Search results for: spline fitting
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 187

Search results for: spline fitting

97 Adsorption of Methylene Blue from Aqueous Solution on the Surface of Znapso-34 Nanoporous Material

Authors: B. Abbad, A. Lounis, Tassalit Djilali

Abstract:

The effects of equilibrium time, solution pH, and sorption temperature of cationic methylene blue (MB) adsorption on nanoporous metallosilicoaluminophosphate ZnAPSO-34 was studied using a batch equilibration method. UV–VIS spectroscopy was used to obtain the adsorption isotherms at 20° C. The optimum period for adsorption was 300 min. However, MB removal increased from 81,82 % to 94,81 %. The equilibrium adsorption data was analyzed by using Langmuir, Freundlich and Temkin isotherm models. Langmuir isotherm was found to be the better-fitting model and the process followed pseudo second–order kinetics. The results showed that ZnAPSO-34 could be employed as an effective material and could be an attractive alternative for the removal of dyes and colors from aqueous solutions.

Keywords: Adsorption, Dye, Metallosilicoaluminophosphate, Methylene Blue.

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96 Degradation Model of Optical Characteristics of Zno-Pigmented White Paint by Electron Radiation

Authors: Tian Hai, Yang Shengsheng, Jr., Wang Yi

Abstract:

Based on an analysis of the mechanism of degradation of optical characteristics of the ZnO-pigmented white paint by electron irradiation, a model of single molecular color centers is built. An equation that explains the relationship between the changes of variation of the ZnO-pigmented white paint-s spectrum absorptance and electron fluence is derived. The uncertain parameters in the equation can be calculated using the curve fitting by experimental data. The result indicates that the model can be applied to predict the degradation of optical characteristics of ZnO-pigmented white paint by electron radiation.

Keywords: ZnO-pigmented white pain, effects of electron radiation, optical characteristics degradation, prediction model.

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95 Intrinsic Kinetics of Methanol Dehydration over Al2O3 Catalyst

Authors: Liang Zhang, Hai-Tao Zhang, W ei-Yong Ying, Ding-Ye Fang

Abstract:

Dehydration of methanol to dimethyl ether (DME) over a commercial Al2O3 catalyst was studied in an isothermal integral fixed bed reactor. The experiments were performed on the temperature interval 513-613 K, liquid hourly space velocity (LHSV) of 0.9-2.1h-1, pressures between 0.1 and 1.0 MPa. The effect of different operation conditions on the dehydration of methanol was investigated in a laboratory scale experiment. A new intrinsic kinetics equation based on the mechanism of Langmuir-Hinshelwood dissociation adsorption was developed for the dehydration reaction by fitting the expressions to the experimental data. An activation energy of 67.21 kJ/mol was obtained for the catalyst with the best performance. Statistic test showed that this new intrinsic kinetics equation was acceptable.

Keywords: catalyst, dimethyl ether, intrinsic kinetics, methanol

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94 Phenomenological and Semi-microscopic Analysis for Elastic Scattering of Protons on 6,7Li

Authors: A. Amar, N. Burtebayev, Sh. Hamada, Kerimkulov Zhambul, N. Amangieldy

Abstract:

Analysis of the elastic scattering of protons on 6,7Li nuclei has been done in the framework of the optical model at the beam energies up to 50 MeV. Differential cross sections for the 6,7Li + p scattering were measured over the proton laboratory–energy range from 400 to 1050 keV. The elastic scattering of 6,7Li+p data at different proton incident energies have been analyzed using singlefolding model. In each case the real potential obtained from the folding model was supplemented by a phenomenological imaginary potential, and during the fitting process the real potential was normalized and the imaginary potential optimized. Normalization factor NR is calculated in the range between 0.70 and 0.84.

Keywords: scattering of protons on 6, 7Li nuclei, Esis88 Codesingle-folding model, phenomenological.

