Search results for: volatility forecast
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 230

Search results for: volatility forecast

80 Tools for Analysis and Optimization of Standalone Green Microgrids

Authors: William Anderson, Kyle Kobold, Oleg Yakimenko

Abstract:

Green microgrids using mostly renewable energy (RE) for generation, are complex systems with inherent nonlinear dynamics. Among a variety of different optimization tools there are only a few ones that adequately consider this complexity. This paper evaluates applicability of two somewhat similar optimization tools tailored for standalone RE microgrids and also assesses a machine learning tool for performance prediction that can enhance the reliability of any chosen optimization tool. It shows that one of these microgrid optimization tools has certain advantages over another and presents a detailed routine of preparing input data to simulate RE microgrid behavior. The paper also shows how neural-network-based predictive modeling can be used to validate and forecast solar power generation based on weather time series data, which improves the overall quality of standalone RE microgrid analysis.

Keywords: Microgrid, renewable energy, complex systems, optimization, predictive modeling, neural networks.

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79 Forecasting Stock Indexes Using Bayesian Additive Regression Tree

Authors: Darren Zou

Abstract:

Forecasting the stock market is a very challenging task. Various economic indicators such as GDP, exchange rates, interest rates, and unemployment have a substantial impact on the stock market. Time series models are the traditional methods used to predict stock market changes. In this paper, a machine learning method, Bayesian Additive Regression Tree (BART) is used in predicting stock market indexes based on multiple economic indicators. BART can be used to model heterogeneous treatment effects, and thereby works well when models are misspecified. It also has the capability to handle non-linear main effects and multi-way interactions without much input from financial analysts. In this research, BART is proposed to provide a reliable prediction on day-to-day stock market activities. By comparing the analysis results from BART and with time series method, BART can perform well and has better prediction capability than the traditional methods.

Keywords: Bayesian, Forecast, Stock, BART.

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78 SimplexIS: Evaluating the Impact of e-Gov Simplification Measures in the Information System Architecure

Authors: Bruno Félix, André Vasconcelos, José Tribolet

Abstract:

Nowadays increasingly the population makes use of Information Technology (IT). As such, in recent year the Portuguese government increased its focus on using the IT for improving people-s life and began to develop a set of measures to enable the modernization of the Public Administration, and so reducing the gap between Public Administration and citizens.Thus the Portuguese Government launched the Simplex Program. However these SIMPLEX eGov measures, which have been implemented over the years, present a serious challenge: how to forecast its impact on existing Information Systems Architecture (ISA). Thus, this research is focus in addressing the problem of automating the evaluation of the actual impact of implementation an eGovSimplification and Modernization measures in the Information Systems Architecture. To realize the evaluation we proposes a Framework, which is supported by some key concepts as: Quality Factors, ISA modeling, Multicriteria Approach, Polarity Profile and Quality Metrics

Keywords: Information System Architecture, Evaluation, eGov Simplification measure, Multicriteria Evaluation

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77 Earnings-Related Information, Cognitive Bias, and the Disposition Effect

Authors: Chih-Hsiang Chang, Pei-Shan Kao

Abstract:

This paper discusses the reaction of investors in the Taiwan stock market to the most probable unknown earnings-related information and the most probable known earnings-related information. As compared with the previous literature regarding the effect of an official announcement of earnings forecast revision, this paper further analyzes investors’ cognitive bias toward the unknown and known earnings-related information, and the role of media during the investors' reactions to the foresaid information shocks. The empirical results show that both the unknown and known earnings-related information provides useful information content for a stock market. In addition, cognitive bias and disposition effect are the behavioral pitfalls that commonly occur in the process of the investors' reactions to the earnings-related information. Finally, media coverage has a remarkable influence upon the investors' trading decisions.

Keywords: Cognitive bias, role of media, disposition effect, earnings-related information, behavioral pitfall.

