Search results for: the linear regression model.
5888 Modeling of Surface Roughness for Flow over a Complex Vegetated Surface
Authors: Wichai Pattanapol, Sarah J. Wakes, Michael J. Hilton, Katharine J.M. Dickinson
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Turbulence modeling of large-scale flow over a vegetated surface is complex. Such problems involve large scale computational domains, while the characteristics of flow near the surface are also involved. In modeling large scale flow, surface roughness including vegetation is generally taken into account by mean of roughness parameters in the modified law of the wall. However, the turbulence structure within the canopy region cannot be captured with this method, another method which applies source/sink terms to model plant drag can be used. These models have been developed and tested intensively but with a simple surface geometry. This paper aims to compare the use of roughness parameter, and additional source/sink terms in modeling the effect of plant drag on wind flow over a complex vegetated surface. The RNG k-ε turbulence model with the non-equilibrium wall function was tested with both cases. In addition, the k-ω turbulence model, which is claimed to be computationally stable, was also investigated with the source/sink terms. All numerical results were compared to the experimental results obtained at the study site Mason Bay, Stewart Island, New Zealand. In the near-surface region, it is found that the results obtained by using the source/sink term are more accurate than those using roughness parameters. The k-ω turbulence model with source/sink term is more appropriate as it is more accurate and more computationally stable than the RNG k-ε turbulence model. At higher region, there is no significant difference amongst the results obtained from all simulations.
Keywords: CFD, canopy flow, surface roughness, turbulence models.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29635887 Analytical Solution of the Boundary Value Problem of Delaminated Doubly-Curved Composite Shells
Authors: András Szekrényes
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Delamination is one of the major failure modes in laminated composite structures. Delamination tips are mostly captured by spatial numerical models in order to predict crack growth. This paper presents some mechanical models of delaminated composite shells based on shallow shell theories. The mechanical fields are based on a third-order displacement field in terms of the through-thickness coordinate of the laminated shell. The undelaminated and delaminated parts are captured by separate models and the continuity and boundary conditions are also formulated in a general way providing a large size boundary value problem. The system of differential equations is solved by the state space method for an elliptic delaminated shell having simply supported edges. The comparison of the proposed and a numerical model indicates that the primary indicator of the model is the deflection, the secondary is the widthwise distribution of the energy release rate. The model is promising and suitable to determine accurately the J-integral distribution along the delamination front. Based on the proposed model it is also possible to develop finite elements which are able to replace the computationally expensive spatial models of delaminated structures.
Keywords: J-integral, Lévy method, third-order shell theory, state space solution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6005886 The Effect of Material Properties and Volumetric Changes in Phase Transformation to the Final Residual Stress of Welding Process
Authors: Djarot B. Darmadi
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The wider growing Finite Element Method (FEM) application is caused by its benefits of cost saving and environment friendly. Also, by using FEM a deep understanding of certain phenomenon can be achieved. This paper observed the role of material properties and volumetric change when Solid State Phase Transformation (SSPT) takes place in residual stress formation due to a welding process of ferritic steels through coupled Thermo- Metallurgy-Mechanical (TMM) analysis. The correctness of FEM residual stress prediction was validated by experiment. From parametric study of the FEM model, it can be concluded that the material properties change tend to over-predicts residual stress in the weld center whilst volumetric change tend to underestimates it. The best final result is the compromise of both by incorporates them in the model which has a better result compared to a model without SSPT.Keywords: Residual stress, ferritic steels, SSPT, coupled-TMM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19805885 RTCoord: A Methodology to Design WSAN Applications
Authors: J. Barbarán, M. Díaz, I. Esteve, D. Garrido, L. Llopis, B. Rubio
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Wireless Sensor and Actor Networks (WSANs) constitute an emerging and pervasive technology that is attracting increasing interest in the research community for a wide range of applications. WSANs have two important requirements: coordination interactions and real-time communication to perform correct and timely actions. This paper introduces a methodology to facilitate the task of the application programmer focusing on the coordination and real-time requirements of WSANs. The methodology proposed in this model uses a real-time component model, UM-RTCOM, which will help us to achieve the design and implementation of applications in WSAN by using the component oriented paradigm. This will help us to develop software components which offer some very interesting features, such as reusability and adaptability which are very suitable for WSANs as they are very dynamic environments with rapidly changing conditions. In addition, a high-level coordination model based on tuple channels (TC-WSAN) is integrated into the methodology by providing a component-based specification of this model in UM-RTCOM; this will allow us to satisfy both sensor-actor and actor-actor coordination requirements in WSANs. Finally, we present in this paper the design and implementation of an application which will help us to show how the methodology can be easily used in order to achieve the development of WSANs applications.Keywords: Sensor networks, real time and embedded systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12985884 Numerical Modeling of Waves and Currents by Using a Hydro-Sedimentary Model
