Search results for: GARCH-in-Mean models

Authors: Loke Kean Koay, Horizon Gitano-Briggs, Mani Maran Ratnam

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Today air-core coils (ACC) are a viable alternative to ferrite-core coils in a range of applications due to their low induction effect. An analytical study was carried out and the results were used as a guide to understand the relationship between the magnet-coil distance and the resulting attractive magnetic force. Four different ACC models were fabricated for experimental study. The variation in the models included the dimensions, the number of coil turns and the current supply to the coil. Comparison between the analytical and experimental results for all the models shows an average discrepancy of less than 10%. An optimized ACC design was selected for the scanner which can provide maximum magnetic force.

Keywords: Air-Core Coils, Electromagnetic, Linear Optical Scanner

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Authors: RajPal Garg, Kapil Sharma, Rajive Kumar, R. K. Garg

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This paper presents a computational methodology based on matrix operations for a computer based solution to the problem of performance analysis of software reliability models (SRMs). A set of seven comparison criteria have been formulated to rank various non-homogenous Poisson process software reliability models proposed during the past 30 years to estimate software reliability measures such as the number of remaining faults, software failure rate, and software reliability. Selection of optimal SRM for use in a particular case has been an area of interest for researchers in the field of software reliability. Tools and techniques for software reliability model selection found in the literature cannot be used with high level of confidence as they use a limited number of model selection criteria. A real data set of middle size software project from published papers has been used for demonstration of matrix method. The result of this study will be a ranking of SRMs based on the Permanent value of the criteria matrix formed for each model based on the comparison criteria. The software reliability model with highest value of the Permanent is ranked at number – 1 and so on.

Keywords: Matrix method, Model ranking, Model selection, Model selection criteria, Software reliability models.

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Authors: Wei Lei, Hui Chen, Lin Lu

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

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

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Authors: V. Fayaz , F. Felegary

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Here, in this work we study correspondence the energy density New agegraphic and the energy density Gauss- Bonnet models in flat universe. We reconstruct Λ  and Λ ω for them with 0 ( ) 0 h a t = a t .

Keywords: dark energy, new age graphic, gauss- bonnet, late time universe

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Authors: Thevaneyan K. David, John P. Forth

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Integral Abutment Bridges (IAB) are defined as simple or multiple span bridges in which the bridge deck is cast monolithically with the abutment walls. This kind of bridges are becoming very popular due to different aspects such as good response under seismic loading, low initial costs, elimination of bearings, and less maintenance. However the main issue related to the analysis of this type of structures is dealing with soil-structure interaction of the abutment walls and the supporting piles. Various soil constitutive models have been used in studies of soil-structure interaction in this kind of structures by researchers. This paper is an effort to review the implementation of various finite elements model which explicitly incorporates the nonlinear soil and linear structural response considering various soil constitutive models and finite element mesh.

Keywords: Constitutive Models, FEM, Integral AbutmentBridges, Soil-structure Interactions

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Authors: Elison Eduardo Jardim Bierhals, Claudineia Brazil, Deivid Pires, Rafael Haag, Elton Gimenez Rossini

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The objective of this work is to evaluate the results of solar radiation projections between 2006 and 2013 for the state of Rio Grande do Sul, Brazil. The projections are provided by the General Circulation Models (MCGs) belonging to the Coupled Model Intercomparison Phase 5 (CMIP5). In all, the results of the simulation of six models are evaluated, compared to monthly data, measured by a network of thirteen meteorological stations of the National Meteorological Institute (INMET). The performance of the models is evaluated by the Nash coefficient and the Bias. The results are presented in the form of tables, graphs and spatialization maps. The ACCESS1-0 RCP 4.5 model presented the best results for the solar radiation simulations, for the most optimistic scenario, in much of the state. The efficiency coefficients (CEF) were between 0.95 and 0.98. In the most pessimistic scenario, HADGen2-AO RCP 8.5 had the best accuracy among the analyzed models, presenting coefficients of efficiency between 0.94 and 0.98. From this validation, solar radiation projection maps were elaborated, indicating a seasonal increase of this climatic variable in some regions of the Brazilian territory, mainly in the spring.

Keywords: climate change, projections, solar radiation, validation.

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Authors: Mir Shahriar Emami

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Although it is fully impossible to ensure that a software system is quite secure, developing an acceptable secure software system in a convenient platform is not unreachable. In this paper, we attempt to analyze software development life cycle (SDLC) models from the hardware systems and circuits point of view. To date, the SDLC models pay merely attention to the software security from the software perspectives. In this paper, we present new features for SDLC stages to emphasize the role of systems and circuits in developing secure software system through the software development stages, the point that has not been considered previously in the SDLC models.

