Search results for: Negative Binomial Model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8088

Search results for: Negative Binomial Model

7758 The Mechanistic Deconvolutive Image Sensor Model for an Arbitrary Pan–Tilt Plane of View

Authors: S. H. Lim, T. Furukawa

Abstract:

This paper presents a generalized form of the mechanistic deconvolution technique (GMD) to modeling image sensors applicable in various pan–tilt planes of view. The mechanistic deconvolution technique (UMD) is modified with the given angles of a pan–tilt plane of view to formulate constraint parameters and characterize distortion effects, and thereby, determine the corrected image data. This, as a result, does not require experimental setup or calibration. Due to the mechanistic nature of the sensor model, the necessity for the sensor image plane to be orthogonal to its z-axis is eliminated, and it reduces the dependency on image data. An experiment was constructed to evaluate the accuracy of a model created by GMD and its insensitivity to changes in sensor properties and in pan and tilt angles. This was compared with a pre-calibrated model and a model created by UMD using two sensors with different specifications. It achieved similar accuracy with one-seventh the number of iterations and attained lower mean error by a factor of 2.4 when compared to the pre-calibrated and UMD model respectively. The model has also shown itself to be robust and, in comparison to pre-calibrated and UMD model, improved the accuracy significantly.

Keywords: Image sensor modeling, mechanistic deconvolution, calibration, lens distortion

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7757 Balancing Tourism and Environment: The ETM Model

Authors: U.V Jose, Muhammed Nahar, Vijayakumar S., Sonia Jose

Abstract:

Environment both endowed and built are essential for tourism. However tourism and environment maintains a complex relationship, where in most cases environment is at the receiving end. Many tourism development activities have adverse environmental effects, mainly emanating from construction of general infrastructure and tourism facilities. These negative impacts of tourism can lead to the destruction of precious natural resources on which it depends. These effects vary between locations; and its effect on a hill destination is highly critical. This study aims at developing a Sustainable Tourism Planning Model for an environmentally sensitive tourism destination in Kerala, India. Being part of the Nilgiri mountain ranges, Munnar falls in the Western Ghats, one of the biological hotspots in the world. Endowed with a unique high altitude environment Munnar inherits highly significant ecological wealth. Giving prime importance to the protection of this ecological heritage, the study proposes a tourism planning model with resource conservation and sustainability as the paramount focus. Conceiving a novel approach towards sustainable tourism planning, the study proposes to assess tourism attractions using Ecological Sensitivity Index (ESI) and Tourism Attractiveness Index (TAI). Integration of these two indices will form the Ecology – Tourism Matrix (ETM), outlining the base for tourism planning in an environmentally sensitive destination. The ETM Matrix leads to a classification of tourism nodes according to its Conservation Significance and Tourism Significance. The spatial integration of such nodes based on the Hub & Spoke Principle constitutes sub – regions within the STZ. Ensuing analyses lead to specific guidelines for the STZ as a whole, specific tourism nodes, hubs and sub-regions. The study results in a multi – dimensional output, viz., (1) Classification system for tourism nodes in an environmentally sensitive region/ destination (2) Conservation / Tourism Development Strategies and Guidelines for the micro and macro regions and (3) A Sustainable Tourism Planning Tool particularly for Ecologically Sensitive Destinations, which can be adapted for other destinations as well.

Keywords: Tourism, Environment, Spatial Planning, Model

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7756 Research on Online Consumption of College Students in China with Stimulate-Organism-Reaction Driven Model

Authors: Wei Lu

Abstract:

With the development of information technology in China, network consumption is becoming more and more popular. As a special group, college students have a high degree of education and distinct opinions and personalities. In the future, the key groups of network consumption have gradually become the focus groups of network consumption. Studying college students’ online consumption behavior has important theoretical significance and practical value. Based on the Stimulus-Organism-Response (SOR) driving model and the structural equation model, this paper establishes the influencing factors model of College students’ online consumption behavior, evaluates and amends the model by using SPSS and AMOS software, analyses and determines the positive factors of marketing college students’ consumption, and provides an effective basis for guiding and promoting college student consumption.

Keywords: College students, online consumption, stimulus-organism-response driving model, structural equation model.

