Search results for: Analytical model

Authors: Yuzhi Cai

Abstract:

In this talk, we introduce a newly developed quantile function model that can be used for estimating conditional distributions of financial returns and for obtaining multi-step ahead out-of-sample predictive distributions of financial returns. Since we forecast the whole conditional distributions, any predictive quantity of interest about the future financial returns can be obtained simply as a by-product of the method. We also show an application of the model to the daily closing prices of Dow Jones Industrial Average (DJIA) series over the period from 2 January 2004 - 8 October 2010. We obtained the predictive distributions up to 15 days ahead for the DJIA returns, which were further compared with the actually observed returns and those predicted from an AR-GARCH model. The results show that the new model can capture the main features of financial returns and provide a better fitted model together with improved mean forecasts compared with conventional methods. We hope this talk will help audience to see that this new model has the potential to be very useful in practice.

Keywords: DJIA, Financial returns, predictive distribution, quantile function model.

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Authors: Bu Jianhui, Bi Jinshun, Liu Mengxin, Luo Jiajun, Han Zhengsheng

Abstract:

The floating body effect is a serious problem for the PDSOI MOSFET, and the H-gate layout is frequently used as the body contact to eliminate this effect. Unfortunately, most of the standard commercial SOI MOSFET model is for the device with finger gate, the necessity of the new models for the H-gate device arises. A simulation model for the H-gate PDSOI MOSFET is proposed based on the 0.35μm PDSOI process developed by the Institute of Microelectronics of the Chinese Academy of Sciences (IMECAS), and then the model is well verified by the ring-oscillator.

Keywords: PDSOI H-gate Device model Body contact.

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Authors: S. Benzarti, H. Mhiri, H. Bournot

Abstract:

In the current work, a numerical parametric study was performed in order to model the fluid mechanics in the riser of a bubbling fluidized bed (BFB). The gas-solid flow was simulated by mean of a multi-fluid Eulerian model incorporating the kinetic theory for solid particles. The bubbling fluidized bed was simulated two dimensionally by mean of a Computational Fluid Dynamic (CFD) commercial software package, Fluent. The effects of using different inter-phase drag function (the drag model of Gidaspow, Syamlal and O-Brien and the EMMS drag model) on the model predictions were evaluated and compared. The results showed that the drag models of Gidaspow and Syamlal and O-Brien overestimated the drag force for the FCC particles and predicted a greater bed expansion in comparison to the EMMS drag model.

Keywords: Bubbling fluidized bed, CFD, drag model, EMMS

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Authors: Nguyen Thi Kim Dzung, Pham Ngoc Khai, Rainer Ludwig

Abstract:

The quantitative determination of several trace elements (Cr, As, Se, Cd, Hg, Pb) existing as inorganic impurities in some oriental herb-products such as Lingzhi Mushroom capsules, Philamin powder, etc using ICP-MS has been studied. Various instrumental parameters such as power, gas flow rate, sample depth, as well as the concentration of nitric acid and thick background due to high concentration of possible interferences on the determination of these above-mentioned elements was investigated and the optimum working conditions of the sample measurement on ICP-MS (Agilent-7500a) were reported. Appropriate isotope internal standards were also used to improve the accuracy of mercury determination. Optimal parameters for sampling digestion were also investigated. The recovery of analytical procedure was examined by using a Certified Reference Material (IAEA-CRM 359). The recommended procedure was then applied for the quantitative determination of Cr, As, Se, Cd, Hg, Pb in Lingzhi Mushroom capsule, and Philamine powder samples. The reproducibility of sample measurement (average value between 94 and 102%) and the uncertainty of analytical data (less than 20%) are acceptable.

Keywords: Oriental herbal product, trace elements, ICP-MS, biochemistry, medical chemistry.