Authors: Mustapha Kamel Mihoubi, Hocine Dahmani
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Over recent years much progress has been achieved in the fields of numerical modeling shoreline processes: waves, currents, waves and current. However, there are still some problems in the existing models to link the on the first, the hydrodynamics of waves and currents and secondly, the sediment transport processes and due to the variability in time, space and interaction and the simultaneous action of wave-current near the shore. This paper is the establishment of a numerical modeling to forecast the sediment transport from development scenarios of harbor structure. It is established on the basis of a numerical simulation of a water-sediment model via a 2D model using a set of codes calculation MIKE 21-DHI software. This is to examine the effect of the sediment transport drivers following the dominant incident wave in the direction to pass input harbor work under different variants planning studies to find the technical and economic limitations to the sediment transport and protection of the harbor structure optimum solution.Keywords: Swell, current, radiation, stress, mesh, MIKE21, sediment.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13515883 Bit Model Based Key Management Scheme for Secure Group Communication
Authors: R. Varalakshmi
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For the last decade, researchers have started to focus their interest on Multicast Group Key Management Framework. The central research challenge is secure and efficient group key distribution. The present paper is based on the Bit model based Secure Multicast Group key distribution scheme using the most popular absolute encoder output type code named Gray Code. The focus is of two folds. The first fold deals with the reduction of computation complexity which is achieved in our scheme by performing fewer multiplication operations during the key updating process. To optimize the number of multiplication operations, an O(1) time algorithm to multiply two N-bit binary numbers which could be used in an N x N bit-model of reconfigurable mesh is used in this proposed work. The second fold aims at reducing the amount of information stored in the Group Center and group members while performing the update operation in the key content. Comparative analysis to illustrate the performance of various key distribution schemes is shown in this paper and it has been observed that this proposed algorithm reduces the computation and storage complexity significantly. Our proposed algorithm is suitable for high performance computing environment.
Keywords: Multicast Group key distribution, Bit model, Integer Multiplications, reconfigurable mesh, optimal algorithm, Gray Code, Computation Complexity, Storage Complexity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19715882 A New Sufficient Conditions of Stability for Discrete Time Non-autonomous Delayed Hopfield Neural Networks
Authors: Adnene Arbi, Chaouki Aouiti, Abderrahmane Touati
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In this paper, we consider the uniform asymptotic stability, global asymptotic stability and global exponential stability of the equilibrium point of discrete Hopfield neural networks with delays. Some new stability criteria for system are derived by using the Lyapunov functional method and the linear matrix inequality approach, for estimating the upper bound of Lyapunov functional derivative.
Keywords: Hopfield neural networks, uniform asymptotic stability, global asymptotic stability, exponential stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19705881 A Novel Approach of Power Transformer Diagnostic Using 3D FEM Parametrical Model
Authors: M. Brandt, A. Peniak, J. Makarovič, P. Rafajdus
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This paper deals with a novel approach of power transformers diagnostics. This approach identifies the exact location and the range of a fault in the transformer and helps to reduce operation costs related to handling of the faulty transformer, its disassembly and repair. The advantage of the approach is a possibility to simulate healthy transformer and also all faults, which can occur in transformer during its operation without its disassembling, which is very expensive in practice. The approach is based on creating frequency dependent impedance of the transformer by sweep frequency response analysis measurements and by 3D FE parametrical modeling of the fault in the transformer. The parameters of the 3D FE model are the position and the range of the axial short circuit. Then, by comparing the frequency dependent impedances of the parametrical models with the measured ones, the location and the range of the fault is identified. The approach was tested on a real transformer and showed high coincidence between the real fault and the simulated one.
