Search results for: and performance.
3091 Object-Oriented Programming for Modeling and Simulation of Systems in Physiology
Authors: J. Fernandez de Canete
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Object-oriented modeling is spreading in current simulation of physiological systems through the use of the individual components of the model and its interconnections to define the underlying dynamic equations. In this paper we describe the use of both the SIMSCAPE and MODELICA simulation environments in the object-oriented modeling of the closed loop cardiovascular system. The performance of the controlled system was analyzed by simulation in light of the existing hypothesis and validation tests previously performed with physiological data. The described approach represents a valuable tool in the teaching of physiology for graduate medical students.
Keywords: Object-Oriented Modeling, SIMSCAPE Simulation Language, MODELICA Simulation Language, Cardiovascular System.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28623090 Thermal Carpet Cloaking Achieved by Layered Metamaterial
Authors: Bang-Shiuh Chen, Lien-Wen Chen
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We have devised a thermal carpet cloak theoretically and implemented in silicon using layered metamaterial. The layered metamaterial is composed of single crystalline silicon and its phononic crystal. The design is based on a coordinate transformation. We demonstrate the result with numerical simulation. Great cloaking performance is achieved as a thermal insulator is well hidden under the thermal carpet cloak. We also show that the thermal carpet cloak can even the temperature on irregular surface. Using thermal carpet cloak to manipulate the heat conduction is effective because of its low complexity.
Keywords: Metamaterial, heat conduction, cloaking, phononic crystal.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22643089 High-Temperature X-Ray Powder Diffraction of Secondary Gypsum
Authors: D. Gazdič, I. Hájková, M. Fridrichová
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This paper involved the performance of a hightemperature X-Ray powder diffraction analysis (XRD) of a sample of chemical gypsum generated in the production of titanium white; this gypsum originates by neutralizing highly acidic water with limestone suspension. Specifically, it was gypsum formed in the first stage of neutralization when the resulting material contains, apart from gypsum, a number of waste products resulting from the decomposition of ilmenite by sulphuric acid. So it can be described as red titanogypsum. By conducting the experiment using XRD apparatus Bruker D8 Advance with a Cu anode (λkα=1.54184 Å) equipped with high-temperature chamber Anton Paar HTK 16, it was possible to identify clearly in the sample each phase transition in the system of CaSO4·xH2O.
Keywords: Anhydrite, Gypsum, Bassanite, Hematite, XRD, Powder, High-Temperature.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20913088 FACTS Impact on Grid Stability and Power Markets
Authors: Abdulrahman Alsuhaibani, Martin Macken
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FACTS devices have great influence on the grid stability and power markets price. Recently, there is intent to integrate a large scale of renewable energy sources to the power system which in turn pushes the power system to operate closer to the security limits. This paper discusses the power system stability and reliability improvement that could be achieved by using FACTS. There is a comparison between FACTS devices to evaluate their performance for different functions. A case study has also been made about its effect on reducing generation cost and minimizing transmission losses which have good impact on efficient and economic operation of electricity markets.
Keywords: FACTS, grid stability, spot price, Optimal Power Flow.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3733087 Alternative Key Exchange Algorithm Based on Elliptic Curve Digital Signature Algorithm Certificate and Usage in Applications
Authors: A. Andreasyan, C. Connors
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The Elliptic Curve Digital Signature algorithm-based X509v3 certificates are becoming more popular due to their short public and private key sizes. Moreover, these certificates can be stored in Internet of Things (IoT) devices, with limited resources, using less memory and transmitted in network security protocols, such as Internet Key Exchange (IKE), Transport Layer Security (TLS) and Secure Shell (SSH) with less bandwidth. The proposed method gives another advantage, in that it increases the performance of the above-mentioned protocols in terms of key exchange by saving one scalar multiplication operation.