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93 Authenticast: A Source Authentication Protocol for Multicast Flows and Streams

Authors: Yacine Challal, Abdelmadjid Bouabdallah

Abstract:

The lack of security obstructs a large scale de- ployment of the multicast communication model. There- fore, a host of research works have been achieved in order to deal with several issues relating to securing the multicast, such as confidentiality, authentication, non-repudiation, in- tegrity and access control. Many applications require au- thenticating the source of the received traffic, such as broadcasting stock quotes and videoconferencing and hence source authentication is a required component in the whole multicast security architecture. In this paper, we propose a new and efficient source au- thentication protocol which guarantees non-repudiation for multicast flows, and tolerates packet loss. We have simu- lated our protocol using NS-2, and the simulation results show that the protocol allows to achieve improvements over protocols fitting into the same category.

Keywords: Source Authentication, Non-repudiation, Multicast Security.

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92 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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91 Comparison of the Amount of Resources and Expansion Support Policy of Photovoltaic Power Generation: A Case on Hokkaido and Aichi Prefecture, Japan

Authors: Hiroaki Sumi, Kiichiro Hayashi

Abstract:

Now, the use of renewable energy power generation has been advanced. In this paper, we compared the usable amount of resource for photovoltaic power generation which was estimated using the NEDO formula and the expansion support policy of photovoltaic power generation which was researched using Internet in the municipality level in Hokkaido and Aichi Prefecture, Japan. This paper will contribute to grasp the current situation especially about the policy. As a result, there were municipalities which seemed to be no consideration of fitting the amount of resources. We think it would need to consider the suitability between the resources and policies.

Keywords: Photovoltaic power generation, expansion support policy, amount of resources, Japan.

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90 Establishing a New Simple Formula for Buckling Length Factor (K) of Rigid Frames Columns

Authors: Ehab Hasan Ahmed Hasan Ali

Abstract:

The calculation of buckling length factor (K) for steel frames columns is a major and governing processes to determine the dimensions steel frame columns cross sections during design. The buckling length of steel frames columns has a direct effect on the cost (weight) of using cross section. A new formula is required to determine buckling length factor (K) by simplified way. In this research a new formula for buckling length factor (K) was established to determine by accurate method for a limited interval of columns ends rigidity (GA, GB). The new formula can be used ease to evaluate the buckling length factor without needing to complicated equations or difficult charts.

Keywords: Buckling length, New formula, Curve fitting, Simplification, Steel column design.

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89 An Efficient Backward Semi-Lagrangian Scheme for Nonlinear Advection-Diffusion Equation

Authors: Soyoon Bak, Sunyoung Bu, Philsu Kim

Abstract:

In this paper, a backward semi-Lagrangian scheme combined with the second-order backward difference formula is designed to calculate the numerical solutions of nonlinear advection-diffusion equations. The primary aims of this paper are to remove any iteration process and to get an efficient algorithm with the convergence order of accuracy 2 in time. In order to achieve these objects, we use the second-order central finite difference and the B-spline approximations of degree 2 and 3 in order to approximate the diffusion term and the spatial discretization, respectively. For the temporal discretization, the second order backward difference formula is applied. To calculate the numerical solution of the starting point of the characteristic curves, we use the error correction methodology developed by the authors recently. The proposed algorithm turns out to be completely iteration free, which resolves the main weakness of the conventional backward semi-Lagrangian method. Also, the adaptability of the proposed method is indicated by numerical simulations for Burgers’ equations. Throughout these numerical simulations, it is shown that the numerical results is in good agreement with the analytic solution and the present scheme offer better accuracy in comparison with other existing numerical schemes.

Keywords: Semi-Lagrangian method, Iteration free method, Nonlinear advection-diffusion equation.

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88 Bayesian Deep Learning Algorithms for Classifying COVID-19 Images

Authors: I. Oloyede

Abstract:

The study investigates the accuracy and loss of deep learning algorithms with the set of coronavirus (COVID-19) images dataset by comparing Bayesian convolutional neural network and traditional convolutional neural network in low dimensional dataset. 50 sets of X-ray images out of which 25 were COVID-19 and the remaining 20 were normal, twenty images were set as training while five were set as validation that were used to ascertained the accuracy of the model. The study found out that Bayesian convolution neural network outperformed conventional neural network at low dimensional dataset that could have exhibited under fitting. The study therefore recommended Bayesian Convolutional neural network (BCNN) for android apps in computer vision for image detection.