Keywords: Fault, finite element method, parametrical model of transformer, sweep frequency response analysis, transformer.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20295880 The Origin, Diffusion and a Comparison of Ordinary Differential Equations Numerical Solutions Used by SIR Model in Order to Predict SARS-CoV-2 in Nordic Countries
Authors: Gleda Kutrolli, Maksi Kutrolli, Etjon Meco
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SARS-CoV-2 virus is currently one of the most infectious pathogens for humans. It started in China at the end of 2019 and now it is spread in all over the world. The origin and diffusion of the SARS-CoV-2 epidemic, is analysed based on the discussion of viral phylogeny theory. With the aim of understanding the spread of infection in the affected countries, it is crucial to modelize the spread of the virus and simulate its activity. In this paper, the prediction of coronavirus outbreak is done by using SIR model without vital dynamics, applying different numerical technique solving ordinary differential equations (ODEs). We find out that ABM and MRT methods perform better than other techniques and that the activity of the virus will decrease in April but it never cease (for some time the activity will remain low) and the next cycle will start in the middle July 2020 for Norway and Denmark, and October 2020 for Sweden, and September for Finland.Keywords: Forecasting, ordinary differential equations, SARS-CoV-2 epidemic, SIR model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5585879 Development of 3D Laser Scanner for Robot Navigation
Authors: A. Emre Ozturk, Ergun Ercelebi
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Autonomous robotic systems need an equipment like a human eye for their movement. In this study a 3D laser scanner has been designed and implemented for those autonomous robotic systems. In general 3D laser scanners are using 2 dimension laser range finders that are moving on one-axis (1D) to generate the model. In this study, the model has been obtained by a one-dimensional laser range finder that is moving in two –axis (2D) and because of this the laser scanner has been produced cheaper.
Keywords: 3D Laser Scanner, embedded systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24305878 Improving the Performance of Proxy Server by Using Data Mining Technique
Authors: P. Jomsri
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Currently, web usage make a huge data from a lot of user attention. In general, proxy server is a system to support web usage from user and can manage system by using hit rates. This research tries to improve hit rates in proxy system by applying data mining technique. The data set are collected from proxy servers in the university and are investigated relationship based on several features. The model is used to predict the future access websites. Association rule technique is applied to get the relation among Date, Time, Main Group web, Sub Group web, and Domain name for created model. The results showed that this technique can predict web content for the next day, moreover the future accesses of websites increased from 38.15% to 85.57 %. This model can predict web page access which tends to increase the efficient of proxy servers as a result. In additional, the performance of internet access will be improved and help to reduce traffic in networks.
Keywords: Association rule, proxy server, data mining.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30625877 Nonlinearity and Spectrum Analysis of Drill Strings with Component Mass Unbalance
Authors: F. Abdul Majeed, H. Karki, Y. Abdel Magid, M. Karkoub
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This paper analyses the non linear properties exhibited by a drill string system under various un balanced mass conditions. The drill string is affected by continuous friction in the form of drill bit and well bore hole interactions. This paper proves the origin of limit cycling and increase of non linearity with increase in speed of the drilling in the presence of friction. The spectrum of the frequency response is also studied to detect the presence of vibration abnormalities arising during the drilling process.Keywords: Drill strings, Nonlinear, Spectrum analysis, Unbalanced mass
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17255876 User Acceptance of Educational Games: A Revised Unified Theory of Acceptance and Use of Technology (UTAUT)
Authors: Roslina Ibrahim, Azizah Jaafar
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Educational games (EG) seem to have lots of potential due to digital games popularity and preferences of our younger generations of learners. However, most studies focus on game design and its effectiveness while little has been known about the factors that can affect users to accept or to reject EG for their learning. User acceptance research try to understand the determinants of information systems (IS) adoption among users by investigating both systems factors and users factors. Upon the lack of knowledge on acceptance factors for educational games, we seek to understand the issue. This study proposed a model of acceptance factors based on Unified Theory of Acceptance and Use of Technology (UTAUT). We use original model (performance expectancy, effort expectancy and social influence) together with two new determinants (learning opportunities and enjoyment). We will also investigate the effect of gender and gaming experience that moderate the proposed factors.
