Search results for: Heston model

Authors: Watcharin Sangma, Onsiri Chanmuang, Pitsanu Tongkhow

Abstract:

 A forecasting model for steel demand uncertainty in Thailand is proposed. It consists of trend, autocorrelation, and outliers in a hierarchical Bayesian frame work. The proposed model uses a cumulative Weibull distribution function, latent first-order autocorrelation, and binary selection, to account for trend, time-varying autocorrelation, and outliers, respectively. The Gibbs sampling Markov Chain Monte Carlo (MCMC) is used for parameter estimation. The proposed model is applied to steel demand index data in Thailand. The root mean square error (RMSE), mean absolute percentage error (MAPE), and mean absolute error (MAE) criteria are used for model comparison. The study reveals that the proposed model is more appropriate than the exponential smoothing method.

Keywords: Forecasting model, Steel demand uncertainty, Hierarchical Bayesian framework, Exponential smoothing method.

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Authors: M. A. Serag-Eldin

Abstract:

The paper presents the results of simple measurements conducted on a model of a wind-driven venturi-type room ventilator. The ventilator design is new and was developed employing mathematical modeling. However, the computational model was not validated experimentally for the particular application considered. The paper presents the performance of the ventilator model under laboratory conditions, for five different wind tunnel speeds. The results are used to both demonstrate the effectiveness of the new design and to validate the computational model employed to develop it.

Keywords: Venturi-flow, ventilation, Wind-energy, Wind flow.

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Authors: Ali Taee Zade, Siamak Rasulzadeh, Reza Torkashvan

Abstract:

Although Model Driven Architecture has taken successful steps toward model-based software development, this approach still faces complex situations and ambiguous questions while applying to real world software systems. One of these questions - which has taken the most interest and focus - is how model transforms between different abstraction levels, MDA proposes. In this paper, we propose an approach based on Story Driven Modeling and Aspect Oriented Programming to ease these transformations. Service Oriented Architecture is taken as the target model to test the proposed mechanism in a functional system. Service Oriented Architecture and Model Driven Architecture [1] are both considered as the frontiers of their own domain in the software world. Following components - which was the greatest step after object oriented - SOA is introduced, focusing on more integrated and automated software solutions. On the other hand - and from the designers' point of view - MDA is just initiating another evolution. MDA is considered as the next big step after UML in designing domain.

Keywords: SOA, MDA, SDM, Model Transformation, Middleware Transparency, Aspects and Jini.

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Authors: Azlina Abu Bakar, Abdul Fatah Wan Sidek

Abstract:

Well-being has been given special emphasis in quality of life. It involves living a meaningful, life satisfaction, stability and happiness in life. Well-being also concerns the satisfaction of physical, psychological, social needs and demands of an individual. The purpose of this study was to validate three-factor measurement model of well-being using structural equation modeling (SEM). The conceptions of well-being measured such dimensions as physical, psychological and social well-being. This study was done based on a total sample of 650 adolescents from east-coast of peninsular Malaysia. The Well-Being Scales which was adapted from [1] was used in this study. The items were hypothesized a priori to have nonzero loadings on all dimensions in the model. The findings of the SEM demonstrated that it is a good fitting model which the proposed model fits the driving theory; (x2df = 1.268; GFI = .994; CFI = .998; TLI= .996; p = .255; RMSEA = .021). Composite reliability (CR) was .93 and average variance extracted (AVE) was 58%. The model in this study fits with the sample of data and well-being is important to bring sustainable development to the mainstream.

Keywords: Adolescence, Structural Equation Modeling, Sustainable Development, Well-Being.