Keywords: BCNN, CNN, Images, COVID-19, Deep Learning.

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87 Involving Action Potential Morphology on a New Cellular Automata Model of Cardiac Action Potential Propagation

Authors: F. Pourhasanzade, S. H. Sabzpoushan

Abstract:

Computer modeling has played a unique role in understanding electrocardiography. Modeling and simulating cardiac action potential propagation is suitable for studying normal and pathological cardiac activation. This paper presents a 2-D Cellular Automata model for simulating action potential propagation in cardiac tissue. We demonstrate a novel algorithm in order to use minimum neighbors. This algorithm uses the summation of the excitability attributes of excited neighboring cells. We try to eliminate flat edges in the result patterns by inserting probability to the model. We also preserve the real shape of action potential by using linear curve fitting of one well known electrophysiological model.

Keywords: Cellular Automata, Action Potential Propagation, cardiac tissue, Isotropic Pattern, accurate shape of cardiac actionpotential.

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86 Applying Element Free Galerkin Method on Beam and Plate

Authors: Mahdad M’hamed, Belaidi Idir

Abstract:

This paper develops a meshless approach, called Element Free Galerkin (EFG) method, which is based on the weak form Moving Least Squares (MLS) of the partial differential governing equations and employs the interpolation to construct the meshless shape functions. The variation weak form is used in the EFG where the trial and test functions are approximated bye the MLS approximation. Since the shape functions constructed by this discretization have the weight function property based on the randomly distributed points, the essential boundary conditions can be implemented easily. The local weak form of the partial differential governing equations is obtained by the weighted residual method within the simple local quadrature domain. The spline function with high continuity is used as the weight function. The presently developed EFG method is a truly meshless method, as it does not require the mesh, either for the construction of the shape functions, or for the integration of the local weak form. Several numerical examples of two-dimensional static structural analysis are presented to illustrate the performance of the present EFG method. They show that the EFG method is highly efficient for the implementation and highly accurate for the computation. The present method is used to analyze the static deflection of beams and plate hole

Keywords: Numerical computation, element-free Galerkin, moving least squares, meshless methods.

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85 3D Dense Correspondence for 3D Dense Morphable Face Shape Model

Authors: Tae in Seol, Sun-Tae Chung, Seongwon Cho

Abstract:

Realistic 3D face model is desired in various applications such as face recognition, games, avatars, animations, and etc. Construction of 3D face model is composed of 1) building a face shape model and 2) rendering the face shape model. Thus, building a realistic 3D face shape model is an essential step for realistic 3D face model. Recently, 3D morphable model is successfully introduced to deal with the various human face shapes. 3D dense correspondence problem should be precedently resolved for constructing a realistic 3D dense morphable face shape model. Several approaches to 3D dense correspondence problem in 3D face modeling have been proposed previously, and among them optical flow based algorithms and TPS (Thin Plate Spline) based algorithms are representative. Optical flow based algorithms require texture information of faces, which is sensitive to variation of illumination. In TPS based algorithms proposed so far, TPS process is performed on the 2D projection representation in cylindrical coordinates of the 3D face data, not directly on the 3D face data and thus errors due to distortion in data during 2D TPS process may be inevitable. In this paper, we propose a new 3D dense correspondence algorithm for 3D dense morphable face shape modeling. The proposed algorithm does not need texture information and applies TPS directly on 3D face data. Through construction procedures, it is observed that the proposed algorithm constructs realistic 3D face morphable model reliably and fast.

Keywords: 3D Dense Correspondence, 3D Morphable Face Shape Model, 3D Face Modeling.

