Search results for: ARMA modelling.

Authors: M. T. Sichani, B. J. Pedersen, S. R. K. Nielsen

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Turbulence of the incoming wind field is of paramount importance to the dynamic response of civil engineering structures. Hence reliable stochastic models of the turbulence should be available from which time series can be generated for dynamic response and structural safety analysis. In the paper an empirical cross spectral density function for the along-wind turbulence component over the wind field area is taken as the starting point. The spectrum is spatially discretized in terms of a Hermitian cross-spectral density matrix for the turbulence state vector which turns out not to be positive definite. Since the succeeding state space and ARMA modelling of the turbulence rely on the positive definiteness of the cross-spectral density matrix, the problem with the non-positive definiteness of such matrices is at first addressed and suitable treatments regarding it are proposed. From the adjusted positive definite cross-spectral density matrix a frequency response matrix is constructed which determines the turbulence vector as a linear filtration of Gaussian white noise. Finally, an accurate state space modelling method is proposed which allows selection of an appropriate model order, and estimation of a state space model for the vector turbulence process incorporating its phase spectrum in one stage, and its results are compared with a conventional ARMA modelling method.

Keywords: Turbulence, wind turbine, complex coherence, state space modelling, ARMA modelling.

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Authors: J. P. Dubois

Abstract:

This paper reports the feasibility of the ARMA model to describe a bursty video source transmitting over a AAL5 ATM link (VBR traffic). The traffic represents the activity of the action movie "Lethal Weapon 3" transmitted over the ATM network using the Fore System AVA-200 ATM video codec with a peak rate of 100 Mbps and a frame rate of 25. The model parameters were estimated for a single video source and independently multiplexed video sources. It was found that the model ARMA (2, 4) is well-suited for the real data in terms of average rate traffic profile, probability density function, autocorrelation function, burstiness measure, and the pole-zero distribution of the filter model.

Keywords: ARMA, ATM networks, burstiness, multimediatraffic, VBR video.

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Authors: Abiodun M. Aibinu, Momoh J. E. Salami, Amir A. Shafie, Athaur Rahman Najeeb

Abstract:

Autoregressive Moving average (ARMA) is a parametric based method of signal representation. It is suitable for problems in which the signal can be modeled by explicit known source functions with a few adjustable parameters. Various methods have been suggested for the coefficients determination among which are Prony, Pade, Autocorrelation, Covariance and most recently, the use of Artificial Neural Network technique. In this paper, the method of using Artificial Neural network (ANN) technique is compared with some known and widely acceptable techniques. The comparisons is entirely based on the value of the coefficients obtained. Result obtained shows that the use of ANN also gives accurate in computing the coefficients of an ARMA system.

Keywords: Autoregressive moving average, coefficients, back propagation, model parameters, neural network, weight.

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Authors: Abiodun M. Aibinu, Momoh J. E. Salami, Amir A. Shafie, Athaur Rahman Najeeb

Abstract:

In this paper, novel techniques in increasing the accuracy and speed of convergence of a Feed forward Back propagation Artificial Neural Network (FFBPNN) with polynomial activation function reported in literature is presented. These technique was subsequently used to determine the coefficients of Autoregressive Moving Average (ARMA) and Autoregressive (AR) system. The results obtained by introducing sequential and batch method of weight initialization, batch method of weight and coefficient update, adaptive momentum and learning rate technique gives more accurate result and significant reduction in convergence time when compared t the traditional method of back propagation algorithm, thereby making FFBPNN an appropriate technique for online ARMA coefficient determination.

Keywords: Adaptive Learning rate, Adaptive momentum, Autoregressive, Modeling, Neural Network.

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Authors: Lorenzo Daghini, Andreas Archenti, Cornel Mihai Nicolescu

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This paper introduces a novel design for boring bar with enhanced damping capability. The principle followed in the design phase was to enhance the damping capability minimizing the loss in static stiffness through implementation of composite material interfaces. The newly designed tool has been compared to a conventional tool. The evaluation criteria were the dynamic characteristics, frequency and damping ratio, of the machining system, as well as the surface roughness of the machined workpieces. The use of composite material in the design of damped tool has been demonstrated effective. Furthermore, the autoregressive moving average (ARMA) models presented in this paper take into consideration the interaction between the elastic structure of the machine tool and the cutting process and can therefore be used to characterize the machining system in operational conditions.