Keywords: Systems and circuits security, software security, software process engineering, SDLC, SSDLC.

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Authors: Anastasia K. Eleftheriadou, Athanasios Sfetsos, Nikolaos Gounaris

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The current paper presents an extensive bottom-up framework for assessing building sector-specific vulnerability to climate change: energy supply and demand. The research focuses on the application of downscaled seasonal models for estimating energy performance of buildings in Greece. The ARW-WRF model has been set-up and suitably parameterized to produce downscaled climatological fields for Greece, forced by the output of the CFSv2 model. The outer domain, D01/Europe, included 345 x 345 cells of horizontal resolution 20 x 20 km2 and the inner domain, D02/Greece, comprised 180 x 180 cells of 5 x 5 km2 horizontal resolution. The model run has been setup for a period with a forecast horizon of 6 months, storing outputs on a six hourly basis.

Keywords: Urban environment, vulnerability, climate change, energy performance, seasonal forecast models.

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Authors: Viriyavudh Sim, WooYoung Jung

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Damage due to high wind is not limited to load resistance components such as beam and column. The majority of damage is due to breach in the building envelope such as broken roof, window, and door. In this paper, wind fragility of window glass in residential apartment was determined to compare the difference between two window configuration models. Monte Carlo Simulation method had been used to derive damage data and analytical fragilities were constructed. Fragility of window system showed that window located in leeward wall had higher probability of failure, especially those close to the edge of structure. Between the two window models, Model 2 had higher probability of failure, this was due to the number of panel in this configuration.

Keywords: Wind fragility, glass window, high rise apartment, Monte Carlo Simulation method.

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Authors: Pavel Vazan, Pavol Tanuska, Michal Kebisek

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The paper gives the pilot results of the project that is oriented on the use of data mining techniques and knowledge discoveries from production systems through them. They have been used in the management of these systems. The simulation models of manufacturing systems have been developed to obtain the necessary data about production. The authors have developed the way of storing data obtained from the simulation models in the data warehouse. Data mining model has been created by using specific methods and selected techniques for defined problems of production system management. The new knowledge has been applied to production management system. Gained knowledge has been tested on simulation models of the production system. An important benefit of the project has been proposal of the new methodology. This methodology is focused on data mining from the databases that store operational data about the production process.

Keywords: data mining, data warehousing, management of production system, simulation

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Authors: Vu Ngoc Pi

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This paper presents a new study on the applications of optimization and regression analysis techniques for optimal calculation of partial ratios of four-step helical gearboxes for getting minimal gearbox length. In the paper, basing on the moment equilibrium condition of a mechanic system including four gear units and their regular resistance condition, models for determination of the partial ratios of the gearboxes are proposed. In particular, explicit models for calculation of the partial ratios are proposed by using regression analysis. Using these models, the determination of the partial ratios is accurate and simple.

Keywords: Gearbox design; optimal design; helical gearbox, transmission ratio.

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Authors: Jonathan Bohn, Jorge Rebaza, Kaitlin Speer

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The dynamics of a predator-prey model with continuous threshold policy harvesting functions on the prey is studied. Theoretical and numerical methods are used to investigate boundedness of solutions, existence of bionomic equilibria, and the stability properties of coexistence equilibrium points and periodic orbits. Several bifurcations as well as some heteroclinic orbits are computed.

Keywords: Predator-prey models, threshold harvesting, dynamicalsystems

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Authors: Emir H. Pernet, Jeimy J. Cano

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Maturity models, used descriptively to explain changes in reality or normatively to guide managers to make interventions to make organizations more effective and efficient, are based on the principles of statistical quality control and PDCA continuous improvement (Plan, Do, Check, Act). Some frameworks developed over the concept of maturity models include COBIT, CMM, and ITIL. This paper presents some limitations of traditional maturity models, most of them related to the mechanistic and reductionist principles over which those models are built. As systems theory helps the understanding of the dynamics of organizations and organizational change, the development of a systemic maturity model can help to overcome some of those limitations. This document proposes a systemic maturity model, based on a systemic conceptualization of organizations, focused on the study of the functioning of the parties, the relationships among them, and their behavior as a whole. The concept of maturity from the system theory perspective is conceptually defined as an emergent property of the organization, which arises as a result of the degree of alignment and integration of their processes. This concept is operationalized through a systemic function that measures the maturity of organizations, and finally validated by the measuring of maturity in some organizations. For its operationalization and validation, the model was applied to measure the maturity of organizational Governance, Risk and Compliance (GRC) processes.

