Econometric simulation model of the US market for steam coal
Energy Technology Data Exchange (ETDEWEB)
Labys, W C; Paik, S; Liebenthal, A M
1979-01-01
An econometric investigation of the historical structure of the U.S. market for steam coal was made to forecast demand, supply, inventory, and price behavior. The structure of the steam coal market is examined and a corresponding theoretical model developed. Consideration is given to alternative simulation models based on various combinations of hypotheses about demand and supply. Results from the models are presented and interpreted. 19 references.
Crystal study and econometric model
1975-01-01
An econometric model was developed that can be used to predict demand and supply figures for crystals over a time horizon roughly concurrent with that of NASA's Space Shuttle Program - that is, 1975 through 1990. The model includes an equation to predict the impact on investment in the crystal-growing industry. Actually, two models are presented. The first is a theoretical model which follows rather strictly the standard theoretical economic concepts involved in supply and demand analysis, and a modified version of the model was developed which, though not quite as theoretically sound, was testable utilizing existing data sources.
Econometric modelling of conservation
International Nuclear Information System (INIS)
Parker, J.C.; Seal, D.J.
1990-01-01
The issue of energy conservation in general, and conservation in the natural gas markets in particular, has recently had a much lower profile than in the past, when energy prices were significantly higher and energy costs composed a much larger proportion of industrial operating costs than today. The recent downward trend in energy prices has diverted attention away from this issue. In the face of expected significant real price increases, increasing pressure from environmental groups, and directives on the part of regulator authorities, conservation is once again becoming a topic of consideration in the energy industry. From the point of view of gas demand forecasting, conservation has received too little attention. The intentions of this paper are to establish the need for forecasting conservation in the natural gas utility sector, and to construct a model of industrial demand which incorporates conservation and is appropriate for use as a forecasting tool
Econometric models for biohydrogen development.
Lee, Duu-Hwa; Lee, Duu-Jong; Veziroglu, Ayfer
2011-09-01
Biohydrogen is considered as an attractive clean energy source due to its high energy content and environmental-friendly conversion. Analyzing various economic scenarios can help decision makers to optimize development strategies for the biohydrogen sector. This study surveys econometric models of biohydrogen development, including input-out models, life-cycle assessment approach, computable general equilibrium models, linear programming models and impact pathway approach. Fundamentals of each model were briefly reviewed to highlight their advantages and disadvantages. The input-output model and the simplified economic input-output life-cycle assessment model proved most suitable for economic analysis of biohydrogen energy development. A sample analysis using input-output model for forecasting biohydrogen development in the United States is given. Copyright © 2011 Elsevier Ltd. All rights reserved.
Caruso, Geoffrey; Cavailhès, Jean; Peeters, Dominique; Thomas, Isabelle; Frankhauser, Pierre; Vuidel, Gilles
2015-12-01
This paper describes a dataset of 6284 land transactions prices and plot surfaces in 3 medium-sized cities in France (Besançon, Dijon and Brest). The dataset includes road accessibility as obtained from a minimization algorithm, and the amount of green space available to households in the neighborhood of the transactions, as evaluated from a land cover dataset. Further to the data presentation, the paper describes how these variables can be used to estimate the non-observable parameters of a residential choice function explicitly derived from a microeconomic model. The estimates are used by Caruso et al. (2015) to run a calibrated microeconomic urban growth simulation model where households are assumed to trade-off accessibility and local green space amenities.
Caruso, Geoffrey; Cavailhès, Jean; Peeters, Dominique; Thomas, Isabelle; Frankhauser, Pierre; Vuidel, Gilles
2015-01-01
This paper describes a dataset of 6284 land transactions prices and plot surfaces in 3 medium-sized cities in France (Besançon, Dijon and Brest). The dataset includes road accessibility as obtained from a minimization algorithm, and the amount of green space available to households in the neighborhood of the transactions, as evaluated from a land cover dataset. Further to the data presentation, the paper describes how these variables can be used to estimate the non-observable parameters of a residential choice function explicitly derived from a microeconomic model. The estimates are used by Caruso et al. (2015) to run a calibrated microeconomic urban growth simulation model where households are assumed to trade-off accessibility and local green space amenities. PMID:26958606
Forecasting Inflation through Econometrics Models: An Empirical ...
African Journals Online (AJOL)
This article aims at modeling and forecasting inflation in Pakistan. For this purpose a number of econometric approaches are implemented and their results are compared. In ARIMA models, adding additional lags for p and/or q necessarily reduced the sum of squares of the estimated residuals. When a model is estimated ...
Econometric Models for Forecasting of Macroeconomic Indices
Sukhanova, Elena I.; Shirnaeva, Svetlana Y.; Mokronosov, Aleksandr G.
2016-01-01
The urgency of the research topic was stipulated by the necessity to carry out an effective controlled process by the economic system which can hardly be imagined without indices forecasting characteristic of this system. An econometric model is a safe tool of forecasting which makes it possible to take into consideration the trend of indices…
International Nuclear Information System (INIS)
Henry, C.
1988-01-01
The 1988 progress report of the Econometrics laboratory (Polytechnic School, France), is presented. Microeconomy is the main research field of the Center. The applications involve the market organization, the national development, the natural resources and the education. One of the research topics is the development of theorems which allow a relationship between economic equilibrium and optimization, for the increasing efficiency economies. Concerning industrial economy, the investigations are also based on the in situ studies and on the socio-economic factors. The research projects include land selling transactions and public regulation activities, the environment management and the obtention of educational means. The published papers, the congress communications and the thesis, are listed [fr
Spatial Econometric data analysis: moving beyond traditional models
Florax, R.J.G.M.; Vlist, van der A.J.
2003-01-01
This article appraises recent advances in the spatial econometric literature. It serves as the introduction too collection of new papers on spatial econometric data analysis brought together in this special issue, dealing specifically with new extensions to the spatial econometric modeling
Waterlander, Wilma E; Blakely, Tony; Nghiem, Nhung; Cleghorn, Christine L; Eyles, Helen; Genc, Murat; Wilson, Nick; Jiang, Yannan; Swinburn, Boyd; Jacobi, Liana; Michie, Jo; Ni Mhurchu, Cliona
2016-07-19
There is a need for accurate and precise food price elasticities (PE, change in consumer demand in response to change in price) to better inform policy on health-related food taxes and subsidies. The Price Experiment and Modelling (Price ExaM) study aims to: I) derive accurate and precise food PE values; II) quantify the impact of price changes on quantity and quality of discrete food group purchases and; III) model the potential health and disease impacts of a range of food taxes and subsidies. To achieve this, we will use a novel method that includes a randomised Virtual Supermarket experiment and econometric methods. Findings will be applied in simulation models to estimate population health impact (quality-adjusted life-years [QALYs]) using a multi-state life-table model. The study will consist of four sequential steps: 1. We generate 5000 price sets with random price variation for all 1412 Virtual Supermarket food and beverage products. Then we add systematic price variation for foods to simulate five taxes and subsidies: a fruit and vegetable subsidy and taxes on sugar, saturated fat, salt, and sugar-sweetened beverages. 2. Using an experimental design, 1000 adult New Zealand shoppers complete five household grocery shops in the Virtual Supermarket where they are randomly assigned to one of the 5000 price sets each time. 3. Output data (i.e., multiple observations of price configurations and purchased amounts) are used as inputs to econometric models (using Bayesian methods) to estimate accurate PE values. 4. A disease simulation model will be run with the new PE values as inputs to estimate QALYs gained and health costs saved for the five policy interventions. The Price ExaM study has the potential to enhance public health and economic disciplines by introducing internationally novel scientific methods to estimate accurate and precise food PE values. These values will be used to model the potential health and disease impacts of various food pricing policy
Directory of Open Access Journals (Sweden)
Wilma E. Waterlander
2016-07-01
Full Text Available Abstract Background There is a need for accurate and precise food price elasticities (PE, change in consumer demand in response to change in price to better inform policy on health-related food taxes and subsidies. Methods/Design The Price Experiment and Modelling (Price ExaM study aims to: I derive accurate and precise food PE values; II quantify the impact of price changes on quantity and quality of discrete food group purchases and; III model the potential health and disease impacts of a range of food taxes and subsidies. To achieve this, we will use a novel method that includes a randomised Virtual Supermarket experiment and econometric methods. Findings will be applied in simulation models to estimate population health impact (quality-adjusted life-years [QALYs] using a multi-state life-table model. The study will consist of four sequential steps: 1. We generate 5000 price sets with random price variation for all 1412 Virtual Supermarket food and beverage products. Then we add systematic price variation for foods to simulate five taxes and subsidies: a fruit and vegetable subsidy and taxes on sugar, saturated fat, salt, and sugar-sweetened beverages. 2. Using an experimental design, 1000 adult New Zealand shoppers complete five household grocery shops in the Virtual Supermarket where they are randomly assigned to one of the 5000 price sets each time. 3. Output data (i.e., multiple observations of price configurations and purchased amounts are used as inputs to econometric models (using Bayesian methods to estimate accurate PE values. 4. A disease simulation model will be run with the new PE values as inputs to estimate QALYs gained and health costs saved for the five policy interventions. Discussion The Price ExaM study has the potential to enhance public health and economic disciplines by introducing internationally novel scientific methods to estimate accurate and precise food PE values. These values will be used to model the potential
Econometric models for predicting confusion crop ratios
Umberger, D. E.; Proctor, M. H.; Clark, J. E.; Eisgruber, L. M.; Braschler, C. B. (Principal Investigator)
1979-01-01
Results for both the United States and Canada show that econometric models can provide estimates of confusion crop ratios that are more accurate than historical ratios. Whether these models can support the LACIE 90/90 accuracy criterion is uncertain. In the United States, experimenting with additional model formulations could provide improved methods models in some CRD's, particularly in winter wheat. Improved models may also be possible for the Canadian CD's. The more aggressive province/state models outperformed individual CD/CRD models. This result was expected partly because acreage statistics are based on sampling procedures, and the sampling precision declines from the province/state to the CD/CRD level. Declining sampling precision and the need to substitute province/state data for the CD/CRD data introduced measurement error into the CD/CRD models.
Econometric modeling of the balance of social security Brazil
Isaac Figueiredo de Sousa
2009-01-01
This work aims to build models using econometrics techniques to explain the components of the balance of Social Security System, or in other words, the net value of tax revenues and the benefit values of the General Regime of Social Security. These models were subjected to statistic validations indicated in the theoretical reference of econometrics, to apply the method of ordinary least square from the classic model of linear regression. From an increasing longevity and the gradual decr...
ECONOMIC FORECASTS BASED ON ECONOMETRIC MODELS USING EViews 5
Directory of Open Access Journals (Sweden)
Cornelia TomescuDumitrescu,
2009-05-01
Full Text Available The forecast of evolution of economic phenomena represent on the most the final objective of econometrics. It withal represent a real attempt of validity elaborate model. Unlike the forecasts based on the study of temporal series which have an recognizable inertial character the forecasts generated by econometric model with simultaneous equations are after to contour the future of ones of important economic variables toward the direct and indirect influences bring the bear on their about exogenous variables. For the relief of the calculus who the realization of the forecasts based on the econometric models its suppose is indicate the use of the specialized informatics programs. One of this is the EViews which is applied because it reduces significant the time who is destined of the econometric analysis and it assure a high accuracy of calculus and of the interpretation of results.
The SRI-WEFA Soviet Econometric Model: Phase One Documentation
1975-03-01
established prices. We also have an estimated equation for an end-use residual category which conceptually includes state grain reserves, other undis...forecasting. An important virtue of the econometric discipline is that it requires one first to conceptualize and estimate regularities of behavior...any de- scriptive analysis. Within the framwork of an econometric model, the analyst is able to discriminate among these "special events
Micro Econometric Modelling of Household Energy Use
DEFF Research Database (Denmark)
Leth-Petersen, Søren
2002-01-01
Presents a micro econometric analysis of household electricity and natural gas demand for Danish households observed in 1996. Dependence between demand for gas and demand for electricity; Separability of demand for gas from demand for electricity; Relation between energy consumption and the age...
Econometric modelling of international carbon tax regimes
International Nuclear Information System (INIS)
Smith, Clare; Hall, Stephen; Mabey, N.
1995-01-01
An economometric model of fossil fuel demand has been estimated for eight OECD countries, relating coal, oil and gas demands to GDP and prices. In addition a model of endogenous technical progress has been estimated, aiming to include both price induced innovation in energy and structural change in the economy as long-term determinants of energy consumption. A number of possible international carbon/energy tax agreements are simulated, showing the impacts on carbon dioxide emissions and comparing the two models. (author)
Possibly Ill-behaved Posteriors in Econometric Models
L.F. Hoogerheide (Lennart); H.K. van Dijk (Herman)
2008-01-01
textabstractHighly non-elliptical posterior distributions may occur in several econometric models, in particular, when the likelihood information is allowed to dominate and data information is weak. We explain the issue of highly non-elliptical posteriors in a model for the effect of education on
An econometric model of the hardwood lumber market
William G. Luppold
1982-01-01
A recursive econometric model with causal flow originating from the demand relationship is used to analyze the effects of exogenous variables on quantity and price of hardwood lumber. Wage rates, interest rates, stumpage price, lumber exports, and price of lumber demanders' output were the major factors influencing quantities demanded and supplied and hardwood...
An econometric model of the U.S. pallet market
Albert T. Schuler; Walter B. Wallin
1979-01-01
A need for quantitative information on demand and price has been expressed by the pallet industry. In response to this, an econometric model of the aggregate U.S. pallet market was developed. Demand was found to be affected by real pallet price, industrial and food production levels, and slipsheet prices. Supply was affected by real price, housing starts lagged 1 year...
Econometric modelling of economic security in business operations management
Chagovets, L. О.; Nevezhin, V. P.; Zakharova, О. V.
2014-01-01
The article deals with econometric modeling of economic security. The model of evaluating transaction costs effect on the level of enterprise economic security is provided. The econometric models of evaluating economic security that are used in research are based on panel data. According to the results, the reserves for increasing the general level of economic security due to transaction costs reduction are revealed. Розглянуто питання економетричного моделювання економічної безпеки. Предс...
Econometric model for age- and population-dependent radiation exposures
International Nuclear Information System (INIS)
Sandquist, G.M.; Slaughter, D.M.; Rogers, V.C.
1991-01-01
The economic impact associated with ionizing radiation exposures in a given human population depends on numerous factors including the individual's mean economic status as a function age, the age distribution of the population, the future life expectancy at each age, and the latency period for the occurrence of radiation-induced health effects. A simple mathematical model has been developed that provides an analytical methodology for estimating the societal econometrics associated with radiation effects are to be assessed and compared for economic evaluation
Models and relations in economics and econometrics
DEFF Research Database (Denmark)
Juselius, Katarina
1999-01-01
Based on a money market analysis using the cointegrated VAR model the paper demonstrates some possible pitfalls in macroeconomic inference as a direct consequence of inadequate stochastic model formulation. A number of questions related to concepts such as empirical and theoretical steady...
Econometric Model – A Tool in Financial Management
Directory of Open Access Journals (Sweden)
Riana Iren RADU
2011-06-01
Full Text Available The economic situation in Romania requires from the trader a rigorous analysis of vulnerabilities and opportunities offered by the external environment and a careful analysis of internal environmental conditions in which the entity operates. In this context particular attention is paid to indicators presented in the financial statements. Many times they are a model for economic forecasts, future plans, basic business and businesses that use them with a good forecasting activity. In this paper we propose to analyze the comparative evolution of the main financial indicators highlighted in financial statements (profit and loss through a multi-equation econometric model, namely dynamic Keynesian model.
International Nuclear Information System (INIS)
Mankin, Shuichi; Yamazaki, Shigeki.
1985-11-01
A Long Term Macro Econometric Model (LTMEMO) has been developed for the purpose of generating economic scenarios for strategic analysis and for cost assessments of technologies in the field of nuclear research and development. The program system of the model is composed of such sub-programs as related social and economic statistic data base and its treatment program, identification and estimation programs of various econometric functions, simulation programs for future projections, and a reference econometric model program. The reference econometric model in the program system would be improved and modified easily by using data base and other sub-programs as the purpose of data retrieval, application of economic hypothesis, and scenario generation. The reference model belongs to a category of such standard types as macro-econometric, deterministic, and descriptive one, however, it was deviated based on the combination of Keynesian theories and Neo-classical theories and was modified by system engineering aspects. The model obtained good performances in such various econometric tests as statistical examinations in parameter estimation of each functions and so called partial tests, total tests, and final tests. Macro economic scenarios α and β, long term projections through 2030 of macro economy in our country were evaluated appropriately by this model. This report describes the process in the development of the model from needs of econometric model in nuclear fields to examples of economic scenarios generated by this model. Some consideration are taken into descriptions on the deviation of each functions and on the application of economic theories for practical use of this program system at the time of modification and improvements of the reference model. (author)
Modelling the world oil market: Assessment of a quarterly econometric model
International Nuclear Information System (INIS)
Dees, Stephane; Karadeloglou, Pavlos; Kaufmann, Robert K.; Sanchez, Marcelo
2007-01-01
This paper describes a structural econometric model of the world oil market that can be used to analyse oil market developments and risks. Oil demand depends on domestic economic activity and the real price of oil. Oil supply for non-OPEC producers, based on competitive behaviours, is constrained by geological and institutional conditions. Oil prices are determined by a 'price rule' that includes market conditions and OPEC behaviour. Policy simulations indicate that oil demand and non-OPEC supply are rather inelastic to changes in price, while OPEC decisions about quota and capacity utilisation have a significant, immediate impact on oil prices
Technology trends in econometric energy models: Ignorance or information?
International Nuclear Information System (INIS)
Boyd, G.; Kokkelenberg, E.; State Univ., of New York, Binghamton, NY; Ross, M.; Michigan Univ., Ann Arbor, MI
1991-01-01
Simple time trend variables in factor demand models can be statistically powerful variables, but may tell the researcher very little. Even more complex specification of technical change, e.g. factor biased, are still the economentrician's ''measure of ignorance'' about the shifts that occur in the underlying production process. Furthermore, in periods of rapid technology change the parameters based on time trends may be too large for long run forecasting. When there is clearly identifiable engineering information about new technology adoption that changes the factor input mix, data for the technology adoption may be included in the traditional factor demand model to economically model specific factor biased technical change and econometrically test their contribution. The adoption of thermomechanical pulping (TMP) and electric are furnaces (EAF) are two electricity intensive technology trends in the Paper and Steel industries, respectively. This paper presents the results of including these variables in a tradition econometric factor demand model, which is based on the Generalized Leontief. The coefficients obtained for this ''engineering based'' technical change compares quite favorably to engineering estimates of the impact of TMP and EAF on electricity intensities, improves the estimates of the other price coefficients, and yields a more believable long run electricity forecast. 6 refs., 1 fig
A national econometric forecasting model of the dental sector.
Feldstein, P J; Roehrig, C S
1980-01-01
The Econometric Model of the the Dental Sector forecasts a broad range of dental sector variables, including dental care prices; the amount of care produced and consumed; employment of hygienists, dental assistants, and clericals; hours worked by dentists; dental incomes; and number of dentists. These forecasts are based upon values specified by the user for the various factors which help determine the supply an demand for dental care, such as the size of the population, per capita income, the proportion of the population covered by private dental insurance, the cost of hiring clericals and dental assistants, and relevant government policies. In a test of its reliability, the model forecast dental sector behavior quite accurately for the period 1971 through 1977. PMID:7461974
ECONOMETRIC APPROACH TO DIFFERENCE EQUATIONS MODELING OF EXCHANGE RATES CHANGES
Directory of Open Access Journals (Sweden)
Josip Arnerić
2010-12-01
Full Text Available Time series models that are commonly used in econometric modeling are autoregressive stochastic linear models (AR and models of moving averages (MA. Mentioned models by their structure are actually stochastic difference equations. Therefore, the objective of this paper is to estimate difference equations containing stochastic (random component. Estimated models of time series will be used to forecast observed data in the future. Namely, solutions of difference equations are closely related to conditions of stationary time series models. Based on the fact that volatility is time varying in high frequency data and that periods of high volatility tend to cluster, the most successful and popular models in modeling time varying volatility are GARCH type models and their variants. However, GARCH models will not be analyzed because the purpose of this research is to predict the value of the exchange rate in the levels within conditional mean equation and to determine whether the observed variable has a stable or explosive time path. Based on the estimated difference equation it will be examined whether Croatia is implementing a stable policy of exchange rates.
Empirical spatial econometric modelling of small scale neighbourhood
Gerkman, Linda
2012-07-01
The aim of the paper is to model small scale neighbourhood in a house price model by implementing the newest methodology in spatial econometrics. A common problem when modelling house prices is that in practice it is seldom possible to obtain all the desired variables. Especially variables capturing the small scale neighbourhood conditions are hard to find. If there are important explanatory variables missing from the model, the omitted variables are spatially autocorrelated and they are correlated with the explanatory variables included in the model, it can be shown that a spatial Durbin model is motivated. In the empirical application on new house price data from Helsinki in Finland, we find the motivation for a spatial Durbin model, we estimate the model and interpret the estimates for the summary measures of impacts. By the analysis we show that the model structure makes it possible to model and find small scale neighbourhood effects, when we know that they exist, but we are lacking proper variables to measure them.
Schu, Kathryn L.
Economy-energy-environment models are the mainstay of economic assessments of policies to reduce carbon dioxide (CO2) emissions, yet their empirical basis is often criticized as being weak. This thesis addresses these limitations by constructing econometrically calibrated models in two policy areas. The first is a 35-sector computable general equilibrium (CGE) model of the U.S. economy which analyzes the uncertain impacts of CO2 emission abatement. Econometric modeling of sectors' nested constant elasticity of substitution (CES) cost functions based on a 45-year price-quantity dataset yields estimates of capital-labor-energy-material input substitution elasticities and biases of technical change that are incorporated into the CGE model. I use the estimated standard errors and variance-covariance matrices to construct the joint distribution of the parameters of the economy's supply side, which I sample to perform Monte Carlo baseline and counterfactual runs of the model. The resulting probabilistic abatement cost estimates highlight the importance of the uncertainty in baseline emissions growth. The second model is an equilibrium simulation of the market for new vehicles which I use to assess the response of vehicle prices, sales and mileage to CO2 taxes and increased corporate average fuel economy (CAFE) standards. I specify an econometric model of a representative consumer's vehicle preferences using a nested CES expenditure function which incorporates mileage and other characteristics in addition to prices, and develop a novel calibration algorithm to link this structure to vehicle model supplies by manufacturers engaged in Bertrand competition. CO2 taxes' effects on gasoline prices reduce vehicle sales and manufacturers' profits if vehicles' mileage is fixed, but these losses shrink once mileage can be adjusted. Accelerated CAFE standards induce manufacturers to pay fines for noncompliance rather than incur the higher costs of radical mileage improvements
Econometric modeling of electricity consumption in post-war Lebanon
International Nuclear Information System (INIS)
Nasr, G.E.; Badr, E.A.; Dibeh, G.
2000-01-01
This paper applies econometric models to investigate determinants of electrical energy consumption in post-war Lebanon. The impact of the Gross Domestic Product (GDP), proxied by total imports (TI), and degree days (DD) on electricity consumption is investigated over different time spans covering the period from 1993 to 1997. The time spans are chosen according to the rationing level of electricity supply. For the 1993-1994 time span, TI is found to be a significant determinant of energy consumption, whereas, DD has a negative correlation. This inconsistency might be attributed to an extensive rationing policy followed during this period. For the 1995-1997 time span which includes reduced rationing period (1995), all electrical energy consumption determinants are found to be significant at the 5% significance level. Analysis results for the rationing free 1996-1997 time span also show the significance of TI and DD at the 5% level. Furthermore, cointegration analysis for the 1995-1997 and 1996-1997 subsets reveals the existence of a long-run relationship between all variables. In addition, error correction models for both subsets are developed to predict short-run dynamics. Finally, statistical performance measures such as mean square error, mean average deviation and mean average percentage error are presented for all models
Econometric Forecasting Models for Air Traffic Passenger of Indonesia
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Viktor Suryan
2017-01-01
Full Text Available One of the major benefits of the air transport services operating in bigger countries is the fact that they provide a vital social economic linkage. This study is an attempt to establish the determinants of the passenger air traffic in Indonesia. The main objective of the study is to determine the economic variables that affect the number of airline passengers using the econometrics model of projection with an emphasis on the use of panel data and to determine the economic variables that affect the number of airline passengers using the econometrics model of projection with an emphasis on the use of time series data. This research also predicts the upcoming number of air traffic passenger until 2030. Air transportation and the economic activity in a country are interdependent. This work first uses the data at the country level and then at the selected airport level for review. The methodology used in this study has adopted the study for both normal regression and panel data regression techniques. Once all these steps are performed, the final equation is taken up for the forecast of the passenger inflow data in the Indonesian airports. To forecast the same, the forecasted numbers of the GDP (Gross Domestic Product and population (independent variables were chosen as a part of the literature review exercise are used. The result of this study shows the GDP per capita have significant related to a number of passengers which the elasticity 2.23 (time-series data and 1.889 for panel data. The exchange rate variable is unrelated to a number of passengers as shown in the value of elasticity. In addition, the total of population gives small value for the elasticity. Moreover, the number of passengers is also affected by the dummy variable (deregulation. With three scenarios: low, medium and high for GDP per capita, the percentage of growth for total number of air traffic passenger from the year 2015 to 2030 is 199.3%, 205.7%, and 320.9% respectively.
Econometric Model of Rice Policy Based On Presidential Instruction
Abadi Sembiring, Surya; Hutauruk, Julia
2018-01-01
The objective of research is to build an econometric model based on Presidential Instruction rice policy. The data was monthly time series from March 2005 to September 2009. Rice policy model specification using simultaneous equation, consisting of 14 structural equations and four identity equation, which was estimated using Two Stages Least Squares (2SLS) method. The results show that: (1) an increase of government purchasing price of dried harvest paddy has a positive impact on to increase in total rice production and community rice stock, (2) an increase community rice stock lead to decrease the rice imports, (3) an increase of the realization of the distribution of subsidized ZA fertilizers and the realization of the distribution of subsidized NPK fertilizers has a positive impact on to increase in total rice production and community rice stock and to reduce rice imports, (4) the price of the dried harvest paddy is highly responsive to the water content of dried harvest paddy both the short run and long run, (5) the quantity of rice imported is highly responsive to the imported rice price, both short run and long run.
Investigation of international energy economics. [Use of econometric model EXPLOR
Energy Technology Data Exchange (ETDEWEB)
Deonigi, D.E.; Clement, M.; Foley, T.J.; Rao, S.A.
1977-03-01
The Division of International Affairs of the Energy Research and Development Administration is assessing the long-range economic effects of energy research and development programs in the U.S. and other countries, particularly members of the International Energy Agency (IEA). In support of this effort, a program was designed to coordinate the capabilities of five research groups--Rand, Virginia Polytechnic Institute, Brookhaven National Laboratory, Lawrence Livermore Laboratory, and Pacific Northwest Laboratory. The program could evaluate the international economics of proposed or anticipated sources of energy. This program is designed to be general, flexible, and capable of evaluating a diverse collection of potential energy (nuclear and nonnuclear) related problems. For example, the newly developed methodology could evaluate the international and domestic economic impact of nuclear-related energy sources, but also existing nonnuclear and potential energy sources such as solar, geothermal, wind, etc. Major items to be included would be the cost of exploration, cost of production, prices, profit, market penetration, investment requirements and investment goods, economic growth, change in balance of payments, etc. In addition, the changes in cost of producing all goods and services would be identified for each new energy source. PNL developed (1) a means of estimating the demands for major forms of energy by country, and (2) a means of identifying results or impacts on each country. The results for each country were then to be compared to assess relative advantages. PNL relied on its existing general econometric model, EXPLOR, to forecast the demand for energy by country. (MCW)
Waste production and regional growth of marine activities an econometric model
International Nuclear Information System (INIS)
Bramati, Maria Caterina
2016-01-01
Coastal regions are characterized by intense human activity and climatic pressures, often intensified by competing interests in the use of marine waters. To assess the effect of public spending on the regional economy, an econometric model is here proposed. Not only are the regional investment and the climatic risks included in the model, but also variables related to the anthropogenic pressure, such as population, economic activities and waste production. Feedback effects of economic and demographic expansion on the pollution of coastal areas are also considered. It is found that dangerous waste increases with growing shipping and transportation activities and with growing population density in non-touristic coastal areas. On the other hand, the amount of non-dangerous wastes increases with marine mining, defense and offshore energy production activities. However, lower waste production occurs in areas where aquaculture and touristic industry are more exploited, and accompanied by increasing regional investment in waste disposal. - Highlights: • We use an econometric model as a tool for assessing the effects of regional policies on the development of economic activities related to the use of the sea and on the impact on the marine environment. • Through scenario simulation we provide strategic guidelines for policy makers and economic planners • The model features feedback effects of economic and demographic expansion on the pollution of coastal areas.
Malugin, Vladimir; Demidenko , Mikhail; Kalechits, Dmitry; Miksjuk , Alexei; Tsukarev , Taras
2009-01-01
A system of econometric models designed for forecasting target monetary indicators as well as conducting monetary policy scenarios analysis is presented. The econometric models integrated in the system are represented in the error correction form and are interlinked by means of monetary policy instruments variables, common exogenous variables characterizing external shocks, and monetary policy target endogenous variables. Forecast accuracy estimates and monetary policy analysis results are pr...
Development of an expert system in econometrics. Application to energy demand modelling
International Nuclear Information System (INIS)
Fauveau, A.
1993-01-01
The proper use of econometric softwares requires both statistical and economic skills. The main objective of this thesis is to provide the users of regression programs with assistance in the process of regression analysis by means of expert system technology. We first built an expert system providing general econometric strategy. The running principle of the program is based on a ''estimation - hypothesis check - specification improvement'' cycle. Its econometric expertise is a consistent set of statistical technics and analysis rules for estimating one equation. Then, we considered the inclusion of the economic knowledge required to produce a consistent analysis; we focused on energy demand modelling. The economic knowledge base is independent from the econometric rules, this allow us to update it easily. (author)
Directory of Open Access Journals (Sweden)
Mihaela Simionescu
2014-12-01
Full Text Available There are many types of econometric models used in predicting the inflation rate, but in this study we used a Bayesian shrinkage combination approach. This methodology is used in order to improve the predictions accuracy by including information that is not captured by the econometric models. Therefore, experts’ forecasts are utilized as prior information, for Romania these predictions being provided by Institute for Economic Forecasting (Dobrescu macromodel, National Commission for Prognosis and European Commission. The empirical results for Romanian inflation show the superiority of a fixed effects model compared to other types of econometric models like VAR, Bayesian VAR, simultaneous equations model, dynamic model, log-linear model. The Bayesian combinations that used experts’ predictions as priors, when the shrinkage parameter tends to infinite, improved the accuracy of all forecasts based on individual models, outperforming also zero and equal weights predictions and naïve forecasts.
The impact of remittances on economic growth: An econometric model
Directory of Open Access Journals (Sweden)
Dietmar Meyer
2017-05-01
In other words, the econometric analysis will be based on those six remittance receiving countries. The paper is then to review the empirical literature devoted to the impact of remittances on economic growth, in order, to identify empirically if there are significant relationships between remittances and growth in these countries. The results suggest that remittances have a positive impact on growth and that this impact increases at higher levels of remittances relative to GDP.
Econometric models of power prices. An approach to market monitoring in the Western US
International Nuclear Information System (INIS)
Barmack, Matthew; Kahn, Edward; Tierney, Susan; Goldman, Charles
2008-01-01
Given the limitations of data and resources available for market monitoring in electricity markets where regional transmission organizations (RTO) do not exist, we argue that econometric models of power prices could provide a useful screening tool for market monitoring. To explore its feasibility, we developed several econometric models of power prices at two major trading hubs in the West: Palo Verde and Mid-Columbia. We show that our models explain a large portion of the variation in power prices in Palo Verde and can establish a benchmark that can be used to identify outlier prices that are potentially the result of anti-competitive behavior. (author)
Potential of Wolfram technologies in construction and research of econometric models
Directory of Open Access Journals (Sweden)
Dmitry A. Vlasov
2017-12-01
Full Text Available In the center of attention of article didactic, applied and research potentials of technologies of the modern knowledge base and a set of computing algorithms Wolfram in creation and a research of econometric models. Econometric models and methods traditionally play a special role in applied mathematical training of students of an economic bachelor degree in Plekhanov Russian University of Economics. Within this article experience of forming of content of applied mathematical training of future bachelor of economy and methodical features of use of information technologies in the course of econometric modeling of social and economic situations and teaching subject matters of «The econometrician (basic level» for students of an economic bachelor degree and «The econometrician (advanced level» for students of an economic magistracy is provided. The allocated sixteen tools fully allow to focus attention to development of innovative components of professional competence of future bachelors of economy.
International Nuclear Information System (INIS)
Honkapuro, S.; Lassila, J.; Viljainen, S.; Tahvanainen, K.; Partanen, J.
2004-01-01
Electricity distribution companies operate in the state of natural monopolies since building of parallel networks is not cost-effective. Monopoly companies do not have pressure from the open markets to keep their prices and costs at reasonable level. The regulation of these companies is needed to prevent the misuse of the monopoly position. Regulation is usually focused either on the profit of company or on the price of electricity. In this document, the usability of an econometric model in the regulation of electricity distribution companies is evaluated. Regulation method which determines allowed income for each company with generic computation model can be seen as an econometric model. As the special case of an econometric model, the method called Network Performance Assessment Model, NPAM (Naetnyttomodellen in Swedish), is analysed. NPAM is developed by Swedish Energy Agency (STEM) for the regulation of electricity distribution companies. Both theoretical analysis and calculations of an example network area are presented in this document to find the major directing effects of the model. The parameters of NPAM, which are used in the calculations of this research report, were dated on 30th of March 2004. These parameters were most recent available at the time when analysis was done. However, since NPAM is under development, the parameters have been constantly changing. Therefore slightly changes in the results can occur if calculations were made with latest parameters. However, main conclusions are same and do not depend on exact parameters. (orig.)
International Nuclear Information System (INIS)
Honkapuro, S.; Lassila, J.; Viljainen, S.; Tahvanainen, K.; Partanen, J.
2004-01-01
Electricity distribution companies operate in the state of natural monopolies since building of parallel networks is not cost- effective. Monopoly companies do not have pressure from the open markets to keep their prices and costs at reasonable level. The regulation of these companies is needed to prevent the misuse of the monopoly position. Regulation is usually focused either on the profit of company or on the price of electricity. Regulation method which determines allowed income for each company with generic computation model can be seen as an econometric model. In this document, the usability of an econometric model in the regulation of electricity distribution companies is evaluated. As the special case of an econometric model, the method called Network Performance Assessment Model, NPAM (Naetnyttomodellen in Swedish), is analysed. NPAM is developed by Swedish Energy Agency (STEM) for the regulation of electricity distribution companies. Both theoretical analysis and calculations of an example network area are presented in this document to find the major directing effects of the model. The parameters of NPAM, which are used in the calculations of this research report, were dated on 30th of March 2004. These parameters were most recent ones available at the time when analysis was done. However, since NPAM have been under development, the parameters have been constantly changing. Therefore slight changes might occur in the numerical results of calculations if they were made with the latest set of parameters. However, main conclusions are same and do not depend on exact parameters
Essays on financial econometrics : modeling the term structure of interest rates
Bouwman, Kees Evert
2008-01-01
This dissertation bundles five studies in financial econometrics that are related to the theme of modeling the term structure of interest rates. The main contribution of this dissertation is a new arbitrage-free term structure model that is applied in an empirical analysis of the US term structure.
An alternative to the standard spatial econometric approaches in hedonic house price models
DEFF Research Database (Denmark)
von Graevenitz, Kathrine; Panduro, Toke Emil
2015-01-01
Omitted, misspecified, or mismeasured spatially varying characteristics are a cause for concern in hedonic house price models. Spatial econometrics or spatial fixed effects have become popular ways of addressing these concerns. We discuss the limitations of standard spatial approaches to hedonic...
Improving the teaching of econometrics
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David F. Hendry
2016-12-01
Full Text Available We recommend a major shift in the Econometrics curriculum for both graduate and undergraduate teaching. It is essential to include a range of topics that are still rarely addressed in such teaching, but are now vital for understanding and conducting empirical macroeconomic research. We focus on a new approach to macro-econometrics teaching, since even undergraduate econometrics courses must include analytical methods for time series that exhibit both evolution from stochastic trends and abrupt changes from location shifts, and so confront the “non-stationarity revolution”. The complexity and size of the resulting equation specifications, formulated to include all theory-based variables, their lags and possibly non-linear functional forms, as well as potential breaks and rival candidate variables, places model selection for models of changing economic data at the centre of teaching. To illustrate our proposed new curriculum, we draw on a large UK macroeconomics database over 1860–2011. We discuss how we reached our present approach, and how the teaching of macro-econometrics, and econometrics in general, can be improved by nesting so-called “theory-driven” and “data-driven” approaches. In our methodology, the theory-model’s parameter estimates are unaffected by selection when the theory is complete and correct, so nothing is lost, whereas when the theory is incomplete or incorrect, improved empirical models can be discovered from the data. Recent software like Autometrics facilitates both the teaching and the implementation of econometrics, supported by simulation tools to examine operational performance, designed to be feasibly presented live in the classroom.
J Jeuck; F. Cubbage; R. Abt; R. Bardon; J. McCarter; J. Coulston; M. Renkow
2014-01-01
: We conducted a meta-analysis on 64 econometric models from 47 studies predicting forestland conversion to agriculture (F2A), forestland to development (F2D), forestland to non-forested (F2NF) and undeveloped (including forestland) to developed (U2D) land. Over 250 independent econometric variables were identified from 21 F2A models, 21 F2D models, 12 F2NF models, and...
Kleiber, Christian
2008-01-01
Offers an introduction to the R system for users with a background in economics. This book covers a variety of regression models, regression diagnostics and robustness issues, the nonlinear models of microeconomics, time series and time series econometrics.
An assessment of econometric models applied to fossil fuel power generation
International Nuclear Information System (INIS)
Gracceva, F.; Quercioli, R.
2001-01-01
The main purpose of this report is to provide a general view of those studies, in which the econometric approach is applied to the selection of fuel in fossil fired power generation, focusing the attention to the key role played by the fuel prices. The report consists of a methodological analysis and a survey of the studies available in literature. The methodological analysis allows to assess the adequateness of the econometric approach, in the electrical power utilities policy. With this purpose, the fundamentals of microeconomics, which are the basis of the econometric models, are pointed out and discussed, and then the hypotheses, which are needed to be assumed for complying the economic theory, are verified in their actual implementation in the power generation sector. The survey of the available studies provides a detailed description of the Translog and Logit models, and the results achieved with their application. From these results, the estimated models show to fit the data with good approximation, a certain degree of interfuel substitution and a meaningful reaction to prices on demand side [it
An econometric model on bilateral trade in education using an augmented gravity model
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Christina Tay
2014-05-01
Full Text Available Purpose: Trade in education has become one of the most important trades for many economies. Yet, studies of education as a trade are scant owing to the conventional view of it being non-tradable. The purpose of this paper is to econometrically investigate trade in education using a nexus of international trade theories and the gravity model, one of the most widely used models in international trade in goods that has been scantly investigated on in studies on trade in education.Design/methodology/approach: A panel data analysis is broken down for 21 exporting countries and 50 importing countries, covering 1050 observations using new UNESCO database. A number of determinants of international trade including wealth of exporter & importer, domestic capacity of exporter & importer, transport costs, common religion, common language and trade restrictiveness of the importer are empirically tested on bilateral trade flows in education. An econometric model is formulated to test determinants of trade in education using an augmented gravity model.Findings: The augmented gravity model used in this study explains with high significance the determinants of trade in education including wealth of exporter & importer, domestic capacity of exporter & importer, transport costs, common religion, common language and trade restrictiveness of the importer.Research limitations/implications: Taking a macroscopic view of education as a trade may give us a myopic view of the elements important to determine what students or parents of students as well as institutions are concerned with. Nevertheless, the nexus of international trade theories and the gravity model used in this study that are largely and traditionally used on trade in goods and services, but scantly used in trade in education have been found to be highly significant and relevant in trade in education. Future studies on macro-level of analysis involving trade in education could include other determinants of
A revised econometric model of the domestic pallet market
Albert T. Schuler; Walter B. Wallin
1983-01-01
The purpose of this revised model is to project estimates of consumption and price of wooden pallets in the short term. This model differs from previous ones developed by Schuler and Wallin (1979 and 1980) in the following respects: The structure of the supply side of the market is more realistically identified (from an economic theory point of view) by including...
Econometric Analysis of the Market Share Attraction Model
D. Fok (Dennis); Ph.H.B.F. Franses (Philip Hans); R. Paap (Richard)
2001-01-01
textabstractMarket share attraction models are useful tools for analyzing competitive structures. The models can be used to infer cross-effects of marketing-mix variables, but also the own effects can be adequately estimated while conditioning on competitive reactions. Important features of
Energy Technology Data Exchange (ETDEWEB)
Berndt, E R [Univ. of British Columbia, Vancouver; Watkins, G C
1977-02-01
An econometric model is used to project natural gas demand in the residential and commercial market sectors. The model specification is a generalization of one developed by Balestra and Nerlove (Econometrica, 34: 585-612(1966)). Demand that is potentially variable because it is not committed to past investments (flexibe demand) is distinguished from demand that is inflexible because it is tied to existing equipment stocks (captive demand). Attention is focused on the effect of temperature variations on gas demand. The nonlinear equation system is estimated by a maximum-likelihood method, using annual data for British Columbia and Ontario during the period of 1959 to 1974. Results show that only in the long run does price have a significant impact on demand. The model is applicable for medium-term policy simulation, but is limited to natural gas fuel. 15 references.
EU practices of education staff planning (Application of econometric models
Directory of Open Access Journals (Sweden)
Mr.Sc. Sahit Surdulli
2011-12-01
The research results indicated that there is great interdependence between the economic growth norm in the country in one hand and the attained educational results on the economy of knowledge on the other hand. The interdependence between the number of workers and their qualification structure and the results attained in the education field in models, was expressed through equations. The Empiriev model as a concrete model for planning the necessary education cadre for certain levels of economic development is based on the basic model of Tinbergen – Bos. The coefficient values of regression reflect the form and intensity of interdependency between the number of students per million inhabitants and the national income per capita.
Some Econometric Results for the Blanchard-Watson Bubble Model
DEFF Research Database (Denmark)
Johansen, Soren; Lange, Theis
The purpose of the present paper is to analyse a simple bubble model suggested by Blanchard and Watson. The model is defined by y(t) =s(t)¿y(t-1)+e(t), t=1,…,n, where s(t) is an i.i.d. binary variable with p=P(s(t)=1), independent of e(t) i.i.d. with mean zero and finite variance. We take ¿>1 so...
Econometric modelling of certain nuclear power systems based on thermal and fast breeder reactors
International Nuclear Information System (INIS)
Pavelescu, M.; Pioaru, C.; Ursu, I.
1988-01-01
Certain known economic analysis models for a LMFBR fast breeder and CANDU thermal solitary reactors are presented, based on the concepts of discounting and levelization. These models are subsequently utilized as a basis for establishing an original model for the econometric analysis of certain thermal reactor systems or/and fast breeder reactors. Case studies are subsequently conducted with the systems: 1-CANDU, 2-LMFBR, 3-CANDU + LMFBR which enables us to draw certain interesting conclusions for a long range nuclear power policy. (author)
An Econometric Model of Healthcare Demand With Nonlinear Pricing.
Kunz, Johannes S; Winkelmann, Rainer
2017-06-01
From 2004 to 2012, the German social health insurance levied a co-payment for the first doctor visit in a calendar quarter. We develop a new model for estimating the effect of such a co-payment on the individual number of visits per quarter. The model combines a one-time increase in the otherwise constant hazard rate determining the timing of doctor visits with a difference-in-differences strategy to identify the reform effect. An extended version of the model accounts for a mismatch between reporting period and calendar quarter. Using data from the German Socio-Economic Panel, we do not find an effect of the co-payment on demand for doctor visits. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.
Use of econometric models to estimate expenditure shares.
Trogdon, Justin G; Finkelstein, Eric A; Hoerger, Thomas J
2008-08-01
To investigate the use of regression models to calculate disease-specific shares of medical expenditures. Medical Expenditure Panel Survey (MEPS), 2000-2003. Theoretical investigation and secondary data analysis. Condition files used to define the presence of 10 medical conditions. Incremental effects of conditions on expenditures, expressed as a fraction of total expenditures, cannot generally be interpreted as shares. When the presence of one condition increases treatment costs for another condition, summing condition-specific shares leads to double-counting of expenditures. Condition-specific shares generated from multiplicative models should not be summed. We provide an algorithm that allows estimates based on these models to be interpreted as shares and summed across conditions.
An econometric model of the South African stock market
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E Moolman
2015-01-01
Full Text Available A wealth of literature exists concerning the modelling of stock markets, as well as the examination of the relationshiop between share price and various economic factors, both theoretically and empirically. However, most studies use data for developed countries in their analyses, while the literature moselling emerging stock markets in general, and the south African stock market in particular, is quite sparse. This study develops a structural theoretically founded model of the South African stock market that is estimated using co-integration and error-correction techniques. These techniques respectively estimate the long-term equilibrium or intrinsic value of the stock market, and the short-term fluctuations around the quilibrium level. According to the results, share prices are co-integrated with the variables dictated by the expected present value model of asset price determination. The short-term fluctuations are determined by various factors such as interest rates, a risk premium, the exchange rate, foreign stock market adn other variables.
Modelling internal migration in Kenya: an econometric analysis with limited data.
Barber, G M; Milne, W J
1988-09-01
"In this paper the determinants of internal migration in Kenya are analyzed on the basis of a human capital model. Explanatory variables included in the specification are both economic (wage rates and employment rates) and noneconomic (for example, population density and educational attainment). Also incorporated are variables which reflect intervening opportunities.... The econometric results show that destination variables are important determinants of internal migration, as is distance between the districts. Further, the variables for the intervening opportunities add significantly to the explanatory power of the model." excerpt
An alternative to the standard spatial econometric approaches in hedonic house price models
DEFF Research Database (Denmark)
Veie, Kathrine Lausted; Panduro, Toke Emil
Hedonic models are subject to spatially correlated errors which are a symptom of omitted spatial variables, mis-speciﬁcation or mismeasurement. Methods have been developed to address this problem through the use of spatial econometrics or spatial ﬁxed eﬀects. However, often spatial correlation is...... varying characteristics markedly. This suggests that omitted variable bias may remain an important problem. We advocate for an increased use of sensitivity analysis to determine robustness of estimates to different models of the (omitted) spatial processes....
Much ado about two: reconsidering retransformation and the two-part model in health econometrics.
Mullahy, J
1998-06-01
In health economics applications involving outcomes (y) and covariates (x), it is often the case that the central inferential problems of interest involve E[y/x] and its associated partial effects or elasticities. Many such outcomes have two fundamental statistical properties: y > or = 0; and the outcome y = 0 is observed with sufficient frequency that the zeros cannot be ignored econometrically. This paper (1) describes circumstances where the standard two-part model with homoskedastic retransformation will fail to provide consistent inferences about important policy parameters; and (2) demonstrates some alternative approaches that are likely to prove helpful in applications.
Directory of Open Access Journals (Sweden)
Constantin ANGHELACHE
2017-06-01
Full Text Available Gross Domestic Product is the most representative synthetic indicator that expresses the evolution of the national economy. This macroeconomic indicator is used in the analysis of the level of the national economy, as well as the dynamic evolution of the national economy. In the forecast studies we rely on GDP evolution. In these situations, we might identify the factors of economic growth, and their influence. On the evolution of GDP have influence some factors: employees, labour productivity, the level of technology, investments and foreign direct investment, imports, exports or net exports, total consumption, and so on. We can analyze the data series and graphical representation. Detailed analysis is performed using econometric methods, parameters which express interdependence, meaning and intensity of correlation. Thus, we estimate the economic developments. The authors studied and proposed some econometric models for the analysis of economic growth/forecast. The novelty is that we adapt some econometric models to macroeconomic analysis.
Pathways to a low-carbon economy for the UK with the macro-econometric E3MG model
International Nuclear Information System (INIS)
Dagoumas, A.S.; Barker, T.S.