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7755 An Estimation of Variance Components in Linear Mixed Model

Authors: Shuimiao Wan, Chao Yuan, Baoguang Tian

Abstract:

In this paper, a linear mixed model which has two random effects is broken up into two models. This thesis gets the parameter estimation of the original model and an estimation’s statistical qualities based on these two models. Then many important properties are given by comparing this estimation with other general estimations. At the same time, this paper proves the analysis of variance estimate (ANOVAE) about σ2 of the original model is equal to the least-squares estimation (LSE) about σ2 of these two models. Finally, it also proves that this estimation is better than ANOVAE under Stein function and special condition in some degree.

Keywords: Linear mixed model, Random effects, Parameter estimation, Stein function.

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7754 Evolutionary of Prostate Cancer Stem Cells in Prostate Duct

Authors: Zachariah Sinkala

Abstract:

A systems approach model for prostate cancer in prostate duct, as a sub-system of the organism is developed. It is accomplished in two steps. First this research work starts with a nonlinear system of coupled Fokker-Plank equations which models continuous process of the system like motion of cells. Then extended to PDEs that include discontinuous processes like cell mutations, proliferation and deaths. The discontinuous processes is modeled by using intensity poisson processes. The model incorporates the features of the prostate duct. The system of PDEs spatial coordinate is along the proximal distal axis. Its parameters depend on features of the prostate duct. The movement of cells is biased towards distal region and mutations of prostate cancer cells is localized in the proximal region. Numerical solutions of the full system of equations are provided, and are exhibit traveling wave fronts phenomena. This motivates the use of the standard transformation to derive a canonically related system of ODEs for traveling wave solutions. The results obtained show persistence of prostate cancer by showing that the non-negative cone for the traveling wave system is time invariant. The traveling waves have a unique global attractor is proved also. Biologically, the global attractor verifies that evolution of prostate cancer stem cells exhibit the avascular tumor growth. These numerical solutions show that altering prostate stem cell movement or mutation of prostate cancer cells lead to avascular tumor. Conclusion with comments on clinical implications of the model is discussed.

Keywords: Fokker-Plank equations, global attractor, stem cell.

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7753 Using Degree of Adaptive (DOA) Model for Partner Selection in Supply Chain

Authors: Habibollah Javanmard

Abstract:

In order to reduce cost, increase quality, and for timely supplying production systems has considerably taken the advantages of supply chain management and these advantages are also competitive. Selection of appropriate supplier has an important role in improvement and efficiency of systems. The models of supplier selection which have already been used by researchers have considered selection one or more suppliers from potential suppliers but in this paper selecting one supplier as partner from one supplier that have minimum one period supplying to buyer is considered. This paper presents a conceptual model for partner selection and application of Degree of Adoptive (DOA) model for final selection. The attributes weight in this model is prepared through AHP model. After making the descriptive model, determining the attributes and measuring the parameters of the adaptive is examined in an auto industry of Iran(Zagross Khodro co.) and results are presented.

Keywords: Partnership, Degree of Adaptive, AHP, SupplyChain.

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7752 Drowsiness Warning System Using Artificial Intelligence

Authors: Nidhi Sharma, V. K. Banga

Abstract:

Nowadays, driving support systems, such as car navigation systems, are getting common, and they support drivers in several aspects. It is important for driving support systems to detect status of driver's consciousness. Particularly, detecting driver's drowsiness could prevent drivers from collisions caused by drowsy driving. In this paper, we discuss the various artificial detection methods for detecting driver's drowsiness processing technique. This system is based on facial images analysis for warning the driver of drowsiness or in attention to prevent traffic accidents.

Keywords: Neuro-Fuzzy Model, Halstead Model, Walston-FelixModel, Bailey-Basili Model, Doty Model, GA Based Model, GeneticAlgorithm.

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7751 Environmental Performance Assessment Model as a Sustainability Decision Tool for Small and Middle Sized Enterprises

Authors: Pavol Molnar, Martin Dolinsky

Abstract:

Paper deals with environmental metrics and assessment systems devoted to Small and Medium Sized Enterprises. Authors are presenting proposed assessment model which has an ability to discover current environmental strengths and weaknesses of Small and Middle Sized Enterprise. Suggested model has also an ambition to become a Sustainability Decision Tool. Model is able to identify "best environmental devision" in the company, and to quantify how this decision contributed into overall environmental improvement. Authors understand environmental improvements as environmental innovations (product, process and organizational). Suggested model is based on its own concept; however, authors are also utilizing already existing environmental assessment tools.

