Search results for: macroeconomic model

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

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

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

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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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Authors: M. Okan Tasar

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Basel III (or the Third Basel Accord) is a global regulatory standard on bank capital adequacy, stress testing and market liquidity risk agreed upon by the members of the Basel Committee on Banking Supervision in 2010-2011, and scheduled to be introduced from 2013 until 2018. Basel III is a comprehensive set of reform measures. These measures aim to; (1) improve the banking sector-s ability to absorb shocks arising from financial and economic stress, whatever the source, (2) improve risk management and governance, (3) strengthen banks- transparency and disclosures. Similarly the reform target; (1) bank level or micro-prudential, regulation, which will help raise the resilience of individual banking institutions to periods of stress. (2) Macro-prudential regulations, system wide risk that can build up across the banking sector as well as the pro-cyclical implication of these risks over time. These two approaches to supervision are complementary as greater resilience at the individual bank level reduces the risk system wide shocks. Macroeconomic impact of Basel III; OECD estimates that the medium-term impact of Basel III implementation on GDP growth is in the range -0,05 percent to -0,15 percent per year. On the other hand economic output is mainly affected by an increase in bank lending spreads as banks pass a rise in banking funding costs, due to higher capital requirements, to their customers. Consequently the estimated effects on GDP growth assume no active response from monetary policy. Basel III impact on economic output could be offset by a reduction (or delayed increase) in monetary policy rates by about 30 to 80 basis points. The aim of this paper is to create a framework based on the recent regulations in order to prevent financial crises. Thus the need to overcome the global financial crisis will contribute to financial crises that may occur in the future periods. In the first part of the paper, the effects of the global crisis on the banking system examine the concept of financial regulations. In the second part; especially in the financial regulations and Basel III are analyzed. The last section in this paper explored the possible consequences of the macroeconomic impacts of Basel III.

Keywords: Banking Systems, Basel III, Financial regulation, Global Financial Crisis.

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

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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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Authors: L. Dzierzbicka-Głowacka, M. Janecki

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

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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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Authors: Lenka Ševelová, Aleš Florian

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

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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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Authors: Kamila Janovská, Šárka Vilamová, Petr Besta, Iveta Vozňáková, Roman Kozel

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Quantitative methods of economic decision-making as the methodological base of the so called operational research represent an important set of tools for managing complex economic systems,both at the microeconomic level and on the macroeconomic scale. Mathematical models of controlled and controlling processes allow, by means of artificial experiments, obtaining information foroptimalor optimum approaching managerial decision-making.The quantitative methods of economic decision-making usually include a methodology known as structural analysis -an analysisof interdisciplinary production-consumption relations.

Keywords: economic decision-making, mathematical methods, structuralanalysis, technical coefficient

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Authors: Mohammad Fuad Mohammad Naser, Faycal Ikhouane

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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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Authors: Bogdan Walek, Jiri Bartos, Cyril Klimes

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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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Authors: Muhammad Marsudi, Dzuraidah Abdul Wahab, Che Hassan Che Haron

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Modeling of a manufacturing system enables one to identify the effects of key design parameters on the system performance and as a result to make correct decision. This paper proposes a manufacturing system modeling approach using a spreadsheet model based on queuing network theory, in which a static capacity planning model and stochastic queuing model are integrated. The model was used to improve the existing system utilization in relation to product design. The model incorporates few parameters such as utilization, cycle time, throughput, and batch size. The study also showed that the validity of developed model is good enough to apply and the maximum value of relative error is 10%, far below the limit value 32%. Therefore, the model developed in this study is a valuable alternative model in evaluating a manufacturing system

Keywords: Manufacturing system, product design, spreadsheet model, utilization.

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Authors: Jaswinder Kaur, Satwinder Singh, Karanjeet Singh Kahlon

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Accurate software cost estimates are critical to both developers and customers. They can be used for generating request for proposals, contract negotiations, scheduling, monitoring and control. The exact relationship between the attributes of the effort estimation is difficult to establish. A neural network is good at discovering relationships and pattern in the data. So, in this paper a comparative analysis among existing Halstead Model, Walston-Felix Model, Bailey-Basili Model, Doty Model and Neural Network Based Model is performed. Neural Network has outperformed the other considered models. Hence, we proposed Neural Network system as a soft computing approach to model the effort estimation of the software systems.

Keywords: Effort Estimation, Neural Network, Halstead Model, Walston-Felix Model, Bailey-Basili Model, Doty Model.

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Authors: Irtaza M. Syed, Kaamran Raahemifar

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This paper presents a model predictive control (MPC) of a utility interactive three phase inverter (TPI) for a photovoltaic (PV) system at commercial level. The proposed model uses phase locked loop (PLL) to synchronize the TPI with the power electric grid (PEG) and performs MPC control in a dq reference frame. TPI model consists of a boost converter (BC), maximum power point tracking (MPPT) control, and a three-leg voltage source inverter (VSI). The operational model of VSI is used to synthesize the sinusoidal current and track the reference. The model is validated using a 35.7 kW PV system in Matlab/Simulink. Implementation results show simplicity and accuracy, as well as reliability of the model.

