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.
Abstract: This paper presents a cold flow simulation study of a small gas turbine combustor performed using laboratory scale test rig. The main objective of this investigation is to obtain physical insight of the main vortex, responsible for the efficient mixing of fuel and air. Such models are necessary for predictions and optimization of real gas turbine combustors. Air swirler can control the combustor performance by assisting in the fuel-air mixing process and by producing recirculation region which can act as flame holders and influences residence time. Thus, proper selection of a swirler is needed to enhance combustor performance and to reduce NOx emissions. Three different axial air swirlers were used based on their vane angles i.e., 30°, 45°, and 60°. Three-dimensional, viscous, turbulent, isothermal flow characteristics of the combustor model operating at room temperature were simulated via Reynolds- Averaged Navier-Stokes (RANS) code. The model geometry has been created using solid model, and the meshing has been done using GAMBIT preprocessing package. Finally, the solution and analysis were carried out in a FLUENT solver. This serves to demonstrate the capability of the code for design and analysis of real combustor. The effects of swirlers and mass flow rate were examined. Details of the complex flow structure such as vortices and recirculation zones were obtained by the simulation model. The computational model predicts a major recirculation zone in the central region immediately downstream of the fuel nozzle and a second recirculation zone in the upstream corner of the combustion chamber. It is also shown that swirler angles changes have significant effects on the combustor flowfield as well as pressure losses.
Abstract: Fine alignment of main ship power plants mechanisms
and shaft lines provides long-term and failure-free performance of
propulsion system while fast and high-quality installation of
mechanisms and shaft lines decreases common labor intensity. For
checking shaft line allowed stress and setting its alignment it is
required to perform calculations considering various stages of life
cycle. In 2012 JSC SSTC developed special software complex
“Shaftline” for calculation of alignment of having its own I/O
interface and display of shaft line 3D model. Alignment of shaft line
as per bearing loads is rather labor-intensive procedure. In order to
decrease its duration, JSC SSTC developed automated alignment
system from ship power plants mechanisms. System operation
principle is based on automatic simulation of design load on bearings.
Initial data for shaft line alignment can be exported to automated
alignment system from PC “Shaft line”.
Abstract: This paper deals with modeling and parameter
identification of nonlinear systems described by Hammerstein model
having Piecewise nonlinear characteristics such as Dead-zone
nonlinearity characteristic. The simultaneous use of both an easy
decomposition technique and the triangular basis functions leads to a
particular form of Hammerstein model. The approximation by using
Triangular basis functions for the description of the static nonlinear
block conducts to a linear regressor model, so that least squares
techniques can be used for the parameter estimation. Singular Values
Decomposition (SVD) technique has been applied to separate the
coupled parameters. The proposed approach has been efficiently
tested on academic examples of simulation.
Abstract: The Romanian government has been making
significant attempts to make its services and information available on
the Internet. According to the UN e-government survey conducted in
2008, Romania comes under mid range countries by utilization of egovernment
(percent of utilization 41%). Romania-s national portal
www.e-guvernare.ro aims at progressively making all services and
information accessible through the portal. However, the success of
these efforts depends, to a great extent, on how well the targeted
users for such services, citizens in general, make use of them. For
this reason, the purpose of the presented study was to identify what
factors could affect the citizens' adoption of e-government services.
The study is an extension of the Technology Acceptance Model. The
proposed model was validated using data collected from 481 citizens.
The results provided substantial support for all proposed hypotheses
and showed the significance of the extended constructs.
Abstract: Flow field around hypersonic vehicles is very
complex and difficult to simulate. The boundary layers are squeezed
between shock layer and body surface. Resolution of boundary layer,
shock wave and turbulent regions where the flow field has high
values is difficult of capture. Detached eddy simulation (DES) is a
modification of a RANS model in which the model switches to a
subgrid scale formulation in regions fine enough for LES
calculations. Regions near solid body boundaries and where the
turbulent length scale is less than the maximum grid dimension are
assigned the RANS mode of solution. As the turbulent length scale
exceeds the grid dimension, the regions are solved using the LES
mode. Therefore the grid resolution is not as demanding as pure LES,
thereby considerably cutting down the cost of the computation. In
this research study hypersonic flow is simulated at Mach 8 and
different angle of attacks to resolve the proper boundary layers and
discontinuities. The flow is also simulated in the long wake regions.