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Authors: Fredrik Pettersson

Abstract:

The paper applies a discourse analytical approach to investigate important concepts influencing the infrastructure planning process in the region of Scania in southern Sweden. Two discourses, one concerning regional development and one concerning sustainability are identified, discussed and contrasted. It is argued that the perceptions of problems and their suggested solutions related to transportation are based on specific ideas, in turn dependent on the importance given to certain concepts, such as regional enlargement, Scania as a transit region, the national environmental quality goals and regional attractiveness. These concepts, their underlying meaning structures and their relevance for the infrastructure planning process are analyzed. The handling of conflicting interests in the planning process, and the possible implications this may have is also discussed. The results indicate that the regional development discourse is dominant and although the solutions to the problems caused by transport are framed in similar ways in the two discourses a harmonization between conflicting goals is proving difficult to achieve.

Keywords: Discourse analysis, Infrastructure planning, Regional development, Sustainability.

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Authors: Mohammad Taghi Darvishi, Samad Kheybari

Abstract:

In this article, we are dealing with a model consisting of a classical Van der Pol oscillator coupled gyroscopically to a linear oscillator. The major problem is analyzed. The regular dynamics of the system is considered using analytical methods. In this case, we provide an approximate solution for this system using parameter-expansion method. Also, we find approximate values for frequencies of the system. In parameter-expansion method the solution and unknown frequency of oscillation are expanded in a series by a bookkeeping parameter. By imposing the non-secularity condition at each order in the expansion the method provides different approximations to both the solution and the frequency of oscillation. One iteration step provides an approximate solution which is valid for the whole solution domain.

Keywords: Parameter-expansion method, classical Van der Pol oscillator.

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Authors: Luke S. Carlos A. Thompson

Abstract:

The medical model of disability, though beneficial for the medical professional, is often exclusionary, restrictive and dehumanizing when applied to the lived experience of disability. As a result, a critique of this model was constructed called the social model of disability. Much of the language used to articulate the purpose behind the social model of disability can be summed up within the word inclusion. However, this essay asserts that inclusiveness is an incomplete aspiration. The social model, as it currently stands, does not aid in creating a society where those with impairments actually belong. Rather, the social model aids in lessening the visibility, or negative consequence of, difference. Therefore, the social model does not invite society to welcome those with physical and intellectual impairments. It simply aids society in ignoring the existence of impairment by removing explicit forms of exclusion. Rather than simple inclusion, then, this essay uses John Swinton’s concept of friendship and Jean Vanier’s understanding of belonging to better articulate the intended outcome of the social model—a society where everyone can belong.

Keywords: Belong, community, disability, exclusion, friendship, inclusion.

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Authors: Anna Avramenko, Heikki Haario

Abstract:

This paper reports the development and application of a 2D1 depth-averaged model. The main goal of this contribution is to apply the depth averaged equations to a wind park model in which the treatment of the geometry, introduced on the mathematical model by the mass and momentum source terms. The depth-averaged model will be used in future to find the optimal position of wind turbines in the wind park. κ − ε and 2D LES turbulence models were consider in this article. 2D CFD2 simulations for one hill was done to check the depth-averaged model in practise.

Keywords: Depth-averaged equations, numerical modeling, CFD

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Authors: Arati Siddharth Petkar, Joel E. M. Macwan

Abstract:

Preferences for residential location are of a diverse nature. Primarily they are based on the socio-economic, socio-cultural, socio-demographic characteristics of the household. It also depends on character, and the growth potential of different areas in a city. In the present study, various criteria affecting residential location preferences from the Urban Dwellers’ perspective have been analyzed. The household survey has been conducted in two parts: Existing Buyers’ survey and Future Buyers’ survey. The analysis reveals that workplace location is the most governing criterion in deciding residential location from the majority of the urban dwellers perspective. For analyzing the importance of varied criteria, Analytical Hierarchy Process approach has been explored. The suggested approach will be helpful for urban planners, decision makers and developers, while designating a new residential area or redeveloping an existing one.

Keywords: Analytical hierarchy process, household, preferences, residential location preferences, residential land use, urban dwellers.

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Authors: Mehmet Savsar

Abstract:

This paper presents a model for an unreliable production line, which is operated according to demand with constant work-in-process (CONWIP). A simulation model is developed based on the discrete model and several case problems are analyzed using the model. The model is utilized to optimize storage space capacities at intermediate stages and the number of kanbans at the last stage, which is used to trigger the production at the first stage. Furthermore, effects of several line parameters on production rate are analyzed using design of experiments.