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76 WEMax: Virtual Manned Assembly Line Generation

Authors: Won Kyung Ham, Kang Hoon Cho, Yongho Chung, Sang C. Park

Abstract:

Presented in this paper is a framework of a software ‘WEMax’. The WEMax is invented for analysis and simulation for manned assembly lines to sustain and improve performance of manufacturing systems. In a manufacturing system, performance, such as productivity, is a key of competitiveness for output products. However, the manned assembly lines are difficult to forecast performance, because human labors are not expectable factors by computer simulation models or mathematical models. Existing approaches to performance forecasting of the manned assembly lines are limited to matters of the human itself, such as ergonomic and workload design, and non-human-factor-relevant simulation. Consequently, an approach for the forecasting and improvement of manned assembly line performance is needed to research. As a solution of the current problem, this study proposes a framework that is for generation and simulation of virtual manned assembly lines, and the framework has been implemented as a software.

Keywords: Performance Forecasting, Simulation, Virtual Manned Assembly Line.

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75 Spatial Time Series Models for Rice and Cassava Yields Based On Bayesian Linear Mixed Models

Authors: Panudet Saengseedam, Nanthachai Kantanantha

Abstract:

This paper proposes a linear mixed model (LMM) with spatial effects to forecast rice and cassava yields in Thailand at the same time. A multivariate conditional autoregressive (MCAR) model is assumed to present the spatial effects. A Bayesian method is used for parameter estimation via Gibbs sampling Markov Chain Monte Carlo (MCMC). The model is applied to the rice and cassava yields monthly data which have been extracted from the Office of Agricultural Economics, Ministry of Agriculture and Cooperatives of Thailand. The results show that the proposed model has better performance in most provinces in both fitting part and validation part compared to the simple exponential smoothing and conditional auto regressive models (CAR) from our previous study.

Keywords: Bayesian method, Linear mixed model, Multivariate conditional autoregressive model, Spatial time series.

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74 Verification and Application of Finite Element Model Developed for Flood Routing in Rivers

Authors: A. L. Qureshi, A. A. Mahessar, A. Baloch

Abstract:

Flood wave propagation in river channel flow can be enunciated by nonlinear equations of motion for unsteady flow. It is difficult to find analytical solution of these non-linear equations. Hence, in this paper verification of the finite element model has been carried out against available numerical predictions and field data. The results of the model indicate a good matching with both Preissmann scheme and HEC-RAS model for a river reach of 29km at both sites (15km from upstream and at downstream end) for discharge hydrographs. It also has an agreeable comparison with the Preissemann scheme for the flow depth (stage) hydrographs. The proposed model has also been applying to forecast daily discharges at 400km downstream in the Indus River from Sukkur barrage of Sindh, Pakistan, which demonstrates accurate model predictions with observed the daily discharges. Hence, this model may be utilized for flood warnings in advance.

Keywords: Finite Element Method, Flood Forecasting, HEC-RAS, Indus river.

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73 Input Variable Selection for RBFN-based Electric Utility's CO2 Emissions Forecasting

Authors: I. Falconett, K. Nagasaka

Abstract:

This study investigates the performance of radial basis function networks (RBFN) in forecasting the monthly CO2 emissions of an electric power utility. We also propose a method for input variable selection. This method is based on identifying the general relationships between groups of input candidates and the output. The effect that each input has on the forecasting error is examined by removing all inputs except the variable to be investigated from its group, calculating the networks parameter and performing the forecast. Finally, the new forecasting error is compared with the reference model. Eight input variables were identified as the most relevant, which is significantly less than our reference model with 30 input variables. The simulation results demonstrate that the model with the 8 inputs selected using the method introduced in this study performs as accurate as the reference model, while also being the most parsimonious.

Keywords: Correlation analysis, CO2 emissions forecasting, electric power utility, radial basis function networks.

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72 Phytoadaptation in Desert Soil Prediction Using Fuzzy Logic Modeling

Authors: S. Bouharati, F. Allag, M. Belmahdi, M. Bounechada

Abstract:

In terms of ecology forecast effects of desertification, the purpose of this study is to develop a predictive model of growth and adaptation of species in arid environment and bioclimatic conditions. The impact of climate change and the desertification phenomena is the result of combined effects in magnitude and frequency of these phenomena. Like the data involved in the phytopathogenic process and bacteria growth in arid soil occur in an uncertain environment because of their complexity, it becomes necessary to have a suitable methodology for the analysis of these variables. The basic principles of fuzzy logic those are perfectly suited to this process. As input variables, we consider the physical parameters, soil type, bacteria nature, and plant species concerned. The result output variable is the adaptability of the species expressed by the growth rate or extinction. As a conclusion, we prevent the possible strategies for adaptation, with or without shifting areas of plantation and nature adequate vegetation.