Mesh is little different than RANS simulations and it is made dense
near the boundary layers and in the wake regions to resolve it
properly. Hypersonic blunt cone cylinder body with frustrum at angle
5o and 10 o are simulated and there aerodynamics study is performed
to calculate aerodynamics characteristics of different geometries. The
results and then compared with experimental as well as with some
turbulence model (SA Model). The results achieved with DES
simulation have very good resolution as well as have excellent
agreement with experimental and available data. Unsteady
simulations are performed for DES calculations by using duel time
stepping method or implicit time stepping. The simulations are
performed at Mach number 8 and angle of attack from 0o to 10o for
all these cases. The results and resolutions for DES model found
much better than SA turbulence model.
Abstract: Recognition of Indian languages scripts is challenging problems. In Optical Character Recognition [OCR], a character or symbol to be recognized can be machine printed or handwritten characters/numerals. There are several approaches that deal with problem of recognition of numerals/character depending on the type of feature extracted and different way of extracting them. This paper proposes a recognition scheme for handwritten Hindi (devnagiri) numerals; most admired one in Indian subcontinent. Our work focused on a technique in feature extraction i.e. global based approach using end-points information, which is extracted from images of isolated numerals. These feature vectors are fed to neuro-memetic model [18] that has been trained to recognize a Hindi numeral. The archetype of system has been tested on varieties of image of numerals. . In proposed scheme data sets are fed to neuro-memetic algorithm, which identifies the rule with highest fitness value of nearly 100 % & template associates with this rule is nothing but identified numerals. Experimentation result shows that recognition rate is 92-97 % compared to other models.
Abstract: Water level forecasting using records of past time series is of importance in water resources engineering and management. For example, water level affects groundwater tables in low-lying coastal areas, as well as hydrological regimes of some coastal rivers. Then, a reliable prediction of sea-level variations is required in coastal engineering and hydrologic studies. During the past two decades, the approaches based on the Genetic Programming (GP) and Artificial Neural Networks (ANN) were developed. In the present study, the GP is used to forecast daily water level variations for a set of time intervals using observed water levels. The measurements from a single tide gauge at Urmia Lake, Northwest Iran, were used to train and validate the GP approach for the period from January 1997 to July 2008. Statistics, the root mean square error and correlation coefficient, are used to verify model by comparing with a corresponding outputs from Artificial Neural Network model. The results show that both these artificial intelligence methodologies are satisfactory and can be considered as alternatives to the conventional harmonic analysis.
Abstract: In this paper, we study the pulsatile flow of blood through stenotic arteries. The inner layer of arterial walls is modeled as a porous medium and human blood is assumed as an incompressible fluid. A numerical algorithm based on the finite element method is developed to simulate the blood flow through both the lumen region and the porous wall. The algorithm is then applied to study the flow behaviour and to investigate the significance of the non-Newtonian effect.
Abstract: When the shock front (SF) hits the central electrode
axis of plasma focus device, a reflected shock wave moves radially
outwards. The current sheath (CS) results from ionization of filled
gas between two electrodes continues to compress inwards until it
hits the out-going reflected shock front. In this paper the Lagrangian
equations are solved for a parabolic shock trajectory yielding a first
and second approximation for the CS path. To determine the
accuracy of the approximation, the same problem is solved for a
straight shock.
Abstract: This paper presents the prediction of air flow,
humidity and temperature patterns in a co-current pilot plant spray
dryer fitted with a pressure nozzle using a three dimensional model.