Keywords: educational games, games acceptance, user acceptance model, UTAUT
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 37085875 Performance Evaluation of Al Jame’ Roundabout Using SIDRA
Authors: D. Muley, H. S. Al-Mandhari
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This paper evaluates the performance of a multi-lane four legged modern roundabout operating in Muscat using SIDRA model. The performance measures include Degree of Saturation (DOS), average delay, and queue lengths. The geometric and traffic data were used for model preparation. Gap acceptance parameters, critical gap and follow up headway, were used for calibration of SIDRA model. The results from the analysis showed that currently the roundabout is experiencing delays up to 610 seconds per vehicle with DOS 1.67 during peak hour. Further, sensitivity analysis for general and roundabout parameters was performed, amongst lane width, cruise speed, inscribed diameter, entry radius and entry angle showed that inscribed diameter is most crucial factor affecting delay and DOS. Up gradation of roundabout to fully signalized junction was found as the suitable solution which will serve for future years with LOS C for design year having DOS of 0.9 with average control delay of 51.9 seconds per vehicle.
Keywords: Performance analysis, roundabout, sensitivity analysis, SIDRA.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 33065874 Neuro-Fuzzy Network Based On Extended Kalman Filtering for Financial Time Series
Authors: Chokri Slim
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The neural network's performance can be measured by efficiency and accuracy. The major disadvantages of neural network approach are that the generalization capability of neural networks is often significantly low, and it may take a very long time to tune the weights in the net to generate an accurate model for a highly complex and nonlinear systems. This paper presents a novel Neuro-fuzzy architecture based on Extended Kalman filter. To test the performance and applicability of the proposed neuro-fuzzy model, simulation study of nonlinear complex dynamic system is carried out. The proposed method can be applied to an on-line incremental adaptive learning for the prediction of financial time series. A benchmark case studie is used to demonstrate that the proposed model is a superior neuro-fuzzy modeling technique.
Keywords: Neuro-fuzzy, Extended Kalman filter, nonlinear systems, financial time series.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20135873 Detection of Diabetic Symptoms in Retina Images Using Analog Algorithms
Authors: Daniela Matei, Radu Matei
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In this paper a class of analog algorithms based on the concept of Cellular Neural Network (CNN) is applied in some processing operations of some important medical images, namely retina images, for detecting various symptoms connected with diabetic retinopathy. Some specific processing tasks like morphological operations, linear filtering and thresholding are proposed, the corresponding template values are given and simulations on real retina images are provided.Keywords: Diabetic retinopathy, pathology detection, cellular neural networks, analog algorithms.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20795872 View-Point Insensitive Human Pose Recognition using Neural Network
Authors: Sanghyeok Oh, Yunli Lee, Kwangjin Hong, Kirak Kim, Keechul Jung
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This paper proposes view-point insensitive human pose recognition system using neural network. Recognition system consists of silhouette image capturing module, data driven database, and neural network. The advantages of our system are first, it is possible to capture multiple view-point silhouette images of 3D human model automatically. This automatic capture module is helpful to reduce time consuming task of database construction. Second, we develop huge feature database to offer view-point insensitivity at pose recognition. Third, we use neural network to recognize human pose from multiple-view because every pose from each model have similar feature patterns, even though each model has different appearance and view-point. To construct database, we need to create 3D human model using 3D manipulate tools. Contour shape is used to convert silhouette image to feature vector of 12 degree. This extraction task is processed semi-automatically, which benefits in that capturing images and converting to silhouette images from the real capturing environment is needless. We demonstrate the effectiveness of our approach with experiments on virtual environment.Keywords: Computer vision, neural network, pose recognition, view-point insensitive.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13285871 Mathematical Modelling of Venturi Scrubber for Ammonia Absorption