Keywords: Cryptography, elliptic curve digital signature algorithm, key exchange, network security protocols.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6043086 Improving Classification Accuracy with Discretization on Datasets Including Continuous Valued Features
Authors: Mehmet Hacibeyoglu, Ahmet Arslan, Sirzat Kahramanli
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This study analyzes the effect of discretization on classification of datasets including continuous valued features. Six datasets from UCI which containing continuous valued features are discretized with entropy-based discretization method. The performance improvement between the dataset with original features and the dataset with discretized features is compared with k-nearest neighbors, Naive Bayes, C4.5 and CN2 data mining classification algorithms. As the result the classification accuracies of the six datasets are improved averagely by 1.71% to 12.31%.Keywords: Data mining classification algorithms, entropy-baseddiscretization method
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24613085 Effect of a Linear-Exponential Penalty Functionon the GA-s Efficiency in Optimization of a Laminated Composite Panel
Authors: A. Abedian, M. H. Ghiasi, B. Dehghan-Manshadi
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A stiffened laminated composite panel (1 m length × 0.5m width) was optimized for minimum weight and deflection under several constraints using genetic algorithm. Here, a significant study on the performance of a penalty function with two kinds of static and dynamic penalty factors was conducted. The results have shown that linear dynamic penalty factors are more effective than the static ones. Also, a specially combined linear-exponential function has shown to perform more effective than the previously mentioned penalty functions. This was then resulted in the less sensitivity of the GA to the amount of penalty factor.Keywords: Genetic algorithms, penalty function, stiffenedcomposite panel, finite element method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16783084 Cascade Kalman Filter Configuration for Low Cost IMU/GPS Integration in Car Navigation Like Robot
Authors: Othman Maklouf, Abdurazag Ghila, Ahmed Abdulla
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This paper introduces a low cost INS/GPS algorithm for land vehicle navigation application. The data fusion process is done with an extended Kalman filter in cascade configuration mode. In order to perform numerical simulations, MATLAB software has been developed. Loosely coupled configuration is considered. The results obtained in this work demonstrate that a low-cost INS/GPS navigation system is partially capable of meeting the performance requirements for land vehicle navigation. The relative effectiveness of the kalman filter implementation in integrated GPS/INS navigation algorithm is highlighted. The paper also provides experimental results; field test using a car is carried out.Keywords: GPS, INS, IMU, Kalman filter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 38493083 Data Mining Using Learning Automata
Authors: M. R. Aghaebrahimi, S. H. Zahiri, M. Amiri
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In this paper a data miner based on the learning automata is proposed and is called LA-miner. The LA-miner extracts classification rules from data sets automatically. The proposed algorithm is established based on the function optimization using learning automata. The experimental results on three benchmarks indicate that the performance of the proposed LA-miner is comparable with (sometimes better than) the Ant-miner (a data miner algorithm based on the Ant Colony optimization algorithm) and CNZ (a well-known data mining algorithm for classification).Keywords: Data mining, Learning automata, Classification rules, Knowledge discovery.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19353082 Dynamic Model and Control of a New Quadrotor Unmanned Aerial Vehicle with Tilt-Wing Mechanism
Authors: Kaan T. Oner, Ertugrul Cetinsoy, Mustafa Unel, Mahmut F. Aksit, Ilyas Kandemir, Kayhan Gulez
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In this work a dynamic model of a new quadrotor aerial vehicle that is equipped with a tilt-wing mechanism is presented. The vehicle has the capabilities of vertical take-off/landing (VTOL) like a helicopter and flying horizontal like an airplane. Dynamic model of the vehicle is derived both for vertical and horizontal flight modes using Newton-Euler formulation. An LQR controller for the vertical flight mode has also been developed and its performance has been tested with several simulations.Keywords: Control, Dynamic model, LQR, Quadrotor, Tilt-wing, VTOL.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 43123081 Selection of Relevant Servers in Distributed Information Retrieval System
Authors: Benhamouda Sara, Guezouli Larbi
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Nowadays, the dissemination of information touches the distributed world, where selecting the relevant servers to a user request is an important problem in distributed information retrieval. During the last decade, several research studies on this issue have been launched to find optimal solutions and many approaches of collection selection have been proposed. In this paper, we propose a new collection selection approach that takes into consideration the number of documents in a collection that contains terms of the query and the weights of those terms in these documents. We tested our method and our studies show that this technique can compete with other state-of-the-art algorithms that we choose to test the performance of our approach.
Keywords: Distributed information retrieval, relevance, server selection, collection selection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13783080 Development of New Cooling System using Nacelle Duct
Authors: Minho Ha, SeungHeo, Cheolung Cheong, Park K. Y.
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In this paper, a new cooling system using a nacelle duct is proposed for the mechanical room in the household refrigerator. The conventional mechanical room consists of a condenser, a compressor and an axial fan. The axial fan is mainly responsible for cooling the condenser and the compressor. The new cooling system is developed by replacing the axial fan with the nacelle duct including the small centrifugal fan. The parametric study is carried out to find the optimum designs of the nacelle duct in terms of performance and efficiency. Through this study, it is revealed that the new system can reduce the space, electrical power and noise compared with the conventional systemKeywords: Centrifugal Fan, Cooling Fan, Nacelle Duct, Refrigerator
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19183079 Ontology-Based Systemizing of the Science Information Devoted to Waste Utilizing by Methanogenesis
Authors: Ye. Shapovalov, V. Shapovalov, O. Stryzhak, A. Salyuk
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Over the past decades, amount of scientific information has been growing exponentially. It became more complicated to process and systemize this amount of data. The approach to systematization of scientific information on the production of biogas based on the ontological IT platform “T.O.D.O.S.” has been developed. It has been proposed to select semantic characteristics of each work for their further introduction into the IT platform “T.O.D.O.S.”. An ontological graph with a ranking function for previous scientific research and for a system of selection of microorganisms has been worked out. These systems provide high performance of information management of scientific information.
