Search results for: Trace Model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7490

Search results for: Trace Model

7460 Geochemistry of Tektites from Hainan Island and Northeast Thailand

Authors: Yung-Tan Lee, Ren-Yi Huang, Ju-Chin Chen, Jyh-Yi Shih, Wen-Feng Chang, Yen-Tsui Hu, Chih-Cheng Chen

Abstract:

Twenty seven tektites from the Wenchang area, Hainan province (south China) and five tektites from the Khon Kaen area (northeast Thailand) were analyzed for major and trace element contents and Rb-Sr isotopic compositions. All the samples studied are splash-form tektites. Tektites of this study are characterized by high SiO2 contents ranging from 71.95 to 74.07 wt% which is consistent with previously published analyses of Australasian tektites. The trace element ratios Ba/Rb (avg. 3.89), Th/Sm (avg. 2.40), Sm/Sc (avg. 0.45), Th/Sc (avg. 0.99) and the rare earth elements (REE) contents of tektites of this study are similar to the average upper continental crust. Based on the chemical composition, it is suggested that tektites in this study are derived from similar parental material and are similar to the post-Archean upper crustal rocks. The major and trace element abundances of tektites analyzed indicate that the parental material of tektites may be a terrestrial sedimentary deposit. The tektites from the Wenchang area, Hainan Island have high positive εSr(0) values-ranging from 184.5~196.5 which indicate that the parental material for these tektites have similar Sr isotopic compositions to old terrestrial sedimentary rocks and they were not dominantly derived from recent young sediments (such as soil or loess). Based on Rb-Sr isotopic data, it has been suggested by Blum (1992) [1]that the depositional age of sedimentary target materials is close to 170Ma (Jurassic). According to the model suggested by Ho and Chen (1996)[2], mixing calculations for various amounts and combinations of target rocks have been carried out. We consider that the best fit for tektites from the Wenchang area is a mixture of 47% shale, 23% sandstone, 25% greywacke and 5% quartzite, and the other tektites from Khon Kaen area is a mixture of 46% shale, 2% sandstone, 20% greywacke and 32% quartzite.

Keywords: Geochemistry, Hainan Island, Northeast Thailand, Tektites.

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7459 The Elliptic Curves y2 = x3 - t2x over Fp

Authors: Ahmet Tekcan

Abstract:

Let p be a prime number, Fp be a finite field and t ∈ F*p= Fp- {0}. In this paper we obtain some properties of ellipticcurves Ep,t: y2= y2= x3- t2x over Fp. In the first sectionwe give some notations and preliminaries from elliptic curves. In the second section we consider the rational points (x, y) on Ep,t. Wegive a formula for the number of rational points on Ep,t over Fnp for an integer n ≥ 1. We also give some formulas for the sum of x?andy?coordinates of the points (x, y) on Ep,t. In the third section weconsider the rank of Et: y2= x3- t2x and its 2-isogenous curve Et over Q. We proved that the rank of Etand Etis 2 over Q. In the last section we obtain some formulas for the sums Σt∈F?panp,t for an integer n ≥ 1, where ap,t denote the trace of Frobenius.

Keywords: Elliptic curves over finite fields, rational points onelliptic curves, rank, trace of Frobenius.

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7458 PAPR Reduction of FBMC Using Sliding Window Tone Reservation Active Constellation Extension Technique

Authors: V. Sandeep Kumar, S. Anuradha

Abstract:

The high Peak to Average Power Ratio (PAR) in Filter Bank Multicarrier with Offset Quadrature Amplitude Modulation (FBMC-OQAM) can significantly reduce power efficiency and performance. In this paper, we address the problem of PAPR reduction for FBMC-OQAM systems using Tone Reservation (TR) technique. Due to the overlapping structure of FBMCOQAM signals, directly applying TR schemes of OFDM systems to FBMC-OQAM systems is not effective. We improve the tone reservation (TR) technique by employing sliding window with Active Constellation Extension for the PAPR reduction of FBMC-OQAM signals, called sliding window tone reservation Active Constellation Extension (SW-TRACE) technique. The proposed SW-TRACE technique uses the peak reduction tones (PRTs) of several consecutive data blocks to cancel the peaks of the FBMC-OQAM signal inside a window, with dynamically extending outer constellation points in active(data-carrying) channels, within margin-preserving constraints, in order to minimize the peak magnitude. Analysis and simulation results compared to the existing Tone Reservation (TR) technique for FBMC/OQAM system. The proposed method SW-TRACE has better PAPR performance and lower computational complexity.

Keywords: FBMC-OQAM, peak-to-average power ratio, sliding window, tone reservation Active Constellation Extension.

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7457 Geochemistry of Tektites from Maoming of Guandong Province, China

Authors: Yung-Tan Lee, Ren-Yi Huang, Jyh-Yi Shih, Meng-Lung Lin, Yen-Tsui Hu, Hsiao-Ling Yu, Chih-Cheng Chen

Abstract:

We measured the major and trace element contents and Rb-Sr isotopic compositions of 12 tektites from the Maoming area, Guandong province (south China). All the samples studied are splash-form tektites which show pitted or grooved surfaces with schlieren structures on some surfaces. The trace element ratios Ba/Rb (avg. 4.33), Th/Sm (avg. 2.31), Sm/Sc (avg. 0.44), Th/Sc (avg. 1.01) , La/Sc (avg. 2.86), Th/U (avg. 7.47), Zr/Hf (avg. 46.01) and the rare earth elements (REE) contents of tektites of this study are similar to the average upper continental crust. From the chemical composition, it is suggested that tektites in this study are derived from similar parental terrestrial sedimentary deposit which may be related to post-Archean upper crustal rocks. The tektites from the Maoming area have high positive εSr(0) values-ranging from 176.9~190.5 which indicate that the parental material for these tektites have similar Sr isotopic compositions to old terrestrial sedimentary rocks and they were not dominantly derived from recent young sediments (such as soil or loess). The Sr isotopic data obtained by the present study support the conclusion proposed by Blum et al. (1992)[1] that the depositional age of sedimentary target materials is close to 170Ma (Jurassic). Mixing calculations based on the model proposed by Ho and Chen (1996)[2] for various amounts and combinations of target rocks indicate that the best fit for tektites from the Maoming area is a mixture of 40% shale, 30% greywacke, 30% quartzite.

Keywords: Geochemistry, Guandong province, South China, Tektites

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7456 Efficiency of Modified Granular Activated Carbon Coupled with Membrane Bioreactor for Trace Organic Contaminants Removal

Authors: Mousaab Alrhmoun, Magali Casellas, Michel Baudu, Christophe Dagot

Abstract:

The aim of the study is to improve removal of trace organic contaminants dissolved in activated sludge by the process of filtration with membrane bioreactor combined with modified activated carbon, for a maximum removal of organic compounds characterized by low molecular weight. Special treatment was conducted in laboratory on activated carbon. Tow reaction parameters: the pH of aqueous middle and the type of granular activated carbon were very important to improve the removal and to motivate the electrostatic Interactions of organic compounds with modified activated carbon in addition to physical adsorption, ligand exchange or complexation on the surface activated carbon. The results indicate that modified activated carbon has a strong impact in removal 21 of organic contaminants and in percentage of 100% of the process.

Keywords: Activated carbon, organic contaminants, Membrane bioreactor.

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7455 A Study on the Removal of Trace Organic Matter in Water Treatment Procedures Using Powder-activated Carbon Biofilm

Authors: Rou-Han Lee, Jie, Chung Lou, Huang-Ming Fang

Abstract:

This study uses natural water and the surface properties of powdered activated carbon to acclimatize organics, forming biofilms on the surface of powdered activated carbon. To investigate the influence of different hydraulic retention times on the removal efficacy of trace organics in raw water, and to determine the optimal hydraulic retention time of a biological powdered activated carbon system, this study selects ozone-treated water processed by Feng-shan Advanced Water Purification Plant in southern Taiwan for the experiment. The evaluation indicators include assimilable organic carbon, dissolved organic carbon, and total organic carbon. The results of this study can improve the quality of drinking water treated using advanced water purification procedures.

