Search results for: testing model.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8153

Search results for: testing model.

7883 Image Thresholding for Weld Defect Extraction in Industrial Radiographic Testing

Authors: Nafaâ Nacereddine, Latifa Hamami, Djemel Ziou

Abstract:

In non destructive testing by radiography, a perfect knowledge of the weld defect shape is an essential step to appreciate the quality of the weld and make decision on its acceptability or rejection. Because of the complex nature of the considered images, and in order that the detected defect region represents the most accurately possible the real defect, the choice of thresholding methods must be done judiciously. In this paper, performance criteria are used to conduct a comparative study of thresholding methods based on gray level histogram, 2-D histogram and locally adaptive approach for weld defect extraction in radiographic images.

Keywords: 1D and 2D histogram, locally adaptive approach, performance criteria, radiographic image, thresholding, weld defect.

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7882 Metabolic Predictive Model for PMV Control Based on Deep Learning

Authors: Eunji Choi, Borang Park, Youngjae Choi, Jinwoo Moon

Abstract:

In this study, a predictive model for estimating the metabolism (MET) of human body was developed for the optimal control of indoor thermal environment. Human body images for indoor activities and human body joint coordinated values were collected as data sets, which are used in predictive model. A deep learning algorithm was used in an initial model, and its number of hidden layers and hidden neurons were optimized. Lastly, the model prediction performance was analyzed after the model being trained through collected data. In conclusion, the possibility of MET prediction was confirmed, and the direction of the future study was proposed as developing various data and the predictive model.

Keywords: Deep learning, indoor quality, metabolism, predictive model.

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7881 Alternating Current Photovoltaic Module Model

Authors: Irtaza M. Syed, Kaamran Raahemifar

Abstract:

This paper presents modeling of an Alternating Current (AC) Photovoltaic (PV) module using Matlab/Simulink. The proposed AC-PV module model is simple, realistic, and application oriented. The model is derived on module level as compared to cell level directly from the information provided by the manufacturer data sheet. DC-PV module, MPPT control, BC, VSI and LC filter, all were treated as a single unit. The model accounts for changes in variations of both irradiance and temperature. The AC-PV module proposed model is simulated and the results are compared with the datasheet projected numbers to validate model’s accuracy and effectiveness. Implementation and results demonstrate simplicity and accuracy, as well as reliability of the model.

Keywords: AC PV Module, Datasheet, Matlab/Simulink, PV modeling.

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7880 Architecture Exception Governance

Authors: Ondruska Marek

Abstract:

The article presents the whole model of IS/IT architecture exception governance. As first, the assumptions of presented model are set. As next, there is defined a generic governance model that serves as a basis for the architecture exception governance. The architecture exception definition and its attributes follow. The model respects well known approaches to the area that are described in the text, but it adopts higher granularity in description and expands the process view with all the next necessary governance components as roles, principles and policies, tools to enable the implementation of the model into organizations. The architecture exception process is decomposed into a set of processes related to the architecture exception lifecycle consisting of set of phases and architecture exception states. Finally, there is information about my future research related to this area.

Keywords: Architecture, dispensation, exception, governance, model

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7879 Validation of the Formal Model of Web Services Applications for Digital Reference Service of Library Information System

Authors: Zainab M. Musa, Nordin M. A. Rahman, Julaily A. Jusoh

Abstract:

The web services applications for digital reference service (WSDRS) of LIS model is an informal model that claims to reduce the problems of digital reference services in libraries. It uses web services technology to provide efficient way of satisfying users’ needs in the reference section of libraries. The formal WSDRS model consists of the Z specifications of all the informal specifications of the model. This paper discusses the formal validation of the Z specifications of WSDRS model. The authors formally verify and thus validate the properties of the model using Z/EVES theorem prover.

Keywords: Validation, verification, formal, theorem proving.

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7878 Interactive Agents with Artificial Mind

Authors: Hirohide Ushida

Abstract:

This paper discusses an artificial mind model and its applications. The mind model is based on some theories which assert that emotion is an important function in human decision making. An artificial mind model with emotion is built, and the model is applied to action selection of autonomous agents. In three examples, the agents interact with humans and their environments. The examples show the proposed model effectively work in both virtual agents and real robots.