2010-01-01
This paper examines different carbon pathways for achieving deep CO 2 reduction targets for the UK using a macro-econometric hybrid model E3MG, which stands for Energy-Economy-Environment Model at the Global level. The E3MG, with the UK as one of its regions, combines a top-down approach for modeling the global economy and for estimating the aggregate and disaggregate energy demand and a bottom-up approach (Energy Technology subModel, ETM) for simulating the power sector, which then provides feedback to the energy demand equations and the whole economy. The ETM submodel uses a probabilistic approach and historical data for estimating the penetration levels of the different technologies, considering their economic, technical and environmental characteristics. Three pathway scenarios (CFH, CLC and CAM) simulate the CO 2 reduction by 40%, 60% and 80% by 2050 compared to 1990 levels respectively and are compared with a reference scenario (REF), with no reduction target. The targets are modeled as the UK contribution to an international mitigation effort, such as achieving the G8 reduction targets, which is a more realistic political framework for the UK to move towards deep reductions rather than moving alone. This paper aims to provide modeling evidence that deep reduction targets can be met through different carbon pathways while also assessing the macroeconomic effects of the pathways on GDP and investment.
Econometrics Models for Copper Recovery: A Case Study of North Waziristan-Copper Deposits
International Nuclear Information System (INIS)
Ali, S.; Khan, M.M.
2010-01-01
Fourteen econometrics models have been developed to evaluate the effects of various flotation process variables like, Propyl xanthate (X/sub 1/g/tonne), pH (X/sub 2/,) Sodium Cyanide (X/sub 3/ g/tonne), Sodium sulphide (X/sub 4/ g/tonne), Frother (X/sub 5/ g/tonne), Pulp density (X/sub 6/ w/vol), and Conditioning time (X/sub 7/ minute) on the copper recovery YR North Waziristan-NWFP Pakistan. Ordinary Least Square OLS method has been applied as an analytical technique for regression analysis. It has been concluded in this study that model given in equation 7 is best model among all. This equation shows that with the increase of one unit of X/sub 1/, Y/sub R/ will increase 0.05 units keeping all other variables constant. (author)
Econometric model of intraurban location of emitters and receptors of industrial air pollution
Energy Technology Data Exchange (ETDEWEB)
Santini, D. J.; Braid, R.
1977-02-01
An econometric model of air pollution for an intraurban location (the Chicago area) is constructed and estimated. The model treats employment and population as simultaneously determined. Exogenous variables are selected to represent transportation infrastructure investments resulting primarily from federal and state decisions. The exogenous variables account for the relative services provided by highways, commuter railroads, rail rapid transit, waterways, and airports. The employment location equations appear to be considerably more successful than those in previous studies. These equations indicate that waterway availability constrains the locational options of most major industrial air polluters; that highway accessibility is a more influential factor in industrial than services location choices; that rail rapid transit accessibility is more important to services than industrial locations; and that major airports attract light industrial development. The success of the employment location equations reflects the importance of disaggregating intraurban modes of transport and of adding to urban location models the local effects of interurban modes of transport such as water and air.
DEFF Research Database (Denmark)
Kooths, Stefan; Mitze, Timo Friedel; Ringhut, Eric
2004-01-01
This paper compares the predictive power of linear econometric and non-linear computational models for forecasting the inflation rate in the European Monetary Union (EMU). Various models of both types are developed using different monetary and real activity indicators. They are compared according...
Waste production and regional growth of marine activities an econometric model.
Bramati, Maria Caterina
2016-11-15
Coastal regions are characterized by intense human activity and climatic pressures, often intensified by competing interests in the use of marine waters. To assess the effect of public spending on the regional economy, an econometric model is here proposed. Not only are the regional investment and the climatic risks included in the model, but also variables related to the anthropogenic pressure, such as population, economic activities and waste production. Feedback effects of economic and demographic expansion on the pollution of coastal areas are also considered. It is found that dangerous waste increases with growing shipping and transportation activities and with growing population density in non-touristic coastal areas. On the other hand, the amount of non-dangerous wastes increases with marine mining, defense and offshore energy production activities. However, lower waste production occurs in areas where aquaculture and touristic industry are more exploited, and accompanied by increasing regional investment in waste disposal. Copyright © 2016 Elsevier Ltd. All rights reserved.
Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM
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Nalan Baştürk
2016-03-01
Full Text Available This paper presents the parallel computing implementation of the MitISEM algorithm, labeled Parallel MitISEM. The basic MitISEM algorithm provides an automatic and flexible method to approximate a non-elliptical target density using adaptive mixtures of Student-t densities, where only a kernel of the target density is required. The approximation can be used as a candidate density in Importance Sampling or Metropolis Hastings methods for Bayesian inference on model parameters and probabilities. We present and discuss four canonical econometric models using a Graphics Processing Unit and a multi-core Central Processing Unit version of the MitISEM algorithm. The results show that the parallelization of the MitISEM algorithm on Graphics Processing Units and multi-core Central Processing Units is straightforward and fast to program using MATLAB. Moreover the speed performance of the Graphics Processing Unit version is much higher than the Central Processing Unit one.
ECONOMETRIC MODEL OF FIRM’S VALUE IN LIQUID MARKET: CASE OF INDONESIA
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Putu Agus Ardiana
2012-11-01
Full Text Available The research aims to investigate variables affecting Tobin’s Q which represents the value of public companies listed on LQ45 Index on the Indonesia Stock Exchange by developing a BLUE(Best Linear UnbiasedEstimators econometric model for cross-sectional data of 2007, 2008, and 2009 as well as panel data. The models vary across different data but there are important findings to note. Public companies listed on LQ45 Index have experienced overliquidity problem during the period of observation leading to a decline in firm’s value. In addition, those public companies have low financial risk so they have chance to increase their debts especially long-term debts.
Behavioral Econometrics for Psychologists
DEFF Research Database (Denmark)
Andersen, Steffen; Harrison, Glenn W.; Lau, Morten
We make the case that psychologists should make wider use of structural econometric methods. These methods involve the development of maximum likelihood estimates of models, where the likelihood function is tailored to the structural model. In recent years these models have been developed...
Kreinovich, Vladik; Sriboonchitta, Songsak; Suriya, Komsan
2015-01-01
This edited book contains several state-of-the-art papers devoted to econometrics of risk. Some papers provide theoretical analysis of the corresponding mathematical, statistical, computational, and economical models. Other papers describe applications of the novel risk-related econometric techniques to real-life economic situations. The book presents new methods developed just recently, in particular, methods using non-Gaussian heavy-tailed distributions, methods using non-Gaussian copulas to properly take into account dependence between different quantities, methods taking into account imprecise ("fuzzy") expert knowledge, and many other innovative techniques. This versatile volume helps practitioners to learn how to apply new techniques of econometrics of risk, and researchers to further improve the existing models and to come up with new ideas on how to best take into account economic risks.
Mullahy, John
2009-07-01
Econometric modeling of healthcare costs and expenditures has become an important component of decision-making across a wide array of real-world settings. The objective of this article is to provide a brief summary of important conceptual and analytical issues involved in econometric healthcare cost modeling. To this end, the article explores: outcome measures typically analyzed in such work; the decision maker's perspective in econometric cost modeling exercises; specific analytical issues in econometric model specification; statistical goodness-of-fit testing; empirical implications of "upper tail" (or "high cost") phenomena; and issues relating to the reporting of findings. Some of the concepts explored here are illustrated in light of samples drawn from the 2005 Medical Expenditure Panel Survey and the 2005 Nationwide Inpatient Sample. Analysts of healthcare cost data have at their disposal an increasingly sophisticated tool kit for analyzing such data that can in principle and in fact yield increasingly interesting insights into data structures. Yet for such analyses to usefully inform policy decisions, the manner in which such studies are designed, undertaken, and reported must accommodate considerations relevant to the decision-making community. The article concludes with some preliminary thoughts on how such bridges might be constructed.
Martin-StPaul, N. K.; Ay, J. S.; Guillemot, J.; Doyen, L.; Leadley, P.
2014-12-01
Species distribution models (SDMs) are widely used to study and predict the outcome of global changes on species. In human dominated ecosystems the presence of a given species is the result of both its ecological suitability and human footprint on nature such as land use choices. Land use choices may thus be responsible for a selection bias in the presence/absence data used in SDM calibration. We present a structural modelling approach (i.e. based on structural equation modelling) that accounts for this selection bias. The new structural species distribution model (SSDM) estimates simultaneously land use choices and species responses to bioclimatic variables. A land use equation based on an econometric model of landowner choices was joined to an equation of species response to bioclimatic variables. SSDM allows the residuals of both equations to be dependent, taking into account the possibility of shared omitted variables and measurement errors. We provide a general description of the statistical theory and a set of applications on forest trees over France using databases of climate and forest inventory at different spatial resolution (from 2km to 8km). We also compared the outputs of the SSDM with outputs of a classical SDM (i.e. Biomod ensemble modelling) in terms of bioclimatic response curves and potential distributions under current climate and climate change scenarios. The shapes of the bioclimatic response curves and the modelled species distribution maps differed markedly between SSDM and classical SDMs, with contrasted patterns according to species and spatial resolutions. The magnitude and directions of these differences were dependent on the correlations between the errors from both equations and were highest for higher spatial resolutions. A first conclusion is that the use of classical SDMs can potentially lead to strong miss-estimation of the actual and future probability of presence modelled. Beyond this selection bias, the SSDM we propose represents
The Standard Model in the history of the Natural Sciences, Econometrics, and the social sciences
Fisher, W. P., Jr.
2010-07-01
In the late 18th and early 19th centuries, scientists appropriated Newton's laws of motion as a model for the conduct of any other field of investigation that would purport to be a science. This early form of a Standard Model eventually informed the basis of analogies for the mathematical expression of phenomena previously studied qualitatively, such as cohesion, affinity, heat, light, electricity, and magnetism. James Clerk Maxwell is known for his repeated use of a formalized version of this method of analogy in lectures, teaching, and the design of experiments. Economists transferring skills learned in physics made use of the Standard Model, especially after Maxwell demonstrated the value of conceiving it in abstract mathematics instead of as a concrete and literal mechanical analogy. Haavelmo's probability approach in econometrics and R. Fisher's Statistical Methods for Research Workers brought a statistical approach to bear on the Standard Model, quietly reversing the perspective of economics and the social sciences relative to that of physics. Where physicists, and Maxwell in particular, intuited scientific method as imposing stringent demands on the quality and interrelations of data, instruments, and theory in the name of inferential and comparative stability, statistical models and methods disconnected theory from data by removing the instrument as an essential component. New possibilities for reconnecting economics and the social sciences to Maxwell's sense of the method of analogy are found in Rasch's probabilistic models for measurement.
The Standard Model in the history of the Natural Sciences, Econometrics, and the social sciences
International Nuclear Information System (INIS)
Fisher, W P Jr
2010-01-01
In the late 18th and early 19th centuries, scientists appropriated Newton's laws of motion as a model for the conduct of any other field of investigation that would purport to be a science. This early form of a Standard Model eventually informed the basis of analogies for the mathematical expression of phenomena previously studied qualitatively, such as cohesion, affinity, heat, light, electricity, and magnetism. James Clerk Maxwell is known for his repeated use of a formalized version of this method of analogy in lectures, teaching, and the design of experiments. Economists transferring skills learned in physics made use of the Standard Model, especially after Maxwell demonstrated the value of conceiving it in abstract mathematics instead of as a concrete and literal mechanical analogy. Haavelmo's probability approach in econometrics and R. Fisher's Statistical Methods for Research Workers brought a statistical approach to bear on the Standard Model, quietly reversing the perspective of economics and the social sciences relative to that of physics. Where physicists, and Maxwell in particular, intuited scientific method as imposing stringent demands on the quality and interrelations of data, instruments, and theory in the name of inferential and comparative stability, statistical models and methods disconnected theory from data by removing the instrument as an essential component. New possibilities for reconnecting economics and the social sciences to Maxwell's sense of the method of analogy are found in Rasch's probabilistic models for measurement.
An assessment of Japanese carbon tax reform using the E3MG econometric model.
Lee, Soocheol; Pollitt, Hector; Ueta, Kazuhiro
2012-01-01
This paper analyses the potential economic and environmental effects of carbon taxation in Japan using the E3MG model, a global macroeconometric model constructed by the University of Cambridge and Cambridge Econometrics. The paper approaches the issues by considering first the impacts of the carbon tax in Japan introduced in 2012 and then the measures necessary to reduce Japan's emissions in line with its Copenhagen pledge of -25% compared to 1990 levels. The results from the model suggest that FY2012 Tax Reform has only a small impact on emission levels and no significant impact on GDP and employment. The potential costs of reducing emissions to meet the 25% reduction target for 2020 are quite modest, but noticeable. GDP falls by around 1.2% compared to the baseline and employment by 0.4% compared to the baseline. But this could be offset, with some potential economic benefits, if revenues are recycled efficiently. This paper considers two revenue recycling scenarios. The most positive outcome is if revenues are used both to reduce income tax rates and to increase investment in energy efficiency. This paper shows there could be double dividend effects, if Carbon Tax Reform is properly designed.
An Assessment of Japanese Carbon Tax Reform Using the E3MG Econometric Model
Directory of Open Access Journals (Sweden)
Soocheol Lee
2012-01-01
Full Text Available This paper analyses the potential economic and environmental effects of carbon taxation in Japan using the E3MG model, a global macroeconometric model constructed by the University of Cambridge and Cambridge Econometrics. The paper approaches the issues by considering first the impacts of the carbon tax in Japan introduced in 2012 and then the measures necessary to reduce Japan’s emissions in line with its Copenhagen pledge of −25% compared to 1990 levels. The results from the model suggest that FY2012 Tax Reform has only a small impact on emission levels and no significant impact on GDP and employment. The potential costs of reducing emissions to meet the 25% reduction target for 2020 are quite modest, but noticeable. GDP falls by around 1.2% compared to the baseline and employment by 0.4% compared to the baseline. But this could be offset, with some potential economic benefits, if revenues are recycled efficiently. This paper considers two revenue recycling scenarios. The most positive outcome is if revenues are used both to reduce income tax rates and to increase investment in energy efficiency. This paper shows there could be double dividend effects, if Carbon Tax Reform is properly designed.
An Assessment of Japanese Carbon Tax Reform Using the E3MG Econometric Model
Lee, Soocheol; Pollitt, Hector; Ueta, Kazuhiro
2012-01-01
This paper analyses the potential economic and environmental effects of carbon taxation in Japan using the E3MG model, a global macroeconometric model constructed by the University of Cambridge and Cambridge Econometrics. The paper approaches the issues by considering first the impacts of the carbon tax in Japan introduced in 2012 and then the measures necessary to reduce Japan's emissions in line with its Copenhagen pledge of −25% compared to 1990 levels. The results from the model suggest that FY2012 Tax Reform has only a small impact on emission levels and no significant impact on GDP and employment. The potential costs of reducing emissions to meet the 25% reduction target for 2020 are quite modest, but noticeable. GDP falls by around 1.2% compared to the baseline and employment by 0.4% compared to the baseline. But this could be offset, with some potential economic benefits, if revenues are recycled efficiently. This paper considers two revenue recycling scenarios. The most positive outcome is if revenues are used both to reduce income tax rates and to increase investment in energy efficiency. This paper shows there could be double dividend effects, if Carbon Tax Reform is properly designed. PMID:23365531
Directory of Open Access Journals (Sweden)
Wong Kelly_Kai_Seng
2017-01-01
Full Text Available The objective of this study is to construct an econometric commodity model in order to forecast the long term rice production performance of the state of Sabah, Malaysia. The baseline projection shows that the Sabah rice self-sufficiency is estimated to achieve approximately38% in the next 10 years due to the scarcity of the suitable land bank allocate for paddy cultivation. In order to achieve 60% of targeted rice self-sufficiency level (SSL, the size of land for paddy cultivation must be increased in Sabah. Based on the scenario simulation projection result, the expansion of paddy cultivation area will contribute a positively to the industrial rice production and consequently achieving the expected 60% of SSL by the end of 2024. In a nutshell, the state government of Sabah possess state autonomy on the land management, thus the state government plays a significant key role on promoting the local rice self-sufficiency level in the long-term period
2011-09-21
Title: Transportation and Socioeconomic Impacts of Bypasses on Communities: An Integrated Synthesis of Panel Data, Multilevel, and Spatial Econometric Models with Case Studies. The title used at the start of this project was Transportation and Soc...
Firgo, Matthias; Fritz, Oliver
2016-01-01
This paper is the first to apply an econometric shift-share model to tourism. The approach allows us to isolate the growth contributions of changes in regional touristic attractiveness from those induced by the structure of visitors, but does not share the caveats of the conventional shift-share approach. Our application to regional tourism in Austria reveals important results: First, differences in long-run performance between regions are mostly related to idiosyncratic changes in the touris...
Saldaña-Zorrilla, Sergio O; Sandberg, Krister
2009-10-01
Mexico's vast human and environmental diversity offers an initial framework for comprehending some of the prevailing great disparities between rich and poor. Its socio-economic constructed vulnerability to climatic events serves to expand this understanding. Based on a spatial econometric model, this paper tests the contribution of natural disasters to stimulating the emigration process in vulnerable regions of Mexico. Besides coping and adaptive capacity, it assesses the effects of economic losses due to disasters as well as the adverse production and trade conditions of the 1990s on emigration rates in 2000 at the municipality level. Weather-related disasters were responsible for approximately 80 per cent of economic losses in Mexico between 1980 and 2005, mostly in the agricultural sector, which continues to dominate many parts of the country. It is dramatic that this sector generates around only four per cent of gross domestic product but provides a livelihood to about one-quarter of the national population. It is no wonder, therefore, that most emigration from this country arises in vulnerable rural areas.
Econometric models for distinguishing between market-driven and publicly-funded energy efficiency
International Nuclear Information System (INIS)
Horowitz, Marvin J.
2005-01-01
Central to the problem of estimating energy program benefits is the necessity to differentiate between changes in energy use that would have occurred in the absence of public programs versus declines in energy use that would not have occurred but for public programs. The former changes are often referred to as naturally-occurring or market-driven effects. They occur due to a combination of one or more independent variables, such as changes in prices, incomes, weather, and technology. For a rigorous, scientifically-valid program evaluation, it is essential to first control for these variables before making statistical inferences related to public program effects. This paper describes the economic and statistical issues surrounding quantitative studies of energy use, energy efficiency, and public programs. To illustrate the strengths and weaknesses of different impact evaluation approaches, this paper describes three new studies related to electricity use in the U. S. commercial buildings sector. Specification and estimation of time series and cross section econometric models are discussed, as are their capabilities for obtaining long-run estimates of the net impacts of energy efficiency programs
Camenzind, Paul A
2012-03-13
In spite of a detailed and nation-wide legislation frame, there exist large cantonal disparities in consumed quantities of health care services in Switzerland. In this study, the most important factors of influence causing these regional disparities are determined. The findings can also be productive for discussing the containment of health care consumption in other countries. Based on the literature, relevant factors that cause geographic disparities of quantities and costs in western health care systems are identified. Using a selected set of these factors, individual panel econometric models are calculated to explain the variation of the utilization in each of the six largest health care service groups (general practitioners, specialist doctors, hospital inpatient, hospital outpatient, medication, and nursing homes) in Swiss mandatory health insurance (MHI). The main data source is 'Datenpool santésuisse', a database of Swiss health insurers. For all six health care service groups, significant factors influencing the utilization frequency over time and across cantons are found. A greater supply of service providers tends to have strong interrelations with per capita consumption of MHI services. On the demand side, older populations and higher population densities represent the clearest driving factors. Strategies to contain consumption and costs in health care should include several elements. In the federalist Swiss system, the structure of regional health care supply seems to generate significant effects. However, the extent of driving factors on the demand side (e.g., social deprivation) or financing instruments (e.g., high deductibles) should also be considered.
International Nuclear Information System (INIS)
Lee, M.K.; Kim, S.S.; Moon, K.H.; Song, K.D.; Choi, Y.M.
1997-01-01
It is very important to take a look at the role of nuclear energy within the framework of energy demand and supply when the international environmental regulation is imposed. The main purpose of this study is to estimate the effect of imposition of carbon tax on energy sector in Korea. To do so, an econometric simulation model was developed. The model is composed of not only energy part in detail but also economic activity part in a rather simple manner. To analyze the electric sector in detail, energy block is divided into the electric and the non-electric energy sector. In the electric sector there are four blocks such as demand, conversion efficiency, fuel, and price. Several carbon tax scenarios were assumed to figure out the impacts on such variables as C0 sub 2 emissions, GDP, energy demand and price. After estimating the carbon tax effects, another set of scenario was created in analyzing the possible role of nuclear power for alleviating the impacts from carbon tax. From the results it is found that the national economy is significantly influenced according to which regulation is adopted. If international regulation is imposed on the quantity of total carbon emission, the impact is so severe that Korean economy could not stand alone. Therefore, the economy cannot overcome the impact from the regulation only by the increased share of nuclear. However, if the regulation is imposed on the quantity of carbon emission proportional to population instead of total carbon emission, it would bring definitely better opportunity to the Korean economy. In the latter case, there is room that nuclear can contribute. If the share of nuclear increases up to 60% in 2020 instead of 45%, GDP would rise by 1.9% while the electricity price lower by 46%. The model could be used in other purposed such as studies on the impacts from fuel prices increases, from capital investment costs increases, and so on
Convolution copula econometrics
Cherubini, Umberto; Mulinacci, Sabrina
2016-01-01
This book presents a novel approach to time series econometrics, which studies the behavior of nonlinear stochastic processes. This approach allows for an arbitrary dependence structure in the increments and provides a generalization with respect to the standard linear independent increments assumption of classical time series models. The book offers a solution to the problem of a general semiparametric approach, which is given by a concept called C-convolution (convolution of dependent variables), and the corresponding theory of convolution-based copulas. Intended for econometrics and statistics scholars with a special interest in time series analysis and copula functions (or other nonparametric approaches), the book is also useful for doctoral students with a basic knowledge of copula functions wanting to learn about the latest research developments in the field.
ECONOMETRIC MODELLING OD THE INFLUENCE OF LAKE WATER QUALITY CHANGES ON FISHING ECONOMY
Directory of Open Access Journals (Sweden)
Marek Antoni Ramczyk
2017-06-01
Full Text Available The econometric model can be a precise instrument for the analysis of the impact of the natural environment's degradation on fishing economy. This paper aims at analysing the influence of the water quality changes in lake Charzykowskie on the fishing economy. This dissertation present the results of a research on the lake water pollution's impact on fishing economy. The economic-ecological models have been constructed, explaining the changes of economic effects of the lake fishery in the conditions of an increasing water pollution in the epilimnion on the example of the catch of Rutilus rutilus, Abramis brama, Blicca bjoerkna, Coregonus albula, Coregonus lavaretus, Anguilla anguilla and Esox lucius in Lake Charzykowskie. Performed empirical research looked into the influence of the environmental factors on the size of fish catch. Calculations and analysis show clearly that though the habitat factors do influence the catch size of each studied fish species, they do it with different intensity and in various combinations. Both lake water quality and climate factors changes cause measurable effects on fishing industry of lake Charzykowskie. Among all the examined Rutilus rutilus, Abramis brama and Blicca bjoerkna the highest environmental requirements concerning water quality has Blicca bjoerkna. Whereas Abramis brama has slightly higher environmental requirements than Rutilus rutilus. Empirical calculations showed as well that Coregonus albula and Coregonus lavaretus have considerably higher water cleanness requirements than Rutilus rutilus, Abramis brama and Blicca bjoerkna. While when talking about Rutilus rutilus, Abramis brama and Blicca bjoerkna, most water characteristics still rather stimulated these species' development, when it comes to Coregonus albula and Coregonus lavaretus, in general they suppressed their development. The model has also proved quite high habitat requierements of Anquilla anquilla and correctness of the thesis that
Katikireddi, Srinivasa V; Bond, Lyndal; Hilton, Shona
2014-06-01
Novel policy interventions may lack evaluation-based evidence. Considerations to introduce minimum unit pricing (MUP) of alcohol in the UK were informed by econometric modelling (the 'Sheffield model'). We aim to investigate policy stakeholders' views of the utility of modelling studies for public health policy. In-depth qualitative interviews with 36 individuals involved in MUP policy debates (purposively sampled to include civil servants, politicians, academics, advocates and industry-related actors) were conducted and thematically analysed. Interviewees felt familiar with modelling studies and often displayed detailed understandings of the Sheffield model. Despite this, many were uneasy about the extent to which the Sheffield model could be relied on for informing policymaking and preferred traditional evaluations. A tension was identified between this preference for post hoc evaluations and a desire for evidence derived from local data, with modelling seen to offer high external validity. MUP critics expressed concern that the Sheffield model did not adequately capture the 'real life' world of the alcohol market, which was conceptualized as a complex and, to some extent, inherently unpredictable system. Communication of modelling results was considered intrinsically difficult but presenting an appropriate picture of the uncertainties inherent in modelling was viewed as desirable. There was general enthusiasm for increased use of econometric modelling to inform future policymaking but an appreciation that such evidence should only form one input into the process. Modelling studies are valued by policymakers as they provide contextually relevant evidence for novel policies, but tensions exist with views of traditional evaluation-based evidence. © The Author 2013. Published by Oxford University Press on behalf of the European Public Health Association.
Oil dependency of the Russian economy: an econometric analysis
Benedictow, Andreas; Fjærtoft, Daniel; Løfsnæs, Ole
2010-01-01
Abstract: A macro econometric model of the Russian economy is developed, containing 13 estimated equations – covering major national account variables, government expenditures and revenues, interest rates, prices and the labour market. The model is tailored to analyze effects of changes in the oil price and economic policy variables. The model has good statistical properties and tracks history well over the estimation period, which runs from 1995Q1 to 2008Q1. Model simulations indicate tha...
Directory of Open Access Journals (Sweden)
Pilko Andriy D.
2017-07-01
Full Text Available The publication is aimed at coverage of the results of a study on existing approaches to the setting and solving the task of evaluation and analysis of efficiency of management of production processes at forestry enterprises, as well as implementation and development (in line with the industry specificity of the previously proposed approach to evaluating, analyzing and forecasting the efficiency of management of the production process by means of development and application of the economic-mathematical modeling capabilities. A study on the efficiency of the production process management and the usage of enterprise’s basic production assets has been conducted with application of discriminantal and simultative econometric models. Further development of the proposed approach could provide an additional methodical basis for planning activities to improve the management of production at forestry enterprises.
Causal inference in econometrics
Kreinovich, Vladik; Sriboonchitta, Songsak
2016-01-01
This book is devoted to the analysis of causal inference which is one of the most difficult tasks in data analysis: when two phenomena are observed to be related, it is often difficult to decide whether one of them causally influences the other one, or whether these two phenomena have a common cause. This analysis is the main focus of this volume. To get a good understanding of the causal inference, it is important to have models of economic phenomena which are as accurate as possible. Because of this need, this volume also contains papers that use non-traditional economic models, such as fuzzy models and models obtained by using neural networks and data mining techniques. It also contains papers that apply different econometric models to analyze real-life economic dependencies.
Zhao, Zhibiao
2011-06-01
We address the nonparametric model validation problem for hidden Markov models with partially observable variables and hidden states. We achieve this goal by constructing a nonparametric simultaneous confidence envelope for transition density function of the observable variables and checking whether the parametric density estimate is contained within such an envelope. Our specification test procedure is motivated by a functional connection between the transition density of the observable variables and the Markov transition kernel of the hidden states. Our approach is applicable for continuous time diffusion models, stochastic volatility models, nonlinear time series models, and models with market microstructure noise.
Parameterized examination in econometrics
Malinova, Anna; Kyurkchiev, Vesselin; Spasov, Georgi
2018-01-01
The paper presents a parameterization of basic types of exam questions in Econometrics. This algorithm is used to automate and facilitate the process of examination, assessment and self-preparation of a large number of students. The proposed parameterization of testing questions reduces the time required to author tests and course assignments. It enables tutors to generate a large number of different but equivalent dynamic questions (with dynamic answers) on a certain topic, which are automatically assessed. The presented methods are implemented in DisPeL (Distributed Platform for e-Learning) and provide questions in the areas of filtering and smoothing of time-series data, forecasting, building and analysis of single-equation econometric models. Questions also cover elasticity, average and marginal characteristics, product and cost functions, measurement of monopoly power, supply, demand and equilibrium price, consumer and product surplus, etc. Several approaches are used to enable the required numerical computations in DisPeL - integration of third-party mathematical libraries, developing our own procedures from scratch, and wrapping our legacy math codes in order to modernize and reuse them.
Energy Technology Data Exchange (ETDEWEB)
Rice, P [Oak Ridge National Lab., TN; Smith, V K
1977-11-01
This paper describes a forty-two nonlinear equation model of the U.S. petroleum industry estimated over the period 1946 to 1973. The model specifies refinery outputs and prices as being simultaneously determined by market forces while the domestic output of crude oil is determined in a block-recursive segment of the model. The simultaneous behavioral equations are estimated with nonlinear two-stage least-squares adjusted to reflect the implications of autocorrelation for those equations where it appears to be a problem. A multi-period sample simulation, together with forecasts for 1974 and 1975 are used to evaluate the model's performance. Finally, it is used to forecast to 1985 under two scenarios and compared with the Federal Energy Administration's forecast for the same period. 2 figures, 8 tables, 38 references.
Essays on nonparametric econometrics of stochastic volatility
Zu, Y.
2012-01-01
Volatility is a concept that describes the variation of financial returns. Measuring and modelling volatility dynamics is an important aspect of financial econometrics. This thesis is concerned with nonparametric approaches to volatility measurement and volatility model validation.
Econometric modelling of Serbian current account determinants: Jackknife Model Averaging approach
Directory of Open Access Journals (Sweden)
Petrović Predrag
2014-01-01
Full Text Available This research aims to model Serbian current account determinants for the period Q1 2002 - Q4 2012. Taking into account the majority of relevant determinants, using the Jackknife Model Averaging approach, 48 different models have been estimated, where 1254 equations needed to be estimated and averaged for each of the models. The results of selected representative models indicate moderate persistence of the CA and positive influence of: fiscal balance, oil trade balance, terms of trade, relative income and real effective exchange rates, where we should emphasise: (i a rather strong influence of relative income, (ii the fact that the worsening of oil trade balance results in worsening of other components (probably non-oil trade balance of CA and (iii that the positive influence of terms of trade reveals functionality of the Harberger-Laursen-Metzler effect in Serbia. On the other hand, negative influence is evident in case of: relative economic growth, gross fixed capital formation, net foreign assets and trade openness. What particularly stands out is the strong effect of relative economic growth that, most likely, reveals high citizens' future income growth expectations, which has negative impact on the CA.
Ay, Jean-Sauveur; Guillemot, Joannès; Martin-StPaul, Nicolas K.; Doyen, Luc; Leadley, Paul
2015-04-01
Species distribution models (SDMs) are widely used to study and predict the outcome of global change on species. In human dominated ecosystems the presence of a given species is the result of both its ecological suitability and human footprint on nature such as land use choices. Land use choices may thus be responsible for a selection bias in the presence/absence data used in SDM calibration. We present a structural modelling approach (i.e. based on structural equation modelling) that accounts for this selection bias. The new structural species distribution model (SSDM) estimates simultaneously land use choices and species responses to bioclimatic variables. A land use equation based on an econometric model of landowner choices was joined to an equation of species response to bioclimatic variables. SSDM allows the residuals of both equations to be dependent, taking into account the possibility of shared omitted variables and measurement errors. We provide a general description of the statistical theory and a set of application on forested trees over France using databases of climate and forest inventory at different spatial resolution (from 2km to 8 km). We also compared the output of the SSDM with outputs of a classical SDM in term of bioclimatic response curves and potential distribution under current climate. According to the species and the spatial resolution of the calibration dataset, shapes of bioclimatic response curves the modelled species distribution maps differed markedly between the SSDM and classical SDMs. The magnitude and directions of these differences were dependent on the correlations between the errors from both equations and were highest for higher spatial resolutions. A first conclusion is that the use of classical SDMs can potentially lead to strong miss-estimation of the actual and future probability of presence modelled. Beyond this selection bias, the SSDM we propose represents a crucial step to account for economic constraints on tree
Brunelli, Alessandro; Salati, Michele; Refai, Majed; Xiumé, Francesco; Rocco, Gaetano; Sabbatini, Armando
2007-09-01
The objectives of this study were to develop a risk-adjusted model to estimate individual postoperative costs after major lung resection and to use it for internal economic audit. Variable and fixed hospital costs were collected for 679 consecutive patients who underwent major lung resection from January 2000 through October 2006 at our unit. Several preoperative variables were used to develop a risk-adjusted econometric model from all patients operated on during the period 2000 through 2003 by a stepwise multiple regression analysis (validated by bootstrap). The model was then used to estimate the postoperative costs in the patients operated on during the 3 subsequent periods (years 2004, 2005, and 2006). Observed and predicted costs were then compared within each period by the Wilcoxon signed rank test. Multiple regression and bootstrap analysis yielded the following model predicting postoperative cost: 11,078 + 1340.3X (age > 70 years) + 1927.8X cardiac comorbidity - 95X ppoFEV1%. No differences between predicted and observed costs were noted in the first 2 periods analyzed (year 2004, $6188.40 vs $6241.40, P = .3; year 2005, $6308.60 vs $6483.60, P = .4), whereas in the most recent period (2006) observed costs were significantly lower than the predicted ones ($3457.30 vs $6162.70, P model may be used as a methodologic template for economic audit in our specialty and complement more traditional outcome measures in the assessment of performance.
Pretis, F.; Hendry, D. F.
2013-01-01
We outline six important hazards that can be encountered in econometric modelling of time-series data, and apply that analysis to demonstrate errors in the empirical modelling of climate data in Beenstock et al. (2012). We show that the claim made in Beenstock et al. (2012) as to the different degrees of integrability of CO2 and temperature is incorrect. In particular, the level of integration is not constant and not intrinsic to the process. Further, we illustrate that the ...
Survey on econometric analysis of oil substitute energy; Sekiyu daitai energy keiryo bunseki chosa
Energy Technology Data Exchange (ETDEWEB)
NONE
1996-03-01
For the econometric analysis of petroleum substitution energy, a domestic econometric model was developed which can concretely and econometrically grasp and analyze effects of measures taken for environmental policies, energy conservation, promotion of new energy, etc. The model was made so synthetic as to catch a relationship between energy supply/demand and changes of econosocial structures in economic growth, industrial structure, life style, etc. which are extremely important elements for catching future energy demand. The model is composed of a secondary energy price model, a new energy introduction model, and an energy supply/demand model. As case parameters, selected were the price of crude oil, introduction of new energy, GDP and energy conservation, and the following cases were assumed: standard case, high price energy case, new energy introduction promotion case, low economic growth case, energy conservation case, and low energy demand case. The results of simulating each of these cases were indicated. 91 figs., 110 tabs.
An Applied Physicist Does Econometrics
Taff, L. G.
2010-02-01
The biggest problem those attempting to understand econometric data, via modeling, have is that economics has no F = ma. Without a theoretical underpinning, econometricians have no way to build a good model to fit observations to. Physicists do, and when F = ma failed, we knew it. Still desiring to comprehend econometric data, applied economists turn to mis-applying probability theory---especially with regard to the assumptions concerning random errors---and choosing extremely simplistic analytical formulations of inter-relationships. This introduces model bias to an unknown degree. An applied physicist, used to having to match observations to a numerical or analytical model with a firm theoretical basis, modify the model, re-perform the analysis, and then know why, and when, to delete ``outliers'', is at a considerable advantage when quantitatively analyzing econometric data. I treat two cases. One is to determine the household density distribution of total assets, annual income, age, level of education, race, and marital status. Each of these ``independent'' variables is highly correlated with every other but only current annual income and level of education follow a linear relationship. The other is to discover the functional dependence of total assets on the distribution of assets: total assets has an amazingly tight power law dependence on a quadratic function of portfolio composition. Who knew? )
Two-stage residual inclusion estimation: addressing endogeneity in health econometric modeling.
Terza, Joseph V; Basu, Anirban; Rathouz, Paul J
2008-05-01
The paper focuses on two estimation methods that have been widely used to address endogeneity in empirical research in health economics and health services research-two-stage predictor substitution (2SPS) and two-stage residual inclusion (2SRI). 2SPS is the rote extension (to nonlinear models) of the popular linear two-stage least squares estimator. The 2SRI estimator is similar except that in the second-stage regression, the endogenous variables are not replaced by first-stage predictors. Instead, first-stage residuals are included as additional regressors. In a generic parametric framework, we show that 2SRI is consistent and 2SPS is not. Results from a simulation study and an illustrative example also recommend against 2SPS and favor 2SRI. Our findings are important given that there are many prominent examples of the application of inconsistent 2SPS in the recent literature. This study can be used as a guide by future researchers in health economics who are confronted with endogeneity in their empirical work.
Econometric Models of Education, Some Applications. Education and Development, Technical Reports.
Tinbergen, Jan; And Others
This report contains five papers which describe mathematical models of the educational system as it relates to economic growth. Experimental applications of the models to particular educational systems are discussed. Three papers, by L. J. Emmerij, J. Blum, and G. Williams, discuss planning models for the calculation of educational requirements…
An econometric model of the U.S. secondary copper industry: Recycling versus disposal
Slade, M.E.
1980-01-01
In this paper, a theoretical model of secondary recovery is developed that integrates microeconomic theories of production and cost with a dynamic model of scrap generation and accumulation. The model equations are estimated for the U.S. secondary copper industry and used to assess the impacts that various policies and future events have on copper recycling rates. The alternatives considered are: subsidies for secondary production, differing energy costs, and varying ore quality in primary production. ?? 1990.
Sriboonchitta, Songsak; Huynh, Van-Nam
2017-01-01
This book presents recent research on robustness in econometrics. Robust data processing techniques – i.e., techniques that yield results minimally affected by outliers – and their applications to real-life economic and financial situations are the main focus of this book. The book also discusses applications of more traditional statistical techniques to econometric problems. Econometrics is a branch of economics that uses mathematical (especially statistical) methods to analyze economic systems, to forecast economic and financial dynamics, and to develop strategies for achieving desirable economic performance. In day-by-day data, we often encounter outliers that do not reflect the long-term economic trends, e.g., unexpected and abrupt fluctuations. As such, it is important to develop robust data processing techniques that can accommodate these fluctuations.
Compilation Of An Econometric Human Resource Efficiency Model For Project Management Best Practices
G. van Zyl; P. Venier
2006-01-01
The aim of the paper is to introduce a human resource efficiency model in order to rank the most important human resource driving forces for project management best practices. The results of the model will demonstrate how the human resource component of project management acts as the primary function to enhance organizational performance, codified through improved logical end-state programmes, work ethics and process contributions. Given the hypothesis that project management best practices i...
Econometric analysis and energy substitution
International Nuclear Information System (INIS)
Phillips, G.J.
1981-09-01
As part of its long-term assessment of new applications for nuclear energy, AECL is becoming acquainted with the techniques of mathematical modelling as used in the areas of energy and economics. Early in 1980, a contract was arranged with DataMetrics Limited of Calgary to prepare an econometric model of the manufacturing sector for Ontario, and to provide AECL with all the information necessary to understand the theory, derivation, and use of the model. This report summarizes the results of this exercise
Evaluation of Loss Due to Storm Surge Disasters in China Based on Econometric Model Groups
Shi, Xiaoxia; Xu, Tongbin; Yin, Kedong
2018-01-01
Storm surge has become an important factor restricting the economic and social development of China’s coastal regions. In order to improve the scientific judgment of future storm surge damage, a method of model groups is proposed to refine the evaluation of the loss due to storm surges. Due to the relative dispersion and poor regularity of the natural property data (login center air pressure, maximum wind speed, maximum storm water, super warning water level, etc.), storm surge disaster is divided based on eight kinds of storm surge disaster grade division methods combined with storm surge water, hypervigilance tide level, and disaster loss. The storm surge disaster loss measurement model groups consist of eight equations, and six major modules are constructed: storm surge disaster in agricultural loss, fishery loss, human resource loss, engineering facility loss, living facility loss, and direct economic loss. Finally, the support vector machine (SVM) model is used to evaluate the loss and the intra-sample prediction. It is indicated that the equations of the model groups can reflect in detail the relationship between the damage of storm surges and other related variables. Based on a comparison of the original value and the predicted value error, the model groups pass the test, providing scientific support and a decision basis for the early layout of disaster prevention and mitigation. PMID:29584628
Evaluation of Loss Due to Storm Surge Disasters in China Based on Econometric Model Groups.
Jin, Xue; Shi, Xiaoxia; Gao, Jintian; Xu, Tongbin; Yin, Kedong
2018-03-27
Storm surge has become an important factor restricting the economic and social development of China's coastal regions. In order to improve the scientific judgment of future storm surge damage, a method of model groups is proposed to refine the evaluation of the loss due to storm surges. Due to the relative dispersion and poor regularity of the natural property data (login center air pressure, maximum wind speed, maximum storm water, super warning water level, etc.), storm surge disaster is divided based on eight kinds of storm surge disaster grade division methods combined with storm surge water, hypervigilance tide level, and disaster loss. The storm surge disaster loss measurement model groups consist of eight equations, and six major modules are constructed: storm surge disaster in agricultural loss, fishery loss, human resource loss, engineering facility loss, living facility loss, and direct economic loss. Finally, the support vector machine (SVM) model is used to evaluate the loss and the intra-sample prediction. It is indicated that the equations of the model groups can reflect in detail the relationship between the damage of storm surges and other related variables. Based on a comparison of the original value and the predicted value error, the model groups pass the test, providing scientific support and a decision basis for the early layout of disaster prevention and mitigation.
Evaluation of Loss Due to Storm Surge Disasters in China Based on Econometric Model Groups
Directory of Open Access Journals (Sweden)
Xue Jin
2018-03-01
Full Text Available Storm surge has become an important factor restricting the economic and social development of China’s coastal regions. In order to improve the scientific judgment of future storm surge damage, a method of model groups is proposed to refine the evaluation of the loss due to storm surges. Due to the relative dispersion and poor regularity of the natural property data (login center air pressure, maximum wind speed, maximum storm water, super warning water level, etc., storm surge disaster is divided based on eight kinds of storm surge disaster grade division methods combined with storm surge water, hypervigilance tide level, and disaster loss. The storm surge disaster loss measurement model groups consist of eight equations, and six major modules are constructed: storm surge disaster in agricultural loss, fishery loss, human resource loss, engineering facility loss, living facility loss, and direct economic loss. Finally, the support vector machine (SVM model is used to evaluate the loss and the intra-sample prediction. It is indicated that the equations of the model groups can reflect in detail the relationship between the damage of storm surges and other related variables. Based on a comparison of the original value and the predicted value error, the model groups pass the test, providing scientific support and a decision basis for the early layout of disaster prevention and mitigation.
A MODEL FOR THE PALM OIL MARKET IN NIGERIA: AN ECONOMETRICS APPROACH
Directory of Open Access Journals (Sweden)
Henry Egwuma
2016-04-01
Full Text Available The aim of this study is to formulate and estimate a model for the palm oil market in Nigeria with a view to identifying principal factors that shape the Nigerian palm oil industry. Four structural equation models comprising palm oil production, import demand, domestic demand and producer price have been estimated using the autoregressive distributed lag (ARDL cointegration approach over the 1970 to 2011 period. The results reveal that significant factors that influence the Nigerian palm oil industry include the own price, technological improvements, and income level. Government expenditure on agricultural development is also an important determinant, which underscores the need for government support in agriculture. Our model provides a useful framework for analyzing the effects of changes in major exogenous variables such as income or import tariff on the production, demand, and price of palm oil.
Compilation Of An Econometric Human Resource Efficiency Model For Project Management Best Practices
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G. van Zyl
2006-11-01
Full Text Available The aim of the paper is to introduce a human resource efficiency model in order to rank the most important human resource driving forces for project management best practices. The results of the model will demonstrate how the human resource component of project management acts as the primary function to enhance organizational performance, codified through improved logical end-state programmes, work ethics and process contributions. Given the hypothesis that project management best practices involve significant human resource and organizational changes, one would reasonably expect this process to influence and resonate throughout all the dimensions of an organisation.
Energy Technology Data Exchange (ETDEWEB)
Pinho, L A.Z. [Universidade Federal, Rio de Janeiro, RJ (Brazil). Coordenacao dos Programas de Pos-graduacao de Engenharia; Brandt, S A [Vicosa Univ., MG (Brazil); Moro, S; Wong, S [MAPAG, Juiz de Fora, MG (Brazil); Almeida, J M.C. de [Espirito Santo Univ., Vitoria, ES (Brazil)
1988-12-31
The study specify a dynamic model of production adjustment for charcoal and fuel-wood energy. This model is then transformed in two equations being its reduced forms. Annual series data (1954-80) covering the county as a whole are used. Desired or equilibrium energy output is expressed as a function of general economic activity and cost of factors of production. The reduced form equations are fitted by OLS. The results are promising and implications for biomass energy management and government incentive policy are developed. 11 refs.
An Econometric Examination of the Behavioral Perspective Model in the Context of Norwegian Retailing
Sigurdsson, Valdimar; Kahamseh, Saeed; Gunnarsson, Didrik; Larsen, Nils Magne; Foxall, Gordon R.
2013-01-01
The behavioral perspective model's (BPM; Foxall, 1990) retailing literature is built on extensive empirical research and techniques that were originally refined in choice experiments in behavioral economics and behavior analysis, and then tested mostly on British consumer panel data. We test the BPM in the context of Norwegian retailing. This…
Evaluation of Loss Due to Storm Surge Disasters in China Based on Econometric Model Groups
Xue Jin; Xiaoxia Shi; Jintian Gao; Tongbin Xu; Kedong Yin
2018-01-01
Storm surge has become an important factor restricting the economic and social development of China’s coastal regions. In order to improve the scientific judgment of future storm surge damage, a method of model groups is proposed to refine the evaluation of the loss due to storm surges. Due to the relative dispersion and poor regularity of the natural property data (login center air pressure, maximum wind speed, maximum storm water, super warning water level, etc.), storm surge disaster is di...
Ausloos, Marcel; Nedic, Olgica; Dekanski, Aleksandar; Mrowinski, Maciej J.; Fronczak, Piotr; Fronczak, Agata
2017-02-01
This paper aims at providing a statistical model for the preferred behavior of authors submitting a paper to a scientific journal. The electronic submission of (about 600) papers to the Journal of the Serbian Chemical Society has been recorded for every day from Jan. 01, 2013 till Dec. 31, 2014, together with the acceptance or rejection paper fate. Seasonal effects and editor roles (through desk rejection and subfield editors) are examined. An ARCH-like econometric model is derived stressing the main determinants of the favorite day-of-week process.
Proposal of a congestion control technique in LAN networks using an econometric model ARIMA
Directory of Open Access Journals (Sweden)
Joaquín F Sánchez
2017-01-01
Full Text Available Hasty software development can produce immediate implementations with source code unnecessarily complex and hardly readable. These small kinds of software decay generate a technical debt that could be big enough to seriously affect future maintenance activities. This work presents an analysis technique for identifying architectural technical debt related to non-uniformity of naming patterns; the technique is based on term frequency over package hierarchies. The proposal has been evaluated on projects of two popular organizations, Apache and Eclipse. The results have shown that most of the projects have frequent occurrences of the proposed naming patterns, and using a graph model and aggregated data could enable the elaboration of simple queries for debt identification. The technique has features that favor its applicability on emergent architectures and agile software development.
Directory of Open Access Journals (Sweden)
Rita Yi Man Li
2012-03-01
Full Text Available Entrepreneurs have always born the risk of running their business. They reap a profit in return for their risk taking and work. Housing developers are no different. In many countries, such as Australia, the United Kingdom and the United States, they interpret the tastes of the buyers and provide the dwellings they develop with basic fittings such as floor and wall coverings, bathroom fittings and kitchen cupboards. In mainland China, however, in most of the developments, units or houses are sold without floor or wall coverings, kitchen or bathroom fittings. What is the motive behind this choice? This paper analyses the factors affecting housing developers’ decisions to provide fittings based on 1701 housing developments in Hangzhou, Chongqing and Hangzhou using a Probit model. The results show that developers build a higher proportion of bare units in mainland China when: 1 there is shortage of housing; 2 land costs are high so that the comparative costs of providing fittings become relatively low.
Directory of Open Access Journals (Sweden)
Skrypnyk Andrii V.
