• Title/Summary/Keyword: Applied ARE model

Search Result 13,368, Processing Time 0.041 seconds

COMPARISON OF VARIABLE SELECTION AND STRUCTURAL SPECIFICATION BETWEEN REGRESSION AND NEURAL NETWORK MODELS FOR HOUSEHOLD VEHICULAR TRIP FORECASTING

  • Yi, Jun-Sub
    • Journal of applied mathematics & informatics
    • /
    • v.6 no.2
    • /
    • pp.599-609
    • /
    • 1999
  • Neural networks are explored as an alternative to a regres-sion model for prediction of the number of daily household vehicular trips. This study focuses on contrasting a neural network model with a regression model in term of variable selection as well as the appli-cation of these models for prediction of extreme observations, The differences in the models regarding data transformation variable selec-tion and multicollinearity are considered. The results indicate that the neural network model is a viable alternative to the regression model for addressing both messy data problems and limitation in variable structure specification.

A Study on Hydraulic Characteristics of the Curved Channel in the Downstream of Dam (댐 하류 만곡부 하천에 대한 수리학적 특성 연구)

  • Choi, Han-Kyu;Beak, Hyo-Seon;Lee, Kye-Yu
    • Journal of Industrial Technology
    • /
    • v.25 no.A
    • /
    • pp.3-14
    • /
    • 2005
  • In order to accurately analyze the detailed hydraulic characteristics of the curved channel in the downstream of dam with the hydraulic structures such as bridge piers, RMA2 model which is one of two-dimensional models is applied to ChunCheon dam downstream curved channel. A series of hydraulic model tests are carried out for comparison studies. HEC-RAS model is also applied to the same site. There are no errors when velocities and water levels resulted from HEC-RAS model RMA2 model are compared with those of hydraulic model test on the straight channel. But, it is found that results of RMA2 model have a better agreement with those of hydraulic model test than those of HEC-RAS model on the curved channel with bridge piers. Additionally, RMA2 model can be predicted the eddy phenomena around bridge piers of the curved channel.

  • PDF

Integer-Valued HAR(p) model with Poisson distribution for forecasting IPO volumes

  • SeongMin Yu;Eunju Hwang
    • Communications for Statistical Applications and Methods
    • /
    • v.30 no.3
    • /
    • pp.273-289
    • /
    • 2023
  • In this paper, we develop a new time series model for predicting IPO (initial public offering) data with non-negative integer value. The proposed model is based on integer-valued autoregressive (INAR) model with a Poisson thinning operator. Just as the heterogeneous autoregressive (HAR) model with daily, weekly and monthly averages in a form of cascade, the integer-valued heterogeneous autoregressive (INHAR) model is considered to reflect efficiently the long memory. The parameters of the INHAR model are estimated using the conditional least squares estimate and Yule-Walker estimate. Through simulations, bias and standard error are calculated to compare the performance of the estimates. Effects of model fitting to the Korea's IPO are evaluated using performance measures such as mean square error (MAE), root mean square error (RMSE), mean absolute percentage error (MAPE) etc. The results show that INHAR model provides better performance than traditional INAR model. The empirical analysis of the Korea's IPO indicates that our proposed model is efficient in forecasting monthly IPO volumes.

Prediction of Wave-Induced Current Using Time-Dependent Wave Model (쌍곡선형 파랑모형을 이용한 해빈류 예측)

  • 이정만;김재중
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
    • /
    • 1998.10a
    • /
    • pp.189-199
    • /
    • 1998
  • Wave-induced current model is developed in our study and this model is composed with wave transform model and current model. Two types of wave model are used in our study, one is Copeland(1985) type which is applied in the offshore region and the other is Watanabe and Maruyama(1984) type which is applied in the surf zone. The depth-integrated and time-averaged governing equation of an unsteady nonlinear form is used in the wave induced current model. Lateral mising, radiation stresses, surface and bottom stresses are considered in our current model. Copeland's(1985) relult is used to calculate radiation stress and Berkmeir & Darlymple's(1976) is used as a surface friction formula. Numerical solutions are obtained by Leendertse scheme and compared with Noda's(1974) experimental results for the uniform slope coastal region test and Nishimura & Maruyama's(1985) experimental relults and numerical simulation results for the detached breakwater test. The results from our wave model show good agreement with the others and also show nonlinear effects around the detached breakwater. Wave induced current model is developed in this study and this model shows nonlinear effects around the detached breakwater and can be applied in the surf zone and also consider the friction stresses.

  • PDF

AN IMPROVED ADDITIVE MODEL FOR RELIABILITY ANALYSIS OF SOFTWARE WITH MODULAR STRUCTURE

  • Chatterjee, S.;Nigam, S.;Singh, J.B.;Upadhyaya, L.N.
    • Journal of applied mathematics & informatics
    • /
    • v.30 no.3_4
    • /
    • pp.489-498
    • /
    • 2012
  • Most of the software reliability models are based on black box approach and these models consider the entire software system as a single unit. Present day software development process has changed a lot. In present scenario these models may not give better results. To overcome this problem an improved additive model has been proposed in this paper, to estimate the reliability of software with modular structure. Also the concept of imperfect debugging has been also considered. A maximum likelihood estimation technique has been used for estimating the model parameters. Comparison has been made with an existing model. ${\chi}^2$ goodness of fit has been used for model fitting. The proposed model has been validated using real data.

