• Title/Summary/Keyword: series model

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Factors Determine Exchange Rate Volatility of Somalia

  • Mohamud, Isse Abdikadir
    • East Asian Journal of Business Economics (EAJBE)
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    • v.3 no.4
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    • pp.9-15
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    • 2015
  • The exchange rate is a very important macro variable that has influence on the whole economy and has, therefore, been the topic of many discussions amongst policymakers, academics and other economic agents. The issue of whether to have a fixed, pegged or floating exchange rate regime was highly debated during the 1970s. The purpose of this paper is to investigate what factors determine the exchange rate in Somalia. Quantitative research methodology has been employed to develop regression model using time series data for the period of 12 years. The regression model has been developed based on Quantity theory of money, purchasing power parity and uncovered interest rate parity theory. Somalia is on the countries where the highest exchange rate volatility exists; for example in 2012, the rate jumped 29% percent and two weak later dropped 21%, when Turkish humanitarian aid agencies injected the market a lot of U.S dollar. Based on my study using regression model for time series data of 12 years, the four factors are mainly attributable for the exchange rate volatility of Somalia; these factors include the balance of payment, inflation rate, money supply (mostly come from remittance and NGOs) and Bank profits.

하수처리장 방류수에 용존된 무기화학종의 연속계측자료를 이용한 하천유량, 유속 및 방류량 추적

  • Kim, Gang-Ju;Han, Chan
    • Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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    • 2001.04a
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    • pp.3-6
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    • 2001
  • Various Parameters such as stream velocities, discharges, and dispersion coefficients of dissolved solutes were estimated by fitting 1-D nonreactive solute transport model to the time-series chemistry data. This study was done for the reaches of Mankyung River lower than the Jeonju Wastewater Treatment Plant (Jeonju WTP). Korea. Concentrations of inorganic chemicals in the stream waters are strongly influenced by mixing with the chemically distinct effluent from Jeonju WTP. Sulfate, EC. and the total major cation were proved to be nearly conservative in the study area front their relationships with chloride, the conservative chemical species. The solute transport model was constrained to the time-series concentrations for these 4 conservative species. The variations of concentration and discharge of Jeonju WTP were used as input parameters, and the stream velocities, dispersion coefficients, and concentrations and discharges of some inflows were optimized. The differences between the observed arid simulated values for alkalinities and nitrates are inversely correlated and show diurnal fluctuations, indicating the photosynthesis. The parameters obtained front this mode] range from 550 to 774 kcmd (stream discharge at the outlet of the study area), from 0.06 to 0.10 m/sec (flow velocity), and from 0.7 to 6.4 m$^2$/sec (dispersion coefficient). The history of Jeonju WTP discharge was well predicted when optimized, indicating the validity of the model results.

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Behavior Analysis in Love Model with applying Conscious and Nonconscious (사랑 모델에서 의식과 무의식을 적용한 거동 분석)

  • Shon, Young-Woo;Lee, Jeong-Gu;Bae, Young-Chul
    • The Journal of the Korea institute of electronic communication sciences
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    • v.11 no.5
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    • pp.523-530
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    • 2016
  • Human mind can be divided by conscious and nonconscious. The action that can be seen by eyes express of conscious world, but brain researchers tell us that the world of nonconscious more occupied than world of conscious. In this paper, we divide conscious and nonconscious of world in basic love model of Romeo and Juliet, and then we represent complex number for the conscious and nonconscious. We also display as time series and phase plane for their behavior. Finally, we confirms the existence of nonlinear characteristics in their behavior.