Keywords: Climate changes, dry soil, Phytopathogenicity, Predictive model, Fuzzy logic.

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71 Development of a Complex Meteorological Support System for UAVs

Authors: Z. Bottyán, F. Wantuch, A. Z. Gyöngyösi, Z. Tuba, K. Hadobács, P. Kardos, R. Kurunczi

Abstract:

The sensitivity of UAVs to the atmospheric effects are apparent. All the same the meteorological support for the UAVs missions is often non-adequate or partly missing. In our paper we show a new complex meteorological support system for different types of UAVs pilots, specialists and decision makers, too. The mentioned system has two important parts with different forecasts approach such as the statistical and dynamical ones. The statistical prediction approach is based on a large climatological data base and the special analog method which is able to select similar weather situations from the mentioned data base to apply them during the forecasting procedure. The applied dynamic approach uses the specific WRF model runs twice a day and produces 96 hours, high resolution weather forecast for the UAV users over the Hungary. An easy to use web-based system can give important weather information over the Carpathian basin in Central-Europe. The mentioned products can be reached via internet connection.

Keywords: Aviation meteorology, statistical weather prediction, unmanned aerial systems, WRF.

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70 The Role of State in Combating Religious Extremism and Terrorism

Authors: Kadyrzhan Smagulov, Mukhtar Senggirbay, Sholpan Zhandossova, Lyaila Ivatova, Gulnar Nassimova

Abstract:

terrorism and extremism are among the most dangerous and difficult to forecast the phenomena of our time, which are becoming more diverse forms and rampant. Terrorist attacks often produce mass casualties, involve the destruction of material and spiritual values, beyond the recovery times, sow hatred among nations, provoke war, mistrust and hatred between the social and national groups, which sometimes can not be overcome within a generation. Currently, the countries of Central Asia are a topical issue – the threat of terrorism and religious extremism, which grow not only in our area, but throughout the world. Of course, in each of the terrorist threat is assessed differently. In our country the problem of terrorism should not be acutely. Thus, after independence and sovereignty of Kazakhstan has chosen the path of democracy, progress and free economy. With the policy of the President of Kazakhstan Nursultan Nazarbayev and well-organized political and economic reforms, there has been economic growth and rising living standards, socio-political stability, ensured civil peace and accord in society [1].

Keywords: Kazakhstan, national security, religious extremism and terrorism, ethnic conflict

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69 Optimum Neural Network Architecture for Precipitation Prediction of Myanmar

Authors: Khaing Win Mar, Thinn Thu Naing

Abstract:

Nowadays, precipitation prediction is required for proper planning and management of water resources. Prediction with neural network models has received increasing interest in various research and application domains. However, it is difficult to determine the best neural network architecture for prediction since it is not immediately obvious how many input or hidden nodes are used in the model. In this paper, neural network model is used as a forecasting tool. The major aim is to evaluate a suitable neural network model for monthly precipitation mapping of Myanmar. Using 3-layerd neural network models, 100 cases are tested by changing the number of input and hidden nodes from 1 to 10 nodes, respectively, and only one outputnode used. The optimum model with the suitable number of nodes is selected in accordance with the minimum forecast error. In measuring network performance using Root Mean Square Error (RMSE), experimental results significantly show that 3 inputs-10 hiddens-1 output architecture model gives the best prediction result for monthly precipitation in Myanmar.

Keywords: Precipitation prediction, monthly precipitation, neural network models, Myanmar.