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84 Stress Solitary Waves Generated by a Second-Order Polynomial Constitutive Equation

Authors: Tsun-Hui Huang, Shyue-Cheng Yang, Chiou-Fen Shieh

Abstract:

In this paper, a nonlinear constitutive law and a curve fitting, two relationships between the stress-strain and the shear stress-strain for sandstone material were used to obtain a second-order polynomial constitutive equation. Based on the established polynomial constitutive equations and Newton’s second law, a mathematical model of the non-homogeneous nonlinear wave equation under an external pressure was derived. The external pressure can be assumed as an impulse function to simulate a real earthquake source. A displacement response under nonlinear two-dimensional wave equation was determined by a numerical method and computer-aided software. The results show that a suit pressure in the sandstone generates the phenomenon of stress solitary waves.

Keywords: Polynomial constitutive equation, solitary.

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83 Development of Integrated GIS Interface for Characteristics of Regional Daily Flow

Authors: Ju Young Lee, Jung-Seok Yang, Jaeyoung Choi

Abstract:

The purpose of this paper primarily intends to develop GIS interface for estimating sequences of stream-flows at ungauged stations based on known flows at gauged stations. The integrated GIS interface is composed of three major steps. The first, precipitation characteristics using statistical analysis is the procedure for making multiple linear regression equation to get the long term mean daily flow at ungauged stations. The independent variables in regression equation are mean daily flow and drainage area. Traditionally, mean flow data are generated by using Thissen polygon method. However, method for obtaining mean flow data can be selected by user such as Kriging, IDW (Inverse Distance Weighted), Spline methods as well as other traditional methods. At the second, flow duration curve (FDC) is computing at unguaged station by FDCs in gauged stations. Finally, the mean annual daily flow is computed by spatial interpolation algorithm. The third step is to obtain watershed/topographic characteristics. They are the most important factors which govern stream-flows. In summary, the simulated daily flow time series are compared with observed times series. The results using integrated GIS interface are closely similar and are well fitted each other. Also, the relationship between the topographic/watershed characteristics and stream flow time series is highly correlated.

Keywords: Integrated GIS interface, spatial interpolation algorithm, FDC.

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82 Normalizing Logarithms of Realized Volatility in an ARFIMA Model

Authors: G. L. C. Yap

Abstract:

Modelling realized volatility with high-frequency returns is popular as it is an unbiased and efficient estimator of return volatility. A computationally simple model is fitting the logarithms of the realized volatilities with a fractionally integrated long-memory Gaussian process. The Gaussianity assumption simplifies the parameter estimation using the Whittle approximation. Nonetheless, this assumption may not be met in the finite samples and there may be a need to normalize the financial series. Based on the empirical indices S&P500 and DAX, this paper examines the performance of the linear volatility model pre-treated with normalization compared to its existing counterpart. The empirical results show that by including normalization as a pre-treatment procedure, the forecast performance outperforms the existing model in terms of statistical and economic evaluations.

Keywords: Long-memory, Gaussian process, Whittle estimator, normalization, volatility, value-at-risk.

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81 The Design, Development, and Optimization of a Capacitive Pressure Sensor Utilizing an Existing 9 DOF Platform

Authors: Andrew Randles, Ilker Ocak, Cheam Daw Don, Navab Singh, Alex Gu

Abstract:

Nine Degrees of Freedom (9 DOF) systems are already in development in many areas. In this paper, an integrated pressure sensor is proposed that will make use of an already existing monolithic 9 DOF inertial MEMS platform. Capacitive pressure sensors can suffer from limited sensitivity for a given size of membrane. This novel pressure sensor design increases the sensitivity by over 5 times compared to a traditional array of square diaphragms while still fitting within a 2 mm x 2 mm chip and maintaining a fixed static capacitance. The improved design uses one large diaphragm supported by pillars with fixed electrodes placed above the areas of maximum deflection. The design optimization increases the sensitivity from 0.22 fF/kPa to 1.16 fF/kPa. Temperature sensitivity was also examined through simulation.

Keywords: Capacitive pressure sensor, 9 DOF, 10 DOF, sensor, capacitive, inertial measurement unit, IMU, inertial navigation system, INS.