Keywords: ARMA, cutting stability, damped tool, machining.

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Authors: Fatih Tosunoğlu, İbrahim Can

Abstract:

The flow duration curve (FDC) is an informative method that represents the flow regime’s properties for a river basin. Therefore, the FDC is widely used for water resource projects such as hydropower, water supply, irrigation and water quality management. The primary purpose of this study is to obtain synthetic daily flow duration curves for Çoruh Basin, Turkey. For this aim, we firstly developed univariate auto-regressive moving average (ARMA) models for daily flows of 9 stations located in Çoruh basin and then these models were used to generate 100 synthetic flow series each having same size as historical series. Secondly, flow duration curves of each synthetic series were drawn and the flow values exceeded 10, 50 and 95% of the time and 95% confidence limit of these flows were calculated. As a result, flood, mean and low flows potential of Çoruh basin will comprehensively be represented.

Keywords: ARMA models, Çoruh basin, flow duration curve, Turkey.

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Authors: Ivo Jánský, Milan Rippel

Abstract:

The paper evaluates several hundred one-day-ahead VaR forecasting models in the time period between the years 2004 and 2009 on data from six world stock indices - DJI, GSPC, IXIC, FTSE, GDAXI and N225. The models model mean using the ARMA processes with up to two lags and variance with one of GARCH, EGARCH or TARCH processes with up to two lags. The models are estimated on the data from the in-sample period and their forecasting accuracy is evaluated on the out-of-sample data, which are more volatile. The main aim of the paper is to test whether a model estimated on data with lower volatility can be used in periods with higher volatility. The evaluation is based on the conditional coverage test and is performed on each stock index separately. The primary result of the paper is that the volatility is best modelled using a GARCH process and that an ARMA process pattern cannot be found in analyzed time series.

Keywords: VaR, risk analysis, conditional volatility, garch, egarch, tarch, moving average process, autoregressive process

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Authors: B. A. Gobin, R. K. Subramanian

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Knowledge modelling, a main activity for the development of Knowledge Based Systems, have no set standards and are mostly done in an ad hoc way. There is a lack of support for the transition from abstract level to implementation. In this paper, a methodology for the development of the knowledge model, which is inspired by both Software and Knowledge Engineering, is proposed. Use of UML which is the de-facto standard for modelling in the software engineering arena is explored for knowledge modelling. The methodology proposed, is used to develop a knowledge model of a knowledge based system for recommending suitable hotels for tourists visiting Mauritius.

Keywords: Domain Modelling, Knowledge Based Systems, Knowledge Modelling, UML.

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Authors: Raida El Mansouri, Elhillali Kerkouche, Allaoua Chaoui

Abstract:

The Petri net tool INA is a well known tool by the Petri net community. However, it lacks a graphical environment to cerate and analyse INA models. Building a modelling tool for the design and analysis from scratch (for INA tool for example) is generally a prohibitive task. Meta-Modelling approach is useful to deal with such problems since it allows the modelling of the formalisms themselves. In this paper, we propose an approach based on the combined use of Meta-modelling and Graph Grammars to automatically generate a visual modelling tool for INA for analysis purposes. In our approach, the UML Class diagram formalism is used to define a meta-model of INA models. The meta-modelling tool ATOM3 is used to generate a visual modelling tool according to the proposed INA meta-model. We have also proposed a graph grammar to automatically generate INA description of the graphically specified Petri net models. This allows the user to avoid the errors when this description is done manually. Then the INA tool is used to perform the simulation and the analysis of the resulted INA description. Our environment is illustrated through an example.

Keywords: INA, Meta-modelling, Graph Grammars, AToM3, Automatic Code Generation.

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Authors: Adesoji T. Jaiyeola, Josiah Adeyemo

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This paper presents an extensive review of literature relevant to the modelling techniques adopted in sediment yield and hydrological modelling. Several studies relating to sediment yield are discussed. Many research areas of sedimentation in rivers, runoff and reservoirs are presented. Different types of hydrological models, different methods employed in selecting appropriate models for different case studies are analysed. Applications of evolutionary algorithms and artificial intelligence techniques are discussed and compared especially in water resources management and modelling. This review concentrates on Genetic Programming (GP) and fully discusses its theories and applications. The successful applications of GP as a soft computing technique were reviewed in sediment modelling. Some fundamental issues such as benchmark, generalization ability, bloat, over-fitting and other open issues relating to the working principles of GP are highlighted. This paper concludes with the identification of some research gaps in hydrological modelling and sediment yield.