Keywords: Corporate Social Responsibility, (e)IMPACT model, Environmental metrics, , Small and Middle Sized Enterprises

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7750 Bond Graph Modeling of Inter-Actuator Interactions in a Multi-Cylinder Hydraulic System

Authors: Mutuku Muvengei, John Kihiu

Abstract:

In this paper, a bond graph dynamic model for a valvecontrolled hydraulic cylinder has been developed. A simplified bond graph model of the inter-actuator interactions in a multi-cylinder hydraulic system has also been presented. The overall bond graph model of a valve-controlled hydraulic cylinder was developed by combining the bond graph sub-models of the pump, spool valve and the actuator using junction structures. Causality was then assigned in order to obtain a computational model which could be simulated. The causal bond graph model of the hydraulic cylinder was verified by comparing the open loop state responses to those of an ODE model which had been developed in literature based on the same assumptions. The results were found to correlate very well both in the shape of the curves, magnitude and the response times, thus indicating that the developed model represents the hydraulic dynamics of a valve-controlled cylinder. A simplified model for interactuator interaction was presented by connecting an effort source with constant pump pressure to the zero-junction from which the cylinders in a multi-cylinder system are supplied with a constant pressure from the pump. On simulating the state responses of the developed model under different situations of cylinder operations, indicated that such a simple model can be used to predict the inter-actuator interactions.

Keywords: Bond graphs, Inter-actuator interactions, Valvecontrolledhydraulic cylinder.

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7749 Automatic Voice Classification System Based on Traditional Korean Medicine

Authors: Jaehwan Kang, Haejung Lee

Abstract:

This paper introduces an automatic voice classification system for the diagnosis of individual constitution based on Sasang Constitutional Medicine (SCM) in Traditional Korean Medicine (TKM). For the developing of this algorithm, we used the voices of 309 female speakers and extracted a total of 134 speech features from the voice data consisting of 5 sustained vowels and one sentence. The classification system, based on a rule-based algorithm that is derived from a non parametric statistical method, presents 3 types of decisions: reserved, positive and negative decisions. In conclusion, 71.5% of the voice data were diagnosed by this system, of which 47.7% were correct positive decisions and 69.7% were correct negative decisions.

Keywords: Voice Classifier, Sasang Constitution Medicine, Traditional Korean Medicine, SCM, TKM.

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7748 Modelling Export Dynamics in the CSEE Countries Using GVAR Model

Authors: S. Jakšić, B. Žmuk

Abstract:

The paper investigates the key factors of export dynamics for a set of Central and Southeast European (CSEE) countries in the context of current economic and financial crisis. In order to model the export dynamics a Global Vector Auto Regressive (GVAR) model is defined. As opposed to models which model each country separately, the GVAR combines all country models in a global model which enables obtaining important information on spillover effects in the context of globalisation and rising international linkages. The results of the study indicate that for most of the CSEE countries, exports are mainly driven by domestic shocks, both in the short run and in the long run. This study is the first application of the GVAR model to studying the export dynamics in the CSEE countries and therefore the results of the study present an important empirical contribution.

Keywords: Export, GFEVD, Global VAR, International trade, weak exogeneity.

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7747 Simplified 3R2C Building Thermal Network Model: A Case Study

Authors: S. M. Mahbobur Rahman

Abstract:

Whole building energy simulation models are widely used for predicting future energy consumption, performance diagnosis and optimum control.  Black box building energy modeling approach has been heavily studied in the past decade. The thermal response of a building can also be modeled using a network of interconnected resistors (R) and capacitors (C) at each node called R-C network. In this study, a model building, Case 600, as described in the “Standard Method of Test for the Evaluation of Building Energy Analysis Computer Program”, ASHRAE standard 140, is studied along with a 3R2C thermal network model and the ASHRAE clear sky solar radiation model. Although building an energy model involves two important parts of building component i.e., the envelope and internal mass, the effect of building internal mass is not considered in this study. All the characteristic parameters of the building envelope are evaluated as on Case 600. Finally, monthly building energy consumption from the thermal network model is compared with a simple-box energy model within reasonable accuracy. From the results, 0.6-9.4% variation of monthly energy consumption is observed because of the south-facing windows.