Keywords: Water Purification Procedures, Biological Powdered Activated Carbon System, Assimilable Organic Carbon

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7454 Video Super-Resolution Using Classification ANN

Authors: Ming-Hui Cheng, Jyh-Horng Jeng

Abstract:

In this study, a classification-based video super-resolution method using artificial neural network (ANN) is proposed to enhance low-resolution (LR) to high-resolution (HR) frames. The proposed method consists of four main steps: classification, motion-trace volume collection, temporal adjustment, and ANN prediction. A classifier is designed based on the edge properties of a pixel in the LR frame to identify the spatial information. To exploit the spatio-temporal information, a motion-trace volume is collected using motion estimation, which can eliminate unfathomable object motion in the LR frames. In addition, temporal lateral process is employed for volume adjustment to reduce unnecessary temporal features. Finally, ANN is applied to each class to learn the complicated spatio-temporal relationship between LR and HR frames. Simulation results show that the proposed method successfully improves both peak signal-to-noise ratio and perceptual quality.

Keywords: Super-resolution, classification, spatio-temporal information, artificial neural network.

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7453 The Effect of X-Ray on Plasma and Erythrocyte Concentration of Zn and Cu in Radiology Staff of Tehran Oil Hospital

Authors: L. Nekoozad, M. Salehi Barough, B. Salmasian

Abstract:

Introduction: Some parameters should be considered to investigate the chronic effects of radiation absorption in radiation workers. Trace elements are parameters which small changes in them can cause significant effects on live systems. The role of trace element concentration in human health is significant. These elements play an important role in the developing and functioning of the immune system, cellular respiration, and oxidation processes. Considering the importance and necessity of this issue and few studies, measurements of concentration changes of these elements due to the absorbed dose are important. Purpose: This study aimed to determine the biological effects of occupational dose absorption on plasma and erythrocyte concentration of Zn and Cu in the radiology staff of Tehran Oil Hospital. Material and methods: In this analytical-comparative study, 72 people have entered. 36 people (18 males and 18 females) were selected as radiology staff in the diagnostic and therapeutic departments of Tehran Oil Hospital. And 36 people (18 males and 18 females) were selected as general section staff in the same hospital as a control group. Radiology and control groups’ age and sex were matched. 10 ml of venous blood was taken from all people.  An atomic absorption spectrometer was used to obtain zinc and copper plasma concentrations. Levine test was used to compare these results validity. Results: The mean concentrations of copper and zinc were measured as 0.951 and 0.754 mg/L in the plasma phase and 3.2  and 0.401 mg/L in the RBC phase for the radiology group.  Copper and zinc average concentrations, respectively 0.976 and 0.813 mg/L in the plasma phase and 2.906 and 0.476 mg/L in the RBC phase, were measured for the control group. These elements Concentrations in the plasma phase were significantly different from that of the control group, but the concentrations in the red blood cell phase did not show a significant difference compared to the control group. In comparison, a separate comparison between men and women in the experimental and control groups showed a significant difference in the values of the elements mentioned. With a significant increase in samples, a better justification than the available statistical results can be extracted. Conclusions: Within this study results, chronic occupational probabilistic absorption destructive effects (even within the permitted range) on blood trace element concentration have been confirmed.

Keywords: Chronic absorption, atomic absorption spectrometry, radiology staff, trace element concentration.