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80 Kinetic Study of Gluconic Acid Batch Fermentation by Aspergillus niger

Authors: Akbarningrum Fatmawati, Rudy Agustriyanto, Lindawati

Abstract:

Gluconic acid is one of interesting chemical products in industries such as detergents, leather, photographic, textile, and especially in food and pharmaceutical industries. Fermentation is an advantageous process to produce gluconic acid. Mathematical modeling is important in the design and operation of fermentation process. In fact, kinetic data must be available for modeling. The kinetic parameters of gluconic acid production by Aspergillus niger in batch culture was studied in this research at initial substrate concentration of 150, 200 and 250 g/l. The kinetic models used were logistic equation for growth, Luedeking-Piret equation for gluconic acid formation, and Luedeking-Piret-like equation for glucose consumption. The Kinetic parameters in the model were obtained by minimizing non linear least squares curve fitting.

Keywords: Aspergillus niger, fermentation, gluconic acid, kinetic.

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79 Touch Interaction through Tagging Context

Authors: Gabriel Chavira, Jorge Orozco, Salvador Nava, Eduardo Álvarez, Julio Rolón, Roberto Pichardo

Abstract:

Ambient Intelligence promotes a shift in computing which involves fitting-out the environments with devices to support context-aware applications. One of main objectives is the reduction to a minimum of the user’s interactive effort, the diversity and quantity of devices with which people are surrounded with, in existing environments; increase the level of difficulty to achieve this goal. The mobile phones and their amazing global penetration, makes it an excellent device for delivering new services to the user, without requiring a learning effort. The environment will have to be able to perceive all of the interaction techniques. In this paper, we present the PICTAC model (Perceiving touch Interaction through TAgging Context), which similarly delivers service to members of a research group.

Keywords: Ambient Intelligence, Tagging Context, Touch Interaction, Touching Services.

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78 Analysis of P, d and 3He Elastically Scattered by 11B Nuclei at Different Energies

Authors: Ahmed H. Amer, A. Amar, Sh. Hamada, I. I. Bondouk

Abstract:

Elastic scattering of Protons and deuterons from 11B nuclei at different p, d energies have been analyzed within the framework of optical model code (ECIS88). The elastic scattering of 3He+11B nuclear system at different 3He energies have been analyzed using double folding model code (FRESCO). The real potential obtained from the folding model was supplemented by a phenomenological imaginary potential, and during the fitting process the real potential was normalized and the imaginary potential optimized. Volumetric integrals of the real and imaginary potential depths (JR, JW) have been calculated for 3He+11B system. The agreement between the experimental data and the theoretical calculations in the whole angular range is fairly good. Normalization factor Nr is calculated in the range between 0.70 and 1.236.

Keywords: Elastic scattering, optical model parameters, double folding model, nuclear density distribution.

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77 Extension and Evaluation of Interface “2D-RIB“ for Impression-Based Retrieval

Authors: S. Kikuchi, Y. Hashimoto, T. Takayama, T. Ikeda, Y. Murata

Abstract:

Recently, lots of researchers are attracted to retrieving multimedia database by using some impression words and their values. Ikezoe-s research is one of the representatives and uses eight pairs of opposite impression words. We had modified its retrieval interface and proposed '2D-RIB'. In '2D-RIB', after a retrieval person selects a single basic music, the system visually shows some other music around the basic one along relative position. He/she can select one of them fitting to his/her intention, as a retrieval result. The purpose of this paper is to improve his/her satisfaction level to the retrieval result in 2D-RIB. One of our extensions is to define and introduce the following two measures: 'melody goodness' and 'general acceptance'. We implement them in different five combinations. According to an evaluation experiment, both of these two measures can contribute to the improvement. Another extension is three types of customization. We have implemented them and clarified which customization is effective.

Keywords: Multimedia database, impression-based retrieval, interface, satisfaction level.

