description, Discovery and Integration (UDDI) query results, based on some pre-defined and/or real-time changing parameters. These proposed models detail the requirements, design and techniques which make ranking of Web service discovery results from a service registry possible. Our contribution is two fold: First, we present an extension to the UDDI inquiry capabilities. This enables a private UDDI registry owner to customise or rank the query results, based on its business requirements. Second, our proposal utilises existing technologies and standards which require minimal changes to existing UDDI interfaces or its data structures. We believe these models will serve as valuable reference for enhancing the service discovery methods within a private UDDI registry environment.Keywords: Web service, discovery, semantic, SOA, registry, UDDI.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14868711 Improving University Operations with Data Mining: Predicting Student Performance
Authors: Mladen Dragičević, Mirjana Pejić Bach, Vanja Šimičević
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The purpose of this paper is to develop models that would enable predicting student success. These models could improve allocation of students among colleges and optimize the newly introduced model of government subsidies for higher education. For the purpose of collecting data, an anonymous survey was carried out in the last year of undergraduate degree student population using random sampling method. Decision trees were created of which two have been chosen that were most successful in predicting student success based on two criteria: Grade Point Average (GPA) and time that a student needs to finish the undergraduate program (time-to-degree). Decision trees have been shown as a good method of classification student success and they could be even more improved by increasing survey sample and developing specialized decision trees for each type of college. These types of methods have a big potential for use in decision support systems.
Keywords: Data mining, knowledge discovery in databases, prediction models, student success.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25408710 Dynamic Models versus Frailty Models for Recurrent Event Data
Authors: Entisar A. Elgmati
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Recurrent event data is a special type of multivariate survival data. Dynamic and frailty models are one of the approaches that dealt with this kind of data. A comparison between these two models is studied using the empirical standard deviation of the standardized martingale residual processes as a way of assessing the fit of the two models based on the Aalen additive regression model. Here we found both approaches took heterogeneity into account and produce residual standard deviations close to each other both in the simulation study and in the real data set.Keywords: Dynamic, frailty, misspecification, recurrent events.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2350