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68 Energy Communities from Municipality Level to Province Level: A Comparison Using Autoregressive Integrated Moving Average Model

Authors: Amro Issam Hamed Attia Ramadan, Marco Zappatore, Pasquale Balena, Antonella Longo

Abstract:

Considering the energy crisis that is hitting Europe, it becomes increasingly necessary to change energy policies to depend less on fossil fuels and replace them with energy from renewable sources. This has triggered the urge to use clean energy, not only to satisfy energy needs and fulfill the required consumption, but also to decrease the danger of climatic changes due to harmful emissions. Many countries have already started creating energy communities based on renewable energy sources. The first step to understanding energy needs in any place is to perfectly know the consumption. In this work, we aim to estimate electricity consumption for a municipality that makes up part of a rural area located in southern Italy using forecast models that allow for the estimation of electricity consumption for the next 10 years, and we then apply the same model to the province where the municipality is located and estimate the future consumption for the same period to examine whether it is possible to start from the municipality level to reach the province level when creating energy communities.

Keywords: ARIMA, electricity consumption, forecasting models, time series.

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67 Probabilistic Model Development for Project Performance Forecasting

Authors: Milad Eghtedari Naeini, Gholamreza Heravi

Abstract:

In this paper, based on the past project cost and time performance, a model for forecasting project cost performance is developed. This study presents a probabilistic project control concept to assure an acceptable forecast of project cost performance. In this concept project activities are classified into sub-groups entitled control accounts. Then obtain the Stochastic S-Curve (SS-Curve), for each sub-group and the project SS-Curve is obtained by summing sub-groups- SS-Curves. In this model, project cost uncertainties are considered through Beta distribution functions of the project activities costs required to complete the project at every selected time sections through project accomplishment, which are extracted from a variety of sources. Based on this model, after a percentage of the project progress, the project performance is measured via Earned Value Management to adjust the primary cost probability distribution functions. Then, accordingly the future project cost performance is predicted by using the Monte-Carlo simulation method.

Keywords: Monte Carlo method, Probabilistic model, Project forecasting, Stochastic S-curve

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66 Economic Loss due to Ganoderma Disease in Oil Palm

Authors: K. Assis, K. P. Chong, A. S. Idris, C. M. Ho

Abstract:

Oil palm or Elaeis guineensis is considered as the golden crop in Malaysia. But oil palm industry in this country is now facing with the most devastating disease called as Ganoderma Basal Stem Rot disease. The objective of this paper is to analyze the economic loss due to this disease. There were three commercial oil palm sites selected for collecting the required data for economic analysis. Yield parameter used to measure the loss was the total weight of fresh fruit bunch in six months. The predictors include disease severity, change in disease severity, number of infected neighbor palms, age of palm, planting generation, topography, and first order interaction variables. The estimation model of yield loss was identified by using backward elimination based regression method. Diagnostic checking was conducted on the residual of the best yield loss model. The value of mean absolute percentage error (MAPE) was used to measure the forecast performance of the model. The best yield loss model was then used to estimate the economic loss by using the current monthly price of fresh fruit bunch at mill gate.

Keywords: Ganoderma, oil palm, regression model, yield loss, economic loss.

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65 Forecasting Electricity Spot Price with Generalized Long Memory Modeling: Wavelet and Neural Network

Authors: Souhir Ben Amor, Heni Boubaker, Lotfi Belkacem

Abstract:

This aims of this paper is to forecast the electricity spot prices. First, we focus on modeling the conditional mean of the series so we adopt a generalized fractional -factor Gegenbauer process (k-factor GARMA). Secondly, the residual from the -factor GARMA model has used as a proxy for the conditional variance; these residuals were predicted using two different approaches. In the first approach, a local linear wavelet neural network model (LLWNN) has developed to predict the conditional variance using the Back Propagation learning algorithms. In the second approach, the Gegenbauer generalized autoregressive conditional heteroscedasticity process (G-GARCH) has adopted, and the parameters of the k-factor GARMA-G-GARCH model has estimated using the wavelet methodology based on the discrete wavelet packet transform (DWPT) approach. The empirical results have shown that the k-factor GARMA-G-GARCH model outperform the hybrid k-factor GARMA-LLWNN model, and find it is more appropriate for forecasts.

Keywords: k-factor, GARMA, LLWNN, G-GARCH, electricity price, forecasting.