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Authors: Ksenija Dumičić, Anita Čeh Časni, Berislav Žmuk

Abstract:

The aim of this paper is to select the most accurate forecasting method for predicting the future values of the unemployment rate in selected European countries. In order to do so, several forecasting techniques adequate for forecasting time series with trend component, were selected, namely: double exponential smoothing (also known as Holt`s method) and Holt-Winters` method which accounts for trend and seasonality. The results of the empirical analysis showed that the optimal model for forecasting unemployment rate in Greece was Holt-Winters` additive method. In the case of Spain, according to MAPE, the optimal model was double exponential smoothing model. Furthermore, for Croatia and Italy the best forecasting model for unemployment rate was Holt-Winters` multiplicative model, whereas in the case of Portugal the best model to forecast unemployment rate was Double exponential smoothing model. Our findings are in line with European Commission unemployment rate estimates.

Keywords: European Union countries, exponential smoothing methods, forecast accuracy unemployment rate.

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Authors: Lenka Krulikovská, Jaroslav Polec

Abstract:

In this paper we present a modification to existed model of threshold for shot cut detection, which is able to adapt itself to the sequence statistics and operate in real time, because it use for calculation only previously evaluated frames. The efficiency of proposed modified adaptive threshold scheme was verified through extensive test experiment with several similarity metrics and achieved results were compared to the results reached by the original model. According to results proposed threshold scheme reached higher accuracy than existed original model.

Keywords: Abrupt cut, shot cut detection, adaptive threshold.

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Authors: Oscar Javier Herrera Ochoa, Ivan Dario Romero Fonseca

Abstract:

This paper presents a design of a model for planning the distribution logistics operation. The significance of this work relies on the applicability of this fact to the analysis of small and medium enterprises (SMEs) of dry freight in Bogotá. Two stages constitute this implementation: the first one is the place where optimal planning is achieved through a hybrid model developed with mixed integer programming, which considers the transhipment operation based on a combined load allocation model as a classic transshipment model; the second one is the specific routing of that operation through the heuristics of Clark and Wright. As a result, an integral model is obtained to carry out the step by step planning of the distribution of dry freight for SMEs in Bogotá. In this manner, optimum assignments are established by utilizing transshipment centers with that purpose of determining the specific routing based on the shortest distance traveled.

Keywords: Transshipment model, mixed integer programming, saving algorithm, dry freight transportation.

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Authors: Supunmali Ahangama, Danny Chiang Choon Poo

Abstract:

Health analytics (HA) is used in healthcare systems for effective decision making, management and planning of healthcare and related activities. However, user resistances, unique position of medical data content and structure (including heterogeneous and unstructured data) and impromptu HA projects have held up the progress in HA applications. Notably, the accuracy of outcomes depends on the skills and the domain knowledge of the data analyst working on the healthcare data. Success of HA depends on having a sound process model, effective project management and availability of supporting tools. Thus, to overcome these challenges through an effective process model, we propose a HA process model with features from rational unified process (RUP) model and agile methodology.

Keywords: Agile methodology, health analytics, unified process model, UML.

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Authors: H. Zabiri, N. Mazuki

Abstract:

Several valve stiction models have been proposed in the literature to help understand and study the behavior of sticky valves. In this paper, an alternative black-box modeling approach based on Neural Network (NN) is presented. It is shown that with proper network type and optimum model structures, the performance of the developed NN stiction model is comparable to other established method. The resulting NN model is also tested for its robustness against the uncertainty in the stiction parameter values. Predictive mode operation also shows excellent performance of the proposed model for multi-steps ahead prediction.

Keywords: Control valve stiction, neural network, modeling.

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Authors: A. Amar, O. Hemeda

Abstract:

A study of the structure of the nucleus with the analogy by solid-state physics has been developed. We have used binding energy to calculate R (a parameter that is proportional to the radius of the nucleus) for deuteron, alpha, and ⁸Be. The calculated parameter r calculated from solid state physics produces a probe for calculation the nuclear radii. ⁸Be has special attention as it is radioactive nucleus and the latest nucleus to be calculated from crystalline model approach. The distribution of nucleons inside the nucleus is taken to be tetrahedral for ¹⁶O. The model has failed to expect the radius of ⁹Be which is an impression about the modification should be done on the model at near future. A comparison between our calculations and those from literature has been made, and a good agreement has been obtained.