Keywords: ASHRAE case study, clear sky solar radiation model, energy modeling, thermal network model.

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7746 Investigation of Different Control Stratgies for UPFC Decoupled Model and the Impact of Location on Control Parameters

Authors: S.A. Alqallaf, S.A. Al-Mawsawi, A. Haider

Abstract:

In order to evaluate the performance of a unified power flow controller (UPFC), mathematical models for steady state and dynamic analysis are to be developed. The steady state model is mainly concerned with the incorporation of the UPFC in load flow studies. Several load flow models for UPFC have been introduced in literature, and one of the most reliable models is the decoupled UPFC model. In spite of UPFC decoupled load flow model simplicity, it is more robust compared to other UPFC load flow models and it contains unique capabilities. Some shortcoming such as additional set of nonlinear equations are to be solved separately after the load flow solution is obtained. The aim of this study is to investigate the different control strategies that can be realized in the decoupled load flow model (individual control and combined control), and the impact of the location of the UPFC in the network on its control parameters.

Keywords: UPFC, Decoupled model, Load flow.

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7745 Necessity of using an Optimum Business Model in High-Tech Firms, Nanotechnology Case Study

Authors: Reza Davoodi, Jahangir Yadollahi Farsi, Roya Naseri

Abstract:

In the way of growing and developing firms especially high-tech firms, on many occasions manager of firm is mainly involved in solving problems of his business and decision making about executive activities of the firm, while besides executive measures, attention to planning of firm's success and growth way and application of long experience and sagacity in designing business model are vital and necessary success in a business is achieved as a result of different factors, one of the most important of them is designing and performing an optimal business model at the beginning of the firm's work. This model is determining the limit of profitability achieved by innovation and gained value added. Therefore, business model is the process of connecting innovation environment and technology with economic environment and business and is important for succeeding modern businesses considering their traits.

Keywords: Business Model (BM), Nanotechnology, High- TechFirms.

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7744 A Physics-Based Model for Fast Recovery Diodes with Lifetime Control and Emitter Efficiency Reduction

Authors: Chengjie Wang, Li Yin, Chuanmin Wang

Abstract:

This paper presents a physics-based model for the high-voltage fast recovery diodes. The model provides a good trade-off between reverse recovery time and forward voltage drop realized through a combination of lifetime control and emitter efficiency reduction techniques. The minority carrier lifetime can be extracted from the reverse recovery transient response and forward characteristics. This paper also shows that decreasing the amount of the excess carriers stored in the drift region will result in softer characteristics which can be achieved using a lower doping level. The developed model is verified by experiment and the measurement data agrees well with the model.

Keywords: Emitter efficiency, lifetime control, P-i-N diode, physics-based model

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7743 Verification and Application of Finite Element Model Developed for Flood Routing in Rivers

Authors: A. L. Qureshi, A. A. Mahessar, A. Baloch

Abstract:

Flood wave propagation in river channel flow can be enunciated by nonlinear equations of motion for unsteady flow. It is difficult to find analytical solution of these non-linear equations. Hence, in this paper verification of the finite element model has been carried out against available numerical predictions and field data. The results of the model indicate a good matching with both Preissmann scheme and HEC-RAS model for a river reach of 29km at both sites (15km from upstream and at downstream end) for discharge hydrographs. It also has an agreeable comparison with the Preissemann scheme for the flow depth (stage) hydrographs. The proposed model has also been applying to forecast daily discharges at 400km downstream in the Indus River from Sukkur barrage of Sindh, Pakistan, which demonstrates accurate model predictions with observed the daily discharges. Hence, this model may be utilized for flood warnings in advance.

Keywords: Finite Element Method, Flood Forecasting, HEC-RAS, Indus river.