Keywords: GRC, Maturity Model, Systems Theory, Viable System Model.

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Authors: Abeer Samy, Oliver C. Saavedra Valeriano, Abdelazim Negm

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The Blue Nile Basin is the most important tributary of the Nile River. Egypt and Sudan are almost dependent on water originated from the Blue Nile. This multi-dependency creates conflicts among the three countries Egypt, Sudan, and Ethiopia making the management of these conflicts as an international issue. Good assessment of the water resources of the Blue Nile is an important to help in managing such conflicts. Hydrological models are good tool for such assessment. This paper presents a critical review of the nature and variability of the climate and hydrology of the Blue Nile Basin as a first step of using hydrological modeling to assess the water resources of the Blue Nile. Many several attempts are done to develop basin-scale hydrological modeling on the Blue Nile. Lumped and semi distributed models used averages of meteorological inputs and watershed characteristics in hydrological simulation, to analyze runoff for flood control and water resource management. Distributed models include the temporal and spatial variability of catchment conditions and meteorological inputs to allow better representation of the hydrological process. The main challenge of all used models was to assess the water resources of the basin is the shortage of the data needed for models calibration and validation. It is recommended to use distributed model for their higher accuracy to cope with the great variability and complexity of the Blue Nile basin and to collect sufficient data to have more sophisticated and accurate hydrological modeling.

Keywords: Blue Nile Basin, Climate Change, Hydrological Modeling, Watershed.

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Authors: Mahesh Chudasama, Harit Raval

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Conical sections and shells of metal plates manufactured by 3-roller conical bending process are widely used in the industries. The process is completed by first bending the metal plates statically and then dynamic roller bending sequentially. It is required to have an analytical model to get maximum bending force, for optimum design of the machine, for static bending stage. Analytical models assuming various stress conditions are considered and these analytical models are compared considering various parameters and reported in this paper. It is concluded from the study that for higher bottom roller inclination, the shear stress affects greatly to the static bending force whereas for lower bottom roller inclination it can be neglected.

Keywords: Roller-bending, static-bending, stress-conditions, analytical-modeling.

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Authors: Anjushi Verma, Tirthankar Gayen

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Although, reliability is an important attribute of quality, especially for mission critical systems, yet, there does not exist any versatile model even today for the reliability assessment of component-based software. The existing Black Box models are found to make various assumptions which may not always be realistic and may be quite contrary to the actual behaviour of software. They focus on observing the manner in which the system behaves without considering the structure of the system, the components composing the system, their interconnections, dependencies, usage frequencies, etc.As a result, the entropy (uncertainty) in assessment using these models is much high.Though, there are some models based on operation profile yet sometimes it becomes extremely difficult to obtain the exact operation profile concerned with a given operation. This paper discusses the drawbacks, deficiencies and limitations of Black Box approaches from the perspective of various authors and finally proposes a conceptual model for the reliability assessment of software.

Keywords: Black Box, faults, failure, software reliability.

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Authors: Abdel-Aziz M. Mohamed

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This paper presents a state-of-the-art survey of the operations research models developed for internal audit planning. Two alternative approaches have been followed in the literature for audit planning: (1) identifying the optimal audit frequency; and (2) determining the optimal audit resource allocation. The first approach identifies the elapsed time between two successive audits, which can be presented as the optimal number of audits in a given planning horizon, or the optimal number of transactions after which an audit should be performed. It also includes the optimal audit schedule. The second approach determines the optimal allocation of audit frequency among all auditable units in the firm. In our review, we discuss both the deterministic and probabilistic models developed for audit planning. In addition, game theory models are reviewed to find the optimal auditing strategy based on the interactions between the auditors and the clients.

Keywords: Operations research applications, audit frequency, audit planning, audit-staff scheduling.

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Authors: Dmitry V. Fomichev, Vladimir I. Solonin

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This paper presents the findings from a numerical simulation of the flow in 37-rod fuel assembly models spaced by a double-wire trapezoidal wrapping as applied to the BREST-OD-300 experimental nuclear reactor. Data on a high static pressure distribution within the models, and equations for determining the fuel bundle flow friction factors have been obtained. Recommendations are provided on using the closing turbulence models available in the ANSYS Fluent. A comparative analysis has been performed against the existing empirical equations for determining the flow friction factors. The calculated and experimental data fit has been shown.

An analysis into the experimental data and results of the numerical simulation of the BREST-OD-300 fuel rod assembly hydrodynamic performance are presented.

Keywords: BREST-OD-300, ware-spaces, fuel assembly, computation fluid dynamics.