Keywords: The structure of the nucleus, binding energy, crystalline model approach, nuclear radii, tetrahedral for 16O.

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Authors: M. Palanivel, R. Uthayakumar

Abstract:

In this paper, Economic Order Quantity (EOQ) based model for non-instantaneous Weibull distribution deteriorating items with power demand pattern is presented. In this model, the holding cost per unit of the item per unit time is assumed to be an increasing linear function of time spent in storage. Here the retailer is allowed a trade-credit offer by the supplier to buy more items. Also in this model, shortages are allowed and partially backlogged. The backlogging rate is dependent on the waiting time for the next replenishment. This model aids in minimizing the total inventory cost by finding the optimal time interval and finding the optimal order quantity. The optimal solution of the model is illustrated with the help of numerical examples. Finally sensitivity analysis and graphical representations are given to demonstrate the model.

Keywords: Power demand pattern, Partial backlogging, Time dependent holding cost, Trade credit, Weibull deterioration.

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Authors: Heung Sun Yoon, Jong Tae Kim

Abstract:

In this paper, we present an activity diagram model for double-loop control self-adaptive braking system. Since activity diagram helps to improve visibility of self-adaption. We can easily find where improvement is needed on double-loop control. Double-loop control is adopted since the design conditions and actual conditions can be different. The system is reconfigured in runtime by using double-loop control. We simulated to verify and validate our model by using MATLAB. We compared single-loop control model with double-loop control model. Simulation results show that double-loop control provides more consistent brake power control than single-loop control.

Keywords: Activity diagram, automotive, braking system, double-loop, Self-adaptive, UML, vehicle.

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Authors: Mehdi Kheradmand, Mehdi Azhdary Moghaddam, Abdolreza Zahiri, Khalil Ghorbani

Abstract:

This research compares results of major methods of determining the flow discharge using experimental relationships with results from the M5 decision tree model in meandering compound sections in several laboratory channels. It was found that the M5 decision tree model enjoyed greater accuracy of statistical parameters compared to methods to the said methods. This suggested that the M5 decision tree model has highly improved the calculated accuracy of the flow discharge in meandering compound channels.

Keywords: Stage-discharge relationship, M5 decision tree model, compound section, meandering compound channel.

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Authors: Erik Delarue, David Bekaert, Ronnie Belmans, William D'haeseleer

Abstract:

This paper presents the development of an electricity simulation model taking into account electrical network constraints, applied on the Belgian power system. The base of the model is optimizing an extensive Unit Commitment (UC) problem through the use of Mixed Integer Linear Programming (MILP). Electrical constraints are incorporated through the implementation of a DC load flow. The model encloses the Belgian power system in a 220 – 380 kV high voltage network (i.e., 93 power plants and 106 nodes). The model features the use of pumping storage facilities as well as the inclusion of spinning reserves in a single optimization process. Solution times of the model stay below reasonable values.

Keywords: Electricity generation modeling, Unit Commitment(UC), Mixed Integer Linear Programming (MILP), DC load flow.

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Authors: Mohammed Bilal

Abstract:

The precise prediction of aerodynamic behavior is necessary for the design and optimization of airfoils for a variety of applications. Turbulence, a phenomenon of complex and irregular flow, significantly affects the aerodynamic properties of airfoils. Therefore, turbulence modeling is essential for accurately predicting the behavior of airfoils in simulations. This study investigates five commonly employed turbulence models: Spalart-Allmaras (SA) model, k-epsilon model, k-omega model, Reynolds Stress Model (RSM), and Large Eddy Simulation (LES) model. The paper includes a comparison of the models' precision, computational expense, and applicability to various flow conditions. The strengths and weaknesses of each model are highlighted, allowing researchers and engineers to make informed decisions regarding simulations of specific airfoils. Unquestionably, the continuous development of turbulence modeling will contribute to further improvements in airfoil design and optimization, which will be advantageous to numerous industries.

