Search results for: Tomohiro Ando
14 Simultaneous Term Structure Estimation of Hazard and Loss Given Default with a Statistical Model using Credit Rating and Financial Information
Authors: Tomohiro Ando, Satoshi Yamashita
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The objective of this study is to propose a statistical modeling method which enables simultaneous term structure estimation of the risk-free interest rate, hazard and loss given default, incorporating the characteristics of the bond issuing company such as credit rating and financial information. A reduced form model is used for this purpose. Statistical techniques such as spline estimation and Bayesian information criterion are employed for parameter estimation and model selection. An empirical analysis is conducted using the information on the Japanese bond market data. Results of the empirical analysis confirm the usefulness of the proposed method.Keywords: Empirical Bayes, Hazard term structure, Loss given default.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 165413 Origins of Chicago Common Brick: Examining a Masonry Shell Encasing a New Ando Museum
Authors: Daniel Joseph Whittaker
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This paper examines the broad array of historic sites from which Chicago common brick has emerged, and the methods this brick has been utilized within and around a new hybrid structure recently completed-and periodically opened to the public, as a private art, architecture, design, and social activism gallery space. Various technical aspects regarding the structural and aesthetic reuse methods of salvaged brick within the interior and exterior of this new Tadao Ando-designed building in Lincoln Park, Chicago, are explored. This paper expands specifically upon the multiple possible origins of Chicago common brick, as well as the extant brick currently composing the surrounding alley which is integral to demarcating the southern site boundary of the old apartment building now gallery. Themes encompassing Chicago’s archeological and architectural history, local resource extraction, and labor practices permeate this paper’s investigation into urban, social and architectural history and building construction technology advancements through time.
Keywords: Masonry construction, history brickmaking, private museums, Chicago Illinois, Tadao Ando.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 91312 The Riemann Barycenter Computation and Means of Several Matrices
Authors: Miklos Palfia
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An iterative definition of any n variable mean function is given in this article, which iteratively uses the two-variable form of the corresponding two-variable mean function. This extension method omits recursivity which is an important improvement compared with certain recursive formulas given before by Ando-Li-Mathias, Petz- Temesi. Furthermore it is conjectured here that this iterative algorithm coincides with the solution of the Riemann centroid minimization problem. Certain simulations are given here to compare the convergence rate of the different algorithms given in the literature. These algorithms will be the gradient and the Newton mehod for the Riemann centroid computation.
Keywords: Means, matrix means, operator means, geometric mean, Riemannian center of mass.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 177811 Transformation of the Traditional Landscape of Kabul Old City: A Study for Its Conservation
Authors: Mohammad Umar Azizi, Tetsuya Ando
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This study investigates the transformation of the traditional landscape of Kabul Old City through an examination of five case study areas. Based on physical observation, three types of houses are found: traditional, mixed and modern. Firstly, characteristics of the houses are described according to construction materials and the number of stories. Secondly, internal and external factors are considered in order to implement a conservation plan. Finally, an adaptive conservation plan is suggested to protect the traditional landscape of Kabul Old City.Keywords: Conservation, District 1, Kabul Old City, landscape, transformation, traditional houses.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 118310 Development of a Wiki-based Feature Library for a Process Planning System
Authors: Hendry Muljadi, Hideaki Takeda, Koichi Ando
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A manufacturing feature can be defined simply as a geometric shape and its manufacturing information to create the shape. In a feature-based process planning system, feature library plays an important role in the extraction of manufacturing features with their proper manufacturing information. However, to manage the manufacturing information flexibly, it is important to build a feature library that is easy to modify. In this paper, a Wiki-based feature library is proposed.Keywords: Manufacturing feature, feature library, feature ontology, process planning, Wiki, MediaWiki.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14069 Enhancement of Impingement Heat Transfer on a Flat Plate with Ribs