Keywords: Artificial mind, emotion, interactive agent, pet robot

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7877 Definition of a Computing Independent Model and Rules for Transformation Focused on the Model-View-Controller Architecture

Authors: Vanessa Matias Leite, Jandira Guenka Palma, Flávio Henrique de Oliveira

Abstract:

This paper presents a model-oriented development approach to software development in the Model-View-Controller (MVC) architectural standard. This approach aims to expose a process of extractions of information from the models, in which through rules and syntax defined in this work, assists in the design of the initial model and its future conversions. The proposed paper presents a syntax based on the natural language, according to the rules agreed in the classic grammar of the Portuguese language, added to the rules of conversions generating models that follow the norms of the Object Management Group (OMG) and the Meta-Object Facility MOF.

Keywords: Model driven architecture, model-view-controller, bnf syntax, model, transformation, UML.

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7876 Speaker Identification by Joint Statistical Characterization in the Log Gabor Wavelet Domain

Authors: Suman Senapati, Goutam Saha

Abstract:

Real world Speaker Identification (SI) application differs from ideal or laboratory conditions causing perturbations that leads to a mismatch between the training and testing environment and degrade the performance drastically. Many strategies have been adopted to cope with acoustical degradation; wavelet based Bayesian marginal model is one of them. But Bayesian marginal models cannot model the inter-scale statistical dependencies of different wavelet scales. Simple nonlinear estimators for wavelet based denoising assume that the wavelet coefficients in different scales are independent in nature. However wavelet coefficients have significant inter-scale dependency. This paper enhances this inter-scale dependency property by a Circularly Symmetric Probability Density Function (CS-PDF) related to the family of Spherically Invariant Random Processes (SIRPs) in Log Gabor Wavelet (LGW) domain and corresponding joint shrinkage estimator is derived by Maximum a Posteriori (MAP) estimator. A framework is proposed based on these to denoise speech signal for automatic speaker identification problems. The robustness of the proposed framework is tested for Text Independent Speaker Identification application on 100 speakers of POLYCOST and 100 speakers of YOHO speech database in three different noise environments. Experimental results show that the proposed estimator yields a higher improvement in identification accuracy compared to other estimators on popular Gaussian Mixture Model (GMM) based speaker model and Mel-Frequency Cepstral Coefficient (MFCC) features.

Keywords: Speaker Identification, Log Gabor Wavelet, Bayesian Bivariate Estimator, Circularly Symmetric Probability Density Function, SIRP.

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7875 Solar Energy Generation Based Urban Development: A Case of Jodhpur City

Authors: A. Kumar, V. Devadas

Abstract:

India has the most year-round favorable sunny conditions along with the second-highest solar irradiation in the world, the country holds the potential to become the global solar hub. The solar and wind-based generation capacity has skyrocketed in India with the successful effort of the Ministry of Renewable Energy, whereas the potential of rooftop based solar power generation has yet to be explored for proposed solar cities in India. The research aims to analyze the gap in the energy scenario in Jodhpur City and proposes interventions of solar energy generation systems as a catalyst for urban development. The research is based on the system concept which deals with simulation between the city system as a whole and its interactions between different subsystems. A system-dynamics based mathematical model is developed by identifying the control parameters using regression and correlation analysis to assess the gap in energy sector. The base model validation is done using the past 10 years timeline data collected from secondary sources. Further, energy consumption and solar energy generation-based projection are made for testing different scenarios to conclude the feasibility for maintaining the city level energy independence till 2031.

Keywords: City, consumption, energy, generation.

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7874 A New Divide and Conquer Software Process Model

Authors: Hina Gull, Farooque Azam, Wasi Haider Butt, Sardar Zafar Iqbal

Abstract:

The software system goes through a number of stages during its life and a software process model gives a standard format for planning, organizing and running a project. The article presents a new software development process model named as “Divide and Conquer Process Model", based on the idea first it divides the things to make them simple and then gathered them to get the whole work done. The article begins with the backgrounds of different software process models and problems in these models. This is followed by a new divide and conquer process model, explanation of its different stages and at the end edge over other models is shown.

Keywords: Process Model, Waterfall, divide and conquer, Requirements.

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7873 Identification of a PWA Model of a Batch Reactor for Model Predictive Control

Authors: Gorazd Karer, Igor Skrjanc, Borut Zupancic

Abstract:

The complex hybrid and nonlinear nature of many processes that are met in practice causes problems with both structure modelling and parameter identification; therefore, obtaining a model that is suitable for MPC is often a difficult task. The basic idea of this paper is to present an identification method for a piecewise affine (PWA) model based on a fuzzy clustering algorithm. First we introduce the PWA model. Next, we tackle the identification method. We treat the fuzzy clustering algorithm, deal with the projections of the fuzzy clusters into the input space of the PWA model and explain the estimation of the parameters of the PWA model by means of a modified least-squares method. Furthermore, we verify the usability of the proposed identification approach on a hybrid nonlinear batch reactor example. The result suggest that the batch reactor can be efficiently identified and thus formulated as a PWA model, which can eventually be used for model predictive control purposes.