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64 Model Development for Allocation of Raw Material in Timber Processing Industry in Indonesia

Authors: Muh. Hisjam, Nancy Oktyajati, Wakhid A. Jauhari, Wahyudi Sutopo

Abstract:

This research is intended to develop a raw material allocation model in timber processing industry in Perum Perhutani Unit I, Central Java, Indonesia. The model can be used to determine the quantity of allocation of timber between chain in the supply chain to select supplier considering factors that are log price and the distance. In determining the quantity of allocation of timber between chains in the supply chain, the model considers the optimal inventory in each chain. Whilst the optimal inventory is determined based on demand forecast, the capacity and safety stock. Problem solving allocation is conducted by developing linear programming model that aims to minimize the total cost of the purchase, transportation cost and storage costs at each chain. The results of numerical examples show that the proposed model can generate savings of the purchase cost of 20.84% and select suppliers with mileage closer.

Keywords: Allocation model, linear programming, purchase costs, storage costs, suppliers, transportation costs.

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63 Historical and Future Rainfall Variations in Bangladesh

Authors: M. M. Hossain, M. Z. Hasan, M. Alauddin, S. Akhter

Abstract:

Climate change has become a major concern across the world as the intensity along with quantity of the rainfall, mean surface temperature and other climatic parameters have been changed not only in Bangladesh but also in the entire globe. Bangladesh has already experienced many natural hazards. Among them changing of rainfall pattern, erratic and heavy rainfalls are very common. But changes of rainfall pattern and its amount is still in question to some extent. This study aimed to unfold how the historical rainfalls varied over time and how would be their future trends. In this context, historical rainfall data (1975-2014) were collected from Bangladesh Metrological Department (BMD) and then a time series model was developed using Box-Jenkins algorithm in IBM SPSS to forecast the future rainfall. From the historical data analysis, this study revealed that the amount of rainfall decreased over the time and shifted to the post monsoons. Forecasted rainfall shows that the pre-monsoon and early monsoon will get drier in future whereas late monsoon and post monsoon will show huge fluctuations in rainfall magnitudes with temporal variations which means Bangladesh will get comparatively drier seasons in future which may be a serious problem for the country as it depends on agriculture.

Keywords: Monsoon, Pre-monsoon, rainfall, pattern, variations, IBM-SPSS.

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62 Clustering Based Formulation for Short Term Load Forecasting

Authors: Ajay Shekhar Pandey, D. Singh, S. K. Sinha

Abstract:

A clustering based technique has been developed and implemented for Short Term Load Forecasting, in this article. Formulation has been done using Mean Absolute Percentage Error (MAPE) as an objective function. Data Matrix and cluster size are optimization variables. Model designed, uses two temperature variables. This is compared with six input Radial Basis Function Neural Network (RBFNN) and Fuzzy Inference Neural Network (FINN) for the data of the same system, for same time period. The fuzzy inference system has the network structure and the training procedure of a neural network which initially creates a rule base from existing historical load data. It is observed that the proposed clustering based model is giving better forecasting accuracy as compared to the other two methods. Test results also indicate that the RBFNN can forecast future loads with accuracy comparable to that of proposed method, where as the training time required in the case of FINN is much less.

Keywords: Load forecasting, clustering, fuzzy inference.

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61 Classification of Soil Aptness to Establish of Panicum virgatum in Mississippi using Sensitivity Analysis and GIS

Authors: Eduardo F. Arias, William Cooke III, Zhaofei Fan, William Kingery

Abstract:

During the last decade Panicum virgatum, known as Switchgrass, has been broadly studied because of its remarkable attributes as a substitute pasture and as a functional biofuel source. The objective of this investigation was to establish soil suitability for Switchgrass in the State of Mississippi. A linear weighted additive model was developed to forecast soil suitability. Multicriteria analysis and Sensitivity analysis were utilized to adjust and optimize the model. The model was fit using seven years of field data associated with soils characteristics collected from Natural Resources Conservation System - United States Department of Agriculture (NRCS-USDA). The best model was selected by correlating calculated biomass yield with each model's soils-based output for Switchgrass suitability. Coefficient of determination (r2) was the decisive factor used to establish the 'best' soil suitability model. Coefficients associated with the 'best' model were implemented within a Geographic Information System (GIS) to create a map of relative soil suitability for Switchgrass in Mississippi. A Geodatabase associated with soil parameters was built and is available for future Geographic Information System use.