Authors: M. Kito, M. Takezaki, T. Shakouchi, K. Tsujimoto, T. Ando
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Impinging jets are widely used in industrial cooling systems for their high heat transfer characteristics at stagnation points. However, the heat transfer characteristics are low in the downstream direction. In order to improve the heat transfer coefficient further downstream, investigations introducing ribs on jet-cooled flat plates have been conducted. Most studies regarding the heat-transfer enhancement using a rib-roughened wall have dealt with the rib pitch. In this paper, we focused on the rib spacing and demonstrated that the rib spacing must be more than 6 times the nozzle width to improve heat transfer at Reynolds number Re=5.0×103 because it is necessary to have enough space to allow reattachment of flow behind the first rib.Keywords: Forced convection, heat transfer, impinging jet cooling, rib roughened wall
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24348 On-line Identification of Continuous-time Hammerstein Systems via RBF Networks and Immune Algorithm
Authors: Tomohiro Hachino, Kengo Nagatomo, Hitoshi Takata
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This paper deals with an on-line identification method of continuous-time Hammerstein systems by using the radial basis function (RBF) networks and immune algorithm (IA). An unknown nonlinear static part to be estimated is approximately represented by the RBF network. The IA is efficiently combined with the recursive least-squares (RLS) method. The objective function for the identification is regarded as the antigen. The candidates of the RBF parameters such as the centers and widths are coded into binary bit strings as the antibodies and searched by the IA. On the other hand, the candidates of both the weighting parameters of the RBF network and the system parameters of the linear dynamic part are updated by the RLS method. Simulation results are shown to illustrate the proposed method.Keywords: Continuous-time System, Hammerstein System, OnlineIdentification, Immune Algorithm, RBF network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13567 Gaussian Process Model Identification Using Artificial Bee Colony Algorithm and Its Application to Modeling of Power Systems
Authors: Tomohiro Hachino, Hitoshi Takata, Shigeru Nakayama, Ichiro Iimura, Seiji Fukushima, Yasutaka Igarashi
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This paper presents a nonparametric identification of continuous-time nonlinear systems by using a Gaussian process (GP) model. The GP prior model is trained by artificial bee colony algorithm. The nonlinear function of the objective system is estimated as the predictive mean function of the GP, and the confidence measure of the estimated nonlinear function is given by the predictive covariance of the GP. The proposed identification method is applied to modeling of a simplified electric power system. Simulation results are shown to demonstrate the effectiveness of the proposed method.
Keywords: Artificial bee colony algorithm, Gaussian process model, identification, nonlinear system, electric power system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15616 Hybrid Algorithm for Hammerstein System Identification Using Genetic Algorithm and Particle Swarm Optimization
Authors: Tomohiro Hachino, Kenji Shimoda, Hitoshi Takata
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This paper presents a method of model selection and identification of Hammerstein systems by hybridization of the genetic algorithm (GA) and particle swarm optimization (PSO). An unknown nonlinear static part to be estimated is approximately represented by an automatic choosing function (ACF) model. The weighting parameters of the ACF and the system parameters of the linear dynamic part are estimated by the linear least-squares method. On the other hand, the adjusting parameters of the ACF model structure are properly selected by the hybrid algorithm of the GA and PSO, where the Akaike information criterion is utilized as the evaluation value function. Simulation results are shown to demonstrate the effectiveness of the proposed hybrid algorithm.Keywords: Hammerstein system, identification, automatic choosing function model, genetic algorithm, particle swarm optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14875 Short-Term Electric Load Forecasting Using Multiple Gaussian Process Models
Authors: Tomohiro Hachino, Hitoshi Takata, Seiji Fukushima, Yasutaka Igarashi
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This paper presents a Gaussian process model-based short-term electric load forecasting. The Gaussian process model is a nonparametric model and the output of the model has Gaussian distribution with mean and variance. The multiple Gaussian process models as every hour ahead predictors are used to forecast future electric load demands up to 24 hours ahead in accordance with the direct forecasting approach. The separable least-squares approach that combines the linear least-squares method and genetic algorithm is applied to train these Gaussian process models. Simulation results are shown to demonstrate the effectiveness of the proposed electric load forecasting.