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76 Change Point Analysis in Average Ozone Layer Temperature Using Exponential Lomax Distribution

Authors: Amjad Abdullah, Amjad Yahya, Bushra Aljohani, Amani S. Alghamdi

Abstract:

Change point detection is an important part of data analysis. The presence of a change point refers to a significant change in the behavior of a time series. In this article, we examine the detection of multiple change points of parameters of the exponential Lomax distribution, which is broad and flexible compared with other distributions while fitting data. We used the Schwarz information criterion and binary segmentation to detect multiple change points in publicly available data on the average temperature in the ozone layer. The change points were successfully located.

Keywords: Binary segmentation, change point, exponential Lomax distribution, information criterion.

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75 Predicting DHF Incidence in Northern Thailand using Time Series Analysis Technique

Authors: S. Wongkoon, M. Pollar, M. Jaroensutasinee, K. Jaroensutasinee

Abstract:

This study aimed at developing a forecasting model on the number of Dengue Haemorrhagic Fever (DHF) incidence in Northern Thailand using time series analysis. We developed Seasonal Autoregressive Integrated Moving Average (SARIMA) models on the data collected between 2003-2006 and then validated the models using the data collected between January-September 2007. The results showed that the regressive forecast curves were consistent with the pattern of actual values. The most suitable model was the SARIMA(2,0,1)(0,2,0)12 model with a Akaike Information Criterion (AIC) of 12.2931 and a Mean Absolute Percent Error (MAPE) of 8.91713. The SARIMA(2,0,1)(0,2,0)12 model fitting was adequate for the data with the Portmanteau statistic Q20 = 8.98644 ( x20,95= 27.5871, P>0.05). This indicated that there was no significant autocorrelation between residuals at different lag times in the SARIMA(2,0,1)(0,2,0)12 model.

Keywords: Dengue, SARIMA, Time Series Analysis, Northern Thailand.

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74 Experimental Study on Damping Ratios of in-situ Buildings

Authors: Zhiying Zhang, Chongdu Cho

Abstract:

Accurate evaluation of damping ratios involving soilstructure interaction (SSI) effects is the prerequisite for seismic design of in-situ buildings. This study proposes a combined approach to identify damping ratios of SSI systems based on ambient excitation technique. The proposed approach is illustrated with main test process, sampling principle and algorithm steps through an engineering example, as along with its feasibility and validity. The proposed approach is employed for damping ratio identification of 82 buildings in Xi-an, China. Based on the experimental data, the variation range and tendency of damping ratios of these SSI systems, along with the preliminary influence factor, are shown and discussed. In addition, a fitting curve indicates the relation between the damping ratio and fundamental natural period of SSI system.

Keywords: Damping ratio, seismic design, soil-structure interaction, system parameter identification.

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73 New Dynamic Constitutive Model for OFHC Copper Film

Authors: Jin Sung Kim, Hoon Huh

Abstract:

The material properties of OFHC copper film was investigated with the High-Speed Material Micro Testing Machine (HSMMTM) at the high strain rates. The rate-dependent stress-strain curves from the experiment and the Johnson−Cook curve fitting showed large discrepancies as the plastic strain increases since the constitutive model implies no rate-dependent strain hardening effect. A new constitutive model was proposed in consideration of rate-dependent strain hardening effect. The strain rate hardening term in the new constitutive model consists of the strain rate sensitivity coefficients of the yield strength and strain hardening.

Keywords: Rate dependent material properties, Dynamic constitutive model, OFHC copper film, Strain rate.

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72 An Approach for Modeling CMOS Gates

Authors: Spyridon Nikolaidis

Abstract:

A modeling approach for CMOS gates is presented based on the use of the equivalent inverter. A new model for the inverter has been developed using a simplified transistor current model which incorporates the nanoscale effects for the planar technology. Parametric expressions for the output voltage are provided as well as the values of the output and supply current to be compatible with the CCS technology. The model is parametric according the input signal slew, output load, transistor widths, supply voltage, temperature and process. The transistor widths of the equivalent inverter are determined by HSPICE simulations and parametric expressions are developed for that using a fitting procedure. Results for the NAND gate shows that the proposed approach offers sufficient accuracy with an average error in propagation delay about 5%.