Keywords: Ontology-based analysis, analysis of scientific data, methanogenesys, microorganism hierarchy, T.O.D.O.S.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7343078 Analysis of Different Combining Schemes of Two Amplify-Forward Relay Branches with Individual Links Experiencing Nakagami Fading
Authors: Babu Sena Paul, Ratnajit Bhattacharjee
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Relay based communication has gained considerable importance in the recent years. In this paper we find the end-toend statistics of a two hop non-regenerative relay branch, each hop being Nakagami-m faded. Closed form expressions for the probability density functions of the signal envelope at the output of a selection combiner and a maximal ratio combiner at the destination node are also derived and analytical formulations are verified through computer simulation. These density functions are useful in evaluating the system performance in terms of bit error rate and outage probability.
Keywords: co-operative diversity, diversity combining, maximal ratio combining, selection combining.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16063077 A Hybrid Feature Subset Selection Approach based on SVM and Binary ACO. Application to Industrial Diagnosis
Authors: O. Kadri, M. D. Mouss, L.H. Mouss, F. Merah
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This paper proposes a novel hybrid algorithm for feature selection based on a binary ant colony and SVM. The final subset selection is attained through the elimination of the features that produce noise or, are strictly correlated with other already selected features. Our algorithm can improve classification accuracy with a small and appropriate feature subset. Proposed algorithm is easily implemented and because of use of a simple filter in that, its computational complexity is very low. The performance of the proposed algorithm is evaluated through a real Rotary Cement kiln dataset. The results show that our algorithm outperforms existing algorithms.
Keywords: Binary Ant Colony algorithm, Support VectorMachine, feature selection, classification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16083076 Mathematical Modeling of Machining Parameters in Electrical Discharge Machining of FW4 Welded Steel
Authors: M.R.Shabgard, R.M.Shotorbani
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FW4 is a newly developed hot die material widely used in Forging Dies manufacturing. The right selection of the machining conditions is one of the most important aspects to take into consideration in the Electrical Discharge Machining (EDM) of FW4. In this paper an attempt has been made to develop mathematical models for relating the Material Removal Rate (MRR), Tool Wear Ratio (TWR) and surface roughness (Ra) to machining parameters (current, pulse-on time and voltage). Furthermore, a study was carried out to analyze the effects of machining parameters in respect of listed technological characteristics. The results of analysis of variance (ANOVA) indicate that the proposed mathematical models, can adequately describe the performance within the limits of the factors being studied.Keywords: Electrical Discharge Machining (EDM), linearregression technique, Response Surface Methodology (RSM)
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19173075 Model Predictive Control of Turbocharged Diesel Engine with Exhaust Gas Recirculation
Authors: U. Yavas, M. Gokasan
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Control of diesel engine’s air path has drawn a lot of attention due to its multi input-multi output, closed coupled, non-linear relation. Today, precise control of amount of air to be combusted is a must in order to meet with tight emission limits and performance targets. In this study, passenger car size diesel engine is modeled by AVL Boost RT, and then simulated with standard, industry level PID controllers. Finally, linear model predictive control is designed and simulated. This study shows the importance of modeling and control of diesel engines with flexible algorithm development in computer based systems.Keywords: Predictive control, engine control, engine modeling, PID control, feedforward compensation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18173074 Wet Sliding Wear and Frictional Behavior of Commercially Available Perspex
Authors: S. Reaz Ahmed, M. S. Kaiser
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The tribological behavior of commercially used Perspex was evaluated under dry and wet sliding condition using a pin-on-disc wear tester with different applied loads ranging from 2.5 to 20 N. Experiments were conducted with varying sliding distance from 0.2 km to 4.6 km, wherein the sliding velocity was kept constant, 0.64 ms-1. The results reveal that the weight loss increases with applied load and the sliding distance. The nature of the wear rate was very similar in both the sliding environments in which initially the wear rate increased very rapidly with increasing sliding distance and then progressed to a slower rate. Moreover, the wear rate in wet sliding environment was significantly lower than that under dry sliding condition. The worn surfaces were characterized by optical microscope and SEM. It is found that surface modification has significant effect on sliding wear performance of Perspex.