The modelling was done with a Computational Fluid Dynamic
package (Fluent 6.3), in which the gas phase is modelled as
continuum using the Euler approach and the droplet/ particle phase is
modelled by the Discrete Phase model (Lagrange approach).Good
agreement was obtained with published experimental data where the
CFD simulation correctly predicts a fast downward central flowing
core and slow recirculation zones near the walls. In this work, the
effects of the air flow pattern on droplets trajectories, residence time
distribution of droplets and deposition of the droplets on the wall also
were investigated where atomizing of maltodextrin solution was
used.
Abstract: The future of Higher Education Institutions (HEI) depend on their ability to attract and retain students, increase recognition and prestige. In order to respond to the 'customers' increasingly demanding, HEI need to identify the key factors that influence the satisfaction of a 'customers', thereby creating competitive advantages. These determinants of satisfaction are important elements that guide the strategy of an institution and allow the successful achievement of strategic plans, both teaching and administrative, to offer their ‘costumers’ services and products with higher quality. Following this way of thinking, the purpose of this study was to evaluate the satisfaction with the service quality of the School of Technology and Management of Bragança (ESTiG), of the Polytechnic Institute of Bragança, identifying, thus, the dimensions related to the quality of services that might influence students' satisfaction. The results showed that, in general, the students are satisfied with the performance of ESTiG.
Abstract: In this paper we present a Adaptive Neuro-Fuzzy
System (ANFIS) with inputs the lagged dependent variable for the
prediction of Gross domestic Product growth rate in six countries.
We compare the results with those of Autoregressive (AR) model.
We conclude that the forecasting performance of neuro-fuzzy-system
in the out-of-sample period is much more superior and can be a very
useful alternative tool used by the national statistical services and the
banking and finance industry.
Abstract: Numerical studies on race car aerodynamics at wing
in ground effect have been carried out using a steady 3d, double
precision, pressure-based, and standard k-epsilon turbulence model.
Through various parametric analytical studies we have observed that
at a particular speed and ground clearance of the wings a favorable
negative lift was found high at a particular angle of attack for all the
physical models considered in this paper. The fact is that if the
ground clearance height to chord length (h/c) is too small, the
developing boundary layers from either side (the ground and the
lower surface of the wing) can interact, leading to an altered variation
of the aerodynamic characteristics at wing in ground effect. Therefore
a suitable ground clearance must be predicted throughout the racing
for a better performance of the race car, which obviously depends
upon the coupled effects of the topography, wing orientation with
respect to the ground, the incoming flow features and/or the race car
speed. We have concluded that for the design of high performance
and high speed race cars the adjustable wings capable to alter the
ground clearance and the angles of attack is the best design option for
any race car for racing safely with variable speeds.
Abstract: The purposes of this study are 1) to study the impact
of the 3-community-core model: House (H), Temple (T), and School
(S) with the co-operation of official departments on community
development to ASEAN economic community involvement and 2) to
study the procedures and extension of the model. The research which
is a qualitative research is based on the formal and informal
interviews. Local people in a community are observed. Group
interview is, also, operated by executors and cooperators in the
school in the community. In terms of social and cultural dimension,
the 3-community-core model consisting of house, temple and school
is the base of Thai cultures bringing about understanding, happiness
and unity to the community. The result of this research is that the
official departments in accompanied with this model developers
cooperatively work together in the community to support such factors
as budget, plan, activities. Moreover, the need of community, and the
continual result to sustain the community are satisfied by the model
implementation. In terms of the procedures of the model
implementation, executors and co-operators can work, coordinate,
think, and launch their public relation altogether. Concerning the
model development, this enables the community to achieve its goal to
prepare the community’s readiness for ASEAN Economic
Community involvement.
Abstract: Image compression can improve the performance of
the digital systems by reducing time and cost in image storage
and transmission without significant reduction of the image quality.