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7452 Geochemistry of Cenozoic Basaltic Rocksaround Liuhe National Geopark, Jiangsu Province, Eastern China: Petrogenesis and Mantle Source

Authors: Yung-Tan Lee, Ren-Yi Huang, Ju-Chin Chen, Jyh-Yi Shih, Meng-Lung Lin, Hsiao-Ling Yu, Yen-Tsui Hu, Chih-Cheng Chen

Abstract:

Cenozoic basalts found in Jiangsu province of eastern China include tholeiites and alkali basalts. The present paper analyzed the major, trace elements, rare earth elements of these Cenozoic basalts and combined with Sr-Nd isotopic compositions proposed by Chen et al. (1990)[1] in the literatures to discuss the petrogenesis of these basalts and the geochemical characteristics of the source mantle. Based on major, trace elements and fractional crystallization model established by Brooks and Nielsen (1982)[2] we suggest that the basaltic magma has experienced olivine + clinopyroxene fractionation during its evolution. The chemical compositions of basaltic rocks from Jiangsu province indicate that these basalts may belong to the same magmatic system. Spidergrams reveal that Cenozoic basalts from Jiangsu province have geochemical characteristics similar to those of ocean island basalts(OIB). The slight positive Nb and Ti anomalies found in basaltic rocks of this study suggest the presence of Ti-bearing minerals in the mantle source and these Ti-bearing minerals had contributed to basaltic magma during partial melting, indicating a metasomatic event might have occurred before the partial melting. Based on the Sr vs. Nd isotopic ratio plots, we suggest that Jiangsu basalts may be derived from partial melting of mantle source which may represent two-end members mixing of DMM and EM-I. Some Jiangsu basaltic magma may be derived from partial melting of EM-I heated by the upwelling asthenospheric mantle or asthenospheric diapirism.

Keywords: Geochemistry, Jiangsu Province, Cenozoic basalts, Fractional crystallization.

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7451 Trace Emergence of Ants- Traffic Flow, based upon Exclusion Process

Authors: Ali Lemouari, Mohamed Benmohamed

Abstract:

Biological evolution has generated a rich variety of successful solutions; from nature, optimized strategies can be inspired. One interesting example is the ant colonies, which are able to exhibit a collective intelligence, still that their dynamic is simple. The emergence of different patterns depends on the pheromone trail, leaved by the foragers. It serves as positive feedback mechanism for sharing information. In this paper, we use the dynamic of TASEP as a model of interaction at a low level of the collective environment in the ant-s traffic flow. This work consists of modifying the movement rules of particles “ants" belonging to the TASEP model, so that it adopts with the natural movement of ants. Therefore, as to respect the constraints of having no more than one particle per a given site, and in order to avoid collision within a bidirectional circulation, we suggested two strategies: decease strategy and waiting strategy. As a third work stage, this is devoted to the study of these two proposed strategies- stability. As a final work stage, we applied the first strategy to the whole environment, in order to get to the emergence of traffic flow, which is a way of learning.

Keywords: Ants system, emergence, exclusion process, pheromone.

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7450 A Survey of Model Comparison Strategies and Techniques in Model Driven Engineering

Authors: Junaid Rashid, Waqar Mehmood, Muhammad Wasif Nisar

Abstract:

This survey paper shows the recent state of model comparison as it’s applies to Model Driven engineering. In Model Driven Engineering to calculate the difference between the models is a very important and challenging task. There are number of tasks involved in model differencing that firstly starts with identifying and matching the elements of the model. In this paper, we discuss how model matching is accomplished, the strategies, techniques and the types of the model. We also discuss the future direction. We found out that many of the latest model comparison strategies are geared near enabling Meta model and similarity based matching. Therefore model versioning is the most dominant application of the model comparison. Recently to work on comparison for versioning has begun to deteriorate, giving way to different applications. Ultimately there is wide change among the tools in the measure of client exertion needed to perform model comparisons, as some require more push to encourage more sweeping statement and expressive force.

Keywords: Model comparison, model clone detection, model versioning, EMF Model, model diff.

