CINXE.COM

<!DOCTYPE html> <html lang="en" dir="ltr"> <head>  <script async src="https://www.googletagmanager.com/gtag/js?id=G-P63WKM1TM1"></script> <script> window.dataLayer = window.dataLayer || []; function gtag(){dataLayer.push(arguments);} gtag('js', new Date()); gtag('config', 'G-P63WKM1TM1'); </script>  <script type="text/javascript" > (function(m,e,t,r,i,k,a){m[i]=m[i]||function(){(m[i].a=m[i].a||[]).push(arguments)}; m[i].l=1*new Date(); for (var j = 0; j < document.scripts.length; j++) {if (document.scripts[j].src === r) { return; }} k=e.createElement(t),a=e.getElementsByTagName(t)[0],k.async=1,k.src=r,a.parentNode.insertBefore(k,a)}) (window, document, "script", "https://mc.yandex.ru/metrika/tag.js", "ym"); ym(55165297, "init", { clickmap:false, trackLinks:true, accurateTrackBounce:true, webvisor:false }); </script> <noscript><div><img src="https://mc.yandex.ru/watch/55165297" style="position:absolute; left:-9999px;" alt="" /></div></noscript>    <title>Search results for: generalized Hammerstein model</title> <meta name="description" content="Search results for: generalized Hammerstein model"> <meta name="keywords" content="generalized Hammerstein model"> <meta name="viewport" content="width=device-width, initial-scale=1, minimum-scale=1, maximum-scale=1, user-scalable=no"> <meta charset="utf-8"> <link href="https://cdn.waset.org/favicon.ico" type="image/x-icon" rel="shortcut icon"> <link href="https://cdn.waset.org/static/plugins/bootstrap-4.2.1/css/bootstrap.min.css" rel="stylesheet"> <link href="https://cdn.waset.org/static/plugins/fontawesome/css/all.min.css" rel="stylesheet"> <link href="https://cdn.waset.org/static/css/site.css?v=150220211555" rel="stylesheet"> </head> <body> <header> <div class="container"> <nav class="navbar navbar-expand-lg navbar-light"> <a class="navbar-brand" href="https://waset.org"> <img src="https://cdn.waset.org/static/images/wasetc.png" alt="Open Science Research Excellence" title="Open Science Research Excellence" /> </a> <button class="d-block d-lg-none navbar-toggler ml-auto" type="button" data-toggle="collapse" data-target="#navbarMenu" aria-controls="navbarMenu" aria-expanded="false" aria-label="Toggle navigation"> <span class="navbar-toggler-icon"></span> </button> <div class="w-100"> <div class="d-none d-lg-flex flex-row-reverse"> <form method="get" action="https://waset.org/search" class="form-inline my-2 my-lg-0"> <input class="form-control mr-sm-2" type="search" placeholder="Search Conferences" value="generalized Hammerstein model" name="q" aria-label="Search"> <button class="btn btn-light my-2 my-sm-0" type="submit"><i class="fas fa-search"></i></button> </form> </div> <div class="collapse navbar-collapse mt-1" id="navbarMenu"> <ul class="navbar-nav ml-auto align-items-center" id="mainNavMenu"> <li class="nav-item"> <a class="nav-link" href="https://waset.org/conferences" title="Conferences in 2024/2025/2026">Conferences</a> </li> <li class="nav-item"> <a class="nav-link" href="https://waset.org/disciplines" title="Disciplines">Disciplines</a> </li> <li class="nav-item"> <a class="nav-link" href="https://waset.org/committees" rel="nofollow">Committees</a> </li> <li class="nav-item dropdown"> <a class="nav-link dropdown-toggle" href="#" id="navbarDropdownPublications" role="button" data-toggle="dropdown" aria-haspopup="true" aria-expanded="false"> Publications </a> <div class="dropdown-menu" aria-labelledby="navbarDropdownPublications"> <a class="dropdown-item" href="https://publications.waset.org/abstracts">Abstracts</a> <a class="dropdown-item" href="https://publications.waset.org">Periodicals</a> <a class="dropdown-item" href="https://publications.waset.org/archive">Archive</a> </div> </li> <li class="nav-item"> <a class="nav-link" href="https://waset.org/page/support" title="Support">Support</a> </li> </ul> </div> </div> </nav> </div> </header> <main> <div class="container mt-4"> <div class="row"> <div class="col-md-9 mx-auto"> <form method="get" action="https://publications.waset.org/abstracts/search"> <div id="custom-search-input"> <div class="input-group"> <i class="fas fa-search"></i> <input type="text" class="search-query" name="q" placeholder="Author, Title, Abstract, Keywords" value="generalized Hammerstein model"> <input type="submit" class="btn_search" value="Search"> </div> </div> </form> </div> </div> <div class="row mt-3"> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Commenced</strong> in January 2007</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Frequency:</strong> Monthly</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Edition:</strong> International</div> </div> </div> <div class="col-sm-3"> <div class="card"> <div class="card-body"><strong>Paper Count:</strong> 17249</div> </div> </div> </div> <h1 class="mt-3 mb-3 text-center" style="font-size:1.6rem;">Search results for: generalized Hammerstein model</h1> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">17249</span> Identification of Switched Reluctance Motor Parameters Using Exponential Swept-Sine Signal</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Abdelmalek%20Ouannou">Abdelmalek Ouannou</a>, <a href="https://publications.waset.org/abstracts/search?q=Adil%20Brouri"> Adil Brouri</a>, <a href="https://publications.waset.org/abstracts/search?q=Laila%20Kadi"> Laila Kadi</a>, <a href="https://publications.waset.org/abstracts/search?q=Tarik"> Tarik</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Switched reluctance motor (SRM) has a major interest in a large domain as in electric vehicle driving because of its wide range of speed operation, high performances, low cost, and robustness to run under degraded conditions. The purpose of the paper is to develop a new analytical approach for modeling SRM parameters. Then, an identification scheme is proposed to obtain the SRM parameters. Since the SRM is featured by a highly nonlinear behavior, modeling these devices is difficult. Then, it is convenient to develop an accurate model describing the SRM. Furthermore, it is always operated in the magnetically saturated mode to maximize the energy transfer. Accordingly, it is shown that the SRM can be accurately described by a generalized polynomial Hammerstein model, i.e., the parallel connection of several Hammerstein models having polynomial nonlinearity. Presently an analytical identification method is developed using a chirp excitation signal. Afterward, the parameters of the obtained model have been determined using Finite Element Method analysis. Finally, in order to show the effectiveness of the proposed method, a comparison between the true and estimate models has been performed. The obtained results show that the output responses are very close. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=switched%20reluctance%20motor" title="switched reluctance motor">switched reluctance motor</a>, <a href="https://publications.waset.org/abstracts/search?q=swept-sine%20signal" title=" swept-sine signal"> swept-sine signal</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20Hammerstein%20model" title=" generalized Hammerstein model"> generalized Hammerstein model</a>, <a href="https://publications.waset.org/abstracts/search?q=nonlinear%20system" title=" nonlinear system"> nonlinear system</a> </p> <a href="https://publications.waset.org/abstracts/136961/identification-of-switched-reluctance-motor-parameters-using-exponential-swept-sine-signal" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/136961.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">236</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">17248</span> Identification of Nonlinear Systems Structured by Hammerstein-Wiener Model </h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=A.%20Brouri">A. Brouri</a>, <a href="https://publications.waset.org/abstracts/search?q=F.%20Giri"> F. Giri</a>, <a href="https://publications.waset.org/abstracts/search?q=A.%20Mkhida"> A. Mkhida</a>, <a href="https://publications.waset.org/abstracts/search?q=A.%20Elkarkri"> A. Elkarkri</a>, <a href="https://publications.waset.org/abstracts/search?q=M.%20L.%20Chhibat"> M. L. Chhibat</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Standard Hammerstein-Wiener models consist of a linear subsystem sandwiched by two memoryless nonlinearities. Presently, the linear subsystem is allowed to be parametric or not, continuous- or discrete-time. The input and output nonlinearities are polynomial and may be noninvertible. A two-stage identification method is developed such the parameters of all nonlinear elements are estimated first using the Kozen-Landau polynomial decomposition algorithm. The obtained estimates are then based upon in the identification of the linear subsystem, making use of suitable pre-ad post-compensators. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=nonlinear%20system%20identification" title="nonlinear system identification">nonlinear system identification</a>, <a href="https://publications.waset.org/abstracts/search?q=Hammerstein-Wiener%20systems" title=" Hammerstein-Wiener systems"> Hammerstein-Wiener systems</a>, <a href="https://publications.waset.org/abstracts/search?q=frequency%20identification" title=" frequency identification"> frequency identification</a>, <a href="https://publications.waset.org/abstracts/search?q=polynomial%20decomposition" title=" polynomial decomposition"> polynomial decomposition</a> </p> <a href="https://publications.waset.org/abstracts/7969/identification-of-nonlinear-systems-structured-by-hammerstein-wiener-model" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/7969.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">511</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">17247</span> Optimization Approach to Estimate Hammerstein–Wiener Nonlinear Blocks in Presence of Noise and Disturbance</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Leili%20Esmaeilani">Leili Esmaeilani</a>, <a href="https://publications.waset.org/abstracts/search?q=Jafar%20Ghaisari"> Jafar Ghaisari</a>, <a href="https://publications.waset.org/abstracts/search?q=Mohsen%20Ahmadian"> Mohsen Ahmadian</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Hammerstein–Wiener model is a block-oriented model where a linear dynamic system is surrounded by two static nonlinearities at its input and output and could be used to model various processes. This paper contains an optimization approach method for analysing the problem of Hammerstein–Wiener systems identification. The method relies on reformulate the identification problem; solve it as constraint quadratic problem and analysing its solutions. During the formulation of the problem, effects of adding noise to both input and output signals of nonlinear blocks and disturbance to linear block, in the emerged equations are discussed. Additionally, the possible parametric form of matrix operations to reduce the equation size is presented. To analyse the possible solutions to the mentioned system of equations, a method to reduce the difference between the number of equations and number of unknown variables by formulate and importing existing knowledge about nonlinear functions is presented. Obtained equations are applied to an instance H–W system to validate the results and illustrate the proposed method. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=identi%EF%AC%81cation" title="identiﬁcation">identiﬁcation</a>, <a href="https://publications.waset.org/abstracts/search?q=Hammerstein-Wiener" title=" Hammerstein-Wiener"> Hammerstein-Wiener</a>, <a href="https://publications.waset.org/abstracts/search?q=optimization" title=" optimization"> optimization</a>, <a href="https://publications.waset.org/abstracts/search?q=quantization" title=" quantization"> quantization</a> </p> <a href="https://publications.waset.org/abstracts/80222/optimization-approach-to-estimate-hammerstein-wiener-nonlinear-blocks-in-presence-of-noise-and-disturbance" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/80222.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">257</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">17246</span> Frequency Identification of Wiener-Hammerstein Systems</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Brouri%20Adil">Brouri Adil</a>, <a href="https://publications.waset.org/abstracts/search?q=Giri%20Fouad"> Giri Fouad</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The problem of identifying Wiener-Hammerstein systems is addressed in the presence of two linear subsystems of structure totally unknown. Presently, the nonlinear element is allowed to be noninvertible. The system identification problem is dealt by developing a two-stage frequency identification method such a set of points of the nonlinearity are estimated first. Then, the frequency gains of the two linear subsystems are determined at a number of frequencies. The method involves Fourier series decomposition and only requires periodic excitation signals. All involved estimators are shown to be consistent. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Wiener-Hammerstein%20systems" title="Wiener-Hammerstein systems">Wiener-Hammerstein systems</a>, <a href="https://publications.waset.org/abstracts/search?q=Fourier%20series%20expansions" title=" Fourier series expansions"> Fourier series expansions</a>, <a href="https://publications.waset.org/abstracts/search?q=frequency%20identification" title=" frequency identification"> frequency identification</a>, <a href="https://publications.waset.org/abstracts/search?q=automation%20science" title=" automation science"> automation science</a> </p> <a href="https://publications.waset.org/abstracts/7941/frequency-identification-of-wiener-hammerstein-systems" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/7941.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">536</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">17245</span> Superconvergence of the Iterated Discrete Legendre Galerkin Method for Fredholm-Hammerstein Equations</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Payel%20Das">Payel Das</a>, <a href="https://publications.waset.org/abstracts/search?q=Gnaneshwar%20Nelakanti"> Gnaneshwar Nelakanti</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this paper we analyse the iterated discrete Legendre Galerkin method for Fredholm-Hammerstein integral equations with smooth kernel. Using sufficiently accurate numerical quadrature rule, we obtain superconvergence rates for the iterated discrete Legendre Galerkin solutions in both infinity and $L^2$-norm. Numerical examples are given to illustrate the theoretical results. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=hammerstein%20integral%20equations" title="hammerstein integral equations">hammerstein integral equations</a>, <a href="https://publications.waset.org/abstracts/search?q=spectral%20method" title=" spectral method"> spectral method</a>, <a href="https://publications.waset.org/abstracts/search?q=discrete%20galerkin" title=" discrete galerkin"> discrete galerkin</a>, <a href="https://publications.waset.org/abstracts/search?q=numerical%0D%0Aquadrature" title=" numerical quadrature"> numerical quadrature</a>, <a href="https://publications.waset.org/abstracts/search?q=superconvergence" title=" superconvergence"> superconvergence</a> </p> <a href="https://publications.waset.org/abstracts/22260/superconvergence-of-the-iterated-discrete-legendre-galerkin-method-for-fredholm-hammerstein-equations" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/22260.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">469</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">17244</span> A Generalized Model for Performance Analysis of Airborne Radar in Clutter Scenario</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Vinod%20Kumar%20Jaysaval">Vinod Kumar Jaysaval</a>, <a href="https://publications.waset.org/abstracts/search?q=Prateek%20Agarwal"> Prateek Agarwal</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Performance prediction of airborne radar is a challenging and cumbersome task in clutter scenario for different types of targets. A generalized model requires to predict the performance of Radar for air targets as well as ground moving targets. In this paper, we propose a generalized model to bring out the performance of airborne radar for different Pulsed Repetition Frequency (PRF) as well as different type of targets. The model provides a platform to bring out different subsystem parameters for different applications and performance requirements under different types of clutter terrain. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=airborne%20radar" title="airborne radar">airborne radar</a>, <a href="https://publications.waset.org/abstracts/search?q=blind%20zone" title=" blind zone"> blind zone</a>, <a href="https://publications.waset.org/abstracts/search?q=clutter" title=" clutter"> clutter</a>, <a href="https://publications.waset.org/abstracts/search?q=probability%20of%20detection" title=" probability of detection"> probability of detection</a> </p> <a href="https://publications.waset.org/abstracts/13998/a-generalized-model-for-performance-analysis-of-airborne-radar-in-clutter-scenario" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/13998.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">470</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">17243</span> Generalized Extreme Value Regression with Binary Dependent Variable: An Application for Predicting Meteorological Drought Probabilities</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Retius%20Chifurira">Retius Chifurira</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Logistic regression model is the most used regression model to predict meteorological drought probabilities. When the dependent variable is extreme, the logistic model fails to adequately capture drought probabilities. In order to adequately predict drought probabilities, we use the generalized linear model (GLM) with the quantile function of the generalized extreme value distribution (GEVD) as the link function. The method maximum likelihood estimation is used to estimate the parameters of the generalized extreme value (GEV) regression model. We compare the performance of the logistic and the GEV regression models in predicting drought probabilities for Zimbabwe. The performance of the regression models are assessed using the goodness-of-fit tests, namely; relative root mean square error (RRMSE) and relative mean absolute error (RMAE). Results show that the GEV regression model performs better than the logistic model, thereby providing a good alternative candidate for predicting drought probabilities. This paper provides the first application of GLM derived from extreme value theory to predict drought probabilities for a drought-prone country such as Zimbabwe. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=generalized%20extreme%20value%20distribution" title="generalized extreme value distribution">generalized extreme value distribution</a>, <a href="https://publications.waset.org/abstracts/search?q=general%20linear%20model" title=" general linear model"> general linear model</a>, <a href="https://publications.waset.org/abstracts/search?q=mean%20annual%20rainfall" title=" mean annual rainfall"> mean annual rainfall</a>, <a href="https://publications.waset.org/abstracts/search?q=meteorological%20drought%20probabilities" title=" meteorological drought probabilities"> meteorological drought probabilities</a> </p> <a href="https://publications.waset.org/abstracts/99321/generalized-extreme-value-regression-with-binary-dependent-variable-an-application-for-predicting-meteorological-drought-probabilities" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/99321.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">200</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">17242</span> On the Fractional Integration of Generalized Mittag-Leffler Type Functions</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Christian%20Lavault">Christian Lavault</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this paper, the generalized fractional integral operators of two generalized Mittag-Leffler type functions are investigated. The special cases of interest involve the generalized M-series and K-function, both introduced by Sharma. The two pairs of theorems established herein generalize recent results about left- and right-sided generalized fractional integration operators applied here to the M-series and the K-function. The note also results in important applications in physics and mathematical engineering. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Fox%E2%80%93Wright%20Psi%20function" title="Fox–Wright Psi function">Fox–Wright Psi function</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20hypergeometric%20function" title=" generalized hypergeometric function"> generalized hypergeometric function</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20Riemann%E2%80%93%20Liouville%20and%20Erd%C3%A9lyi%E2%80%93Kober%20fractional%20integral%20operators" title=" generalized Riemann– Liouville and Erdélyi–Kober fractional integral operators"> generalized Riemann– Liouville and Erdélyi–Kober fractional integral operators</a>, <a href="https://publications.waset.org/abstracts/search?q=Saigo%27s%20generalized%20fractional%20calculus" title=" Saigo's generalized fractional calculus"> Saigo's generalized fractional calculus</a>, <a href="https://publications.waset.org/abstracts/search?q=Sharma%27s%20M-series%20and%20K-function" title=" Sharma's M-series and K-function"> Sharma's M-series and K-function</a> </p> <a href="https://publications.waset.org/abstracts/60662/on-the-fractional-integration-of-generalized-mittag-leffler-type-functions" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/60662.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">440</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">17241</span> Investigation on Machine Tools Energy Consumptions</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Shiva%20Abdoli">Shiva Abdoli</a>, <a href="https://publications.waset.org/abstracts/search?q=Daniel%20T.Semere"> Daniel T.Semere</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Several researches have been conducted to study consumption of energy in cutting process. Most of these researches are focusing to measure the consumption and propose consumption reduction methods. In this work, the relation between the cutting parameters and the consumption is investigated in order to establish a generalized energy consumption model that can be used for process and production planning in real production lines. Using the generalized model, the process planning will be carried out by taking into account the energy as a function of the selected process parameters. Similarly, the generalized model can be used in production planning to select the right operational parameters like batch sizes, routing, buffer size, etc. in a production line. The description and derivation of the model as well as a case study are given in this paper to illustrate the applicability and validity of the model. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=process%20parameters" title="process parameters">process parameters</a>, <a href="https://publications.waset.org/abstracts/search?q=cutting%20process" title=" cutting process"> cutting process</a>, <a href="https://publications.waset.org/abstracts/search?q=energy%20efficiency" title=" energy efficiency"> energy efficiency</a>, <a href="https://publications.waset.org/abstracts/search?q=Material%20Removal%20Rate%20%28MRR%29" title=" Material Removal Rate (MRR) "> Material Removal Rate (MRR) </a> </p> <a href="https://publications.waset.org/abstracts/10303/investigation-on-machine-tools-energy-consumptions" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/10303.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">498</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">17240</span> Generalized Chaplygin Gas and Varying Bulk Viscosity in Lyra Geometry</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=A.%20K.%20Sethi">A. K. Sethi</a>, <a href="https://publications.waset.org/abstracts/search?q=R.%20N.%20Patra"> R. N. Patra</a>, <a href="https://publications.waset.org/abstracts/search?q=B.%20Nayak"> B. Nayak</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In this paper, we have considered Friedmann-Robertson-Walker (FRW) metric with generalized Chaplygin gas which has viscosity in the context of Lyra geometry. The viscosity is considered in two different ways (i.e. zero viscosity, non-constant <em>r</em> (rho)-dependent bulk viscosity) using constant deceleration parameter which concluded that, for a special case, the viscous generalized Chaplygin gas reduces to modified Chaplygin gas. The represented model indicates on the presence of Chaplygin gas in the Universe. Observational constraints are applied and discussed on the physical and geometrical nature of the Universe. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=bulk%20viscosity" title="bulk viscosity">bulk viscosity</a>, <a href="https://publications.waset.org/abstracts/search?q=lyra%20geometry" title=" lyra geometry"> lyra geometry</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20chaplygin%20gas" title=" generalized chaplygin gas"> generalized chaplygin gas</a>, <a href="https://publications.waset.org/abstracts/search?q=cosmology" title=" cosmology"> cosmology</a> </p> <a href="https://publications.waset.org/abstracts/105557/generalized-chaplygin-gas-and-varying-bulk-viscosity-in-lyra-geometry" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/105557.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">176</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">17239</span> Application of a Generalized Additive Model to Reveal the Relations between the Density of Zooplankton with Other Variables in the West Daya Bay, China</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Weiwen%20Li">Weiwen Li</a>, <a href="https://publications.waset.org/abstracts/search?q=Hao%20Huang"> Hao Huang</a>, <a href="https://publications.waset.org/abstracts/search?q=Chengmao%20You"> Chengmao You</a>, <a href="https://publications.waset.org/abstracts/search?q=Jianji%20Liao"> Jianji Liao</a>, <a href="https://publications.waset.org/abstracts/search?q=Lei%20Wang"> Lei Wang</a>, <a href="https://publications.waset.org/abstracts/search?q=Lina%20An"> Lina An</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Zooplankton are a central issue in the ecology which makes a great contribution to maintaining the balance of an ecosystem. It is critical in promoting the material cycle and energy flow within the ecosystems. A generalized additive model (GAM) was applied to analyze the relationships between the density (individuals per m³) of zooplankton and other variables in West Daya Bay. All data used in this analysis (the survey month, survey station (longitude and latitude), the depth of the water column, the superficial concentration of chlorophyll a, the benthonic concentration of chlorophyll a, the number of zooplankton species and the number of zooplankton species) were collected through monthly scientific surveys during January to December 2016. GLM model (generalized linear model) was used to choose the significant variables’ impact on the density of zooplankton, and the GAM was employed to analyze the relationship between the density of zooplankton and the significant variables. The results showed that the density of zooplankton increased with an increase of the benthonic concentration of chlorophyll a, but decreased with a decrease in the depth of the water column. Both high numbers of zooplankton species and the overall total number of zooplankton individuals led to a higher density of zooplankton. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=density" title="density">density</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20linear%20model" title=" generalized linear model"> generalized linear model</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20additive%20model" title=" generalized additive model"> generalized additive model</a>, <a href="https://publications.waset.org/abstracts/search?q=the%20West%20Daya%20Bay" title=" the West Daya Bay"> the West Daya Bay</a>, <a href="https://publications.waset.org/abstracts/search?q=zooplankton" title=" zooplankton"> zooplankton</a> </p> <a href="https://publications.waset.org/abstracts/103582/application-of-a-generalized-additive-model-to-reveal-the-relations-between-the-density-of-zooplankton-with-other-variables-in-the-west-daya-bay-china" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/103582.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">151</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">17238</span> Study and Simulation of a Dynamic System Using Digital Twin</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=J.P.%20Henriques">J.P. Henriques</a>, <a href="https://publications.waset.org/abstracts/search?q=E.%20R.%20Neto"> E. R. Neto</a>, <a href="https://publications.waset.org/abstracts/search?q=G.%20Almeida"> G. Almeida</a>, <a href="https://publications.waset.org/abstracts/search?q=G.%20Ribeiro"> G. Ribeiro</a>, <a href="https://publications.waset.org/abstracts/search?q=J.V.%20Coutinho"> J.V. Coutinho</a>, <a href="https://publications.waset.org/abstracts/search?q=A.B.%20Lugli"> A.B. Lugli </a> </p> <p class="card-text"><strong>Abstract:</strong></p> Industry 4.0, or the Fourth Industrial Revolution, is transforming the relationship between people and machines. In this scenario, some technologies such as Cloud Computing, Internet of Things, Augmented Reality, Artificial Intelligence, Additive Manufacturing, among others, are making industries and devices increasingly intelligent. One of the most powerful technologies of this new revolution is the Digital Twin, which allows the virtualization of a real system or process. In this context, the present paper addresses the linear and nonlinear dynamic study of a didactic level plant using Digital Twin. In the first part of the work, the level plant is identified at a fixed point of operation, BY using the existing method of least squares means. The linearized model is embedded in a Digital Twin using Automation Studio® from Famous Technologies. Finally, in order to validate the usage of the Digital Twin in the linearized study of the plant, the dynamic response of the real system is compared to the Digital Twin. Furthermore, in order to develop the nonlinear model on a Digital Twin, the didactic level plant is identified by using the method proposed by Hammerstein. Different steps are applied to the plant, and from the Hammerstein algorithm, the nonlinear model is obtained for all operating ranges of the plant. As for the linear approach, the nonlinear model is embedded in the Digital Twin, and the dynamic response is compared to the real system in different points of operation. Finally, yet importantly, from the practical results obtained, one can conclude that the usage of Digital Twin to study the dynamic systems is extremely useful in the industrial environment, taking into account that it is possible to develop and tune controllers BY using the virtual model of the real systems. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=industry%204.0" title="industry 4.0">industry 4.0</a>, <a href="https://publications.waset.org/abstracts/search?q=digital%20twin" title=" digital twin"> digital twin</a>, <a href="https://publications.waset.org/abstracts/search?q=system%20identification" title=" system identification"> system identification</a>, <a href="https://publications.waset.org/abstracts/search?q=linear%20and%20nonlinear%20models" title=" linear and nonlinear models"> linear and nonlinear models</a> </p> <a href="https://publications.waset.org/abstracts/125117/study-and-simulation-of-a-dynamic-system-using-digital-twin" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/125117.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">148</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">17237</span> Pressure Distribution, Load Capacity, and Thermal Effect with Generalized Maxwell Model in Journal Bearing Lubrication</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=M.%20Guemmadi">M. Guemmadi</a>, <a href="https://publications.waset.org/abstracts/search?q=A.%20Ouibrahim"> A. Ouibrahim </a> </p> <p class="card-text"><strong>Abstract:</strong></p> This numerical investigation aims to evaluate how a viscoelastic lubricant described by a generalized Maxwell model, affects the pressure distribution, the load capacity and thermal effect in a journal bearing lubrication. We use for the purpose the CFD package software completed by adapted user define functions (UDFs) to solve the coupled equations of momentum, of energy and of the viscoelastic model (generalized Maxwell model). Two parameters, viscosity and relaxation time are involved to show how viscoelasticity substantially affect the pressure distribution, the load capacity and the thermal transfer by comparison to Newtonian lubricant. These results were also compared with the available published results. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=journal%20bearing" title="journal bearing">journal bearing</a>, <a href="https://publications.waset.org/abstracts/search?q=lubrication" title=" lubrication"> lubrication</a>, <a href="https://publications.waset.org/abstracts/search?q=Maxwell%20model" title=" Maxwell model"> Maxwell model</a>, <a href="https://publications.waset.org/abstracts/search?q=viscoelastic%20fluids" title=" viscoelastic fluids"> viscoelastic fluids</a>, <a href="https://publications.waset.org/abstracts/search?q=computational%20modelling" title=" computational modelling"> computational modelling</a>, <a href="https://publications.waset.org/abstracts/search?q=load%20capacity" title=" load capacity"> load capacity</a> </p> <a href="https://publications.waset.org/abstracts/13167/pressure-distribution-load-capacity-and-thermal-effect-with-generalized-maxwell-model-in-journal-bearing-lubrication" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/13167.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">542</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">17236</span> An Extension of the Generalized Extreme Value Distribution</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Serge%20Provost">Serge Provost</a>, <a href="https://publications.waset.org/abstracts/search?q=Abdous%20Saboor"> Abdous Saboor</a> </p> <p class="card-text"><strong>Abstract:</strong></p> A q-analogue of the generalized extreme value distribution which includes the Gumbel distribution is introduced. The additional parameter q allows for increased modeling flexibility. The resulting distribution can have a finite, semi-infinite or infinite support. It can also produce several types of hazard rate functions. The model parameters are determined by making use of the method of maximum likelihood. It will be shown that it compares favourably to three related distributions in connection with the modeling of a certain hydrological data set. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=extreme%20value%20theory" title="extreme value theory">extreme value theory</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20extreme%20value%20distribution" title=" generalized extreme value distribution"> generalized extreme value distribution</a>, <a href="https://publications.waset.org/abstracts/search?q=goodness-of-fit%20statistics" title=" goodness-of-fit statistics"> goodness-of-fit statistics</a>, <a href="https://publications.waset.org/abstracts/search?q=Gumbel%20distribution" title=" Gumbel distribution"> Gumbel distribution</a> </p> <a href="https://publications.waset.org/abstracts/72656/an-extension-of-the-generalized-extreme-value-distribution" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/72656.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">349</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">17235</span> A Model for Operating Rooms Scheduling</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Jose%20Francisco%20Ferreira%20Ribeiro">Jose Francisco Ferreira Ribeiro</a>, <a href="https://publications.waset.org/abstracts/search?q=Alexandre%20Bevilacqua%20Leoneti"> Alexandre Bevilacqua Leoneti</a>, <a href="https://publications.waset.org/abstracts/search?q=Andre%20Lucirton%20Costa"> Andre Lucirton Costa</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This paper presents a mathematical model in binary variables 0/1 to make the assignment of surgical procedures to the operating rooms in a hospital. The proposed mathematical model is based on the generalized assignment problem, which maximizes the sum of preferences for the use of the operating rooms by doctors, respecting the time available in each room. The corresponding program was written in Visual Basic of Microsoft Excel, and tested to schedule surgeries at St. Lydia Hospital in Ribeirao Preto, Brazil. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=generalized%20assignment%20problem" title="generalized assignment problem">generalized assignment problem</a>, <a href="https://publications.waset.org/abstracts/search?q=logistics" title=" logistics"> logistics</a>, <a href="https://publications.waset.org/abstracts/search?q=optimization" title=" optimization"> optimization</a>, <a href="https://publications.waset.org/abstracts/search?q=scheduling" title=" scheduling"> scheduling</a> </p> <a href="https://publications.waset.org/abstracts/70814/a-model-for-operating-rooms-scheduling" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/70814.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">292</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">17234</span> The Impact of Socialization Preferences on Perceptions of Generalized Social Trust in China</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Menghzheng%20Yao">Menghzheng Yao</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Generalized social trust among Chinese has been declining in the past few decades, making the search for its causes necessary. Drawing on the symbolic interaction theory and the 2012 Chinese General Social Survey data, this research investigated the impact of people’s socialization preferences and frequencies on their perceptions of generalized social trust in China. This research also took a preliminary step towards understanding the spatial differences of the generalized social trust using the ArcGIS software. The results show that respondents who interacted with their neighbors more frequently were more likely to have higher levels of perceptions of generalized social trust. Several demographics were also significantly related to perception of generalized social trust. Elderly and better educated Chinese and people with higher self-perceived social status were associated with greater levels of generalized social trust perception, while urban dwellers and religious respondents expressed lower levels of such perception. Implications for future research and policy are discussed. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=China" title="China">China</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20social%20trust" title=" generalized social trust"> generalized social trust</a>, <a href="https://publications.waset.org/abstracts/search?q=symbolic%20interaction" title=" symbolic interaction"> symbolic interaction</a>, <a href="https://publications.waset.org/abstracts/search?q=ArcGIS" title=" ArcGIS"> ArcGIS</a> </p> <a href="https://publications.waset.org/abstracts/70818/the-impact-of-socialization-preferences-on-perceptions-of-generalized-social-trust-in-china" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/70818.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">376</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">17233</span> Forecasting Electricity Spot Price with Generalized Long Memory Modeling: Wavelet and Neural Network</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Souhir%20Ben%20Amor">Souhir Ben Amor</a>, <a href="https://publications.waset.org/abstracts/search?q=Heni%20Boubaker"> Heni Boubaker</a>, <a href="https://publications.waset.org/abstracts/search?q=Lotfi%20Belkacem"> Lotfi Belkacem</a> </p> <p class="card-text"><strong>Abstract:</strong></p> 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. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=electricity%20price" title="electricity price">electricity price</a>, <a href="https://publications.waset.org/abstracts/search?q=k-factor%20GARMA" title=" k-factor GARMA"> k-factor GARMA</a>, <a href="https://publications.waset.org/abstracts/search?q=LLWNN" title=" LLWNN"> LLWNN</a>, <a href="https://publications.waset.org/abstracts/search?q=G-GARCH" title=" G-GARCH"> G-GARCH</a>, <a href="https://publications.waset.org/abstracts/search?q=forecasting" title=" forecasting"> forecasting</a> </p> <a href="https://publications.waset.org/abstracts/75361/forecasting-electricity-spot-price-with-generalized-long-memory-modeling-wavelet-and-neural-network" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/75361.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">231</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">17232</span> Nano Generalized Topology</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=M.%20Y.%20Bakeir">M. Y. Bakeir</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Rough set theory is a recent approach for reasoning about data. It has achieved a large amount of applications in various real-life fields. The main idea of rough sets corresponds to the lower and upper set approximations. These two approximations are exactly the interior and the closure of the set with respect to a certain topology on a collection U of imprecise data acquired from any real-life field. The base of the topology is formed by equivalence classes of an equivalence relation E defined on U using the available information about data. The theory of generalized topology was studied by Cs´asz´ar. It is well known that generalized topology in the sense of Cs´asz´ar is a generalization of the topology on a set. On the other hand, many important collections of sets related with the topology on a set form a generalized topology. The notion of Nano topology was introduced by Lellis Thivagar, which was defined in terms of approximations and boundary region of a subset of an universe using an equivalence relation on it. The purpose of this paper is to introduce a new generalized topology in terms of rough set called nano generalized topology <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=rough%20sets" title="rough sets">rough sets</a>, <a href="https://publications.waset.org/abstracts/search?q=topological%20space" title=" topological space"> topological space</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20topology" title=" generalized topology"> generalized topology</a>, <a href="https://publications.waset.org/abstracts/search?q=nano%20topology" title=" nano topology "> nano topology </a> </p> <a href="https://publications.waset.org/abstracts/28088/nano-generalized-topology" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/28088.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">430</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">17231</span> Derivatives Formulas Involving I-Functions of Two Variables and Generalized M-Series</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Gebreegziabher%20Hailu%20Gebrecherkos">Gebreegziabher Hailu Gebrecherkos</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This study explores the derivatives of functions defined by I-functions of two variables and their connections to generalized M-series. We begin by defining I-functions, which are generalized functions that encompass various special functions, and analyze their properties. By employing advanced calculus techniques, we derive new formulas for the first and higher-order derivatives of I-functions with respect to their variables; we establish some derivative formulae of the I-function of two variables involving generalized M-series. The special cases of our derivatives yield interesting results. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=I-function" title="I-function">I-function</a>, <a href="https://publications.waset.org/abstracts/search?q=Mellin-Barners%20control%20integral" title=" Mellin-Barners control integral"> Mellin-Barners control integral</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20M-series" title=" generalized M-series"> generalized M-series</a>, <a href="https://publications.waset.org/abstracts/search?q=higher%20order%20derivative" title=" higher order derivative"> higher order derivative</a> </p> <a href="https://publications.waset.org/abstracts/192292/derivatives-formulas-involving-i-functions-of-two-variables-and-generalized-m-series" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/192292.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">15</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">17230</span> Leverage Effect for Volatility with Generalized Laplace Error</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Farrukh%20Javed">Farrukh Javed</a>, <a href="https://publications.waset.org/abstracts/search?q=Krzysztof%20Podg%C3%B3rski"> Krzysztof Podgórski</a> </p> <p class="card-text"><strong>Abstract:</strong></p> We propose a new model that accounts for the asymmetric response of volatility to positive ('good news') and negative ('bad news') shocks in economic time series the so-called leverage effect. In the past, asymmetric powers of errors in the conditionally heteroskedastic models have been used to capture this effect. Our model is using the gamma difference representation of the generalized Laplace distributions that efficiently models the asymmetry. It has one additional natural parameter, the shape, that is used instead of power in the asymmetric power models to capture the strength of a long-lasting effect of shocks. Some fundamental properties of the model are provided including the formula for covariances and an explicit form for the conditional distribution of 'bad' and 'good' news processes given the past the property that is important for the statistical fitting of the model. Relevant features of volatility models are illustrated using S&P 500 historical data. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=heavy%20tails" title="heavy tails">heavy tails</a>, <a href="https://publications.waset.org/abstracts/search?q=volatility%20clustering" title=" volatility clustering"> volatility clustering</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20asymmetric%20laplace%20distribution" title=" generalized asymmetric laplace distribution"> generalized asymmetric laplace distribution</a>, <a href="https://publications.waset.org/abstracts/search?q=leverage%20effect" title=" leverage effect"> leverage effect</a>, <a href="https://publications.waset.org/abstracts/search?q=conditional%20heteroskedasticity" title=" conditional heteroskedasticity"> conditional heteroskedasticity</a>, <a href="https://publications.waset.org/abstracts/search?q=asymmetric%20power%20volatility" title=" asymmetric power volatility"> asymmetric power volatility</a>, <a href="https://publications.waset.org/abstracts/search?q=GARCH%20models" title=" GARCH models "> GARCH models </a> </p> <a href="https://publications.waset.org/abstracts/18972/leverage-effect-for-volatility-with-generalized-laplace-error" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/18972.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">385</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">17229</span> Generalized Central Paths for Convex Programming</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Li-Zhi%20Liao">Li-Zhi Liao</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The central path has played the key role in the interior point method. However, the convergence of the central path may not be true even in some convex programming problems with linear constraints. In this paper, the generalized central paths are introduced for convex programming. One advantage of the generalized central paths is that the paths will always converge to some optimal solutions of the convex programming problem for any initial interior point. Some additional theoretical properties for the generalized central paths will be also reported. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=central%20path" title="central path">central path</a>, <a href="https://publications.waset.org/abstracts/search?q=convex%20programming" title=" convex programming"> convex programming</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20central%20path" title=" generalized central path"> generalized central path</a>, <a href="https://publications.waset.org/abstracts/search?q=interior%20point%20method" title=" interior point method"> interior point method</a> </p> <a href="https://publications.waset.org/abstracts/58039/generalized-central-paths-for-convex-programming" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/58039.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">327</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">17228</span> Upper Bound of the Generalized P-Value for the Difference between Two Future Population Means</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Rada%20Somkhuean">Rada Somkhuean</a>, <a href="https://publications.waset.org/abstracts/search?q=Sa-aat%20Niwitpong"> Sa-aat Niwitpong</a>, <a href="https://publications.waset.org/abstracts/search?q=Suparat%20Niwitpong"> Suparat Niwitpong</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This paper presents the generalized p-values for testing the difference between two future population means when the variances are unknown, in both cases for when the variances are equal and unequal. We also derive a closed form expression of the upper bound of the proposed generalized p-value. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=generalized%20p-value" title="generalized p-value">generalized p-value</a>, <a href="https://publications.waset.org/abstracts/search?q=two%20future%20population%20means" title=" two future population means"> two future population means</a>, <a href="https://publications.waset.org/abstracts/search?q=upper%20bound" title=" upper bound"> upper bound</a>, <a href="https://publications.waset.org/abstracts/search?q=variances" title=" variances"> variances</a> </p> <a href="https://publications.waset.org/abstracts/12128/upper-bound-of-the-generalized-p-value-for-the-difference-between-two-future-population-means" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/12128.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">384</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">17227</span> The Generalized Pareto Distribution as a Model for Sequential Order Statistics</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Mahdy%20%E2%80%8EEsmailian">Mahdy ‎Esmailian</a>, <a href="https://publications.waset.org/abstracts/search?q=Mahdi%20%E2%80%8EDoostparast"> Mahdi ‎Doostparast</a>, <a href="https://publications.waset.org/abstracts/search?q=Ahmad%20%E2%80%8EParsian"> Ahmad ‎Parsian</a> </p> <p class="card-text"><strong>Abstract:</strong></p> ‎In this article‎, ‎sequential order statistics (SOS) censoring type II samples coming from the generalized Pareto distribution are considered‎. ‎Maximum likelihood (ML) estimators of the unknown parameters are derived on the basis of the available multiple SOS data‎. ‎Necessary conditions for existence and uniqueness of the derived ML estimates are given‎. Due to complexity in the proposed likelihood function‎, ‎a useful re-parametrization is suggested‎. ‎For illustrative purposes‎, ‎a Monte Carlo simulation study is conducted and an illustrative example is analysed‎. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=bayesian%20estimation%E2%80%8E" title="bayesian estimation‎">bayesian estimation‎</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20pareto%20distribution%E2%80%8E" title=" generalized pareto distribution‎"> generalized pareto distribution‎</a>, <a href="https://publications.waset.org/abstracts/search?q=%E2%80%8Emaximum%20likelihood%20%20estimation%E2%80%8E" title=" ‎maximum likelihood estimation‎"> ‎maximum likelihood estimation‎</a>, <a href="https://publications.waset.org/abstracts/search?q=sequential%20order%20statistics" title=" sequential order statistics"> sequential order statistics</a> </p> <a href="https://publications.waset.org/abstracts/26988/the-generalized-pareto-distribution-as-a-model-for-sequential-order-statistics" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/26988.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">509</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">17226</span> Generalized Dirac oscillators Associated to Non-Hermitian Quantum Mechanical Systems</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Debjit%20Dutta">Debjit Dutta</a>, <a href="https://publications.waset.org/abstracts/search?q=P.%20Roy"> P. Roy</a>, <a href="https://publications.waset.org/abstracts/search?q=O.%20Panella"> O. Panella</a> </p> <p class="card-text"><strong>Abstract:</strong></p> In recent years, non Hermitian interaction in non relativistic as well as relativistic quantum mechanics have been examined from various aspect. We can observe interesting fact that for such systems a class of potentials, namely the PT symmetric and η-pseudo Hermitian admit real eigenvalues despite being non Hermitian and analogues of those system have been experimentally verified. Point to be noted that relativistic non Hermitian (PT symmetric) interactions can be realized in optical structures and also there exists photonic realization of the (1 + 1) dimensional Dirac oscillator. We have thoroughly studied generalized Dirac oscillators with non Hermitian interactions in (1 + 1) dimensions. To be more specific, we have examined η pseudo Hermitian interactions within the framework of generalized Dirac oscillator in (1 + 1) dimensions. In particular, we have obtained a class of interactions which are η-pseudo Hermitian and the metric operator η could have been also found explicitly. It is possible to have exact solutions of the generalized Dirac oscillator for some choices of the interactions. Subsequently we have employed the mapping between the generalized Dirac oscillator and the Jaynes Cummings (JC) model by spin flip to obtain a class of exactly solvable non Hermitian JC as well as anti Jaynes Cummings (AJC) type models. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Dirac%20oscillator" title="Dirac oscillator">Dirac oscillator</a>, <a href="https://publications.waset.org/abstracts/search?q=non-Hermitian%20quantum%20system" title=" non-Hermitian quantum system"> non-Hermitian quantum system</a>, <a href="https://publications.waset.org/abstracts/search?q=Hermitian" title=" Hermitian"> Hermitian</a>, <a href="https://publications.waset.org/abstracts/search?q=relativistic" title=" relativistic "> relativistic </a> </p> <a href="https://publications.waset.org/abstracts/4071/generalized-dirac-oscillators-associated-to-non-hermitian-quantum-mechanical-systems" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/4071.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">459</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">17225</span> Population Size Estimation Based on the GPD</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=O.%20Anan">O. Anan</a>, <a href="https://publications.waset.org/abstracts/search?q=D.%20B%C3%B6hning"> D. Böhning</a>, <a href="https://publications.waset.org/abstracts/search?q=A.%20Maruotti"> A. Maruotti</a> </p> <p class="card-text"><strong>Abstract:</strong></p> The purpose of the study is to estimate the elusive target population size under a truncated count model that accounts for heterogeneity. The purposed estimator is based on the generalized Poisson distribution (GPD), which extends the Poisson distribution by adding a dispersion parameter. Thus, it becomes an useful model for capture-recapture data where concurrent events are not homogeneous. In addition, it can account for over-dispersion and under-dispersion. The ratios of neighboring frequency counts are used as a tool for investigating the validity of whether generalized Poisson or Poisson distribution. Since capture-recapture approaches do not provide the zero counts, the estimated parameters can be achieved by modifying the EM-algorithm technique for the zero-truncated generalized Poisson distribution. The properties and the comparative performance of proposed estimator were investigated through simulation studies. Furthermore, some empirical examples are represented insights on the behavior of the estimators. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=capture" title="capture">capture</a>, <a href="https://publications.waset.org/abstracts/search?q=recapture%20methods" title=" recapture methods"> recapture methods</a>, <a href="https://publications.waset.org/abstracts/search?q=ratio%20plot" title=" ratio plot"> ratio plot</a>, <a href="https://publications.waset.org/abstracts/search?q=heterogeneous%20population" title=" heterogeneous population"> heterogeneous population</a>, <a href="https://publications.waset.org/abstracts/search?q=zero-truncated%20count" title=" zero-truncated count"> zero-truncated count</a> </p> <a href="https://publications.waset.org/abstracts/37160/population-size-estimation-based-on-the-gpd" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/37160.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">435</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">17224</span> Analysis of Risk Factors Affecting the Motor Insurance Pricing with Generalized Linear Models</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Puttharapong%20Sakulwaropas">Puttharapong Sakulwaropas</a>, <a href="https://publications.waset.org/abstracts/search?q=Uraiwan%20%20Jaroengeratikun"> Uraiwan Jaroengeratikun</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Casualty insurance business, the optimal premium pricing and adequate cost for an insurance company are important in risk management. Normally, the insurance pure premium can be determined by multiplying the claim frequency with the claim cost. The aim of this research was to study in the application of generalized linear models to select the risk factor for model of claim frequency and claim cost for estimating a pure premium. In this study, the data set was the claim of comprehensive motor insurance, which was provided by one of the insurance company in Thailand. The results of this study found that the risk factors significantly related to pure premium at the 0.05 level consisted of no claim bonus (NCB) and used of the car (Car code). <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=generalized%20linear%20models" title="generalized linear models">generalized linear models</a>, <a href="https://publications.waset.org/abstracts/search?q=risk%20factor" title=" risk factor"> risk factor</a>, <a href="https://publications.waset.org/abstracts/search?q=pure%20premium" title=" pure premium"> pure premium</a>, <a href="https://publications.waset.org/abstracts/search?q=regression%20model" title=" regression model"> regression model</a> </p> <a href="https://publications.waset.org/abstracts/65636/analysis-of-risk-factors-affecting-the-motor-insurance-pricing-with-generalized-linear-models" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/65636.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">466</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">17223</span> Weyl Type Theorem and the Fuglede Property</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=M.%20H.%20M.%20Rashid">M. H. M. Rashid</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Given H a Hilbert space and B(H) the algebra of bounded linear operator in H, let δAB denote the generalized derivation defined by A and B. The main objective of this article is to study Weyl type theorems for generalized derivation for (A,B) satisfying a couple of Fuglede. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=Fuglede%20Property" title="Fuglede Property">Fuglede Property</a>, <a href="https://publications.waset.org/abstracts/search?q=Weyl%E2%80%99s%20theorem" title=" Weyl’s theorem"> Weyl’s theorem</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20derivation" title=" generalized derivation"> generalized derivation</a>, <a href="https://publications.waset.org/abstracts/search?q=Aluthge%20transform" title=" Aluthge transform"> Aluthge transform</a> </p> <a href="https://publications.waset.org/abstracts/113531/weyl-type-theorem-and-the-fuglede-property" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/113531.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">128</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">17222</span> Risk Factors for Defective Autoparts Products Using Bayesian Method in Poisson Generalized Linear Mixed Model</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Pitsanu%20Tongkhow">Pitsanu Tongkhow</a>, <a href="https://publications.waset.org/abstracts/search?q=Pichet%20Jiraprasertwong"> Pichet Jiraprasertwong</a> </p> <p class="card-text"><strong>Abstract:</strong></p> This research investigates risk factors for defective products in autoparts factories. Under a Bayesian framework, a generalized linear mixed model (GLMM) in which the dependent variable, the number of defective products, has a Poisson distribution is adopted. Its performance is compared with the Poisson GLM under a Bayesian framework. The factors considered are production process, machines, and workers. The products coded RT50 are observed. The study found that the Poisson GLMM is more appropriate than the Poisson GLM. For the production Process factor, the highest risk of producing defective products is Process 1, for the Machine factor, the highest risk is Machine 5, and for the Worker factor, the highest risk is Worker 6. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=defective%20autoparts%20products" title="defective autoparts products">defective autoparts products</a>, <a href="https://publications.waset.org/abstracts/search?q=Bayesian%20framework" title=" Bayesian framework"> Bayesian framework</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20linear%20mixed%20model%20%28GLMM%29" title=" generalized linear mixed model (GLMM)"> generalized linear mixed model (GLMM)</a>, <a href="https://publications.waset.org/abstracts/search?q=risk%20factors" title=" risk factors "> risk factors </a> </p> <a href="https://publications.waset.org/abstracts/10195/risk-factors-for-defective-autoparts-products-using-bayesian-method-in-poisson-generalized-linear-mixed-model" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/10195.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">570</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">17221</span> Modeling of Maximum Rainfall Using Poisson-Generalized Pareto Distribution in Kigali, Rwanda</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Emmanuel%20Iyamuremye">Emmanuel Iyamuremye</a> </p> <p class="card-text"><strong>Abstract:</strong></p> Extreme rainfall events have caused significant damage to agriculture, ecology, and infrastructure, disruption of human activities, injury, and loss of life. They also have significant social, economic, and environmental consequences because they considerably damage urban as well as rural areas. Early detection of extreme maximum rainfall helps to implement strategies and measures, before they occur, hence mitigating the consequences. Extreme value theory has been used widely in modeling extreme rainfall and in various disciplines, such as financial markets, the insurance industry, failure cases. Climatic extremes have been analyzed by using either generalized extreme value (GEV) or generalized Pareto (GP) distributions, which provides evidence of the importance of modeling extreme rainfall from different regions of the world. In this paper, we focused on Peak Over Thresholds approach, where the Poisson-generalized Pareto distribution is considered as the proper distribution for the study of the exceedances. This research also considers the use of the generalized Pareto (GP) distribution with a Poisson model for arrivals to describe peaks over a threshold. The research used statistical techniques to fit models that used to predict extreme rainfall in Kigali. The results indicate that the proposed Poisson-GP distribution provides a better fit to maximum monthly rainfall data. Further, the Poisson-GP models are able to estimate various return levels. The research also found a slow increase in return levels for maximum monthly rainfall for higher return periods, and further, the intervals are increasingly wider as the return period is increasing. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=exceedances" title="exceedances">exceedances</a>, <a href="https://publications.waset.org/abstracts/search?q=extreme%20value%20theory" title=" extreme value theory"> extreme value theory</a>, <a href="https://publications.waset.org/abstracts/search?q=generalized%20Pareto%20distribution" title=" generalized Pareto distribution"> generalized Pareto distribution</a>, <a href="https://publications.waset.org/abstracts/search?q=Poisson%20generalized%20Pareto%20distribution" title=" Poisson generalized Pareto distribution"> Poisson generalized Pareto distribution</a> </p> <a href="https://publications.waset.org/abstracts/127379/modeling-of-maximum-rainfall-using-poisson-generalized-pareto-distribution-in-kigali-rwanda" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/127379.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">135</span> </span> </div> </div> <div class="card paper-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">17220</span> Application of Generalized Autoregressive Score Model to Stock Returns</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/abstracts/search?q=Katleho%20Daniel%20Makatjane">Katleho Daniel Makatjane</a>, <a href="https://publications.waset.org/abstracts/search?q=Diteboho%20Lawrence%20Xaba"> Diteboho Lawrence Xaba</a>, <a href="https://publications.waset.org/abstracts/search?q=Ntebogang%20Dinah%20Moroke"> Ntebogang Dinah Moroke</a> </p> <p class="card-text"><strong>Abstract:</strong></p> 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. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/abstracts/search?q=generalized%20autoregressive%20score%20model" title="generalized autoregressive score model">generalized autoregressive score model</a>, <a href="https://publications.waset.org/abstracts/search?q=South%20Africa" title=" South Africa"> South Africa</a>, <a href="https://publications.waset.org/abstracts/search?q=stock%20returns" title=" stock returns"> stock returns</a>, <a href="https://publications.waset.org/abstracts/search?q=time-varying" title=" time-varying"> time-varying</a> </p> <a href="https://publications.waset.org/abstracts/78817/application-of-generalized-autoregressive-score-model-to-stock-returns" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/abstracts/78817.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">500</span> </span> </div> </div> <ul class="pagination"> <li class="page-item disabled"><span class="page-link">&lsaquo;</span></li> <li class="page-item active"><span class="page-link">1</span></li> <li class="page-item"><a class="page-link" href="https://publications.waset.org/abstracts/search?q=generalized%20Hammerstein%20model&page=2">2</a></li> <li class="page-item"><a class="page-link" href="https://publications.waset.org/abstracts/search?q=generalized%20Hammerstein%20model&page=3">3</a></li> <li class="page-item"><a class="page-link" href="https://publications.waset.org/abstracts/search?q=generalized%20Hammerstein%20model&page=4">4</a></li> <li class="page-item"><a class="page-link" href="https://publications.waset.org/abstracts/search?q=generalized%20Hammerstein%20model&page=5">5</a></li> <li class="page-item"><a class="page-link" href="https://publications.waset.org/abstracts/search?q=generalized%20Hammerstein%20model&page=6">6</a></li> <li class="page-item"><a class="page-link" href="https://publications.waset.org/abstracts/search?q=generalized%20Hammerstein%20model&page=7">7</a></li> <li class="page-item"><a class="page-link" href="https://publications.waset.org/abstracts/search?q=generalized%20Hammerstein%20model&page=8">8</a></li> <li class="page-item"><a class="page-link" href="https://publications.waset.org/abstracts/search?q=generalized%20Hammerstein%20model&page=9">9</a></li> <li class="page-item"><a class="page-link" href="https://publications.waset.org/abstracts/search?q=generalized%20Hammerstein%20model&page=10">10</a></li> <li class="page-item disabled"><span class="page-link">...</span></li> <li class="page-item"><a class="page-link" href="https://publications.waset.org/abstracts/search?q=generalized%20Hammerstein%20model&page=574">574</a></li> <li class="page-item"><a class="page-link" href="https://publications.waset.org/abstracts/search?q=generalized%20Hammerstein%20model&page=575">575</a></li> <li class="page-item"><a class="page-link" href="https://publications.waset.org/abstracts/search?q=generalized%20Hammerstein%20model&page=2" rel="next">&rsaquo;</a></li> </ul> </div> </main> <footer> <div id="infolinks" class="pt-3 pb-2"> <div class="container"> <div style="background-color:#f5f5f5;" class="p-3"> <div class="row"> <div class="col-md-2"> <ul class="list-unstyled"> About <li><a href="https://waset.org/page/support">About Us</a></li> <li><a href="https://waset.org/page/support#legal-information">Legal</a></li> <li><a target="_blank" rel="nofollow" href="https://publications.waset.org/static/files/WASET-16th-foundational-anniversary.pdf">WASET celebrates its 16th foundational anniversary</a></li> </ul> </div> <div class="col-md-2"> <ul class="list-unstyled"> Account <li><a href="https://waset.org/profile">My Account</a></li> </ul> </div> <div class="col-md-2"> <ul class="list-unstyled"> Explore <li><a href="https://waset.org/disciplines">Disciplines</a></li> <li><a href="https://waset.org/conferences">Conferences</a></li> <li><a href="https://waset.org/conference-programs">Conference Program</a></li> <li><a href="https://waset.org/committees">Committees</a></li> <li><a href="https://publications.waset.org">Publications</a></li> </ul> </div> <div class="col-md-2"> <ul class="list-unstyled"> Research <li><a href="https://publications.waset.org/abstracts">Abstracts</a></li> <li><a href="https://publications.waset.org">Periodicals</a></li> <li><a href="https://publications.waset.org/archive">Archive</a></li> </ul> </div> <div class="col-md-2"> <ul class="list-unstyled"> Open Science <li><a target="_blank" rel="nofollow" href="https://publications.waset.org/static/files/Open-Science-Philosophy.pdf">Open Science Philosophy</a></li> <li><a target="_blank" rel="nofollow" href="https://publications.waset.org/static/files/Open-Science-Award.pdf">Open Science Award</a></li> <li><a target="_blank" rel="nofollow" href="https://publications.waset.org/static/files/Open-Society-Open-Science-and-Open-Innovation.pdf">Open Innovation</a></li> <li><a target="_blank" rel="nofollow" href="https://publications.waset.org/static/files/Postdoctoral-Fellowship-Award.pdf">Postdoctoral Fellowship Award</a></li> <li><a target="_blank" rel="nofollow" href="https://publications.waset.org/static/files/Scholarly-Research-Review.pdf">Scholarly Research Review</a></li> </ul> </div> <div class="col-md-2"> <ul class="list-unstyled"> Support <li><a href="https://waset.org/page/support">Support</a></li> <li><a href="https://waset.org/profile/messages/create">Contact Us</a></li> <li><a href="https://waset.org/profile/messages/create">Report Abuse</a></li> </ul> </div> </div> </div> </div> </div> <div class="container text-center"> <hr style="margin-top:0;margin-bottom:.3rem;"> <a href="https://creativecommons.org/licenses/by/4.0/" target="_blank" class="text-muted small">Creative Commons Attribution 4.0 International License</a> <div id="copy" class="mt-2">© 2024 World Academy of Science, Engineering and Technology</div> </div> </footer> <a href="javascript:" id="return-to-top"><i class="fas fa-arrow-up"></i></a> <div class="modal" id="modal-template"> <div class="modal-dialog"> <div class="modal-content"> <div class="row m-0 mt-1"> <div class="col-md-12"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> </div> </div> <div class="modal-body"></div> </div> </div> </div> <script src="https://cdn.waset.org/static/plugins/jquery-3.3.1.min.js"></script> <script src="https://cdn.waset.org/static/plugins/bootstrap-4.2.1/js/bootstrap.bundle.min.js"></script> <script src="https://cdn.waset.org/static/js/site.js?v=150220211556"></script> <script> jQuery(document).ready(function() { /*jQuery.get("https://publications.waset.org/xhr/user-menu", function (response) { jQuery('#mainNavMenu').append(response); });*/ jQuery.get({ url: "https://publications.waset.org/xhr/user-menu", cache: false }).then(function(response){ jQuery('#mainNavMenu').append(response); }); }); </script> </body> </html>