Keywords: Aptness, GIS, sensitivity analysis, switchgrass, soil.

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60 Dynamic Self-Scheduling of Pumped-Storage Power Plant in Energy and Ancillary Service Markets Using Sliding Window Technique

Authors: P. Kanakasabapathy, Radhika. S,

Abstract:

In the competitive electricity market environment, the profit of the pumped-storage plant in the energy market can be maximized by operating it as a generator, when market clearing price is high and as a pump, to pump water from lower reservoir to upper reservoir, when the price is low. An optimal self-scheduling plan has been developed for a pumped-storage plant, carried out on weekly basis in order to maximize the profit of the plant, keeping into account of all the major uncertainties such as the sudden ancillary service delivery request and the price forecasting errors. For a pumped storage power plant to operate in a real time market successive self scheduling has to be done by considering the forecast of the day-ahead market and the modified reservoir storage due to the ancillary service request of the previous day. Sliding Window Technique has been used for successive self scheduling to ensure profit for the plant.

Keywords: Ancillary services, BPSO, Power System Economics (Electricity markets), Self-Scheduling, Sliding Window Technique.

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59 Model-free Prediction based on Tracking Theory and Newton Form of Polynomial

Authors: Guoyuan Qi , Yskandar Hamam, Barend Jacobus van Wyk, Shengzhi Du

Abstract:

The majority of existing predictors for time series are model-dependent and therefore require some prior knowledge for the identification of complex systems, usually involving system identification, extensive training, or online adaptation in the case of time-varying systems. Additionally, since a time series is usually generated by complex processes such as the stock market or other chaotic systems, identification, modeling or the online updating of parameters can be problematic. In this paper a model-free predictor (MFP) for a time series produced by an unknown nonlinear system or process is derived using tracking theory. An identical derivation of the MFP using the property of the Newton form of the interpolating polynomial is also presented. The MFP is able to accurately predict future values of a time series, is stable, has few tuning parameters and is desirable for engineering applications due to its simplicity, fast prediction speed and extremely low computational load. The performance of the proposed MFP is demonstrated using the prediction of the Dow Jones Industrial Average stock index.

Keywords: Forecast, model-free predictor, prediction, time series

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58 Using the Nerlovian Adjustment Model to Assess the Response of Farmers to Price and Other Related Factors: Evidence from Sierra Leone Rice Cultivation

Authors: Alhaji M. H. Conteh, Xiangbin Yan, Alfred V. Gborie

Abstract:

The goal of this study was to increase the awareness of the description and assessments of rice acreage response and to offer mechanisms for agricultural policy scrutiny. The ordinary least square (OLS) technique was utilized to determine the coefficients of acreage response models for the rice varieties. The magnitudes of the coefficients (λ) of both the ROK lagged and NERICA lagged acreages were found positive and highly significant, which indicates that farmers’ adjustment rate was very low. Regarding lagged actual price for both the ROK and NERICE rice varieties, the short-run price elasticitieswere lower than long-run, which is suggesting a long term adjustment of the acreage under the crop.

However, the apparent recommendations for policy transformation are to open farm gate prices and to decrease government’s involvement in agricultural sector especially in the acquisition of agricultural inputs. Impending research have to be centered on how this might be better realized. Necessary conditions should be made available to the private sector by means of minimizing price volatility. In accordance with structural reforms, it is necessary to convey output prices to farmers with minimum distortion. There is need to eradicate price subsidies and control, which generate distortion in the market in addition to huge financial costs.

Keywords: Acreage response, rate of adjustment, rice varieties, Sierra Leone.

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57 ANN Based Model Development for Material Removal Rate in Dry Turning in Indian Context

Authors: Mangesh R. Phate, V. H. Tatwawadi

Abstract:

This paper is intended to develop an artificial neural network (ANN) based model of material removal rate (MRR) in the turning of ferrous and nonferrous material in a Indian small-scale industry. MRR of the formulated model was proved with the testing data and artificial neural network (ANN) model was developed for the analysis and prediction of the relationship between inputs and output parameters during the turning of ferrous and nonferrous materials. The input parameters of this model are operator, work-piece, cutting process, cutting tool, machine and the environment.