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Authors: M. Morri, A. Soualmia, P. Belleudy

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Vegetation affects the mean and turbulent flow structure. It may increase flood risks and sediment transport. Therefore, it is important to develop analytical approaches for the bed shear stress on vegetated bed, to predict resistance caused by vegetation. In the recent years, experimental and numerical models have both been developed to model the effects of submerged vegetation on open-channel flow. In this paper, different analytic models are compared and tested using the criteria of deviation, to explore their capacity for predicting the mean velocity and select the suitable one that will be applied in real case of rivers. The comparison between the measured data in vegetated flume and simulated mean velocities indicated, a good performance, in the case of rigid vegetation, whereas, Huthoff model shows the best agreement with a high coefficient of determination (R2=80%) and the smallest error in the prediction of the average velocities.

Keywords: Analytic Models, Comparison, Mean Velocity, Vegetation.

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Authors: Amit Sachan

Abstract:

The network designing and data modeling developments which are the two significant research tasks in direction to tolerate power control of Microgrid concluded using IEC 61850 data models and facilities. The current casing areas of IEC 61580 include infrastructures in substation automation systems, among substations and to DERs. So, for LV microgrid power control, previously using the IEC 61850 amenities to control the smart electrical devices, we have to model those devices as IEC 61850 data models and design a network topology to maintenance all-in-one communiqué amid those devices. In adding, though IEC 61850 assists modeling a portion by open-handed several object models for common functions similar measurement, metering, monitoring…etc., there are motionless certain missing smithereens for building a multiplicity of functions for household appliances like tuning the temperature of an electric heater or refrigerator.

Keywords: IEC 61850, RCMC, HCMC, DER Unit Controller.

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Authors: Ghada A. Alfattni

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Analysing unbalanced datasets is one of the challenges that practitioners in machine learning field face. However, many researches have been carried out to determine the effectiveness of the use of the synthetic minority over-sampling technique (SMOTE) to address this issue. The aim of this study was therefore to compare the effectiveness of the SMOTE over different models on unbalanced datasets. Three classification models (Logistic Regression, Support Vector Machine and Nearest Neighbour) were tested with multiple datasets, then the same datasets were oversampled by using SMOTE and applied again to the three models to compare the differences in the performances. Results of experiments show that the highest number of nearest neighbours gives lower values of error rates. 

Keywords: Imbalanced datasets, SMOTE, machine learning, logistic regression, support vector machine, nearest neighbour.

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Authors: Costin Pribeanu

Abstract:

The model-based approach to user interface design relies on developing separate models capturing various aspects about users, tasks, application domain, presentation and dialog structures. This paper presents a task modeling approach for user interface design and aims at exploring mappings between task, domain and presentation models. The basic idea of our approach is to identify typical configurations in task and domain models and to investigate how they relate each other. A special emphasis is put on applicationspecific functions and mappings between domain objects and operational task structures. In this respect, we will address two layers in task decomposition: a functional (planning) layer and an operational layer.

Keywords: task modeling, user interface design, unit tasks, basic tasks, operational task model.

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Authors: V. Vargas-Alejo, L. E. Montero-Moguel

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Understanding the concept of function has been important in mathematics education for many years. In this study, the models built by a group of five business administration and accounting undergraduate students when carrying out a population growth activity are analyzed. The theoretical framework is the Models and Modeling Perspective. The results show how the students included tables, graphics, and algebraic representations in their models. Using technology was useful to interpret, describe, and predict the situation. The first model, the students built to describe the situation, was linear. After that, they modified and refined their ways of thinking; finally, they created exponential growth. Modeling the activity was useful to deep on mathematical concepts such as covariation, rate of change, and exponential function also to differentiate between linear and exponential growth.

Keywords: Covariation reasoning, exponential function, modeling, representations.

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Authors: Eugene Kindler

Abstract:

The present paper is oriented to classification and application of agent technique in simulation of anticipatory systems, namely those that use simulation models for the aid of anticipation. The main ideas root in the fact that the best way for description of computer simulation models is the technique of describing the simulated system itself (and the translation into the computer code is provided as automatic), and that the anticipation itself is often nested.

Keywords: Agents, Anticipatory systems, Discrete eventsimulation, Simula, Taxonomy.

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Authors: Sadeep Sasidharan, T. B. Isha

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Modern day electric vehicles require compact high torque/power density motors for electric propulsion. This necessitates proper thermal management of the electric motors. The main focus of this paper is to compare the steady state thermal analysis of a conventional 20 kW 8/6 Switched Reluctance Motor (SRM) with that of an Induction Motor and Inset Permanent Magnet (IPM) motor of the same rating. The goal is to develop a proper thermal model of the three types of models for Finite Element Thermal Analysis. JMAG software is used for the development and simulation of the thermal models. The results show that the induction motor is subjected to more heating when used for electric vehicle application constantly, compared to the SRM and IPM.