Keywords: CMOS gate modeling, Inverter modeling, transistor current model, timing model.

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71 A Bathtub Curve from Nonparametric Model

Authors: Eduardo C. Guardia, Jose W. M. Lima, Afonso H. M. Santos

Abstract:

This paper presents a nonparametric method to obtain the hazard rate “Bathtub curve” for power system components. The model is a mixture of the three known phases of a component life, the decreasing failure rate (DFR), the constant failure rate (CFR) and the increasing failure rate (IFR) represented by three parametric Weibull models. The parameters are obtained from a simultaneous fitting process of the model to the Kernel nonparametric hazard rate curve. From the Weibull parameters and failure rate curves the useful lifetime and the characteristic lifetime were defined. To demonstrate the model the historic time-to-failure of distribution transformers were used as an example. The resulted “Bathtub curve” shows the failure rate for the equipment lifetime which can be applied in economic and replacement decision models.

Keywords: Bathtub curve, failure analysis, lifetime estimation, parameter estimation, Weibull distribution.

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70 Using Exponential Lévy Models to Study Implied Volatility patterns for Electricity Options

Authors: Pinho C., Madaleno M.

Abstract:

German electricity European options on futures using Lévy processes for the underlying asset are examined. Implied volatility evolution, under each of the considered models, is discussed after calibrating for the Merton jump diffusion (MJD), variance gamma (VG), normal inverse Gaussian (NIG), Carr, Geman, Madan and Yor (CGMY) and the Black and Scholes (B&S) model. Implied volatility is examined for the entire sample period, revealing some curious features about market evolution, where data fitting performances of the five models are compared. It is shown that variance gamma processes provide relatively better results and that implied volatility shows significant differences through time, having increasingly evolved. Volatility changes for changed uncertainty, or else, increasing futures prices and there is evidence for the need to account for seasonality when modelling both electricity spot/futures prices and volatility.

Keywords: Calibration, Electricity Markets, Implied Volatility, Lévy Models, Options on Futures, Pricing

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69 Inferring the Dynamics of “Hidden“ Neurons from Electrophysiological Recordings

Authors: Valeri A. Makarov, Nazareth P. Castellanos

Abstract:

Statistical analysis of electrophysiological recordings obtained under, e.g. tactile, stimulation frequently suggests participation in the network dynamics of experimentally unobserved “hidden" neurons. Such interneurons making synapses to experimentally recorded neurons may strongly alter their dynamical responses to the stimuli. We propose a mathematical method that formalizes this possibility and provides an algorithm for inferring on the presence and dynamics of hidden neurons based on fitting of the experimental data to spike trains generated by the network model. The model makes use of Integrate and Fire neurons “chemically" coupled through exponentially decaying synaptic currents. We test the method on simulated data and also provide an example of its application to the experimental recording from the Dorsal Column Nuclei neurons of the rat under tactile stimulation of a hind limb.

Keywords: Integrate and fire neuron, neural network models, spike trains.

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68 Optimizing Voltage Parameter of Deep Brain Stimulation for Parkinsonian Patients by Modeling

Authors: M. Sadeghi, A.H. Jafari, S.M.P. Firoozabadi

Abstract:

Deep Brain Stimulation or DBS is the second solution for Parkinson's Disease. Its three parameters are: frequency, pulse width and voltage. They must be optimized to achieve successful treatment. Nowadays it is done clinically by neurologists and there is not certain numerical method to detect them. The aim of this research is to introduce simulation and modeling of Parkinson's Disease treatment as a computational procedure to select optimum voltage. We recorded finger tremor signals of some Parkinsonian patients under DBS treatment at constant frequency and pulse width but variable voltages; then, we adapted a new model to fit these data. The optimum voltages obtained by data fitting results were the same as neurologists- commented voltages, which means modeling can be used as an engineering method to select optimum stimulation voltages.

Keywords: modeling, Deep Brain Stimulation, Parkinson'sdisease, tremor.

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