Search results for: GARCH-in-Mean models

Authors: Yanqi Yang, Chongshan Liao, Cheuk Hin Ho, Susan Bridges

Abstract:

Aim: To investigate students’ perceptions of using e-models in an inquiry-based curriculum. Approach: 52 second-year dental students completed a pre- and post-test questionnaire relating to their perceptions of e-models and their use in inquiry-based learning. The pre-test occurred prior to any learning with e-models. The follow-up survey was conducted after one year's experience of using e-models. Results: There was no significant difference between the two sets of questionnaires regarding students’ perceptions of the usefulness of e-models and their willingness to use e-models in future inquiry-based learning. Most students preferred using both plaster models and e-models in tandem. Conclusion: Students did not change their attitude towards e-models and most of them agreed or were neutral that e-models are useful in inquiry-based learning. Whilst recognizing the utility of 3D models for learning, students' preference for combining these with solid models has implications for the development of haptic sensibility in an operative discipline.

Keywords: E-models, inquiry-based curriculum, education.

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Authors: Y. Tiamaz, N. Souissi

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The purpose of this paper is to present a classification of Lean models which aims to capture all the concepts related to this approach and thus facilitate its implementation. This classification allows the identification of the most relevant models according to several dimensions. From this perspective, we present a review and an analysis of Lean models literature and we propose dimensions for the classification of the current proposals while respecting among others the axes of the Lean approach, the maturity of the models as well as their application domains. This classification allowed us to conclude that researchers essentially consider the Lean approach as a toolbox also they design their models to solve problems related to a specific environment. Since Lean approach is no longer intended only for the automotive sector where it was invented, but to all fields (IT, Hospital, ...), we consider that this approach requires a generic model that is capable of being implemented in all areas.

Keywords: Lean approach, lean models, classification, dimensions, holistic view.

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Authors: Z. Sadeghi, M. R. Omidkhah, M. E. Masoomi

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The purpose of this paper is to examine gas transport behavior of mixed matrix membranes (MMMs) combined with porous particles. Main existing models are categorized in two main groups; two-phase (ideal contact) and three-phase (non-ideal contact). A new coefficient, J, was obtained to express equations for estimating effect of the particle porosity in two-phase and three-phase models. Modified models evaluates with existing models and experimental data using Matlab software. Comparison of gas permeability of proposed modified models with existing models in different MMMs shows a better prediction of gas permeability in MMMs.

Keywords: Mixed Matrix Membrane, Permeation Models, Porous particles, Porosity.

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Authors: Zhang Xiuping, Yang Guowu, Zheng Desheng

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Embedded hardware simulator is a valuable computeraided tool for embedded application development. This paper focuses on the ARM926EJ-S MMU, builds state transition models and formally verifies critical properties for the models. The state transition models include loading instruction model, reading data model, and writing data model. The properties of the models are described by CTL specification language, and they are verified in VIS. The results obtained in VIS demonstrate that the critical properties of MMU are satisfied in the state transition models. The correct models can be used to implement the MMU component in our simulator. In the end of this paper, the experimental results show that the MMU can successfully accomplish memory access requests from CPU.

Keywords: MMU, State transition, Model, Simulation.

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Authors: Ventura Assuncao

Abstract:

In automotive systems almost all steps concerning the calibration of several control systems, e.g., low idle governor or boost pressure governor, are made with the vehicle because the timeto- production and cost requirements on the projects do not allow for the vehicle analysis necessary to build reliable models. Here is presented a procedure using parametric and NN (neural network) models that enables the generation of vehicle system models based on normal ECU engine control unit) vehicle measurements. These models are locally valid and permit pre and follow-up calibrations so that, only the final calibrations have to be done with the vehicle.

Keywords: Automotive systems, neuro-hybrid models, demodulator, nonlinear systems, identification, and neural networks.