Keywords: Model predictive control, three phase voltage source inverter, PV system, Matlab/Simulink.

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Authors: Ondruska Marek, Matustik Ondrej

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The main goal of the article is to present new model of application architecture of banking IT solution providing the Internet Banking services that is particularly outsourced. At first, we propose business rationale and a SWOT analysis to explain the reasons for the model in the article. The most important factor for our model is nowadays- big boom around smart phones and tablet devices. As next, we focus on IT architecture viewpoint where we design application, integration and security model. Finally, we propose a generic governance model that serves as a basis for the specialized governance model. The specialized instance of governance model is designed to ensure that the development and the maintenance of different parts of the IT solution are well governed in time.

Keywords: governance model, front-end application, Internet Banking, smart phones

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Authors: Le Kang

Abstract:

According to the nature of the university, as a free and responsible academic community, USR is based on a different foundation —academic responsibility, so the Pyramid and the IC Model of CSR could not fully explain the most distinguished feature of USR. This paper sought to put forward a new model— Ferris Wheel Model, to illustrate the nature of USR and the process of achievement. The Ferris Wheel Model of USR shows the university creates a balanced, fairness and neutrality systemic structure to afford social responsibilities; that makes the organization could obtain a synergistic effect to achieve more extensive interests of stakeholders and wider social responsibilities.

Keywords: USR, Achievement model, Ferris wheel model.

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Authors: S. A. Sadegh Zadeh, C. Kambhampati

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Mathematical and computational modellings are the necessary tools for reviewing, analysing, and predicting processes and events in the wide spectrum range of scientific fields. Therefore, in a field as rapidly developing as neuroscience, the combination of these two modellings can have a significant role in helping to guide the direction the field takes. The paper combined mathematical and computational modelling to prove a weakness in a very precious model in neuroscience. This paper is intended to analyse all-or-none principle in Hodgkin-Huxley mathematical model. By implementation the computational model of Hodgkin-Huxley model and applying the concept of all-or-none principle, an investigation on this mathematical model has been performed. The results clearly showed that the mathematical model of Hodgkin-Huxley does not observe this fundamental law in neurophysiology to generating action potentials. This study shows that further mathematical studies on the Hodgkin-Huxley model are needed in order to create a model without this weakness.

Keywords: All-or-none, computational modelling, mathematical model, transmembrane voltage, action potential.

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Authors: Craig Loschmann

Abstract:

With the global financial crisis turning into what more and more appears to be a prolonged “Great Recession", we are witnessing marked reductions in remittance transfers to developing countries with the likely possibility that overall flows will decline even further in the near future. With countless families reliant on remittance inflows as a source of income maintaining their economic livelihood, a reduction would put many at risk of falling below or deeper into poverty. Recognizing the importance of remittance inflows as a lifeline to the poor, policy should aim to (1) reduce the barriers to remit in both sending and receiving nations thus easing the decline in transfers; (2) leverage the development impacts of remittances; and (3) buffer vulnerable groups dependent on remittance transfers as a source of livelihood through sound countercyclical macroeconomic policies.

Keywords: crisis, migration, remittance, livelihood.

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

Abstract:

The zero truncated model is usually used in modeling count data without zero. It is the opposite of zero inflated model. Zero truncated Poisson and zero truncated negative binomial models are discussed and used by some researchers in analyzing the abundance of rare species and hospital stay. Zero truncated models are used as the base in developing hurdle models. In this study, we developed a new model, the zero truncated strict arcsine model, which can be used as an alternative model in modeling count data without zero and with extra variation. Two simulated and one real life data sets are used and fitted into this developed model. The results show that the model provides a good fit to the data. Maximum likelihood estimation method is used in estimating the parameters.

Keywords: Hurdle models, maximum likelihood estimation method, positive count data.

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Authors: Ε. Giovanis

Abstract:

In this paper we present, propose and examine additional membership functions for the Smoothing Transition Autoregressive (STAR) models. More specifically, we present the tangent hyperbolic, Gaussian and Generalized bell functions. Because Smoothing Transition Autoregressive (STAR) models follow fuzzy logic approach, more fuzzy membership functions should be tested. Furthermore, fuzzy rules can be incorporated or other training or computational methods can be applied as the error backpropagation or genetic algorithm instead to nonlinear squares. We examine two macroeconomic variables of US economy, the inflation rate and the 6-monthly treasury bills interest rates.

Keywords: Forecast , Fuzzy membership functions, Smoothingtransition, Time-series

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Authors: M. Kovac

Abstract:

This article describes design of the 8-bit asynchronous microcontroller simulation model in VHDL. The model is created in ISE Foundation design tool and simulated in Modelsim tool. This model is a simple application example of asynchronous systems designed in synchronous design tools. The design process of creating asynchronous system with 4-phase bundled-data protocol and with matching delays is described in the article. The model is described in gate-level abstraction. The simulation waveform of the functional construction is the result of this article. Described construction covers only the simulation model. The next step would be creating synthesizable model to FPGA.