The ANN model consists of a three layered feedforward back propagation neural network. The network is trained with pairs of independent/dependent datasets generated when machining ferrous and nonferrous material. A very good performance of the neural network, in terms of contract with experimental data, was achieved. The model may be used for the testing and forecast of the complex relationship between dependent and the independent parameters in turning operations.

Keywords: Field data based model, Artificial neural network, Simulation, Convectional Turning, Material removal rate.

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56 Forecast Based on an Empirical Probability Function with an Adjusted Error Using Propagation of Error

Authors: Oscar Javier Herrera, Manuel Ángel Camacho

Abstract:

This paper addresses a cutting edge method of business demand forecasting, based on an empirical probability function when the historical behavior of the data is random. Additionally, it presents error determination based on the numerical method technique ‘propagation of errors.’ The methodology was conducted characterization and process diagnostics demand planning as part of the production management, then new ways to predict its value through techniques of probability and to calculate their mistake investigated, it was tools used numerical methods. All this based on the behavior of the data. This analysis was determined considering the specific business circumstances of a company in the sector of communications, located in the city of Bogota, Colombia. In conclusion, using this application it was possible to obtain the adequate stock of the products required by the company to provide its services, helping the company reduce its service time, increase the client satisfaction rate, reduce stock which has not been in rotation for a long time, code its inventory, and plan reorder points for the replenishment of stock.

Keywords: Demand Forecasting, Empirical Distribution, Propagation of Error.

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55 Islam and Values of Kazakh Culture

Authors: Kairat Zatov, Tursun Gabitov, Maral Botaeva, Moldagaliyev Bauyrzhan, Saira Shamahay

Abstract:

Unlike Christianity and Buddhism, Islam, being one of the three universal world religions, actively penetrates into people-s everyday life. The main reason for this is that in Islam the religion and ideology, philosophy, religious organizations and state bodies are closely interrelated. In order to analyze the state of being of interrelations of religion and civil society in Kazakhstan, it is necessary to study Islam and its relations with spiritual culture of the society. According to the Constitution of the Republic of Kazakhstan the religion is separated from the state, i.e. each performs its own function without interfering into each other-s affairs. The right of the citizens of our republic to freedom of thinking and faith is based on the Constitution of the RK, Civil Code, Law “On freedom of faith and religious unions in the Republic of Kazakhstan". Legislatively secured separation of the mosque and church from the state does not mean that religion has no influence on the latter. The state, consisting of citizens with their own beliefs, including religious ones, cannot be isolated from the influence of religion. Nowadays it is commonly accepted that it is not possible to understand and forecast key social processes without taking into account the religious factor.

Keywords: Kazakhstan, Islam, Shamanism, tradition and innovation, fundamentalism, religious culture, spirit worship, tolerance, sectarianism, extremism and civilization.

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54 Application of Java-based Pointcuts in Aspect Oriented Programming (AOP) for Data Race Detection

Authors: Sadaf Khalid, Fahim Arif

Abstract:

Wide applicability of concurrent programming practices in developing various software applications leads to different concurrency errors amongst which data race is the most important. Java provides greatest support for concurrent programming by introducing various concurrency packages. Aspect oriented programming (AOP) is modern programming paradigm facilitating the runtime interception of events of interest and can be effectively used to handle the concurrency problems. AspectJ being an aspect oriented extension to java facilitates the application of concepts of AOP for data race detection. Volatile variables are usually considered thread safe, but they can become the possible candidates of data races if non-atomic operations are performed concurrently upon them. Various data race detection algorithms have been proposed in the past but this issue of volatility and atomicity is still unaddressed. The aim of this research is to propose some suggestions for incorporating certain conditions for data race detection in java programs at the volatile fields by taking into account support for atomicity in java concurrency packages and making use of pointcuts. Two simple test programs will demonstrate the results of research. The results are verified on two different Java Development Kits (JDKs) for the purpose of comparison.