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Authors: Mohamed A. Khlifi, Badr M. Alshammari

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This paper discusses the general methods to saturation in the steady-state, two axis (d & q) frame models of synchronous machines. In particular, the important role of the magnetic coupling between the d-q axes (cross-magnetizing phenomenon), is demonstrated. For that purpose, distinct methods of saturation modeling of dumper synchronous machine with cross-saturation are identified, and detailed models synthesis in d-q axes. A number of models are given in the final developed form. The procedure and the novel models are verified by a critical application to prove the validity of the method and the equivalence between all developed models is reported. Advantages of some of the models over the existing ones and their applicability are discussed.

Keywords: Cross-magnetizing, models synthesis, synchronous machine, saturated modeling, state-space vectors.

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Authors: Entisar A. Elgmati

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Recurrent event data is a special type of multivariate survival data. Dynamic and frailty models are one of the approaches that dealt with this kind of data. A comparison between these two models is studied using the empirical standard deviation of the standardized martingale residual processes as a way of assessing the fit of the two models based on the Aalen additive regression model. Here we found both approaches took heterogeneity into account and produce residual standard deviations close to each other both in the simulation study and in the real data set.

Keywords: Dynamic, frailty, misspecification, recurrent events.

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Authors: Kaziyev G. Z., Nabiyeva G. S., Kalizhanova A.U.

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We consider herein a concise view of discreet programming models and methods. There has been conducted the models and methods analysis. On the basis of discreet programming models there has been elaborated and offered a new class of problems, i.e. block-symmetry models and methods of applied tasks statements and solutions.

Keywords: Discreet programming, block-symmetry, analysis methods, information systems development.

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Authors: Omer F. Cansiz, Said M. Easa

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The purpose of this study is mainly to predict collision frequency on the horizontal tangents combined with vertical curves using artificial neural network methods. The proposed ANN models are compared with existing regression models. First, the variables that affect collision frequency were investigated. It was found that only the annual average daily traffic, section length, access density, the rate of vertical curvature, smaller curve radius before and after the tangent were statistically significant according to related combinations. Second, three statistical models (negative binomial, zero inflated Poisson and zero inflated negative binomial) were developed using the significant variables for three alignment combinations. Third, ANN models are developed by applying the same variables for each combination. The results clearly show that the ANN models have the lowest mean square error value than those of the statistical models. Similarly, the AIC values of the ANN models are smaller to those of the regression models for all the combinations. Consequently, the ANN models have better statistical performances than statistical models for estimating collision frequency. The ANN models presented in this paper are recommended for evaluating the safety impacts 3D alignment elements on horizontal tangents.

Keywords: Collision frequency, horizontal tangent, 3D two-lane highway, negative binomial, zero inflated Poisson, artificial neural network.

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Authors: Y. N. Phang, E. F. Loh

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The zero inflated models are usually used in modeling count data with excess zeros where the existence of the excess zeros could be structural zeros or zeros which occur by chance. These type of data are commonly found in various disciplines such as finance, insurance, biomedical, econometrical, ecology, and health sciences which involve sex and health dental epidemiology. The most popular zero inflated models used by many researchers are zero inflated Poisson and zero inflated negative binomial models. In addition, zero inflated generalized Poisson and zero inflated double Poisson models are also discussed and found in some literature. Recently zero inflated inverse trinomial model and zero inflated strict arcsine models are advocated and proven to serve as alternative models in modeling overdispersed count data caused by excessive zeros and unobserved heterogeneity. The purpose of this paper is to review some related literature and provide a variety of examples from different disciplines in the application of zero inflated models. Different model selection methods used in model comparison are discussed.

Keywords: Overdispersed count data, model selection methods, likelihood ratio, AIC, BIC.

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Authors: Alfred L. Guiffrida

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A review of the literature on supply chain delivery models which use delivery windows to measure delivery performance is presented. The review herein serves to meet the following objectives: (i) provide a synthesis of previously published literature on supply chain delivery performance models, (ii) provide in one paper a consolidation of research that can serve as a single source to keep researchers up to date with the research developments in supply chain delivery models, and (iii) identify gaps in the modeling of supply chain delivery performance which could stimulate new research agendas.