Keywords: Direct method, electric load forecasting, Gaussian process model, genetic algorithm, separable least-squares method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19694 Development of a Semantic Wiki-based Feature Library for the Extraction of Manufacturing Feature and Manufacturing Information
Authors: Hendry Muljadi, Hideaki Takeda, Koichi Ando
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A manufacturing feature can be defined simply as a geometric shape and its manufacturing information to create the shape. In a feature-based process planning system, feature library that consists of pre-defined manufacturing features and the manufacturing information to create the shape of the features, plays an important role in the extraction of manufacturing features with their proper manufacturing information. However, to manage the manufacturing information flexibly, it is important to build a feature library that can be easily modified. In this paper, the implementation of Semantic Wiki for the development of the feature library is proposed.Keywords: Manufacturing feature, feature library, feature ontology, process planning, Wiki, MediaWiki, Semantic Wiki.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14273 Design of Extremum Seeking Control with PD Accelerator and its Application to Monod and Williams-Otto Models
Authors: Hitoshi Takata, Tomohiro Hachino, Masaki Horai, Kazuo Komatsu
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In this paper, we are concerned with the design and its simulation studies of a modified extremum seeking control for nonlinear systems. A standard extremum seeking control has a simple structure, but it takes a long time to reach an optimal operating point. We consider a modification of the standard extremum seeking control which is aimed to reach the optimal operating point more speedily than the standard one. In the modification, PD acceleration term is added before an integrator making a principal control, so that it enables the objects to be regulated to the optimal point smoothly. This proposed method is applied to Monod and Williams-Otto models to investigate its effectiveness. Numerical simulation results show that this modified method can improve the time response to the optimal operating point more speedily than the standard one.Keywords: Extremum seeking control, Monod model, Williams- Otto model, PD acceleration term, Optimal operating point.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15062 Future Outlook and Current Situation for Security of Gas Supply in Eastern Baltic Region
Authors: Ando Leppiman, Kati Kõrbe Kaare, Ott Koppel
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Growing demand for gas has rekindled a debate on gas security of supply due to supply interruptions, increasing gas prices, cross-border bottlenecks and a growing reliance on imports over longer distances. Security of supply is defined mostly as an infrastructure package to satisfy N-1 criteria. In case of Estonia, Finland, Latvia and Lithuania all the gas infrastructure is built to supply natural gas only from one single supplier, Russia. In 2012 almost 100% of natural gas to the Eastern Baltic Region was supplied by Gazprom. Under such circumstances infrastructure N-1 criteria does not guarantee security of supply. In the Eastern Baltic Region, the assessment of risk of gas supply disruption has been worked out by applying the method of risk scenarios. There are various risks to be tackled in Eastern Baltic States in terms of improving security of supply, such as single supplier risk, physical infrastructure risk, regulatory gap, fair price and competition. The objective of this paper is to evaluate the energy security of the Eastern Baltic Region within the framework of the European Union’s policies and to make recommendations on how to better guarantee the energy security of the region.
Keywords: Security of supply, supply routes for natural gas, energy balance, diversified supply options, common regulative package.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18941 Historical Development of Bagh-e Dasht in Herat, Afghanistan: A Comprehensive Field Survey of Physical and Social Aspects
Authors: Khojesta Kawish, Tetsuya Ando, Sayed Abdul Basir Samimi
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Bagh-e Dasht area is situated in the northern part of Herat, an old city in western Afghanistan located on the Silk Road which has received a strong influence from Persian culture. Initially, the Bagh-e Dasht area was developed for gardens and palaces near Joy-e Injil canal during the Timurid Empire in the 15th century. It is assumed Bagh-e Dasht became a settlement in the 16th century during the Safavid Empire. The oldest area is the southern part around the canal bank which is characterized by Dalans, sun-dried brick arcades above which houses are often constructed. Traditional houses in this area are built with domical vault roofs constructed with sun-dried bricks. Bagh-e Dasht is one of the best-preserved settlements of traditional houses in Herat. This study examines the transformation of the Bagh-e Dasht area with a focus on Dalans, where traditional houses with domical vault roofs have been well-preserved until today. The aim of the study is to examine the extent of physical changes to the area as well as changes to houses and the community. This research paper contains original results which have previously not been published in architectural history. The roof types of houses in the area are investigated through examining high resolution satellite images. The boundary of each building and space is determined by both a field survey and aerial photographs of the study area. A comprehensive field survey was then conducted to examine each space and building in the area. In addition, a questionnaire was distributed to the residents of the Dalan houses and interviews were conducted with the Wakil (Chief) of the area, a local historian, residents and traditional builders. The study finds that the oldest part of Bagh-e Dasht area, the south, contains both Dalans and domical vault roof houses. The next oldest part, which is the north, only has domical vault roof houses. The rest of the area only has houses with modernized flat roofs. This observation provides an insight into the process of historical development in the Bagh-e Dasht area.
Keywords: Afghanistan, Bagh-e Dasht, Dalan, Domical vault, Herat, over path house, traditional house.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 902