Keywords: Batch reactor, fuzzy clustering, hybrid systems, identification, nonlinear systems, PWA systems.

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7872 Application of Neural Networks for 24-Hour-Ahead Load Forecasting

Authors: Fatemeh Mosalman Yazdi

Abstract:

One of the most important requirements for the operation and planning activities of an electrical utility is the prediction of load for the next hour to several days out, known as short term load forecasting. This paper presents the development of an artificial neural network based short-term load forecasting model. The model can forecast daily load profiles with a load time of one day for next 24 hours. In this method can divide days of year with using average temperature. Groups make according linearity rate of curve. Ultimate forecast for each group obtain with considering weekday and weekend. This paper investigates effects of temperature and humidity on consuming curve. For forecasting load curve of holidays at first forecast pick and valley and then the neural network forecast is re-shaped with the new data. The ANN-based load models are trained using hourly historical. Load data and daily historical max/min temperature and humidity data. The results of testing the system on data from Yazd utility are reported.

Keywords: Artificial neural network, Holiday forecasting, pickand valley load forecasting, Short-term load-forecasting.

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7871 Decreasing of Displacements of Prestressed Cable Truss

Authors: V. Goremikins, K. Rocens, D. Serdjuks

Abstract:

Suspended cable structures are most preferable for large spans covering due to rational use of structural materials, but the problem of suspended cable structures is initial shape change under the action of non-symmetrical load. The problem can be solved by increasing of relation of dead weight and imposed load, but this methods cause increasing of materials consumption.Prestressed cable truss usage is another way how the problem of shape change under the action of non-symmetrical load can be fixed. The better results can be achieved if we replace top chord with cable truss with cross web. Rational structure of the cable truss for prestressed cable truss top chord was developed using optimization realized in FEM program ANSYS 12 environment. Single cable and cable truss model work was discovered.Analytical and model testing results indicate, that usage of cable truss with the cross web as a top chord of prestressed cable truss instead of single cable allows to reduce total displacements by 13-16% in the case of non-symmetrical load. In case of uniformly distributed load single cable is preferable.

Keywords: Cable trusses, Non-symmetrical load, Cable truss models, Vertical displacements

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7870 An Investigation on Ultrasonic Pulse Velocity of Hybrid Fiber Reinforced Concretes

Authors: Soner Guler, Demet Yavuz, Refik Burak Taymuş, Fuat Korkut

Abstract:

Because of the easy applying and not costing too much, ultrasonic pulse velocity (UPV) is one of the most used non-destructive techniques to determine concrete characteristics along with impact-echo, Schmidt rebound hammer (SRH) and pulse-echo. This article investigates the relationship between UPV and compressive strength of hybrid fiber reinforced concretes. Water/cement ratio (w/c) was kept at 0.4 for all concrete mixes. Compressive strength of concrete was targeted at 35 MPa. UPV testing and compressive strength tests were carried out at the curing age of 28 days. The UPV of concrete containing steel fibers has been found to be higher than plain concrete for all the testing groups. It is decided that there is not a certain relationship between fiber addition and strength.

Keywords: Ultrasonic pulse velocity, hybrid fiber, compressive strength, fiber.

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7869 The Effects of Software Size on Development Effort and Software Quality

Authors: Zhizhong Jiang, Peter Naudé, Binghua Jiang

Abstract:

Effective evaluation of software development effort is an important issue during project plan. This study provides a model to predict development effort based on the software size estimated with function points. We generalize the average amount of effort spent on each phase of the development, and give the estimates for the effort used in software building, testing, and implementation. Finally, this paper finds a strong correlation between software defects and software size. As the size of software constantly increases, the quality remains to be a matter which requires major concern.

Keywords: Development effort, function points, software quality, software size.

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7868 Model Membrane from Shed Snake Skins

Authors: M. Kumpugdee-Vollrath, T. Subongkot, T. Ngawhirunpat

Abstract:

In this project we are interested in studying different kinds of shed snake skins in order to apply them as a model membrane for pharmaceutical purposes instead of human stratum corneum. Many types of shed snake skins as well as model drugs were studied by different techniques. The data will give deeper understanding about the interaction between drugs and model membranes and may allow us to choose the suitable model membrane for studying the effect of pharmaceutical products.