Keywords: Delivery performance, Delivery window, Supply chain delivery models, Supply chain performance.

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Authors: Abdelghafour Galadi

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In this paper, accurate power MOSFET models including quasi-saturation effect are presented. These models have no internal node voltages determined by the circuit simulator and use one JFET or one depletion mode MOSFET transistors controlled by an “effective” gate voltage taking into account the quasi-saturation effect. The proposed models achieve accurate simulation results with an average error percentage less than 9%, which is an improvement of 21 percentage points compared to the commonly used standard power MOSFET model. In addition, the models can be integrated in any available commercial circuit simulators by using their analytical equations. A description of the models will be provided along with the parameter extraction procedure.

Keywords: Power MOSFET, drift layer, quasi-saturation effect, SPICE model, circuit simulation.

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Authors: Ali Mamizadeh, Ires Iskender

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The most important parameter in transformers life expectancy is the hot-spot temperature level which accelerates the rate of aging of the insulation. The aim of this paper is to present thermal models for transformers loaded at prefabricated MV/LV transformer substations and outdoor situations. The hot-spot temperature of transformers is studied using their top-oil temperature rise models. The thermal models proposed for hot-spot and top-oil temperatures of different operating situations are compared. Since the thermal transfer is different for indoor and outdoor transformers considering their operating conditions, their hot-spot thermal models differ from each other. The proposed thermal models are verified by the results obtained from the experiments carried out on a typical 1600 kVA, 30 /0.4 kV, ONAN transformer for both indoor and outdoor situations.

Keywords: Hot-spot Temperature, Dynamic Thermal Model, MV/LV Prefabricated, Oil Immersed Transformers

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Authors: M. A. Basunia

Abstract:

Thirty three re-wetting tests were conducted at different combinations of temperatures (5.7- 46.30C) and relative humidites (48.2-88.6%) with barley. Two most commonly used thinlayer drying and rewetting models i.e. Page and Diffusion were compared for their ability to the fit the experimental re-wetting data based on the standard error of estimate (SEE) of the measured and simulated moisture contents. The comparison shows both the Page and Diffusion models fit the re-wetting experimental data of barley well. The average SEE values for the Page and Diffusion models were 0.176 % d.b. and 0.199 % d.b., respectively. The Page and Diffusion models were found to be most suitable equations, to describe the thin-layer re-wetting characteristics of barley over a typically five day re-wetting. These two models can be used for the simulation of deep-bed re-wetting of barley occurring during ventilated storage and deep bed drying.

Keywords: Thin-layer, barley, re-wetting parameters, temperature, relative humidity.

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Authors: João Paulo Teixeira, Paula Odete Fernandes

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The authors have been developing several models based on artificial neural networks, linear regression models, Box- Jenkins methodology and ARIMA models to predict the time series of tourism. The time series consist in the “Monthly Number of Guest Nights in the Hotels" of one region. Several comparisons between the different type models have been experimented as well as the features used at the entrance of the models. The Artificial Neural Network (ANN) models have always had their performance at the top of the best models. Usually the feed-forward architecture was used due to their huge application and results. In this paper the author made a comparison between different architectures of the ANNs using simply the same input. Therefore, the traditional feed-forward architecture, the cascade forwards, a recurrent Elman architecture and a radial based architecture were discussed and compared based on the task of predicting the mentioned time series.

Keywords: Artificial Neural Network Architectures, time series forecast, tourism.

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Authors: Mikel Alonso López

Abstract:

In order to begin the process of studying the task of making consumer decisions, the main decision models must be analyzed. The objective of this task is to see if there is a presence of emotions in those models, and analyze how authors that have created them consider their impact in consumer choices. In this paper, the most important models of consumer behavior are analysed. This review is useful to consider an unproblematic background knowledge in the literature. The order that has been established for this study is chronological.