2018-03-01
Full Text Available The market for information and communication services in Ukraine is analyzed based on statistical data. Its main segments by revenue, namely mobile communications and Internet services, are identified. The main regularities of setting tariffs for these services in countries of the world are determined, depending on the welfare of the population, the democracy index, the index of information and communication technologies, as well as the corruption perception index. Scatter diagrams of dependence of the tariffs on mobile communications and the Internet on the GDP per capita are built. The parameters of single-factor and multifactorial models of influence of the GDP per capita, the index of democracy, and the index of information and communication technologies on tariffs for mobile communications and the Internet by regions of the world are investigated. The conclusion is drawn that the tariff policy of the operators of Ukraine is aimed at reaching broad layers of the population, and even after taking into account the effect of the level of the country’s economic development, tariffs remain too low.
Econometric Methodology of Monopolization Process Evaluation
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Dmitrijs Skoruks
2014-06-01
Full Text Available The research “Econometric Methodology of Monopolization Process Evaluation” gives a perspective description of monopolization process’ nature, occurrence source, development procedure and internal conjuncture specifics, as well as providing an example of modern econometrical method application within a unified framework of market competition analysis for the purpose of conducting a quantitative competition evaluation on an industry level for practical use in both private and public sectors. The main question of the aforementioned research is the definition and quantitative analysis of monopolization effects in modern day globalized markets, while con- structing an empirical model of the econometric analysis, based on the use of in- ternational historical experience of monopoly formations standings, with the goal of introducing a further development scheme for the use of both econometrical and statistical instruments in line with the forecasting and business research need of enterprises and regulatory functions of the public sector. The current research uses a vast variety of monopolization evaluation ratios and their econometrical updates on companies that are involved in the study procedure in order to detect and scallar measure their market monopolizing potential, based on the implemented acquired market positions, turnover shares and competition policies.
An expert system for national economy model simulations
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Roljić Lazo
2002-01-01
Full Text Available There are some fundamental economic uncertainties. We cannot forecast economic events with a very high scientific precision. It is very clear that there does not exist a unique 'general' model, which can yield all answers to a wide range of macroeconomic issues. Therefore, we use several different kinds of models on segments of the macroeconomic problem. Different models can distinguish/solve economy desegregation, time series analysis and other subfactors involved in macroeconomic problem solving. A major issue becomes finding a meaningful method to link these econometric models. Macroeconomic models were linked through development of an Expert System for National Economy Model Simulations (ESNEMS. ESNEMS consists of five parts: (1 small-scale short-term national econometric model, (2 Methodology of Interactive Nonlinear Goal Programming (MINGP, (3 data-base of historical macro-economic aggregates, (4 software interface for interactive communications between a model and a decision maker, and (5 software for solving problems. ESNEMS was developed to model the optimum macro-economic policy of a developing country (SFRY-formerly Yugoslavia. Most econometric models are very complex. Optimizing of the economic policy is typically defined as a nonlinear goal programming problem. To solve/optimize these models, a new methodology, MINGP, was developed as a part of ESNEMS. MINGP is methodologically based on linear goal programming and feasible directions method. Using Euler's Homogeneous Function Theorem, MINGP linearizes nonlinear homogeneous functions. The highest priorities in minimizing the objective function are the growth of gross domestic product and the decrease of inflation. In the core of the optimization model, MINGP, there is a small-scale econometric model. This model was designed through analysis of the causal relations in the SFRY's social reproduction process of the past 20 years. The objective of the econometric model is to simulate
Econometric methods for energy planning and policy
International Nuclear Information System (INIS)
Bhatia, R.
1989-01-01
The paper reports on the following: econometric models are often used in energy planning and policy for energy demand analysis at the macro and sectorial levels; estimating income and price elasticities of demand which can be used to analyze effects of growth and price changes; assessing interfuel and interfactor substitutions; forecasting energy demand; and estimating cost functions and forecasting supply. The illustrations in the paper are confined to single equation systems estimated by least squares method as used in analyzing changes in aggregate energy demand and sectorial energy demand. The use of econometric methods is illustrated with the help of empirical studies from a few countries (notably India). 2 tabs
International Nuclear Information System (INIS)
Carlevaro, F.; Bertholet, J.L.; Chaze, J.P.; Taffe, P.
1992-01-01
It is well-known that road transport is the economic sector most responsible for the growing consumption of fossil fuels in developed countries and, as a consequence, of carbon dioxide emissions largely accountable of the greenhouse effect. Recently, the Swiss Federal Council, as many other European governments, has undertaken to set up an energy policy aiming at reducing CO 2 emissions according to the so-called Toronto targets. Among the different measures that can be used to achieve this objective, special attention has been devoted to the carbon tax as an economic incentive to reduce fossil fuel consumption. Considering motor fuels, such a taxation can lead to a decrease in fuel demand through many mechanisms. Conventional econometric models of energy demand, even when they allow to distinguish short-run from long-run responses of consumption to changing economic conditions, do not consider this engineering description of energy demand. Therefore, they fail to capture the important distinction between demand and supply reaction of energy consumption to energy taxation. The authors present an econometric model built according to an engineering logic which takes into account three possible impacts of a motor fuel tax: on the stock of cars, on their average specific consumption and on their average intensity of use. 5 refs., 2 figs
Energy Technology Data Exchange (ETDEWEB)
Gracceva, F.; Quercioli, R. [ENEA, Funzione Centrale Studi, Centro Ricerche Casaccia, Rome (Italy)
2001-07-01
The main purpose of this report is to provide a general view of those studies, in which the econometric approach is applied to the selection of fuel in fossil fired power generation, focusing the attention to the key role played by the fuel prices. The report consists of a methodological analysis and a survey of the studies available in literature. The methodological analysis allows to assess the adequateness of the econometric approach, in the electrical power utilities policy. With this purpose, the fundamentals of microeconomics, which are the basis of the econometric models, are pointed out and discussed, and then the hypotheses, which are needed to be assumed for complying the economic theory, are verified in their actual implementation in the power generation sector. The survey of the available studies provides a detailed description of the Translog and Logit models, and the results achieved with their application. From these results, the estimated models show to fit the data with good approximation, a certain degree of interfuel substitution and a meaningful reaction to prices on demand side. [Italian] In questo rapporto viene tracciato un quadro generale degli studi che utilizzano modelli econometrici per analizzare la scelta dei combustibili nella termogenerazione, con particoalre attenzione al ruolo svolto dal prezzo dei combustibili. La trattazione si compone di un'analisi di tipo metodologico e di una rassegna della letteratura. L'analisi metodologica consente di valutare l'adeguatezza dell'approccio econometrico nell'analisi del comportamento delle imprese di generazione elettrica. A tal fine vengono esplicitati e discussi i fondamenti microeconomici su cui poggiano i modelli econometrici, e viene verificata la sussistenza, nel settore termoelettrico, delle ipotesi che e' necessario assumere per soddisfare la teoria economica. La rassegna fornisce invece una descrizione dei modelli translog e logit lineare, ed un
Directory of Open Access Journals (Sweden)
Peter Uchenna Okoye
2018-03-01
Full Text Available This study empirically examined the interrelationship between the construction sector, oil prices, and the actual gross domestic product (GDP in Nigeria. Using annual economic data from the National Bureau of Statistics (NBS, the OPEC Annual Statistical Bulletin, and econometric statistics, we found that although very strong positive and significant correlations exist between the construction sector output and total GDP output (0.934, the construction sector output and oil prices (0.856, and the total GDP output and oil prices (0.822, these linear relationships only exist for a short time. However, these relationships do not result in any direct causal influence on each other, except for the uni-directional Granger causal relationship that flows from the total GDP output to the construction sector output, which implies that economic activities of other major non-oil sectors stimulate the construction activities in Nigeria. Thus, we argue that neither the construction sector nor the oil prices directly influence the aggregate economy; rather, the other sectors’ activities stimulate the construction sector in Nigeria. Two policy recommendations for achieving the Federal Government’s medium term Economic Recovery and Growth Plan (ERGP are suggested: (1 the Nigerian government should de-emphasize overreliance on the oil sector through policy readjustment and (2 an urgent need for economic diversification in Nigeria exists, since we revealed that an increase in the aggregate GDP output is due to the activities of other non-oil sectors.
Yoo, Jin Woo
In my 1st essay, the study explores Pennsylvania residents. willingness to pay for development of renewable energy technologies such as solar power, wind power, biomass electricity, and other renewable energy using a choice experiment method. Principle component analysis identified 3 independent attitude components that affect the variation of preference, a desire for renewable energy and environmental quality and concern over cost. The results show that urban residents have a higher desire for environmental quality and concern less about cost than rural residents and consequently have a higher willingness to pay to increase renewable energy production. The results of sub-sample analysis show that a representative respondent in rural (urban) Pennsylvania is willing to pay 3.8(5.9) and 4.1(5.7)/month for increasing the share of Pennsylvania electricity generated from wind power and other renewable energy by 1 percent point, respectively. Mean WTP for solar and biomass electricity was not significantly different from zero. In my second essay, heterogeneity of individual WTP for various renewable energy technologies is investigated using several different variants of the multinomial logit model: a simple MNL with interaction terms, a latent class choice model, a random parameter mixed logit choice model, and a random parameter-latent class choice model. The results of all models consistently show that respondents. preference for individual renewable technology is heterogeneous, but the degree of heterogeneity differs for different renewable technologies. In general, the random parameter logit model with interactions and a hybrid random parameter logit-latent class model fit better than other models and better capture respondents. heterogeneity of preference for renewable energy. The impact of the land under agricultural conservation easement (ACE) contract on the values of nearby residential properties is investigated using housing sales data in two Pennsylvania
Arima, E. Y.
2016-01-01
Tropical forests are now at the center stage of climate mitigation policies worldwide given their roles as sources of carbon emissions resulting from deforestation and forest degradation. Although the international community has created mechanisms such as REDD+ to reduce those emissions, developing tropical countries continue to invest in infrastructure development in an effort to spur economic growth. Construction of roads in particular is known to be an important driver of deforestation. This article simulates the impact of road construction on deforestation in Western Amazonia, Peru, and quantifies the amount of carbon emissions associated with projected deforestation. To accomplish this objective, the article adopts a Bayesian probit land change model in which spatial dependencies are defined between regions or groups of pixels instead of between individual pixels, thereby reducing computational requirements. It also compares and contrasts the patterns of deforestation predicted by both spatial and non-spatial probit models. The spatial model replicates complex patterns of deforestation whereas the non-spatial model fails to do so. In terms of policy, both models suggest that road construction will increase deforestation by a modest amount, between 200–300 km2. This translates into aboveground carbon emissions of 1.36 and 1.85 x 106 tons. However, recent introduction of palm oil in the region serves as a cautionary example that the models may be underestimating the impact of roads. PMID:27010739
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E Y Arima
Full Text Available Tropical forests are now at the center stage of climate mitigation policies worldwide given their roles as sources of carbon emissions resulting from deforestation and forest degradation. Although the international community has created mechanisms such as REDD+ to reduce those emissions, developing tropical countries continue to invest in infrastructure development in an effort to spur economic growth. Construction of roads in particular is known to be an important driver of deforestation. This article simulates the impact of road construction on deforestation in Western Amazonia, Peru, and quantifies the amount of carbon emissions associated with projected deforestation. To accomplish this objective, the article adopts a Bayesian probit land change model in which spatial dependencies are defined between regions or groups of pixels instead of between individual pixels, thereby reducing computational requirements. It also compares and contrasts the patterns of deforestation predicted by both spatial and non-spatial probit models. The spatial model replicates complex patterns of deforestation whereas the non-spatial model fails to do so. In terms of policy, both models suggest that road construction will increase deforestation by a modest amount, between 200-300 km2. This translates into aboveground carbon emissions of 1.36 and 1.85 x 106 tons. However, recent introduction of palm oil in the region serves as a cautionary example that the models may be underestimating the impact of roads.
Arima, E Y
2016-01-01
Tropical forests are now at the center stage of climate mitigation policies worldwide given their roles as sources of carbon emissions resulting from deforestation and forest degradation. Although the international community has created mechanisms such as REDD+ to reduce those emissions, developing tropical countries continue to invest in infrastructure development in an effort to spur economic growth. Construction of roads in particular is known to be an important driver of deforestation. This article simulates the impact of road construction on deforestation in Western Amazonia, Peru, and quantifies the amount of carbon emissions associated with projected deforestation. To accomplish this objective, the article adopts a Bayesian probit land change model in which spatial dependencies are defined between regions or groups of pixels instead of between individual pixels, thereby reducing computational requirements. It also compares and contrasts the patterns of deforestation predicted by both spatial and non-spatial probit models. The spatial model replicates complex patterns of deforestation whereas the non-spatial model fails to do so. In terms of policy, both models suggest that road construction will increase deforestation by a modest amount, between 200-300 km2. This translates into aboveground carbon emissions of 1.36 and 1.85 x 106 tons. However, recent introduction of palm oil in the region serves as a cautionary example that the models may be underestimating the impact of roads.
A hybrid society model for simulating residential electricity consumption
Energy Technology Data Exchange (ETDEWEB)
Xu, Minjie [School of Electrical Engineering, Beijing Jiaotong University, Beijing (China); State Power Economic Research Institute, Beijing (China); Hu, Zhaoguang [State Power Economic Research Institute, Beijing (China); Wu, Junyong; Zhou, Yuhui [School of Electrical Engineering, Beijing Jiaotong University, Beijing (China)
2008-12-15
In this paper, a hybrid social model of econometric model and social influence model is proposed for evaluating the influence of pricing policy and public education policy on residential habit of electricity using in power resources management. And, a hybrid society simulation platform based on the proposed model, called residential electricity consumption multi-agent systems (RECMAS), is designed for simulating residential electricity consumption by multi-agent system. RECMAS is composed of consumer agent, power supplier agent, and policy maker agent. It provides the policy makers with a useful tool to evaluate power price policies and public education campaigns in different scenarios. According to an influenced diffusion mechanism, RECMAS can simulate the residential electricity demand-supply chain and analyze impacts of the factors on residential electricity consumption. Finally, the proposed method is used to simulate urban residential electricity consumption in China. (author)
A hybrid society model for simulating residential electricity consumption
International Nuclear Information System (INIS)
Xu, Minjie; Hu, Zhaoguang; Wu, Junyong; Zhou, Yuhui
2008-01-01
In this paper, a hybrid social model of econometric model and social influence model is proposed for evaluating the influence of pricing policy and public education policy on residential habit of electricity using in power resources management. And, a hybrid society simulation platform based on the proposed model, called residential electricity consumption multi-agent systems (RECMAS), is designed for simulating residential electricity consumption by multi-agent system. RECMAS is composed of consumer agent, power supplier agent, and policy maker agent. It provides the policy makers with a useful tool to evaluate power price policies and public education campaigns in different scenarios. According to an influenced diffusion mechanism, RECMAS can simulate the residential electricity demand-supply chain and analyze impacts of the factors on residential electricity consumption. Finally, the proposed method is used to simulate urban residential electricity consumption in China. (author)
Vanness, David J
2003-09-01
This paper estimates a fully structural unitary household model of employment and health insurance decisions for dual wage-earner families with children in the United States, using data from the 1987 National Medical Expenditure Survey. Families choose hours of work and the breakdown of compensation between cash wages and health insurance benefits for each wage earner in order to maximize expected utility under uncertain need for medical care. Heterogeneous demand for the employer-sponsored health insurance is thus generated directly from variations in health status and earning potential. The paper concludes by discussing the benefits of using structural models for simulating welfare effects of insurance reform relative to the costly assumptions that must be imposed for identification. Copyright 2003 John Wiley & Sons, Ltd.
National Research Council Canada - National Science Library
Mackin, Patrick C; Darling, Kimberly L
2004-01-01
...). This report details how the estimation datasets were constructed from these two data sources and describes the econometric methodology in detail, including the definition of alternative models...
The Econometric Procedures of Specific Transaction Identification
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Doszyń Mariusz
2017-06-01
Full Text Available The paper presents the econometric procedures of identifying specific transactions, in which atypical conditions or attributes may occur. These procedures are based on studentized and predictive residuals of the accordingly specified econometric models. The dependent variable is a unit transactional price, and explanatory variables are both the real properties’ attributes and accordingly defined artificial binary variables. The utility of the proposed method has been verified by means of a real market data base. The proposed procedures can be helpful during the property valuation process, making it possible to reject real properties that are specific (both from the point of view of the transaction conditions and the properties’ attributes and, consequently, to select an appropriate set of similar attributes that are essential for the valuation process.
Xu, Yueqing; McNamara, Paul; Wu, Yanfang; Dong, Yue
2013-10-15
Arable land in China has been decreasing as a result of rapid population growth and economic development as well as urban expansion, especially in developed regions around cities where quality farmland quickly disappears. This paper analyzed changes in arable land utilization during 1993-2008 in the Pinggu district, Beijing, China, developed a multinomial logit (MNL) model to determine spatial driving factors influencing arable land-use change, and simulated arable land transition probabilities. Land-use maps, as well as social-economic and geographical data were used in the study. The results indicated that arable land decreased significantly between 1993 and 2008. Lost arable land shifted into orchard, forestland, settlement, and transportation land. Significant differences existed for arable land transitions among different landform areas. Slope, elevation, population density, urbanization rate, distance to settlements, and distance to roadways were strong drivers influencing arable land transition to other uses. The MNL model was proved effective for predicting transition probabilities in land use from arable land to other land-use types, thus can be used for scenario analysis to develop land-use policies and land-management measures in this metropolitan area. Copyright © 2013 Elsevier Ltd. All rights reserved.
Integer-valued Lévy processes and low latency financial econometrics
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole; Pollard, David G.; Shephard, Neil
Motivated by features of low latency data in financial econometrics we study in detail integervalued Lévy processes as the basis of price processes for high frequency econometrics. We propose using models built out of the difference of two subordinators. We apply these models in practice to low...... latency data for a variety of different types of futures contracts.futures markets, high frequency econometrics, low latency data, negative binomial, Skellam, tempered stable...
Directory of Open Access Journals (Sweden)
Elena Claudia Serban
2008-09-01
Full Text Available In economics, a model represents an abstract, formal image of a phenomenon, process or economic system. It is built by symbolically reproducing the economic theory and by getting new information regarding the behavior of the objective being investigated. In economic theory there are several integrated econometric models meant to underline the interdependency between the branches of a national economy by the public utilities services, especially those connected to energy. The present article presents the first results of our efforts of building an econometric model adapted to the specificity of the Romanian economy, that would underline the impact of the prices modification for public utilities on the Romanian economy as a hole, on the competitiveness of Romanian companies and on the inflation.
International Nuclear Information System (INIS)
Pollitt, Hector; Park, Seung-Joon; Lee, Soocheol; Ueta, Kazuhiro
2014-01-01
In this paper we consider future options for Japanese energy and climate policy. We assess the economic and environmental impacts of changing the share of electricity generated by nuclear power and varying the mid-term GHG targets. The quantitative approach we use is based on the global macro-econometric E3MG model. Our analysis reveals that the cost of denuclearisation to Japanese GDP is close to zero, and for employment the impact is slightly positive. Our results also show a double-dividend effect if (revenue-neutral) carbon taxes are levied in order to meet the GHG reduction targets, and this double-dividend effect is largest in the scenarios without nuclear power. However, our analysis suggests that a very high carbon tax rate would have to be imposed in order to achieve a 25% reduction in GHG emissions in 2020 (compared to 1990 levels) while simultaneously phasing out nuclear power. - Highlights: • We modelled 12 scenarios for Japan with different shares for nuclear power and different emission targets. • The results showed that phasing out nuclear power would have at most a very small reduction in GDP. • If a carbon tax with revenue recycling is applied, there could be an increase in GDP. • But the carbon price required to meet Japan's 25% emission reduction target is very high if the share of nuclear power is reduced
Directory of Open Access Journals (Sweden)
Luca Casolaro
2012-04-01
Full Text Available Questo lavoro presenta la stima di un modello econometrico del credito bancario alle imprese in Italia per il periodo 1988-2004. I prestiti bancari sono espressi in funzione del rapporto tra investimenti fissi e margine operativo lordo (che approssima il fabbisogno di finanziamenti esterni, delle attività immobilizzate nel bilancio delle imprese (misurate dallo stock di capitale e del differenziale tra il tasso sui prestiti a breve termine e il rendimento del mercato interbancario (che approssima il costo relativo del credito bancario rispetto a forme di finanziamento alternative. I risultati empirici evidenziano nel lungo periodo un legame diretto del credito bancario con le attività immobilizzate (l’elasticità è pari a uno e con il rapporto tra investimenti fissi e margine operativo lordo (l’incremento di un punto percentuale del rapporto produce un’espansione del credito del 2%. Le stime econometriche mostrano al contrario una correlazione negativa con il differenziale tra i tassi d’interesse: un aumento di 10 punti base del differenziale tra i tassi determinerebbe, infatti, una riduzione del credito nel lungo periodo pari allo 0,7%. This paper presents the estimation of an econometric model of bank credit to firms in Italy for the period 1988-2004. Bank loans are expressed as a function of the ratio of fixed capital formation and gross operating margin (which approximates the external financing needs of fixed assets in the financial statements of companies (as measured by the stock of capital and the difference between the interest rate on short-term loans and efficiency of the interbank market (which approximates the relative cost of bank credit compared to alternative forms of financing.The empirical results show a direct link between long-term bank credit with fixed assets (the elasticity is equal to one and the ratio of fixed capital formation and gross operating profit (increase of one percentage point of the report
Econometrics in R: Past, Present, and Future
Directory of Open Access Journals (Sweden)
Achim Zeileis
2008-07-01
Full Text Available Recently, computational methods and software have been receiving more attention in the econometrics literature, emphasizing that they are integral components of modern econometric research. This has also promoted the development of many new econometrics software packages written in R and made available on the Comprehensive R Archive Network. This special volume on "Econometrics in R" features a selection of these recent activities that includes packages for econometric analysis of cross-section, time series and panel data. This introduction to the special volume highlights the contents of the contributions and embeds them into a brief overview of other past, present, and future projects for econometrics in R.
Rossetti, Manuel D
2015-01-01
Emphasizes a hands-on approach to learning statistical analysis and model building through the use of comprehensive examples, problems sets, and software applications With a unique blend of theory and applications, Simulation Modeling and Arena®, Second Edition integrates coverage of statistical analysis and model building to emphasize the importance of both topics in simulation. Featuring introductory coverage on how simulation works and why it matters, the Second Edition expands coverage on static simulation and the applications of spreadsheets to perform simulation. The new edition als
Frontiers in Time Series and Financial Econometrics : An overview
S. Ling (Shiqing); M.J. McAleer (Michael); H. Tong (Howell)
2015-01-01
markdownabstract__Abstract__ Two of the fastest growing frontiers in econometrics and quantitative finance are time series and financial econometrics. Significant theoretical contributions to financial econometrics have been made by experts in statistics, econometrics, mathematics, and time
Frontiers in Time Series and Financial Econometrics: An Overview
S. Ling (Shiqing); M.J. McAleer (Michael); H. Tong (Howell)
2015-01-01
markdownabstract__Abstract__ Two of the fastest growing frontiers in econometrics and quantitative finance are time series and financial econometrics. Significant theoretical contributions to financial econometrics have been made by experts in statistics, econometrics, mathematics, and time
Frontiers in Time Series and Financial Econometrics
Ling, S.; McAleer, M.J.; Tong, H.
2015-01-01
__Abstract__ Two of the fastest growing frontiers in econometrics and quantitative finance are time series and financial econometrics. Significant theoretical contributions to financial econometrics have been made by experts in statistics, econometrics, mathematics, and time series analysis. The purpose of this special issue of the journal on “Frontiers in Time Series and Financial Econometrics” is to highlight several areas of research by leading academics in which novel methods have contrib...
Briggs, Adam D M; Kehlbacher, Ariane; Tiffin, Richard; Garnett, Tara; Rayner, Mike; Scarborough, Peter
2013-10-22
To model the impact on chronic disease of a tax on UK food and drink that internalises the wider costs to society of greenhouse gas (GHG) emissions and to estimate the potential revenue. An econometric and comparative risk assessment modelling study. The UK. The UK adult population. Two tax scenarios are modelled: (A) a tax of £2.72/tonne carbon dioxide equivalents (tCO2e)/100 g product applied to all food and drink groups with above average GHG emissions. (B) As with scenario (A) but food groups with emissions below average are subsidised to create a tax neutral scenario. Primary outcomes are change in UK population mortality from chronic diseases following the implementation of each taxation strategy, the change in the UK GHG emissions and the predicted revenue. Secondary outcomes are the changes to the micronutrient composition of the UK diet. Scenario (A) results in 7770 (95% credible intervals 7150 to 8390) deaths averted and a reduction in GHG emissions of 18 683 (14 665to 22 889) ktCO2e/year. Estimated annual revenue is £2.02 (£1.98 to £2.06) billion. Scenario (B) results in 2685 (1966 to 3402) extra deaths and a reduction in GHG emissions of 15 228 (11 245to 19 492) ktCO2e/year. Incorporating the societal cost of GHG into the price of foods could save 7770 lives in the UK each year, reduce food-related GHG emissions and generate substantial tax revenue. The revenue neutral scenario (B) demonstrates that sustainability and health goals are not always aligned. Future work should focus on investigating the health impact by population subgroup and on designing fiscal strategies to promote both sustainable and healthy diets.
Aviation Safety Simulation Model
Houser, Scott; Yackovetsky, Robert (Technical Monitor)
2001-01-01
The Aviation Safety Simulation Model is a software tool that enables users to configure a terrain, a flight path, and an aircraft and simulate the aircraft's flight along the path. The simulation monitors the aircraft's proximity to terrain obstructions, and reports when the aircraft violates accepted minimum distances from an obstruction. This model design facilitates future enhancements to address other flight safety issues, particularly air and runway traffic scenarios. This report shows the user how to build a simulation scenario and run it. It also explains the model's output.
Directory of Open Access Journals (Sweden)
Luca Casolaro
2012-04-01
Full Text Available Questo lavoro presenta la stima di un modello econometrico per il credito bancario alle famiglie in Italia nel periodo 1984-2003. Il modello si compone di due equazioni: prestiti per l’acquisto di abitazioni e altri prestiti alle famiglie (tipicamente credito al consumo e finanziamenti in conto corrente. Entrambe le equazioni evidenziano uno stretto legame con l’andamento congiunturale dell’economia e il livello dei tassi di interesse reali; i mutui alle famiglie sono influenzati anche dalla dinamica del mercato immobiliare e di quello azionario. Il lavoro verifica l’esistenza di cambiamenti strutturali nelle equazioni in relazione alle trasformazioni intervenute nel mercato del credito nella seconda parte degli anni novanta e scompone il contributo alla crescita del credito alle famiglie tra i diversi fattori. This paper presents the estimation of an econometric model for bank lending to households in Italy in the period 1984-2003. The model consists of two equations: loans for house purchase and other loans to households (typically consumer credit and loans in the current account. Both equations show a close relationship with the economic trend and the level of real interest rates; household mortgages are also influenced by the dynamics of the housing market and the equity market. The work verifies the existence of structural changes in the equations in relation to the changes occurred in the credit market in the second half of the nineties and breaks down the contribution to growth in lending to households between the different factors. JEL Codes: D12, G21Keywords: credito bancario, famiglie, prestiti, modello econometrico
Glossary for econometrics and epidemiology.
Gunasekara, F Imlach; Carter, K; Blakely, T
2008-10-01
Epidemiologists and econometricians are often interested in similar topics-socioeconomic position and health outcomes-but the different languages that epidemiologists and economists use to interpret and discuss their results can create a barrier to mutual communication. This glossary defines key terms used in econometrics and epidemiology to assist in bridging this gap.
Housing Price Volatility and Econometrics
Czech Academy of Sciences Publication Activity Database
Sunega, Petr; Lux, Martin; Zemčík, Petr
2014-01-01
Roč. 1, č. 2 (2014), s. 70-78 ISSN 2336-2839 R&D Projects: GA ČR(CZ) GAP404/12/1446 Institutional support: RVO:68378025 ; RVO:67985998 Keywords : econometrics * housing prices * price bubbles Subject RIV: AO - Sociology, Demography
Hyppolite, Judex; Trivedi, Pravin
2012-06-01
Cross-sectional latent class regression models, also known as switching regressions or hidden Markov models, cannot identify transitions between classes that may occur over time. This limitation can potentially be overcome when panel data are available. For such data, we develop a sequence of models that combine features of the static cross-sectional latent class (finite mixture) models with those of hidden Markov models. We model the probability of movement between categories in terms of a Markovian structure, which links the current state with a previous state, where state may refer to the category of an individual. This article presents a suite of mixture models of varying degree of complexity and flexibility for use in a panel count data setting, beginning with a baseline model which is a two-component mixture of Poisson distribution in which latent classes are fixed and permanent. Sequentially, we extend this framework (i) to allow the mixing proportions to be smoothly varying continuous functions of time-varying covariates, (ii) to add time dependence to the benchmark model by modeling the class-indicator variable as a first-order Markov chain and (iii) to extend item (i) by making it dynamic and introducing covariate dependence in the transition probabilities. We develop and implement estimation algorithms for these models and provide an empirical illustration using 1995-1999 panel data on the number of doctor visits derived from the German Socio-Economic Panel. Copyright © 2012 John Wiley & Sons, Ltd.
Catalog of Wargaming and Military Simulation Models.
1982-05-01
OF MODELS Page U UNICORN - Conventinal/Nuclear Weapon Allocator Model ............ 785 UNREP - Underway Replenishment Model...relationships irn the model to around 4,000. The number of econometric relationships grows geometri- cdlly with the number of sectors. The sector detail...factors 784 11 I I UNICORN - Conventioiali’Nuclear Weapon Al locut( r utoYu IPITlNi NI: Of ice ot the Assi stirt Secretary uf Defense, Proyrdm Analysis
Greene, William; Harris, Mark N; Srivastava, Preety; Zhao, Xueyan
2018-02-01
When modelling "social bads," such as illegal drug consumption, researchers are often faced with a dependent variable characterised by a large number of zero observations. Building on the recent literature on hurdle and double-hurdle models, we propose a double-inflated modelling framework, where the zero observations are allowed to come from the following: nonparticipants; participant misreporters (who have larger loss functions associated with a truthful response); and infrequent consumers. Due to our empirical application, the model is derived for the case of an ordered discrete-dependent variable. However, it is similarly possible to augment other such zero-inflated models (e.g., zero-inflated count models, and double-hurdle models for continuous variables). The model is then applied to a consumer choice problem of cannabis consumption. We estimate that 17% of the reported zeros in the cannabis survey are from individuals who misreport their participation, 11% from infrequent users, and only 72% from true nonparticipants. © 2017 The Authors Health Economics Published by John Wiley & Sons Ltd.
Empirical methods for modeling landscape change, ecosystem services, and biodiversity
David Lewis; Ralph. Alig
2009-01-01
The purpose of this paper is to synthesize recent economics research aimed at integrating discrete-choice econometric models of land-use change with spatially-explicit landscape simulations and quantitative ecology. This research explicitly models changes in the spatial pattern of landscapes in two steps: 1) econometric estimation of parcel-scale transition...
Simulation in Complex Modelling
DEFF Research Database (Denmark)
Nicholas, Paul; Ramsgaard Thomsen, Mette; Tamke, Martin
2017-01-01
This paper will discuss the role of simulation in extended architectural design modelling. As a framing paper, the aim is to present and discuss the role of integrated design simulation and feedback between design and simulation in a series of projects under the Complex Modelling framework. Complex...... performance, engage with high degrees of interdependency and allow the emergence of design agency and feedback between the multiple scales of architectural construction. This paper presents examples for integrated design simulation from a series of projects including Lace Wall, A Bridge Too Far and Inflated...... Restraint developed for the research exhibition Complex Modelling, Meldahls Smedie Gallery, Copenhagen in 2016. Where the direct project aims and outcomes have been reported elsewhere, the aim for this paper is to discuss overarching strategies for working with design integrated simulation....
Directory of Open Access Journals (Sweden)
P.A.V.B. Swamy
2017-02-01
Full Text Available Using the net effect of all relevant regressors omitted from a model to form its error term is incorrect because the coefficients and error term of such a model are non-unique. Non-unique coefficients cannot possess consistent estimators. Uniqueness can be achieved if; instead; one uses certain “sufficient sets” of (relevant regressors omitted from each model to represent the error term. In this case; the unique coefficient on any non-constant regressor takes the form of the sum of a bias-free component and omitted-regressor biases. Measurement-error bias can also be incorporated into this sum. We show that if our procedures are followed; accurate estimation of bias-free components is possible.
Scientific Modeling and simulations
Diaz de la Rubia, Tomás
2009-01-01
Showcases the conceptual advantages of modeling which, coupled with the unprecedented computing power through simulations, allow scientists to tackle the formibable problems of our society, such as the search for hydrocarbons, understanding the structure of a virus, or the intersection between simulations and real data in extreme environments
Dikkers, Gerhard Johan Otto Dorus
1982-01-01
De ontwikg.j.o.d.dikkerskeling van een ondernemingsmodel is ter hand genomen om het inzicht in de toekomstige ontwikkeling van de financiele gang van zaken van de onderneming te verbeteren. Voorts moet het model de bedrijfsleiding een middel verschaffen om beslissingen over de inzet van
Computer Modeling and Simulation
Energy Technology Data Exchange (ETDEWEB)
Pronskikh, V. S. [Fermilab
2014-05-09
Verification and validation of computer codes and models used in simulation are two aspects of the scientific practice of high importance and have recently been discussed by philosophers of science. While verification is predominantly associated with the correctness of the way a model is represented by a computer code or algorithm, validation more often refers to model’s relation to the real world and its intended use. It has been argued that because complex simulations are generally not transparent to a practitioner, the Duhem problem can arise for verification and validation due to their entanglement; such an entanglement makes it impossible to distinguish whether a coding error or model’s general inadequacy to its target should be blamed in the case of the model failure. I argue that in order to disentangle verification and validation, a clear distinction between computer modeling (construction of mathematical computer models of elementary processes) and simulation (construction of models of composite objects and processes by means of numerical experimenting with them) needs to be made. Holding on to that distinction, I propose to relate verification (based on theoretical strategies such as inferences) to modeling and validation, which shares the common epistemology with experimentation, to simulation. To explain reasons of their intermittent entanglement I propose a weberian ideal-typical model of modeling and simulation as roles in practice. I suggest an approach to alleviate the Duhem problem for verification and validation generally applicable in practice and based on differences in epistemic strategies and scopes
Automated Simulation Model Generation
Huang, Y.
2013-01-01
One of today's challenges in the field of modeling and simulation is to model increasingly larger and more complex systems. Complex models take long to develop and incur high costs. With the advances in data collection technologies and more popular use of computer-aided systems, more data has become
Fitriani, Rahma; Sumarminingsih, Eni; Astutik, Suci
2017-05-01
Land value is the product of past decision of its use leading to its value, as well as the value of the surrounded land. It is also affected by the local characteristic and the spillover development demand of the previous time period. The effect of each factor on land value will have dynamic and spatial virtues. Thus, a spatial panel dynamic model is used to estimate the particular effects. The model will be useful for predicting the future land value or the effect of implemented policy on land value. The objective of this paper is to derive the dynamic and indirect spatial marginal effects of the land characteristic and the spillover development demand on land value. Each effect is the partial derivative of the expected land value based on the spatial dynamic model with respect to each variable, by considering different time period and different location. The results indicate that the instant change of local or neighborhood characteristics on land value affect the local and the immediate neighborhood land value. However, the longer the change take place, the effect will spread further, not only on the immediate neighborhood.
Predicting future forestland area: a comparison of econometric approaches.
SoEun Ahn; Andrew J. Plantinga; Ralph J. Alig
2000-01-01
Predictions of future forestland area are an important component of forest policy analyses. In this article, we test the ability of econometric land use models to accurately forecast forest area. We construct a panel data set for Alabama consisting of county and time-series observation for the period 1964 to 1992. We estimate models using restricted data sets-namely,...
Moment Restriction-based Econometric Methods: An Overview
N. Kunitomo (Naoto); M.J. McAleer (Michael); Y. Nishiyama (Yoshihiko)
2010-01-01
textabstractMoment restriction-based econometric modelling is a broad class which includes the parametric, semiparametric and nonparametric approaches. Moments and conditional moments themselves are nonparametric quantities. If a model is specified in part up to some finite dimensional parameters,
Zeb, Naila; Fahim Khokhar, Muhammad; Khan, Saud Ahmed; Noreen, Asma; Murtaza, Rabbia
2017-04-01
. Furthermore to explore causal relation, regression analysis is employed to estimate model for CO and TOC. This model numerically estimated the long term association of trace gases over the region.
Epistemological shell of the econometric findings
Directory of Open Access Journals (Sweden)
Madžar Ljubomir
2005-01-01
Full Text Available The paper is a continuation of the dialogue relating to the study cited as the first item in the reference list to this article. It contains further comments on that study as well as responses to the authors’ reply to the previously given comments, published in a special issue of the Ekonomski anali cited as the second item of the reference list. The principal issue of this exchange is the treatment of previous non-econometric work in the field of macroeconomic interrelationships and of the corresponding changes in the economy of Serbia. The postulate advanced in this text is the same as the one in the previous critical review of the study by Arsić et al. (2005a and consists in the statement that econometric analysis of empirical characteristics of the Serbian economy should respect and incorporate knowledge accumulated through the use of non-econometric techniques before the study was produced. Econometricians should do that by framing appropriately their maintained hypotheses, by selecting structural specification of the various relations in the model and through interpreting the results obtained in the form of econometric estimates. A number of critical observations are reiterated regarding the way some relations are structurally specified. Among such criticized relations are the model’s production function having imports as the only argument and the import function. Imports are judged as inappropriate in the role of the argument in the production function because they not only contribute to production through technological complementarities but also reduce it through the demand segment of the system, by capturing a good deal of domestic demand and stifling a number of sectors of domestic economy. Imports are financed, among other, by several ephemeral, short-lived sources such as donations, foreign indebtedness and privatization receipts. Imports are therefore not sustainable and their enormous increase within a limited time interval
AEGIS geologic simulation model
International Nuclear Information System (INIS)
Foley, M.G.
1982-01-01
The Geologic Simulation Model (GSM) is used by the AEGIS (Assessment of Effectiveness of Geologic Isolation Systems) program at the Pacific Northwest Laboratory to simulate the dynamic geology and hydrology of a geologic nuclear waste repository site over a million-year period following repository closure. The GSM helps to organize geologic/hydrologic data; to focus attention on active natural processes by requiring their simulation; and, through interactive simulation and calibration, to reduce subjective evaluations of the geologic system. During each computer run, the GSM produces a million-year geologic history that is possible for the region and the repository site. In addition, the GSM records in permanent history files everything that occurred during that time span. Statistical analyses of data in the history files of several hundred simulations are used to classify typical evolutionary paths, to establish the probabilities associated with deviations from the typical paths, and to determine which types of perturbations of the geologic/hydrologic system, if any, are most likely to occur. These simulations will be evaluated by geologists familiar with the repository region to determine validity of the results. Perturbed systems that are determined to be the most realistic, within whatever probability limits are established, will be used for the analyses that involve radionuclide transport and dose models. The GSM is designed to be continuously refined and updated. Simulation models are site specific, and, although the submodels may have limited general applicability, the input data equirements necessitate detailed characterization of each site before application
Briggs, Adam D M; Mytton, Oliver T; Kehlbacher, Ariane; Tiffin, Richard; Rayner, Mike; Scarborough, Peter
2013-10-31
To model the overall and income specific effect of a 20% tax on sugar sweetened drinks on the prevalence of overweight and obesity in the UK. Econometric and comparative risk assessment modelling study. United Kingdom. Adults aged 16 and over. A 20% tax on sugar sweetened drinks. The primary outcomes were the overall and income specific changes in the number and percentage of overweight (body mass index ≥ 25) and obese (≥ 30) adults in the UK following the implementation of the tax. Secondary outcomes were the effect by age group (16-29, 30-49, and ≥ 50 years) and by UK constituent country. The revenue generated from the tax and the income specific changes in weekly expenditure on drinks were also estimated. A 20% tax on sugar sweetened drinks was estimated to reduce the number of obese adults in the UK by 1.3% (95% credible interval 0.8% to 1.7%) or 180,000 (110,000 to 247,000) people and the number who are overweight by 0.9% (0.6% to 1.1%) or 285,000 (201,000 to 364,000) people. The predicted reductions in prevalence of obesity for income thirds 1 (lowest income), 2, and 3 (highest income) were 1.3% (0.3% to 2.0%), 0.9% (0.1% to 1.6%), and 2.1% (1.3% to 2.9%). The effect on obesity declined with age. Predicted annual revenue was £276m (£272m to £279m), with estimated increases in total expenditure on drinks for income thirds 1, 2, and 3 of 2.1% (1.4% to 3.0%), 1.7% (1.2% to 2.2%), and 0.8% (0.4% to 1.2%). A 20% tax on sugar sweetened drinks would lead to a reduction in the prevalence of obesity in the UK of 1.3% (around 180,000 people). The greatest effects may occur in young people, with no significant differences between income groups. Both effects warrant further exploration. Taxation of sugar sweetened drinks is a promising population measure to target population obesity, particularly among younger adults.
Validation of simulation models
DEFF Research Database (Denmark)
Rehman, Muniza; Pedersen, Stig Andur
2012-01-01
In philosophy of science, the interest for computational models and simulations has increased heavily during the past decades. Different positions regarding the validity of models have emerged but the views have not succeeded in capturing the diversity of validation methods. The wide variety...
Factors influencing crime rates: an econometric analysis approach
Bothos, John M. A.; Thomopoulos, Stelios C. A.
2016-05-01
The scope of the present study is to research the dynamics that determine the commission of crimes in the US society. Our study is part of a model we are developing to understand urban crime dynamics and to enhance citizens' "perception of security" in large urban environments. The main targets of our research are to highlight dependence of crime rates on certain social and economic factors and basic elements of state anticrime policies. In conducting our research, we use as guides previous relevant studies on crime dependence, that have been performed with similar quantitative analyses in mind, regarding the dependence of crime on certain social and economic factors using statistics and econometric modelling. Our first approach consists of conceptual state space dynamic cross-sectional econometric models that incorporate a feedback loop that describes crime as a feedback process. In order to define dynamically the model variables, we use statistical analysis on crime records and on records about social and economic conditions and policing characteristics (like police force and policing results - crime arrests), to determine their influence as independent variables on crime, as the dependent variable of our model. The econometric models we apply in this first approach are an exponential log linear model and a logit model. In a second approach, we try to study the evolvement of violent crime through time in the US, independently as an autonomous social phenomenon, using autoregressive and moving average time-series econometric models. Our findings show that there are certain social and economic characteristics that affect the formation of crime rates in the US, either positively or negatively. Furthermore, the results of our time-series econometric modelling show that violent crime, viewed solely and independently as a social phenomenon, correlates with previous years crime rates and depends on the social and economic environment's conditions during previous years.
Nonlinear dynamic simulation of optimal depletion of crude oil in the lower 48 United States
International Nuclear Information System (INIS)
Ruth, M.; Cleveland, C.J.
1993-01-01
This study combines the economic theory of optimal resource use with econometric estimates of demand and supply parameters to develop a nonlinear dynamic model of crude oil exploration, development, and production in the lower 48 United States. The model is simulated with the graphical programming language STELLA, for the years 1985 to 2020. The procedure encourages use of economic theory and econometrics in combination with nonlinear dynamic simulation to enhance our understanding of complex interactions present in models of optimal resource use. (author)
Spatial econometrics using microdata
Dubé, Jean
2014-01-01
This book provides an introduction to spatial analyses concerning disaggregated (or micro) spatial data.Particular emphasis is put on spatial data compilation and the structuring of the connections between the observations. Descriptive analysis methods of spatial data are presented in order to identify and measure the spatial, global and local dependency.The authors then focus on autoregressive spatial models, to control the problem of spatial dependency between the residues of a basic linear statistical model, thereby contravening one of the basic hypotheses of the ordinary least squares appr
Carbon tax simulations using a household demand model
International Nuclear Information System (INIS)
Braennlund, Runar; Nordstroem, Jonas
1999-01-01
The main objective of this paper is to analyse consumer response due to changes in energy or environmental policy. To achieve the objective we formulate and estimate an econometric model for non-durable consumer demand in Sweden that utilises micro- as well as macro-data. The microeconomic model is conditional on male and female labour supply. A 100 percent increase of the Swedish CO 2 tax will, according to the simulations, result in an increased tax payment of SEK 630 or 0.7 percent of disposable income for the households with the lowest disposable incomes. The corresponding numbers for the richest households are SEK 990 and 0.3 percent 38 refs, 10 tabs
Carbon tax simulations using a household demand model
Energy Technology Data Exchange (ETDEWEB)
Braennlund, Runar; Nordstroem, Jonas [Umeaa Univ. (Sweden). Dept. of Economics
1999-11-01
The main objective of this paper is to analyse consumer response due to changes in energy or environmental policy. To achieve the objective we formulate and estimate an econometric model for non-durable consumer demand in Sweden that utilises micro- as well as macro-data. The microeconomic model is conditional on male and female labour supply. A 100 percent increase of the Swedish CO{sub 2} tax will, according to the simulations, result in an increased tax payment of SEK 630 or 0.7 percent of disposable income for the households with the lowest disposable incomes. The corresponding numbers for the richest households are SEK 990 and 0.3 percent 38 refs, 10 tabs
Carbon tax simulations using a household demand model
Energy Technology Data Exchange (ETDEWEB)
Braennlund, Runar; Nordstroem, Jonas [Umeaa Univ. (Sweden). Dept. of Economics
1999-07-01
The main objective of this paper is to analyse consumer response due to changes in energy or environmental policy. To achieve the objective we formulate and estimate an econometric model for non-durable consumer demand in Sweden that utilises micro- as well as macro-data. The microeconomic model is conditional on male and female labour supply. A 100 percent increase of the Swedish CO{sub 2} tax will, according to the simulations, result in an increased tax payment of SEK 630 or 0.7 percent of disposable income for the households with the lowest disposable incomes. The corresponding numbers for the richest households are SEK 990 and 0.3 percent 38 refs, 10 tabs.
International Nuclear Information System (INIS)
Lee, M.J.; Sheppard, J.C.; Sullenberger, M.; Woodley, M.D.
1983-09-01
On-line mathematical models have been used successfully for computer controlled operation of SPEAR and PEP. The same model control concept is being implemented for the operation of the LINAC and for the Damping Ring, which will be part of the Stanford Linear Collider (SLC). The purpose of this paper is to describe the general relationships between models, simulations and the control system for any machine at SLAC. The work we have done on the development of the empirical model for the Damping Ring will be presented as an example
PSH Transient Simulation Modeling
Energy Technology Data Exchange (ETDEWEB)
Muljadi, Eduard [National Renewable Energy Laboratory (NREL), Golden, CO (United States)
2017-12-21
PSH Transient Simulation Modeling presentation from the WPTO FY14 - FY16 Peer Review. Transient effects are an important consideration when designing a PSH system, yet numerical techniques for hydraulic transient analysis still need improvements for adjustable-speed (AS) reversible pump-turbine applications.
DEFF Research Database (Denmark)
Larsen, Gunner Chr.; Madsen Aagaard, Helge; Larsen, Torben J.
We present a consistent, physically based theory for the wake meandering phenomenon, which we consider of crucial importance for the overall description of wind turbine loadings in wind farms. In its present version the model is confined to single wake situations. The model philosophy does, howev...... methodology has been implemented in the aeroelastic code HAWC2, and example simulations of wake situations, from the small Tjæreborg wind farm, have been performed showing satisfactory agreement between predictions and measurements...
Econometric Analysis of Financial Derivatives : An overview
C-L. Chang (Chia-Lin); M.J. McAleer (Michael)
2014-01-01
markdownabstract__Abstract__ One of the fastest growing areas in empirical finance, and also one of the least rigorously analyzed, especially from a financial econometrics perspective, is the econometric analysis of financial derivatives, which are typically complicated and difficult to analyze.
Econometric Analysis of Financial Derivatives: An Overview
C-L. Chang (Chia-Lin); M.J. McAleer (Michael)
2014-01-01
markdownabstract__Abstract__ One of the fastest growing areas in empirical finance, and also one of the least rigorously analyzed, especially from a financial econometrics perspective, is the econometric analysis of financial derivatives, which are typically complicated and difficult to analyze.