Keywords: DSC, FTIR, permeation, SAXS, shed snake skin.

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7867 Stock Market Prediction by Regression Model with Social Moods

Authors: Masahiro Ohmura, Koh Kakusho, Takeshi Okadome

Abstract:

This paper presents a regression model with autocorrelated errors in which the inputs are social moods obtained by analyzing the adjectives in Twitter posts using a document topic model, where document topics are extracted using LDA. The regression model predicts Dow Jones Industrial Average (DJIA) more precisely than autoregressive moving-average models.

Keywords: Regression model, social mood, stock market prediction, Twitter.

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7866 A Study on the Non-Destructive Test Characterization of Carbon Fiber Reinforced Plastics Using Thermo-Graphic Camera

Authors: Hee Jae Shin, In Pyo Cha, Min Sang Lee, Hyun Kyung Yoon, Tae Ho Kim, Yoon Sun Lee, Lee Ku Kwac, Hong Gun Kim

Abstract:

Non-destructive testing and evaluation techniques for assessing the integrity of composite structures are essential to both reduce manufacturing costs and out of service time of transport means due to maintenance. In this study, Analyze into non-destructive test characterization of carbon fiber reinforced plastics (CFRP) internal and external defects using thermo-graphic camera and transient thermography method. non-destructive testing were characterized by defect size (Ø8, Ø10, Ø12, Ø14) and depth (1.2mm, 2.4mm).

Keywords: Non Destructive test (NDT), Thermal characteristic, Thermo graphic Camera, Carbon Fiber Reinforced Plastics (CFRP).

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7865 Net-Banking System as a Game

Authors: N. Ghoualmi-Zine, A. Araar

Abstract:

In this article we propose to model Net-banking system by game theory. We adopt extensive game to model our web application. We present the model in term of players and strategy. We present UML diagram related the protocol game.

Keywords: Game theory, model, state, web application.

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7864 BER Performance of UWB Modulations through S-V Channel Model

Authors: Risanuri Hidayat

Abstract:

BER analysis of Impulse Radio Ultra Wideband (IRUWB) pulse modulations over S-V channel model is proposed in this paper. The UWB pulse is Gaussian monocycle pulse modulated using Pulse Amplitude Modulation (PAM) and Pulse Position Modulation (PPM). The channel model is generated from a modified S-V model. Bit-error rate (BER) is measured over several of bit rates. The result shows that all modulation are appropriate for both LOS and NLOS channel, but PAM gives better performance in bit rates and SNR. Moreover, as standard of speed has been given for UWB, the communication is appropriate with high bit rates in LOS channel.

Keywords: IR-UWB, S-V Channel Model, LOS NLOS, PAM, PPM

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7863 Structural Health Monitoring of Buildings and Infrastructure

Authors: Mojtaba Valinejadshoubi, Ashutosh Bagchi, Osama Moselhi

Abstract:

Structures such as buildings, bridges, dams, wind turbines etc. need to be maintained against various factors such as deterioration, excessive loads, environment, temperature, etc. Choosing an appropriate monitoring system is important for determining any critical damage to a structure and address that to avoid any adverse consequence. Structural Health Monitoring (SHM) has emerged as an effective technique to monitor the health of the structures. SHM refers to an ongoing structural performance assessment using different kinds of sensors attached to or embedded in the structures to evaluate their integrity and safety to help engineers decide on rehabilitation measures. Ability of SHM in identifying the location and severity of structural damages by considering any changes in characteristics of the structures such as their frequency, stiffness and mode shapes helps engineers to monitor the structures and take the most effective corrective actions to maintain their safety and extend their service life. The main objective of this study is to review the overall SHM process specifically determining the natural frequency of an instrumented simply-supported concrete beam using modal testing and finite element model updating.

Keywords: Structural Health Monitoring, Natural Frequency, FFT analysis, Finite element model updating.