Authors: S.Mousavian, D.Ashouri, M.abdolahi, M.H.Vakili, Y.Rahnama
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In this study, the dispersed model is used to predict gas phase concentration, liquid drop concentration. The venturi scrubber efficiency is calculated by gas phase concentration. The modified model has been validated with available experimental data of Johnstone, Field and Tasler for a range of throat gas velocities, liquid to gas ratios and particle diameters and is used to study the effect of some design parameters on collection efficiency.Keywords: Ammonia, Modelling, Purge gas, Removal efficiency, Venturi scrubber
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24735870 Improvement of Load Carrying Capacity of an RCC T-Beam Bridge Longitudinal Girder by Replacing Steel Bars with SMA Bars
Authors: N. K. Paul, S. Saha
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An innovative three dimensional finite element model has beed developed and tested under two point loading system to examine the structural behavior of the longitudinal reinforced concrete Tee-beam bridge girder, reinforcing with steel and shape memory alloy bars respectively. 25% of steel bars are replaced with superelastic Shape Memory Alloy bars in this study. Finite element analysis is performed using ANSYS 11.0 program. Experimentally a model of steel reinforced girder has been casted and its load deflection responses are checked with ANSYS analysis. A comparison of load carrying capacity for the model between steel RC girder and the girder combined reinforcement with SMA and steel are also performed.
Keywords: Shape memory alloy, bridge girder, ANSYS, load-deflection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8885869 Utilizing Biological Models to Determine the Recruitment of the Irish Republican Army
Authors: Erika Ann Schaub, Christian J Darken
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Sociological models (e.g., social network analysis, small-group dynamic and gang models) have historically been used to predict the behavior of terrorist groups. However, they may not be the most appropriate method for understanding the behavior of terrorist organizations because the models were not initially intended to incorporate violent behavior of its subjects. Rather, models that incorporate life and death competition between subjects, i.e., models utilized by scientists to examine the behavior of wildlife populations, may provide a more accurate analysis. This paper suggests the use of biological models to attain a more robust method for understanding the behavior of terrorist organizations as compared to traditional methods. This study also describes how a biological population model incorporating predator-prey behavior factors can predict terrorist organizational recruitment behavior for the purpose of understanding the factors that govern the growth and decline of terrorist organizations. The Lotka-Volterra, a biological model that is based on a predator-prey relationship, is applied to a highly suggestive case study, that of the Irish Republican Army. This case study illuminates how a biological model can be utilized to understand the actions of a terrorist organization.
Keywords: Biological Models, Lotka-Volterra Predator-Prey Model, Terrorist Organizational Behavior, Terrorist Recruitment.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15245868 JaCoText: A Pretrained Model for Java Code-Text Generation
Authors: Jessica Lòpez Espejel, Mahaman Sanoussi Yahaya Alassan, Walid Dahhane, El Hassane Ettifouri
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Pretrained transformer-based models have shown high performance in natural language generation task. However, a new wave of interest has surged: automatic programming language generation. This task consists of translating natural language instructions to a programming code. Despite the fact that well-known pretrained models on language generation have achieved good performance in learning programming languages, effort is still needed in automatic code generation. In this paper, we introduce JaCoText, a model based on Transformers neural network. It aims to generate java source code from natural language text. JaCoText leverages advantages of both natural language and code generation models. More specifically, we study some findings from the state of the art and use them to (1) initialize our model from powerful pretrained models, (2) explore additional pretraining on our java dataset, (3) carry out experiments combining the unimodal and bimodal data in the training, and (4) scale the input and output length during the fine-tuning of the model. Conducted experiments on CONCODE dataset show that JaCoText achieves new state-of-the-art results.