Keywords: Production line simulator, Push-pull system, JIT system, Constant WIP, Machine failures.

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Authors: Rozilawati Razali, Paul W. Garratt

Abstract:

Software maintenance, which involves making enhancements, modifications and corrections to existing software systems, consumes more than half of developer time. Specification comprehensibility plays an important role in software maintenance as it permits the understanding of the system properties more easily and quickly. The use of formal notation such as B increases a specification-s precision and consistency. However, the notation is regarded as being difficult to comprehend. Semi-formal notation such as the Unified Modelling Language (UML) is perceived as more accessible but it lacks formality. Perhaps by combining both notations could produce a specification that is not only accurate and consistent but also accessible to users. This paper presents an experiment conducted on a model that integrates the use of both UML and B notations, namely UML-B, versus a B model alone. The objective of the experiment was to evaluate the comprehensibility of a UML-B model compared to a traditional B model. The measurement used in the experiment focused on the efficiency in performing the comprehension tasks. The experiment employed a cross-over design and was conducted on forty-one subjects, including undergraduate and masters students. The results show that the notation used in the UML-B model is more comprehensible than the B model.

Keywords: Model comprehensibility, formal and semi-formal notation, empirical assessment.

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Authors: Mohammad Hadi Jalali, Behrooz Shahriari, Mostafa Ghayour, Saeed Ziaei-Rad, Shahram Yousefi

Abstract:

Most flexible rotors can be considered as beam-like structures. In many cases, rotors are modeled as one-dimensional bodies, made basically of beam-like shafts with rigid bodies attached to them. This approach is typical of rotor dynamics, both analytical and numerical, and several rotor dynamic codes, based on the finite element method, follow this trend. In this paper, a finite element model based on Timoshenko beam elements is utilized to analyze the lateral dynamic behavior of a certain rotor-bearing system in operating conditions.

Keywords: Finite element method, Operational deflection shape, Timoshenko beam elements, Unbalance response.

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Authors: Dyi-Cheng Chen, Wen-Hsuan Ku, Ming-Ren Chen

Abstract:

The current of professional bicycle pedal-s manufacturing model mostly used casting, forging, die-casting processing methods, so the paper used 7075 aluminum alloy which is to produce the bicycle parts most commonly, and employs the rigid-plastic finite element (FE) DEFORMTM 3D software to simulate and to analyze the professional bicycle pedal design. First we use Solid works 2010 3D graphics software to design the professional bicycle pedal of the mold and appearance, then import finite element (FE) DEFORMTM 3D software for analysis. The paper used rigid-plastic model analytical methods, and assuming mode to be rigid body. A series of simulation analyses in which the variables depend on different temperature of forging billet, friction factors, forging speed, mold temperature are reveal to effective stress, effective strain, damage and die radial load distribution for forging bicycle pedal. The analysis results hope to provide professional bicycle pedal forming mold references to identified whether suit with the finite element results for high-strength design suitability of aluminum alloy.

Keywords: Bicycle pedal, finite element analysis, 7075 aluminum alloy, Taguchi method

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Authors: S. W. Chen, W. K. Lin, J. R. Wang, C. Shih, H. T. Lin, H. C. Chang, W. Y. Li

Abstract:

Kuosheng nuclear power plant (NPP) is a BWR/6 type NPP and located on the northern coast of Taiwan. First, Kuosheng NPP TRACE model were developed in this research. In order to assess the system response of Kuosheng NPP TRACE model, startup tests data were used to evaluate Kuosheng NPP TRACE model. Second, the overpressurization transient analysis of Kuosheng NPP TRACE model was performed. Besides, in order to confirm the mechanical property and integrity of fuel rods, FRAPTRAN analysis was also performed in this study.

Keywords: TRACE, Safety analysis, BWR/6, FRAPTRAN.

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Authors: Farnaz G. Nezami, Mir B. Aryanezhad, Seyed J. Sadjadi

Abstract:

In this paper a nonlinear model is presented to demonstrate the relation between production and marketing departments. By introducing some functions such as pricing cost and market share loss functions it will be tried to show some aspects of market modelling which has not been regarded before. The proposed model will be a constrained signomial geometric programming model. For model solving, after variables- modifications an iterative technique based on the concept of geometric mean will be introduced to solve the resulting non-standard posynomial model which can be applied to a wide variety of models in non-standard posynomial geometric programming form. At the end a numerical analysis will be presented to accredit the validity of the mentioned model.