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7742 Modeling and Validation of Microspheres Generation in the Modified T-Junction Device

Authors: Lei Lei, Hongbo Zhang, Donald J. Bergstrom, Bing Zhang, K. Y. Song, W. J. Zhang

Abstract:

This paper presents a model for a modified T-junction device for microspheres generation. The numerical model is developed using a commercial software package: COMSOL Multiphysics. In order to test the accuracy of the numerical model, multiple variables, such as the flow rate of cross-flow, fluid properties, structure, and geometry of the microdevice are applied. The results from the model are compared with the experimental results in the diameter of the microsphere generated. The comparison shows a good agreement. Therefore the model is useful in further optimization of the device and feedback control of microsphere generation if any.

Keywords: CFD modeling, validation, microsphere generation, modified T-junction.

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7741 An Artificial Emotion Model For Visualizing Emotion of Characters

Authors: Junseok Ham, Chansun Jung, Junhyung Park, Jihye Ryeo, Ilju Ko

Abstract:

It is hard to express emotion through only speech when we watch a character in a movie or a play because we cannot estimate the size, kind, and quantity of emotion. So this paper proposes an artificial emotion model for visualizing current emotion with color and location in emotion model. The artificial emotion model is designed considering causality of generated emotion, difference of personality, difference of continual emotional stimulus, and co-relation of various emotions. This paper supposed the Emotion Field for visualizing current emotion with location, and current emotion is expressed by location and color in the Emotion Field. For visualizing changes within current emotion, the artificial emotion model is adjusted to characters in Hamlet.

Keywords: Emotion, Artificial Emotion, Visualizing, EmotionModel.

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7740 A Comparative Analysis of Heuristics Applied to Collecting Used Lubricant Oils Generated in the City of Pereira, Colombia

Authors: Diana Fajardo, Sebastián Ortiz, Oscar Herrera, Angélica Santis

Abstract:

Currently, in Colombia is arising a problem related to collecting used lubricant oils which are generated by the increment of the vehicle fleet. This situation does not allow a proper disposal of this type of waste, which in turn results in a negative impact on the environment. Therefore, through the comparative analysis of various heuristics, the best solution to the VRP (Vehicle Routing Problem) was selected by comparing costs and times for the collection of used lubricant oils in the city of Pereira, Colombia; since there is no presence of management companies engaged in the direct administration of the collection of this pollutant. To achieve this aim, six proposals of through methods of solution of two phases were discussed. First, the assignment of the group of generator points of the residue was made (previously identified). Proposals one and four of through methods are based on the closeness of points. The proposals two and five are using the scanning method and the proposals three and six are considering the restriction of the capacity of collection vehicle. Subsequently, the routes were developed - in the first three proposals by the Clarke and Wright's savings algorithm and in the following proposals by the Traveling Salesman optimization mathematical model. After applying techniques, a comparative analysis of the results was performed and it was determined which of the proposals presented the most optimal values in terms of the distance, cost and travel time.

Keywords: Heuristics, optimization model, savings algorithm used vehicular oil, VRP.

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7739 A Super-Efficiency Model for Evaluating Efficiency in the Presence of Time Lag Effect

Authors: Yanshuang Zhang, Byungho Jeong

Abstract:

In many cases, there are some time lag between the consumption of inputs and the production of outputs. This time lag effect should be considered in evaluating the performance of organizations. Recently, a couple of DEA models were developed for considering time lag effect in efficiency evaluation of research activities. Multi-periods input(MpI) and Multi-periods output(MpO) models are integrate models to calculate simple efficiency considering time lag effect. However, these models can’t discriminate efficient DMUs because of the nature of basic DEA model in which efficiency scores are limited to ‘1’. That is, efficient DMUs can’t be discriminated because their efficiency scores are same. Thus, this paper suggests a super-efficiency model for efficiency evaluation under the consideration of time lag effect based on the MpO model. A case example using a long term research project is given to compare the suggested model with the MpO model.

Keywords: DEA, Super-efficiency, Time Lag.

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7738 Improved Algorithms for Construction of Interface Agent Interaction Model

Authors: Huynh Quyet Thang, Le Hai Quan

Abstract:

Interaction Model plays an important role in Modelbased Intelligent Interface Agent Architecture for developing Intelligent User Interface. In this paper we are presenting some improvements in the algorithms for development interaction model of interface agent including: the action segmentation algorithm, the action pair selection algorithm, the final action pair selection algorithm, the interaction graph construction algorithm and the probability calculation algorithm. The analysis of the algorithms also presented. At the end of this paper, we introduce an experimental program called “Personal Transfer System".