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7862 Research and Design on a Portable Intravehicular Ultrasonic Leak Detector for Manned Spacecraft

Authors: Yan Rongxin, Sun Wei, Li Weidan

Abstract:

Based on the acoustics cascade sound theory, the mechanism of air leak sound producing, transmitting and signal detecting has been analyzed. A formula of the sound power, leak size and air pressure in the spacecraft has been built, and the relationship between leak sound pressure and receiving direction and distance has been studied. The center frequency in millimeter diameter leak is more than 20 kHz. The situation of air leaking from spacecraft to space has been simulated and an experiment of different leak size and testing distance and direction has been done. The sound pressure is in direct proportion to the cosine of the angle of leak to sensor. The portable ultrasonic leak detector has been developed, whose minimal leak rate is 10-1 Pa·m3/s, the testing radius is longer than 20 mm, the mass is less than 1.0 kg, and the electric power is less than 2.2 W.

Keywords: Leak detection, manned spacecraft, ultrasonic, sound transmitting.

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7861 Behavioral Modeling Accuracy for RF Power Amplifier with Memory Effects

Authors: Chokri Jebali, Noureddine Boulejfen, Ali Gharsallah, Fadhel M. Ghannouchi

Abstract:

In this paper, a system level behavioural model for RF power amplifier, which exhibits memory effects, and based on multibranch system is proposed. When higher order terms are included, the memory polynomial model (MPM) exhibits numerical instabilities. A set of memory orthogonal polynomial model (OMPM) is introduced to alleviate the numerical instability problem associated to MPM model. A data scaling and centring algorithm was applied to improve the power amplifier modeling accuracy. Simulation results prove that the numerical instability can be greatly reduced, as well as the model precision improved with nonlinear model.

Keywords: power amplifier, orthogonal model, polynomialmodel , memory effects.

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7860 An Output Oriented Super-Efficiency Model for Considering Time Lag Effect

Authors: Yanshuang Zhang, Byungho Jeong

Abstract:

There exists some time lag between the consumption of inputs and the production of outputs. This time lag effect should be considered in calculating efficiency of decision making units (DMU). Recently, a couple of DEA models were developed for considering time lag effect in efficiency evaluation of research activities. However, these models can’t discriminate efficient DMUs because of the nature of basic DEA model in which efficiency scores are limited to ‘1’. This problem can be resolved a super-efficiency model. However, a super efficiency model sometimes causes infeasibility problem. This paper suggests an output oriented super-efficiency model for efficiency evaluation under the consideration of time lag effect. A case example using a long term research project is given to compare the suggested model with the MpO model.

Keywords: DEA, Super-efficiency, Time Lag.

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7859 An Aggregate Production Planning Model for Brass Casting Industry in Fuzzy Environment

Authors: Ömer Faruk Baykoç, Ümit Sami Sakalli

Abstract:

In this paper, we propose a fuzzy aggregate production planning (APP) model for blending problem in a brass factory which is the problem of computing optimal amounts of raw materials for the total production of several types of brass in a period. The model has deterministic and imprecise parameters which follows triangular possibility distributions. The brass casting APP model can not always be solved by using common approaches used in the literature. Therefore a mathematical model is presented for solving this problem. In the proposed model, the Lai and Hwang-s fuzzy ranking concept is relaxed by using one constraint instead of three constraints. An application of the brass casting APP model in a brass factory shows that the proposed model successfully solves the multi-blend problem in casting process and determines the optimal raw material purchasing policies.

Keywords: Aggregate production planning, Blending, brasscasting, possibilistic programming.

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7858 Towards a Measurement-Based E-Government Portals Maturity Model

Authors: Abdoullah Fath-Allah, Laila Cheikhi, Rafa E. Al-Qutaish, Ali Idri

Abstract:

The e-government emerging concept transforms the way in which the citizens are dealing with their governments. Thus, the citizens can execute the intended services online anytime and anywhere. This results in great benefits for both the governments (reduces the number of officers) and the citizens (more flexibility and time saving). Therefore, building a maturity model to assess the egovernment portals becomes desired to help in the improvement process of such portals. This paper aims at proposing an egovernment maturity model based on the measurement of the best practices’ presence. The main benefit of such maturity model is to provide a way to rank an e-government portal based on the used best practices, and also giving a set of recommendations to go to the higher stage in the maturity model.

Keywords: Best practices, e-government portal, maturity model, quality model.