PRICING OF POWER OPTIONS UNDER THE REGIME-SWITCHING MODEL

  • Kim, Jerim
    • Journal of applied mathematics & informatics
    • /
    • v.32 no.5_6
    • /
    • pp.665-673
    • /
    • 2014
  • Power options have payoffs that are determined by the price of the underlying asset raised to some power. In this paper, power options are considered under a regime-switching model which can capture complex asset dynamics by permitting switching between different regimes. The pricing formulas for the Laplace transforms of power options are obtained. The prices of power options are calculated using the formulas and compared with the results of the Monte Carlo simulation.

Multi-Region Model of Solute Transport in Soil for the Preferential Flow (Preferential 흐름에 의한 토양내의 다영역 용질이동 모델)

  • 안병기
    • Magazine of the Korean Society of Agricultural Engineers
    • /
    • v.42 no.2
    • /
    • pp.71-77
    • /
    • 2000
  • A multi-region model for solute transport through saturated soils has been developed to describe preferential flow. The model consists of numerous discrete pore groups, which are characterized by a discrete dispersion coefficient, flow velocity, and porosity . The hydraulic properties for each pore group are derived from a soil's hydraluic conductivity and soil water characteristic functions . Flow in pore group is described by the classical advection-disersion equation (ADE). An implict finite difference scheme was applied to the governing equation that results in a block-tridiagonal system of equations that is very efficient and allows the soil to be divided into any number of pore groups. The numerical technique is derived from methods used to solve coupled equations in fluid dynamics problems and can also be applied to the transport of interacting solutes. The results of the model are compared to the experimental data from published papers. This paper contributes on the characteristics of the method when applied to the parallel porosity model to describe preferential flow of solutes in soil.

  • PDF

THE GLOBAL OPTIMAL SOLUTION TO THE THREE-DIMENSIONAL LAYOUT OPTIMIZATION MODEL WITH BEHAVIORAL CONSTRAINTS

  • Jun, Tie;Feng, Enmin
    • Journal of applied mathematics & informatics
    • /
    • v.15 no.1_2
    • /
    • pp.313-321
    • /
    • 2004
  • In this paper we study the problem of three-dimensional layout optimization on the simplified rotating vessel of satellite. The layout optimization model with behavioral constraints is established and some effective and convenient conditions of performance optimization are presented. Moreover, we prove that the performance objective function is locally Lipschitz continuous and the results on the relations between the local optimal solution and the global optimal solution are derived.

LARGE EDDY SIMULATION OF TURBULENT CHANNEL FLOW USING ALGEBRAIC WALL MODEL

  • MALLIK, MUHAMMAD SAIFUL ISLAM;UDDIN, MD. ASHRAF
    • Journal of the Korean Society for Industrial and Applied Mathematics
    • /
    • v.20 no.1
    • /
    • pp.37-50
    • /
    • 2016
  • A large eddy simulation (LES) of a turbulent channel flow is performed by using the third order low-storage Runge-Kutta method in time and second order finite difference formulation in space with staggered grid at a Reynolds number, $Re_{\tau}=590$ based on the channel half width, ${\delta}$ and wall shear velocity, $u_{\tau}$. To reduce the calculation cost of LES, algebraic wall model (AWM) is applied to approximate the near-wall region. The computation is performed in a domain of $2{\pi}{\delta}{\times}2{\delta}{\times}{\pi}{\delta}$ with $32{\times}20{\times}32$ grid points. Standard Smagorinsky model is used for subgrid-scale (SGS) modeling. Essential turbulence statistics of the flow field are computed and compared with Direct Numerical Simulation (DNS) data and LES data using no wall model. Agreements as well as discrepancies are discussed. The flow structures in the computed flow field have also been discussed and compared with LES data using no wall model.

STABILITY AND BIFURCATION ANALYSIS OF A LOTKA-VOLTERRA MODEL WITH TIME DELAYS

  • Xu, Changjin;Liao, Maoxin
    • Journal of applied mathematics & informatics
    • /
    • v.29 no.1_2
    • /
    • pp.1-22
    • /
    • 2011
  • In this paper, a Lotka-Volterra model with time delays is considered. A set of sufficient conditions for the existence of Hopf bifurcation are obtained via analyzing the associated characteristic transcendental equation. Some explicit formulae for determining the stability and the direction of the Hopf bifurcation periodic solutions bifurcating from Hopf bifurcations are obtained by applying the normal form method and center manifold theory. Finally, the main results are illustrated by some numerical simulations.