Abstract: The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.
Abstract: First of all, the carbon trading price and trading volume in Shanghai are transformed by Fourier transform, and the frequency response diagram is obtained. Then, the frequency response diagram is analyzed and the Blackman filter is designed. The Blackman filter is used to filter, and the carbon trading time domain and frequency response diagram are obtained. After wavelet analysis, the carbon trading data were processed; respectively, we got the average value for each 5 days, 10 days, 20 days, 30 days, and 60 days. Finally, the data are used as input of the Back Propagation Neural Network model for prediction.
Abstract: In a modern society the factor corresponding to the increase in the level of quality in industrial production demand new techniques of control and machinery automation. In this context, this work presents the implementation of a Paraconsistent-Fuzzy Digital PID controller. The controller is based on the treatment of inconsistencies both in the Paraconsistent Logic and in the Fuzzy Logic. Paraconsistent analysis is performed on the signals applied to the system inputs using concepts from the Paraconsistent Annotated Logic with annotation of two values (PAL2v). The signals resulting from the paraconsistent analysis are two values defined as Dc - Degree of Certainty and Dct - Degree of Contradiction, which receive a treatment according to the Fuzzy Logic theory, and the resulting output of the logic actions is a single value called the crisp value, which is used to control dynamic system. Through an example, it was demonstrated the application of the proposed model. Initially, the Paraconsistent-Fuzzy Digital PID controller was built and tested in an isolated MATLAB environment and then compared to the equivalent Digital PID function of this software for standard step excitation. After this step, a level control plant was modeled to execute the controller function on a physical model, making the tests closer to the actual. For this, the control parameters (proportional, integral and derivative) were determined for the configuration of the conventional Digital PID controller and of the Paraconsistent-Fuzzy Digital PID, and the control meshes in MATLAB were assembled with the respective transfer function of the plant. Finally, the results of the comparison of the level control process between the Paraconsistent-Fuzzy Digital PID controller and the conventional Digital PID controller were presented.
Abstract: Strategic Management is highly critical for all types of organizations. This paper examines maturity level of strategic management practices of public and private sector organizations in Turkey, and presents a conceptual model for assessing the maturity of strategic management in any organization. This research focuses on R&D intensive organizations (RDO) because it is claimed that such organizations are more innovative and innovation is a critical part of the model. The Strategic management maturity model (S-3M) is basically composed of six maturity levels with five different dimensions. Based on 63 organizations, the findings reveal that the average maturity of all organizations in the sample group is three out of five. It corresponds to the stage of ‘performed’. Results simply show that the majority of organizations from various industries and sectors implement strategic management activities; however, they experience multiple challenges to optimize strategic management processes and integrate organizational components with business strategies. Briefly, they struggle to become an innovative organization.
Abstract: This paper examines the forecasting performance of Autoregressive Integrated Moving Average (ARIMA) and Artificial Neural Networks (ANN) models with the published exchange rate obtained from South African Reserve Bank (SARB). ARIMA is one of the popular linear models in time series forecasting for the past decades. ARIMA and ANN models are often compared and literature revealed mixed results in terms of forecasting performance. The study used the MSE and MAE to measure the forecasting performance of the models. The empirical results obtained reveal the superiority of ARIMA model over ANN model. The findings further resolve and clarify the contradiction reported in literature over the superiority of ARIMA and ANN models.
Abstract: A mechanical wave or vibration propagating through
granular media exhibits a specific signature in time. A coherent
pulse or wavefront arrives first with multiply scattered waves (coda)
arriving later. The coherent pulse is micro-structure independent i.e.
it depends only on the bulk properties of the disordered granular
sample, the sound wave velocity of the granular sample and hence
bulk and shear moduli. The coherent wavefront attenuates (decreases
in amplitude) and broadens with distance from its source. The
pulse attenuation and broadening effects are affected by disorder
(polydispersity; contrast in size of the granules) and have often been
attributed to dispersion and scattering. To study the effect of disorder
and initial amplitude (non-linearity) of the pulse imparted to the
system on the coherent wavefront, numerical simulations have been
carried out on one-dimensional sets of particles (granular chains).
The interaction force between the particles is given by a Hertzian
contact model. The sizes of particles have been selected randomly
from a Gaussian distribution, where the standard deviation of this
distribution is the relevant parameter that quantifies the effect of
disorder on the coherent wavefront. Since, the coherent wavefront is
system configuration independent, ensemble averaging has been used
for improving the signal quality of the coherent pulse and removing
the multiply scattered waves. The results concerning the width of the
coherent wavefront have been formulated in terms of scaling laws. An
experimental set-up of photoelastic particles constituting a granular
chain is proposed to validate the numerical results.
Abstract: In this paper, we reconsider the analysis of the Oregonator model. We highlight an error in this analysis which leads to an incorrect depiction of the parameter region in which diffusion driven instability is possible. We believe that the cause of the oversight is the complexity of stability analyses based on eigenvalues and the dependence on parameters of matrix minors appearing in stability calculations. We regenerate the parameter space where Turing patterns can be seen, and we use the common Lyapunov function (CLF) approach, which is numerically reliable, to further confirm the dependence of the results on diffusion coefficients intensities.