Keywords: interface agent, interaction model, user model.

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7737 Analytical Subthreshold Drain Current Model Incorporating Inversion Layer Effective Mobility Model for Pocket Implanted Nano Scale n-MOSFET

Authors: Muhibul Haque Bhuyan, Quazi D. M. Khosru

Abstract:

Carrier scatterings in the inversion channel of MOSFET dominates the carrier mobility and hence drain current. This paper presents an analytical model of the subthreshold drain current incorporating the effective electron mobility model of the pocket implanted nano scale n-MOSFET. The model is developed by assuming two linear pocket profiles at the source and drain edges at the surface and by using the conventional drift-diffusion equation. Effective electron mobility model includes three scattering mechanisms, such as, Coulomb, phonon and surface roughness scatterings as well as ballistic phenomena in the pocket implanted n-MOSFET. The model is simulated for various pocket profile and device parameters as well as for various bias conditions. Simulation results show that the subthreshold drain current data matches the experimental data already published in the literature.

Keywords: Linear Pocket Profile, Pocket Implanted n-MOSFET, Subthreshold Drain Current and Effective Mobility Model.

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7736 Spatial Correlation Analysis between Climate Factors and Plant Production in Asia

Authors: Yukiyo Yamamoto, Jun Furuya, Shintaro Kobayashi

Abstract:

Using 1km grid datasets representing monthly mean precipitation, monthly mean temperature, and dry matter production (DMP), we considered the regional plant production ability in Southeast and South Asia, and also employed pixel-by-pixel correlation analysis to assess the intensity of relation between climate factors and plant production. While annual DMP in South Asia was approximately less than 2,000kg, the one in most part of Southeast Asia exceeded 2,500 - 3,000kg. It suggested that plant production in Southeast Asia was superior to South Asia, however, Rain-Use Efficiency (RUE) representing dry matter production per 1mm precipitation showed that inland of Indochina Peninsula and India were higher than islands in Southeast Asia. By the results of correlation analysis between climate factors and DMP, while the area in most parts of Indochina Peninsula indicated negative correlation coefficients between DMP and precipitation or temperature, the area in Malay Peninsula and islands showed negative correlation to precipitation and positive one to temperature, and most part of India dominating South Asia showed positive to precipitation and negative to temperature. In addition, the areas where the correlation coefficients exceeded |0.8| were regarded as “susceptible" to climate factors, and the areas smaller than |0.2| were “insusceptible". By following the discrimination, the map implying expected impacts by climate change was provided.

Keywords: Asia, correlation analysis, plant production, precipitation, temperature.

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7735 A Constitutive Model of Ligaments and Tendons Accounting for Fiber-Matrix Interaction

Authors: Ratchada Sopakayang, Gerhard A. Holzapfel

Abstract:

In this study, a new constitutive model is developed to describe the hyperelastic behavior of collagenous tissues with a parallel arrangement of collagen fibers such as ligaments and tendons. The model is formulated using a continuum approach incorporating the structural changes of the main tissue components: collagen fibers, proteoglycan-rich matrix and fiber-matrix interaction. The mechanical contribution of the interaction between the fibers and the matrix is simply expressed by a coupling term. The structural change of the collagen fibers is incorporated in the constitutive model to describe the activation of the fibers under tissue straining. Finally, the constitutive model can easily describe the stress-stretch nonlinearity which occurs when a ligament/tendon is axially stretched. This study shows that the interaction between the fibers and the matrix contributes to the mechanical tissue response. Therefore, the model may lead to a better understanding of the physiological mechanisms of ligaments and tendons under axial loading.

Keywords: Hyperelasticity, constitutive model, fiber-matrix interaction, ligament, tendon.

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7734 Adaptive Digital Watermarking Integrating Fuzzy Inference HVS Perceptual Model

Authors: Sherin M. Youssef, Ahmed Abouelfarag, Noha M. Ghatwary

Abstract:

An adaptive Fuzzy Inference Perceptual model has been proposed for watermarking of digital images. The model depends on the human visual characteristics of image sub-regions in the frequency multi-resolution wavelet domain. In the proposed model, a multi-variable fuzzy based architecture has been designed to produce a perceptual membership degree for both candidate embedding sub-regions and strength watermark embedding factor. Different sizes of benchmark images with different sizes of watermarks have been applied on the model. Several experimental attacks have been applied such as JPEG compression, noises and rotation, to ensure the robustness of the scheme. In addition, the model has been compared with different watermarking schemes. The proposed model showed its robustness to attacks and at the same time achieved a high level of imperceptibility.