Simulation - modeling - experiment
International Nuclear Information System (INIS)
2004-01-01
After two workshops held in 2001 on the same topics, and in order to make a status of the advances in the domain of simulation and measurements, the main goals proposed for this workshop are: the presentation of the state-of-the-art of tools, methods and experiments in the domains of interest of the Gedepeon research group, the exchange of information about the possibilities of use of computer codes and facilities, about the understanding of physical and chemical phenomena, and about development and experiment needs. This document gathers 18 presentations (slides) among the 19 given at this workshop and dealing with: the deterministic and stochastic codes in reactor physics (Rimpault G.); MURE: an evolution code coupled with MCNP (Meplan O.); neutronic calculation of future reactors at EdF (Lecarpentier D.); advance status of the MCNP/TRIO-U neutronic/thermal-hydraulics coupling (Nuttin A.); the FLICA4/TRIPOLI4 thermal-hydraulics/neutronics coupling (Aniel S.); methods of disturbances and sensitivity analysis of nuclear data in reactor physics, application to VENUS-2 experimental reactor (Bidaud A.); modeling for the reliability improvement of an ADS accelerator (Biarotte J.L.); residual gas compensation of the space charge of intense beams (Ben Ismail A.); experimental determination and numerical modeling of phase equilibrium diagrams of interest in nuclear applications (Gachon J.C.); modeling of irradiation effects (Barbu A.); elastic limit and irradiation damage in Fe-Cr alloys: simulation and experiment (Pontikis V.); experimental measurements of spallation residues, comparison with Monte-Carlo simulation codes (Fallot M.); the spallation target-reactor coupling (Rimpault G.); tools and data (Grouiller J.P.); models in high energy transport codes: status and perspective (Leray S.); other ways of investigation for spallation (Audoin L.); neutrons and light particles production at intermediate energies (20-200 MeV) with iron, lead and uranium targets (Le Colley F
Energy Technology Data Exchange (ETDEWEB)
Larsen, G.C.; Aagaard Madsen, H.; Larsen, T.J.; Troldborg, N.
2008-07-15
We present a consistent, physically based theory for the wake meandering phenomenon, which we consider of crucial importance for the overall description of wind turbine loadings in wind farms. In its present version the model is confined to single wake situations. The model philosophy does, however, have the potential to include also mutual wake interaction phenomenons. The basic conjecture behind the dynamic wake meandering (DWM) model is that wake transportation in the atmospheric boundary layer is driven by the large scale lateral- and vertical turbulence components. Based on this conjecture a stochastic model of the downstream wake meandering is formulated. In addition to the kinematic formulation of the dynamics of the 'meandering frame of reference', models characterizing the mean wake deficit as well as the added wake turbulence, described in the meandering frame of reference, are an integrated part the DWM model complex. For design applications, the computational efficiency of wake deficit prediction is a key issue. A computationally low cost model is developed for this purpose. Likewise, the character of the added wake turbulence, generated by the up-stream turbine in the form of shed and trailed vorticity, has been approached by a simple semi-empirical model essentially based on an eddy viscosity philosophy. Contrary to previous attempts to model wake loading, the DWM approach opens for a unifying description in the sense that turbine power- and load aspects can be treated simultaneously. This capability is a direct and attractive consequence of the model being based on the underlying physical process, and it potentially opens for optimization of wind farm topology, of wind farm operation as well as of control strategies for the individual turbine. To establish an integrated modeling tool, the DWM methodology has been implemented in the aeroelastic code HAWC2, and example simulations of wake situations, from the small Tjaereborg wind farm, have
Testing simulation and structural models with applications to energy demand
Wolff, Hendrik
2007-12-01
This dissertation deals with energy demand and consists of two parts. Part one proposes a unified econometric framework for modeling energy demand and examples illustrate the benefits of the technique by estimating the elasticity of substitution between energy and capital. Part two assesses the energy conservation policy of Daylight Saving Time and empirically tests the performance of electricity simulation. In particular, the chapter "Imposing Monotonicity and Curvature on Flexible Functional Forms" proposes an estimator for inference using structural models derived from economic theory. This is motivated by the fact that in many areas of economic analysis theory restricts the shape as well as other characteristics of functions used to represent economic constructs. Specific contributions are (a) to increase the computational speed and tractability of imposing regularity conditions, (b) to provide regularity preserving point estimates, (c) to avoid biases existent in previous applications, and (d) to illustrate the benefits of our approach via numerical simulation results. The chapter "Can We Close the Gap between the Empirical Model and Economic Theory" discusses the more fundamental question of whether the imposition of a particular theory to a dataset is justified. I propose a hypothesis test to examine whether the estimated empirical model is consistent with the assumed economic theory. Although the proposed methodology could be applied to a wide set of economic models, this is particularly relevant for estimating policy parameters that affect energy markets. This is demonstrated by estimating the Slutsky matrix and the elasticity of substitution between energy and capital, which are crucial parameters used in computable general equilibrium models analyzing energy demand and the impacts of environmental regulations. Using the Berndt and Wood dataset, I find that capital and energy are complements and that the data are significantly consistent with duality
Biomolecular modelling and simulations
Karabencheva-Christova, Tatyana
2014-01-01
Published continuously since 1944, the Advances in Protein Chemistry and Structural Biology series is the essential resource for protein chemists. Each volume brings forth new information about protocols and analysis of proteins. Each thematically organized volume is guest edited by leading experts in a broad range of protein-related topics. Describes advances in biomolecular modelling and simulations Chapters are written by authorities in their field Targeted to a wide audience of researchers, specialists, and students The information provided in the volume is well supported by a number of high quality illustrations, figures, and tables.
Entropy Econometrics for combining regional economic forecasts: A Data-Weighted Prior Estimator
Fernández-Vázquez, Esteban; Moreno, Blanca
2017-10-01
Forecast combination has been studied in econometrics for a long time, and the literature has shown the superior performance of forecast combination over individual predictions. However, there is still controversy on which is the best procedure to specify the forecast weights. This paper explores the possibility of using a procedure based on Entropy Econometrics, which allows setting the weights for the individual forecasts as a mixture of different alternatives. In particular, we examine the ability of the Data-Weighted Prior Estimator proposed by Golan (J Econom 101(1):165-193, 2001) to combine forecasting models in a context of small sample sizes, a relative common scenario when dealing with time series for regional economies. We test the validity of the proposed approach using a simulation exercise and a real-world example that aims at predicting gross regional product growth rates for a regional economy. The forecasting performance of the Data-Weighted Prior Estimator proposed is compared with other combining methods. The simulation results indicate that in scenarios of heavily ill-conditioned datasets the approach suggested dominates other forecast combination strategies. The empirical results are consistent with the conclusions found in the numerical experiment.
An econometric study on China's economy, energy and environment to the year 2030
Energy Technology Data Exchange (ETDEWEB)
Li ZhiDong [Nagaoka University of Technology, Nagaoka City (Japan). Dept. of Management and Information System Science
2003-09-01
An integrated econometric model named the 3Es-Model, consisting of macroeconomic sub-model, energy sub-model and environment sub-model was developed and used to perform a long-term simulation study for China. In the coming 30 years, the potential of GDP growth will be around 7% annually and the continuation of rapid economic growth could result in insurmountable difficulties for energy security, air protection, and CO{sub 2} emission reductions. For the sustainable development, more comprehensive measures should be adopted, including improvements in energy efficiency, more rapid energy switching from coal to natural gas and renewable energy sources, imposing carbon tax, development of clean coal technology, establishment of strategic petroleum stockpiling, enforcement of air protection, etc. 17 refs., 4 figs., 10 tabs.
Econometrics of financial high-frequency data
Hautsch, Nikolaus
2011-01-01
This book covers major approaches in high-frequency econometrics. It discusses implementation details, provides insights into properties of high-frequency data as well as institutional settings and presents applications.
An econometric study on China's economy, energy and environment to the year 2030
International Nuclear Information System (INIS)
Li Zhidong
2003-01-01
An integrated econometric model consisting of macroeconomic sub-model, energy sub-model and environment sub-model was developed and used to perform a long-term simulation study for China. In the coming 30 years, the potential of GDP growth will be around 7% annually and the continuation of rapid economic growth could result in insurmountable difficulties for energy security, air protection, and CO 2 emission reductions. For the sustainable development, more comprehensive measures should be adopted, including improvements in energy efficiency, more rapid energy switching from coal to natural gas and renewable energy sources, imposing carbon tax, development of clean coal technology, establishment of strategic petroleum stockpiling, enforcement of air protection, etc
Automatic generation of Fortran programs for algebraic simulation models
International Nuclear Information System (INIS)
Schopf, W.; Rexer, G.; Ruehle, R.
1978-04-01
This report documents a generator program by which econometric simulation models formulated in an application-orientated language can be transformed automatically in a Fortran program. Thus the model designer is able to build up, test and modify models without the need of a Fortran programmer. The development of a computer model is therefore simplified and shortened appreciably; in chapter 1-3 of this report all rules are presented for the application of the generator to the model design. Algebraic models including exogeneous and endogeneous time series variables, lead and lag function can be generated. In addition, to these language elements, Fortran sequences can be applied to the formulation of models in the case of complex model interrelations. Automatically the generated model is a module of the program system RSYST III and is therefore able to exchange input and output data with the central data bank of the system and in connection with the method library modules can be used to handle planning problems. (orig.) [de
Multi-criteria and econometric evaluation of dairy products
Directory of Open Access Journals (Sweden)
Karmen Pažek
2014-05-01
Full Text Available This study examined the multi-criteria assessment of four dairy products: “Pomursko mlejko” (Pomurje milk, “Lejko mleko” (light milk, “Fyto mleko” (Fyto milk and “Posneto mleko v prahu” (dried milk. The research was executed by using a multi-criteria methodology, DEX, which was complemented by an econometric analysis for light milk to estimate the trends in production and consumption before analyzed dairy products were implemented on the market. DEXi computer program results indicated that all analyzed milk products were ‘above average’. The econometric model was applied to examine changes in the demand for low-fat milk (light milk. Empirical results showed significant consumer re¬sponse to the increase in the prices of low-fat milk demonstrating income elasticity (1,15 unit.
Notes on modeling and simulation
Energy Technology Data Exchange (ETDEWEB)
Redondo, Antonio [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
2017-03-10
These notes present a high-level overview of how modeling and simulation are carried out by practitioners. The discussion is of a general nature; no specific techniques are examined but the activities associated with all modeling and simulation approaches are briefly addressed. There is also a discussion of validation and verification and, at the end, a section on why modeling and simulation are useful.
Smed, S; Scarborough, P; Rayner, M; Jensen, J D
2016-06-01
The World Health Organisation recommends governments to consider the use of fiscal policies to promote healthy eating. However, there is very limited evidence of the effect of food taxation in a real-life setting, as most evidence is based on simulation studies. The objective of this study is to evaluate the effect of the Danish tax on saturated fat in terms of changes in nutritional quality of the diet, that is, changes in saturated fat consumption, as well as other non-targeted dietary measures, and to model the associated changes in mortality for different age groups and genders. On the basis of household scanner data, we estimate the impact of the tax on consumption of saturated fat, unsaturated fat, salt, fruit, vegetables and fibre. The resultant changes in dietary quality are then used as inputs into a comparative risk assessment model (PRIME (Preventable Risk Integrated ModEl)) to estimate the effect of these changes on non-communicable diseases (NCDs) and mortality. The tax resulted in a 4.0% reduction in saturated fat intake. Vegetable consumption increased, and salt consumption increased for most individuals, except younger females. We find a modelled reduction in mortality with 123 lives saved annually, 76 of them below 75 years equal to 0.4% of all deaths from NCDs. Modelling the effect of the changes in diet on health outcomes suggests that the saturated fat tax made a positive, but minor, contribution to public health in Denmark.
Simulation Model of a Transient
DEFF Research Database (Denmark)
Jauch, Clemens; Sørensen, Poul; Bak-Jensen, Birgitte
2005-01-01
This paper describes the simulation model of a controller that enables an active-stall wind turbine to ride through transient faults. The simulated wind turbine is connected to a simple model of a power system. Certain fault scenarios are specified and the turbine shall be able to sustain operati...
Cognitive models embedded in system simulation models
International Nuclear Information System (INIS)
Siegel, A.I.; Wolf, J.J.
1982-01-01
If we are to discuss and consider cognitive models, we must first come to grips with two questions: (1) What is cognition; (2) What is a model. Presumably, the answers to these questions can provide a basis for defining a cognitive model. Accordingly, this paper first places these two questions into perspective. Then, cognitive models are set within the context of computer simulation models and a number of computer simulations of cognitive processes are described. Finally, pervasive issues are discussed vis-a-vis cognitive modeling in the computer simulation context
General introduction to simulation models
DEFF Research Database (Denmark)
Hisham Beshara Halasa, Tariq; Boklund, Anette
2012-01-01
trials. However, if simulation models would be used, good quality input data must be available. To model FMD, several disease spread models are available. For this project, we chose three simulation model; Davis Animal Disease Spread (DADS), that has been upgraded to DTU-DADS, InterSpread Plus (ISP......Monte Carlo simulation can be defined as a representation of real life systems to gain insight into their functions and to investigate the effects of alternative conditions or actions on the modeled system. Models are a simplification of a system. Most often, it is best to use experiments and field...... trials to investigate the effect of alternative conditions or actions on a specific system. Nonetheless, field trials are expensive and sometimes not possible to conduct, as in case of foot-and-mouth disease (FMD). Instead, simulation models can be a good and cheap substitute for experiments and field...
Simulation - modeling - experiment; Simulation - modelisation - experience
Energy Technology Data Exchange (ETDEWEB)
NONE
2004-07-01
After two workshops held in 2001 on the same topics, and in order to make a status of the advances in the domain of simulation and measurements, the main goals proposed for this workshop are: the presentation of the state-of-the-art of tools, methods and experiments in the domains of interest of the Gedepeon research group, the exchange of information about the possibilities of use of computer codes and facilities, about the understanding of physical and chemical phenomena, and about development and experiment needs. This document gathers 18 presentations (slides) among the 19 given at this workshop and dealing with: the deterministic and stochastic codes in reactor physics (Rimpault G.); MURE: an evolution code coupled with MCNP (Meplan O.); neutronic calculation of future reactors at EdF (Lecarpentier D.); advance status of the MCNP/TRIO-U neutronic/thermal-hydraulics coupling (Nuttin A.); the FLICA4/TRIPOLI4 thermal-hydraulics/neutronics coupling (Aniel S.); methods of disturbances and sensitivity analysis of nuclear data in reactor physics, application to VENUS-2 experimental reactor (Bidaud A.); modeling for the reliability improvement of an ADS accelerator (Biarotte J.L.); residual gas compensation of the space charge of intense beams (Ben Ismail A.); experimental determination and numerical modeling of phase equilibrium diagrams of interest in nuclear applications (Gachon J.C.); modeling of irradiation effects (Barbu A.); elastic limit and irradiation damage in Fe-Cr alloys: simulation and experiment (Pontikis V.); experimental measurements of spallation residues, comparison with Monte-Carlo simulation codes (Fallot M.); the spallation target-reactor coupling (Rimpault G.); tools and data (Grouiller J.P.); models in high energy transport codes: status and perspective (Leray S.); other ways of investigation for spallation (Audoin L.); neutrons and light particles production at intermediate energies (20-200 MeV) with iron, lead and uranium targets (Le Colley F
Econometric Methods within Romanian Quarterly National Accounts
Directory of Open Access Journals (Sweden)
Livia Marineta Drăguşin
2013-04-01
Full Text Available The aim of the present paper is to synthesise the main econometric methods (including the mathematical and statistical ones used in the Romanian Quarterly National Accounts compilation, irrespectively of Quarterly Gross Domestic Product (QGDP. These methods are adapted for a fast manner to operatively provide information about the country macroeconomic evolution to interested users. In this context, the mathematical and econometric methods play an important role in obtaining quarterly accounts valued in current prices and in constant prices, in seasonal adjustments and flash estimates of QGDP.
Short-memory linear processes and econometric applications
Mynbaev, Kairat T
2011-01-01
This book serves as a comprehensive source of asymptotic results for econometric models with deterministic exogenous regressors. Such regressors include linear (more generally, piece-wise polynomial) trends, seasonally oscillating functions, and slowly varying functions including logarithmic trends, as well as some specifications of spatial matrices in the theory of spatial models. The book begins with central limit theorems (CLTs) for weighted sums of short memory linear processes. This part contains the analysis of certain operators in Lp spaces and their employment in the derivation of CLTs
Pulling Econometrics Students up by Their Bootstraps
O'Hara, Michael E.
2014-01-01
Although the concept of the sampling distribution is at the core of much of what we do in econometrics, it is a concept that is often difficult for students to grasp. The thought process behind bootstrapping provides a way for students to conceptualize the sampling distribution in a way that is intuitive and visual. However, teaching students to…
Object-Oriented Econometrics with Ox
Kulaksizoglu, Tamer
2015-01-01
This article reviews the object-oriented features of the Ox matrix programming language. We discuss object-oriented programming in general and give econometric examples coded in Ox. We also discuss some useful built-in classes that come with the Ox distribution.
Econometric Estimates of Army Retention: Zones A, B, C, D and Retirement-Eligible, 1990-2004
National Research Council Canada - National Science Library
Moore, Carole; Hogan, Paul; Kirchner, Christian; Macklin, Patrick C; Greenston, Peter M
2007-01-01
.... To improve fit, we generated new econometric estimates by MOS, CMF and Zone using the more recent years of data, and conducted out-of-sample prediction testing to confirm the validity of the updated model.
ECONOMIC MODELING STOCKS CONTROL SYSTEM: SIMULATION MODEL
Климак, М.С.; Войтко, С.В.
2016-01-01
Considered theoretical and applied aspects of the development of simulation models to predictthe optimal development and production systems that create tangible products andservices. It isproved that theprocessof inventory control needs of economicandmathematical modeling in viewof thecomplexity of theoretical studies. A simulation model of stocks control that allows make managementdecisions with production logistics
Progress in modeling and simulation.
Kindler, E
1998-01-01
For the modeling of systems, the computers are more and more used while the other "media" (including the human intellect) carrying the models are abandoned. For the modeling of knowledges, i.e. of more or less general concepts (possibly used to model systems composed of instances of such concepts), the object-oriented programming is nowadays widely used. For the modeling of processes existing and developing in the time, computer simulation is used, the results of which are often presented by means of animation (graphical pictures moving and changing in time). Unfortunately, the object-oriented programming tools are commonly not designed to be of a great use for simulation while the programming tools for simulation do not enable their users to apply the advantages of the object-oriented programming. Nevertheless, there are exclusions enabling to use general concepts represented at a computer, for constructing simulation models and for their easy modification. They are described in the present paper, together with true definitions of modeling, simulation and object-oriented programming (including cases that do not satisfy the definitions but are dangerous to introduce misunderstanding), an outline of their applications and of their further development. In relation to the fact that computing systems are being introduced to be control components into a large spectrum of (technological, social and biological) systems, the attention is oriented to models of systems containing modeling components.
Hernández-Alava, Mónica; Pudney, Stephen
2017-09-01
EQ-5D is used in cost-effectiveness studies underlying many important health policy decisions. It comprises a survey instrument describing health states across five domains, and a system of utility values for each state. The original 3-level version of EQ-5D is being replaced with a more sensitive 5-level version but the consequences of this change are uncertain. We develop a multi-equation ordinal response model incorporating a copula specification with normal mixture marginals to analyse joint responses to EQ-5D-3L and EQ-5D-5L in a survey of people with rheumatic disease, and use it to generate mappings between the alternative descriptive systems. We revisit a major cost-effectiveness study of drug therapies for rheumatoid arthritis, mapping the original EQ-5D-3L measure onto a 5L valuation basis. Working within a comprehensive, flexible econometric framework, we find that use of simpler restricted specifications can make very large changes to cost-effectiveness estimates with serious implications for decision-making. Copyright © 2017 The Authors. Published by Elsevier B.V. All rights reserved.
Stochastic modeling analysis and simulation
Nelson, Barry L
1995-01-01
A coherent introduction to the techniques for modeling dynamic stochastic systems, this volume also offers a guide to the mathematical, numerical, and simulation tools of systems analysis. Suitable for advanced undergraduates and graduate-level industrial engineers and management science majors, it proposes modeling systems in terms of their simulation, regardless of whether simulation is employed for analysis. Beginning with a view of the conditions that permit a mathematical-numerical analysis, the text explores Poisson and renewal processes, Markov chains in discrete and continuous time, se
FASTBUS simulation models in VHDL
International Nuclear Information System (INIS)
Appelquist, G.
1992-11-01
Four hardware simulation models implementing the FASTBUS protocol are described. The models are written in the VHDL hardware description language to obtain portability, i.e. without relations to any specific simulator. They include two complete FASTBUS devices, a full-duplex segment interconnect and ancillary logic for the segment. In addition, master and slave models using a high level interface to describe FASTBUS operations, are presented. With these models different configurations of FASTBUS systems can be evaluated and the FASTBUS transactions of new devices can be verified. (au)
Model reduction for circuit simulation
Hinze, Michael; Maten, E Jan W Ter
2011-01-01
Simulation based on mathematical models plays a major role in computer aided design of integrated circuits (ICs). Decreasing structure sizes, increasing packing densities and driving frequencies require the use of refined mathematical models, and to take into account secondary, parasitic effects. This leads to very high dimensional problems which nowadays require simulation times too large for the short time-to-market demands in industry. Modern Model Order Reduction (MOR) techniques present a way out of this dilemma in providing surrogate models which keep the main characteristics of the devi
Bot, G.P.A.
1989-01-01
A model is a representation of a real system to describe some properties i.e. internal factors of that system (out-puts) as function of some external factors (inputs). It is impossible to describe the relation between all internal factors (if even all internal factors could be defined) and all
The Anatomy of a Likely Donor: Econometric Evidence on Philanthropy to Higher Education
Lara, Christen; Johnson, Daniel
2014-01-01
In 2011, philanthropic giving to higher education institutions totaled $30.3 billion, an 8.2% increase over the previous year. Roughly, 26% of those funds came from alumni donations. This article builds upon existing economic models to create an econometric model to explain and predict the pattern of alumni giving. We test the model using data…
A VRLA battery simulation model
International Nuclear Information System (INIS)
Pascoe, Phillip E.; Anbuky, Adnan H.
2004-01-01
A valve regulated lead acid (VRLA) battery simulation model is an invaluable tool for the standby power system engineer. The obvious use for such a model is to allow the assessment of battery performance. This may involve determining the influence of cells suffering from state of health (SOH) degradation on the performance of the entire string, or the running of test scenarios to ascertain the most suitable battery size for the application. In addition, it enables the engineer to assess the performance of the overall power system. This includes, for example, running test scenarios to determine the benefits of various load shedding schemes. It also allows the assessment of other power system components, either for determining their requirements and/or vulnerabilities. Finally, a VRLA battery simulation model is vital as a stand alone tool for educational purposes. Despite the fundamentals of the VRLA battery having been established for over 100 years, its operating behaviour is often poorly understood. An accurate simulation model enables the engineer to gain a better understanding of VRLA battery behaviour. A system level multipurpose VRLA battery simulation model is presented. It allows an arbitrary battery (capacity, SOH, number of cells and number of strings) to be simulated under arbitrary operating conditions (discharge rate, ambient temperature, end voltage, charge rate and initial state of charge). The model accurately reflects the VRLA battery discharge and recharge behaviour. This includes the complex start of discharge region known as the coup de fouet
Sensitivity Analysis of Simulation Models
Kleijnen, J.P.C.
2009-01-01
This contribution presents an overview of sensitivity analysis of simulation models, including the estimation of gradients. It covers classic designs and their corresponding (meta)models; namely, resolution-III designs including fractional-factorial two-level designs for first-order polynomial
Computer Based Modelling and Simulation
Indian Academy of Sciences (India)
Home; Journals; Resonance – Journal of Science Education; Volume 6; Issue 3. Computer Based Modelling and Simulation - Modelling Deterministic Systems. N K Srinivasan. General Article Volume 6 Issue 3 March 2001 pp 46-54. Fulltext. Click here to view fulltext PDF. Permanent link:
Rantala, Olavi
1992-01-01
The paper presents a model ofexchange rate movements within a specified exchange rate band enforced by central bank interventions. The model is based on the empirical observation that the exchange rate has usually been strictly inside the band, at least in Finland. In this model the distribution of the exchange rate is truncated lognormal from the edges towards the center of the band and hence quite different from the bimodal distribution of the standard target zone model. The model is estima...
Credit Cycles: Econometric Analysis and Evidence for Russia
Directory of Open Access Journals (Sweden)
Nikita V. Artamonov
2014-01-01
Full Text Available One of the principal problem in contemporary macroeconomics is concerned with factors increasing or decreasing economic dynamics. The mainstream approach is based on neoclassical assumptions, but recently new approaches appear mostly based on new Keynesian concepts. In present time the influence of monetary market and credit instruments become more and more significant. Credit resources of banking and financial structures can affect and distort to reallocation of resources for national and even for global economic. In present paper an empiric and econometric analysis for some macroeconometric and monetary indices for Russian Federation is done. An econometrical models describing the influence of credit variables onto real GDP is estimated. It is shown that in short-term periods changes in credit variables do influence significantly onto GDP. It is shown that on short-term periods changes in money aggregate M2 brings influence (through credit variables onto national output. As well it is shown that changes in short-term interest rate brings significant negative influence onto real output. Impulse response functions for GDP on shocks of credit variables, monetary base and short-term interest rate are evaluated. For the present study of credit cycles and their impact to real business cycles statistical data (quarterly time series on the following factors for Russian Federation are collected: nominal and real GDP, monetary base M2, short-term interest rate, long-term interest rate (10-year treasuries bill rate, total debt outstanding. All time series are seasonally adjusted and collected for the period 2004 Q1 - 2013 Q2. All interest rates are adjusted for inflation (i.e. we deal with real interest rates. The investigation of long-term relationship for the factors under consideration are based on integration. It is important to note that in the present paper all econometric models are estimated on "pure" statistical data, while in many research
Vehicle dynamics modeling and simulation
Schramm, Dieter; Bardini, Roberto
2014-01-01
The authors examine in detail the fundamentals and mathematical descriptions of the dynamics of automobiles. In this context different levels of complexity will be presented, starting with basic single-track models up to complex three-dimensional multi-body models. A particular focus is on the process of establishing mathematical models on the basis of real cars and the validation of simulation results. The methods presented are explained in detail by means of selected application scenarios.
Numerical simulation of Higgs models
International Nuclear Information System (INIS)
Jaster, A.
1995-10-01
The SU(2) Higgs and the Schwinger model on the lattice were analysed. Numerical simulations of the SU(2) Higgs model were performed to study the finite temperature electroweak phase transition. With the help of the multicanonical method the distribution of an order parameter at the phase transition point was measured. This was used to obtain the order of the phase transition and the value of the interface tension with the histogram method. Numerical simulations were also performed at zero temperature to perform renormalization. The measured values for the Wilson loops were used to determine the static potential and from this the renormalized gauge coupling. The Schwinger model was simulated at different gauge couplings to analyse the properties of the Kaplan-Shamir fermions. The prediction that the mass parameter gets only multiplicative renormalization was tested and verified. (orig.)
Stochastic models: theory and simulation.
Energy Technology Data Exchange (ETDEWEB)
Field, Richard V., Jr.
2008-03-01
Many problems in applied science and engineering involve physical phenomena that behave randomly in time and/or space. Examples are diverse and include turbulent flow over an aircraft wing, Earth climatology, material microstructure, and the financial markets. Mathematical models for these random phenomena are referred to as stochastic processes and/or random fields, and Monte Carlo simulation is the only general-purpose tool for solving problems of this type. The use of Monte Carlo simulation requires methods and algorithms to generate samples of the appropriate stochastic model; these samples then become inputs and/or boundary conditions to established deterministic simulation codes. While numerous algorithms and tools currently exist to generate samples of simple random variables and vectors, no cohesive simulation tool yet exists for generating samples of stochastic processes and/or random fields. There are two objectives of this report. First, we provide some theoretical background on stochastic processes and random fields that can be used to model phenomena that are random in space and/or time. Second, we provide simple algorithms that can be used to generate independent samples of general stochastic models. The theory and simulation of random variables and vectors is also reviewed for completeness.
Approximate Bias Correction in Econometrics
James G. MacKinnon; Anthony A. Smith Jr.
1995-01-01
This paper discusses ways to reduce the bias of consistent estimators that are biased in finite samples. It is necessary that the bias function, which relates parameter values to bias, should be estimable by computer simulation or by some other method. If so, bias can be reduced or, in some cases that may not be unrealistic, even eliminated. In general, several evaluations of the bias function will be required to do this. Unfortunately, reducing bias may increase the variance, or even the mea...
DEFF Research Database (Denmark)
Nielsen, Peter; Jiang, Liping; Rytter, Niels Gorm Malý
2014-01-01
This paper evaluates the influence of forecast horizon and observation fit on the robustness and performance of a specific freight rate forecast model used in the liner shipping industry. In the first stage of the research, a forecast model used to predict container freight rate development...... of the forecast horizon and observation fit and their interactions on the forecast model's performance. The results underline the complicated nature of creating a suitable forecast model by balancing business needs, a desire to fit a good model and achieve high accuracy. There is strong empirical evidence from...... this study; that a robust model is preferable, that overfitting is a true danger, and that a balance must be achieved between forecast horizon and the number of observations used to fit the model. In addition, methodological guidance has also been provided on how to test, design, and choose the superior...
Plasma modelling and numerical simulation
International Nuclear Information System (INIS)
Van Dijk, J; Kroesen, G M W; Bogaerts, A
2009-01-01
Plasma modelling is an exciting subject in which virtually all physical disciplines are represented. Plasma models combine the electromagnetic, statistical and fluid dynamical theories that have their roots in the 19th century with the modern insights concerning the structure of matter that were developed throughout the 20th century. The present cluster issue consists of 20 invited contributions, which are representative of the state of the art in plasma modelling and numerical simulation. These contributions provide an in-depth discussion of the major theories and modelling and simulation strategies, and their applications to contemporary plasma-based technologies. In this editorial review, we introduce and complement those papers by providing a bird's eye perspective on plasma modelling and discussing the historical context in which it has surfaced. (editorial review)
Econometrics versus the Bookmakers. An econometric approach to sports betting
Hansen, Sindre Michael
2016-01-01
Bruk av økonometri for å estimere sannsynligheter for ulike utfall i fotballkamper, over en Premier League sesong. Lager en modell basert på Bradley-Terry. Resultatet av estimeringene testes deretter ved å sammenligne med historisk odds satt av ulike spilltilbydere, og anvendes for hypotetiske innsatser. Modellen viser profitt.
Economic theory and econometric practice
DEFF Research Database (Denmark)
Sauer, Johannes
Parametric efficiency analysis is one of the most investigated areas in applied pro-duction economics. Nevertheless, the vast majority of empirical studies are not ac-companied by a thorough theoretical interpretation of the underlying functional form and the obtained estimates. The robustness......-ciency estimates. The theoretical concerns are verified by empirical applications con-firming the need for a posteriori checking the regularity of the estimated frontier by the researcher and, if necessary, the a priori imposition of the theoretical require-ments. Bootstrapping based stochastic simulations...
The Dynamics of Associations and Foundations in Romania. Econometric Analysis
Directory of Open Access Journals (Sweden)
Chelariu Gabriel
2017-09-01
Full Text Available This article highlights the evolutionary trend of the associations and foundations in Romania in 1997 – 2015 period of time. We know that the NPO's activities come to cover the people's needs which cannot be supported by the state or by the private sector. More precisely, the major roles of the NPO sector are: supporting disadvantaged groups and the social causes, sustaining the role of "watchdog", and promoting the advocacy and public policy expertise. For this reason, we propose an econometric model that will be applied to establish the link between the number of the association and foundations, poverty rate, unemployment rate and the average monthly expenditure per household. We consider that the last three factors are relevant to the country’s social economy and, at the same time, they represent the main objectives of the EUROPE 2020 Strategy - a strategy for smart, sustainable and inclusive growth. The study is based on numerical data collected over a period of 12 years from 2003 to 2014. For the econometric model, we use IBM SPSS 22 software, in analyzing the collected data. After processing the data we will find a positive and significant relation between the number of associations and foundations (AF, the average monthly expenditure per household and the poverty rate. At the same time, we will find an insignificant relation between the number of associations and foundations and the unemployment rate.
Model for Simulation Atmospheric Turbulence
DEFF Research Database (Denmark)
Lundtang Petersen, Erik
1976-01-01
A method that produces realistic simulations of atmospheric turbulence is developed and analyzed. The procedure makes use of a generalized spectral analysis, often called a proper orthogonal decomposition or the Karhunen-Loève expansion. A set of criteria, emphasizing a realistic appearance...... eigenfunctions and estimates of the distributions of the corresponding expansion coefficients. The simulation method utilizes the eigenfunction expansion procedure to produce preliminary time histories of the three velocity components simultaneously. As a final step, a spectral shaping procedure is then applied....... The method is unique in modeling the three velocity components simultaneously, and it is found that important cross-statistical features are reasonably well-behaved. It is concluded that the model provides a practical, operational simulator of atmospheric turbulence....
Essays in financial economics and econometrics
La Spada, Gabriele
Chapter 1 (my job market paper) asks the following question: Do asset managers reach for yield because of competitive pressures in a low rate environment? I propose a tournament model of money market funds (MMFs) to study this issue. I show that funds with different costs of default respond differently to changes in interest rates, and that it is important to distinguish the role of risk-free rates from that of risk premia. An increase in the risk premium leads funds with lower default costs to increase risk-taking, while funds with higher default costs reduce risk-taking. Without changes in the premium, low risk-free rates reduce risk-taking. My empirical analysis shows that these predictions are consistent with the risk-taking of MMFs during the 2006--2008 period. Chapter 2, co-authored with Fabrizio Lillo and published in Studies in Nonlinear Dynamics and Econometrics (2014), studies the effect of round-off error (or discretization) on stationary Gaussian long-memory process. For large lags, the autocovariance is rescaled by a factor smaller than one, and we compute this factor exactly. Hence, the discretized process has the same Hurst exponent as the underlying one. We show that in presence of round-off error, two common estimators of the Hurst exponent, the local Whittle (LW) estimator and the detrended fluctuation analysis (DFA), are severely negatively biased in finite samples. We derive conditions for consistency and asymptotic normality of the LW estimator applied to discretized processes and compute the asymptotic properties of the DFA for generic long-memory processes that encompass discretized processes. Chapter 3, co-authored with Fabrizio Lillo, studies the effect of round-off error on integrated Gaussian processes with possibly correlated increments. We derive the variance and kurtosis of the realized increment process in the limit of both "small" and "large" round-off errors, and its autocovariance for large lags. We propose novel estimators for the
GENERATION AND COST OF THE MEGAWATTS USING ECONOMETRICS
Directory of Open Access Journals (Sweden)
Raimundo Juan Lora-Freyre
2016-01-01
Full Text Available This work was conducted at the Energy Plant "Antonio Maceo" (Renté, in the province of Santiago de Cuba, under the Ministry of Energy and Mining. Aims to study the improvement of the planning process and as field of action the econometric modeling applied to the production of electricity. The overall objective of this research is to develop estimates of electricity generation and its total costs, and the analysis of the influence of production factors, using econometric techniques. In order to fulfill the above objective was used and perfected the "Information System for the Calculation of Production Estimates" (SICEP, which determines the response functions, considering the main factors influencing the electricity generation and its total costs. The results allow to show that the most influential factor in the generation of electricity is the fuel, it appreciated by analyzing the standardized b coefficient that reflects the highest value (0,39. Furthermore, the most influential factor in the total cost of generation is the additive, which shows a coefficient b standardized 0,51. The estimates given show the standard error values almost coincide with the standard deviation obtained in the reporting of error normality. The results will be useful to the process of production planning and securing materials from it.
Validation process of simulation model
International Nuclear Information System (INIS)
San Isidro, M. J.
1998-01-01
It is presented a methodology on empirical validation about any detailed simulation model. This king of validation it is always related with an experimental case. The empirical validation has a residual sense, because the conclusions are based on comparisons between simulated outputs and experimental measurements. This methodology will guide us to detect the fails of the simulation model. Furthermore, it can be used a guide in the design of posterior experiments. Three steps can be well differentiated: Sensitivity analysis. It can be made with a DSA, differential sensitivity analysis, and with a MCSA, Monte-Carlo sensitivity analysis. Looking the optimal domains of the input parameters. It has been developed a procedure based on the Monte-Carlo methods and Cluster techniques, to find the optimal domains of these parameters. Residual analysis. This analysis has been made on the time domain and on the frequency domain, it has been used the correlation analysis and spectral analysis. As application of this methodology, it is presented the validation carried out on a thermal simulation model on buildings, Esp., studying the behavior of building components on a Test Cell of LECE of CIEMAT. (Author) 17 refs
Modeling and Simulation for Safeguards
International Nuclear Information System (INIS)
Swinhoe, Martyn T.
2012-01-01
The purpose of this talk is to give an overview of the role of modeling and simulation in Safeguards R and D and introduce you to (some of) the tools used. Some definitions are: (1) Modeling - the representation, often mathematical, of a process, concept, or operation of a system, often implemented by a computer program; (2) Simulation - the representation of the behavior or characteristics of one system through the use of another system, especially a computer program designed for the purpose; and (3) Safeguards - the timely detection of diversion of significant quantities of nuclear material. The role of modeling and simulation are: (1) Calculate amounts of material (plant modeling); (2) Calculate signatures of nuclear material etc. (source terms); and (3) Detector performance (radiation transport and detection). Plant modeling software (e.g. FACSIM) gives the flows and amount of material stored at all parts of the process. In safeguards this allow us to calculate the expected uncertainty of the mass and evaluate the expected MUF. We can determine the measurement accuracy required to achieve a certain performance.
Modeling and Simulation of Nanoindentation
Huang, Sixie; Zhou, Caizhi
2017-11-01
Nanoindentation is a hardness test method applied to small volumes of material which can provide some unique effects and spark many related research activities. To fully understand the phenomena observed during nanoindentation tests, modeling and simulation methods have been developed to predict the mechanical response of materials during nanoindentation. However, challenges remain with those computational approaches, because of their length scale, predictive capability, and accuracy. This article reviews recent progress and challenges for modeling and simulation of nanoindentation, including an overview of molecular dynamics, the quasicontinuum method, discrete dislocation dynamics, and the crystal plasticity finite element method, and discusses how to integrate multiscale modeling approaches seamlessly with experimental studies to understand the length-scale effects and microstructure evolution during nanoindentation tests, creating a unique opportunity to establish new calibration procedures for the nanoindentation technique.
Ibourk, Aomar
2013-01-01
Based on data from international surveys measuring learning (TIMSS), this article focuses on the analysis of the academic performance Moroccan students. The results of the econometric model show that the students' characteristics, their family environment and school context are key determinants of these performances. The study also shows that the…
Econometric analysis of the factors influencing forest acreage trends in the southeast.
Ralph J. Alig
1986-01-01
Econometric models of changes in land use acreages in the Southeast by physiographic region have been developed by pooling cross-section and time series data. Separate acreage equations have been estimated for the three major private forestland owner classes and the three major classes of nonforest land use. Observations were drawn at three or four different points in...
Econometric Methods for Research in Education. NBER Working Paper No. 16003
Meghir, Costas; Rivkin, Steven G.
2010-01-01
This paper reviews some of the econometric methods that have been used in the economics of education. The focus is on understanding how the assumptions made to justify and implement such methods relate to the underlying economic model and the interpretation of the results. We start by considering the estimation of the returns to education both…
Berhane Tesfay, G.
2009-01-01
Key words
Microfinance, joint liability, contractual risk, group formation, risk-matching, impact evaluation, Panel data econometrics, dynamic panel probit, trend models, fixed-effects, composite counterfactuals, propensity score matching, farm households, Ethiopia.
Lack of
An Initial Econometric Consideration of Supply and Demand in the Guaranteed Student Loan Program.
Bayus, Barry; Kendis, Kurt
1982-01-01
In this econometric model of the Guaranteed Student Loan Program (GSLP), supply is related to banks' liquidity and yield curves, all lenders' economic costs and returns, and Student Loan Marketing Association activity. GSLP demand is based on loan costs, family debt position, and net student need for financial aid. (RW)
Traffic accidents: an econometric investigation
Tito Moreira; Adolfo Sachsida; Loureiro Paulo
2004-01-01
Based on a sample of drivers in Brasilia's streets, this article investigates whether distraction explains traffic accidents. A probit model is estimated to determine the predictive power of several variables on traffic accidents. The main conclusion drawn from this study is that the proxies used to measure distraction, such as the use of cell phones and cigarette smoking in a moving vehicle, are significant factors in determining traffic accidents.
Business Cycle Theory and Econometrics.
Gregory, Allan W; Smith, Gregor W
1995-01-01
We outline in turn criticisms made by econometricians of the methods used in empirical business-cycle research and then criticisms made by business-cycle researchers of some methods used by econometricians. The aim is to clarify and in some cases correct these criticisms. Overall there is no conflict in using rigourous statistical procedures to study modern dynamic stochastic general equilibrium models. We also provide a concise bibliography of recent research on statistical methods for busin...
Bourne, Paul A
2009-07-01
In recent times, the World Health Organization has increasing drawn attention to the pivotal role of social conditions in determining health status. The non-biological factors produced inequalities in health and need to be considered in health development. In spite of this, extensive review of health Caribbean revealed that no study has examined health status over the life course of Jamaicans. With the value of research in public health, this study is timely and will add value to understand the elderly, middle age and young adults in Jamaica. The aim of this study is to develop models that can be used to examine (or evaluate) health of Jamaicans, elderly, middle age and young adults. The current study used data from a cross-sectional survey which was conducted between July and October 2002. Stratified random probability sampling technique was used to collect the data from 25,018 respondents across the island. The non-response rate for the survey was 29.7% with 20.5% who did not respond to particular questions, 9.0% did not participated in the survey and another 0.2% was rejected due to data cleaning. Logistic regression analyses were used to model health status of Jamaicans, young adults, middle age adults and elderly. The predictive power of the model was tested using Omnibus Test of Model and Hosmer and Lemeshow (24) was used to examine goodness of fit of the model. The correlation matrix was examined in order to ascertain whether autocorrelation (or multi-collinearity) existed between variables. Using logistic regression analysis, eleven variables emerged as statistically significant predictors of current good health Status of Jamaicans (p<0.05). The factors are retirement income (95%CI=0.487-0.958), logged medical expenditure (95% Confidence Interval, CI =0.907-0.993), marital status (Separated or widowed or divorced: 95%CI=0.309-0.464; married: 95%CI=0.495-0.667; Never married), health insurance (95%CI=0.029-0.046), area of residence (other towns:, 95%CI=1
Assessment of Molecular Modeling & Simulation
Energy Technology Data Exchange (ETDEWEB)
None
2002-01-03
This report reviews the development and applications of molecular and materials modeling in Europe and Japan in comparison to those in the United States. Topics covered include computational quantum chemistry, molecular simulations by molecular dynamics and Monte Carlo methods, mesoscale modeling of material domains, molecular-structure/macroscale property correlations like QSARs and QSPRs, and related information technologies like informatics and special-purpose molecular-modeling computers. The panel's findings include the following: The United States leads this field in many scientific areas. However, Canada has particular strengths in DFT methods and homogeneous catalysis; Europe in heterogeneous catalysis, mesoscale, and materials modeling; and Japan in materials modeling and special-purpose computing. Major government-industry initiatives are underway in Europe and Japan, notably in multi-scale materials modeling and in development of chemistry-capable ab-initio molecular dynamics codes.
NRTA simulation by modeling PFPF
International Nuclear Information System (INIS)
Asano, Takashi; Fujiwara, Shigeo; Takahashi, Saburo; Shibata, Junichi; Totsu, Noriko
2003-01-01
In PFPF, NRTA system has been applied since 1991. It has been confirmed by evaluating facility material accountancy data provided from operator in each IIV that a significant MUF was not generated. In case of throughput of PFPF scale, MUF can be evaluated with a sufficient detection probability by the present NRTA evaluation manner. However, by increasing of throughput, the uncertainty of material accountancy will increase, and the detection probability will decline. The relationship between increasing of throughput and declining of detection probability and the maximum throughput upon application of following measures with a sufficient detection probability were evaluated by simulation of NRTA system. This simulation was performed by modeling of PFPF. Measures for increasing detection probability are shown as follows. Shortening of the evaluation interval. Segmentation of evaluation area. This report shows the results of these simulations. (author)
Regional demand forecasting and simulation model: user's manual. Task 4, final report
Energy Technology Data Exchange (ETDEWEB)
Parhizgari, A M
1978-09-25
The Department of Energy's Regional Demand Forecasting Model (RDFOR) is an econometric and simulation system designed to estimate annual fuel-sector-region specific consumption of energy for the US. Its purposes are to (1) provide the demand side of the Project Independence Evaluation System (PIES), (2) enhance our empirical insights into the structure of US energy demand, and (3) assist policymakers in their decisions on and formulations of various energy policies and/or scenarios. This report provides a self-contained user's manual for interpreting, utilizing, and implementing RDFOR simulation software packages. Chapters I and II present the theoretical structure and the simulation of RDFOR, respectively. Chapter III describes several potential scenarios which are (or have been) utilized in the RDFOR simulations. Chapter IV presents an overview of the complete software package utilized in simulation. Chapter V provides the detailed explanation and documentation of this package. The last chapter describes step-by-step implementation of the simulation package using the two scenarios detailed in Chapter III. The RDFOR model contains 14 fuels: gasoline, electricity, natural gas, distillate and residual fuels, liquid gases, jet fuel, coal, oil, petroleum products, asphalt, petroleum coke, metallurgical coal, and total fuels, spread over residential, commercial, industrial, and transportation sectors.
Repository simulation model: Final report
International Nuclear Information System (INIS)
1988-03-01
This report documents the application of computer simulation for the design analysis of the nuclear waste repository's waste handling and packaging operations. The Salt Repository Simulation Model was used to evaluate design alternatives during the conceptual design phase of the Salt Repository Project. Code development and verification was performed by the Office of Nuclear Waste Isolation (ONWL). The focus of this report is to relate the experience gained during the development and application of the Salt Repository Simulation Model to future repository design phases. Design of the repository's waste handling and packaging systems will require sophisticated analysis tools to evaluate complex operational and logistical design alternatives. Selection of these design alternatives in the Advanced Conceptual Design (ACD) and License Application Design (LAD) phases must be supported by analysis to demonstrate that the repository design will cost effectively meet DOE's mandated emplacement schedule and that uncertainties in the performance of the repository's systems have been objectively evaluated. Computer simulation of repository operations will provide future repository designers with data and insights that no other analytical form of analysis can provide. 6 refs., 10 figs
Weigel, Martin
2011-09-01
Over the last couple of years it has been realized that the vast computational power of graphics processing units (GPUs) could be harvested for purposes other than the video game industry. This power, which at least nominally exceeds that of current CPUs by large factors, results from the relative simplicity of the GPU architectures as compared to CPUs, combined with a large number of parallel processing units on a single chip. To benefit from this setup for general computing purposes, the problems at hand need to be prepared in a way to profit from the inherent parallelism and hierarchical structure of memory accesses. In this contribution I discuss the performance potential for simulating spin models, such as the Ising model, on GPU as compared to conventional simulations on CPU.
Standard for Models and Simulations
Steele, Martin J.
2016-01-01
This NASA Technical Standard establishes uniform practices in modeling and simulation to ensure essential requirements are applied to the design, development, and use of models and simulations (MS), while ensuring acceptance criteria are defined by the program project and approved by the responsible Technical Authority. It also provides an approved set of requirements, recommendations, and criteria with which MS may be developed, accepted, and used in support of NASA activities. As the MS disciplines employed and application areas involved are broad, the common aspects of MS across all NASA activities are addressed. The discipline-specific details of a given MS should be obtained from relevant recommended practices. The primary purpose is to reduce the risks associated with MS-influenced decisions by ensuring the complete communication of the credibility of MS results.