Keywords: Geometric programming, marketing, nonlinear optimization, production.

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Authors: L. S. Zavodna, J. Zavodny Pospisil

Abstract:

The aim of this paper is to identify the factors for sustainability in the accommodation sector. Although sustainability is a current trend in tourism, not many facilities know how to apply the concept in practice. This paper presents a model for the implementation of sustainability in hotels, hostels, campgrounds, or other facilities. First, there are identified sections of each accommodation facility, which can contribute to sustainability. Furthermore, concrete steps are presented to transfer this model into reality.

Keywords: Accommodation sector, model, sustainable tourism, sustainability.

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Authors: Dong Wook Lee

Abstract:

This paper presents a method to analyze the stiffness of the expansion joint with structural support using a hybrid method combining computational and analytical methods. Many expansion joints found in tubes and ducts of mechanical structures are designed to absorb thermal expansion mismatch between their structural members and deal with misalignments introduced from the assembly/manufacturing processes. One of the important design perspectives is the system’s vibrational characteristics. We calculate the stiffness as a characterization parameter for structural joint systems using a combined Finite Element Analysis (FEA) and an analytical method. We apply the methods to two sample applications: external configurations of aircraft engines and nuclear power plant structures.

Keywords: Expansion joint, expansion joint stiffness, Finite Element Analysis, FEA, nuclear power plants, aircraft engine external configurations.

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Authors: N. Ebrahimi-Tofighi, M. ArdebiliPour, M. Shahabadi

Abstract:

In this paper, the effect of receive and/or transmit antenna spacing on the performance (BER vs. SNR) of multipleantenna systems is determined by using an RCS (Radar Cross Section) channel model. In this physical model, the scatterers existing in the propagation environment are modeled by their RCS so that the correlation of the receive signal complex amplitudes, i.e., both magnitude and phase, can be estimated. The proposed RCS channel model is then compared with classical models.

Keywords: MIMO system, Performance of system, Signalcorrelation, SIMO system, Wireless channel model.

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Authors: Terrence Chen, Thomas S. Huang

Abstract:

In this paper, we present the region based hidden Markov random field model (RBHMRF), which encodes the characteristics of different brain regions into a probabilistic framework for brain MR image segmentation. The recently proposed TV+L1 model is used for region extraction. By utilizing different spatial characteristics in different brain regions, the RMHMRF model performs beyond the current state-of-the-art method, the hidden Markov random field model (HMRF), which uses identical spatial information throughout the whole brain. Experiments on both real and synthetic 3D MR images show that the segmentation result of the proposed method has higher accuracy compared to existing algorithms.

Keywords: Finite Gaussian mixture model, Hidden Markov random field model, image segmentation, MRI.

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Authors: Hasan Hassoun, Jaafar Hallal, Denis Duhamel, Mohammad Hammoud, Ali Hage Diab

Abstract:

This paper aims to prove the accuracy of an inexpensive smartphone camera as a non-contact vibration sensor to recover the vibration modes of a vibrating structure such as a cantilever beam. A video of a vibrating beam is filmed using a smartphone camera and then processed by the motion magnification technique. Based on this method, the first two natural frequencies and their associated mode shapes are estimated experimentally and compared to the analytical ones. Results show a relative error of less than 4% between the experimental and analytical approaches for the first two natural frequencies of the beam. Also, for the first two-mode shapes, a Modal Assurance Criterion (MAC) value of above 0.9 between the two approaches is obtained. This slight error between the different techniques ensures the viability of a cheap smartphone camera as a non-contact vibration sensor, particularly for structures vibrating at relatively low natural frequencies.

Keywords: Modal Analysis, motion magnification, smartphone camera, structural vibration, vibration modes.