Keywords: Artificial intelligence, evolutionary algorithm, genetic programming, sediment yield.

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Authors: Csaba Tóth, Éva Lakatos, László Pethő, Seoyoung Cho

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The temperature effect on asphalt pavement structure is a crucial factor at the design stage. In this paper, by applying the German guidelines for temperature along the asphalt depth is estimated. The aim is to consider temperature profiles in different seasons in numerical modelling. The model is built with an elastic and isotropic solid element with 19 subdivisions of asphalt layers to reflect the temperature variation. Comparison with the simple three-layer pavement system (asphalt layers, base, and subgrade layers) will be followed to see the difference in result without temperature variation along with the depth. Finally, the fatigue life calculation was checked to prove the validity of the methodology of considering the temperature in the numerical modelling.

Keywords: Temperature profile, flexible pavement modelling, finite element method, temperature modelling.

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Authors: Yusuf S. Dambatta, Ahmed A. D. Sarhan

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Fused deposition modelling (FDM) is one of the most prominent rapid prototyping (RP) technologies which is being used to efficiently fabricate CAD 3D geometric models. However, the process is coupled with many drawbacks, of which the surface quality of the manufactured RP parts is among. Hence, studies relating to improving the surface roughness have been a key issue in the field of RP research. In this work, a technique of modelling the surface roughness in FDM is presented. Using experimentally measured surface roughness response of the FDM parts, an ANFIS prediction model was developed to obtain the surface roughness in the FDM parts using the main critical process parameters that affects the surface quality. The ANFIS model was validated and compared with experimental test results.

Keywords: Surface roughness, fused deposition modelling, adaptive neuro fuzzy inference system, ANFIS, orientation.

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Authors: Oluwaseun K. Oyebode, Josiah A. Adeyemo

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Hydrological modelling plays a crucial role in the planning and management of water resources, most especially in water stressed regions where the need to effectively manage the available water resources is of critical importance. However, due to the complex, nonlinear and dynamic behaviour of hydro-climatic interactions, achieving reliable modelling of water resource systems and accurate projection of hydrological parameters are extremely challenging. Although a significant number of modelling techniques (process-based and data-driven) have been developed and adopted in that regard, the field of hydrological modelling is still considered as one that has sluggishly progressed over the past decades. This is majorly as a result of the identification of some degree of uncertainty in the methodologies and results of techniques adopted. In recent times, evolutionary computation (EC) techniques have been developed and introduced in response to the search for efficient and reliable means of providing accurate solutions to hydrological related problems. This paper presents a comprehensive review of the underlying principles, methodological needs and applications of a promising evolutionary computation modelling technique – genetic programming (GP). It examines the specific characteristics of the technique which makes it suitable to solving hydrological modelling problems. It discusses the opportunities inherent in the application of GP in water related-studies such as rainfall estimation, rainfall-runoff modelling, streamflow forecasting, sediment transport modelling, water quality modelling and groundwater modelling among others. Furthermore, the means by which such opportunities could be harnessed in the near future are discussed. In all, a case for total embracement of GP and its variants in hydrological modelling studies is made so as to put in place strategies that would translate into achieving meaningful progress as it relates to modelling of water resource systems, and also positively influence decision-making by relevant stakeholders.

Keywords: Computational modelling, evolutionary algorithms, genetic programming, hydrological modelling.

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Authors: D. D. Vaziri, D. DeOliveira

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This article concerns with the accessibility of Business process modelling tools (BPMo tools) and business process modelling languages (BPMo languages). Therefore the reader will be introduced to business process management and the authors' motivation behind this inquiry. Afterwards, the paper will reflect problems when applying inaccessible BPMo tools. To illustrate these problems the authors distinguish between two different categories of issues and provide practical examples. Finally the article will present three approaches to improve the accessibility of BPMo tools and BPMo languages.