Ni Mhurchu, Cliona; Eyles, Helen; Genc, Murat; Scarborough, Peter; Rayner, Mike; Mizdrak, Anja; Nnoaham, Kelechi; Blakely, Tony
2015-01-01
Health-related food taxes and subsidies may promote healthier diets and reduce mortality. Our aim was to estimate the effects of health-related food taxes and subsidies on deaths prevented or postponed (DPP) in New Zealand. A macrosimulation model based on household expenditure data, demand elasticities and population impact fractions for 18 diet-related diseases was used to estimate effects of five tax and subsidy regimens. We used price elasticity values for 24 major commonly consumed food groups in New Zealand, and food expenditure data from national Household Economic Surveys. Changes in mortality from cardiovascular disease, cancer, diabetes and other diet-related diseases were estimated. A 20% subsidy on fruit and vegetables would result in 560 (95% uncertainty interval, 400 to 700) DPP each year (1.9% annual all-cause mortality). A 20% tax on major dietary sources of saturated fat would result in 1,500 (950 to 2,100) DPP (5.0%), and a 20% tax on major dietary sources of sodium would result in 2,000 (1300 to 2,700) DPP (6.8%). Combining taxes on saturated fat and sodium with a fruit and vegetable subsidy would result in 2,400 (1,800 to 3,000) DPP (8.1% mortality annually). A tax on major dietary sources of greenhouse gas emissions would generate 1,200 (750 to 1,700) DPP annually (4.0%). Effects were similar or greater for Maori and low-income households in relative terms. Health-related food taxes and subsidies could improve diets and reduce mortality from diet-related disease in New Zealand. Our study adds to the growing evidence base suggesting food pricing policies should improve population health and reduce inequalities, but there is still much work to be done to improve estimation of health impacts.
Directory of Open Access Journals (Sweden)
Cliona Ni Mhurchu
Full Text Available Health-related food taxes and subsidies may promote healthier diets and reduce mortality. Our aim was to estimate the effects of health-related food taxes and subsidies on deaths prevented or postponed (DPP in New Zealand.A macrosimulation model based on household expenditure data, demand elasticities and population impact fractions for 18 diet-related diseases was used to estimate effects of five tax and subsidy regimens. We used price elasticity values for 24 major commonly consumed food groups in New Zealand, and food expenditure data from national Household Economic Surveys. Changes in mortality from cardiovascular disease, cancer, diabetes and other diet-related diseases were estimated.A 20% subsidy on fruit and vegetables would result in 560 (95% uncertainty interval, 400 to 700 DPP each year (1.9% annual all-cause mortality. A 20% tax on major dietary sources of saturated fat would result in 1,500 (950 to 2,100 DPP (5.0%, and a 20% tax on major dietary sources of sodium would result in 2,000 (1300 to 2,700 DPP (6.8%. Combining taxes on saturated fat and sodium with a fruit and vegetable subsidy would result in 2,400 (1,800 to 3,000 DPP (8.1% mortality annually. A tax on major dietary sources of greenhouse gas emissions would generate 1,200 (750 to 1,700 DPP annually (4.0%. Effects were similar or greater for Maori and low-income households in relative terms.Health-related food taxes and subsidies could improve diets and reduce mortality from diet-related disease in New Zealand. Our study adds to the growing evidence base suggesting food pricing policies should improve population health and reduce inequalities, but there is still much work to be done to improve estimation of health impacts.
Analysis of Regional Unemployment in Russia and Germany: Spatial-Econometric Approach
Directory of Open Access Journals (Sweden)
Elena Vyacheslavovna Semerikova
2015-06-01
Full Text Available The study was supported by the Government of the Russian Federation, grant No.11.G34.31.0059. This paper analyzes the regional unemployment in Russia and Germany in 2005-2010 and addresses issues of choosing the right specification of spatial-econometric models. The analysis based on data of 75 Russian and 370 German regions showed that for Germany the choice of the spatial weighting matrix has a more significant influence on the parameter estimates than for Russia. Presumably this is due to stronger linkages between regional labor markets in Germany compared to Russia. The authors also proposed an algorithm for choosing between spatial matrices and demonstrated the application of this algorithm on simulated Russian data. The authors found that 1 the deviation of the results from the true ones increases when the spatial dependence between regions is higher and 2 the matrix of inverse distances is more preferable than the boundary one for the analysis of regional unemployment in Russia (because of the lower value of the mean squared error. The authors are also planning to apply the proposed algorithm for simulated data of Germany. These results allow accounting the spatial dependence more correctly when modeling regional unemployment which is very important for making proper regional policy
Approaches and methods for econometric analysis of market power
DEFF Research Database (Denmark)
Perekhozhuk, Oleksandr; Glauben, Thomas; Grings, Michael
2017-01-01
, functional forms, estimation methods and derived estimates of the degree of market power. Thereafter, we use our framework to evaluate several structural models based on PTA and GIM to measure oligopsony power in the Ukrainian dairy industry. The PTA-based results suggest that the estimated parameters......This study discusses two widely used approaches in the New Empirical Industrial Organization (NEIO) literature and examines the strengths and weaknesses of the Production-Theoretic Approach (PTA) and the General Identification Method (GIM) for the econometric analysis of market power...... in agricultural and food markets. We provide a framework that may help researchers to evaluate and improve structural models of market power. Starting with the specification of the approaches in question, we compare published empirical studies of market power with respect to the choice of the applied approach...
Verifying and Validating Simulation Models
Energy Technology Data Exchange (ETDEWEB)
Hemez, Francois M. [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
2015-02-23
This presentation is a high-level discussion of the Verification and Validation (V&V) of computational models. Definitions of V&V are given to emphasize that “validation” is never performed in a vacuum; it accounts, instead, for the current state-of-knowledge in the discipline considered. In particular comparisons between physical measurements and numerical predictions should account for their respective sources of uncertainty. The differences between error (bias), aleatoric uncertainty (randomness) and epistemic uncertainty (ignorance, lack-of- knowledge) are briefly discussed. Four types of uncertainty in physics and engineering are discussed: 1) experimental variability, 2) variability and randomness, 3) numerical uncertainty and 4) model-form uncertainty. Statistical sampling methods are available to propagate, and analyze, variability and randomness. Numerical uncertainty originates from the truncation error introduced by the discretization of partial differential equations in time and space. Model-form uncertainty is introduced by assumptions often formulated to render a complex problem more tractable and amenable to modeling and simulation. The discussion concludes with high-level guidance to assess the “credibility” of numerical simulations, which stems from the level of rigor with which these various sources of uncertainty are assessed and quantified.
Advances in Intelligent Modelling and Simulation Simulation Tools and Applications
Oplatková, Zuzana; Carvalho, Marco; Kisiel-Dorohinicki, Marek
2012-01-01
The human capacity to abstract complex systems and phenomena into simplified models has played a critical role in the rapid evolution of our modern industrial processes and scientific research. As a science and an art, Modelling and Simulation have been one of the core enablers of this remarkable human trace, and have become a topic of great importance for researchers and practitioners. This book was created to compile some of the most recent concepts, advances, challenges and ideas associated with Intelligent Modelling and Simulation frameworks, tools and applications. The first chapter discusses the important aspects of a human interaction and the correct interpretation of results during simulations. The second chapter gets to the heart of the analysis of entrepreneurship by means of agent-based modelling and simulations. The following three chapters bring together the central theme of simulation frameworks, first describing an agent-based simulation framework, then a simulator for electrical machines, and...
MODELLING, SIMULATING AND OPTIMIZING BOILERS
DEFF Research Database (Denmark)
Sørensen, Kim; Condra, Thomas Joseph; Houbak, Niels
2004-01-01
In the present work a framework for optimizing the design of boilers for dynamic operation has been developed. A cost function to be minimized during the optimization has been formulated and for the present design variables related to the Boiler Volume and the Boiler load Gradient (i.e. ring rate...... on the boiler) have been dened. Furthermore a number of constraints related to: minimum and maximum boiler load gradient, minimum boiler size, Shrinking and Swelling and Steam Space Load have been dened. For dening the constraints related to the required boiler volume a dynamic model for simulating the boiler...... performance has been developed. Outputs from the simulations are shrinking and swelling of water level in the drum during for example a start-up of the boiler, these gures combined with the requirements with respect to allowable water level uctuations in the drum denes the requirements with respect to drum...
Informatics, Data Mining, Econometrics and Financial Economics: A Connection
C-L. Chang (Chia-Lin); M.J. McAleer (Michael); W.-K. Wong (Wing-Keung)
2015-01-01
textabstractThis short communication reviews some of the literature in econometrics and financial economics that is related to informatics and data mining. We then discuss some of the research on econometrics and financial economics that could be extended to informatics and data mining beyond the
SEMI Modeling and Simulation Roadmap
Energy Technology Data Exchange (ETDEWEB)
Hermina, W.L.
2000-10-02
With the exponential growth in the power of computing hardware and software, modeling and simulation is becoming a key enabler for the rapid design of reliable Microsystems. One vision of the future microsystem design process would include the following primary software capabilities: (1) The development of 3D part design, through standard CAD packages, with automatic design rule checks that guarantee the manufacturability and performance of the microsystem. (2) Automatic mesh generation, for 3D parts as manufactured, that permits computational simulation of the process steps, and the performance and reliability analysis for the final microsystem. (3) Computer generated 2D layouts for process steps that utilize detailed process models to generate the layout and process parameter recipe required to achieve the desired 3D part. (4) Science-based computational tools that can simulate the process physics, and the coupled thermal, fluid, structural, solid mechanics, electromagnetic and material response governing the performance and reliability of the microsystem. (5) Visualization software that permits the rapid visualization of 3D parts including cross-sectional maps, performance and reliability analysis results, and process simulation results. In addition to these desired software capabilities, a desired computing infrastructure would include massively parallel computers that enable rapid high-fidelity analysis, coupled with networked compute servers that permit computing at a distance. We now discuss the individual computational components that are required to achieve this vision. There are three primary areas of focus: design capabilities, science-based capabilities and computing infrastructure. Within each of these areas, there are several key capability requirements.
Photovoltaic array performance simulation models
Energy Technology Data Exchange (ETDEWEB)
Menicucci, D. F.
1986-09-15
The experience of the solar industry confirms that, despite recent cost reductions, the profitability of photovoltaic (PV) systems is often marginal and the configuration and sizing of a system is a critical problem for the design engineer. Construction and evaluation of experimental systems are expensive and seldom justifiable. A mathematical model or computer-simulation program is a desirable alternative, provided reliable results can be obtained. Sandia National Laboratories, Albuquerque (SNLA), has been studying PV-system modeling techniques in an effort to develop an effective tool to be used by engineers and architects in the design of cost-effective PV systems. This paper reviews two of the sources of error found in previous PV modeling programs, presents the remedies developed to correct these errors, and describes a new program that incorporates these improvements.
Energy Technology Data Exchange (ETDEWEB)
Ruehle, G.
1977-04-01
The energy consumption of industry and private households in a country is closely linked with the amount and development of the GNP and the available income. Instead of extrapolations, a dynamic econometric model was developed based on the Keynesian theory and the data of 1960 to 1974 relating to national accounts. The economic ties between Baden--Wuertemberg and the FRG are to be insured by a subsequent coupling to an FRG model. The first part of this paper basically deals with the fundamentals of the model. An introduction to the problems given by the project is followed by the theoretical economic conception and methodical bases of the model, as well as a discussion of various possible versions of behavior equations. From a set of possible versions of a behavior equation one version, possibly with an alternative for the model simulation in the second part, is selected.
Simulated annealing model of acupuncture
Shang, Charles; Szu, Harold
2015-05-01
The growth control singularity model suggests that acupuncture points (acupoints) originate from organizers in embryogenesis. Organizers are singular points in growth control. Acupuncture can cause perturbation of a system with effects similar to simulated annealing. In clinical trial, the goal of a treatment is to relieve certain disorder which corresponds to reaching certain local optimum in simulated annealing. The self-organizing effect of the system is limited and related to the person's general health and age. Perturbation at acupoints can lead a stronger local excitation (analogous to higher annealing temperature) compared to perturbation at non-singular points (placebo control points). Such difference diminishes as the number of perturbed points increases due to the wider distribution of the limited self-organizing activity. This model explains the following facts from systematic reviews of acupuncture trials: 1. Properly chosen single acupoint treatment for certain disorder can lead to highly repeatable efficacy above placebo 2. When multiple acupoints are used, the result can be highly repeatable if the patients are relatively healthy and young but are usually mixed if the patients are old, frail and have multiple disorders at the same time as the number of local optima or comorbidities increases. 3. As number of acupoints used increases, the efficacy difference between sham and real acupuncture often diminishes. It predicted that the efficacy of acupuncture is negatively correlated to the disease chronicity, severity and patient's age. This is the first biological - physical model of acupuncture which can predict and guide clinical acupuncture research.
Operations planning simulation: Model study
1974-01-01
The use of simulation modeling for the identification of system sensitivities to internal and external forces and variables is discussed. The technique provides a means of exploring alternate system procedures and processes, so that these alternatives may be considered on a mutually comparative basis permitting the selection of a mode or modes of operation which have potential advantages to the system user and the operator. These advantages are measurements is system efficiency are: (1) the ability to meet specific schedules for operations, mission or mission readiness requirements or performance standards and (2) to accomplish the objectives within cost effective limits.
Computationally intensive econometrics using a distributed matrix-programming language.
Doornik, Jurgen A; Hendry, David F; Shephard, Neil
2002-06-15
This paper reviews the need for powerful computing facilities in econometrics, focusing on concrete problems which arise in financial economics and in macroeconomics. We argue that the profession is being held back by the lack of easy-to-use generic software which is able to exploit the availability of cheap clusters of distributed computers. Our response is to extend, in a number of directions, the well-known matrix-programming interpreted language Ox developed by the first author. We note three possible levels of extensions: (i) Ox with parallelization explicit in the Ox code; (ii) Ox with a parallelized run-time library; and (iii) Ox with a parallelized interpreter. This paper studies and implements the first case, emphasizing the need for deterministic computing in science. We give examples in the context of financial economics and time-series modelling.
Currency Crisis in Sudan in 2012: An Econometric Analysis
Directory of Open Access Journals (Sweden)
Alamedin Bannaga, Dr.
2015-06-01
Full Text Available The Sudan currency crisis in 2012 occurred when the Sudanese pound lost 66 percent of its value against the US dollar. In this article we adopt statistical methods such as the signal approach and econometric methods such as the Probit Model for identifying and evaluating the currency crisis. We utilize some economic indicators that have the ability to predict the crisis. We examined the capability of these indicators in generating an early warning system for Sudan currency crisis. The study confirms that the incidence of currency crisis in Sudan increases by increase in inflation rate, increase in import percentage of GDP, rise in claims against the central government, reduction in external reserves and existence of political crisis. Moreover, the study finds that the most important predictor of currency crisis in Sudan is decline in external reserves.
Impulse pumping modelling and simulation
International Nuclear Information System (INIS)
Pierre, B; Gudmundsson, J S
2010-01-01
Impulse pumping is a new pumping method based on propagation of pressure waves. Of particular interest is the application of impulse pumping to artificial lift situations, where fluid is transported from wellbore to wellhead using pressure waves generated at wellhead. The motor driven element of an impulse pumping apparatus is therefore located at wellhead and can be separated from the flowline. Thus operation and maintenance of an impulse pump are facilitated. The paper describes the different elements of an impulse pumping apparatus, reviews the physical principles and details the modelling of the novel pumping method. Results from numerical simulations of propagation of pressure waves in water-filled pipelines are then presented for illustrating impulse pumping physical principles, and validating the described modelling with experimental data.
Simulation model of a PWR power plant
International Nuclear Information System (INIS)
Larsen, N.
1987-03-01
A simulation model of a hypothetical PWR power plant is described. A large number of disturbances and failures in plant function can be simulated. The model is written as seven modules to the modular simulation system for continuous processes DYSIM and serves also as a user example of this system. The model runs in Fortran 77 on the IBM-PC-AT. (author)
Galaxy Alignments: Theory, Modelling & Simulations
Kiessling, Alina; Cacciato, Marcello; Joachimi, Benjamin; Kirk, Donnacha; Kitching, Thomas D.; Leonard, Adrienne; Mandelbaum, Rachel; Schäfer, Björn Malte; Sifón, Cristóbal; Brown, Michael L.; Rassat, Anais
2015-11-01
The shapes of galaxies are not randomly oriented on the sky. During the galaxy formation and evolution process, environment has a strong influence, as tidal gravitational fields in the large-scale structure tend to align nearby galaxies. Additionally, events such as galaxy mergers affect the relative alignments of both the shapes and angular momenta of galaxies throughout their history. These "intrinsic galaxy alignments" are known to exist, but are still poorly understood. This review will offer a pedagogical introduction to the current theories that describe intrinsic galaxy alignments, including the apparent difference in intrinsic alignment between early- and late-type galaxies and the latest efforts to model them analytically. It will then describe the ongoing efforts to simulate intrinsic alignments using both N-body and hydrodynamic simulations. Due to the relative youth of this field, there is still much to be done to understand intrinsic galaxy alignments and this review summarises the current state of the field, providing a solid basis for future work.
THE MARK I BUSINESS SYSTEM SIMULATION MODEL
of a large-scale business simulation model as a vehicle for doing research in management controls. The major results of the program were the...development of the Mark I business simulation model and the Simulation Package (SIMPAC). SIMPAC is a method and set of programs facilitating the construction...of large simulation models. The object of this document is to describe the Mark I Corporation model, state why parts of the business were modeled as they were, and indicate the research applications of the model. (Author)
Distributed simulation a model driven engineering approach
Topçu, Okan; Oğuztüzün, Halit; Yilmaz, Levent
2016-01-01
Backed by substantive case studies, the novel approach to software engineering for distributed simulation outlined in this text demonstrates the potent synergies between model-driven techniques, simulation, intelligent agents, and computer systems development.
Benchmark simulation models, quo vadis?
Jeppsson, U; Alex, J; Batstone, D J; Benedetti, L; Comas, J; Copp, J B; Corominas, L; Flores-Alsina, X; Gernaey, K V; Nopens, I; Pons, M-N; Rodríguez-Roda, I; Rosen, C; Steyer, J-P; Vanrolleghem, P A; Volcke, E I P; Vrecko, D
2013-01-01
As the work of the IWA Task Group on Benchmarking of Control Strategies for wastewater treatment plants (WWTPs) is coming to an end, it is essential to disseminate the knowledge gained. For this reason, all authors of the IWA Scientific and Technical Report on benchmarking have come together to provide their insights, highlighting areas where knowledge may still be deficient and where new opportunities are emerging, and to propose potential avenues for future development and application of the general benchmarking framework and its associated tools. The paper focuses on the topics of temporal and spatial extension, process modifications within the WWTP, the realism of models, control strategy extensions and the potential for new evaluation tools within the existing benchmark system. We find that there are major opportunities for application within all of these areas, either from existing work already being done within the context of the benchmarking simulation models (BSMs) or applicable work in the wider literature. Of key importance is increasing capability, usability and transparency of the BSM package while avoiding unnecessary complexity.
Simulation modelling of fynbos ecosystems: Systems analysis and conceptual models
CSIR Research Space (South Africa)
Kruger, FJ
1985-03-01
Full Text Available -animal interactions. An additional two models, which expand aspects of the FYNBOS model, are described: a model for simulating canopy processes; and a Fire Recovery Simulator. The canopy process model will simulate ecophysiological processes in more detail than FYNBOS...
Simulating Quantile Models with Applications to Economics and Management
Machado, José A. F.
2010-05-01
The massive increase in the speed of computers over the past forty years changed the way that social scientists, applied economists and statisticians approach their trades and also the very nature of the problems that they could feasibly tackle. The new methods that use intensively computer power go by the names of "computer-intensive" or "simulation". My lecture will start with bird's eye view of the uses of simulation in Economics and Statistics. Then I will turn out to my own research on uses of computer- intensive methods. From a methodological point of view the question I address is how to infer marginal distributions having estimated a conditional quantile process, (Counterfactual Decomposition of Changes in Wage Distributions using Quantile Regression," Journal of Applied Econometrics 20, 2005). Illustrations will be provided of the use of the method to perform counterfactual analysis in several different areas of knowledge.
Kriging Methodology and Its Development in Forecasting Econometric Time Series
Directory of Open Access Journals (Sweden)
Andrej Gajdoš
2017-03-01
Full Text Available One of the approaches for forecasting future values of a time series or unknown spatial data is kriging. The main objective of the paper is to introduce a general scheme of kriging in forecasting econometric time series using a family of linear regression time series models (shortly named as FDSLRM which apply regression not only to a trend but also to a random component of the observed time series. Simultaneously performing a Monte Carlo simulation study with a real electricity consumption dataset in the R computational langure and environment, we investigate the well-known problem of “negative” estimates of variance components when kriging predictions fail. Our following theoretical analysis, including also the modern apparatus of advanced multivariate statistics, gives us the formulation and proof of a general theorem about the explicit form of moments (up to sixth order for a Gaussian time series observation. This result provides a basis for further theoretical and computational research in the kriging methodology development.
ECONOMETRIC FORECAST OF AGRICULTURAL SECTOR INVESTING IN LVOV REGION
Directory of Open Access Journals (Sweden)
Rostyslav Lytvyn
2014-07-01
Full Text Available Purpose of economic processes forecasting in agriculture is more relevant and urgent in recent years with application of applied econometric methods. In represented research paper, these methods are used to forecast investment and the main agricultural industry indicators of Lvov region of Ukraine. The linear trend model, the parabolic trend model and the exponential trend model were elaborated from the period from 2000 to 2009 in this scientific study using applied statistical tool STATGRAFICS and EXCEL spreadsheets. And with assistance of these models forecast for investment on the basis of data of essential indicators of agrarian sector of the region for 2010 and 2011 was made. All models with probability р=0,95 are adequate experimental data for 2000-2009 years, that allow to make the forecast of investments and main agricultural indicators of the researched region by these models for 2010 and 2011 years. Nevertheless, it should be pointed out that, because of small amount of input data analysis of regression equations coefficients have more qualitative than quantitative influence upon resulting variable y6.
Appendix : airborne incidents : an econometric analysis of severity
2014-12-19
This is the Appendix for Airborne Incidents: An Econometric Analysis of Severity Report. : Airborne loss of separation incidents occur when an aircraft breaches the defined separation limit (vertical and/or horizontal) with another aircraft or terrai...
Non-standard spatial statistics and spatial econometrics
Griffith, Daniel A
2011-01-01
Spatial statistics and spatial econometrics are recent sprouts of the tree "spatial analysis with measurement". Still, several general themes have emerged. Exploring selected fields of possible interest is tantalizing, and this is what the authors aim here.
An introduction to enterprise modeling and simulation
Energy Technology Data Exchange (ETDEWEB)
Ostic, J.K.; Cannon, C.E. [Los Alamos National Lab., NM (United States). Technology Modeling and Analysis Group
1996-09-01
As part of an ongoing effort to continuously improve productivity, quality, and efficiency of both industry and Department of Energy enterprises, Los Alamos National Laboratory is investigating various manufacturing and business enterprise simulation methods. A number of enterprise simulation software models are being developed to enable engineering analysis of enterprise activities. In this document the authors define the scope of enterprise modeling and simulation efforts, and review recent work in enterprise simulation at Los Alamos National Laboratory as well as at other industrial, academic, and research institutions. References of enterprise modeling and simulation methods and a glossary of enterprise-related terms are provided.
Simulation and Modeling Methodologies, Technologies and Applications
Filipe, Joaquim; Kacprzyk, Janusz; Pina, Nuno
2014-01-01
This book includes extended and revised versions of a set of selected papers from the 2012 International Conference on Simulation and Modeling Methodologies, Technologies and Applications (SIMULTECH 2012) which was sponsored by the Institute for Systems and Technologies of Information, Control and Communication (INSTICC) and held in Rome, Italy. SIMULTECH 2012 was technically co-sponsored by the Society for Modeling & Simulation International (SCS), GDR I3, Lionphant Simulation, Simulation Team and IFIP and held in cooperation with AIS Special Interest Group of Modeling and Simulation (AIS SIGMAS) and the Movimento Italiano Modellazione e Simulazione (MIMOS).
Structured building model reduction toward parallel simulation
Energy Technology Data Exchange (ETDEWEB)
Dobbs, Justin R. [Cornell University; Hencey, Brondon M. [Cornell University
2013-08-26
Building energy model reduction exchanges accuracy for improved simulation speed by reducing the number of dynamical equations. Parallel computing aims to improve simulation times without loss of accuracy but is poorly utilized by contemporary simulators and is inherently limited by inter-processor communication. This paper bridges these disparate techniques to implement efficient parallel building thermal simulation. We begin with a survey of three structured reduction approaches that compares their performance to a leading unstructured method. We then use structured model reduction to find thermal clusters in the building energy model and allocate processing resources. Experimental results demonstrate faster simulation and low error without any interprocessor communication.
Ehdaie, Jaber
1990-01-01
This paper develops an econometric technique that deals with shortcomings of existing methods for estimating the tax elasticity and the impact on revenues of discretionary tax measures. This model highlights the roles that discretionary tax measures and economic growth play in effecting the shift from the taxation of international trade to the taxation of domestic transactions. The objective of this study is twofold: first, to develop an econometric method of estimating built-in tax elasticit...
A physiological production model for cacao : results of model simulations
Zuidema, P.A.; Leffelaar, P.A.
2002-01-01
CASE2 is a physiological model for cocoa (Theobroma cacao L.) growth and yield. This report introduces the CAcao Simulation Engine for water-limited production in a non-technical way and presents simulation results obtained with the model.
Petroleum products price interactions on the world markets: an econometric analysis
International Nuclear Information System (INIS)
Maack, Laetitia de; Lantz, Frederic
2012-09-01
This study examines the relationship between crude oil and petroleum products prices in the European, Asian and North American markets. We develop an econometric model, based on the long term equilibrium between the prices, which takes into account the changes in the oil product demand trends. We explain price behaviors by the impact of the demand trends. Because the refining industry which transforms crude into petroleum products is a joint product industry, petroleum product pricing is affected by demand trends both in terms of quality and quantity. Consequently, the long term equilibrium between prices, estimated through a co-integration approach, are affected by several structural breaks. We also develop a panel econometric model which simultaneously takes into account the relative prices of ail world products towards one crude. Finally, the different results are compared to the marginal costs derived from an oil refining optimization model. This econometric modeling approach enables a better understanding of the long term equilibrium between prices of petroleum products and crude. (authors)
Forecasting space weather: Can new econometric methods improve accuracy?
Reikard, Gordon
2011-06-01
Space weather forecasts are currently used in areas ranging from navigation and communication to electric power system operations. The relevant forecast horizons can range from as little as 24 h to several days. This paper analyzes the predictability of two major space weather measures using new time series methods, many of them derived from econometrics. The data sets are the A p geomagnetic index and the solar radio flux at 10.7 cm. The methods tested include nonlinear regressions, neural networks, frequency domain algorithms, GARCH models (which utilize the residual variance), state transition models, and models that combine elements of several techniques. While combined models are complex, they can be programmed using modern statistical software. The data frequency is daily, and forecasting experiments are run over horizons ranging from 1 to 7 days. Two major conclusions stand out. First, the frequency domain method forecasts the A p index more accurately than any time domain model, including both regressions and neural networks. This finding is very robust, and holds for all forecast horizons. Combining the frequency domain method with other techniques yields a further small improvement in accuracy. Second, the neural network forecasts the solar flux more accurately than any other method, although at short horizons (2 days or less) the regression and net yield similar results. The neural net does best when it includes measures of the long-term component in the data.
Modeling and forecasting the supply of oil and gas: a survey of existing approaches
International Nuclear Information System (INIS)
Walls, M.A.
1992-01-01
This paper surveys the literature on empirical oil and gas supply modeling. The models fall into two broad categories: geologic/engineering and econometric. Two types of geologic/engineering models are surveyed - play analysis, or simulation models and discovery process models. A third category of supply models, 'hybrids', which contain features of both econometric and discovery process models are also discussed. Particular attention is paid to whether or not the models have linkages between a dynamic model of producer optimizing behaviour and the factors governing supply of the resource; whether or not expectations of future prices, costs, and other stochastic variables are incorporated; whether the physical characteristics of non-renewable resources are captured; and how well the models perform. The paper concludes that the best path for future research efforts is a hybrid approach where the econometric component is derived from a stochastic dynamic optimization model of exploration behaviour. 51 refs., 3 figs., 1 tab
Simulation modeling and analysis with Arena
Altiok, Tayfur
2007-01-01
Simulation Modeling and Analysis with Arena is a highly readable textbook which treats the essentials of the Monte Carlo discrete-event simulation methodology, and does so in the context of a popular Arena simulation environment. It treats simulation modeling as an in-vitro laboratory that facilitates the understanding of complex systems and experimentation with what-if scenarios in order to estimate their performance metrics. The book contains chapters on the simulation modeling methodology and the underpinnings of discrete-event systems, as well as the relevant underlying probability, statistics, stochastic processes, input analysis, model validation and output analysis. All simulation-related concepts are illustrated in numerous Arena examples, encompassing production lines, manufacturing and inventory systems, transportation systems, and computer information systems in networked settings.· Introduces the concept of discrete event Monte Carlo simulation, the most commonly used methodology for modeli...
Gbolahan S. Osho
2011-01-01
The last few years have seen substantial revivals of interest in the determinants of economic growth in Africa, especially in the Sub-Saharan Africa. This paper provides an econometric model that help to examine the impact of market share, interest rate and non-economic factors such as external shocks, structural adjustment policies on the GDP of Sub-Saharan Africa. Economic development data covering the period of 1970 to 2004 was used in estimation with ordinary least square (OLS). The resul...
Climate Change Adaptation via U.S. Land Use Transitions: A Spatial Econometric Analysis
Cho, Sung Ju; McCarl, Bruce A.; Wu, Ximing
2015-01-01
Climate change, coupled with biofuels development and other factors may well be changing US land usage patterns. We use a spatial econometric approach to estimate the drivers of US land use transitions in recent years. We consider transitions between six major land uses: agricultural land, forest, grassland, water, urban, and other uses. To examine drivers, we use a two-step linearized, spatial, multinomial logit model and estimate land use transition probabilities. Our results indicate that ...
Three essays on the econometric analysis of high frequency financial data
OOMEN, Roel C. A.
2003-01-01
Defence date: 13 June 2003 Examining Board: Prof. H. Peter Boswijk, University of Amsterdam ; Prof. Søren Johansen, University of Copenhagen, Supervisor ; Prof. Helmut Lütkepohl, EUI ; Prof. Stephen Taylor, Lancaster University This thesis is motivated by the observation that the time series properties of financial security prices can vary fundamentally with their sampling frequency. Econometric models developed for low frequency data may thus be unsuitable for high frequency data and v...
The Food and Agricultural Policy Simulator
Salathe, Larry E.; Price, J. Michael; Gadson, Kenneth E.
1982-01-01
This article describes the structure and dynamic properties of the Food and Agricultural Policy Simulator (FAPSIM), an annual econometric model of the US agricultural sector F APSIM estimates a simultaneous price-quantity equilibrium solution for a set of individual commodity models developed for beef, pork, dairy, chickens, eggs, turkeys, corn, oats, barley, gram sorghum, wheat, soybeans, and cotton F APSIM also endogenously determines farm production expenses, cash receipts, net farm Income...
Network Modeling and Simulation A Practical Perspective
Guizani, Mohsen; Khan, Bilal
2010-01-01
Network Modeling and Simulation is a practical guide to using modeling and simulation to solve real-life problems. The authors give a comprehensive exposition of the core concepts in modeling and simulation, and then systematically address the many practical considerations faced by developers in modeling complex large-scale systems. The authors provide examples from computer and telecommunication networks and use these to illustrate the process of mapping generic simulation concepts to domain-specific problems in different industries and disciplines. Key features: Provides the tools and strate
Energy Technology Data Exchange (ETDEWEB)
Machado, Giovani; Aragao, Amanda; Valle, Ricardo Nascimento e Silva do [Empresa de Pesquisa Energetica (EPE), Rio de Janeiro, RJ (Brazil)
2008-07-01
This study forecasts the world oil and gas demands for 2008-2030 by applying econometric formulations. The basic variables are world GDP and Brent price. The forecast assumptions are: sound world economic growth remains, despite falling rates during the period; Brent prices continue high, but in a lower level, in 2006 constant prices, in harmony with Energy Information Administration reference scenario. Findings show that, should assumptions prove to be correct, world oil and gas demands will reach 118 million bbl/d and 5 trillion cubic meters in 2030, respectively. In other words, world oil demand will grow at 1.4% per year, while world gas demand will increase at 2.5% per year. Although such figures are similar to those from other institutions (EIA, IEA and OPEC), structural changes in oil and gas markets, catalyzed by high oil prices and energy and environmental policies, may reduce forecast strength of the specifications proposed. (author)
Modelling and simulation of a heat exchanger
Xia, Lei; Deabreu-Garcia, J. Alex; Hartley, Tom T.
1991-01-01
Two models for two different control systems are developed for a parallel heat exchanger. First by spatially lumping a heat exchanger model, a good approximate model which has a high system order is produced. Model reduction techniques are applied to these to obtain low order models that are suitable for dynamic analysis and control design. The simulation method is discussed to ensure a valid simulation result.
Modeling and simulation of large HVDC systems
Energy Technology Data Exchange (ETDEWEB)
Jin, H.; Sood, V.K.
1993-01-01
This paper addresses the complexity and the amount of work in preparing simulation data and in implementing various converter control schemes and the excessive simulation time involved in modelling and simulation of large HVDC systems. The Power Electronic Circuit Analysis program (PECAN) is used to address these problems and a large HVDC system with two dc links is simulated using PECAN. A benchmark HVDC system is studied to compare the simulation results with those from other packages. The simulation time and results are provided in the paper.
The Use of Nonparametric Kernel Regression Methods in Econometric Production Analysis
DEFF Research Database (Denmark)
Czekaj, Tomasz Gerard
and nonparametric estimations of production functions in order to evaluate the optimal firm size. The second paper discusses the use of parametric and nonparametric regression methods to estimate panel data regression models. The third paper analyses production risk, price uncertainty, and farmers' risk preferences...... within a nonparametric panel data regression framework. The fourth paper analyses the technical efficiency of dairy farms with environmental output using nonparametric kernel regression in a semiparametric stochastic frontier analysis. The results provided in this PhD thesis show that nonparametric......This PhD thesis addresses one of the fundamental problems in applied econometric analysis, namely the econometric estimation of regression functions. The conventional approach to regression analysis is the parametric approach, which requires the researcher to specify the form of the regression...
Tsutsumi, Morito; Seya, Hajime
2009-12-01
This study discusses the theoretical foundation of the application of spatial hedonic approaches—the hedonic approach employing spatial econometrics or/and spatial statistics—to benefits evaluation. The study highlights the limitations of the spatial econometrics approach since it uses a spatial weight matrix that is not employed by the spatial statistics approach. Further, the study presents empirical analyses by applying the Spatial Autoregressive Error Model (SAEM), which is based on the spatial econometrics approach, and the Spatial Process Model (SPM), which is based on the spatial statistics approach. SPMs are conducted based on both isotropy and anisotropy and applied to different mesh sizes. The empirical analysis reveals that the estimated benefits are quite different, especially between isotropic and anisotropic SPM and between isotropic SPM and SAEM; the estimated benefits are similar for SAEM and anisotropic SPM. The study demonstrates that the mesh size does not affect the estimated amount of benefits. Finally, the study provides a confidence interval for the estimated benefits and raises an issue with regard to benefit evaluation.
THE SIMON KUZNETS'S INFLUENCE ON THE DEVELOPMENT OF ECONOMETRICS AND ENVIRONMENTAL ECONOMICS
Directory of Open Access Journals (Sweden)
O. Chernyak
2014-06-01
Full Text Available S. Kuznets's empirical and theoretical researches of the economical growth and economical development, made in 1940 – 1960th, became a main source for upgrading the econometrical models of those processes. The ideas of S. Kuznets gave a beginning for two outstanding directions of the applied literature. The first one deals with the Kuznets's cycles, that have approximately 20 years length period. The second direction appeared after the Kuznets's hypothesis about the unequal allocation of income in a process of economical growth. Kuznets made an assumption, that this inequality growth first and then rolls off. This dependence was named "Kuznets curve". An appearance of new works is caused by creation of new econometrical methods and models (panel data, nonstationarity and by putting forward new theoretical explanations of the phenomenon. Similarly to the original Kuznets curve in the early 1990th "Environmental Kuznets curve" was suggested. After appearance of that concept plenty of econometrical researches were done. On our opinion, the Kuznets's scientific heritage includes great unsolved potential. The usage of this potential will promote a further progress of economical theory.
Modeling and Simulation of Low Voltage Arcs
Ghezzi, L.; Balestrero, A.
2010-01-01
Modeling and Simulation of Low Voltage Arcs is an attempt to improve the physical understanding, mathematical modeling and numerical simulation of the electric arcs that are found during current interruptions in low voltage circuit breakers. An empirical description is gained by refined electrical
Model improvements to simulate charging in SEM
Arat, K. T.; Klimpel, T.; Hagen, C. W.
2018-03-01
Charging of insulators is a complex phenomenon to simulate since the accuracy of the simulations is very sensitive to the interaction of electrons with matter and electric fields. In this study, we report model improvements for a previously developed Monte-Carlo simulator to more accurately simulate samples that charge. The improvements include both modelling of low energy electron scattering and charging of insulators. The new first-principle scattering models provide a more realistic charge distribution cloud in the material, and a better match between non-charging simulations and experimental results. Improvements on charging models mainly focus on redistribution of the charge carriers in the material with an induced conductivity (EBIC) and a breakdown model, leading to a smoother distribution of the charges. Combined with a more accurate tracing of low energy electrons in the electric field, we managed to reproduce the dynamically changing charging contrast due to an induced positive surface potential.
Firing the furnace? An econometric analysis of utilities' fuel choice
International Nuclear Information System (INIS)
Tauchmann, H.
2006-01-01
This paper attempts to estimate how the fuel mix of German electricity producers does react to fuel price changes. The empirical analysis is based on panel data (1968-1998) of major utilities. Two different aspects of fuel choice are distinguished: at the one hand, the construction of usually fuel-specific capacities for electric power generation, i.e. investment decisions that determine the fuel mix in the long run; at the other, fuel use conditional on existing generation capacities, i.e. short-run inter-fuel substitution. According to the results from panel unit root tests, both the econometric models which describe these two aspects are specified in changes rather than levels. The partly discrete nature of investment decisions is taken into account, by constructing a discrete model of capacity adjustment. Our estimation results suggest that the fuel mix of electric utilities is price inelastic either if long-term investment or short-term inter-fuel substitution is considered. Finally, the empirical results are used to predict the potential impacts of CO 2 emissions trading on fuel choice in the German electric power industry
Firing the furnace? An econometric analysis of utilities' fuel choice
International Nuclear Information System (INIS)
Tauchmann, H.
2006-01-01
This paper attempts to estimate how the fuel mix of German electricity producers does react to fuel price changes. The empirical analysis is based on panel data (1968-1998) of major utilities. Two different aspects of fuel choice are distinguished: at the one hand, the construction of usually fuel-specific capacities for electric power generation, i.e. investment decisions that determine the fuel mix in the long run; at the other, fuel use conditional on existing generation capacities, i.e. short-run inter-fuel substitution. According to the results from panel unit root tests, both the econometric models which describe these two aspects are specified in changes rather than levels. The partly discrete nature of investment decisions is taken into account, by constructing a discrete model of capacity adjustment. Our estimation results suggest that the fuel mix of electric utilities is price inelastic either if long-term investment or short-term inter-fuel substitution is considered. Finally, the empirical results are used to predict the potential impacts of CO 2 emissions trading on fuel choice in the German electric power industry. (Author)
Tourism Economics in Sri Lanka: An Econometric Analysis
Directory of Open Access Journals (Sweden)
Prasanna-Perera Lalith Welgamage
2015-01-01
Full Text Available Sri Lanka aims to transform its tourism sector into one of the largest foreign exchange earners in 2016 by attracting 2.5 million high spending tourists. Tourism was ranked as the fifth largest source of foreign exchange earnings in 2012, and third largest in 2013 contributing 5.2 percent to total foreign earnings of the country. Further to this, the Sri Lankan government also identified tourism as a major hub of the country’s economy. Given the multi-dimensional impact the sector has on the country’s economy, it has to be examined systematically. This paper develops an econometric model based on the Cobb-Douglas function to analyze the relation between foreign exchange earnings, tourist arrivals, tourist prices, and tourist spending and direct employment in tourism. These variables of tourism are estimated utilizing model parameters such as R-Studio based on data from the sample period from 2002 to 2013. The formula presented in this study can be used by policy makers to calculate future foreign exchange earnings, employment, arrivals and prices related to tourism in Sri Lanka.
Oil price volatility: An Econometric Analysis of the WTI Market
International Nuclear Information System (INIS)
Hache, Emmanuel; Lantz, Frederic
2011-04-01
The aim of this paper is to study the oil price volatility in West Texas Intermediate (WTI) market in the US. By using statistical and econometric tools, we first attempt to identify the long-term relationship between WTI spot prices and the prices of futures contracts on the New York Mercantile Exchange (NYMEX). Subsequently we model the short-term dynamic between these two prices and this analysis points up several breaks. On this basis, a short term Markov Switching Vectorial Error Correction model (MS-VECM) with two distinct states (standard state and crisis state) has been estimated. Finally we introduce the volumes of transactions observed on the NYMEX for the WTI contracts and we estimate the influence of the non-commercial players. We conclude that the hypothesis of an influence of noncommercial players on the probability for being in the crisis state cannot be rejected. In addition, we show that the rise in liquidity of the first financial contracts, as measured by the volume of open interest, is a key element to understand the dynamics in market prices. (authors)
Econometric studies of urban population density: a survey.
Mcdonald, J F
1989-01-01
This paper presents the 1st reasonably comprehensive survey of empirical research of urban population densities since the publication of the book by Edmonston in 1975. The survey summarizes contributions to empirical knowledge that have been made since 1975 and points toward possible areas for additional research. The paper also provides a brief interpretative intellectual history of the topic. It begins with a personal overview of research in the field. The next section discusses econometric issues that arise in the estimation of population density functions in which density is a function only of a distance to the central business district of the urban area. Section 4 summarizes the studies of a single urban area that went beyond the estimation of simple distance-density functions, and Section 5 discusses studies that sought to explain the variations across urban areas in population density patterns. McDonald refers to the standard theory of urban population density throughout the paper. This basic model is presented in the textbook by Mills and Hamilton and it is assumed that the reader is familiar with the model.
Young people and alcohol: an econometric analysis.
Lundborg, Petter
2002-12-01
To analyse the determinants of youth drinking behaviour within an economic -theoretical framework. The paper focuses especially on the effects of (a) having parents willing to supply alcohol, (b) living in a single-parent household, (c) having parents who are currently unemployed and (d) having received education about alcohol, narcotics and tobacco. A Swedish cross-sectional survey data on 833 individuals aged 12-18 years was used to analyse the effects of the above variables on participation in drinking, frequency of drinking, intensity of drinking and binge drinking. Separate analyses were conducted for beer, wine and spirits. Care was taken in using appropriate econometric methods for the questions posed (negative binomial regression, censored regression and probit regression). Having parents willing to supply alcohol increased frequency (P < 0.05) of beer, wine and spirits consumption, intensity (P < 0.05) of wine, spirits and illicit alcohol consumption, and increased probabilities (P < 0.10) of binge drinking and participation in drinking (P < 0.05). No effects were seen from living in a single-parent household. Having received education about alcohol, narcotics and tobacco had a negative association only with intensity (P < 0.10) of beer consumption. Having a father who was currently unemployed was associated with an increased (P < 0.05) probability of binge drinking but a reduced (P < 0.05) frequency of wine consumption. The positive effect of having parents willing to supply alcohol could reflect that these individuals face lower acquisition costs or lower psychological costs in consumption. It could also reflect a price effect, if the individual receives the alcohol free from his or her parents.
Whole-building Hygrothermal Simulation Model
DEFF Research Database (Denmark)
Rode, Carsten; Grau, Karl
2003-01-01
An existing integrated simulation tool for dynamic thermal simulation of building was extended with a transient model for moisture release and uptake in building materials. Validation of the new model was begun with comparison against measurements in an outdoor test cell furnished with single...... materials. Almost quasi-steady, cyclic experiments were used to compare the indoor humidity variation and the numerical results of the integrated simulation tool with the new moisture model. Except for the case with chipboard as furnishing, the predictions of indoor humidity with the detailed model were...
Simulation modeling for the health care manager.
Kennedy, Michael H
2009-01-01
This article addresses the use of simulation software to solve administrative problems faced by health care managers. Spreadsheet add-ins, process simulation software, and discrete event simulation software are available at a range of costs and complexity. All use the Monte Carlo method to realistically integrate probability distributions into models of the health care environment. Problems typically addressed by health care simulation modeling are facility planning, resource allocation, staffing, patient flow and wait time, routing and transportation, supply chain management, and process improvement.
Protein Simulation Data in the Relational Model.
Simms, Andrew M; Daggett, Valerie
2012-10-01
High performance computing is leading to unprecedented volumes of data. Relational databases offer a robust and scalable model for storing and analyzing scientific data. However, these features do not come without a cost-significant design effort is required to build a functional and efficient repository. Modeling protein simulation data in a relational database presents several challenges: the data captured from individual simulations are large, multi-dimensional, and must integrate with both simulation software and external data sites. Here we present the dimensional design and relational implementation of a comprehensive data warehouse for storing and analyzing molecular dynamics simulations using SQL Server.
Modeling and simulation of blood collection systems.
Alfonso, Edgar; Xie, Xiaolan; Augusto, Vincent; Garraud, Olivier
2012-03-01
This paper addresses the modeling and simulation of blood collection systems in France for both fixed site and mobile blood collection with walk in whole blood donors and scheduled plasma and platelet donors. Petri net models are first proposed to precisely describe different blood collection processes, donor behaviors, their material/human resource requirements and relevant regulations. Petri net models are then enriched with quantitative modeling of donor arrivals, donor behaviors, activity times and resource capacity. Relevant performance indicators are defined. The resulting simulation models can be straightforwardly implemented with any simulation language. Numerical experiments are performed to show how the simulation models can be used to select, for different walk in donor arrival patterns, appropriate human resource planning and donor appointment strategies.
Modeling and Simulation of Matrix Converter
DEFF Research Database (Denmark)
Liu, Fu-rong; Klumpner, Christian; Blaabjerg, Frede
2005-01-01
This paper discusses the modeling and simulation of matrix converter. Two models of matrix converter are presented: one is based on indirect space vector modulation and the other is based on power balance equation. The basis of these two models is• given and the process on modeling is introduced...
Francisco Rodríguez y Silva; Juan Ramón Molina Martínez; Miguel Ángel Herrera Machuca; Jesús Mª Rodríguez Leal
2013-01-01
Progress made in recent years in fire science, particularly as applied to forest fire protection, coupled with the increased power offered by mathematical processors integrated into computers, has led to important developments in the field of dynamic and static simulation of forest fires. Furthermore, and similarly, econometric models applied to economic...
Simulation models for tokamak plasmas
International Nuclear Information System (INIS)
Dimits, A.M.; Cohen, B.I.
1992-01-01
Two developments in the nonlinear simulation of tokamak plasmas are described: (A) Simulation algorithms that use quasiballooning coordinates have been implemented in a 3D fluid code and a 3D partially linearized (Δf) particle code. In quasiballooning coordinates, one of the coordinate directions is closely aligned with that of the magnetic field, allowing both optimal use of the grid resolution for structures highly elongated along the magnetic field as well as implementation of the correct periodicity conditions with no discontinuities in the toroidal direction. (B) Progress on the implementation of a likeparticle collision operator suitable for use in partially linearized particle codes is reported. The binary collision approach is shown to be unusable for this purpose. The algorithm under development is a complete version of the test-particle plus source-field approach that was suggested and partially implemented by Xu and Rosenbluth
A model management system for combat simulation
Dolk, Daniel R.
1986-01-01
The design and implementation of a model management system to support combat modeling is discussed. Structured modeling is introduced as a formalism for representing mathematical models. A relational information resource dictionary system is developed which can accommodate structured models. An implementation is described. Structured modeling is then compared to Jackson System Development (JSD) as a methodology for facilitating discrete event simulation. JSD is currently better at representin...
HVDC System Characteristics and Simulation Models
Energy Technology Data Exchange (ETDEWEB)
Moon, S.I.; Han, B.M.; Jang, G.S. [Electric Enginnering and Science Research Institute, Seoul (Korea)
2001-07-01
This report deals with the AC-DC power system simulation method by PSS/E and EUROSTAG for the development of a strategy for the reliable operation of the Cheju-Haenam interconnected system. The simulation using both programs is performed to analyze HVDC simulation models. In addition, the control characteristics of the Cheju-Haenam HVDC system as well as Cheju AC system characteristics are described in this work. (author). 104 figs., 8 tabs.