Recommendation for the modelling of 3D non-linear analysis of RC beam tests

  • Sucharda, Oldrich;Konecny, Petr
    • Computers and Concrete
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    • v.21 no.1
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    • pp.11-20
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    • 2018
  • The possibilities of non-linear analysis of reinforced-concrete structures are under development. In particular, current research areas include structural analysis with the application of advanced computational and material models. The submitted article aims to evaluate the possibilities of the determination of material properties, involving the tensile strength of concrete, fracture energy and the modulus of elasticity. To evaluate the recommendations for concrete, volume computational models are employed on a comprehensive series of tests. The article particularly deals with the issue of the specific properties of fracture-plastic material models. This information is often unavailable. The determination of material properties is based on the recommendations of Model Code 1990, Model Code 2010 and specialized literature. For numerical modelling, the experiments with the so called "classic" concrete beams executed by Bresler and Scordelis were selected. It is also based on the series of experiments executed by Vecchio. The experiments involve a large number of reinforcement, cross-section and span variants, which subsequently enabled a wider verification and discussion of the usability of the non-linear analysis and constitutive concrete model selected.

Directional ARMAX Model-Based Approach for Rotordynamics Identification, Part 2 : Performance Evaluations and Applications (방향 시계열에 의한 회전체 동특성 규명 : (II) 성능 평가 및 응용)

  • 박종포;이종원
    • Journal of KSNVE
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    • v.9 no.1
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    • pp.60-69
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    • 1999
  • In the first paper of this research$^{(1)}$. a new time series method. directional ARMAX (dARMAX) model-based approach. was proposed for rotordynamics identification. The dARMAX processes complex-valued signals, utilizing the complex modal testing theory which enables the separation of the backward and forward modes in the two-sided frequency domain and makes effective modal parameter identification possible. to account for the dynamic characteristics inherent in rotating machinery. In this second part. an evaluation of its performance characteristics based on both simulated and experimental data is presented. Numerical simulations are carried out to show that the method. a complex time series method. successfully implements the complex modal testing in the time domain. and it is superior in nature to the conventional ARMAX and the frequency-domain methods in the estimation of the modal parameters for isotropic and weakly anisotropic rotor systems. Experiments are carried out to demonstrate the applicability and the effectiveness of the dARMAX model-based approach, following the proposed fitting strategy. for the rotordynamics identification.

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Model-Based Prediction of Pulsed Eddy Current Testing Signals from Stratified Conductive Structures

  • Zhang, Jian-Hai;Song, Sung-Jin;Kim, Woong-Ji;Kim, Hak-Joon;Chung, Jong-Duk
    • Journal of the Korean Society for Nondestructive Testing
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    • v.31 no.6
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    • pp.609-615
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    • 2011
  • Excitation and propagation of electromagnetic field of a cylindrical coil above an arbitrary number of conductive plates for pulsed eddy current testing(PECT) are very complex problems due to their complicated physical properties. In this paper, analytical modeling of PECT is established by Fourier series based on truncated region eigenfunction expansion(TREE) method for a single air-cored coil above stratified conductive structures(SCS) to investigate their integrity. From the presented expression of PECT, the coil impedance due to SCS is calculated based on analytical approach using the generalized reflection coefficient in series form. Then the multilayered structures manufactured by non-ferromagnetic (STS301L) and ferromagnetic materials (SS400) are investigated by the developed PECT model. Good prediction of analytical model of PECT not only contributes to the development of an efficient solver but also can be applied to optimize the conditions of experimental setup in PECT.

Development of the Driving Pump for the Low Noise Large Cavitation Tunnel (저소음 대형 캐비테이션 터널 구동 펌프 개발)

  • Ahn, Jong-Woo;Kim, Gun-Do;Kim, Ki-Sup;Lee, Jin-Tae;Seol, Han-Shin
    • Journal of the Society of Naval Architects of Korea
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    • v.45 no.4
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    • pp.370-378
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    • 2008
  • It is reported to develop the driving pump for the Low Noise Large Cavitation Tunnel(LOCAT) which is under construction at Maritime & Ocean Engineering Research Institute(MOERI). For low background noise condition of the LOCAT, it is crucial not only the best pump efficiency but also no cavity occurrence at any operating conditions. Design condition of the pump is determined by considering the required pump headrise, flow quantity, shaft rotation velocity and pump diameter. Performance analysis of the pump is conducted using commercial CFD codes ($BladeGen^+$, CFX-10), and the predicted results are verified by a series of model tests. Cavity was not observed at any operating condition in the model test, which were conducted at the midium cavitation tunnel of MOERI. The optimum pump for LOCAT, named as LP-11, was successfully developed through a series of pump design processes composed of blade design, performance analysis and model test.