Keywords: Watermarking, The human visual system (HVS), Fuzzy Inference System (FIS), Local Binary Pattern (LBP), Discrete Wavelet Transform (DWT).

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7733 Application of Generalized Autoregressive Score Model to Stock Returns

Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke

Abstract:

The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.

Keywords: Generalized autoregressive score model, stock returns, time-varying.

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7732 Investigation of the Effects of Sampling Frequency on the THD of 3-Phase Inverters Using Space Vector Modulation

Authors: Khattab Ibrahim Al Qaisi, Nicholas Bowring

Abstract:

This paper presents the simulation results of the effects of sampling frequency on the total harmonic distortion (THD) of three-phase inverters using the space vector pulse width modulation (SVPWM) and space vector control (SVC) algorithms. The relationship between the variables was studied using curve fitting techniques, and it has been shown that, for 50 Hz inverters, there is an exponential relation between the sampling frequency and THD up to around 8500 Hz, beyond which the performance of the model becomes irregular, and there is an negative exponential relation between the sampling frequency and the marginal improvement to the THD. It has also been found that the performance of SVPWM is better than that of SVC with the same sampling frequency in most frequency range, including the range where the performance of the former is irregular.

Keywords: SVPWM, THD, DC-AC Inverter, Sampling Frequency.

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7731 Reduction of Linear Time-Invariant Systems Using Routh-Approximation and PSO

Authors: S. Panda, S. K. Tomar, R. Prasad, C. Ardil

Abstract:

Order reduction of linear-time invariant systems employing two methods; one using the advantages of Routh approximation and other by an evolutionary technique is presented in this paper. In Routh approximation method the denominator of the reduced order model is obtained using Routh approximation while the numerator of the reduced order model is determined using the indirect approach of retaining the time moments and/or Markov parameters of original system. By this method the reduced order model guarantees stability if the original high order model is stable. In the second method Particle Swarm Optimization (PSO) is employed to reduce the higher order model. PSO method is based on the minimization of the Integral Squared Error (ISE) between the transient responses of original higher order model and the reduced order model pertaining to a unit step input. Both the methods are illustrated through numerical examples.

Keywords: Model Order Reduction, Markov Parameters, Routh Approximation, Particle Swarm Optimization, Integral Squared Error, Steady State Stability.

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7730 Specialized Reduced Models of Dynamic Flows in 2-Stroke Engines

Authors: S. Cagin, X. Fischer, E. Delacourt, N. Bourabaa, C. Morin, D. Coutellier, B. Carré, S. Loumé

Abstract:

The complexity of scavenging by ports and its impact on engine efficiency create the need to understand and to model it as realistically as possible. However, there are few empirical scavenging models and these are highly specialized. In a design optimization process, they appear very restricted and their field of use is limited. This paper presents a comparison of two methods to establish and reduce a model of the scavenging process in 2-stroke diesel engines. To solve the lack of scavenging models, a CFD model has been developed and is used as the referent case. However, its large size requires a reduction. Two techniques have been tested depending on their fields of application: The NTF method and neural networks. They both appear highly appropriate drastically reducing the model’s size (over 90% reduction) with a low relative error rate (under 10%). Furthermore, each method produces a reduced model which can be used in distinct specialized fields of application: the distribution of a quantity (mass fraction for example) in the cylinder at each time step (pseudo-dynamic model) or the qualification of scavenging at the end of the process (pseudo-static model).

Keywords: Diesel engine, Design optimization, Model reduction, Neural network, NTF algorithm, Scavenging.

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7729 A New Shock Model for Systems Subject to Random Threshold Failure

Authors: A. Rangan, A. Tansu

Abstract:

This paper generalizes Yeh Lam-s shock model for renewal shock arrivals and random threshold. Several interesting statistical measures are explicitly obtained. A few special cases and an optimal replacement problem are also discussed.

Keywords: shock model, optimal replacement, random threshold, shocks.

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