Physically realistic modeling of maritime training simulation
Cieutat , Jean-Marc
2003-01-01
Maritime training simulation is an important matter of maritime teaching, which requires a lot of scientific and technical skills.In this framework, where the real time constraint has to be maintained, all physical phenomena cannot be studied; the most visual physical phenomena relating to the natural elements and the ship behaviour are reproduced only. Our swell model, based on a surface wave simulation approach, permits to simulate the shape and the propagation of a regular train of waves f...
Software-Engineering Process Simulation (SEPS) model
Lin, C. Y.; Abdel-Hamid, T.; Sherif, J. S.
1992-01-01
The Software Engineering Process Simulation (SEPS) model is described which was developed at JPL. SEPS is a dynamic simulation model of the software project development process. It uses the feedback principles of system dynamics to simulate the dynamic interactions among various software life cycle development activities and management decision making processes. The model is designed to be a planning tool to examine tradeoffs of cost, schedule, and functionality, and to test the implications of different managerial policies on a project's outcome. Furthermore, SEPS will enable software managers to gain a better understanding of the dynamics of software project development and perform postmodern assessments.
Systematic modelling and simulation of refrigeration systems
DEFF Research Database (Denmark)
Rasmussen, Bjarne D.; Jakobsen, Arne
1998-01-01
The task of developing a simulation model of a refrigeration system can be very difficult and time consuming. In order for this process to be effective, a systematic method for developing the system model is required. This method should aim at guiding the developer to clarify the purpose...... of the simulation, to select appropriate component models and to set up the equations in a well-arranged way. In this paper the outline of such a method is proposed and examples showing the use of this method for simulation of refrigeration systems are given....
The need for econometric research in laboratory animal operations.
Baker, David G; Kearney, Michael T
2015-06-01
The scarcity of research funding can affect animal facilities in various ways. These effects can be evaluated by examining the allocation of financial resources in animal facilities, which can be facilitated by the use of mathematical and statistical methods to analyze economic problems, a discipline known as econometrics. The authors applied econometrics to study whether increasing per diem charges had a negative effect on the number of days of animal care purchased by animal users. They surveyed animal numbers and per diem charges at 20 research institutions and found that demand for large animals decreased as per diem charges increased. The authors discuss some of the challenges involved in their study and encourage research institutions to carry out more robust econometric studies of this and other economic questions facing laboratory animal research.
Deriving simulators for hybrid Chi models
Beek, van D.A.; Man, K.L.; Reniers, M.A.; Rooda, J.E.; Schiffelers, R.R.H.
2006-01-01
The hybrid Chi language is formalism for modeling, simulation and verification of hybrid systems. The formal semantics of hybrid Chi allows the definition of provably correct implementations for simulation, verification and realtime control. This paper discusses the principles of deriving an
Modeling and simulation for RF system design
Frevert, Ronny; Jancke, Roland; Knöchel, Uwe; Schwarz, Peter; Kakerow, Ralf; Darianian, Mohsen
2005-01-01
Focusing on RF specific modeling and simulation methods, and system and circuit level descriptions, this work contains application-oriented training material. Accompanied by a CD- ROM, it combines the presentation of a mixed-signal design flow, an introduction into VHDL-AMS and Verilog-A, and the application of commercially available simulators.
Magnetosphere Modeling: From Cartoons to Simulations
Gombosi, T. I.
2017-12-01
Over the last half a century physics-based global computer simulations became a bridge between experiment and basic theory and now it represents the "third pillar" of geospace research. Today, many of our scientific publications utilize large-scale simulations to interpret observations, test new ideas, plan campaigns, or design new instruments. Realistic simulations of the complex Sun-Earth system have been made possible by the dramatically increased power of both computing hardware and numerical algorithms. Early magnetosphere models were based on simple E&M concepts (like the Chapman-Ferraro cavity) and hydrodynamic analogies (bow shock). At the beginning of the space age current system models were developed culminating in the sophisticated Tsyganenko-type description of the magnetic configuration. The first 3D MHD simulations of the magnetosphere were published in the early 1980s. A decade later there were several competing global models that were able to reproduce many fundamental properties of the magnetosphere. The leading models included the impact of the ionosphere by using a height-integrated electric potential description. Dynamic coupling of global and regional models started in the early 2000s by integrating a ring current and a global magnetosphere model. It has been recognized for quite some time that plasma kinetic effects play an important role. Presently, global hybrid simulations of the dynamic magnetosphere are expected to be possible on exascale supercomputers, while fully kinetic simulations with realistic mass ratios are still decades away. In the 2010s several groups started to experiment with PIC simulations embedded in large-scale 3D MHD models. Presently this integrated MHD-PIC approach is at the forefront of magnetosphere simulations and this technique is expected to lead to some important advances in our understanding of magnetosheric physics. This talk will review the evolution of magnetosphere modeling from cartoons to current systems
Siegfried, Robert
2014-01-01
Robert Siegfried presents a framework for efficient agent-based modeling and simulation of complex systems. He compares different approaches for describing structure and dynamics of agent-based models in detail. Based on this evaluation the author introduces the "General Reference Model for Agent-based Modeling and Simulation" (GRAMS). Furthermore he presents parallel and distributed simulation approaches for execution of agent-based models -from small scale to very large scale. The author shows how agent-based models may be executed by different simulation engines that utilize underlying hard
NUMERICAL SIMULATION AND MODELING OF UNSTEADY FLOW ...
African Journals Online (AJOL)
2014-06-30
Jun 30, 2014 ... objective of this study is to control the simulation of unsteady flows around structures. ... Aerospace, our results were in good agreement with experimental .... Two-Equation Eddy-Viscosity Turbulence Models for Engineering.
SEIR model simulation for Hepatitis B
Side, Syafruddin; Irwan, Mulbar, Usman; Sanusi, Wahidah
2017-09-01
Mathematical modelling and simulation for Hepatitis B discuss in this paper. Population devided by four variables, namely: Susceptible, Exposed, Infected and Recovered (SEIR). Several factors affect the population in this model is vaccination, immigration and emigration that occurred in the population. SEIR Model obtained Ordinary Differential Equation (ODE) non-linear System 4-D which then reduces to 3-D. SEIR model simulation undertaken to predict the number of Hepatitis B cases. The results of the simulation indicates the number of Hepatitis B cases will increase and then decrease for several months. The result of simulation using the number of case in Makassar also found the basic reproduction number less than one, that means, Makassar city is not an endemic area of Hepatitis B.
Using non-parametric methods in econometric production analysis
DEFF Research Database (Denmark)
Czekaj, Tomasz Gerard; Henningsen, Arne
Econometric estimation of production functions is one of the most common methods in applied economic production analysis. These studies usually apply parametric estimation techniques, which obligate the researcher to specify the functional form of the production function. Most often, the Cobb...... results—including measures that are of interest of applied economists, such as elasticities. Therefore, we propose to use nonparametric econometric methods. First, they can be applied to verify the functional form used in parametric estimations of production functions. Second, they can be directly used...
Maintenance Personnel Performance Simulation (MAPPS) model
International Nuclear Information System (INIS)
Siegel, A.I.; Bartter, W.D.; Wolf, J.J.; Knee, H.E.; Haas, P.M.
1984-01-01
A stochastic computer model for simulating the actions and behavior of nuclear power plant maintenance personnel is described. The model considers personnel, environmental, and motivational variables to yield predictions of maintenance performance quality and time to perform. The mode has been fully developed and sensitivity tested. Additional evaluation of the model is now taking place
Computer simulations of the random barrier model
DEFF Research Database (Denmark)
Schrøder, Thomas; Dyre, Jeppe
2002-01-01
A brief review of experimental facts regarding ac electronic and ionic conduction in disordered solids is given followed by a discussion of what is perhaps the simplest realistic model, the random barrier model (symmetric hopping model). Results from large scale computer simulations are presented...
Turbine modelling for real time simulators
International Nuclear Information System (INIS)
Oliveira Barroso, A.C. de; Araujo Filho, F. de
1992-01-01
A model for vapor turbines and its peripherals has been developed. All the important variables have been included and emphasis has been given for the computational efficiency to obtain a model able to simulate all the modeled equipment. (A.C.A.S.)
Theory, modeling, and simulation annual report, 1992
Energy Technology Data Exchange (ETDEWEB)
1993-05-01
This report briefly discusses research on the following topics: development of electronic structure methods; modeling molecular processes in clusters; modeling molecular processes in solution; modeling molecular processes in separations chemistry; modeling interfacial molecular processes; modeling molecular processes in the atmosphere; methods for periodic calculations on solids; chemistry and physics of minerals; graphical user interfaces for computational chemistry codes; visualization and analysis of molecular simulations; integrated computational chemistry environment; and benchmark computations.
Modeling and simulation with operator scaling
Cohen, Serge; Meerschaert, Mark M.; Rosiński, Jan
2010-01-01
Self-similar processes are useful in modeling diverse phenomena that exhibit scaling properties. Operator scaling allows a different scale factor in each coordinate. This paper develops practical methods for modeling and simulating stochastic processes with operator scaling. A simulation method for operator stable Levy processes is developed, based on a series representation, along with a Gaussian approximation of the small jumps. Several examples are given to illustrate practical application...
Modeling of magnetic particle suspensions for simulations
Satoh, Akira
2017-01-01
The main objective of the book is to highlight the modeling of magnetic particles with different shapes and magnetic properties, to provide graduate students and young researchers information on the theoretical aspects and actual techniques for the treatment of magnetic particles in particle-based simulations. In simulation, we focus on the Monte Carlo, molecular dynamics, Brownian dynamics, lattice Boltzmann and stochastic rotation dynamics (multi-particle collision dynamics) methods. The latter two simulation methods can simulate both the particle motion and the ambient flow field simultaneously. In general, specialized knowledge can only be obtained in an effective manner under the supervision of an expert. The present book is written to play such a role for readers who wish to develop the skill of modeling magnetic particles and develop a computer simulation program using their own ability. This book is therefore a self-learning book for graduate students and young researchers. Armed with this knowledge,...
Modelling and Simulation of Wave Loads
DEFF Research Database (Denmark)
Sørensen, John Dalsgaard; Thoft-Christensen, Palle
velocity can be approximated by a Gaussian Markov process. Known approximate results for the first-passage density or equivalently, the distribution of the extremes of wave loads are presented and compared with rather precise simulation results. It is demonstrated that the approximate results......A simple model of the wave load on slender members of offshore structures is described. The wave elevation of the sea state is modelled by a stationary Gaussian process. A new procedure to simulate realizations of the wave loads is developed. The simulation method assumes that the wave particle...
Modelling and Simulation of Wave Loads
DEFF Research Database (Denmark)
Sørensen, John Dalsgaard; Thoft-Christensen, Palle
1985-01-01
velocity can be approximated by a Gaussian Markov process. Known approximate results for the first passage density or equivalently, the distribution of the extremes of wave loads are presented and compared with rather precise simulation results. It is demonstrated that the approximate results......A simple model of the wave load on stender members of offshore structures is described . The wave elevation of the sea stateis modelled by a stationary Gaussian process. A new procedure to simulate realizations of the wave loads is developed. The simulation method assumes that the wave particle...
Modeling and simulation of discrete event systems
Choi, Byoung Kyu
2013-01-01
Computer modeling and simulation (M&S) allows engineers to study and analyze complex systems. Discrete-event system (DES)-M&S is used in modern management, industrial engineering, computer science, and the military. As computer speeds and memory capacity increase, so DES-M&S tools become more powerful and more widely used in solving real-life problems. Based on over 20 years of evolution within a classroom environment, as well as on decades-long experience in developing simulation-based solutions for high-tech industries, Modeling and Simulation of Discrete-Event Systems is the only book on
Minimum-complexity helicopter simulation math model
Heffley, Robert K.; Mnich, Marc A.
1988-01-01
An example of a minimal complexity simulation helicopter math model is presented. Motivating factors are the computational delays, cost, and inflexibility of the very sophisticated math models now in common use. A helicopter model form is given which addresses each of these factors and provides better engineering understanding of the specific handling qualities features which are apparent to the simulator pilot. The technical approach begins with specification of features which are to be modeled, followed by a build up of individual vehicle components and definition of equations. Model matching and estimation procedures are given which enable the modeling of specific helicopters from basic data sources such as flight manuals. Checkout procedures are given which provide for total model validation. A number of possible model extensions and refinement are discussed. Math model computer programs are defined and listed.
Computer Based Modelling and Simulation
Indian Academy of Sciences (India)
GENERAL I ARTICLE. Computer Based ... universities, and later did system analysis, ... sonal computers (PC) and low cost software packages and tools. They can serve as useful learning experience through student projects. Models are .... Let us consider a numerical example: to calculate the velocity of a trainer aircraft ...
Thermal unit availability modeling in a regional simulation model
International Nuclear Information System (INIS)
Yamayee, Z.A.; Port, J.; Robinett, W.
1983-01-01
The System Analysis Model (SAM) developed under the umbrella of PNUCC's System Analysis Committee is capable of simulating the operation of a given load/resource scenario. This model employs a Monte-Carlo simulation to incorporate uncertainties. Among uncertainties modeled is thermal unit availability both for energy simulation (seasonal) and capacity simulations (hourly). This paper presents the availability modeling in the capacity and energy models. The use of regional and national data in deriving the two availability models, the interaction between the two and modifications made to the capacity model in order to reflect regional practices is presented. A sample problem is presented to show the modification process. Results for modeling a nuclear unit using NERC-GADS is presented
Plasma disruption modeling and simulation
International Nuclear Information System (INIS)
Hassanein, A.
1994-01-01
Disruptions in tokamak reactors are considered a limiting factor to successful operation and reliable design. The behavior of plasma-facing components during a disruption is critical to the overall integrity of the reactor. Erosion of plasma facing-material (PFM) surfaces due to thermal energy dump during the disruption can severely limit the lifetime of these components and thus diminish the economic feasibility of the reactor. A comprehensive understanding of the interplay of various physical processes during a disruption is essential for determining component lifetime and potentially improving the performance of such components. There are three principal stages in modeling the behavior of PFM during a disruption. Initially, the incident plasma particles will deposit their energy directly on the PFM surface, heating it to a very high temperature where ablation occurs. Models for plasma-material interactions have been developed and used to predict material thermal evolution during the disruption. Within a few microseconds after the start of the disruption, enough material is vaporized to intercept most of the incoming plasma particles. Models for plasma-vapor interactions are necessary to predict vapor cloud expansion and hydrodynamics. Continuous heating of the vapor cloud above the material surface by the incident plasma particles will excite, ionize, and cause vapor atoms to emit thermal radiation. Accurate models for radiation transport in the vapor are essential for calculating the net radiated flux to the material surface which determines the final erosion thickness and consequently component lifetime. A comprehensive model that takes into account various stages of plasma-material interaction has been developed and used to predict erosion rates during reactor disruption, as well during induced disruption in laboratory experiments
Modelling and simulating fire tube boiler performance
DEFF Research Database (Denmark)
Sørensen, K.; Condra, T.; Houbak, Niels
2003-01-01
A model for a flue gas boiler covering the flue gas and the water-/steam side has been formulated. The model has been formulated as a number of sub models that are merged into an overall model for the complete boiler. Sub models have been defined for the furnace, the convection zone (split in 2......: a zone submerged in water and a zone covered by steam), a model for the material in the boiler (the steel) and 2 models for resp. the water/steam zone (the boiling) and the steam. The dynamic model has been developed as a number of Differential-Algebraic-Equation system (DAE). Subsequently Mat......Lab/Simulink has been applied for carrying out the simulations. To be able to verify the simulated results experiments has been carried out on a full scale boiler plant....
A virtual laboratory notebook for simulation models.
Winfield, A J
1998-01-01
In this paper we describe how we have adopted the laboratory notebook as a metaphor for interacting with computer simulation models. This 'virtual' notebook stores the simulation output and meta-data (which is used to record the scientist's interactions with the simulation). The meta-data stored consists of annotations (equivalent to marginal notes in a laboratory notebook), a history tree and a log of user interactions. The history tree structure records when in 'simulation' time, and from what starting point in the tree changes are made to the parameters by the user. Typically these changes define a new run of the simulation model (which is represented as a new branch of the history tree). The tree shows the structure of the changes made to the simulation and the log is required to keep the order in which the changes occurred. Together they form a record which you would normally find in a laboratory notebook. The history tree is plotted in simulation parameter space. This shows the scientist's interactions with the simulation visually and allows direct manipulation of the parameter information presented, which in turn is used to control directly the state of the simulation. The interactions with the system are graphical and usually involve directly selecting or dragging data markers and other graphical control devices around in parameter space. If the graphical manipulators do not provide precise enough control then textual manipulation is still available which allows numerical values to be entered by hand. The Virtual Laboratory Notebook, by providing interesting interactions with the visual view of the history tree, provides a mechanism for giving the user complex and novel ways of interacting with biological computer simulation models.
Bridging experiments, models and simulations
DEFF Research Database (Denmark)
Carusi, Annamaria; Burrage, Kevin; Rodríguez, Blanca
2012-01-01
Computational models in physiology often integrate functional and structural information from a large range of spatiotemporal scales from the ionic to the whole organ level. Their sophistication raises both expectations and skepticism concerning how computational methods can improve our...... understanding of living organisms and also how they can reduce, replace, and refine animal experiments. A fundamental requirement to fulfill these expectations and achieve the full potential of computational physiology is a clear understanding of what models represent and how they can be validated. The present...... that contributes to defining the specific aspects of cardiac electrophysiology the MSE system targets, rather than being only an external test, and that this is driven by advances in experimental and computational methods and the combination of both....
Energy efficiency and econometric analysis of broiler production farms
International Nuclear Information System (INIS)
Heidari, M.D.; Omid, M.; Akram, A.
2011-01-01
The objective of this study was to determine the energy consumption per 1000 bird for the broiler production in Yazd province, Iran. The data were collected from 44 farms by using a face-to-face questionnaire method during January–February 2010. The collected information was analyzed using descriptive statistics, economic analysis and stochastic frontier production function. The production technology of the farmer was assumed to be specified by the Cobb–Douglas (CD) production function. Total input energy was found to be 186,885.87 MJ (1000 bird) −1 while the output energy was 27,461.21 MJ (1000 bird) −1 . The values of specific energy and energy ratio were calculated at 71.95 MJ kg −1 and 0.15, respectively. The sensitivity of energy inputs was estimated using the marginal physical productivity (MPP) method. The MPP value showed the high impact of human labor and machinery energy inputs on output energy. Returns to scale (RTS) values for broiler were found to be 0.96; thus, there prevailed a decreasing RTS for the estimated model. The net return was found positive, as 1386.53 $ (1000 bird) −1 and the benefit to cost ratio from broiler production was calculated to be 1.38. The study revealed that production of meat was profitable in the studied area. -- Highlights: ► We determined the energy use efficiency (EUE) for the broiler production as 0.15, indicating inefficiency use of energy in these farms. ► Total input and output energies were found to be 186,885.87 MJ (1000 bird) −1 and 27,461.21 MJ (1000 bird) −1 , respectively. ► Cobb–Douglas (CD) frontier production function was found useful in developing econometric model for broiler production. ► The results of budgetary analysis indicate production of meat in broiler farms is profitable in the studied area.
MODELLING, SIMULATING AND OPTIMIZING BOILERS
DEFF Research Database (Denmark)
Sørensen, K.; Condra, T.; Houbak, Niels
2003-01-01
, and the total stress level (i.e. stresses introduced due to internal pressure plus stresses introduced due to temperature gradients) must always be kept below the allowable stress level. In this way, the increased water-/steam space that should allow for better dynamic performance, in the end causes limited...... freedom with respect to dynamic operation of the plant. By means of an objective function including as well the price of the plant as a quantification of the value of dynamic operation of the plant an optimization is carried out. The dynamic model of the boiler plant is applied to define parts...
The Status of Econometrics in the Economics Major: A Survey
Johnson, Bruce K.; Perry, John J.; Petkus, Marie
2012-01-01
In this article, the authors describe the place of econometrics in undergraduate economics curricula in all American colleges and universities that offer economics majors as listed in the "U.S. News & World Report" "Best Colleges 2010" guide ("U.S. News & World Report" 2009). Data come from online catalogs, departmental Web sites, and online…
Econometric Assessment of "One Minute" Paper as a Pedagogic Tool
Das, Amaresh
2010-01-01
This paper makes an econometric testing of one-minute paper used as a tool to manage and assess instruction in my statistics class. One of our findings is that the one minute paper when I have tested it by using an OLS estimate in a controlled Vs experimental design framework is found to statistically significant and effective in enhancing…
Time Series Econometrics for the 21st Century
Hansen, Bruce E.
2017-01-01
The field of econometrics largely started with time series analysis because many early datasets were time-series macroeconomic data. As the field developed, more cross-sectional and longitudinal datasets were collected, which today dominate the majority of academic empirical research. In nonacademic (private sector, central bank, and governmental)…
ECONOMETRIC ANALYSIS OF SHORT-RUN AND LONG-RUN ...
African Journals Online (AJOL)
IBUKUN
1Onoja, A. O. , 2Achike, A. I. and 3Ajibade, T. B.*. 1Department of ... Bank Data Base (1971-2011) which were subjected to econometric tests before applying the ... workforce is involved in agriculture and the sector makes up 32% of the continent‟s GDP. (Halilu ... solving the problems of unemployment and poverty. One of ...
Recent Developments in Financial Economics and Econometrics: An Overview
C-L. Chang (Chia-Lin); D.E. Allen (David); M.J. McAleer (Michael)
2013-01-01
textabstractResearch papers in empirical finance and financial econometrics are among the most widely cited, downloaded and viewed articles in the discipline of Finance. The special issue presents several papers by leading scholars in the field on “Recent Developments in Financial Economics and
Advanced training simulator models. Implementation and validation
International Nuclear Information System (INIS)
Borkowsky, Jeffrey; Judd, Jerry; Belblidia, Lotfi; O'farrell, David; Andersen, Peter
2008-01-01
Modern training simulators are required to replicate plant data for both thermal-hydraulic and neutronic response. Replication is required such that reactivity manipulation on the simulator properly trains the operator for reactivity manipulation at the plant. This paper discusses advanced models which perform this function in real-time using the coupled code system THOR/S3R. This code system models the all fluids systems in detail using an advanced, two-phase thermal-hydraulic a model. The nuclear core is modeled using an advanced, three-dimensional nodal method and also by using cycle-specific nuclear data. These models are configured to run interactively from a graphical instructor station or handware operation panels. The simulator models are theoretically rigorous and are expected to replicate the physics of the plant. However, to verify replication, the models must be independently assessed. Plant data is the preferred validation method, but plant data is often not available for many important training scenarios. In the absence of data, validation may be obtained by slower-than-real-time transient analysis. This analysis can be performed by coupling a safety analysis code and a core design code. Such a coupling exists between the codes RELAP5 and SIMULATE-3K (S3K). RELAP5/S3K is used to validate the real-time model for several postulated plant events. (author)
Regularization modeling for large-eddy simulation
Geurts, Bernardus J.; Holm, D.D.
2003-01-01
A new modeling approach for large-eddy simulation (LES) is obtained by combining a "regularization principle" with an explicit filter and its inversion. This regularization approach allows a systematic derivation of the implied subgrid model, which resolves the closure problem. The central role of
Analytical system dynamics modeling and simulation
Fabien, Brian C
2008-01-01
This book offering a modeling technique based on Lagrange's energy method includes 125 worked examples. Using this technique enables one to model and simulate systems as diverse as a six-link, closed-loop mechanism or a transistor power amplifier.
Hybrid simulation models of production networks
Kouikoglou, Vassilis S
2001-01-01
This book is concerned with a most important area of industrial production, that of analysis and optimization of production lines and networks using discrete-event models and simulation. The book introduces a novel approach that combines analytic models and discrete-event simulation. Unlike conventional piece-by-piece simulation, this method observes a reduced number of events between which the evolution of the system is tracked analytically. Using this hybrid approach, several models are developed for the analysis of production lines and networks. The hybrid approach combines speed and accuracy for exceptional analysis of most practical situations. A number of optimization problems, involving buffer design, workforce planning, and production control, are solved through the use of hybrid models.
Dynamic modeling and simulation of wind turbines
International Nuclear Information System (INIS)
Ghafari Seadat, M.H.; Kheradmand Keysami, M.; Lari, H.R.
2002-01-01
Using wind energy for generating electricity in wind turbines is a good way for using renewable energies. It can also help to protect the environment. The main objective of this paper is dynamic modeling by energy method and simulation of a wind turbine aided by computer. In this paper, the equations of motion are extracted for simulating the system of wind turbine and then the behavior of the system become obvious by solving the equations. The turbine is considered with three blade rotor in wind direction, induced generator that is connected to the network and constant revolution for simulation of wind turbine. Every part of the wind turbine should be simulated for simulation of wind turbine. The main parts are blades, gearbox, shafts and generator
Regional model simulations of New Zealand climate
Renwick, James A.; Katzfey, Jack J.; Nguyen, Kim C.; McGregor, John L.
1998-03-01
Simulation of New Zealand climate is examined through the use of a regional climate model nested within the output of the Commonwealth Scientific and Industrial Research Organisation nine-level general circulation model (GCM). R21 resolution GCM output is used to drive a regional model run at 125 km grid spacing over the Australasian region. The 125 km run is used in turn to drive a simulation at 50 km resolution over New Zealand. Simulations with a full seasonal cycle are performed for 10 model years. The focus is on the quality of the simulation of present-day climate, but results of a doubled-CO2 run are discussed briefly. Spatial patterns of mean simulated precipitation and surface temperatures improve markedly as horizontal resolution is increased, through the better resolution of the country's orography. However, increased horizontal resolution leads to a positive bias in precipitation. At 50 km resolution, simulated frequency distributions of daily maximum/minimum temperatures are statistically similar to those of observations at many stations, while frequency distributions of daily precipitation appear to be statistically different to those of observations at most stations. Modeled daily precipitation variability at 125 km resolution is considerably less than observed, but is comparable to, or exceeds, observed variability at 50 km resolution. The sensitivity of the simulated climate to changes in the specification of the land surface is discussed briefly. Spatial patterns of the frequency of extreme temperatures and precipitation are generally well modeled. Under a doubling of CO2, the frequency of precipitation extremes changes only slightly at most locations, while air frosts become virtually unknown except at high-elevation sites.
Energy Technology Data Exchange (ETDEWEB)
Ruehle, G
1977-04-01
The energy consumption of industry and private households in a country is closely linked with the amount and development of the GNP and income available. Instead of extrapolations, a dynamic econometric model was developed based on the Keynesian theory and the data of 1960 to 1974 relating to national accounts. The economic ties between Baden--Wuerttemberg and the FRG are to be ensured by a subsequent coupling of the FRG-model. In the second part of this paper the equations selected in the first part are checked due to revised basic data, and a complete set of equations is combined as a model. The behavior of this model is tested by comparing simulation results with basic data and by means of a regulative theoretical stability analysis. While the simulation data repeat the course of the GNP and the available income sufficiently precise, yields, private capital investments and the unemployment ratio are superimposed with larger variations. The stability analysis proved a model behavior to be oscillatory stable.
Landscape Modelling and Simulation Using Spatial Data
Directory of Open Access Journals (Sweden)
Amjed Naser Mohsin AL-Hameedawi
2017-08-01
Full Text Available In this paper a procedure was performed for engendering spatial model of landscape acclimated to reality simulation. This procedure based on combining spatial data and field measurements with computer graphics reproduced using Blender software. Thereafter that we are possible to form a 3D simulation based on VIS ALL packages. The objective was to make a model utilising GIS, including inputs to the feature attribute data. The objective of these efforts concentrated on coordinating a tolerable spatial prototype, circumscribing facilitation scheme and outlining the intended framework. Thus; the eventual result was utilized in simulation form. The performed procedure contains not only data gathering, fieldwork and paradigm providing, but extended to supply a new method necessary to provide the respective 3D simulation mapping production, which authorises the decision makers as well as investors to achieve permanent acceptance an independent navigation system for Geoscience applications.
Quantitative interface models for simulating microstructure evolution
International Nuclear Information System (INIS)
Zhu, J.Z.; Wang, T.; Zhou, S.H.; Liu, Z.K.; Chen, L.Q.
2004-01-01
To quantitatively simulate microstructural evolution in real systems, we investigated three different interface models: a sharp-interface model implemented by the software DICTRA and two diffuse-interface models which use either physical order parameters or artificial order parameters. A particular example is considered, the diffusion-controlled growth of a γ ' precipitate in a supersaturated γ matrix in Ni-Al binary alloys. All three models use the thermodynamic and kinetic parameters from the same databases. The temporal evolution profiles of composition from different models are shown to agree with each other. The focus is on examining the advantages and disadvantages of each model as applied to microstructure evolution in alloys
A queuing model for road traffic simulation
International Nuclear Information System (INIS)
Guerrouahane, N.; Aissani, D.; Bouallouche-Medjkoune, L.; Farhi, N.
2015-01-01
We present in this article a stochastic queuing model for the raod traffic. The model is based on the M/G/c/c state dependent queuing model, and is inspired from the deterministic Godunov scheme for the road traffic simulation. We first propose a variant of M/G/c/c state dependent model that works with density-flow fundamental diagrams rather than density-speed relationships. We then extend this model in order to consider upstream traffic demand as well as downstream traffic supply. Finally, we show how to model a whole raod by concatenating raod sections as in the deterministic Godunov scheme
Clock error models for simulation and estimation
International Nuclear Information System (INIS)
Meditch, J.S.
1981-10-01
Mathematical models for the simulation and estimation of errors in precision oscillators used as time references in satellite navigation systems are developed. The results, based on all currently known oscillator error sources, are directly implementable on a digital computer. The simulation formulation is sufficiently flexible to allow for the inclusion or exclusion of individual error sources as desired. The estimation algorithms, following from Kalman filter theory, provide directly for the error analysis of clock errors in both filtering and prediction
Modeling and simulation goals and accomplishments
International Nuclear Information System (INIS)
Turinsky, P.
2013-01-01
The CASL (Consortium for Advanced Simulation of Light Water Reactors) mission is to develop and apply the Virtual Reactor simulator (VERA) to optimise nuclear power in terms of capital and operating costs, of nuclear waste production and of nuclear safety. An efficient and reliable virtual reactor simulator relies on 3-dimensional calculations, accurate physics models and code coupling. Advances in computer hardware, along with comparable advances in numerical solvers make the VERA project achievable. This series of slides details the VERA project and presents the specificities and performance of the codes involved in the project and ends by listing the computing needs
Knapp, Sabine; Kumar, Shashi; Sakurada, Yuri; Shen, Jiajun
2011-05-01
This study uses econometric models to measure the effect of significant wave height and wind strength on the probability of casualty and tests whether these effects changed. While both effects are in particular relevant for stability and strength calculations of vessels, it is also helpful for the development of ship construction standards in general to counteract increased risk resulting from changing oceanographic conditions. The authors analyzed a unique dataset of 3.2 million observations from 20,729 individual vessels in the North Atlantic and Arctic regions gathered during the period 1979-2007. The results show that although there is a seasonal pattern in the probability of casualty especially during the winter months, the effect of wind strength and significant wave height do not follow the same seasonal pattern. Additionally, over time, significant wave height shows an increasing effect in January, March, May and October while wind strength shows a decreasing effect, especially in January, March and May. The models can be used to simulate relationships and help understand the relationships. This is of particular interest to naval architects and ship designers as well as multilateral agencies such as the International Maritime Organization (IMO) that establish global standards in ship design and construction. Copyright © 2011 Elsevier Ltd. All rights reserved.
Simulation Modeling of Software Development Processes
Calavaro, G. F.; Basili, V. R.; Iazeolla, G.
1996-01-01
A simulation modeling approach is proposed for the prediction of software process productivity indices, such as cost and time-to-market, and the sensitivity analysis of such indices to changes in the organization parameters and user requirements. The approach uses a timed Petri Net and Object Oriented top-down model specification. Results demonstrate the model representativeness, and its usefulness in verifying process conformance to expectations, and in performing continuous process improvement and optimization.
Validation of the simulator neutronics model
International Nuclear Information System (INIS)
Gregory, M.V.
1984-01-01
The neutronics model in the SRP reactor training simulator computes the variation with time of the neutron population in the reactor core. The power output of a reactor is directly proportional to the neutron population, thus in a very real sense the neutronics model determines the response of the simulator. The geometrical complexity of the reactor control system in SRP reactors requires the neutronics model to provide a detailed, 3D representation of the reactor core. Existing simulator technology does not allow such a detailed representation to run in real-time in a minicomputer environment, thus an entirely different approach to the problem was required. A prompt jump method has been developed in answer to this need
Analyzing Strategic Business Rules through Simulation Modeling
Orta, Elena; Ruiz, Mercedes; Toro, Miguel
Service Oriented Architecture (SOA) holds promise for business agility since it allows business process to change to meet new customer demands or market needs without causing a cascade effect of changes in the underlying IT systems. Business rules are the instrument chosen to help business and IT to collaborate. In this paper, we propose the utilization of simulation models to model and simulate strategic business rules that are then disaggregated at different levels of an SOA architecture. Our proposal is aimed to help find a good configuration for strategic business objectives and IT parameters. The paper includes a case study where a simulation model is built to help business decision-making in a context where finding a good configuration for different business parameters and performance is too complex to analyze by trial and error.
DEFF Research Database (Denmark)
Møller, Niels Framroze
2017-01-01
in a more environmental-friendly direction. For eight subsectors of the Danish economy, time series (1966–2011) are modeled by means of partial Cointegrated VARs. Long-run demand relations are identified for all subsectors and robust price elasticities are supported in five cases. The results are used......This research contains an econometric analysis of energy demand in trade and industry which allows for substitution between electricity and other energy carriers when relative prices change. The presence of substitution suggests that taxation can be a means of changing the energy input mix...
AN ECONOMETRIC ANALYSIS ON THE ECONOMIC DETERMINANTS OF FOREIGN DIRECT INVESTMENTS IN TURKEY
Directory of Open Access Journals (Sweden)
SEVDA YAPRAKLI
2013-06-01
Full Text Available The purpose of this study is to investigate whether there is a relationship among foreign direct investment and some of the macroeconomics variables in Turkey. For this purpose for the period of 1970-2006, the relationships among foreign direct investment and GDP, labour cost, real exchange rate, openness and foreign trade deficit are econometrically analyzed by employing multivariate cointegration analysis and error correction model. According to the results, FDI is positively effected by GDP and openness, and negatively by labour cost, real exchange rate ve foreign trade deficit variables. Morever, bi-directional causality is observed among FDI and GDP and real exchange rate.
The econometrics of violence, terrorism and scenarios for peace in Colombia from 1950 to 2019
Gomez-Sorzano, Gustavo
2006-01-01
Abstract: This paper continues a research born in 1993 as a consequence of the concern regarding the increase in Colombian violence, and especially for its escalation during the 1990’s, its objective is to create an econometric model capable of forecasting the path of terrorist murder under different policy options and helping the country in the design of a state policy drawing the lineaments for reaching the pacification of the country. In the first part I use The Beveridge and Nelson decom...
David J. Lewis; Ralph J. Alig
2014-01-01
This paper develops a plot-level spatial econometric land-use model and estimates it with U.S. Geological Survey Land Cover Trends (LCT) geographic information system panel data for the western halves of the states of Oregon and Washington. The discrete-choice framework we use models plot-scale choices of the three dominant land uses in this region: forest, agriculture...
New exploration on TMSR: modelling and simulation
Energy Technology Data Exchange (ETDEWEB)
Si, S.; Chen, Q.; Bei, H.; Zhao, J., E-mail: ssy@snerdi.com.cn [Shanghai Nuclear Engineering Research & Design Inst., Shanghai (China)
2015-07-01
A tightly coupled multi-physics model for MSR (Molten Salt Reactor) system involving the reactor core and the rest of the primary loop has been developed and employed in an in-house developed computer code TANG-MSR. In this paper, the computer code is used to simulate the behavior of steady state operation and transient for our redesigned TMSR. The presented simulation results demonstrate that the models employed in TANG-MSR can capture major physics phenomena in MSR and the redesigned TMSR has excellent performance of safety and sustainability. (author)
Nuclear reactor core modelling in multifunctional simulators
International Nuclear Information System (INIS)
Puska, E.K.
1999-01-01
The thesis concentrates on the development of nuclear reactor core models for the APROS multifunctional simulation environment and the use of the core models in various kinds of applications. The work was started in 1986 as a part of the development of the entire APROS simulation system. The aim was to create core models that would serve in a reliable manner in an interactive, modular and multifunctional simulator/plant analyser environment. One-dimensional and three-dimensional core neutronics models have been developed. Both models have two energy groups and six delayed neutron groups. The three-dimensional finite difference type core model is able to describe both BWR- and PWR-type cores with quadratic fuel assemblies and VVER-type cores with hexagonal fuel assemblies. The one- and three-dimensional core neutronics models can be connected with the homogeneous, the five-equation or the six-equation thermal hydraulic models of APROS. The key feature of APROS is that the same physical models can be used in various applications. The nuclear reactor core models of APROS have been built in such a manner that the same models can be used in simulator and plant analyser applications, as well as in safety analysis. In the APROS environment the user can select the number of flow channels in the three-dimensional reactor core and either the homogeneous, the five- or the six-equation thermal hydraulic model for these channels. The thermal hydraulic model and the number of flow channels have a decisive effect on the calculation time of the three-dimensional core model and thus, at present, these particular selections make the major difference between a safety analysis core model and a training simulator core model. The emphasis on this thesis is on the three-dimensional core model and its capability to analyse symmetric and asymmetric events in the core. The factors affecting the calculation times of various three-dimensional BWR, PWR and WWER-type APROS core models have been
Nuclear reactor core modelling in multifunctional simulators
Energy Technology Data Exchange (ETDEWEB)
Puska, E.K. [VTT Energy, Nuclear Energy, Espoo (Finland)
1999-06-01
The thesis concentrates on the development of nuclear reactor core models for the APROS multifunctional simulation environment and the use of the core models in various kinds of applications. The work was started in 1986 as a part of the development of the entire APROS simulation system. The aim was to create core models that would serve in a reliable manner in an interactive, modular and multifunctional simulator/plant analyser environment. One-dimensional and three-dimensional core neutronics models have been developed. Both models have two energy groups and six delayed neutron groups. The three-dimensional finite difference type core model is able to describe both BWR- and PWR-type cores with quadratic fuel assemblies and VVER-type cores with hexagonal fuel assemblies. The one- and three-dimensional core neutronics models can be connected with the homogeneous, the five-equation or the six-equation thermal hydraulic models of APROS. The key feature of APROS is that the same physical models can be used in various applications. The nuclear reactor core models of APROS have been built in such a manner that the same models can be used in simulator and plant analyser applications, as well as in safety analysis. In the APROS environment the user can select the number of flow channels in the three-dimensional reactor core and either the homogeneous, the five- or the six-equation thermal hydraulic model for these channels. The thermal hydraulic model and the number of flow channels have a decisive effect on the calculation time of the three-dimensional core model and thus, at present, these particular selections make the major difference between a safety analysis core model and a training simulator core model. The emphasis on this thesis is on the three-dimensional core model and its capability to analyse symmetric and asymmetric events in the core. The factors affecting the calculation times of various three-dimensional BWR, PWR and WWER-type APROS core models have been
Directory of Open Access Journals (Sweden)
Rosca Constantin
2011-07-01
Full Text Available Our paper, entitled "Explanatory Econometric Method for the Analysis of the Behaviour Management in Organizations in Romania" reflects the wide opening of econometric modelling to quantify the Romanian management issues, representing a practical guidance on multiple recovery plans to fund the huge data collected as part COMOR project launched by the Scientific Society of Management in Romania to characterize the behaviour of managers in the Romanian economic organizations. Construction of these models offers possibilities for complex analysis, descriptive and factorial sequence of firms, counties, geographical areas, but comprehensive summary of studies on the macroeconomic level. Scientific knowledge through a comprehensive assessment of managerial behaviour in the most representative types of business organizations of all geographical areas of the country are, in the context of globalization, one way to prevent surprises market economy. Thus, the results of this exploratory research will provide economic environment, and not only strong argument for anticipating decisions in order to choose the best economic policies, with beneficial effects as conclusive and with as few undesirable implications. Research based on the opinions of thousands of respondents approved, processed through a variety of instruments subject of extensive econometric and interdisciplinary interpretation, psycho-socio-economic management, is a modest contribution to the affirmation of local scientific research that aim for theoretical and applied Romanian school of management by defining: - knowledge of behaviour management in all types of business organizations in Romania; - identifying the Romanian space dimensions of organizational culture as a reflection of the peculiarities of national culture and especially of the main ethnic-specific subcultures; - profile defining effective manager and leader of excellence in terms of character traits and their behaviour.
Kanban simulation model for production process optimization
Directory of Open Access Journals (Sweden)
Golchev Riste
2015-01-01
Full Text Available A long time has passed since the KANBAN system has been established as an efficient method for coping with the excessive inventory. Still, the possibilities for its improvement through its integration with other different approaches should be investigated further. The basic research challenge of this paper is to present benefits of KANBAN implementation supported with Discrete Event Simulation (DES. In that direction, at the beginning, the basics of KANBAN system are presented with emphasis on the information and material flow, together with a methodology for implementation of KANBAN system. Certain analysis on combining the simulation with this methodology is presented. The paper is concluded with a practical example which shows that through understanding the philosophy of the implementation methodology of KANBAN system and the simulation methodology, a simulation model can be created which can serve as a basis for a variety of experiments that can be conducted within a short period of time, resulting with production process optimization.
Vermont Yankee simulator BOP model upgrade
International Nuclear Information System (INIS)
Alejandro, R.; Udbinac, M.J.
2006-01-01
The Vermont Yankee simulator has undergone significant changes in the 20 years since the original order was placed. After the move from the original Unix to MS Windows environment, and upgrade to the latest version of SimPort, now called MASTER, the platform was set for an overhaul and replacement of major plant system models. Over a period of a few months, the VY simulator team, in partnership with WSC engineers, replaced outdated legacy models of the main steam, condenser, condensate, circulating water, feedwater and feedwater heaters, and main turbine and auxiliaries. The timing was ideal, as the plant was undergoing a power up-rate, so the opportunity was taken to replace the legacy models with industry-leading, true on-line object oriented graphical models. Due to the efficiency of design and ease of use of the MASTER tools, VY staff performed the majority of the modeling work themselves with great success, with only occasional assistance from WSC, in a relatively short time-period, despite having to maintain all of their 'regular' simulator maintenance responsibilities. This paper will provide a more detailed view of the VY simulator, including how it is used and how it has benefited from the enhancements and upgrades implemented during the project. (author)
Simulation modeling and analysis in safety. II
International Nuclear Information System (INIS)
Ayoub, M.A.
1981-01-01
The paper introduces and illustrates simulation modeling as a viable approach for dealing with complex issues and decisions in safety and health. The author details two studies: evaluation of employee exposure to airborne radioactive materials and effectiveness of the safety organization. The first study seeks to define a policy to manage a facility used in testing employees for radiation contamination. An acceptable policy is one that would permit the testing of all employees as defined under regulatory requirements, while not exceeding available resources. The second study evaluates the relationship between safety performance and the characteristics of the organization, its management, its policy, and communication patterns among various functions and levels. Both studies use models where decisions are reached based on the prevailing conditions and occurrence of key events within the simulation environment. Finally, several problem areas suitable for simulation studies are highlighted. (Auth.)
Modeling salmonella Dublin into the dairy herd simulation model Simherd
DEFF Research Database (Denmark)
Kudahl, Anne Braad
2010-01-01
Infection with Salmonella Dublin in the dairy herd and effects of the infection and relevant control measures are currently being modeled into the dairy herd simulation model called Simherd. The aim is to compare the effects of different control strategies against Salmonella Dublin on both within...... of the simulations will therefore be used for decision support in the national surveillance and eradication program against Salmonella Dublin. Basic structures of the model are programmed and will be presented at the workshop. The model is in a phase of face-validation by a group of Salmonella......-herd- prevalence and economy by simulations. The project Dublin on both within-herd- prevalence and economy by simulations. The project is a part of a larger national project "Salmonella 2007 - 2011" with the main objective to reduce the prevalence of Salmonella Dublin in Danish Dairy herds. Results...
A universal simulator for ecological models
DEFF Research Database (Denmark)
Holst, Niels
2013-01-01
Software design is an often neglected issue in ecological models, even though bad software design often becomes a hindrance for re-using, sharing and even grasping an ecological model. In this paper, the methodology of agile software design was applied to the domain of ecological models. Thus...... the principles for a universal design of ecological models were arrived at. To exemplify this design, the open-source software Universal Simulator was constructed using C++ and XML and is provided as a resource for inspiration....
Biological transportation networks: Modeling and simulation
Albi, Giacomo
2015-09-15
We present a model for biological network formation originally introduced by Cai and Hu [Adaptation and optimization of biological transport networks, Phys. Rev. Lett. 111 (2013) 138701]. The modeling of fluid transportation (e.g., leaf venation and angiogenesis) and ion transportation networks (e.g., neural networks) is explained in detail and basic analytical features like the gradient flow structure of the fluid transportation network model and the impact of the model parameters on the geometry and topology of network formation are analyzed. We also present a numerical finite-element based discretization scheme and discuss sample cases of network formation simulations.
Reproducibility in Computational Neuroscience Models and Simulations
McDougal, Robert A.; Bulanova, Anna S.; Lytton, William W.
2016-01-01
Objective Like all scientific research, computational neuroscience research must be reproducible. Big data science, including simulation research, cannot depend exclusively on journal articles as the method to provide the sharing and transparency required for reproducibility. Methods Ensuring model reproducibility requires the use of multiple standard software practices and tools, including version control, strong commenting and documentation, and code modularity. Results Building on these standard practices, model sharing sites and tools have been developed that fit into several categories: 1. standardized neural simulators, 2. shared computational resources, 3. declarative model descriptors, ontologies and standardized annotations; 4. model sharing repositories and sharing standards. Conclusion A number of complementary innovations have been proposed to enhance sharing, transparency and reproducibility. The individual user can be encouraged to make use of version control, commenting, documentation and modularity in development of models. The community can help by requiring model sharing as a condition of publication and funding. Significance Model management will become increasingly important as multiscale models become larger, more detailed and correspondingly more difficult to manage by any single investigator or single laboratory. Additional big data management complexity will come as the models become more useful in interpreting experiments, thus increasing the need to ensure clear alignment between modeling data, both parameters and results, and experiment. PMID:27046845
A SIMULATION MODEL OF THE GAS COMPLEX
Directory of Open Access Journals (Sweden)
Sokolova G. E.
2016-06-01
Full Text Available The article considers the dynamics of gas production in Russia, the structure of sales in the different market segments, as well as comparative dynamics of selling prices on these segments. Problems of approach to the creation of the gas complex using a simulation model, allowing to estimate efficiency of the project and determine the stability region of the obtained solutions. In the presented model takes into account the unit repayment of the loan, allowing with the first year of simulation to determine the possibility of repayment of the loan. The model object is a group of gas fields, which is determined by the minimum flow rate above which the project is cost-effective. In determining the minimum source flow rate for the norm of discount is taken as a generalized weighted average percentage on debt and equity taking into account risk premiums. He also serves as the lower barrier to internal rate of return below which the project is rejected as ineffective. Analysis of the dynamics and methods of expert evaluation allow to determine the intervals of variation of the simulated parameters, such as the price of gas and the exit gas complex at projected capacity. Calculated using the Monte Carlo method, for each random realization of the model simulated values of parameters allow to obtain a set of optimal for each realization of values minimum yield of wells, and also allows to determine the stability region of the solution.
Object Oriented Modelling and Dynamical Simulation
DEFF Research Database (Denmark)
Wagner, Falko Jens; Poulsen, Mikael Zebbelin
1998-01-01
This report with appendix describes the work done in master project at DTU.The goal of the project was to develop a concept for simulation of dynamical systems based on object oriented methods.The result was a library of C++-classes, for use when both building componentbased models and when...
Advanced feeder control using fast simulation models
Verheijen, O.S.; Op den Camp, O.M.G.C.; Beerkens, R.G.C.; Backx, A.C.P.M.; Huisman, L.; Drummond, C.H.
2005-01-01
For the automatic control of glass quality in glass production, the relation between process variable and product or glass quality and process conditions/process input parameters must be known in detail. So far, detailed 3-D glass melting simulation models were used to predict the effect of process
Modeling and Simulating Virtual Anatomical Humans
Madehkhaksar, Forough; Luo, Zhiping; Pronost, Nicolas; Egges, Arjan
2014-01-01
This chapter presents human musculoskeletal modeling and simulation as a challenging field that lies between biomechanics and computer animation. One of the main goals of computer animation research is to develop algorithms and systems that produce plausible motion. On the other hand, the main
Agent Based Modelling for Social Simulation
Smit, S.K.; Ubink, E.M.; Vecht, B. van der; Langley, D.J.