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7857 Verification and Validation of Simulated Process Models of KALBR-SIM Training Simulator

Authors: T. Jayanthi, K. Velusamy, H. Seetha, S. A. V. Satya Murty

Abstract:

Verification and Validation of Simulated Process Model is the most important phase of the simulator life cycle. Evaluation of simulated process models based on Verification and Validation techniques checks the closeness of each component model (in a simulated network) with the real system/process with respect to dynamic behaviour under steady state and transient conditions. The process of Verification and Validation helps in qualifying the process simulator for the intended purpose whether it is for providing comprehensive training or design verification. In general, model verification is carried out by comparison of simulated component characteristics with the original requirement to ensure that each step in the model development process completely incorporates all the design requirements. Validation testing is performed by comparing the simulated process parameters to the actual plant process parameters either in standalone mode or integrated mode. A Full Scope Replica Operator Training Simulator for PFBR - Prototype Fast Breeder Reactor has been developed at IGCAR, Kalpakkam, INDIA named KALBR-SIM (Kalpakkam Breeder Reactor Simulator) where in the main participants are engineers/experts belonging to Modeling Team, Process Design and Instrumentation & Control design team. This paper discusses about the Verification and Validation process in general, the evaluation procedure adopted for PFBR operator training Simulator, the methodology followed for verifying the models, the reference documents and standards used etc. It details out the importance of internal validation by design experts, subsequent validation by external agency consisting of experts from various fields, model improvement by tuning based on expert’s comments, final qualification of the simulator for the intended purpose and the difficulties faced while co-coordinating various activities.

Keywords: Verification and Validation (V&V), Prototype Fast Breeder Reactor (PFBR), Kalpakkam Breeder Reactor Simulator (KALBR-SIM), Steady State, Transient State.

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7856 An Improved Phenomenological Model for Polymer Desorption

Authors: Joanna Sooknanan, Donna Comissiong

Abstract:

We propose a phenomenological model for the process of polymer desorption. In so doing, we omit the usual theoretical approach of incorporating a fictitious viscoelastic stress term into the flux equation. As a result, we obtain a model that captures the essence of the phenomenon of trapping skinning, while preserving the integrity of the experimentally verified Fickian law for diffusion. An appropriate asymptotic analysis is carried out, and a parameter is introduced to represent the speed of the desorption front. Numerical simulations are performed to illustrate the desorption dynamics of the model. Recommendations are made for future modifications of the model, and provisions are made for the inclusion of experimentally determined frontal speeds.

Keywords: Phenomenological Model, Polymer, Desorption, Trapping Skinning

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7855 Assessment of Ultra-High Cycle Fatigue Behavior of EN-GJL-250 Cast Iron Using Ultrasonic Fatigue Testing Machine

Authors: Saeedeh Bakhtiari, Johannes Depessemier, Stijn Hertelé, Wim De Waele

Abstract:

High cycle fatigue comprising up to 107 load cycles has been the subject of many studies, and the behavior of many materials was recorded adequately in this regime. However, many applications involve larger numbers of load cycles during the lifetime of machine components. In this ultra-high cycle regime, other failure mechanisms play, and the concept of a fatigue endurance limit (assumed for materials such as steel) is often an oversimplification of reality. When machine component design demands a high geometrical complexity, cast iron grades become interesting candidate materials. Grey cast iron is known for its low cost, high compressive strength, and good damping properties. However, the ultra-high cycle fatigue behavior of cast iron is poorly documented. The current work focuses on the ultra-high cycle fatigue behavior of EN-GJL-250 (GG25) grey cast iron by developing an ultrasonic (20 kHz) fatigue testing system. Moreover, the testing machine is instrumented to measure the temperature and the displacement of  the specimen, and to control the temperature. The high resonance frequency allowed to assess the  behavior of the cast iron of interest within a matter of days for ultra-high numbers of cycles, and repeat the tests to quantify the natural scatter in fatigue resistance.

Keywords: GG25, cast iron, ultra-high cycle fatigue, ultrasonic test.

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7854 The Maximum Likelihood Method of Random Coefficient Dynamic Regression Model

Authors: Autcha Araveeporn

Abstract:

The Random Coefficient Dynamic Regression (RCDR) model is to developed from Random Coefficient Autoregressive (RCA) model and Autoregressive (AR) model. The RCDR model is considered by adding exogenous variables to RCA model. In this paper, the concept of the Maximum Likelihood (ML) method is used to estimate the parameter of RCDR(1,1) model. Simulation results have shown the AIC and BIC criterion to compare the performance of the the RCDR(1,1) model. The variables as the stationary and weakly stationary data are good estimates where the exogenous variables are weakly stationary. However, the model selection indicated that variables are nonstationarity data based on the stationary data of the exogenous variables.

Keywords: Autoregressive, Maximum Likelihood Method, Nonstationarity, Random Coefficient Dynamic Regression, Stationary.

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