Keywords: Consumer behaviour, emotions, decision making, consumer psychology.

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Authors: Jaroslav Masek, Juraj Camaj, Eva Nedeliakova

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The paper is focused on the operational model for transport the single wagon consignments on railway network by using two different models of train formation. The paper gives an overview of possibilities of improving the quality of transport services. Paper deals with two models used in problematic of train formatting - time continuously and time discrete. By applying these models in practice, the transport company can guarantee a higher quality of service and expect increasing of transport performance. The models are also applicable into others transport networks. The models supplement a theoretical problem of train formation by new ways of looking to affecting the organization of wagon flows.

Keywords: Train formation, wagon flows, marshalling yard, railway technology.

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Authors: Neerja Bhatnagar, Benjoe A. Juliano, Renee S. Renner

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This paper presents data annotation models at five levels of granularity (database, relation, column, tuple, and cell) of relational data to address the problem of unsuitability of most relational databases to express annotations. These models do not require any structural and schematic changes to the underlying database. These models are also flexible, extensible, customizable, database-neutral, and platform-independent. This paper also presents an SQL-like query language, named Annotation Query Language (AnQL), to query annotation documents. AnQL is simple to understand and exploits the already-existent wide knowledge and skill set of SQL.

Keywords: annotation query language, data annotations, data annotation models, semantic data annotations

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Authors: Siham G. Farag

Abstract:

The main objective of this paper is to provide a new methodology for road safety assessment in Oman through the development of suitable accident prediction models. GLM technique with Poisson or NBR using SAS package was carried out to develop these models. The paper utilized the accidents data of 31 un-signalized T-intersections during three years. Five goodness-of-fit measures were used to assess the overall quality of the developed models. Two types of models were developed separately; the flow-based models including only traffic exposure functions, and the full models containing both exposure functions and other significant geometry and traffic variables. The results show that, traffic exposure functions produced much better fit to the accident data. The most effective geometric variables were major-road mean speed, minor-road 85th percentile speed, major-road lane width, distance to the nearest junction, and right-turn curb radius. The developed models can be used for intersection treatment or upgrading and specify the appropriate design parameters of T-intersections. Finally, the models presented in this thesis reflect the intersection conditions in Oman and could represent the typical conditions in several countries in the middle east area, especially gulf countries.

Keywords: Accidents Prediction Models (APMs), Generalized Linear Model (GLM), T-intersections, Oman.

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Authors: L. Parvizsedghy, I. Gkountis, A. Senouci, T. Zayed, M. Alsharqawi, H. El Chanati, M. El-Abbasy, F. Mosleh

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The aging and deterioration of water pipelines in cities worldwide result in more frequent water main breaks, water service disruptions, and flooding damage. Therefore, there is an urgent need for undertaking proper maintenance procedures to avoid breaks and disastrous failures. However, due to budget limitations, the maintenance of water pipeline networks needs to be prioritized through efficient deterioration assessment models. Previous studies focused on the development of structural or physical deterioration assessment models, which require expensive inspection data. But, this paper aims at developing deterioration assessment models for water pipelines using statistical techniques. Several deterioration models were developed based on pipeline size, material type, and soil type using linear regression analysis. The categorical nature of some variables affecting pipeline deterioration was considered through developing several categorical models. The developed models were validated with an average validity percentage greater than 95%. Moreover, sensitivity analysis was carried out against different classifications and it displayed higher importance of age of pipes compared to other factors. The developed models will be helpful for the water municipalities and asset managers to assess the condition of their pipes and prioritize them for maintenance and inspection purposes.

Keywords: Water pipelines, deterioration assessment models, regression analysis.

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Authors: Dursun Aydin

Abstract:

This paper study about using of nonparametric models for Gross National Product data in Turkey and Stanford heart transplant data. It is discussed two nonparametric techniques called smoothing spline and kernel regression. The main goal is to compare the techniques used for prediction of the nonparametric regression models. According to the results of numerical studies, it is concluded that smoothing spline regression estimators are better than those of the kernel regression.