Keywords: Computational fluid dynamics, airfoil, turbulence, aircraft.

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Authors: T.C.Manjunath, C. Ardil

Abstract:

This paper deals with the development of a Jacobean model for a 4-axes indigenously developed scara robot arm in the laboratory. This model is used to study the relation between the velocities and the forces in the robot while it is doing the pick and place operation.

Keywords: SCARA, Jacobean, Tool Configuration Vector, Computer Control , Visual Basic , Interfacing , Drivers,

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Authors: Liu Shu, Dong Shangjia

Abstract:

Our goal is to effectively increase the number of boats in the river during a six month period. The main factors of determining the number of boats are duration and “select the priority trip". In the microcosmic simulation model, the best result is 4 to 24 nights with DSCF, and the number of boats is 812 with an increasing ratio of 9.0% related to the second best result. However, the number of boats is related to 31.6% less than the best one in 6 to 18 nights with FCFS. In the discrete duration model, we get from 6 to 18 nights, the numbers of boats have increased to 848 with an increase ratio of 29.7% than the best result in model I for the same time range. Moreover, from 4 to 24 nights, the numbers of boats have increase to 1194 with an increase ratio of 47.0% than the best result in model I for the same time range.

Keywords: Discrete duration model, “select the priority trip”, microcosmic simulation model.

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Authors: Muh. Hisjam, Nancy Oktyajati, Wakhid A. Jauhari, Wahyudi Sutopo

Abstract:

This research is intended to develop a raw material allocation model in timber processing industry in Perum Perhutani Unit I, Central Java, Indonesia. The model can be used to determine the quantity of allocation of timber between chain in the supply chain to select supplier considering factors that are log price and the distance. In determining the quantity of allocation of timber between chains in the supply chain, the model considers the optimal inventory in each chain. Whilst the optimal inventory is determined based on demand forecast, the capacity and safety stock. Problem solving allocation is conducted by developing linear programming model that aims to minimize the total cost of the purchase, transportation cost and storage costs at each chain. The results of numerical examples show that the proposed model can generate savings of the purchase cost of 20.84% and select suppliers with mileage closer.

Keywords: Allocation model, linear programming, purchase costs, storage costs, suppliers, transportation costs.

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Authors: Keny Ordaz-Hernandez, Xavier Fischer, Fouad Bennis

Abstract:

This article illustrates a model selection management approach for virtual prototypes in interactive simulations. In those numerical simulations, the virtual prototype and its environment are modelled as a multiagent system, where every entity (prototype,human, etc.) is modelled as an agent. In particular, virtual prototyp ingagents that provide mathematical models of mechanical behaviour inform of computational methods are considered. This work argues that selection of an appropriate model in a changing environment,supported by models? characteristics, can be managed by the deter-mination a priori of specific exploitation and performance measures of virtual prototype models. As different models exist to represent a single phenomenon, it is not always possible to select the best one under all possible circumstances of the environment. Instead the most appropriate shall be selecting according to the use case. The proposed approach consists in identifying relevant metrics or indicators for each group of models (e.g. entity models, global model), formulate their qualification, analyse the performance, and apply the qualification criteria. Then, a model can be selected based on the performance prediction obtained from its qualification. The authors hope that this approach will not only help to inform engineers and researchers about another approach for selecting virtual prototype models, but also assist virtual prototype engineers in the systematic or automatic model selection.

Keywords: Virtual prototype models, domain, qualification criterion, model qualification, model assessment, environmental modelling.

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Authors: Kai Wang, Yanling Zu

Abstract:

By utilizing the comparison theorem and Lyapunov second method, some sufficient conditions for the permanence and global attractivity of positive periodic solution for a predator-prey model with mutual interference m ∈ (0, 1) and delays τi are obtained. It is the first time that such a model is considered with delays. The significant is that the results presented are related to the delays and the mutual interference constant m. Several examples are illustrated to verify the feasibility of the results by simulation in the last part.