Keywords: SRM, induction motor, IPM, thermal analysis, loss models, electric vehicles.

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Authors: Alan S. Hoback

Abstract:

Most people see human faces in car front and back ends because of the process of pareidolia. 96 people were surveyed to see how many of them saw a face in the vehicle styling. Participants were aged 18 to 72 years. 94% of the participants saw faces in the front-end design of production models. All participants that recognized faces indicated that most styles showed some degree of an angry expression. It was found that women were more likely to see faces in inanimate objects. However, with respect to whether women were more likely to perceive anger in the vehicle design, the results need further clarification. Survey responses were correlated to the design features of vehicles to determine what cues the respondents were likely looking at when responding. Whether the features looked anthropomorphic was key to anger perception. Features such as the headlights which could represent eyes and the air intake that could represent a mouth had high correlations to trends in scores. Results are compared among models, makers, by groupings of body styles classifications for the top 12 brands sold in the US, and by year for the top 20 models sold in the US in 2016. All of the top models sold increased in perception of an angry expression over the last 20 years or since the model was introduced, but the relative change varied by body style grouping.

Keywords: Aggressive driving, face recognition, road rage, vehicle styling.

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Authors: Jin Zhang, Wing Lon Ng

Abstract:

In recent years, copulas have become very popular in financial research and actuarial science as they are more flexible in modelling the co-movements and relationships of risk factors as compared to the conventional linear correlation coefficient by Pearson. However, a precise estimation of the copula parameters is vital in order to correctly capture the (possibly nonlinear) dependence structure and joint tail events. In this study, we employ two optimization heuristics, namely Differential Evolution and Threshold Accepting to tackle the parameter estimation of multivariate t distribution models in the EML approach. Since the evolutionary optimizer does not rely on gradient search, the EML approach can be applied to estimation of more complicated copula models such as high-dimensional copulas. Our experimental study shows that the proposed method provides more robust and more accurate estimates as compared to the IFM approach.

Keywords: Copula Models, Student t Copula, Parameter Inference, Differential Evolution, Threshold Accepting.

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Authors: Ioannis P. Panapakidis, Marios N. Moschakis

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The Greek Energy Market is structured as a mandatory pool where the producers make their bid offers in day-ahead basis. The System Operator solves an optimization routine aiming at the minimization of the cost of produced electricity. The solution of the optimization problem leads to the calculation of the System Marginal Price (SMP). Accurate forecasts of the SMP can lead to increased profits and more efficient portfolio management from the producer`s perspective. Aim of this study is to provide a comparative analysis of various machine learning models such as artificial neural networks and neuro-fuzzy models for the prediction of the SMP of the Greek market. Machine learning algorithms are favored in predictions problems since they can capture and simulate the volatilities of complex time series.

Keywords: Deregulated energy market, forecasting, machine learning, system marginal price, energy efficiency and quality.

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Authors: Zhihan Li

Abstract:

Nowadays, most universities use the course enrollment system considering students’ registration orders. However, the students’ preference level to certain courses is also one important factor to consider. In this research, the possibility of applying a preference-first system has been discussed and analyzed compared to the order-first system. A bipartite graph is applied to resemble the relationship between students and courses they tend to register. With the graph set up, we apply Ford-Fulkerson (F.F.) Algorithm to maximize parings between two sets of nodes, in our case, students and courses. Two models are proposed in this paper: the one considered students’ order first, and the one considered students’ preference first. By comparing and contrasting the two models, we highlight the usability of models which potentially leads to better designs for school course registration systems.

Keywords: Bipartite graph, Ford-Fulkerson Algorithm, graph theory, maximum matching.

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Authors: Mohammed H. Mohammed, Mats Emborg, Roland Pusch, Sven Knutsson

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Concrete performance is strongly affected by the particle packing degree since it determines the distribution of the cementitious component and the interaction of mineral particles. By using packing theory designers will be able to select optimal aggregate materials for preparing concrete with low cement content, which is beneficial from the point of cost. Optimum particle packing implies minimizing porosity and thereby reducing the amount of cement paste needed to fill the voids between the aggregate particles, taking also the rheology of the concrete into consideration. For reaching good fluidity superplasticizers are required. The results from pilot tests at Luleå University of Technology (LTU) show various forms of the proposed theoretical models, and the empirical approach taken in the study seems to provide a safer basis for developing new, improved packing models.

Keywords: Aggregate mix, Computer program, Concrete mix design, Models of packing.

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