Keywords: Accessibility, Business Process Management, BPM, Event Process Chains, Modelling Languages

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Authors: Vishnu S. Prasad, Preeti Aghalayam

Abstract:

The major harmful automobile exhausts are nitric oxide (NO) and unburned hydrocarbon (HC). Reduction of NO using unburned fuel HC as a reductant is the technique used in hydrocarbon-selective catalytic reduction (HC-SCR). In this work, we study the microkinetic modelling of NO reduction using propene as a reductant on Pt catalysts. The selectivity of NO reduction to N₂O is detected in some ranges of operating conditions, whereas the effect of inlet O₂% causes a number of changes in the feasible regimes of operation.

Keywords: Microkinetic modelling, NOx, Pt on alumina catalysts, selective catalytic reduction.

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Authors: Felix Baumann, Aleksandar Milutinovic, Dieter Roller

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Up to this point business process management projects in general and business process modelling projects in particular could not rely on a practical and scientifically validated method to estimate cost and effort. Especially the model development phase is not covered by a cost estimation method or model. Further phases of business process modelling starting with implementation are covered by initial solutions which are discussed in the literature. This article proposes a method of filling this gap by deriving a cost estimation method from available methods in similar domains namely software development or software engineering. Software development is regarded as closely similar to process modelling as we show. After the proposition of this method different ideas for further analysis and validation of the method are proposed. We derive this method from COCOMO II and Function Point which are established methods of effort estimation in the domain of software development. For this we lay out similarities of the software development process and the process of process modelling which is a phase of the Business Process Management life-cycle.

Keywords: Cost Estimation, Effort Estimation, Process Modelling, Business Process Management, COCOMO.

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Authors: Emmanuel O.O. Ojakominor, Tian F. Lai

Abstract:

A handful of propagation textbooks that discuss radio frequency (RF) propagation models merely list out the models and perhaps discuss them rather briefly; this may well be frustrating for the potential first time modeller who's got no idea on how these models could have been derived. This paper fundamentally provides an overture in modelling the radio channel. Explicitly, for the modelling practice discussed here, signal strength field measurements had to be conducted beforehand (this was done at 469 MHz); to be precise, this paper primarily concerns empirically/statistically modelling the radio channel, and thus provides results obtained from empirically modelling the environments in question. This paper, on the whole, proposes three propagation models, corresponding to three experimented environments. Perceptibly, the models have been derived by way of making the most use of statistical measures. Generally speaking, the first two models were derived via simple linear regression analysis, whereas the third have been originated using multiple regression analysis (with five various predictors). Additionally, as implied by the title of this paper, both indoor and outdoor environments have been experimented; however, (somewhat) two of the environments are neither entirely indoor nor entirely outdoor. The other environment, however, is completely indoor.

Keywords: RF propagation, radio channel modelling, statistical methods.

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Authors: A. Bumbová, J. Kellner, J. Navrátil, D. Pluskal, M. Kozubková, E. Kozubek

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The paper deals with the possibilities of modelling vapour propagation of explosive substances in the FLUENT software. With regard to very low tensions of explosive substance vapours the experiment has been verified as exemplified by mononitrotoluene. Either constant or time variable meteorological conditions have been used for calculation. Further, it has been verified that the eluent source may be time-dependent and may reflect a real situation or the liberation rate may be constant. The execution of the experiment as well as evaluation were clear and it could also be used for modelling vapour and aerosol propagation of selected explosive substances in the atmospheric boundary layer.

Keywords: atmospheric boundary layer, explosive substances, FLUENT software, modelling of propagation

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Authors: Ruibiao J. Guo, Brad Cain, Pierre Meunier

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The Integrated Performance Modelling Environment (IPME) is a powerful simulation engine for task simulation and performance analysis. However, it has no high level cognition such as memory and reasoning for complex simulation. This article introduces a knowledge representation and reasoning scheme that can accommodate uncertainty in simulations of military personnel with IPME. This approach demonstrates how advanced reasoning models that support similarity-based associative process, rule-based abstract process, multiple reasoning methods and real-time interaction can be integrated with conventional task network modelling to provide greater functionality and flexibility when modelling operator performance.