Keywords: Predator-prey model, Mutual interference, Delays, Permanence, Global attractivity

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Authors: H. Pahlavanzadeh, A.R.Jahangiri, I. Noshadi

Abstract:

In this paper, the solubility of CO2 in AMP solution have been measured at temperature range of ( 293, 303 ,313,323) K.The amine concentration ranges studied are (2.0, 2.8, and 3.4) M. A solubility apparatus was used to measure the solubility of CO2 in AMP solution on samples of flue gases from Thermal and Central Power Plants of Esfahan Steel Company. The modified Kent Eisenberg model was used to correlate and predict the vapor-liquid equilibria of the (CO2 + AMP + H2O) system. The model predicted results are in good agreement with the experimental vapor-liquid equilibrium measurements.

Keywords: AMP, Carbon dioxide; loading, Flue gases, Modified Kent Eisenberg model

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Authors: A. Zanj, F. He

Abstract:

In the current paper, a domain independent conduction model compatible for multi-physical system dynamic investigations is suggested. By means of a port-based approach, a classical nonlinear conduction model containing physical states is first represented. A compatible discrete configuration of the thermal domain in line with the elastic domain is then generated through the enhancement of the configuration of the conventional thermal element. The presented simulation results of a sample structure indicate that the suggested conductive model can cover a wide range of dynamic behavior of the thermal domain.

Keywords: Multi-physical domain, conduction model, port-based modeling, dynamic interaction, physical modeling.

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Authors: Sepideh Fazeli, Fariba Bahrami

Abstract:

Investigating language acquisition is one of the most challenging problems in the area of studying language. Syllable learning as a level of language acquisition has a considerable significance since it plays an important role in language acquisition. Because of impossibility of studying language acquisition directly with children, especially in its developmental phases, computer models will be useful in examining language acquisition. In this paper a computer model of early language learning for syllable learning is proposed. It is guided by a conceptual model of syllable learning which is named Directions Into Velocities of Articulators model (DIVA). The computer model uses simple associational and reinforcement learning rules within neural network architecture which are inspired by neuroscience. Our simulation results verify the ability of the proposed computer model in producing phonemes during babbling and early speech. Also, it provides a framework for examining the neural basis of language learning and communication disorders.

Keywords: Brain modeling, computer models, language acquisition, reinforcement learning.

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Authors: Spiros Mazarakis, George Matzavinos, Peter P. Groumpos

Abstract:

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.

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Authors: Eduardo F. Arias, William Cooke III, Zhaofei Fan, William Kingery

Abstract:

During the last decade Panicum virgatum, known as Switchgrass, has been broadly studied because of its remarkable attributes as a substitute pasture and as a functional biofuel source. The objective of this investigation was to establish soil suitability for Switchgrass in the State of Mississippi. A linear weighted additive model was developed to forecast soil suitability. Multicriteria analysis and Sensitivity analysis were utilized to adjust and optimize the model. The model was fit using seven years of field data associated with soils characteristics collected from Natural Resources Conservation System - United States Department of Agriculture (NRCS-USDA). The best model was selected by correlating calculated biomass yield with each model's soils-based output for Switchgrass suitability. Coefficient of determination (r2) was the decisive factor used to establish the 'best' soil suitability model. Coefficients associated with the 'best' model were implemented within a Geographic Information System (GIS) to create a map of relative soil suitability for Switchgrass in Mississippi. A Geodatabase associated with soil parameters was built and is available for future Geographic Information System use.

Keywords: Aptness, GIS, sensitivity analysis, switchgrass, soil.

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Authors: Prateek Maheshwari, Nitin Seth, Anoop Kumar Gupta

Abstract:

The objective of present research paper is to highlight the importance of measuring advertisement effectiveness in print media and to develop a conceptual model for advertisement effectiveness. The developed model is based on dimensions on which advertisement effectiveness depends and on the dimensions which are used to measure the effectiveness. An in-depth and extensive literature review is carried out to understand the concept of advertisement effectiveness and its various determinants in context of print media. Based on the insights gained, a conceptual framework for advertisement effectiveness is presented. The model is an attempt to uncover the relatively less explored area of advertisement effectiveness in Indian advertising scenario. It is believed that present work will encourage scholars and academicians to further explore the area and will offer conceptual assistance and a fresh direction in the domain of advertisement effectiveness.