Furthermore, the discrete cosine transform has emerged as the new
state-of-the art standard for image compression. In this paper, a
hybrid image compression technique based on reversible blockade
transform coding is proposed. The technique, implemented over
regions of interest (ROIs), is based on selection of the coefficients
that belong to different transforms, depending on the coefficients is
proposed. This method allows: (1) codification of multiple kernals
at various degrees of interest, (2) arbitrary shaped spectrum,and (3)
flexible adjustment of the compression quality of the image and the
background. No standard modification for JPEG2000 decoder was
required. The method was applied over different types of images.
Results show a better performance for the selected regions, when
image coding methods were employed for the whole set of images.
We believe that this method is an excellent tool for future image
compression research, mainly on images where image coding can
be of interest, such as the medical imaging modalities and several
multimedia applications. Finally VLSI implementation of proposed
method is shown. It is also shown that the kernal of Hartley and
Cosine transform gives the better performance than any other model.
Abstract: Flash floods are considered natural disasters that can
cause casualties and demolishing of infra structures. The problem is
that flash floods, particularly in arid and semi arid zones, take place
in very short time. So, it is important to forecast flash floods earlier to
its events with a lead time up to 48 hours to give early warning alert
to avoid or minimize disasters. The flash flood took place over Wadi
Watier - Sinai Peninsula, in October 24th, 2008, has been simulated,
investigated and analyzed using the state of the art regional weather
model. The Weather Research and Forecast (WRF) model, which is a
reliable short term forecasting tool for precipitation events, has been
utilized over the study area. The model results have been calibrated
with the real data, for the same date and time, of the rainfall
measurements recorded at Sorah gauging station. The WRF model
forecasted total rainfall of 11.6 mm while the real measured one was
10.8 mm. The calibration shows significant consistency between
WRF model and real measurements results.
Abstract: This paper addresses the problem of determining the current 3D location of a moving object and robustly tracking it from a sequence of camera images. The approach presented here uses a particle filter and does not perform any explicit triangulation. Only the color of the object to be tracked is required, but not any precisemotion model. The observation model we have developed avoids the color filtering of the entire image. That and the Monte Carlotechniques inside the particle filter provide real time performance.Experiments with two real cameras are presented and lessons learned are commented. The approach scales easily to more than two cameras and new sensor cues.
Abstract: The focus in this work is to assess which method
allows a better forecasting of malaria cases in Bujumbura ( Burundi)
when taking into account association between climatic factors and
the disease. For the period 1996-2007, real monthly data on both
malaria epidemiology and climate in Bujumbura are described and
analyzed. We propose a hierarchical approach to achieve our
objective. We first fit a Generalized Additive Model to malaria cases
to obtain an accurate predictor, which is then used to predict future
observations. Various well-known forecasting methods are compared
leading to different results. Based on in-sample mean average
percentage error (MAPE), the multiplicative exponential smoothing
state space model with multiplicative error and seasonality performed
better.
Abstract: Estimation of runoff water quality parameters is required to determine appropriate water quality management options. Various models are used to estimate runoff water quality parameters. However, most models provide event-based estimates of water quality parameters for specific sites. The work presented in this paper describes the development of a model that continuously simulates the accumulation and wash-off of water quality pollutants in a catchment. The model allows estimation of pollutants build-up during dry periods and pollutants wash-off during storm events. The model was developed by integrating two individual models; rainfall-runoff model, and catchment water quality model. The rainfall-runoff model is based on the time-area runoff estimation method. The model allows users to estimate the time of concentration using a range of established methods. The model also allows estimation of the continuing runoff losses using any of the available estimation methods (i.e., constant, linearly varying or exponentially varying). Pollutants build-up in a catchment was represented by one of three pre-defined functions; power, exponential, or saturation. Similarly, pollutants wash-off was represented by one of three different functions; power, rating-curve, or exponential. The developed runoff water quality model was set-up to simulate the build-up and wash-off of total suspended solids (TSS), total phosphorus (TP) and total nitrogen (TN). The application of the model was demonstrated using available runoff and TSS field data from road and roof surfaces in the Gold Coast, Australia. The model provided excellent representation of the field data demonstrating the simplicity yet effectiveness of the proposed model.