Keywords: Computer-Generated Forces, Human Behaviour Representation, IPME, Modelling and Simulation, Uncertainty Reasoning

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Authors: A. Youseef, F. Liu

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The existing information system (IS) developments methods are not met the requirements to resolve the security related IS problems and they fail to provide a successful integration of security and systems engineering during all development process stages. Hence, the security should be considered during the whole software development process and identified with the requirements specification. This paper aims to propose an integrated security and IS engineering approach in all software development process stages by using i* language. This proposed framework categorizes into three separate parts: modelling business environment part, modelling information technology system part and modelling IS security part. The results show that considering security IS goals in the whole system development process can have a positive influence on system implementation and better meet business expectations.

Keywords: Business Process Modelling (BPM), Information System Security, Software Development Process, Requirement Engineering.

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Authors: I. Oloyede

Abstract:

The COVID-19 dataset is obtained by extracting weather, longitude, latitude, ISO3666, cases and death of coronavirus patients across the globe. The data were extracted for a period of eight day choosing uniform time within the specified period. Then mapping of cases and deaths with reverence to continents were obtained. Bayesian Geostastical modelling was carried out on the dataset. The study found out that countries in the tropical region suffered less deaths/attacks compared to countries in the temperate region, this is due to high temperature in the tropical region.

Keywords: COVID-19, Bayesian, geostastical modelling, prior, posterior.

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Authors: Dalila Hamami, Baghdad Atmani

Abstract:

Modelling is a widely used tool to facilitate the evaluation of disease management. The interest of epidemiological models lies in their ability to explore hypothetical scenarios and provide decision makers with evidence to anticipate the consequences of disease incursion and impact of intervention strategies.

All models are, by nature, simplification of more complex systems. Models that involve diseases can be classified into different categories depending on how they treat the variability, time, space, and structure of the population. Approaches may be different from simple deterministic mathematical models, to complex stochastic simulations spatially explicit.

Thus, epidemiological modelling is now a necessity for epidemiological investigations, surveillance, testing hypotheses and generating follow-up activities necessary to perform complete and appropriate analysis.

The state of the art presented in the following, allows us to position itself to the most appropriate approaches in the epidemiological study.

Keywords: Bio-PEPA, Cellular automata, Epidemiological modelling, multi agent system, ordinary differential equations, PEPA, Process Algebra, Tuberculosis.

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Authors: Aldrin R. Logdat, Marianne Christine Jane B. Capio

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The study aimed to investigate the impact of modelling techniques on the self-efficacy of first year Bachelor of Science Major in Hospitality Management (BSHM) college students at City College of Calapan, Oriental Mindoro. The research utilized a ten-point general self-efficacy scale and collected responses from a sample of 107 students across five BSHM sections. The study found that the majority of students had a moderate level of self-efficacy, with 49.53% of total respondents falling within this category. However, 35.51% of students had high self-efficacy, and 14.95% had low self-efficacy levels. The two-tailed t-test for independent samples indicated a significant difference between the mean post-test scores of the experimental and control groups. Furthermore, Wilcoxon test showed that there were significant differences in the experimental group's self-efficacy before and after treatment, while no such difference was observed in the control group. Thus, the modelling technique proved to be effective in improving the self-efficacy levels of first year BSHM college students. Ultimately, the use of modelling techniques helped to elevate students’ self-efficacy levels into higher categories.

Keywords: Self-efficacy, counselling, modelling techniques, hospitality management.

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Authors: Prasun Hajra, Ranjan Dasgupta

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Petri Net being one of the most useful graphical tools for modelling complex asynchronous systems, we have used Petri Net to model multi-track railway level crossing system. The roadway has been augmented with four half-size barriers. For better control, a three stage control mechanism has been introduced to ensure that no road-vehicle is trapped on the level crossing. Timed Petri Net is used to include the temporal nature of the signalling system. Safeness analysis has also been included in the discussion section.

Keywords: Modelling, Timed Petri Net, Railway Level Crossing, Safeness Condition.

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Authors: Omid Sharifi, Member, ACM, Zeki Bayram, Member, ACM

Abstract:

We demonstrate through a sample application, Ebanking, that the Web Service Modelling Language Ontology component can be used as a very powerful object-oriented database design language with logic capabilities. Its conceptual syntax allows the definition of class hierarchies, and logic syntax allows the definition of constraints in the database. Relations, which are available for modelling relations of three or more concepts, can be connected to logical expressions, allowing the implicit specification of database content. Using a reasoning tool, logic queries can also be made against the database in simulation mode.