Keywords: Advertisement Effectiveness, Conceptual Model, Effectiveness Dimensions, Print Media.

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Authors: Wei Dong, Guo-Ying Gu, Xiangyang Zhu, Han Ding

Abstract:

This paper presents preliminary results on modeling and control of a quadrotor UAV. With aerodynamic concepts, a mathematical model is firstly proposed to describe the dynamics of the quadrotor UAV. Parameters of this model are identified by experiments with Matlab Identify Toolbox. A group of PID controllers are then designed based on the developed model. To verify the developed model and controllers, simulations and experiments for altitude control, position control and trajectory tracking are carried out. The results show that the quadrotor UAV well follows the referenced commands, which clearly demonstrates the effectiveness of the proposed approach.

Keywords: Quadrotor UAV, Modeling, Control, Aerodynamics, System Identification.

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Authors: Ying Shen, Weihua Zhu

Abstract:

Medical images are important to help identifying different diseases, for example, Magnetic resonance imaging (MRI) can be used to investigate the brain, spinal cord, bones, joints, breasts, blood vessels, and heart. Image segmentation, in medical image analysis, is usually the first step to find out some characteristics with similar color, intensity or texture so that the diagnosis could be further carried out based on these features. This paper introduces an improved C-means model to segment the MRI images. The model is based on information entropy to evaluate the segmentation results by achieving global optimization. Several contributions are significant. Firstly, Genetic Algorithm (GA) is used for achieving global optimization in this model where fuzzy C-means clustering algorithm (FCMA) is not capable of doing that. Secondly, the information entropy after segmentation is used for measuring the effectiveness of MRI image processing. Experimental results show the outperformance of the proposed model by comparing with traditional approaches.

Keywords: Magnetic Resonance Image, C-means model, image segmentation, information entropy.

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Authors: Rasaki O. Olanrewaju

Abstract:

The driven processes of Wiener and Lévy are known self-standing Gaussian-Markov processes for fitting non-linear dynamical Vasciek model. In this paper, a coincidental Gaussian density stationarity condition and autocorrelation function of the two driven processes were established. This led to the conflation of Wiener and Lévy processes so as to investigate the efficiency of estimates incorporated into the one-dimensional Vasciek model that was estimated via the Maximum Likelihood (ML) technique. The conditional laws of drift, diffusion and stationarity process was ascertained for the individual Wiener and Lévy processes as well as the commingle of the two processes for a fixed effect and Autoregressive like Vasciek model when subjected to financial series; exchange rate of Naira-CFA Franc. In addition, the model performance error of the sub-merged driven process was miniature compared to the self-standing driven process of Wiener and Lévy.

Keywords: Wiener process, Lévy process, Vasciek model, drift, diffusion, Gaussian density stationary.

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Authors: A.V.Naresh Babu, S.Sivanagaraju, Ch.Padmanabharaju, T.Ramana

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The interline power flow controller (IPFC) is one of the latest generation flexible AC transmission systems (FACTS) controller used to control power flows of multiple transmission lines. This paper presents a mathematical model of IPFC, termed as power injection model (PIM). This model is incorporated in Newton- Raphson (NR) power flow algorithm to study the power flow control in transmission lines in which IPFC is placed. A program in MATLAB has been written in order to extend conventional NR algorithm based on this model. Numerical results are carried out on a standard 2 machine 5 bus system. The results without and with IPFC are compared in terms of voltages, active and reactive power flows to demonstrate the performance of the IPFC model.

Keywords: flexible AC transmission systems (FACTS), interline power flow controller (IPFC), power injection model (PIM), power flow control.

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