Keywords: Aspect Bench Compiler (abc), Aspect OrientedProgramming (AOP), AspectJ, Aspects, Concurrency packages, Concurrent programming, Cross-cutting Concerns, Data race, Eclipse, Java, Java Development Kits (JDKs), Pointcuts

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53 Bayesian Decision Approach to Protection on the Flood Event in Upper Ayeyarwady River, Myanmar

Authors: Min Min Swe Zin

Abstract:

This paper introduces the foundations of Bayesian probability theory and Bayesian decision method. The main goal of Bayesian decision theory is to minimize the expected loss of a decision or minimize the expected risk. The purposes of this study are to review the decision process on the issue of flood occurrences and to suggest possible process for decision improvement. This study examines the problem structure of flood occurrences and theoretically explicates the decision-analytic approach based on Bayesian decision theory and application to flood occurrences in Environmental Engineering. In this study, we will discuss about the flood occurrences upon an annual maximum water level in cm, 43-year record available from 1965 to 2007 at the gauging station of Sagaing on the Ayeyarwady River with the drainage area - 120193 sq km by using Bayesian decision method. As a result, we will discuss the loss and risk of vast areas of agricultural land whether which will be inundated or not in the coming year based on the two standard maximum water levels during 43 years. And also we forecast about that lands will be safe from flood water during the next 10 years.

Keywords: Bayesian decision method, conditional binomial distribution, minimax rules, prior beta distribution.

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52 Dynamic Traffic Simulation for Traffic Congestion Problem Using an Enhanced Algorithm

Authors: Wong Poh Lee, Mohd. Azam Osman, Abdullah Zawawi Talib, Ahmad Izani Md. Ismail

Abstract:

Traffic congestion has become a major problem in many countries. One of the main causes of traffic congestion is due to road merges. Vehicles tend to move slower when they reach the merging point. In this paper, an enhanced algorithm for traffic simulation based on the fluid-dynamic algorithm and kinematic wave theory is proposed. The enhanced algorithm is used to study traffic congestion at a road merge. This paper also describes the development of a dynamic traffic simulation tool which is used as a scenario planning and to forecast traffic congestion level in a certain time based on defined parameter values. The tool incorporates the enhanced algorithm as well as the two original algorithms. Output from the three above mentioned algorithms are measured in terms of traffic queue length, travel time and the total number of vehicles passing through the merging point. This paper also suggests an efficient way of reducing traffic congestion at a road merge by analyzing the traffic queue length and travel time.

Keywords: Dynamic, fluid-dynamic, kinematic wave theory, simulation, traffic congestion.

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51 Removal of Volatile Organic Compounds from Contaminated Surfactant Solution using Co-Curren Vacuum Stripping

Authors: Pornchai Suriya-Amrit, Suratsawadee Kungsanant, Boonyarach Kitiyanan

Abstract:

There has been a growing interest in utilizing surfactants in remediation processes to separate the hydrophobic volatile organic compounds (HVOCs) from aqueous solution. One attractive process is cloud point extraction (CPE), which utilizes nonionic surfactants as a separating agent. Since the surfactant cost is a key determination of the economic viability of the process, it is important that the surfactants are recycled and reused. This work aims to study the performance of the co-current vacuum stripping using a packed column for HVOCs removal from contaminated surfactant solution. Six types HVOCs are selected as contaminants. The studied surfactant is the branched secondary alcohol ethoxylates (AEs), Tergitol TMN-6 (C14H30O2). The volatility and the solubility of HVOCs in surfactant system are determined in terms of an apparent Henry’s law constant and a solubilization constant, respectively. Moreover, the HVOCs removal efficiency of vacuum stripping column is assessed in terms of percentage of HVOCs removal and the overall liquid phase volumetric mass transfer coefficient. The apparent Henry’s law constant of benzenz , toluene, and ethyl benzene were 7.00×10-5, 5.38×10-5, 3.35× 10-5 respectively. The solubilization constant of benzene, toluene, and ethyl benzene were 1.71, 2.68, 7.54 respectively. The HVOCs removal for all solute were around 90 percent.

Keywords: Apparent Henry’s law constant, Branched secondary alcohol ethoxylates, Vacuum Stripping.

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