Keywords: Semantic web, ontology, E-banking, database, WSML, WSMO, E-R diagram.

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Authors: Dejan Tanikić, Jelena Đoković, Saša Kalinović, Miodrag Manić, Saša Ranđelović

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This paper deals with measuring and modelling of the quality of the machined surface of the metal machining process. The average surface roughness (R_a) which represents the quality of the machined part was measured during the dry turning of the AISI 4140 steel. A large number of factors with the unknown relations among them influences this parameter, and that is why mathematical modelling is extremely complicated. Different values of cutting speed, feed rate, depth of cut (cutting regime) and workpiece hardness causes different surface roughness values. Modelling with soft computing techniques may be very useful in such cases. This paper presents the usage of the fuzzy logic-based system for determining metal machining process parameter in order to find the proper values of cutting regimes.

Keywords: Metal machining, surface roughness, fuzzy logic, process modelling.

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Authors: Baha Hasan, Jan Wikander

Abstract:

This paper describes a part of the integrating work between assembly design and assembly process planning domains (APP). The work is based, in its first stage, on modelling assembly features to support APP. A multi-layer architecture, based on feature-based modelling, is proposed to establish a dynamic and adaptable link between product design using CAD tools and APP. The proposed approach is based on deriving “specific function” features from the “generic” assembly and form features extracted from the CAD tools. A hierarchal structure from “generic” to “specific” and from “high level geometrical entities” to “low level geometrical entities” is proposed in order to integrate geometrical and assembly data extracted from geometrical and assembly modelers to the required processes and resources in APP. The feature concept, feature-based modelling, and feature recognition techniques are reviewed.

Keywords: Assembly feature, assembly process planning, feature, feature-based modelling, form feature, ontology.

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Authors: M. J. Cunha

Abstract:

The aim of this paper is to understand how peers can influence adolescent girls- dieting behaviour and their body image. Departing from imitation and social learning theories, we study whether adolescent girls tend to model their peer group dieting behaviours, thus influencing their body image construction. Our study was conducted through an enquiry applied to a cluster sample of 466 adolescent high school girls in Lisbon city public schools. Our main findings point to an association between girls- and peers- dieting behaviours, thus reinforcing the modelling hypothesis.

Keywords: Modelling, Diet, Body image, Adolescent girls, Peer group.

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Authors: Karim Hamidi Machekposhti, Hossein Sedghi, Abdolrasoul Telvari, Hossein Babazadeh

Abstract:

Rainfall and runoff phenomenon is a chaotic and complex outcome of nature which requires sophisticated modelling and simulation methods for explanation and use. Time Series modelling allows runoff data analysis and can be used as forecasting tool. In the paper attempt is made to model river runoff data and predict the future behavioural pattern of river based on annual past observations of annual river runoff. The river runoff analysis and predict are done using ARIMA model. For evaluating the efficiency of prediction to hydrological events such as rainfall, runoff and etc., we use the statistical formulae applicable. The good agreement between predicted and observation river runoff coefficient of determination (R²) display that the ARIMA (4,1,1) is the suitable model for predicting Karkheh River runoff at Iran.

Keywords: Time series modelling, ARIMA model, River runoff, Karkheh River, CLS method.

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Authors: Nidhi Gaur, Padmaja Joshi, Vijay Jain, Rajeev Srivastava

Abstract:

Web application architecture is important to achieve the desired performance for the application. Performance analysis studies are conducted to evaluate existing or planned systems. Web applications are used by hundreds of thousands of users simultaneously, which sometimes increases the risk of server failure in real time operations. We use Coloured Petri Net (CPN), a very powerful tool for modelling dynamic behaviour of a web application system. CPNs extend the vocabulary of ordinary Petri nets and add features that make them suitable for modelling large systems. The major focus of this work is on server side of web applications. The presented work focuses on modelling restructuring aspects, with major focus on concurrency and architecture, using CPN. It also focuses on bringing out the appropriate architecture for web and database servers given the number of concurrent users.

Keywords: Coloured petri nets, concurrent users, performance modelling, web application architecture.

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