Keywords: Asynchronous, Microcontroller, VHDL, FPGA.

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Authors: GuoQiang Peng, Yi Sun

Abstract:

In this paper, based on the work in [1], we further give a general model for acquiring knowledge, which first focuses on the research of how and when things involved in problems are made then describes the goals, the energy and the time to give an optimum model to decide how many related things are supposed to be involved in. Finally, we acquire knowledge from this model in which there are the attributes, actions and connections of the things involved at the time when they are born and the time in their life. This model not only improves AI theories, but also surely brings the effectiveness and accuracy for AI system because systems are given more knowledge when reasoning or computing is used to bring about results.

Keywords: Time, knowledge, model.

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Authors: Ε. Giovanis

Abstract:

In this paper we propose and examine an Adaptive Neuro-Fuzzy Inference System (ANFIS) in Smoothing Transition Autoregressive (STAR) modeling. Because STAR models follow fuzzy logic approach, in the non-linear part fuzzy rules can be incorporated or other training or computational methods can be applied as the error backpropagation algorithm instead to nonlinear squares. Furthermore, additional fuzzy membership functions can be examined, beside the logistic and exponential, like the triangle, Gaussian and Generalized Bell functions among others. We examine two macroeconomic variables of US economy, the inflation rate and the 6-monthly treasury bills interest rates.

Keywords: Forecasting, Neuro-Fuzzy, Smoothing transition, Time-series

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Authors: Ahmed Abbas Helmy, M. R. M. Rizk, Mohamed El-Sayed

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A model predictive controller based on recursive learning is proposed. In this SISO adaptive controller, a model is automatically updated using simple recursive equations. The identified models are then stored in the memory to be re-used in the future. The decision for model update is taken based on a new control performance index. The new controller allows the use of simple linear model predictive controllers in the control of nonlinear time varying processes.

Keywords: Adaptive control, model predictive control, dynamic matrix control, online model identification

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Authors: M. Rozanek, K. Roubik

Abstract:

The article deals with development, design and implementation of a mathematical model of the human respiratory system. The model is designed in order to simulate distribution of important intrapulmonary parameters along the bronchial tree such as pressure amplitude, tidal volume and effect of regional mechanical lung properties upon the efficiency of various ventilatory techniques. Therefore exact agreement of the model structure with the lung anatomical structure is required. The model is based on the lung morphology and electro-acoustic analogy is used to design the model.

Keywords: Model of the respiratory system, total lung impedance, intrapulmonary parameters.

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Authors: K. Sekulová, M. Šimon

Abstract:

This article focuses on upper-extremity musculoskeletal disorders risk assessment model at workplace. In this model are used risk factors that are responsible for musculoskeletal system damage. Based on statistic calculations the model is able to define what risk of MSD threatens workers who are under risk factors. The model is also able to say how MSD risk would decrease if these risk factors are eliminated.

 

Keywords: Ergonomics, musculoskeletal disorders, occupational diseases, risk factors.

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Authors: A. Uchaipichat

Abstract:

The hydro-mechanical model for unsaturated soils has been presented based on the effective stress principle taking into account effects of drying-wetting process. The elasto-plastic constitutive equations for stress-strain relations of the soil skeleton have been established. A plasticity model is modified from modified Cam-Clay model. The hardening rule has been established by considering the isotropic consolidation paths. The effect of dryingwetting process is introduced through the ¤ç parameter. All model coefficients are identified in terms of measurable parameters. The simulations from the proposed model are compared with the experimental results. The model calibration was performed to extract the model parameter from the experimental results. Good agreement between the results predicted using proposed model and the experimental results was obtained.

Keywords: Drying-wetting process, Effective stress, Elastoplasticmodel, Unsaturated soils

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Authors: Ainul Akmar Mokhtar, Masdi Muhammad, Hilmi Hussin, Mohd Amin Abdul Majid

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A reliability, availability and maintainability (RAM) model has been built for acid gas removal plant for system analysis that will play an important role in any process modifications, if required, for achieving its optimum performance. Due to the complexity of the plant, the model was based on a Reliability Block Diagram (RBD) with a Monte Carlo simulation engine. The model has been validated against actual plant data as well as local expert opinions, resulting in an acceptable simulation model. The results from the model showed that the operation and maintenance can be further improved, resulting in reduction of the annual production loss.

Keywords: Acid gas removal plant, RAM model, Reliabilityblock diagram

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Authors: Jaroslav Polec, Viliam Hirner, Michal Martinovič, Kvetoslava Kotuliaková

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In this paper we present a novel error model for packet loss and subsequent error description. The proposed model simulates the error performance of wireless communication link. The model is designed as two independent Markov chains, where the first one is used for packet generation and the second one generates correctly and incorrectly transmitted bits for received packets from the first chain. The statistical analyses of real communication on the wireless link are used for determination of model-s parameters. Using the obtained parameters and the implementation of the generator, we collected generated traffic. The obtained results generated by proposed model are compared with the real data collection.

Keywords: Wireless channel, error model, Markov chain, Elliot model, Gilbert model, generator, IEEE 802.11.

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