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7449 A New Traffic Pattern Matching for DDoS Traceback Using Independent Component Analysis

Authors: Yuji Waizumi, Tohru Sato, Yoshiaki Nemoto

Abstract:

Recently, Denial of Service(DoS) attacks and Distributed DoS(DDoS) attacks which are stronger form of DoS attacks from plural hosts have become security threats on the Internet. It is important to identify the attack source and to block attack traffic as one of the measures against these attacks. In general, it is difficult to identify them because information about the attack source is falsified. Therefore a method of identifying the attack source by tracing the route of the attack traffic is necessary. A traceback method which uses traffic patterns, using changes in the number of packets over time as criteria for the attack traceback has been proposed. The traceback method using the traffic patterns can trace the attack by matching the shapes of input traffic patterns and the shape of output traffic pattern observed at a network branch point such as a router. The traffic pattern is a shapes of traffic and unfalsifiable information. The proposed trace methods proposed till date cannot obtain enough tracing accuracy, because they directly use traffic patterns which are influenced by non-attack traffics. In this paper, a new traffic pattern matching method using Independent Component Analysis(ICA) is proposed.

Keywords: Distributed Denial of Service, Independent Component Analysis, Traffic pattern

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7448 A Stable Pose Estimation Method for the Biped Robot using Image Information

Authors: Sangbum Park, Youngjoon Han

Abstract:

This paper proposes a balance control scheme for a biped robot to trace an arbitrary path using image information. While moving, it estimates the zero moment point(ZMP) of the biped robot in the next step using a Kalman filter and renders an appropriate balanced pose of the robot. The ZMP can be calculated from the robot's pose, which is measured from the reference object image acquired by a CCD camera on the robot's head. For simplifying the kinematical model, the coordinates systems of individual joints of each leg are aligned and the robot motion is approximated as an inverted pendulum so that a simple linear dynamics, 3D-LIPM(3D-Linear Inverted Pendulum Mode) can be applied. The efficiency of the proposed algorithm has been proven by the experiments performed on unknown trajectory.

Keywords: Biped robot, Zero moment point, Balance control, Kalman filter.

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7447 Concurrent Approach to Data Parallel Model using Java

Authors: Bala Dhandayuthapani Veerasamy

Abstract:

Parallel programming models exist as an abstraction of hardware and memory architectures. There are several parallel programming models in commonly use; they are shared memory model, thread model, message passing model, data parallel model, hybrid model, Flynn-s models, embarrassingly parallel computations model, pipelined computations model. These models are not specific to a particular type of machine or memory architecture. This paper expresses the model program for concurrent approach to data parallel model through java programming.

Keywords: Concurrent, Data Parallel, JDK, Parallel, Thread

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7446 Steering Velocity Bounded Mobile Robots in Environments with Partially Known Obstacles

Authors: Reza Hossseynie, Amir Jafari

Abstract:

This paper presents a method for steering velocity bounded mobile robots in environments with partially known stationary obstacles. The exact location of obstacles is unknown and only a probability distribution associated with the location of the obstacles is known. Kinematic model of a 2-wheeled differential drive robot is used as the model of mobile robot. The presented control strategy uses the Artificial Potential Field (APF) method for devising a desired direction of movement for the robot at each instant of time while the Constrained Directions Control (CDC) uses the generated direction to produce the control signals required for steering the robot. The location of each obstacle is considered to be the mean value of the 2D probability distribution and similarly, the magnitude of the electric charge in the APF is set as the trace of covariance matrix of the location probability distribution. The method not only captures the challenges of planning the path (i.e. probabilistic nature of the location of unknown obstacles), but it also addresses the output saturation which is considered to be an important issue from the control perspective. Moreover, velocity of the robot can be controlled during the steering. For example, the velocity of robot can be reduced in close vicinity of obstacles and target to ensure safety. Finally, the control strategy is simulated for different scenarios to show how the method can be put into practice.

Keywords: Steering, obstacle avoidance, mobile robots, constrained directions control, artificial potential field.