Keywords: Java code generation, Natural Language Processing, Sequence-to-sequence Models, Transformers Neural Networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8575867 Knowledge and Eating Behavior of Teenage Pregnancy
Authors: Udomporn Yingpaisuk, Premwadee Karuhadej
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The purposed of this research was to study the eating habit of teenage pregnancy and its relationship to the knowledge of nutrition during pregnancy. The 100 samples were derived from simple random sampling technique of the teenage pregnancy in Bangkae District. The questionnaire was used to collect data with the reliability of 0.8. The data were analyzed by SPSS for Windows with multiple regression technique. Percentage, mean and the relationship of knowledge of eating and eating behavior were obtained. The research results revealed that their knowledge in nutrition was at the average of 4.07 and their eating habit that they mentioned most was to refrain from alcohol and caffeine at 82% and the knowledge in nutrition influenced their eating habits at 54% with the statistically significant level of 0.001.Keywords: Teenage pregnancy, knowledge of nutrition, eating habit.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14925866 Role of Biorefining and Biomass Utilization in Environmental Control
Authors: Subir Kundu, Sukhendra Singh, Sumedha Ojha, Kanika Kundu
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The continuous decline of petroleum and natural gas reserves and non linear rise of oil price has brought about a realisation of the need for a change in our perpetual dependence on the fossil fuel. A day to day increased consumption of crude and petroleum products has made a considerable impact on our foreign exchange reserves. Hence, an alternate resource for the conversion of energy (both liquid and gas) is essential for the substitution of conventional fuels. Biomass is the alternate solution for the present scenario. Biomass can be converted into both liquid as well as gaseous fuels and other feedstocks for the industries.
Keywords: Bioenergy, Biomass conversion, Biorefining, Efficient utilisation of night soil.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19365865 Post ERP Feral System and use of ‘Feral System as Coping Mechanism
Authors: Tajul Urus, S., Molla, A., Teoh, S.Y.
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A number of studies highlighted problems related to ERP systems, yet, most of these studies focus on the problems during the project and implementation stages but not during the postimplementation use process. Problems encountered in the process of using ERP would hinder the effective exploitation and the extended and continued use of ERP systems and their value to organisations. This paper investigates the different types of problems users (operational, supervisory and managerial) faced in using ERP and how 'feral system' is used as the coping mechanism. The paper adopts a qualitative method and uses data collected from two cases and 26 interviews, to inductively develop a casual network model of ERP usage problem and its coping mechanism. This model classified post ERP usage problems as data quality, system quality, interface and infrastructure. The model is also categorised the different coping mechanism through use of 'feral system' inclusive of feral information system, feral data and feral use of technology.Keywords: Case Studies, Coping Mechanism, Post Implementation ERP system, Usage Problem
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15105864 Study of a BVAR(p) Process Applied to U.S. Commodity Market Data
Authors: Jan Sindelar
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The paper presents an applied study of a multivariate AR(p) process fitted to daily data from U.S. commodity futures markets with the use of Bayesian statistics. In the first part a detailed description of the methods used is given. In the second part two BVAR models are chosen one with assumption of lognormal, the second with normal distribution of prices conditioned on the parameters. For a comparison two simple benchmark models are chosen that are commonly used in todays Financial Mathematics. The article compares the quality of predictions of all the models, tries to find an adequate rate of forgetting of information and questions the validity of Efficient Market Hypothesis in the semi-strong form.
Keywords: Vector auto-regression, forecasting, financial, Bayesian, efficient markets.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11985863 A Framework for Early Differential Diagnosis of Tropical Confusable Diseases Using the Fuzzy Cognitive Map Engine
Authors: Faith-Michael E. Uzoka, Boluwaji A. Akinnuwesi, Taiwo Amoo, Flora Aladi, Stephen Fashoto, Moses Olaniyan, Joseph Osuji
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The overarching aim of this study is to develop a soft-computing system for the differential diagnosis of tropical diseases. These conditions are of concern to health bodies, physicians, and the community at large because of their mortality rates, and difficulties in early diagnosis due to the fact that they present with symptoms that overlap, and thus become ‘confusable’. We report on the first phase of our study, which focuses on the development of a fuzzy cognitive map model for early differential diagnosis of tropical diseases. We used malaria as a case disease to show the effectiveness of the FCM technology as an aid to the medical practitioner in the diagnosis of tropical diseases. Our model takes cognizance of manifested symptoms and other non-clinical factors that could contribute to symptoms manifestations. Our model showed 85% accuracy in diagnosis, as against the physicians’ initial hypothesis, which stood at 55% accuracy. It is expected that the next stage of our study will provide a multi-disease, multi-symptom model that also improves efficiency by utilizing a decision support filter that works on an algorithm, which mimics the physician’s diagnosis process.