Keywords: Perspex, wear, friction, SEM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11963073 Building a Hierarchical, Granular Knowledge Cube
Authors: Alexander Denzler, Marcel Wehrle, Andreas Meier
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A knowledge base stores facts and rules about the world that applications can use for the purpose of reasoning. By applying the concept of granular computing to a knowledge base, several advantages emerge. These can be harnessed by applications to improve their capabilities and performance. In this paper, the concept behind such a construct, called a granular knowledge cube, is defined, and its intended use as an instrument that manages to cope with different data types and detect knowledge domains is elaborated. Furthermore, the underlying architecture, consisting of the three layers of the storing, representing, and structuring of knowledge, is described. Finally, benefits as well as challenges of deploying it are listed alongside application types that could profit from having such an enhanced knowledge base.Keywords: Granular computing, granular knowledge, hierarchical structuring, knowledge bases.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23773072 Reducing Stock-out Incidents at a Hospital Using Six Sigma
Authors: Lina Al-Qatawneh, Abdallah Abdallah, Salam Zalloum
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In managing healthcare logistics, cost is not the only factor to be considered. The level of items- criticality used in patient care services plays an important role as well. A stock-out incident of a high critical item could threaten a patient's life. In this paper, the DMAIC (Define-Measure-Analyze-Improve-Control) methodology is used to drive improvement projects based on customer driven critical to quality characteristics at a Jordanian hospital. This paper shows how the application of Six Sigma improves the performance of the case hospital logistics system by reducing the number of stock-out incidents.Keywords: Criticality level, Healthcare, Logistics, and Six Sigma.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 37223071 Microwave Imaging by Application of Information Theory Criteria in MUSIC Algorithm
Authors: M. Pourahmadi
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The performance of time-reversal MUSIC algorithm will be dramatically degrades in presence of strong noise and multiple scattering (i.e. when scatterers are close to each other). This is due to error in determining the number of scatterers. The present paper provides a new approach to alleviate such a problem using an information theoretic criterion referred as minimum description length (MDL). The merits of the novel approach are confirmed by the numerical examples. The results indicate the time-reversal MUSIC yields accurate estimate of the target locations with considerable noise and multiple scattering in the received signals.
Keywords: Microwave imaging, Time reversal, MUSIC algorithm, Minimum Description Length (MDL).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17253070 WDM and OCDMA Systems under MAI Effects: A Comparison Analysis
Authors: Hilal A. Fadhil, Thanaa Hussein Abd, Hamza M. R. Al-Khafaji, S. A. Aljunid
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This paper presents a comparison between Spectrum- Sliced Wavelength Division Multiplexing (SS-WDM) and Spectrum Amplitude Coding Optical Code Division Multiple Access (SAC Optical CDMA) systems for different light sources. The performance of the system is shown in the simulated results of the bit error rate (BER) and the eye diagram of both systems. The comparison results indicate that the Multiple Access Interference (MAI) effects have a significant impact on SS-WDM over SAC Optical CDMA systems. Finally, in terms of spectral efficiency at constant BER of 10-12, SSWDM offers higher spectral efficiency than optical CDMA since no bandwidth expansion in needed.Keywords: WDM, OCDMA, BER, RD code
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23813069 A Novel Frequency Offset Estimation Scheme for OFDM Systems
Authors: Youngpo Lee, Seokho Yoon
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In this paper, we propose a novel frequency offset estimation scheme for orthogonal frequency division multiplexing (OFDM) systems. By correlating the OFDM signals within the coherence phase bandwidth and employing a threshold in the frequency offset estimation process, the proposed scheme is not only robust to the timing offset but also has a reduced complexity compared with that of the conventional scheme. Moreover, a timing offset estimation scheme is also proposed as the next stage of the proposed frequency offset estimation. Numerical results show that the proposed scheme can estimate frequency offset with lower computational complexity and does not require additional memory while maintaining the same level of estimation performance.