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7445 Pathogen Removal Under the Influence of Iron

Authors: Umapriya.R., S.Shrihari

Abstract:

Drinking water is one of the most valuable resources available to mankind. The presence of pathogens in drinking water is highly undesirable. Because of the Lateritic soil, the iron concentrations were high in ground water. High concentration of iron and other trace elements could restrict bacterial growth and modify their metabolic pattern as well. The bacterial growth rate reduced in the presence of iron in water. This paper presents the results of a controlled laboratory study conducted to assess the inhibition of micro-organism (pathogen) in well waters in the presence of dissolved iron concentrations. Synthetic samples were studied in the laboratory and the results compared with field samples. Predictive model for microbial inhibition in the presence of iron is presented. It was seen that the bore wells, open wells and the field results varied, probably due to the nature of micro-organism utilizing the iron in well waters.

Keywords: Disinfection, Disinfectant, Iron, Laterite.

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7444 A Generalised Relational Data Model

Authors: Georgia Garani

Abstract:

A generalised relational data model is formalised for the representation of data with nested structure of arbitrary depth. A recursive algebra for the proposed model is presented. All the operations are formally defined. The proposed model is proved to be a superset of the conventional relational model (CRM). The functionality and validity of the model is shown by a prototype implementation that has been undertaken in the functional programming language Miranda.

Keywords: nested relations, recursive algebra, recursive nested operations, relational data model.

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7443 Smartphone Video Source Identification Based on Sensor Pattern Noise

Authors: Raquel Ramos López, Anissa El-Khattabi, Ana Lucila Sandoval Orozco, Luis Javier García Villalba

Abstract:

An increasing number of mobile devices with integrated cameras has meant that most digital video comes from these devices. These digital videos can be made anytime, anywhere and for different purposes. They can also be shared on the Internet in a short period of time and may sometimes contain recordings of illegal acts. The need to reliably trace the origin becomes evident when these videos are used for forensic purposes. This work proposes an algorithm to identify the brand and model of mobile device which generated the video. Its procedure is as follows: after obtaining the relevant video information, a classification algorithm based on sensor noise and Wavelet Transform performs the aforementioned identification process. We also present experimental results that support the validity of the techniques used and show promising results.

Keywords: Digital video, forensics analysis, key frame, mobile device, PRNU, sensor noise, source identification.

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7442 Behavior Model Mapping and Transformation using Model-Driven Architecture

Authors: Mohammed Abdalla Osman Mukhtar, Azween Abdullah, Alan Giffin Downe

Abstract:

Model mapping and transformation are important processes in high level system abstractions, and form the cornerstone of model-driven architecture (MDA) techniques. Considerable research in this field has devoted attention to static system abstraction, despite the fact that most systems are dynamic with high frequency changes in behavior. In this paper we provide an overview of work that has been done with regard to behavior model mapping and transformation, based on: (1) the completeness of the platform independent model (PIM); (2) semantics of behavioral models; (3) languages supporting behavior model transformation processes; and (4) an evaluation of model composition to effect the best approach to describing large systems with high complexity.

Keywords: MDA; PIM, PSM, QVT, Model Transformation

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7441 Multiple Object Tracking using Particle Swarm Optimization

Authors: Chen-Chien Hsu, Guo-Tang Dai

Abstract:

This paper presents a particle swarm optimization (PSO) based approach for multiple object tracking based on histogram matching. To start with, gray-level histograms are calculated to establish a feature model for each of the target object. The difference between the gray-level histogram corresponding to each particle in the search space and the target object is used as the fitness value. Multiple swarms are created depending on the number of the target objects under tracking. Because of the efficiency and simplicity of the PSO algorithm for global optimization, target objects can be tracked as iterations continue. Experimental results confirm that the proposed PSO algorithm can rapidly converge, allowing real-time tracking of each target object. When the objects being tracked move outside the tracking range, global search capability of the PSO resumes to re-trace the target objects.