Keywords: Medical diagnosis, tropical diseases, fuzzy cognitive map, decision support filters, malaria differential diagnosis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20995862 Thermodynamic, Structural and Transport Properties of Molten Copper-Thallium Alloys
Authors: D. Adhikari, R. P. Koirala, B.P. Singh
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A self-association model has been used to understand the concentration dependence of free energy of mixing (GM), heat of mixing (HM), entropy of mixing (SM), activity (a) and microscopic structures, such as concentration fluctuation in long wavelength limit (Scc(0)) and Warren-Cowley short range order parameter ( 1 α )for Cu- Tl molten alloys at 1573K. A comparative study of surface tension of the alloys in the liquid state at that temperature has also been carried out theoretically as function of composition in the light of Butler-s model, Prasad-s model and quasi-chemical approach. Most of the computed thermodynamic properties have been found in agreement with the experimental values. The analysis reveals that the Cu-Tl molten alloys at 1573K represent a segregating system at all concentrations with moderate interaction. Surface tensions computed from different approaches have been found to be comparable to each other showing increment with the composition of copper.Keywords: Concentration fluctuations, surface tension, thermodynamic properties, Quasi-chemical approximation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21645861 Effect of Infills in Influencing the Dynamic Responses of Multistoried Structures
Authors: E. Rahmathulla Noufal
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Investigating the dynamic responses of high rise structures under the effect of siesmic ground motion is extremely important for the proper analysis and design of multitoried structures. Since the presence of infilled walls strongly influences the behaviour of frame systems in multistoried buildings, there is an increased need for developing guidelines for the analysis and design of infilled frames under the effect of dynamic loads for safe and proper design of buildings. In this manuscript, we evaluate the natural frequencies and natural periods of single bay single storey frames considering the effect of infill walls by using the Eigen value analysis and validating with SAP 2000 (free vibration analysis). Various parameters obtained from the diagonal strut model followed for the free vibration analysis is then compared with the Finite Element model, where infill is modeled as shell elements (four noded). We also evaluated the effect of various parameters on the natural periods of vibration obtained by free vibration analysis in SAP 2000 comparing them with those obtained by the empirical expressions presented in I.S. 1893(Part I)- 2002.Keywords: Infilled frame, eigen value analysis, free vibration analysis, diagonal strut model, finite element model, SAP 2000, natural period.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17175860 New Data Reuse Adaptive Filters with Noise Constraint
Authors: Young-Seok Choi
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We present a new framework of the data-reusing (DR) adaptive algorithms by incorporating a constraint on noise, referred to as a noise constraint. The motivation behind this work is that the use of the statistical knowledge of the channel noise can contribute toward improving the convergence performance of an adaptive filter in identifying a noisy linear finite impulse response (FIR) channel. By incorporating the noise constraint into the cost function of the DR adaptive algorithms, the noise constrained DR (NC-DR) adaptive algorithms are derived. Experimental results clearly indicate their superior performance over the conventional DR ones.Keywords: Adaptive filter, data-reusing, least-mean square (LMS), affine projection (AP), noise constraint.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16275859 Approximate Solution of Nonlinear Fredholm Integral Equations of the First Kind via Converting to Optimization Problems
Authors: Akbar H. Borzabadi, Omid S. Fard
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In this paper we introduce an approach via optimization methods to find approximate solutions for nonlinear Fredholm integral equations of the first kind. To this purpose, we consider two stages of approximation. First we convert the integral equation to a moment problem and then we modify the new problem to two classes of optimization problems, non-constraint optimization problems and optimal control problems. Finally numerical examples is proposed.Keywords: Fredholm integral equation, Optimization method, Optimal control, Nonlinear and linear programming
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1774