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Authors: Aly Farag, Ayman El-Baz, Refaat Mohamed

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In this paper we present a novel approach for density estimation. The proposed approach is based on using the logistic regression model to get initial density estimation for the given empirical density. The empirical data does not exactly follow the logistic regression model, so, there will be a deviation between the empirical density and the density estimated using logistic regression model. This deviation may be positive and/or negative. In this paper we use a linear combination of Gaussian (LCG) with positive and negative components as a model for this deviation. Also, we will use the expectation maximization (EM) algorithm to estimate the parameters of LCG. Experiments on real images demonstrate the accuracy of our approach.

Keywords: Logistic regression model, Expectationmaximization, Segmentation.

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Authors: Linnea Stenliden

Abstract:

The aim of this paper is to understand emerging learning conditions, when a visual analytics is implemented and used in K 12 (education). To date, little attention has been paid to the role visual analytics (digital media and technology that highlight visual data communication in order to support analytical tasks) can play in education, and to the extent to which these tools can process actionable data for young students. This study was conducted in three public K 12 schools, in four social science classes with students aged 10 to 13 years, over a period of two to four weeks at each school. Empirical data were generated using video observations and analyzed with help of metaphors within Actor-network theory (ANT). The learning conditions are found to be distinguished by broad complexity, characterized by four dimensions. These emerge from the actors’ deeply intertwined relations in the activities. The paper argues in relation to the found dimensions that novel approaches to teaching and learning could benefit students’ knowledge building as they work with visual analytics, analyzing visualized data.

Keywords: Analytical reasoning, complexity, data use, problem space, visual analytics, visual storytelling, translation.

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Authors: Christiono Utomo, Arazi Idrus, Madzlan Napiah, Mohd. Faris Khamidi

Abstract:

This paper presents a conceptual model of agreement options on negotiation support for civil engineering decision. The negotiation support facilitates the solving of group choice decision making problems in civil engineering decision to reduce the impact of mud volcano disaster in Sidoarjo, Indonesia. The approach based on application of analytical hierarchy process (AHP) method for multi criteria decision on three level of decision hierarchy. Decisions for reducing impact is very complicated since many parties involved in a critical time. Where a number of stakeholders are involved in choosing a single alternative from a set of solution alternatives, there are different concern caused by differing stakeholder preferences, experiences, and background. Therefore, a group choice decision support is required to enable each stakeholder to evaluate and rank the solution alternatives before engaging into negotiation with the other stakeholders. Such civil engineering solutions as alternatives are referred to as agreement options that are determined by identifying the possible stakeholder choice, followed by determining the optimal solution for each group of stakeholder. Determination of the optimal solution is based on a game theory model of n-person general sum game with complete information that involves forming coalitions among stakeholders.

Keywords: Agreement options, AHP, agent, negotiation, multicriteria, game theory, and coalition.

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Authors: Bogdan Walek, Jiri Bartos, Cyril Klimes, Jaroslav Prochazka, Pavel Smolka, Juraj Masar, Martin Pesl

Abstract:

This paper focuses on creating a component model of information system under uncertainty. The paper identifies problem in current approach of component modeling and proposes fuzzy tool, which will work with vague customer requirements and propose components of the resulting component model. The proposed tool is verified on specific information system and results are shown in paper. After finding suitable sub-components of the resulting component model, the component model is visualised by tool.

Keywords: Component, component model, fuzzy, fuzzy rules, fuzzy sets, information system, modelling, tool.

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Authors: Jin-Wei Liang, Hung-Yi Chen, Lung Lin

Abstract:

In this paper feedforward controller is designed to eliminate nonlinear hysteresis behaviors of a piezoelectric stack actuator (PSA) driven system. The control design is based on inverse Prandtl-Ishlinskii (P-I) hysteresis model identified using particle swarm optimization (PSO) technique. Based on the identified P-I model, both the inverse P-I hysteresis model and feedforward controller can be determined. Experimental results obtained using the inverse P-I feedforward control are compared with their counterparts using hysteresis estimates obtained from the identified Bouc-Wen model. Effectiveness of the proposed feedforward control scheme is demonstrated. To improve control performance feedback compensation using traditional PID scheme is adopted to integrate with the feedforward controller. 

Keywords: The Bouc-Wen hysteresis model, Particle swarm optimization, Prandtl-Ishlinskii model.