Keywords: multiple object tracking, particle swarm optimization, gray-level histogram, image

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7440 Text Retrieval Relevance Feedback Techniques for Bag of Words Model in CBIR

Authors: Nhu Van NGUYEN, Jean-Marc OGIER, Salvatore TABBONE, Alain BOUCHER

Abstract:

The state-of-the-art Bag of Words model in Content- Based Image Retrieval has been used for years but the relevance feedback strategies for this model are not fully investigated. Inspired from text retrieval, the Bag of Words model has the ability to use the wealth of knowledge and practices available in text retrieval. We study and experiment the relevance feedback model in text retrieval for adapting it to image retrieval. The experiments show that the techniques from text retrieval give good results for image retrieval and that further improvements is possible.

Keywords: Relevance feedback, bag of words model, probabilistic model, vector space model, image retrieval

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7439 A Simple Deterministic Model for the Spread of Leptospirosis in Thailand

Authors: W. Triampo, D. Baowan, I.M. Tang, N. Nuttavut, J. Wong-Ekkabut, G. Doungchawee

Abstract:

In this work, we consider a deterministic model for the transmission of leptospirosis which is currently spreading in the Thai population. The SIR model which incorporates the features of this disease is applied to the epidemiological data in Thailand. It is seen that the numerical solutions of the SIR equations are in good agreement with real empirical data. Further improvements are discussed.

Keywords: Leptospirosis, SIR Model, Deterministic model, Thailand.

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7438 Dynamic Model of a Buck Converter with a Sliding Mode Control

Authors: S. Chonsatidjamroen , K-N. Areerak, K-L. Areerak

Abstract:

This paper presents the averaging model of a buck converter derived from the generalized state-space averaging method. The sliding mode control is used to regulate the output voltage of the converter and taken into account in the model. The proposed model requires the fast computational time compared with those of the full topology model. The intensive time-domain simulations via the exact topology model are used as the comparable model. The results show that a good agreement between the proposed model and the switching model is achieved in both transient and steady-state responses. The reported model is suitable for the optimal controller design by using the artificial intelligence techniques.

Keywords: Generalized state-space averaging method, buck converter, sliding mode control, modeling, simulation.

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7437 A Dynamic Hybrid Option Pricing Model by Genetic Algorithm and Black- Scholes Model

Authors: Yi-Chang Chen, Shan-Lin Chang, Chia-Chun Wu

Abstract:

Unlike this study focused extensively on trading behavior of option market, those researches were just taken their attention to model-driven option pricing. For example, Black-Scholes (B-S) model is one of the most famous option pricing models. However, the arguments of B-S model are previously mentioned by some pricing models reviewing. This paper following suggests the importance of the dynamic character for option pricing, which is also the reason why using the genetic algorithm (GA). Because of its natural selection and species evolution, this study proposed a hybrid model, the Genetic-BS model which combining GA and B-S to estimate the price more accurate. As for the final experiments, the result shows that the output estimated price with lower MAE value than the calculated price by either B-S model or its enhanced one, Gram-Charlier garch (G-C garch) model. Finally, this work would conclude that the Genetic-BS pricing model is exactly practical.

Keywords: genetic algorithm, Genetic-BS, option pricing model.

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7436 Dynamics of Phytoplankton Blooms in the Baltic Sea – Numerical Simulations

Authors: L. Dzierzbicka-Głowacka, M. Janecki

Abstract:

Dynamic of phytoplankton blooms in the Baltic Sea has been analyzed applying the numerical ecosystem model 3D CEMBS. The model consists of the hydrodynamic model (POP, version 2.1) and the ice model (CICE, version 4.0), which are imposed by the atmospheric data model (DATM7). The 3D model has an ecosystem module, activated in 2012 in the operational mode. The ecosystem model consists of 11 main variables: biomass of small-size phytoplankton and large-size phytoplankton and cyanobacteria, zooplankton biomass, dissolved and molecular detritus, dissolved oxygen concentration, as well as concentrations of nutrients, including: nitrates, ammonia, phosphates and silicates. The 3D-CEMBS model is an effective tool for solving problems related to phytoplankton blooms dynamic in the Baltic Sea