Abstract: Electrical current measurement is a suitable method for the performance determination of electrical devices. There are two contact and noncontact methods in this measuring process. Contact method has some disadvantages like having direct connection with wire which may endamage the system. Thus, in this paper, a bimorph piezoelectric cantilever beam which has a permanent magnet on its free end is used to measure electrical current in a noncontact way. In mathematical modeling, based on Galerkin method, the governing equation of the cantilever beam is solved, and the equation presenting the relation between applied force and beam’s output voltage is presented. Magnetic force resulting from current carrying wire is considered as the external excitation force of the system. The results are compared with other references in order to demonstrate the accuracy of the mathematical model. Finally, the effects of geometric parameters on the output voltage and natural frequency are presented.
Abstract: Electronic government is the application of Information and Communication Technologies (ICTs) by the government to improve public service delivery to citizens and businesses. The purpose of this study is to investigate factors influencing the adoption and use of e-government services from different nationalities perspectives. The Technology Acceptance Model (TAM) will be used as the theoretical framework for the study. A questionnaire would be developed and administered to 500 potential respondents who are students from different nationalities in China. Predictors such as perceived usefulness, perceived ease of use, computer self-efficacy, trust in both the internet and government, social influence and perceived service quality would be examined with regard to their impact on the intention to use e-government services. This research is currently at the design and implementation stage. The completion of this study will provide useful insights into understanding factors impacting the decision to use e-government services from a cross and multi nationalities perspectives.
Abstract: This paper presents an original approach to student and group activity level assessment that relies on certainty factors theory. Activity level is used to represent quantity and continuity of student’s contributions in individual and collaborative e‑learning activities (e‑tivities) and is calculated to assist teachers in assessing quantitative aspects of student's achievements. Calculated activity levels are also used to raise awareness and provide recommendations during the learning process. The proposed approach was implemented within the educational recommender system ELARS and validated using data obtained from e‑tivity realized during a blended learning course. The results showed that the proposed approach can be used to estimate activity level in the context of e-tivities realized using Web 2.0 tools as well as to facilitate the assessment of quantitative aspect of students’ participation in e‑tivities.
Abstract: This article discusses plausible reasoning use for solution to practical problems. Such reasoning is the major driver of motivation and implementation of mathematical, scientific and educational research activity. A general, practical problem solving algorithm is presented which includes an analysis of specific problem content to build, solve and interpret the underlying mathematical model. The author explores the role of practical problems such as the stimulation of students' interest, the development of their world outlook and their orientation in the modern world at the different stages of learning mathematics in secondary school. Particular attention is paid to the characteristics of those problems which were systematized and presented in the conclusions.
Abstract: Temperature rise on Earth has had harmful effects on the Earth's surface and has led to change in precipitation patterns all around the world. The present research was aimed to study the process of climate change according to the data simulation in future and compare these parameters with current situation in the studied stations in Semnan province including Garmsar, Shahrood and Semnan. In this regard, LARS-WG software, HADCM3 model and A2 scenario were used for the 2010-2030 period. In this model, climatic parameters such as maximum and minimum temperature, precipitation and radiation were used daily. The obtained results indicated that there will be a 4.4% increase in precipitation in Semnan province compared with the observed data, and in general, there will be a 1.9% increase in temperature. This temperature rise has significant impact on precipitation patterns. Most of precipitation will be raining (torrential rains in some cases). According to the results, from west to east, the country will experience more temperature rise and will be warmer.
Abstract: Wax and asphaltene are high molecular weighted compounds that contribute to the stability of crude oil at a dispersed state. Transportation of crude oil along pipelines from the oil rig to the refineries causes fluctuation of temperature which will lead to the coagulation of wax and flocculation of asphaltenes. This paper focuses on the prevention of wax and asphaltene precipitate deposition on the inner surface of the pipelines by using a wax inhibitor and an asphaltene dispersant. The novelty of this prevention method is the combination of three substances; a wax inhibitor dissolved in a wax inhibitor solvent and an asphaltene solvent, namely, ethylene-vinyl acetate (EVA) copolymer dissolved in methylcyclohexane (MCH) and toluene (TOL) to inhibit the precipitation and deposition of wax and asphaltene. The objective of this paper was to optimize the percentage composition of each component in this inhibitor which can maximize the viscosity reduction of crude oil. The optimization was divided into two stages which are the laboratory experimental stage in which the viscosity of crude oil samples containing inhibitor of different component compositions is tested at decreasing temperatures and the data optimization stage using response surface methodology (RSM) to design an optimizing model. The results of experiment proved that the combination of 50% EVA + 25% MCH + 25% TOL gave a maximum viscosity reduction of 67% while the RSM model proved that the combination of 57% EVA + 20.5% MCH + 22.5% TOL gave a maximum viscosity reduction of up to 61%.