Keywords: Kernel regression, Nonparametric models, Prediction, Smoothing spline.

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Authors: I. Erins, J. Erina

Abstract:

The aim of this article is to assess the existing business models used by the banks operating in the CEE countries in the time period from 2006 till 2011. In order to obtain research results, the authors performed qualitative analysis of the scientific literature on bank business models, which have been grouped into clusters that consist of such components as: 1) capital and reserves; 2) assets; 3) deposits, and 4) loans. In their turn, bank business models have been developed based on the types of core activities of the banks, and have been divided into four groups: Wholesale, Investment, Retail and Universal Banks. Descriptive statistics have been used to analyse the models, determining mean, minimal and maximal values of constituent cluster components, as well as standard deviation. The analysis of the data is based on such bank variable indices as Return on Assets (ROA) and Return on Equity (ROE).

Keywords: Banks, Business model, CEE, ROA, ROE.

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Authors: Abdoullah Fath-Allah, Laila Cheikhi, Rafa E. Al-Qutaish, Ali Idri

Abstract:

Many quality models have been used to measure egovernment portals quality. However, the absence of an international consensus for e-government portals quality models results in many differences in terms of quality attributes and measures. The aim of this paper is to compare and analyze the existing e-government quality models proposed in literature (those that are based on ISO standards and those that are not) in order to propose guidelines to build a good and useful e-government portals quality model. Our findings show that, there is no e-government portal quality model based on the new international standard ISO 25010. Besides that, the quality models are not based on a best practice model to allow agencies to both; measure e-government portals quality and identify missing best practices for those portals.

Keywords: E-government, portal, best practices, quality model, ISO, standard, ISO 25010, ISO 9126.

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Authors: Mogari I. Rapoo, Diteboho Xaba

Abstract:

This paper examines the forecasting performance of Autoregressive Integrated Moving Average (ARIMA) and Artificial Neural Networks (ANN) models with the published exchange rate obtained from South African Reserve Bank (SARB). ARIMA is one of the popular linear models in time series forecasting for the past decades. ARIMA and ANN models are often compared and literature revealed mixed results in terms of forecasting performance. The study used the MSE and MAE to measure the forecasting performance of the models. The empirical results obtained reveal the superiority of ARIMA model over ANN model. The findings further resolve and clarify the contradiction reported in literature over the superiority of ARIMA and ANN models.

Keywords: ARIMA, artificial neural networks models, error metrics, exchange rates.

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Authors: Mohammad Seifi, Azura Bt. Che Soh, Noor Izzrib. Abd. Wahab, Mohd Khair B. Hassan

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Solar energy has a major role in renewable energy resources. Solar Cell as a basement of solar system has attracted lots of research. To conduct a study about solar energy system, an authenticated model is required. Diode base PV models are widely used by researchers. These models are classified based on the number of diodes used in them. Single and two-diode models are well studied. Single-diode models may have two, three or four elements. In this study, these solar cell models are examined and the simulation results are compared to each other. All PV models are re-designed in the Matlab/Simulink software and they examined by certain test conditions and parameters. This paper provides comparative studies of these models and it tries to compare the simulation results with manufacturer-s data sheet to investigate model validity and accuracy. The results show a four- element single-diode model is accurate and has moderate complexity in contrast to the two-diode model with higher complexity and accuracy

Keywords: Fill Factor (FF), Matlab/Simulink, Maximum PowerPoint (MPP), Maximum Power Point Tracker (MPPT), Photo Voltaic(PV), Solar cell, Standard Test Condition (STC).