2013-01-01
This document is the result of an exploratory project looking into the status of, and opportunities for Agent Based Modelling (ABM) at TNO. The project focussed on ABM applications containing social interactions and human factors, which we termed ABM for social simulation (ABM4SS). During the course
Thermohydraulic modeling and simulation of breeder reactors
International Nuclear Information System (INIS)
Agrawal, A.K.; Khatib-Rahbar, M.; Curtis, R.T.; Hetrick, D.L.; Girijashankar, P.V.
1982-01-01
This paper deals with the modeling and simulation of system-wide transients in LMFBRs. Unprotected events (i.e., the presumption of failure of the plant protection system) leading to core-melt are not considered in this paper. The existing computational capabilities in the area of protected transients in the US are noted. Various physical and numerical approximations that are made in these codes are discussed. Finally, the future direction in the area of model verification and improvements is discussed
Modeling Supermassive Black Holes in Cosmological Simulations
Tremmel, Michael
My thesis work has focused on improving the implementation of supermassive black hole (SMBH) physics in cosmological hydrodynamic simulations. SMBHs are ubiquitous in mas- sive galaxies, as well as bulge-less galaxies and dwarfs, and are thought to be a critical component to massive galaxy evolution. Still, much is unknown about how SMBHs form, grow, and affect their host galaxies. Cosmological simulations are an invaluable tool for un- derstanding the formation of galaxies, self-consistently tracking their evolution with realistic merger and gas accretion histories. SMBHs are often modeled in these simulations (generally as a necessity to produce realistic massive galaxies), but their implementations are commonly simplified in ways that can limit what can be learned. Current and future observations are opening new windows into the lifecycle of SMBHs and their host galaxies, but require more detailed, physically motivated simulations. Within the novel framework I have developed, SMBHs 1) are seeded at early times without a priori assumptions of galaxy occupation, 2) grow in a way that accounts for the angular momentum of gas, and 3) experience realistic orbital evolution. I show how this model, properly tuned with a novel parameter optimiza- tion technique, results in realistic galaxies and SMBHs. Utilizing the unique ability of these simulations to capture the dynamical evolution of SMBHs, I present the first self-consistent prediction for the formation timescales of close SMBH pairs, precursors to SMBH binaries and merger events potentially detected by future gravitational wave experiments.
Guney, Esat Serhat
1997-12-01
This study, in its first part, explores the basic parameters of a power market in a utility district. The analysis of this market, naturally, includes a demand and a supply side and the interactions between the two. The econometric model is built to simulate the system of operations of one specific utility company, namely NYSEG (New York State Electric & Gas Corporation), one of seven major Investor-Owned-Utility Companies in New York State. The company serves about 17,000 square miles, or more than one third of the state's land, and one tenth of its population. The study uses time-series data covering 1960 to 1994 for more than fifty variables. The econometric analysis performs both single equation and system estimations and yields short-run vs. long-run and direct vs. total elasticity estimates, which are crucial for any producer in the market place. In the second part of this research, an optimal control procedure is used to evaluate NYSEG's investment policies retrospectively. For control calculations, a simplified linear version of the system of equations is used. Due to its constrained nature (both by being linear and having low degrees of freedom), the optimal control component mainly serves as an educational tool in microeconomic modeling. Lastly, we performed Exploratory Data Analysis for the data we employed. This was done to justify the use of certain parametric test procedures performed in the process basically by checking whether the implicit assumptions of normality and the randomness hold.
Advances in NLTE Modeling for Integrated Simulations
Energy Technology Data Exchange (ETDEWEB)
Scott, H A; Hansen, S B
2009-07-08
The last few years have seen significant progress in constructing the atomic models required for non-local thermodynamic equilibrium (NLTE) simulations. Along with this has come an increased understanding of the requirements for accurately modeling the ionization balance, energy content and radiative properties of different elements for a wide range of densities and temperatures. Much of this progress is the result of a series of workshops dedicated to comparing the results from different codes and computational approaches applied to a series of test problems. The results of these workshops emphasized the importance of atomic model completeness, especially in doubly excited states and autoionization transitions, to calculating ionization balance, and the importance of accurate, detailed atomic data to producing reliable spectra. We describe a simple screened-hydrogenic model that calculates NLTE ionization balance with surprising accuracy, at a low enough computational cost for routine use in radiation-hydrodynamics codes. The model incorporates term splitting, {Delta}n = 0 transitions, and approximate UTA widths for spectral calculations, with results comparable to those of much more detailed codes. Simulations done with this model have been increasingly successful at matching experimental data for laser-driven systems and hohlraums. Accurate and efficient atomic models are just one requirement for integrated NLTE simulations. Coupling the atomic kinetics to hydrodynamics and radiation transport constrains both discretizations and algorithms to retain energy conservation, accuracy and stability. In particular, the strong coupling between radiation and populations can require either very short timesteps or significantly modified radiation transport algorithms to account for NLTE material response. Considerations such as these continue to provide challenges for NLTE simulations.
1979-12-01
An econometric model is developed which provides long-run policy analysis and forecasting of annual trends, for U.S. auto stock, new sales, and their composition by auto size-class. The concept of "desired" (equilibrium) stock is introduced. "Desired...
Using non-parametric methods in econometric production analysis
DEFF Research Database (Denmark)
Czekaj, Tomasz Gerard; Henningsen, Arne
2012-01-01
by investigating the relationship between the elasticity of scale and the farm size. We use a balanced panel data set of 371~specialised crop farms for the years 2004-2007. A non-parametric specification test shows that neither the Cobb-Douglas function nor the Translog function are consistent with the "true......Econometric estimation of production functions is one of the most common methods in applied economic production analysis. These studies usually apply parametric estimation techniques, which obligate the researcher to specify a functional form of the production function of which the Cobb...... parameter estimates, but also in biased measures which are derived from the parameters, such as elasticities. Therefore, we propose to use non-parametric econometric methods. First, these can be applied to verify the functional form used in parametric production analysis. Second, they can be directly used...
Mesoscopic modelling and simulation of soft matter.
Schiller, Ulf D; Krüger, Timm; Henrich, Oliver
2017-12-20
The deformability of soft condensed matter often requires modelling of hydrodynamical aspects to gain quantitative understanding. This, however, requires specialised methods that can resolve the multiscale nature of soft matter systems. We review a number of the most popular simulation methods that have emerged, such as Langevin dynamics, dissipative particle dynamics, multi-particle collision dynamics, sometimes also referred to as stochastic rotation dynamics, and the lattice-Boltzmann method. We conclude this review with a short glance at current compute architectures for high-performance computing and community codes for soft matter simulation.
Numerical model simulation of atmospheric coolant plumes
International Nuclear Information System (INIS)
Gaillard, P.
1980-01-01
The effect of humid atmospheric coolants on the atmosphere is simulated by means of a three-dimensional numerical model. The atmosphere is defined by its natural vertical profiles of horizontal velocity, temperature, pressure and relative humidity. Effluent discharge is characterised by its vertical velocity and the temperature of air satured with water vapour. The subject of investigation is the area in the vicinity of the point of discharge, with due allowance for the wake effect of the tower and buildings and, where application, wind veer with altitude. The model equations express the conservation relationships for mometum, energy, total mass and water mass, for an incompressible fluid behaving in accordance with the Boussinesq assumptions. Condensation is represented by a simple thermodynamic model, and turbulent fluxes are simulated by introduction of turbulent viscosity and diffusivity data based on in-situ and experimental water model measurements. The three-dimensional problem expressed in terms of the primitive variables (u, v, w, p) is governed by an elliptic equation system which is solved numerically by application of an explicit time-marching algorithm in order to predict the steady-flow velocity distribution, temperature, water vapour concentration and the liquid-water concentration defining the visible plume. Windstill conditions are simulated by a program processing the elliptic equations in an axisymmetrical revolution coordinate system. The calculated visible plumes are compared with plumes observed on site with a view to validate the models [fr
Modeling, simulation and optimization of bipedal walking
Berns, Karsten
2013-01-01
The model-based investigation of motions of anthropomorphic systems is an important interdisciplinary research topic involving specialists from many fields such as Robotics, Biomechanics, Physiology, Orthopedics, Psychology, Neurosciences, Sports, Computer Graphics and Applied Mathematics. This book presents a study of basic locomotion forms such as walking and running is of particular interest due to the high demand on dynamic coordination, actuator efficiency and balance control. Mathematical models and numerical simulation and optimization techniques are explained, in combination with experimental data, which can help to better understand the basic underlying mechanisms of these motions and to improve them. Example topics treated in this book are Modeling techniques for anthropomorphic bipedal walking systems Optimized walking motions for different objective functions Identification of objective functions from measurements Simulation and optimization approaches for humanoid robots Biologically inspired con...
Multiphase reacting flows modelling and simulation
Marchisio, Daniele L
2007-01-01
The papers in this book describe the most widely applicable modeling approaches and are organized in six groups covering from fundamentals to relevant applications. In the first part, some fundamentals of multiphase turbulent reacting flows are covered. In particular the introduction focuses on basic notions of turbulence theory in single-phase and multi-phase systems as well as on the interaction between turbulence and chemistry. In the second part, models for the physical and chemical processes involved are discussed. Among other things, particular emphasis is given to turbulence modeling strategies for multiphase flows based on the kinetic theory for granular flows. Next, the different numerical methods based on Lagrangian and/or Eulerian schemes are presented. In particular the most popular numerical approaches of computational fluid dynamics codes are described (i.e., Direct Numerical Simulation, Large Eddy Simulation, and Reynolds-Averaged Navier-Stokes approach). The book will cover particle-based meth...
Application of econometric and ecology analysis methods in physics software
Han, Min Cheol; Hoff, Gabriela; Kim, Chan Hyeong; Kim, Sung Hun; Grazia Pia, Maria; Ronchieri, Elisabetta; Saracco, Paolo
2017-10-01
Some data analysis methods typically used in econometric studies and in ecology have been evaluated and applied in physics software environments. They concern the evolution of observables through objective identification of change points and trends, and measurements of inequality, diversity and evenness across a data set. Within each analysis area, various statistical tests and measures have been examined. This conference paper summarizes a brief overview of some of these methods.
Econometrics in outcomes research: the use of instrumental variables.
Newhouse, J P; McClellan, M
1998-01-01
We describe an econometric technique, instrumental variables, that can be useful in estimating the effectiveness of clinical treatments in situations when a controlled trial has not or cannot be done. This technique relies upon the existence of one or more variables that induce substantial variation in the treatment variable but have no direct effect on the outcome variable of interest. We illustrate the use of the technique with an application to aggressive treatment of acute myocardial infarction in the elderly.
Teacher Salaries and Teacher Unions: A Spatial Econometric Approach
John V. Winters
2011-01-01
The author uses a spatial econometric framework to examine the determinants of teacher salaries in the United States, including union activity in the teachers' own and in neighboring districts, teacher salaries in nearby districts, and other school district characteristics such as size and student-teacher ratios. Using the 1999-2000 Schools and Staffing Survey as well as the School District Demographic System and Bureau of Labor Statistics data sets, he finds that union activity increases sal...
Central Bank Financial Strength and Policy Performance; An Econometric Evaluation
Peter Stella; Ulrich H Klueh
2008-01-01
The financial health of central banks and its relation to policy outcomes has recently been recognized as an important policy issue. While case study evidence clearly indicates that weak central bank finances can hamper effective policy implementation, the question of whether central bank financial strength influences policy performance remains controversial. This is due, in part, to a lack of econometric evidence. The paper presents a first step toward filling this gap, by providing a quanti...
Advancing Material Models for Automotive Forming Simulations
International Nuclear Information System (INIS)
Vegter, H.; An, Y.; Horn, C.H.L.J. ten; Atzema, E.H.; Roelofsen, M.E.
2005-01-01
Simulations in automotive industry need more advanced material models to achieve highly reliable forming and springback predictions. Conventional material models implemented in the FEM-simulation models are not capable to describe the plastic material behaviour during monotonic strain paths with sufficient accuracy. Recently, ESI and Corus co-operate on the implementation of an advanced material model in the FEM-code PAMSTAMP 2G. This applies to the strain hardening model, the influence of strain rate, and the description of the yield locus in these models. A subsequent challenge is the description of the material after a change of strain path.The use of advanced high strength steels in the automotive industry requires a description of plastic material behaviour of multiphase steels. The simplest variant is dual phase steel consisting of a ferritic and a martensitic phase. Multiphase materials also contain a bainitic phase in addition to the ferritic and martensitic phase. More physical descriptions of strain hardening than simple fitted Ludwik/Nadai curves are necessary.Methods to predict plastic behaviour of single-phase materials use a simple dislocation interaction model based on the formed cells structures only. At Corus, a new method is proposed to predict plastic behaviour of multiphase materials have to take hard phases into account, which deform less easily. The resulting deformation gradients create geometrically necessary dislocations. Additional micro-structural information such as morphology and size of hard phase particles or grains is necessary to derive the strain hardening models for this type of materials.Measurements available from the Numisheet benchmarks allow these models to be validated. At Corus, additional measured values are available from cross-die tests. This laboratory test can attain critical deformations by large variations in blank size and processing conditions. The tests are a powerful tool in optimising forming simulations prior
Modelling and simulation of thermal power plants
Energy Technology Data Exchange (ETDEWEB)
Eborn, J.
1998-02-01
Mathematical modelling and simulation are important tools when dealing with engineering systems that today are becoming increasingly more complex. Integrated production and recycling of materials are trends that give rise to heterogenous systems, which are difficult to handle within one area of expertise. Model libraries are an excellent way to package engineering knowledge of systems and units to be reused by those who are not experts in modelling. Many commercial packages provide good model libraries, but they are usually domain-specific and closed. Heterogenous, multi-domain systems requires open model libraries written in general purpose modelling languages. This thesis describes a model database for thermal power plants written in the object-oriented modelling language OMOLA. The models are based on first principles. Subunits describe volumes with pressure and enthalpy dynamics and flows of heat or different media. The subunits are used to build basic units such as pumps, valves and heat exchangers which can be used to build system models. Several applications are described; a heat recovery steam generator, equipment for juice blending, steam generation in a sulphuric acid plant and a condensing steam plate heat exchanger. Model libraries for industrial use must be validated against measured data. The thesis describes how parameter estimation methods can be used for model validation. Results from a case-study on parameter optimization of a non-linear drum boiler model show how the technique can be used 32 refs, 21 figs
Validity of microgravity simulation models on earth
DEFF Research Database (Denmark)
Regnard, J; Heer, M; Drummer, C
2001-01-01
Many studies have used water immersion and head-down bed rest as experimental models to simulate responses to microgravity. However, some data collected during space missions are at variance or in contrast with observations collected from experimental models. These discrepancies could reflect...... incomplete knowledge of the characteristics inherent to each model. During water immersion, the hydrostatic pressure lowers the peripheral vascular capacity and causes increased thoracic blood volume and high vascular perfusion. In turn, these changes lead to high urinary flow, low vasomotor tone, and a high...
Mathematical models and numerical simulation in electromagnetism
Bermúdez, Alfredo; Salgado, Pilar
2014-01-01
The book represents a basic support for a master course in electromagnetism oriented to numerical simulation. The main goal of the book is that the reader knows the boundary-value problems of partial differential equations that should be solved in order to perform computer simulation of electromagnetic processes. Moreover it includes a part devoted to electric circuit theory based on ordinary differential equations. The book is mainly oriented to electric engineering applications, going from the general to the specific, namely, from the full Maxwell’s equations to the particular cases of electrostatics, direct current, magnetostatics and eddy currents models. Apart from standard exercises related to analytical calculus, the book includes some others oriented to real-life applications solved with MaxFEM free simulation software.
Modeling and simulation of economic processes
Directory of Open Access Journals (Sweden)
Bogdan Brumar
2010-12-01
Full Text Available In general, any activity requires a longer action often characterized by a degree of uncertainty, insecurity, in terms of size of the objective pursued. Because of the complexity of real economic systems, the stochastic dependencies between different variables and parameters considered, not all systems can be adequately represented by a model that can be solved by analytical methods and covering all issues for management decision analysis-economic horizon real. Often in such cases, it is considered that the simulation technique is the only alternative available. Using simulation techniques to study real-world systems often requires a laborious work. Making a simulation experiment is a process that takes place in several stages.
Simulation as a surgical teaching model.
Ruiz-Gómez, José Luis; Martín-Parra, José Ignacio; González-Noriega, Mónica; Redondo-Figuero, Carlos Godofredo; Manuel-Palazuelos, José Carlos
2018-01-01
Teaching of surgery has been affected by many factors over the last years, such as the reduction of working hours, the optimization of the use of the operating room or patient safety. Traditional teaching methodology fails to reduce the impact of these factors on surgeońs training. Simulation as a teaching model minimizes such impact, and is more effective than traditional teaching methods for integrating knowledge and clinical-surgical skills. Simulation complements clinical assistance with training, creating a safe learning environment where patient safety is not affected, and ethical or legal conflicts are avoided. Simulation uses learning methodologies that allow teaching individualization, adapting it to the learning needs of each student. It also allows training of all kinds of technical, cognitive or behavioural skills. Copyright © 2017 AEC. Publicado por Elsevier España, S.L.U. All rights reserved.
An econometrics view of worldwide fossil fuel consumption and the role of US
International Nuclear Information System (INIS)
Shafiee, Shahriar; Topal, Erkan
2008-01-01
Crude oil, coal and gas, known as fossil fuels, play a crucial role in the global economy. This paper proposes new econometrics modelling to demonstrate the trend of fossil fuels consumption. The main variables affecting consumption trends are: world reserves, the price of fossil fuels, US production and US net imports. All variables have been analysed individually for more than half a century. The research found that while the consumption of fossil fuels worldwide has increased trends in the US production and net imports have been dependent on the type of fossil fuels. Most of the US coal and gas production has been for domestic use, which is why it does not have a strong influence on worldwide fossil fuel prices. Moreover, the reserves of fossil fuels have not shown any diminution during the last couple of decades and predictions that they were about to run out are not substantiated. The nominal and real price of fossil fuels was found to change depending on the type. Finally, estimates of three econometric models for the consumption of fossil fuels from 1949 to 2006 are presented which identify the effects of significant variables
Modeling and simulation of photovoltaic solar panel
International Nuclear Information System (INIS)
Belarbi, M.; Haddouche, K.; Midoun, A.
2006-01-01
In this article, we present a new approach for estimating the model parameters of a photovoltaic solar panel according to the irradiance and temperature. The parameters of the one diode model are given from the knowledge of three operating points: short-circuit, open circuit, and maximum power. In the first step, the adopted approach concerns the resolution of the system of equations constituting the three operating points to write all the model parameters according to series resistance. Secondly, we make an iterative resolution at the optimal operating point by using the Newton-Raphson method to calculate the series resistance value as well as the model parameters. Once the panel model is identified, we consider other equations for taking into account the irradiance and temperature effect. The simulation results show the convergence speed of the model parameters and the possibility of visualizing the electrical behaviour of the panel according to the irradiance and temperature. Let us note that a sensitivity of the algorithm at the optimal operating point was observed owing to the fact that a small variation of the optimal voltage value leads to a very great variation of the identified parameters values. With the identified model, we can develop algorithms of maximum power point tracking, and make simulations of a solar water pumping system.(Author)
Deep Drawing Simulations With Different Polycrystalline Models
Duchêne, Laurent; de Montleau, Pierre; Bouvier, Salima; Habraken, Anne Marie
2004-06-01
The goal of this research is to study the anisotropic material behavior during forming processes, represented by both complex yield loci and kinematic-isotropic hardening models. A first part of this paper describes the main concepts of the `Stress-strain interpolation' model that has been implemented in the non-linear finite element code Lagamine. This model consists of a local description of the yield locus based on the texture of the material through the full constraints Taylor's model. The texture evolution due to plastic deformations is computed throughout the FEM simulations. This `local yield locus' approach was initially linked to the classical isotropic Swift hardening law. Recently, a more complex hardening model was implemented: the physically-based microstructural model of Teodosiu. It takes into account intergranular heterogeneity due to the evolution of dislocation structures, that affects isotropic and kinematic hardening. The influence of the hardening model is compared to the influence of the texture evolution thanks to deep drawing simulations.
Facebook's personal page modelling and simulation
Sarlis, Apostolos S.; Sakas, Damianos P.; Vlachos, D. S.
2015-02-01
In this paper we will try to define the utility of Facebook's Personal Page marketing method. This tool that Facebook provides, is modelled and simulated using iThink in the context of a Facebook marketing agency. The paper has leveraged the system's dynamic paradigm to conduct Facebook marketing tools and methods modelling, using iThink™ system to implement them. It uses the design science research methodology for the proof of concept of the models and modelling processes. The following model has been developed for a social media marketing agent/company, Facebook platform oriented and tested in real circumstances. This model is finalized through a number of revisions and iterators of the design, development, simulation, testing and evaluation processes. The validity and usefulness of this Facebook marketing model for the day-to-day decision making are authenticated by the management of the company organization. Facebook's Personal Page method can be adjusted, depending on the situation, in order to maximize the total profit of the company which is to bring new customers, keep the interest of the old customers and deliver traffic to its website.
A simulation model for material accounting systems
International Nuclear Information System (INIS)
Coulter, C.A.; Thomas, K.E.
1987-01-01
A general-purpose model that was developed to simulate the operation of a chemical processing facility for nuclear materials has been extended to describe material measurement and accounting procedures as well. The model now provides descriptors for material balance areas, a large class of measurement instrument types and their associated measurement errors for various classes of materials, the measurement instruments themselves with their individual calibration schedules, and material balance closures. Delayed receipt of measurement results (as for off-line analytical chemistry assay), with interim use of a provisional measurement value, can be accurately represented. The simulation model can be used to estimate inventory difference variances for processing areas that do not operate at steady state, to evaluate the timeliness of measurement information, to determine process impacts of measurement requirements, and to evaluate the effectiveness of diversion-detection algorithms. Such information is usually difficult to obtain by other means. Use of the measurement simulation model is illustrated by applying it to estimate inventory difference variances for two material balance area structures of a fictitious nuclear material processing line
Theory, modeling and simulation: Annual report 1993
Energy Technology Data Exchange (ETDEWEB)
Dunning, T.H. Jr.; Garrett, B.C.
1994-07-01
Developing the knowledge base needed to address the environmental restoration issues of the US Department of Energy requires a fundamental understanding of molecules and their interactions in insolation and in liquids, on surfaces, and at interfaces. To meet these needs, the PNL has established the Environmental and Molecular Sciences Laboratory (EMSL) and will soon begin construction of a new, collaborative research facility devoted to advancing the understanding of environmental molecular science. Research in the Theory, Modeling, and Simulation program (TMS), which is one of seven research directorates in the EMSL, will play a critical role in understanding molecular processes important in restoring DOE`s research, development and production sites, including understanding the migration and reactions of contaminants in soils and groundwater, the development of separation process for isolation of pollutants, the development of improved materials for waste storage, understanding the enzymatic reactions involved in the biodegradation of contaminants, and understanding the interaction of hazardous chemicals with living organisms. The research objectives of the TMS program are to apply available techniques to study fundamental molecular processes involved in natural and contaminated systems; to extend current techniques to treat molecular systems of future importance and to develop techniques for addressing problems that are computationally intractable at present; to apply molecular modeling techniques to simulate molecular processes occurring in the multispecies, multiphase systems characteristic of natural and polluted environments; and to extend current molecular modeling techniques to treat complex molecular systems and to improve the reliability and accuracy of such simulations. The program contains three research activities: Molecular Theory/Modeling, Solid State Theory, and Biomolecular Modeling/Simulation. Extended abstracts are presented for 89 studies.
Theory, modeling and simulation: Annual report 1993
International Nuclear Information System (INIS)
Dunning, T.H. Jr.; Garrett, B.C.
1994-07-01
Developing the knowledge base needed to address the environmental restoration issues of the US Department of Energy requires a fundamental understanding of molecules and their interactions in insolation and in liquids, on surfaces, and at interfaces. To meet these needs, the PNL has established the Environmental and Molecular Sciences Laboratory (EMSL) and will soon begin construction of a new, collaborative research facility devoted to advancing the understanding of environmental molecular science. Research in the Theory, Modeling, and Simulation program (TMS), which is one of seven research directorates in the EMSL, will play a critical role in understanding molecular processes important in restoring DOE's research, development and production sites, including understanding the migration and reactions of contaminants in soils and groundwater, the development of separation process for isolation of pollutants, the development of improved materials for waste storage, understanding the enzymatic reactions involved in the biodegradation of contaminants, and understanding the interaction of hazardous chemicals with living organisms. The research objectives of the TMS program are to apply available techniques to study fundamental molecular processes involved in natural and contaminated systems; to extend current techniques to treat molecular systems of future importance and to develop techniques for addressing problems that are computationally intractable at present; to apply molecular modeling techniques to simulate molecular processes occurring in the multispecies, multiphase systems characteristic of natural and polluted environments; and to extend current molecular modeling techniques to treat complex molecular systems and to improve the reliability and accuracy of such simulations. The program contains three research activities: Molecular Theory/Modeling, Solid State Theory, and Biomolecular Modeling/Simulation. Extended abstracts are presented for 89 studies
NUMERICAL MODEL APPLICATION IN ROWING SIMULATOR DESIGN
Directory of Open Access Journals (Sweden)
Petr Chmátal
2016-04-01
Full Text Available The aim of the research was to carry out a hydraulic design of rowing/sculling and paddling simulator. Nowadays there are two main approaches in the simulator design. The first one includes a static water with no artificial movement and counts on specially cut oars to provide the same resistance in the water. The second approach, on the other hand uses pumps or similar devices to force the water to circulate but both of the designs share many problems. Such problems are affecting already built facilities and can be summarized as unrealistic feeling, unwanted turbulent flow and bad velocity profile. Therefore, the goal was to design a new rowing simulator that would provide nature-like conditions for the racers and provide an unmatched experience. In order to accomplish this challenge, it was decided to use in-depth numerical modeling to solve the hydraulic problems. The general measures for the design were taken in accordance with space availability of the simulator ́s housing. The entire research was coordinated with other stages of the construction using BIM. The detailed geometry was designed using a numerical model in Ansys Fluent and parametric auto-optimization tools which led to minimum negative hydraulic phenomena and decreased investment and operational costs due to the decreased hydraulic losses in the system.
eShopper modeling and simulation
Petrushin, Valery A.
2001-03-01
The advent of e-commerce gives an opportunity to shift the paradigm of customer communication into a highly interactive mode. The new generation of commercial Web servers, such as the Blue Martini's server, combines the collection of data on a customer behavior with real-time processing and dynamic tailoring of a feedback page. The new opportunities for direct product marketing and cross selling are arriving. The key problem is what kind of information do we need to achieve these goals, or in other words, how do we model the customer? The paper is devoted to customer modeling and simulation. The focus is on modeling an individual customer. The model is based on the customer's transaction data, click stream data, and demographics. The model includes the hierarchical profile of a customer's preferences to different types of products and brands; consumption models for the different types of products; the current focus, trends, and stochastic models for time intervals between purchases; product affinity models; and some generalized features, such as purchasing power, sensitivity to advertising, price sensitivity, etc. This type of model is used for predicting the date of the next visit, overall spending, and spending for different types of products and brands. For some type of stores (for example, a supermarket) and stable customers, it is possible to forecast the shopping lists rather accurately. The forecasting techniques are discussed. The forecasting results can be used for on- line direct marketing, customer retention, and inventory management. The customer model can also be used as a generative model for simulating the customer's purchasing behavior in different situations and for estimating customer's features.
A collision model in plasma particle simulations
International Nuclear Information System (INIS)
Ma Yanyun; Chang Wenwei; Yin Yan; Yue Zongwu; Cao Lihua; Liu Daqing
2000-01-01
In order to offset the collisional effects reduced by using finite-size particles, β particle clouds are used in particle simulation codes (β is the ratio of charge or mass of modeling particles to real ones). The method of impulse approximation (strait line orbit approximation) is used to analyze the scattering cross section of β particle clouds plasmas. The authors can obtain the relation of the value of a and β and scattering cross section (a is the radius of β particle cloud). By using this relation the authors can determine the value of a and β so that the collisional effects of the modeling system is correspondent with the real one. The authors can also adjust the values of a and β so that the authors can enhance or reduce the collisional effects fictitiously. The results of simulation are in good agreement with the theoretical ones
Econometric Studies of Stock Market Behaviour
DEFF Research Database (Denmark)
Rasmussen, Anne-Sofie Reng
This thesis consists of three sefcontained essays, all centering around the topic of stock market behaviour. The papers focus on the empirical performance of a number of asset pricing models, all attempting to quantify and price asset risk. We look at how well these models actually do in describing...... the historic behaviour of the stock market, allowing us to get further insight into what drives the markes....
Macro Level Simulation Model Of Space Shuttle Processing
2000-01-01
The contents include: 1) Space Shuttle Processing Simulation Model; 2) Knowledge Acquisition; 3) Simulation Input Analysis; 4) Model Applications in Current Shuttle Environment; and 5) Model Applications for Future Reusable Launch Vehicles (RLV's). This paper is presented in viewgraph form.
High-Fidelity Roadway Modeling and Simulation
Wang, Jie; Papelis, Yiannis; Shen, Yuzhong; Unal, Ozhan; Cetin, Mecit
2010-01-01
Roads are an essential feature in our daily lives. With the advances in computing technologies, 2D and 3D road models are employed in many applications, such as computer games and virtual environments. Traditional road models were generated by professional artists manually using modeling software tools such as Maya and 3ds Max. This approach requires both highly specialized and sophisticated skills and massive manual labor. Automatic road generation based on procedural modeling can create road models using specially designed computer algorithms or procedures, reducing the tedious manual editing needed for road modeling dramatically. But most existing procedural modeling methods for road generation put emphasis on the visual effects of the generated roads, not the geometrical and architectural fidelity. This limitation seriously restricts the applicability of the generated road models. To address this problem, this paper proposes a high-fidelity roadway generation method that takes into account road design principles practiced by civil engineering professionals, and as a result, the generated roads can support not only general applications such as games and simulations in which roads are used as 3D assets, but also demanding civil engineering applications, which requires accurate geometrical models of roads. The inputs to the proposed method include road specifications, civil engineering road design rules, terrain information, and surrounding environment. Then the proposed method generates in real time 3D roads that have both high visual and geometrical fidelities. This paper discusses in details the procedures that convert 2D roads specified in shape files into 3D roads and civil engineering road design principles. The proposed method can be used in many applications that have stringent requirements on high precision 3D models, such as driving simulations and road design prototyping. Preliminary results demonstrate the effectiveness of the proposed method.
Difficulties with True Interoperability in Modeling & Simulation
2011-12-01
Standards in M&S cover multiple layers of technical abstraction. There are middleware specifica- tions, such as the High Level Architecture (HLA) ( IEEE Xplore ... IEEE Xplore Digital Library. 2010. 1516-2010 IEEE Standard for Modeling and Simulation (M&S) High Level Architecture (HLA) – Framework and Rules...using different communication protocols being able to allow da- 2642978-1-4577-2109-0/11/$26.00 ©2011 IEEE Report Documentation Page Form ApprovedOMB No
Agent Based Modelling for Social Simulation
Smit, S.K.; Ubink, E.M.; Vecht, B. van der; Langley, D.J.
2013-01-01
This document is the result of an exploratory project looking into the status of, and opportunities for Agent Based Modelling (ABM) at TNO. The project focussed on ABM applications containing social interactions and human factors, which we termed ABM for social simulation (ABM4SS). During the course of this project two workshops were organized. At these workshops, a wide range of experts, both ABM experts and domain experts, worked on several potential applications of ABM. The results and ins...
Mathematical models for photovoltaic solar panel simulation
Energy Technology Data Exchange (ETDEWEB)
Santos, Jose Airton A. dos; Gnoatto, Estor; Fischborn, Marcos; Kavanagh, Edward [Universidade Tecnologica Federal do Parana (UTFPR), Medianeira, PR (Brazil)], Emails: airton@utfpr.edu.br, gnoatto@utfpr.edu.br, fisch@utfpr.edu.br, kavanagh@utfpr.edu.br
2008-07-01
A photovoltaic generator is subject to several variations of solar intensity, ambient temperature or load, that change your point of operation. This way, your behavior should be analyzed by such alterations, to optimize your operation. The present work sought to simulate a photovoltaic generator, of polycrystalline silicon, by characteristics supplied by the manufacturer, and to compare the results of two mathematical models with obtained values of field, in the city of Cascavel, for a period of one year. (author)
Modelling interplanetary CMEs using magnetohydrodynamic simulations
Directory of Open Access Journals (Sweden)
P. J. Cargill
Full Text Available The dynamics of Interplanetary Coronal Mass Ejections (ICMEs are discussed from the viewpoint of numerical modelling. Hydrodynamic models are shown to give a good zero-order picture of the plasma properties of ICMEs, but they cannot model the important magnetic field effects. Results from MHD simulations are shown for a number of cases of interest. It is demonstrated that the strong interaction of the ICME with the solar wind leads to the ICME and solar wind velocities being close to each other at 1 AU, despite their having very different speeds near the Sun. It is also pointed out that this interaction leads to a distortion of the ICME geometry, making cylindrical symmetry a dubious assumption for the CME field at 1 AU. In the presence of a significant solar wind magnetic field, the magnetic fields of the ICME and solar wind can reconnect with each other, leading to an ICME that has solar wind-like field lines. This effect is especially important when an ICME with the right sense of rotation propagates down the heliospheric current sheet. It is also noted that a lack of knowledge of the coronal magnetic field makes such simulations of little use in space weather forecasts that require knowledge of the ICME magnetic field strength.
Key words. Interplanetary physics (interplanetary magnetic fields Solar physics, astrophysics, and astronomy (flares and mass ejections Space plasma physics (numerical simulation studies
Interactive Modelling and Simulation of Human Motion
DEFF Research Database (Denmark)
Engell-Nørregård, Morten Pol
menneskers led, der udviser både ikke-konveksitet og flere frihedsgrader • En generel og alsidig model for aktivering af bløde legemer. Modellen kan anvendes som et animations værktøj, men er lige så velegnet til simulering af menneskelige muskler, da den opfylder de grundlæggende fysiske principper......Dansk resumé Denne ph.d.-afhandling beskæftiger sig med modellering og simulation af menneskelig bevægelse. Emnerne i denne afhandling har mindst to ting til fælles. For det første beskæftiger de sig med menneskelig bevægelse. Selv om de udviklede modeller også kan benyttes til andre ting,er det...... primære fokus på at modellere den menneskelige krop. For det andet, beskæftiger de sig alle med simulering som et redskab til at syntetisere bevægelse og dermed skabe animationer. Dette er en vigtigt pointe, da det betyder, at vi ikke kun skaber værktøjer til animatorer, som de kan bruge til at lave sjove...
MODELING AND SIMULATION OF A HYDROCRACKING UNIT
Directory of Open Access Journals (Sweden)
HASSAN A. FARAG
2016-06-01
Full Text Available Hydrocracking is used in the petroleum industry to convert low quality feed stocks into high valued transportation fuels such as gasoline, diesel, and jet fuel. The aim of the present work is to develop a rigorous steady state two-dimensional mathematical model which includes conservation equations of mass and energy for simulating the operation of a hydrocracking unit. Both the catalyst bed and quench zone have been included in this integrated model. The model equations were numerically solved in both axial and radial directions using Matlab software. The presented model was tested against a real plant data in Egypt. The results indicated that a very good agreement between the model predictions and industrial values have been reported for temperature profiles, concentration profiles, and conversion in both radial and axial directions at the hydrocracking unit. Simulation of the quench zone conversion and temperature profiles in the quench zone was also included and gave a low deviation from the actual ones. In concentration profiles, the percentage deviation in the first reactor was found to be 9.28 % and 9.6% for the second reactor. The effect of several parameters such as: Pellet Heat Transfer Coefficient, Effective Radial Thermal Conductivity, Wall Heat Transfer Coefficient, Effective Radial Diffusivity, and Cooling medium (quench zone has been included in this study. The variation of Wall Heat Transfer Coefficient, Effective Radial Diffusivity for the near-wall region, gave no remarkable changes in the temperature profiles. On the other hand, even small variations of Effective Radial Thermal Conductivity, affected the simulated temperature profiles significantly, and this effect could not be compensated by the variations of the other parameters of the model.
On Improving 4-km Mesoscale Model Simulations
Deng, Aijun; Stauffer, David R.
2006-03-01
A previous study showed that use of analysis-nudging four-dimensional data assimilation (FDDA) and improved physics in the fifth-generation Pennsylvania State University National Center for Atmospheric Research Mesoscale Model (MM5) produced the best overall performance on a 12-km-domain simulation, based on the 18 19 September 1983 Cross-Appalachian Tracer Experiment (CAPTEX) case. However, reducing the simulated grid length to 4 km had detrimental effects. The primary cause was likely the explicit representation of convection accompanying a cold-frontal system. Because no convective parameterization scheme (CPS) was used, the convective updrafts were forced on coarser-than-realistic scales, and the rainfall and the atmospheric response to the convection were too strong. The evaporative cooling and downdrafts were too vigorous, causing widespread disruption of the low-level winds and spurious advection of the simulated tracer. In this study, a series of experiments was designed to address this general problem involving 4-km model precipitation and gridpoint storms and associated model sensitivities to the use of FDDA, planetary boundary layer (PBL) turbulence physics, grid-explicit microphysics, a CPS, and enhanced horizontal diffusion. Some of the conclusions include the following: 1) Enhanced parameterized vertical mixing in the turbulent kinetic energy (TKE) turbulence scheme has shown marked improvements in the simulated fields. 2) Use of a CPS on the 4-km grid improved the precipitation and low-level wind results. 3) Use of the Hong and Pan Medium-Range Forecast PBL scheme showed larger model errors within the PBL and a clear tendency to predict much deeper PBL heights than the TKE scheme. 4) Combining observation-nudging FDDA with a CPS produced the best overall simulations. 5) Finer horizontal resolution does not always produce better simulations, especially in convectively unstable environments, and a new CPS suitable for 4-km resolution is needed. 6
Reactive transport models and simulation with ALLIANCES
International Nuclear Information System (INIS)
Leterrier, N.; Deville, E.; Bary, B.; Trotignon, L.; Hedde, T.; Cochepin, B.; Stora, E.
2009-01-01
Many chemical processes influence the evolution of nuclear waste storage. As a result, simulations based only upon transport and hydraulic processes fail to describe adequately some industrial scenarios. We need to take into account complex chemical models (mass action laws, kinetics...) which are highly non-linear. In order to simulate the coupling of these chemical reactions with transport, we use a classical Sequential Iterative Approach (SIA), with a fixed point algorithm, within the mainframe of the ALLIANCES platform. This approach allows us to use the various transport and chemical modules available in ALLIANCES, via an operator-splitting method based upon the structure of the chemical system. We present five different applications of reactive transport simulations in the context of nuclear waste storage: 1. A 2D simulation of the lixiviation by rain water of an underground polluted zone high in uranium oxide; 2. The degradation of the steel envelope of a package in contact with clay. Corrosion of the steel creates corrosion products and the altered package becomes a porous medium. We follow the degradation front through kinetic reactions and the coupling with transport; 3. The degradation of a cement-based material by the injection of an aqueous solution of zinc and sulphate ions. In addition to the reactive transport coupling, we take into account in this case the hydraulic retroaction of the porosity variation on the Darcy velocity; 4. The decalcification of a concrete beam in an underground storage structure. In this case, in addition to the reactive transport simulation, we take into account the interaction between chemical degradation and the mechanical forces (cracks...), and the retroactive influence on the structure changes on transport; 5. The degradation of the steel envelope of a package in contact with a clay material under a temperature gradient. In this case the reactive transport simulation is entirely directed by the temperature changes and
International Nuclear Information System (INIS)
Allibe, Benoit
2012-01-01
results. Simulation results show that the modeling of the distributions instead of the average values of variables changes both the estimations of total energy consumption of dwelling stock and the dynamics of this consumption. The comparison of refurbishment market modeling in engineering and econometric models shows that a part of the heterogeneity of the market is not accounted for in engineering models. If the economic context encourages the diffusion of energy efficient or low-carbon technologies (for instance in the case of a significant carbon tax) then adding market heterogeneity in engineering models implies more pessimistic simulation results regarding energy consumption reduction and GHG abatements. The model of French residential energy consumption dynamics that was developed during the thesis (BEUS) has been applied to various foresight studies. A progressive tariff (or tier pricing) on electricity has been modeled and its effects on demand have been simulated. When applied, this tariff causes a switch from electricity-based heating systems to more carbon intensive ones. In order to avoid this unwanted effect of progressive tariff, an extension of this tariff structure to all energies has been modeled and simulated, as well as the fiscal equivalent of this measure: a bonus-malus for sustainable energy consumption. The simulations - made in a simplified regulatory environment - show that these measures could accelerate the transition of existing housing stock to a lower level of energy consumption and GHG emissions. (author)
Computer Models Simulate Fine Particle Dispersion
2010-01-01
Through a NASA Seed Fund partnership with DEM Solutions Inc., of Lebanon, New Hampshire, scientists at Kennedy Space Center refined existing software to study the electrostatic phenomena of granular and bulk materials as they apply to planetary surfaces. The software, EDEM, allows users to import particles and obtain accurate representations of their shapes for modeling purposes, such as simulating bulk solids behavior, and was enhanced to be able to more accurately model fine, abrasive, cohesive particles. These new EDEM capabilities can be applied in many industries unrelated to space exploration and have been adopted by several prominent U.S. companies, including John Deere, Pfizer, and Procter & Gamble.
Consolidation modelling for thermoplastic composites forming simulation
Xiong, H.; Rusanov, A.; Hamila, N.; Boisse, P.
2016-10-01
Pre-impregnated thermoplastic composites are widely used in the aerospace industry for their excellent mechanical properties, Thermoforming thermoplastic prepregs is a fast manufacturing process, the automotive industry has shown increasing interest in this manufacturing processes, in which the reconsolidation is an essential stage. The model of intimate contact is investigated as the consolidation model, compression experiments have been launched to identify the material parameters, several numerical tests show the influents of the temperature and pressure applied during processing. Finally, a new solid-shell prismatic element has been presented for the simulation of consolidation step in the thermoplastic composites forming process.
Quantification of uncertainties of modeling and simulation
International Nuclear Information System (INIS)
Ma Zhibo; Yin Jianwei
2012-01-01
The principles of Modeling and Simulation (M and S) is interpreted by a functional relation, from which the total uncertainties of M and S are identified and sorted to three parts considered to vary along with the conceptual models' parameters. According to the idea of verification and validation, the space of the parameters is parted to verified and applied domains, uncertainties in the verified domain are quantified by comparison between numerical and standard results, and those in the applied domain are quantified by a newly developed extrapolating method. Examples are presented to demonstrate and qualify the ideas aimed to build a framework to quantify the uncertainties of M and S. (authors)
Simulation models generator. Applications in scheduling
Directory of Open Access Journals (Sweden)
Omar Danilo Castrillón
2013-08-01
Rev.Mate.Teor.Aplic. (ISSN 1409-2433 Vol. 20(2: 231–241, July 2013 generador de modelos de simulacion 233 will, in order to have an approach to reality to evaluate decisions in order to take more assertive. To test prototype was used as the modeling example of a production system with 9 machines and 5 works as a job shop configuration, testing stops processing times and stochastic machine to measure rates of use of machines and time average jobs in the system, as measures of system performance. This test shows the goodness of the prototype, to save the user the simulation model building
Modeling and simulation of reactive flows
Bortoli, De AL; Pereira, Felipe
2015-01-01
Modelling and Simulation of Reactive Flows presents information on modeling and how to numerically solve reactive flows. The book offers a distinctive approach that combines diffusion flames and geochemical flow problems, providing users with a comprehensive resource that bridges the gap for scientists, engineers, and the industry. Specifically, the book looks at the basic concepts related to reaction rates, chemical kinetics, and the development of reduced kinetic mechanisms. It considers the most common methods used in practical situations, along with equations for reactive flows, and va
Nonlinear friction model for servo press simulation
Ma, Ninshu; Sugitomo, Nobuhiko; Kyuno, Takunori; Tamura, Shintaro; Naka, Tetsuo
2013-12-01
The friction coefficient was measured under an idealized condition for a pulse servo motion. The measured friction coefficient and its changing with both sliding distance and a pulse motion showed that the friction resistance can be reduced due to the re-lubrication during unloading process of the pulse servo motion. Based on the measured friction coefficient and its changes with sliding distance and re-lubrication of oil, a nonlinear friction model was developed. Using the newly developed the nonlinear friction model, a deep draw simulation was performed and the formability was evaluated. The results were compared with experimental ones and the effectiveness was verified.
Directory of Open Access Journals (Sweden)
Juan P. Pérez Monsalve
2014-12-01
Full Text Available This work analyzed the relationship of the two main Price indicators in the Colombian economy, the IPP and the IPC. For this purpose, we identified the theory comprising both indexes to then develop a vector autoregressive model, which shows the reaction to shocks both in itself as in the other variable, whose impact continues propagating in the long term. Additionally, the work presents a simulation of the VAR model through the Monte Carlo method, verifying the coincidence in distributions of probability and volatility levels, as well as the existence correlation over time
A Micro-Econometric Analysis of Determinants of Unsustainable Consumption in The Netherlands
International Nuclear Information System (INIS)
Ferrer-i-Carbonell, A.; Van den Bergh, J.C.J.M.
2004-01-01
Recently, much attention has been given to the notion of 'sustainable consumption'. Whereas environmental economics traditionally has focused environmental policy analysis on producers, this new notion broadens the perspective to include environmental policies aimed at directly influencing consumer decisions regarding buying, using, and recycling products. This could suggest policies that link not only to price incentives, but also and especially to persuasive instruments, such as education and information provision. These policies might take into account certain characteristics of households, such as lifestyle and family size. This article presents a first econometric analysis of consumption in the context of environmental sustainability. Relationships between different types of household expenditures and a range of household characteristics are assessed, based on a large micro data set of households for the Netherlands. Use is made of various demand models and econometric techniques to adequately address theoretical and technical issues involved. The article ends with a discussion of the implications of the results for environmental policy directed at stimulating sustainable consumption
ECONOMETRIC ANALYSIS OF CEREAL DEMAND IN MOROCCO USING THE ALMOST IDEAL DEMAND SYSTEM
Directory of Open Access Journals (Sweden)
Sara Essaten
2018-04-01
Full Text Available Following up the agricultural policy in Morocco and enforcing it, the new strategy Green Morocco Plan (GMP launched in 2008 also stressed on the cereals’ supply. Meantime, despite their significant nutritional role, little attention has been paid to the demand side. This paper intends to perform an econometric analysis of the demand of five main cereals - Common wheat, Durum wheat, Barley, Corn and Rice- using a linear version of the flexible Almost Ideal Demand System (LA/AIDS model. A Seemingly Unrelated Regression (SUR approach has been applied to the demand system equations with annual data covering the period from 1980 to 2015. At the overall, regular econometric restrictions (stability, structural separability, validity, etc. have been respected our results suggest that the relations of complementarity or substitution are not determining in the cereal bundle in Morocco. Also, the Moroccan consumer behavior is characterized by a strong sensibility towards common wheat price’s changes and by a difficult access for the durum wheat as it is considered as luxury good.
TMS modeling toolbox for realistic simulation.
Cho, Young Sun; Suh, Hyun Sang; Lee, Won Hee; Kim, Tae-Seong
2010-01-01
Transcranial magnetic stimulation (TMS) is a technique for brain stimulation using rapidly changing magnetic fields generated by coils. It has been established as an effective stimulation technique to treat patients suffering from damaged brain functions. Although TMS is known to be painless and noninvasive, it can also be harmful to the brain by incorrect focusing and excessive stimulation which might result in seizure. Therefore there is ongoing research effort to elucidate and better understand the effect and mechanism of TMS. Lately Boundary element method (BEM) and Finite element method (FEM) have been used to simulate the electromagnetic phenomenon of TMS. However, there is a lack of general tools to generate the models of TMS due to some difficulties in realistic modeling of the human head and TMS coils. In this study, we have developed a toolbox through which one can generate high-resolution FE TMS models. The toolbox allows creating FE models of the head with isotropic and anisotropic electrical conductivities in five different tissues of the head and the coils in 3D. The generated TMS model is importable to FE software packages such as ANSYS for further and efficient electromagnetic analysis. We present a set of demonstrative results of realistic simulation of TMS with our toolbox.