Keywords: OFDM, frequency offset estimation, threshold.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22123068 Dynamic Admission Control for Quality of Service in IP Networks
Authors: J. Kasigwa, V. Baryamureeba, D. Williams
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The goal of admission control is to support the Quality of Service demands of real-time applications via resource reservation in IP networks. In this paper we introduce a novel Dynamic Admission Control (DAC) mechanism for IP networks. The DAC dynamically allocates network resources using the previous network pattern for each path and uses the dynamic admission algorithm to improve bandwidth utilization using bandwidth brokers. We evaluate the performance of the proposed mechanism through trace-driven simulation experiments in view point of blocking probability, throughput and normalized utilization.Keywords: Bandwidth broker, dynamic admission control(DAC), IP networks, quality of service, real-time flows.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12943067 Thermo-Exergy Optimization of Gas Turbine Cycle with Two Different Regenerator Designs
Authors: Saria Abed, Tahar Khir, Ammar Ben Brahim
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A thermo-exergy optimization of a gas turbine cycle with two different regenerator designs is established. A comparison was made between the performance of the two regenerators and their roles in improving the cycle efficiencies. The effect of operational parameters (the pressure ratio of the compressor, the ambient temperature, excess of air, geometric parameters of the regenerators, etc.) on thermal efficiencies, the exergy efficiencies, and irreversibilities were studied using thermal balances and quantitative exegetic equilibrium for each component and for the whole system. The results are given graphically by using the EES software, and an appropriate discussion and conclusion was made.
Keywords: Exergy efficiency, gas turbine, heat transfer, irreversibility, optimization, regenerator, thermal efficiency.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10923066 A Martingale Residual Diagnostic for Logistic Regression Model
Authors: Entisar A. Elgmati
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Martingale model diagnostic for assessing the fit of logistic regression model to recurrent events data are studied. One way of assessing the fit is by plotting the empirical standard deviation of the standardized martingale residual processes. Here we used another diagnostic plot based on martingale residual covariance. We investigated the plot performance under several types of model misspecification. Clearly the method has correctly picked up the wrong model. Also we present a test statistic that supplement the inspection of the two diagnostic. The test statistic power agrees with what we have seen in the plots of the estimated martingale covariance.
Keywords: Covariance, logistic model, misspecification, recurrent events.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18793065 Robust Adaptive Vibration Control with Application to a Robot Beam
Authors: J. Fei
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This paper presents the adaptive control scheme with sliding mode compensator for vibration control problem in the presence of disturbance. The dynamic model of the flexible cantilever beam using finite element modeling is derived. The adaptive control with sliding mode compensator using output feedback for output tracking is developed to reject the external disturbance, and to improve the tracking performance. Satisfactory simulation results verify that the effectiveness of adaptive control scheme with sliding mode compensator.Keywords: finite element model, adaptive control, sliding modecontrol, vibration suppression
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14323064 An Address-Oriented Transmit Mechanism for GALS NoC
Authors: Yuanyuan Zhang, Guang Sun, Li Su, Depeng Jin, Lieguang Zeng
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Since Network-on-Chip (NoC) uses network interfaces (NIs) to improve the design productivity, by now, there have been a few papers addressing the design and implementation of a NI module. However, none of them considered the difference of address encoding methods between NoC and the traditional bus-shared architecture. On the basis of this difference, in the paper, we introduce a transmit mechanism to solve such a problem for global asynchronous locally synchronous (GALS) NoC. Furthermore, we give the concrete implementation of the NI module in this transmit mechanism. Finally, we evaluate its performance and area overhead by a VHDL-based cycle-accurate RTL model and simulation results confirm the validity of this address-oriented transmit mechanism.Keywords: Network-on-Chip, Network Interface, Open CoreProtocol, Address.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13463063 Capacity Enhancement in Wireless Networks using Directional Antennas
Authors: Sedat Atmaca, Celal Ceken, Ismail Erturk
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One of the biggest drawbacks of the wireless environment is the limited bandwidth. However, the users sharing this limited bandwidth have been increasing considerably. SDMA technique which entails using directional antennas allows to increase the capacity of a wireless network by separating users in the medium. In this paper, it has been presented how the capacity can be enhanced while the mean delay is reduced by using directional antennas in wireless networks employing TDMA/FDD MAC. Computer modeling and simulation of the wireless system studied are realized using OPNET Modeler. Preliminary simulation results are presented and the performance of the model using directional antennas is evaluated and compared consistently with the one using omnidirectional antennas.Keywords: Directional Antenna, TDMA, SDMA,
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22843062 Volatility Model with Markov Regime Switching to Forecast Baht/USD
Authors: N. Sopipan, A. Intarasit, K. Chuarkham
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In this paper, we forecast the volatility of Baht/USDs using Markov Regime Switching GARCH (MRS-GARCH) models. These models allow volatility to have different dynamics according to unobserved regime variables. The main purpose of this paper is to find out whether MRS-GARCH models are an improvement on the GARCH type models in terms of modeling and forecasting Baht/USD volatility. The MRS-GARCH is the best performance model for Baht/USD volatility in short term but the GARCH model is best perform for long term.
Keywords: Volatility, Markov Regime Switching, Forecasting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1938