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Authors: Alexander Efremov

Abstract:

A system for market identification (SMI) is presented. The resulting representations are multivariable dynamic demand models. The market specifics are analyzed. Appropriate models and identification techniques are chosen. Multivariate static and dynamic models are used to represent the market behavior. The steps of the first stage of SMI, named data preprocessing, are mentioned. Next, the second stage, which is the model estimation, is considered in more details. Stepwise linear regression (SWR) is used to determine the significant cross-effects and the orders of the model polynomials. The estimates of the model parameters are obtained by a numerically stable estimator. Real market data is used to analyze SMI performance. The main conclusion is related to the applicability of multivariate dynamic models for representation of market systems.

Keywords: market identification, dynamic models, stepwise regression.

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Authors: Alcínia Z. Sampaio, Pedro G. Henriques

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Three-dimensional geometric models have been used to present architectural and engineering works, showing their final configuration. When the clarification of a detail or the constitution of a construction step in needed, these models are not appropriate. They do not allow the observation of the construction progress of a building. Models that could present dynamically changes of the building geometry are a good support to the elaboration of projects. Techniques of geometric modeling and virtual reality were used to obtain models that could visually simulate the construction activity. The applications explain the construction work of a cavity wall and a bridge. These models allow the visualization of the physical progression of the work following a planned construction sequence, the observation of details of the form of every component of the works and support the study of the type and method of operation of the equipment applied in the construction. These models presented distinct advantage as educational aids in first-degree courses in Civil Engineering. The use of Virtual Reality techniques in the development of educational applications brings new perspectives to the teaching of subjects related to the field of civil construction.

Keywords: Education, Engineering, virtual reality, visualsimulation.

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Authors: Megha Gupta, Nupur Prakash

Abstract:

Identification of plant diseases has been performed using machine learning and deep learning models on the datasets containing images of healthy and diseased plant leaves. The current study carries out an evaluation of some of the deep learning models based on convolutional neural network architectures for identification of plant diseases. For this purpose, the publicly available New Plant Diseases Dataset, an augmented version of PlantVillage dataset, available on Kaggle platform, containing 87,900 images has been used. The dataset contained images of 26 diseases of 14 different plants and images of 12 healthy plants. The CNN models selected for the study presented in this paper are AlexNet, ZFNet, VGGNet (four models), GoogLeNet, and ResNet (three models). The selected models are trained using PyTorch, an open-source machine learning library, on Google Colaboratory. A comparative study has been carried out to analyze the high degree of accuracy achieved using these models. The highest test accuracy and F1-score of 99.59% and 0.996, respectively, were achieved by using GoogLeNet with Mini-batch momentum based gradient descent learning algorithm.

Keywords: comparative analysis, convolutional neural networks, deep learning, plant disease identification

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Authors: A. Ippolito, C. Bartolomei

Abstract:

A growing demand is felt today for realistic 3D models enabling the cognition and popularization of historical-artistic heritage. Evaluation and preservation of Cultural Heritage is inextricably connected with the innovative processes of gaining, managing, and using knowledge. The development and perfecting of techniques for acquiring and elaborating photorealistic 3D models, made them pivotal elements for popularizing information of objects on the scale of architectonic structures.

Keywords: Cultural heritage, databases, non-contact survey, 2D- 3D models.

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Authors: Samy M. El-Behery, Mofreh H. Hamed

Abstract:

This paper presents a computational study of the separated flow in a planer asymmetric diffuser. The steady RANS equations for turbulent incompressible fluid flow and six turbulence closures are used in the present study. The commercial software code, FLUENT 6.3.26, was used for solving the set of governing equations using various turbulence models. Five of the used turbulence models are available directly in the code while the v2-f turbulence model was implemented via User Defined Scalars (UDS) and User Defined Functions (UDF). A series of computational analysis is performed to assess the performance of turbulence models at different grid density. The results show that the standard k-ω, SST k-ω and v2-f models clearly performed better than other models when an adverse pressure gradient was present. The RSM model shows an acceptable agreement with the velocity and turbulent kinetic energy profiles but it failed to predict the location of separation and attachment points. The standard k-ε and the low-Re k- ε delivered very poor results.

Keywords: Turbulence models, turbulent flow, wall functions, separation, reattachment, diffuser.

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