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Authors: Benjamin Gorry

Abstract:

Safety Critical hard Real-Time Systems are ever present in the avionics industry. The Model Driven Architecture (MDA) offers different levels of model abstraction and generation. This paper discusses our concerns relating to model development and generation when using the MDA approach in the avionics industry. These concerns are based on our experience when looking into adopting the MDA as part of avionics systems development. We place emphasis on transformations between model types and discuss possible benefits of adopting an MDA approach as part of the software development life cycle.

Keywords: Model Driven Architecture, Real-Time AvionicsApplications.

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Authors: B. T. Chew, S. N. Kazi, A. Amiri

Abstract:

This paper presents an adaptive thermal comfort model study in the tropical country of Malaysia. A number of researchers have been interested in applying the adaptive thermal comfort model to different climates throughout the world, but so far no study has been performed in Malaysia. For the use as a thermal comfort model, which better applies to hot and humid climates, the adaptive thermal comfort model was developed as part of this research by using the collected results from a large field study in six lecture halls with 178 students. The relationship between the operative temperature and behavioral adaptations was determined. In the developed adaptive model, the acceptable indoor neutral temperatures lay within the range of 23.9-26.0C, with outdoor temperatures ranging between 27.0-34.6C. The most comfortable temperature for students in lecture hall was 25.7C.

Keywords: Hot and humid, Lecture halls, Neutral temperature, Adaptive thermal comfort model.

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Authors: Hafizullah A. Hashim, Aniza. A

Abstract:

The Spiral development model has been used successfully in many commercial systems and in a good number of defense systems. This is due to the fact that cost-effective incremental commitment of funds, via an analogy of the spiral model to stud poker and also can be used to develop hardware or integrate software, hardware, and systems. To support adaptive, semantic collaboration between domain experts and knowledge engineers, a new knowledge engineering process, called Spiral_OWL is proposed. This model is based on the idea of iterative refinement, annotation and structuring of knowledge base. The Spiral_OWL model is generated base on spiral model and knowledge engineering methodology. A central paradigm for Spiral_OWL model is the concentration on risk-driven determination of knowledge engineering process. The collaboration aspect comes into play during knowledge acquisition and knowledge validation phase. Design rationales for the Spiral_OWL model are to be easy-to-implement, well-organized, and iterative development cycle as an expanding spiral.

Keywords: Domain Expert, Knowledge Base, Ontology, Software Process.

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Authors: A. Zolfagharian, M.Z. Md. Zain, A. R. AbuBakar, M. Hussein

Abstract:

Application of flexible structures has been significantly, increased in industry and aerospace missions due to their contributions and unique advantages over the rigid counterparts. In this paper, vibration analysis of a flexible structure i.e., automobile wiper blade is investigated and controlled. The wiper generates unwanted noise and vibration during the wiping the rain and other particles on windshield which may cause annoying noise in different ranges of frequency. A two dimensional analytical modeled wiper blade whose model accuracy is verified by numerical studies in literature is considered in this study. Particle swarm optimization (PSO) is employed in alliance with input shaping (IS) technique in order to control or to attenuate the amplitude level of unwanted noise/vibration of the wiper blade.

Keywords: Input shaping, noise reduction, particle swarmoptimization, wiper blade

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Authors: Xiang Zhang, David Rey, S. Travis Waller

Abstract:

Stochastic User Equilibrium (SUE) model is a widely used traffic assignment model in transportation planning, which is regarded more advanced than Deterministic User Equilibrium (DUE) model. However, a problem exists that the performance of the SUE model depends on its error term parameter. The objective of this paper is to propose a systematic method of determining the appropriate error term parameter value for the SUE model. First, the significance of the parameter is explored through a numerical example. Second, the parameter calibration method is developed based on the Logit-based route choice model. The calibration process is realized through multiple nonlinear regression, using sequential quadratic programming combined with least square method. Finally, case analysis is conducted to demonstrate the application of the calibration process and validate the better performance of the SUE model calibrated by the proposed method compared to the SUE models under other parameter values and the DUE model.

Keywords: Parameter calibration, sequential quadratic programming, Stochastic User Equilibrium, traffic assignment, transportation planning.

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