Abstract: In this paper, vibration control response of passenger seat in quarter car model having three degrees of freedom is studied. Three different control strategies are taken into account using Adaptive Neuro Fuzzy Inference System (ANFIS) controller. In first case, ANFIS controller is applied in main suspension of active quarter car model. In second case, passenger seat suspension is assembled with ANFIS controller. Finally, both main and passenger seat suspensions are integrated with ANFIS controller. Simulation work under random road excitations is performed using passive and controlled quarter car models for performance comparison of passenger ride comfort. Ride comfort analysis is also compared as per ISO 2631-1 criterion. The obtained simulation responses are compared taking passenger seat acceleration and displacement response in time and frequency domain for the selection of best control strategy in designed quarter car model.
Abstract: This paper proposes a thermal study of the
catenary/pantograph interface for a train in motion. A 2.5D
complex model of the pantograph strip has been defined and created
by a coupling between a 1D and a 2D model. Experimental and
simulation results are presented and with a comparison allow
validating the 2.5D model. Some physical phenomena are described
and presented with the help of the model such as the stagger
motion thermal effect, particular heats and the effect of the material
characteristics. Finally it is possible to predict the critical thermal
configuration during a train trip.
Abstract: The concept of City Logistics (CL) has emerged to improve the impacts of last mile freight distribution in urban areas. In this paper, a System Dynamics (SD) model exploring the dynamics of the diffusion of a ICT platform for CL management across different populations is proposed. For the development of the model two sources have been used. On the one hand, the major diffusion variables and feedback loops are derived from a literature review of existing diffusion models. On the other hand, the parameters are represented by the value propositions delivered by the platform as a response to some of the users’ needs. To extract the most important value propositions the Business Model Canvas approach has been used. Such approach in fact focuses on understanding how a company can create value for her target customers. These variables and parameters are thus translated into a SD diffusion model with three different populations namely municipalities, logistics service providers, and own account carriers. Results show that, the three populations under analysis fully adopt the platform within the simulation time frame, highlighting a strong demand by different stakeholders for CL projects aiming at carrying out more efficient urban logistics operations.
Abstract: The aim of this investigation was to validate the fluid-structure interaction (FSI) model of type B aortic dissection with our experimental results from a bench-top-model. Another objective was to study the relationship between the size of a septectomy that increases the outflow of the false lumen and its effect on the values of the differential of pressure between true lumen and false lumen. FSI analysis based on Galerkin’s formulation was used in this investigation to study flow pattern and hemodynamics within a flexible type B aortic dissection model using boundary conditions from our experimental data. The numerical results of our model were verified against the experimental data for various tear size and location. Thus, CFD tools have a potential role in evaluating different scenarios and aortic dissection configurations.
Abstract: This work is devoted to the study of modeling
geophysical time series. A stochastic technique with time-varying
parameters is used to forecast the volatility of data arising in
geophysics. In this study, the volatility is defined as a logarithmic
first-order autoregressive process. We observe that the inclusion of
log-volatility into the time-varying parameter estimation significantly
improves forecasting which is facilitated via maximum likelihood
estimation. This allows us to conclude that the estimation algorithm
for the corresponding one-step-ahead suggested volatility (with ±2
standard prediction errors) is very feasible since it possesses good
convergence properties.
Abstract: For many enterprises, the delocalization of a part or the totality of their supply chain to low cost countries is the best way to reduce costs and remain competitive against the growing globalized market. This new tendency is driven by logistics advantages, as well as, financial and tax discount offered by the host countries. The objective of this article is to examine the new financial challenges introduced by the project of base erosion and profits shifting (BEPS), published in 2015, and also their impact on the decision of delocalization. In fact, the strategy adopted by multinational firms for determining the transfer price (TP) of goods and services, as well as the shared amount of revenues and expenses have a major impact upon group profit and may contribute to divergent results. In order to get more profit, a coherent decision of delocalization should be based on an evaluation of all the operational and financial characteristics associated with such movement. Therefore, it is interesting to model these new constraints and integrate them in a more global decision model. The established model will enable to measure how much these financial constraints impact the decision of delocalization and will give new helpful directives for enterprise managers.
Abstract: Rail transport authorities around the world have been facing a significant challenge when predicting rail infrastructure maintenance work for a long period of time. Generally, maintenance monitoring and prediction is conducted manually. With the restrictions in economy, the rail transport authorities are in pursuit of improved modern methods, which can provide precise prediction of rail maintenance time and location. The expectation from such a method is to develop models to minimize the human error that is strongly related to manual prediction. Such models will help them in understanding how the track degradation occurs overtime under the change in different conditions (e.g. rail load, rail type, rail profile). They need a well-structured technique to identify the precise time that rail tracks fail in order to minimize the maintenance cost/time and secure the vehicles. The rail track characteristics that have been collected over the years will be used in developing rail track degradation prediction models. Since these data have been collected in large volumes and the data collection is done both electronically and manually, it is possible to have some errors. Sometimes these errors make it impossible to use them in prediction model development. This is one of the major drawbacks in rail track degradation prediction. An accurate model can play a key role in the estimation of the long-term behavior of rail tracks. Accurate models increase the track safety and decrease the cost of maintenance in long term. In this research, a short review of rail track degradation prediction models has been discussed before estimating rail track degradation for the curve sections of Melbourne tram track system using Adaptive Network-based Fuzzy Inference System (ANFIS) model.