Keywords: Ecosystem model, phytoplankton, Baltic Sea

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7435 Development of Admire Longitudinal Quasi-Linear Model by using State Transformation Approach

Authors: Jianqiao. Yu, Jianbo. Wang, Xinzhen. He

Abstract:

This paper presents a longitudinal quasi-linear model for the ADMIRE model. The ADMIRE model is a nonlinear model of aircraft flying in the condition of high angle of attack. So it can-t be considered to be a linear system approximately. In this paper, for getting the longitudinal quasi-linear model of the ADMIRE, a state transformation based on differentiable functions of the nonscheduling states and control inputs is performed, with the goal of removing any nonlinear terms not dependent on the scheduling parameter. Since it needn-t linear approximation and can obtain the exact transformations of the nonlinear states, the above-mentioned approach is thought to be appropriate to establish the mathematical model of ADMIRE. To verify this conclusion, simulation experiments are done. And the result shows that this quasi-linear model is accurate enough.

Keywords: quasi-linear model, simulation, state transformation approach, the ADMIRE model.

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7434 Comparison of Material Constitutive Models Used in FEA of Low Volume Roads

Authors: Lenka Ševelová, Aleš Florian

Abstract:

Appropriate and progressive tool for analyzing behavior of low volume roads are probabilistic models used in reliability analyses. The necessary part of the probabilistic model is the deterministic model of structural behavior. The FE model of low volume roads is created in the ANSYS software. It is able to determine the state of stress and deformation in any point of the structure and thus generate data required for the reliability analysis. The paper compares two material constitutive models used for modeling of unbound non-homogenous materials used in low volume roads. The first model is linear elastic model according to Hook theory (H model), the second one is nonlinear elastic-plastic Drucker-Prager model (D-P model).

Keywords: FEA, FEM, geotechnical materials, low volume roads, material constitutive models, pavement.

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7433 Algorithm Design and Performance Evaluation of Equivalent CMOS Model

Authors: Parvinder S. Sandhu, Iqbaldeep Kaur, Amit Verma, Inderpreet Kaur, Birinderjit S. Kalyan

Abstract:

This work is a proposed model of CMOS for which the algorithm has been created and then the performance evaluation of this proposition has been done. In this context, another commonly used model called ZSTT (Zero Switching Time Transient) model is chosen to compare all the vital features and the results for the Proposed Equivalent CMOS are promising. In the end, the excerpts of the created algorithm are also included

Keywords: Dual Capacitor Model, ZSTT, CMOS, SPICEMacro-Model.

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7432 Advances on LuGre Friction Model

Authors: Mohammad Fuad Mohammad Naser, Faycal Ikhouane

Abstract:

LuGre friction model is an ordinary differential equation that is widely used in describing the friction phenomenon for mechanical systems. The importance of this model comes from the fact that it captures most of the friction behavior that has been observed including hysteresis. In this paper, we study some aspects related to the hysteresis behavior induced by the LuGre friction model.

Keywords: Hysteresis, LuGre model, operator, (strong) consistency.

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7431 A Methodology for Creating a Conceptual Model Under Uncertainty

Authors: Bogdan Walek, Jiri Bartos, Cyril Klimes

Abstract:

This article deals with the conceptual modeling under uncertainty. First, the division of information systems with their definition will be described, focusing on those where the construction of a conceptual model is suitable for the design of future information system database. Furthermore, the disadvantages of the traditional approach in creating a conceptual model and database design will be analyzed. A comprehensive methodology for the creation of a conceptual model based on analysis of client requirements and the selection of a suitable domain model is proposed here. This article presents the expert system used for the construction of a conceptual model and is a suitable tool for database designers to create a conceptual model.

Keywords: Conceptual model, conceptual modeling, database, methodology, uncertainty, information system, entity, attribute, relationship, conceptual domain model, fuzzy.

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