A Study on Technology Forecasting based on Co-occurrence Network of Keyword in Multidisciplinary Journals (다학제 분야 학술지의 주제어 동시발생 네트워크를 활용한 기술예측 연구)

  • Kim, Hyunuk;Ahn, Sang-Jin;Jung, Woo-Sung
    • Journal of the Korean Operations Research and Management Science Society
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    • v.40 no.4
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    • pp.49-63
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    • 2015
  • Keyword indexed in multidisciplinary journals show trends about science and technology innovation. Nature and Science were selected as multidisciplinary journals for our analysis. In order to reduce the effect of plurality of keyword, stemming algorithm were implemented. After this process, we fitted growth curve of keyword (stem) following bass model, which is a well-known model in diffusion process. Bass model is useful for expressing growth pattern by assuming innovative and imitative activities in innovation spreading. In addition, we construct keyword co-occurrence network and calculate network measures such as centrality indices and local clustering coefficient. Based on network metrics and yearly frequency of keyword, time series analysis was conducted for obtaining statistical causality between these measures. For some cases, local clustering coefficient seems to Granger-cause yearly frequency of keyword. We expect that local clustering coefficient could be a supportive indicator of emerging science and technology.

Monthly rainfall forecast of Bangladesh using autoregressive integrated moving average method

  • Mahmud, Ishtiak;Bari, Sheikh Hefzul;Rahman, M. Tauhid Ur
    • Environmental Engineering Research
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    • v.22 no.2
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    • pp.162-168
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    • 2017
  • Rainfall is one of the most important phenomena of the natural system. In Bangladesh, agriculture largely depends on the intensity and variability of rainfall. Therefore, an early indication of possible rainfall can help to solve several problems related to agriculture, climate change and natural hazards like flood and drought. Rainfall forecasting could play a significant role in the planning and management of water resource systems also. In this study, univariate Seasonal Autoregressive Integrated Moving Average (SARIMA) model was used to forecast monthly rainfall for twelve months lead-time for thirty rainfall stations of Bangladesh. The best SARIMA model was chosen based on the RMSE and normalized BIC criteria. A validation check for each station was performed on residual series. Residuals were found white noise at almost all stations. Besides, lack of fit test and normalized BIC confirms all the models were fitted satisfactorily. The predicted results from the selected models were compared with the observed data to determine prediction precision. We found that selected models predicted monthly rainfall with a reasonable accuracy. Therefore, year-long rainfall can be forecasted using these models.

Development of a Forecasting Model for University Food Services (대학 급식소의 식수예측 모델 개발)

  • 정라나;양일선;백승희
    • Korean Journal of Community Nutrition
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    • v.8 no.6
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    • pp.910-918
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    • 2003
  • The purposes of this study were to develop a model for university foodservices and to provide management strategies for reducing costs, and increasing productivity and customer satisfaction. The results of this study were as follows : 1) The demands in university food services varied depending on the time series. A fixed pattern was discovered for specific times of the month and semesters. The demand tended to constantly decrease from the beginning of a specific semester to the end, from March to June and from September to December. Moreover, the demand was higher during the first semester than the second semester, within school term than during vacation periods, and during the summer vacation than the winter. 2) Pearson's simple correlation was done between actual customer demand and the factors relating to forecasting the demand. There was a high level of correlation between the actual demand and the demand that had occurred in the previous weeks. 3) By applying the stepwise multiple linear regression analysis to two different university food services providing multiple menu items, a model was developed in terms of four different time series(first semester, second semester, summer vacation, and winter vacation). Customer preference for specific menu items was found to be the most important factor to be considered in forecasting the demand.