Essays on high frequency financial econometrics
Yang, X.
2015-01-01
It has long been demonstrated that continuous-time methods are powerful tools in financial modeling. Yet only in recent years, their counterparts in empirical analysis—high frequency econometrics—began to emerge with the availability of intra-day data and relevant statistical tools. This
An econometric time-series analysis of global CO2 concentrations and emissions
International Nuclear Information System (INIS)
Cohen, B.C.; Labys, W.C.; Eliste, P.
2001-01-01
This paper extends previous work on the econometric modelling of CO 2 concentrations and emissions. The importance of such work rests in the fact that models of the Cohen-Labys variety represent the only alternative to scientific or physical models of CO 2 accumulations whose parameters are inferred rather than estimated. The stimulation for this study derives from the recent discovery of oscillations and cycles in the net biospheric flux of CO 2 . A variety of time series tests is thus used to search for the presence of normality, stationarity, cyclicality and stochastic processes in global CO 2 emissions and concentrations series. Given the evidence for cyclicality of a short-run nature in the spectra of these series, both structural time series and error correction model are applied to confirm the frequency and amplitude of these cycles. Our results suggest new possibilities for determining equilibrium levels of CO 2 concentrations and subsequently revising stabilization policies. (Author)
Biomedical Simulation Models of Human Auditory Processes
Bicak, Mehmet M. A.
2012-01-01
Detailed acoustic engineering models that explore noise propagation mechanisms associated with noise attenuation and transmission paths created when using hearing protectors such as earplugs and headsets in high noise environments. Biomedical finite element (FE) models are developed based on volume Computed Tomography scan data which provides explicit external ear, ear canal, middle ear ossicular bones and cochlea geometry. Results from these studies have enabled a greater understanding of hearing protector to flesh dynamics as well as prioritizing noise propagation mechanisms. Prioritization of noise mechanisms can form an essential framework for exploration of new design principles and methods in both earplug and earcup applications. These models are currently being used in development of a novel hearing protection evaluation system that can provide experimentally correlated psychoacoustic noise attenuation. Moreover, these FE models can be used to simulate the effects of blast related impulse noise on human auditory mechanisms and brain tissue.
Modeling and simulation of gamma camera
International Nuclear Information System (INIS)
Singh, B.; Kataria, S.K.; Samuel, A.M.
2002-08-01
Simulation techniques play a vital role in designing of sophisticated instruments and also for the training of operating and maintenance staff. Gamma camera systems have been used for functional imaging in nuclear medicine. Functional images are derived from the external counting of the gamma emitting radioactive tracer that after introduction in to the body mimics the behavior of native biochemical compound. The position sensitive detector yield the coordinates of the gamma ray interaction with the detector and are used to estimate the point of gamma ray emission within the tracer distribution space. This advanced imaging device is thus dependent on the performance of algorithm for coordinate computing, estimation of point of emission, generation of image and display of the image data. Contemporary systems also have protocols for quality control and clinical evaluation of imaging studies. Simulation of this processing leads to understanding of the basic camera design problems. This report describes a PC based package for design and simulation of gamma camera along with the options of simulating data acquisition and quality control of imaging studies. Image display and data processing the other options implemented in SIMCAM will be described in separate reports (under preparation). Gamma camera modeling and simulation in SIMCAM has preset configuration of the design parameters for various sizes of crystal detector with the option to pack the PMT on hexagon or square lattice. Different algorithm for computation of coordinates and spatial distortion removal are allowed in addition to the simulation of energy correction circuit. The user can simulate different static, dynamic, MUGA and SPECT studies. The acquired/ simulated data is processed for quality control and clinical evaluation of the imaging studies. Results show that the program can be used to assess these performances. Also the variations in performance parameters can be assessed due to the induced
On Multivariate Methods in Robust Econometrics
Czech Academy of Sciences Publication Activity Database
Kalina, Jan
2012-01-01
Roč. 21, č. 1 (2012), s. 69-82 ISSN 1210-0455 R&D Projects: GA MŠk(CZ) 1M06014 Institutional research plan: CEZ:AV0Z10300504 Keywords : least weighted squares * heteroscedasticity * multivariate statistics * model selection * diagnostics * computational aspects Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.561, year: 2012 http://www.vse.cz/pep/abstrakt.php?IDcl=411
Desktop Modeling and Simulation: Parsimonious, yet Effective Discrete-Event Simulation Analysis
Bradley, James R.
2012-01-01
This paper evaluates how quickly students can be trained to construct useful discrete-event simulation models using Excel The typical supply chain used by many large national retailers is described, and an Excel-based simulation model is constructed of it The set of programming and simulation skills required for development of that model are then determined we conclude that six hours of training are required to teach the skills to MBA students . The simulation presented here contains all fundamental functionallty of a simulation model, and so our result holds for any discrete-event simulation model. We argue therefore that Industry workers with the same technical skill set as students having completed one year in an MBA program can be quickly trained to construct simulation models. This result gives credence to the efficacy of Desktop Modeling and Simulation whereby simulation analyses can be quickly developed, run, and analyzed with widely available software, namely Excel.
Systematic simulations of modified gravity: chameleon models
International Nuclear Information System (INIS)
Brax, Philippe; Davis, Anne-Christine; Li, Baojiu; Winther, Hans A.; Zhao, Gong-Bo
2013-01-01
In this work we systematically study the linear and nonlinear structure formation in chameleon theories of modified gravity, using a generic parameterisation which describes a large class of models using only 4 parameters. For this we have modified the N-body simulation code ecosmog to perform a total of 65 simulations for different models and parameter values, including the default ΛCDM. These simulations enable us to explore a significant portion of the parameter space. We have studied the effects of modified gravity on the matter power spectrum and mass function, and found a rich and interesting phenomenology where the difference with the ΛCDM paradigm cannot be reproduced by a linear analysis even on scales as large as k ∼ 0.05 hMpc −1 , since the latter incorrectly assumes that the modification of gravity depends only on the background matter density. Our results show that the chameleon screening mechanism is significantly more efficient than other mechanisms such as the dilaton and symmetron, especially in high-density regions and at early times, and can serve as a guidance to determine the parts of the chameleon parameter space which are cosmologically interesting and thus merit further studies in the future
Systematic simulations of modified gravity: chameleon models
Energy Technology Data Exchange (ETDEWEB)
Brax, Philippe [Institut de Physique Theorique, CEA, IPhT, CNRS, URA 2306, F-91191Gif/Yvette Cedex (France); Davis, Anne-Christine [DAMTP, Centre for Mathematical Sciences, University of Cambridge, Wilberforce Road, Cambridge CB3 0WA (United Kingdom); Li, Baojiu [Institute for Computational Cosmology, Department of Physics, Durham University, Durham DH1 3LE (United Kingdom); Winther, Hans A. [Institute of Theoretical Astrophysics, University of Oslo, 0315 Oslo (Norway); Zhao, Gong-Bo, E-mail: philippe.brax@cea.fr, E-mail: a.c.davis@damtp.cam.ac.uk, E-mail: baojiu.li@durham.ac.uk, E-mail: h.a.winther@astro.uio.no, E-mail: gong-bo.zhao@port.ac.uk [Institute of Cosmology and Gravitation, University of Portsmouth, Portsmouth PO1 3FX (United Kingdom)
2013-04-01
In this work we systematically study the linear and nonlinear structure formation in chameleon theories of modified gravity, using a generic parameterisation which describes a large class of models using only 4 parameters. For this we have modified the N-body simulation code ecosmog to perform a total of 65 simulations for different models and parameter values, including the default ΛCDM. These simulations enable us to explore a significant portion of the parameter space. We have studied the effects of modified gravity on the matter power spectrum and mass function, and found a rich and interesting phenomenology where the difference with the ΛCDM paradigm cannot be reproduced by a linear analysis even on scales as large as k ∼ 0.05 hMpc{sup −1}, since the latter incorrectly assumes that the modification of gravity depends only on the background matter density. Our results show that the chameleon screening mechanism is significantly more efficient than other mechanisms such as the dilaton and symmetron, especially in high-density regions and at early times, and can serve as a guidance to determine the parts of the chameleon parameter space which are cosmologically interesting and thus merit further studies in the future.
[Modeling and Simulation of Spectral Polarimetric BRDF].
Ling, Jin-jiang; Li, Gang; Zhang, Ren-bin; Tang, Qian; Ye, Qiu
2016-01-01
Under the conditions of the polarized light, The reflective surface of the object is affected by many factors, refractive index, surface roughness, and so the angle of incidence. For the rough surface in the different wavelengths of light exhibit different reflection characteristics of polarization, a spectral polarimetric BRDF based on Kirchhof theory is proposee. The spectral model of complex refraction index is combined with refraction index and extinction coefficient spectral model which were got by using the known complex refraction index at different value. Then get the spectral model of surface roughness derived from the classical surface roughness measuring method combined with the Fresnel reflection function. Take the spectral model of refraction index and roughness into the BRDF model, then the spectral polarimetirc BRDF model is proposed. Compare the simulation results of the refractive index varies with wavelength, roughness is constant, the refraction index and roughness both vary with wavelength and origin model with other papers, it shows that, the spectral polarimetric BRDF model can show the polarization characteristics of the surface accurately, and can provide a reliable basis for the application of polarization remote sensing, and other aspects of the classification of substances.
AN ECONOMETRIC APPROACH ABOUT VOLUNTARY TURNOVER
Directory of Open Access Journals (Sweden)
ADALET EREN
2013-06-01
Full Text Available This study analyzes individual and organizational variables that affect voluntary turnover are determined in the special defence and security companies. A binomial logistic regression model is used to estimate voluntary turnover. Binomial Logistic regression, reliability test (scale alfa, variance (ANOVA, Post-hoc/Tukey, correlation (Pearson and other basic statistical techniques with SPSS 13 statistical packet program was used in the analyzes ofresearch data. The study finds that; situation of suppose working, number of child, number of death child, number of home’s moving, support of rent, total monthly income of household, last work’s region, number of prizes, affect voluntary turnover are determined.
Tokamak Simulation Code modeling of NSTX
International Nuclear Information System (INIS)
Jardin, S.C.; Kaye, S.; Menard, J.; Kessel, C.; Glasser, A.H.
2000-01-01
The Tokamak Simulation Code [TSC] is widely used for the design of new axisymmetric toroidal experiments. In particular, TSC was used extensively in the design of the National Spherical Torus eXperiment [NSTX]. The authors have now benchmarked TSC with initial NSTX results and find excellent agreement for plasma and vessel currents and magnetic flux loops when the experimental coil currents are used in the simulations. TSC has also been coupled with a ballooning stability code and with DCON to provide stability predictions for NSTX operation. TSC has also been used to model initial CHI experiments where a large poloidal voltage is applied to the NSTX vacuum vessel, causing a force-free current to appear in the plasma. This is a phenomenon that is similar to the plasma halo current that sometimes develops during a plasma disruption
Simulations, evaluations and models. Vol. 1
International Nuclear Information System (INIS)
Brehmer, B.; Leplat, J.
1992-01-01
Papers presented at the Fourth MOHAWC (Models of Human Activities in Work Context) workshop. The general theme was simulations, evaluations and models. The emphasis was on time in relation to the modelling of human activities in modern, high tech. work. Such work often requires people to control dynamic systems, and the behaviour and misbehaviour of these systems in time is a principle focus of work in, for example, a modern process plant. The papers report on microworlds and on their innovative uses, both in the form of experiments and in the form of a new form of use, that of testing a program which performs diagnostic reasoning. They present new aspects on the problem of time in process control, showing the importance of considering the time scales of dynamic tasks, both in individual decision making and in distributed decision making, and in providing new formalisms, both for the representation of time and for reasoning involving time in diagnosis. (AB)
Process model simulations of the divergence effect
Anchukaitis, K. J.; Evans, M. N.; D'Arrigo, R. D.; Smerdon, J. E.; Hughes, M. K.; Kaplan, A.; Vaganov, E. A.
2007-12-01
We explore the extent to which the Vaganov-Shashkin (VS) model of conifer tree-ring formation can explain evidence for changing relationships between climate and tree growth over recent decades. The VS model is driven by daily environmental forcing (temperature, soil moisture, and solar radiation), and simulates tree-ring growth cell-by-cell as a function of the most limiting environmental control. This simplified representation of tree physiology allows us to examine using a selection of case studies whether instances of divergence may be explained in terms of changes in limiting environmental dependencies or transient climate change. Identification of model-data differences permits further exploration of the effects of tree-ring standardization, atmospheric composition, and additional non-climatic factors.
Radiation Modeling with Direct Simulation Monte Carlo
Carlson, Ann B.; Hassan, H. A.
1991-01-01
Improvements in the modeling of radiation in low density shock waves with direct simulation Monte Carlo (DSMC) are the subject of this study. A new scheme to determine the relaxation collision numbers for excitation of electronic states is proposed. This scheme attempts to move the DSMC programs toward a more detailed modeling of the physics and more reliance on available rate data. The new method is compared with the current modeling technique and both techniques are compared with available experimental data. The differences in the results are evaluated. The test case is based on experimental measurements from the AVCO-Everett Research Laboratory electric arc-driven shock tube of a normal shock wave in air at 10 km/s and .1 Torr. The new method agrees with the available data as well as the results from the earlier scheme and is more easily extrapolated to di erent ow conditions.
Traffic flow dynamics data, models and simulation
Treiber, Martin
2013-01-01
This textbook provides a comprehensive and instructive coverage of vehicular traffic flow dynamics and modeling. It makes this fascinating interdisciplinary topic, which to date was only documented in parts by specialized monographs, accessible to a broad readership. Numerous figures and problems with solutions help the reader to quickly understand and practice the presented concepts. This book is targeted at students of physics and traffic engineering and, more generally, also at students and professionals in computer science, mathematics, and interdisciplinary topics. It also offers material for project work in programming and simulation at college and university level. The main part, after presenting different categories of traffic data, is devoted to a mathematical description of the dynamics of traffic flow, covering macroscopic models which describe traffic in terms of density, as well as microscopic many-particle models in which each particle corresponds to a vehicle and its driver. Focus chapters on ...
Biomechanics trends in modeling and simulation
Ogden, Ray
2017-01-01
The book presents a state-of-the-art overview of biomechanical and mechanobiological modeling and simulation of soft biological tissues. Seven well-known scientists working in that particular field discuss topics such as biomolecules, networks and cells as well as failure, multi-scale, agent-based, bio-chemo-mechanical and finite element models appropriate for computational analysis. Applications include arteries, the heart, vascular stents and valve implants as well as adipose, brain, collagenous and engineered tissues. The mechanics of the whole cell and sub-cellular components as well as the extracellular matrix structure and mechanotransduction are described. In particular, the formation and remodeling of stress fibers, cytoskeletal contractility, cell adhesion and the mechanical regulation of fibroblast migration in healing myocardial infarcts are discussed. The essential ingredients of continuum mechanics are provided. Constitutive models of fiber-reinforced materials with an emphasis on arterial walls ...
Wheat yield dynamics: a structural econometric analysis.
Sahin, Afsin; Akdi, Yilmaz; Arslan, Fahrettin
2007-10-15
In this study we initially have tried to explore the wheat situation in Turkey, which has a small-open economy and in the member countries of European Union (EU). We have observed that increasing the wheat yield is fundamental to obtain comparative advantage among countries by depressing domestic prices. Also the changing structure of supporting schemes in Turkey makes it necessary to increase its wheat yield level. For this purpose, we have used available data to determine the dynamics of wheat yield by Ordinary Least Square Regression methods. In order to find out whether there is a linear relationship among these series we have checked each series whether they are integrated at the same order or not. Consequently, we have pointed out that fertilizer usage and precipitation level are substantial inputs for producing high wheat yield. Furthermore, in respect for our model, fertilizer usage affects wheat yield more than precipitation level.
Qualitative simulation in formal process modelling
International Nuclear Information System (INIS)
Sivertsen, Elin R.
1999-01-01
In relation to several different research activities at the OECD Halden Reactor Project, the usefulness of formal process models has been identified. Being represented in some appropriate representation language, the purpose of these models is to model process plants and plant automatics in a unified way to allow verification and computer aided design of control strategies. The present report discusses qualitative simulation and the tool QSIM as one approach to formal process models. In particular, the report aims at investigating how recent improvements of the tool facilitate the use of the approach in areas like process system analysis, procedure verification, and control software safety analysis. An important long term goal is to provide a basis for using qualitative reasoning in combination with other techniques to facilitate the treatment of embedded programmable systems in Probabilistic Safety Analysis (PSA). This is motivated from the potential of such a combination in safety analysis based on models comprising both software, hardware, and operator. It is anticipated that the research results from this activity will benefit V and V in a wide variety of applications where formal process models can be utilized. Examples are operator procedures, intelligent decision support systems, and common model repositories (author) (ml)
Traffic flow dynamics. Data, models and simulation
Energy Technology Data Exchange (ETDEWEB)
Treiber, Martin [Technische Univ. Dresden (Germany). Inst. fuer Wirtschaft und Verkehr; Kesting, Arne [TomTom Development Germany GmbH, Berlin (Germany)
2013-07-01
First comprehensive textbook of this fascinating interdisciplinary topic which explains advances in a way that it is easily accessible to engineering, physics and math students. Presents practical applications of traffic theory such as driving behavior, stability analysis, stop-and-go waves, and travel time estimation. Presents the topic in a novel and systematic way by addressing both microscopic and macroscopic models with a focus on traffic instabilities. Revised and extended edition of the German textbook ''Verkehrsdynamik und -simulation''. This textbook provides a comprehensive and instructive coverage of vehicular traffic flow dynamics and modeling. It makes this fascinating interdisciplinary topic, which to date was only documented in parts by specialized monographs, accessible to a broad readership. Numerous figures and problems with solutions help the reader to quickly understand and practice the presented concepts. This book is targeted at students of physics and traffic engineering and, more generally, also at students and professionals in computer science, mathematics, and interdisciplinary topics. It also offers material for project work in programming and simulation at college and university level. The main part, after presenting different categories of traffic data, is devoted to a mathematical description of the dynamics of traffic flow, covering macroscopic models which describe traffic in terms of density, as well as microscopic many-particle models in which each particle corresponds to a vehicle and its driver. Focus chapters on traffic instabilities and model calibration/validation present these topics in a novel and systematic way. Finally, the theoretical framework is shown at work in selected applications such as traffic-state and travel-time estimation, intelligent transportation systems, traffic operations management, and a detailed physics-based model for fuel consumption and emissions.
Simulation Model of Mobile Detection Systems
International Nuclear Information System (INIS)
Edmunds, T.; Faissol, D.; Yao, Y.
2009-01-01
In this paper, we consider a mobile source that we attempt to detect with man-portable, vehicle-mounted or boat-mounted radiation detectors. The source is assumed to transit an area populated with these mobile detectors, and the objective is to detect the source before it reaches a perimeter. We describe a simulation model developed to estimate the probability that one of the mobile detectors will come in to close proximity of the moving source and detect it. We illustrate with a maritime simulation example. Our simulation takes place in a 10 km by 5 km rectangular bay patrolled by boats equipped with 2-inch x 4-inch x 16-inch NaI detectors. Boats to be inspected enter the bay and randomly proceed to one of seven harbors on the shore. A source-bearing boat enters the mouth of the bay and proceeds to a pier on the opposite side. We wish to determine the probability that the source is detected and its range from target when detected. Patrol boats select the nearest in-bound boat for inspection and initiate an intercept course. Once within an operational range for the detection system, a detection algorithm is started. If the patrol boat confirms the source is not present, it selects the next nearest boat for inspection. Each run of the simulation ends either when a patrol successfully detects a source or when the source reaches its target. Several statistical detection algorithms have been implemented in the simulation model. First, a simple k-sigma algorithm, which alarms with the counts in a time window exceeds the mean background plus k times the standard deviation of background, is available to the user. The time window used is optimized with respect to the signal-to-background ratio for that range and relative speed. Second, a sequential probability ratio test [Wald 1947] is available, and configured in this simulation with a target false positive probability of 0.001 and false negative probability of 0.1. This test is utilized when the mobile detector maintains
Simulation Model of Mobile Detection Systems
Energy Technology Data Exchange (ETDEWEB)
Edmunds, T; Faissol, D; Yao, Y
2009-01-27
In this paper, we consider a mobile source that we attempt to detect with man-portable, vehicle-mounted or boat-mounted radiation detectors. The source is assumed to transit an area populated with these mobile detectors, and the objective is to detect the source before it reaches a perimeter. We describe a simulation model developed to estimate the probability that one of the mobile detectors will come in to close proximity of the moving source and detect it. We illustrate with a maritime simulation example. Our simulation takes place in a 10 km by 5 km rectangular bay patrolled by boats equipped with 2-inch x 4-inch x 16-inch NaI detectors. Boats to be inspected enter the bay and randomly proceed to one of seven harbors on the shore. A source-bearing boat enters the mouth of the bay and proceeds to a pier on the opposite side. We wish to determine the probability that the source is detected and its range from target when detected. Patrol boats select the nearest in-bound boat for inspection and initiate an intercept course. Once within an operational range for the detection system, a detection algorithm is started. If the patrol boat confirms the source is not present, it selects the next nearest boat for inspection. Each run of the simulation ends either when a patrol successfully detects a source or when the source reaches its target. Several statistical detection algorithms have been implemented in the simulation model. First, a simple k-sigma algorithm, which alarms with the counts in a time window exceeds the mean background plus k times the standard deviation of background, is available to the user. The time window used is optimized with respect to the signal-to-background ratio for that range and relative speed. Second, a sequential probability ratio test [Wald 1947] is available, and configured in this simulation with a target false positive probability of 0.001 and false negative probability of 0.1. This test is utilized when the mobile detector maintains
ECONOMETRIC INEFFICIENCY ESTIMATES IN A COMPETITIVE ENVIRONMENT
Directory of Open Access Journals (Sweden)
Edward Bernard Bastiaan Rivera Rivera
2008-05-01
Full Text Available
The objective of this paper is to apply a Cobb-Douglas, Translog Stochastic Production Function and Data Envelopment Analysis – particularly the Malmquist index - in order to estimate increases or decreases of inefficiencies over time as well as the sources of TFP changes for the main Brazilian grain crops - namely, rice, beans, maize, soybeans and wheat - throughout the most recent data available comprising the period 2001-2006. According to the Cobb Douglas model, the greatest elasticity presented is that of harvested area, followed by agricultural credit and limestone. The Translog production function presents an amelioration of aggregate productivity over time and, in a decreasing order, the Brazilian regions that have presented the greatest relative degree of efficiency are the Northeast, North, Southeast, South and Center-West regions. The results indicate that, although there have been positive changes in TFP for the sample analyzed, a decline in the use of technology has been evidenced for all the principal Brazilian grain crops between 2005/2007 – period in which we observe a remarkable downfall in the use of inputs in Brazilian agriculture.
CASTOR detector. Model, objectives and simulated performance
International Nuclear Information System (INIS)
Angelis, A. L. S.; Mavromanolakis, G.; Panagiotou, A. D.; Aslanoglou, X.; Nicolis, N.; Lobanov, M.; Erine, S.; Kharlov, Y. V.; Bogolyubsky, M. Y.; Kurepin, A. B.; Chileev, K.; Wlodarczyk, Z.
2001-01-01
It is presented a phenomenological model describing the formation and evolution of a Centauro fireball in the baryon-rich region in nucleus-nucleus interactions in the upper atmosphere and at the LHC. The small particle multiplicity and imbalance of electromagnetic and hadronic content characterizing a Centauro event and also the strongly penetrating particles (assumed to be strangelets) frequently accompanying them can be naturally explained. It is described the CASTOR calorimeter, a sub detector of the ALICE experiment dedicated to the search for Centauro in the very forward, baryon-rich region of central Pb+Pb collisions at the LHC. The basic characteristics and simulated performance of the calorimeter are presented
Modelling and simulation of railway cable systems
Energy Technology Data Exchange (ETDEWEB)
Teichelmann, G.; Schaub, M.; Simeon, B. [Technische Univ. Muenchen, Garching (Germany). Zentrum Mathematik M2
2005-12-15
Mathematical models and numerical methods for the computation of both static equilibria and dynamic oscillations of railroad catenaries are derived and analyzed. These cable systems form a complex network of string and beam elements and lead to coupled partial differential equations in space and time where constraints and corresponding Lagrange multipliers express the interaction between carrier, contact wire, and pantograph head. For computing static equilibria, three different algorithms are presented and compared, while the dynamic case is treated by a finite element method in space, combined with stabilized time integration of the resulting differential algebraic system. Simulation examples based on reference data from industry illustrate the potential of such computational tools. (orig.)
Indirect Taxes in Romania – an Econometric Analysis
Directory of Open Access Journals (Sweden)
Daniela Penu
2016-03-01
Full Text Available Indirect taxes have a significant weight in the GDP. Statistical data reveals that the new states that joined the EU in its funding sources to the greatest extent through indirect taxes. They reveal, on the one hand, reducing the tax burden on the producer, and on the other hand, the difficulty faced by the country in direct tax collection, but also some problems of social nature. This article proposes an econometric analysis of the relationship between indirect taxes and household final consumption expenditure.
An Agent-Based Monetary Production Simulation Model
DEFF Research Database (Denmark)
Bruun, Charlotte
2006-01-01
An Agent-Based Simulation Model Programmed in Objective Borland Pascal. Program and source code is downloadable......An Agent-Based Simulation Model Programmed in Objective Borland Pascal. Program and source code is downloadable...
Simulation model for port shunting yards
Rusca, A.; Popa, M.; Rosca, E.; Rosca, M.; Dragu, V.; Rusca, F.
2016-08-01
Sea ports are important nodes in the supply chain, joining two high capacity transport modes: rail and maritime transport. The huge cargo flows transiting port requires high capacity construction and installation such as berths, large capacity cranes, respectively shunting yards. However, the port shunting yards specificity raises several problems such as: limited access since these are terminus stations for rail network, the in-output of large transit flows of cargo relatively to the scarcity of the departure/arrival of a ship, as well as limited land availability for implementing solutions to serve these flows. It is necessary to identify technological solutions that lead to an answer to these problems. The paper proposed a simulation model developed with ARENA computer simulation software suitable for shunting yards which serve sea ports with access to the rail network. Are investigates the principal aspects of shunting yards and adequate measures to increase their transit capacity. The operation capacity for shunting yards sub-system is assessed taking in consideration the required operating standards and the measure of performance (e.g. waiting time for freight wagons, number of railway line in station, storage area, etc.) of the railway station are computed. The conclusion and results, drawn from simulation, help transports and logistics specialists to test the proposals for improving the port management.
Traffic simulation based ship collision probability modeling
Energy Technology Data Exchange (ETDEWEB)
Goerlandt, Floris, E-mail: floris.goerlandt@tkk.f [Aalto University, School of Science and Technology, Department of Applied Mechanics, Marine Technology, P.O. Box 15300, FI-00076 AALTO, Espoo (Finland); Kujala, Pentti [Aalto University, School of Science and Technology, Department of Applied Mechanics, Marine Technology, P.O. Box 15300, FI-00076 AALTO, Espoo (Finland)
2011-01-15
Maritime traffic poses various risks in terms of human, environmental and economic loss. In a risk analysis of ship collisions, it is important to get a reasonable estimate for the probability of such accidents and the consequences they lead to. In this paper, a method is proposed to assess the probability of vessels colliding with each other. The method is capable of determining the expected number of accidents, the locations where and the time when they are most likely to occur, while providing input for models concerned with the expected consequences. At the basis of the collision detection algorithm lays an extensive time domain micro-simulation of vessel traffic in the given area. The Monte Carlo simulation technique is applied to obtain a meaningful prediction of the relevant factors of the collision events. Data obtained through the Automatic Identification System is analyzed in detail to obtain realistic input data for the traffic simulation: traffic routes, the number of vessels on each route, the ship departure times, main dimensions and sailing speed. The results obtained by the proposed method for the studied case of the Gulf of Finland are presented, showing reasonable agreement with registered accident and near-miss data.
Modeling VOC transport in simulated waste drums
International Nuclear Information System (INIS)
Liekhus, K.J.; Gresham, G.L.; Peterson, E.S.; Rae, C.; Hotz, N.J.; Connolly, M.J.
1993-06-01
A volatile organic compound (VOC) transport model has been developed to describe unsteady-state VOC permeation and diffusion within a waste drum. Model equations account for three primary mechanisms for VOC transport from a void volume within the drum. These mechanisms are VOC permeation across a polymer boundary, VOC diffusion across an opening in a volume boundary, and VOC solubilization in a polymer boundary. A series of lab-scale experiments was performed in which the VOC concentration was measured in simulated waste drums under different conditions. A lab-scale simulated waste drum consisted of a sized-down 55-gal metal drum containing a modified rigid polyethylene drum liner. Four polyethylene bags were sealed inside a large polyethylene bag, supported by a wire cage, and placed inside the drum liner. The small bags were filled with VOC-air gas mixture and the VOC concentration was measured throughout the drum over a period of time. Test variables included the type of VOC-air gas mixtures introduced into the small bags, the small bag closure type, and the presence or absence of a variable external heat source. Model results were calculated for those trials where the VOC permeability had been measured. Permeabilities for five VOCs [methylene chloride, 1,1,2-trichloro-1,2,2-trifluoroethane (Freon-113), 1,1,1-trichloroethane, carbon tetrachloride, and trichloroethylene] were measured across a polyethylene bag. Comparison of model and experimental results of VOC concentration as a function of time indicate that model accurately accounts for significant VOC transport mechanisms in a lab-scale waste drum
International Nuclear Information System (INIS)
Zerbino, H.
1999-01-01
In 1994-1996, Thomson Training and Simulation (TT and S) earned out the D50 Project, which involved the design and construction of optimized replica simulators for one Dutch and three German Nuclear Power Plants. It was recognized early on that the faithful reproduction of the Siemens reactor control and protection systems would impose extremely stringent demands on the simulation models, particularly the Core physics and the RCS thermohydraulics. The quality of the models, and their thorough validation, were thus essential. The present paper describes the main features of the fully 3D Core model implemented by TT and S, and its extensive validation campaign, which was defined in extremely positive collaboration with the Customer and the Core Data suppliers. (author)
ECONOMETRIC APPROACH OF HETEROSKEDASTICITY ON FINANCIAL TIME SERIES IN A GENERAL FRAMEWORK
Directory of Open Access Journals (Sweden)
FELICIA RAMONA BIRĂU
2012-12-01
Full Text Available The aim of this paper is to provide an overview of the diagnostic tests for detecting heteroskedasticity on financial time series. In financial econometrics, heteroskedasticity is generally associated with cross sectional data but can also be identified modeling time series data. The presence of heteroscedasticity in financial time series can be caused by certain specific factors, like a model misspecification, inadequate data transformation or as a result of certain outliers. Heteroskedasticity arise when the homoskedasticity assumption is violated. Testing for the presence of heteroskedasticity in financial time is performed by applying diagnostic test, such as : Breusch-Pagan LM test, White’s test, Glesjer LM test, Harvey-Godfrey LM test, Park LM test and Goldfeld-Quand test.
Modeling and visual simulation of Microalgae photobioreactor
Zhao, Ming; Hou, Dapeng; Hu, Dawei
Microalgae is a kind of nutritious and high photosynthetic efficiency autotrophic plant, which is widely distributed in the land and the sea. It can be extensively used in medicine, food, aerospace, biotechnology, environmental protection and other fields. Photobioreactor which is important equipment is mainly used to cultivate massive and high-density microalgae. In this paper, based on the mathematical model of microalgae which grew under different light intensity, three-dimensional visualization model was built and implemented in 3ds max, Virtools and some other three dimensional software. Microalgae is photosynthetic organism, it can efficiently produce oxygen and absorb carbon dioxide. The goal of the visual simulation is to display its change and impacting on oxygen and carbon dioxide intuitively. In this paper, different temperatures and light intensities were selected to control the photobioreactor, and dynamic change of microalgal biomass, Oxygen and carbon dioxide was observed with the aim of providing visualization support for microalgal and photobioreactor research.
Efficient Turbulence Modeling for CFD Wake Simulations
DEFF Research Database (Denmark)
van der Laan, Paul
Wind turbine wakes can cause 10-20% annual energy losses in wind farms, and wake turbulence can decrease the lifetime of wind turbine blades. One way of estimating these effects is the use of computational fluid dynamics (CFD) to simulate wind turbines wakes in the atmospheric boundary layer. Since...... this flow is in the high Reynolds number regime, it is mainly dictated by turbulence. As a result, the turbulence modeling in CFD dominates the wake characteristics, especially in Reynolds-averaged Navier-Stokes (RANS). The present work is dedicated to study and develop RANS-based turbulence models...... verified with a grid dependency study. With respect to the standard k-ε EVM, the k-ε- fp EVM compares better with measurements of the velocity deficit, especially in the near wake, which translates to improved power deficits of the first wind turbines in a row. When the CFD metholody is applied to a large...
Molecular models and simulations of layered materials
International Nuclear Information System (INIS)
Kalinichev, Andrey G.; Cygan, Randall Timothy; Heinz, Hendrik; Greathouse, Jeffery A.
2008-01-01
The micro- to nano-sized nature of layered materials, particularly characteristic of naturally occurring clay minerals, limits our ability to fully interrogate their atomic dispositions and crystal structures. The low symmetry, multicomponent compositions, defects, and disorder phenomena of clays and related phases necessitate the use of molecular models and modern simulation methods. Computational chemistry tools based on classical force fields and quantum-chemical methods of electronic structure calculations provide a practical approach to evaluate structure and dynamics of the materials on an atomic scale. Combined with classical energy minimization, molecular dynamics, and Monte Carlo techniques, quantum methods provide accurate models of layered materials such as clay minerals, layered double hydroxides, and clay-polymer nanocomposites
At the biological modeling and simulation frontier.
Hunt, C Anthony; Ropella, Glen E P; Lam, Tai Ning; Tang, Jonathan; Kim, Sean H J; Engelberg, Jesse A; Sheikh-Bahaei, Shahab
2009-11-01
We provide a rationale for and describe examples of synthetic modeling and simulation (M&S) of biological systems. We explain how synthetic methods are distinct from familiar inductive methods. Synthetic M&S is a means to better understand the mechanisms that generate normal and disease-related phenomena observed in research, and how compounds of interest interact with them to alter phenomena. An objective is to build better, working hypotheses of plausible mechanisms. A synthetic model is an extant hypothesis: execution produces an observable mechanism and phenomena. Mobile objects representing compounds carry information enabling components to distinguish between them and react accordingly when different compounds are studied simultaneously. We argue that the familiar inductive approaches contribute to the general inefficiencies being experienced by pharmaceutical R&D, and that use of synthetic approaches accelerates and improves R&D decision-making and thus the drug development process. A reason is that synthetic models encourage and facilitate abductive scientific reasoning, a primary means of knowledge creation and creative cognition. When synthetic models are executed, we observe different aspects of knowledge in action from different perspectives. These models can be tuned to reflect differences in experimental conditions and individuals, making translational research more concrete while moving us closer to personalized medicine.
Plasma simulation studies using multilevel physics models
International Nuclear Information System (INIS)
Park, W.; Belova, E.V.; Fu, G.Y.; Tang, X.Z.; Strauss, H.R.; Sugiyama, L.E.
1999-01-01
The question of how to proceed toward ever more realistic plasma simulation studies using ever increasing computing power is addressed. The answer presented here is the M3D (Multilevel 3D) project, which has developed a code package with a hierarchy of physics levels that resolve increasingly complete subsets of phase-spaces and are thus increasingly more realistic. The rationale for the multilevel physics models is given. Each physics level is described and examples of its application are given. The existing physics levels are fluid models (3D configuration space), namely magnetohydrodynamic (MHD) and two-fluids; and hybrid models, namely gyrokinetic-energetic-particle/MHD (5D energetic particle phase-space), gyrokinetic-particle-ion/fluid-electron (5D ion phase-space), and full-kinetic-particle-ion/fluid-electron level (6D ion phase-space). Resolving electron phase-space (5D or 6D) remains a future project. Phase-space-fluid models are not used in favor of δf particle models. A practical and accurate nonlinear fluid closure for noncollisional plasmas seems not likely in the near future. copyright 1999 American Institute of Physics
Plasma simulation studies using multilevel physics models
International Nuclear Information System (INIS)
Park, W.; Belova, E.V.; Fu, G.Y.
2000-01-01
The question of how to proceed toward ever more realistic plasma simulation studies using ever increasing computing power is addressed. The answer presented here is the M3D (Multilevel 3D) project, which has developed a code package with a hierarchy of physics levels that resolve increasingly complete subsets of phase-spaces and are thus increasingly more realistic. The rationale for the multilevel physics models is given. Each physics level is described and examples of its application are given. The existing physics levels are fluid models (3D configuration space), namely magnetohydrodynamic (MHD) and two-fluids; and hybrid models, namely gyrokinetic-energetic-particle/MHD (5D energetic particle phase-space), gyrokinetic-particle-ion/fluid-electron (5D ion phase-space), and full-kinetic-particle-ion/fluid-electron level (6D ion phase-space). Resolving electron phase-space (5D or 6D) remains a future project. Phase-space-fluid models are not used in favor of delta f particle models. A practical and accurate nonlinear fluid closure for noncollisional plasmas seems not likely in the near future
Stabilising the global greenhouse. A simulation model
International Nuclear Information System (INIS)
Michaelis, P.
1993-01-01
This paper investigates the economic implications of a comprehensive approach to greenhouse policies that strives to stabilise the atmospheric concentration of greenhouse gases at an ecolocially determined threshold level. In a theoretical optimisation model conditions for an efficient allocation of abatement effort among pollutants and over time are derived. The model is empirically specified and adapted to a dynamic Gams-algorithm. By various simulation runs for the period of 1990 to 2110, the economics of greenhouse gas accumulation are explored. In particular, the long-run cost associated with the above stabilisation target are evaluated for three different policy scenarios: i) A comprehensive approach that covers all major greenhouse gases simultaneously, ii) a piecemeal approach that is limited to reducing CO 2 emissions, and iii) a ten-year moratorium that postpones abatement effort until new scientific evidence on the greenhouse effect will become available. Comparing the simulation results suggests that a piecemeal approach would considerably increase total cost, whereas a ten-year moratorium might be reasonable even if the probability of 'good news' is comparatively small. (orig.)
Modeling lift operations with SASmacr Simulation Studio
Kar, Leow Soo
2016-10-01
Lifts or elevators are an essential part of multistorey buildings which provide vertical transportation for its occupants. In large and high-rise apartment buildings, its occupants are permanent, while in buildings, like hospitals or office blocks, the occupants are temporary or users of the buildings. They come in to work or to visit, and thus, the population of such buildings are much higher than those in residential apartments. It is common these days that large office blocks or hospitals have at least 8 to 10 lifts serving its population. In order to optimize the level of service performance, different transportation schemes are devised to control the lift operations. For example, one lift may be assigned to solely service the even floors and another solely for the odd floors, etc. In this paper, a basic lift system is modelled using SAS Simulation Studio to study the effect of factors such as the number of floors, capacity of the lift car, arrival rate and exit rate of passengers at each floor, peak and off peak periods on the system performance. The simulation is applied to a real lift operation in Sunway College's North Building to validate the model.
Simulation as a vehicle for enhancing collaborative practice models.
Jeffries, Pamela R; McNelis, Angela M; Wheeler, Corinne A
2008-12-01
Clinical simulation used in a collaborative practice approach is a powerful tool to prepare health care providers for shared responsibility for patient care. Clinical simulations are being used increasingly in professional curricula to prepare providers for quality practice. Little is known, however, about how these simulations can be used to foster collaborative practice across disciplines. This article provides an overview of what simulation is, what collaborative practice models are, and how to set up a model using simulations. An example of a collaborative practice model is presented, and nursing implications of using a collaborative practice model in simulations are discussed.
Modeling and numerical simulations of the influenced Sznajd model
Karan, Farshad Salimi Naneh; Srinivasan, Aravinda Ramakrishnan; Chakraborty, Subhadeep
2017-08-01
This paper investigates the effects of independent nonconformists or influencers on the behavioral dynamic of a population of agents interacting with each other based on the Sznajd model. The system is modeled on a complete graph using the master equation. The acquired equation has been numerically solved. Accuracy of the mathematical model and its corresponding assumptions have been validated by numerical simulations. Regions of initial magnetization have been found from where the system converges to one of two unique steady-state PDFs, depending on the distribution of influencers. The scaling property and entropy of the stationary system in presence of varying level of influence have been presented and discussed.
Synthesizing Econometric Evidence: The Case of Demand Elasticity Estimates.
DeCicca, Philip; Kenkel, Don
2015-06-01
Econometric estimates of the responsiveness of health-related consumer demand to higher prices are often key ingredients for risk policy analysis. We review the potential advantages and challenges of synthesizing econometric evidence on the price-responsiveness of consumer demand. We draw on examples of research on consumer demand for health-related goods, especially cigarettes. We argue that the overarching goal of research synthesis in this context is to provide policy-relevant evidence for broad-brush conclusions. We propose three main criteria to select among research synthesis methods. We discuss how in principle and in current practice synthesis of research on the price-elasticity of smoking meets our proposed criteria. Our analysis of current practice also contributes to academic research on the specific policy question of the effectiveness of higher cigarette prices to reduce smoking. Although we point out challenges and limitations, we believe more work on research synthesis in this area will be productive and important. © 2015 Society for Risk Analysis.
Dispersion modeling by kinematic simulation: Cloud dispersion model
International Nuclear Information System (INIS)
Fung, J C H; Perkins, R J
2008-01-01
A new technique has been developed to compute mean and fluctuating concentrations in complex turbulent flows (tidal current near a coast and deep ocean). An initial distribution of material is discretized into any small clouds which are advected by a combination of the mean flow and large scale turbulence. The turbulence can be simulated either by kinematic simulation (KS) or direct numerical simulation. The clouds also diffuse relative to their centroids; the statistics for this are obtained from a separate calculation of the growth of individual clouds in small scale turbulence, generated by KS. The ensemble of discrete clouds is periodically re-discretized, to limit the size of the small clouds and prevent overlapping. The model is illustrated with simulations of dispersion in uniform flow, and the results are compared with analytic, steady state solutions. The aim of this study is to understand how pollutants disperses in a turbulent flow through a numerical simulation of fluid particle motion in a random flow field generated by Fourier modes. Although this homogeneous turbulent is rather a 'simple' flow, it represents a building block toward understanding pollutant dispersion in more complex flow. The results presented here are preliminary in nature, but we expect that similar qualitative results should be observed in a genuine turbulent flow.
Comparison of performance of simulation models for floor heating
DEFF Research Database (Denmark)
Weitzmann, Peter; Svendsen, Svend
2005-01-01
This paper describes the comparison of performance of simulation models for floor heating with different level of detail in the modelling process. The models are compared in an otherwise identical simulation model containing room model, walls, windows, ceiling and ventilation system. By exchanging...
International Nuclear Information System (INIS)
Balta-Ozkan, Nazmiye; Yildirim, Julide; Connor, Peter M.
2015-01-01
Photovoltaic (PV) panels offer significant potential for contributing to the UK's energy policy goals relating to decarbonisation of the energy system, security of supply and affordability. The substantive drop in the cost of panels since 2007, coupled with the introduction of the Feed-in Tariff (FiT) Scheme in 2010, has resulted in a rapid increase in installation of PV panels in the UK, from 26.5MWp in 2009 to over 5GW by the end of 2014. Yet there has been no comprehensive analysis of the determinants of PV deployment in the UK. This paper addresses this gap by employing spatial econometrics methods to a recently available data set at a fine geographical detail. Following a traditional regression analysis, a general to specific approach has been adopted where spatial variations in the relationships have been examined utilising the spatial Durbin model using the cross-sectional data relating to the UK NUTS level 3 data. Empirical results indicate that demand for electricity, population density, pollution levels, education level of households and housing types are among the factors that affect PV uptake in a region. Moreover Lagrange Multiplier test results indicate that the spatial Durbin model may be properly applied to describe the PV uptake relationship in the UK as there are significant regional spillover effects. - Highlights: • Spatial econometrics models applied to UK PV installation for the first time • Significant regional spillover effects are apparent. • Smaller households in highly polluted, less dense areas are the early adopters. • Strong substitution effect as high electricity spending induces PV installations. • Solar irradiation data are found to be significant.
Tecnomatix Plant Simulation modeling and programming by means of examples
Bangsow, Steffen
2015-01-01
This book systematically introduces the development of simulation models as well as the implementation and evaluation of simulation experiments with Tecnomatix Plant Simulation. It deals with all users of Plant Simulation, who have more complex tasks to handle. It also looks for an easy entry into the program. Particular attention has been paid to introduce the simulation flow language SimTalk and its use in various areas of the simulation. The author demonstrates with over 200 examples how to combine the blocks for simulation models and how to deal with SimTalk for complex control and analys
Nonlinear distortion in wireless systems modeling and simulation with Matlab
Gharaibeh, Khaled M
2011-01-01
This book covers the principles of modeling and simulation of nonlinear distortion in wireless communication systems with MATLAB simulations and techniques In this book, the author describes the principles of modeling and simulation of nonlinear distortion in single and multichannel wireless communication systems using both deterministic and stochastic signals. Models and simulation methods of nonlinear amplifiers explain in detail how to analyze and evaluate the performance of data communication links under nonlinear amplification. The book addresses the analysis of nonlinear systems
Multiple Time Series Ising Model for Financial Market Simulations
International Nuclear Information System (INIS)
Takaishi, Tetsuya
2015-01-01
In this paper we propose an Ising model which simulates multiple financial time series. Our model introduces the interaction which couples to spins of other systems. Simulations from our model show that time series exhibit the volatility clustering that is often observed in the real financial markets. Furthermore we also find non-zero cross correlations between the volatilities from our model. Thus our model can simulate stock markets where volatilities of stocks are mutually correlated
Cognitive Modeling for Agent-Based Simulation of Child Maltreatment
Hu, Xiaolin; Puddy, Richard
This paper extends previous work to develop cognitive modeling for agent-based simulation of child maltreatment (CM). The developed model is inspired from parental efficacy, parenting stress, and the theory of planned behavior. It provides an explanatory, process-oriented model of CM and incorporates causality relationship and feedback loops from different factors in the social ecology in order for simulating the dynamics of CM. We describe the model and present simulation results to demonstrate the features of this model.
Modeling and Simulation Techniques for Large-Scale Communications Modeling
National Research Council Canada - National Science Library
Webb, Steve
1997-01-01
.... Tests of random number generators were also developed and applied to CECOM models. It was found that synchronization of random number strings in simulations is easy to implement and can provide significant savings for making comparative studies. If synchronization is in place, then statistical experiment design can be used to provide information on the sensitivity of the output to input parameters. The report concludes with recommendations and an implementation plan.
Tahmasebi, Nima; Kebriaeezadeh, Abbas
2015-01-01
Prescribing behavior of physicians affected by many factors. The present study is aimed at discovering the simultaneous effects of the evaluated factors (including: price, promotion and demographic characteristics of physicians) and quantification of these effects. In order to estimate these effects, Fluvoxamine (an antidepressant drug) was selected and the model was figured out by panel data method in econometrics. We found that insurance and advertisement respectively are the most effective on increasing the frequency of prescribing, whilst negative correlation was observed between price and the frequency of prescribing a drug. Also brand type is more sensitive to negative effect of price than to generic. Furthermore, demand for a prescription drug is related with physician demographics (age and sex). According to the results of this study, pharmaceutical companies should pay more attention to the demographic characteristics of physicians (age and sex) and their advertisement and pricing strategies.
Monte Carlo simulation of Markov unreliability models
International Nuclear Information System (INIS)
Lewis, E.E.; Boehm, F.
1984-01-01
A Monte Carlo method is formulated for the evaluation of the unrealibility of complex systems with known component failure and repair rates. The formulation is in terms of a Markov process allowing dependences between components to be modeled and computational efficiencies to be achieved in the Monte Carlo simulation. Two variance reduction techniques, forced transition and failure biasing, are employed to increase computational efficiency of the random walk procedure. For an example problem these result in improved computational efficiency by more than three orders of magnitudes over analog Monte Carlo. The method is generalized to treat problems with distributed failure and repair rate data, and a batching technique is introduced and shown to result in substantial increases in computational efficiency for an example problem. A method for separating the variance due to the data uncertainty from that due to the finite number of random walks is presented. (orig.)
Directory of Open Access Journals (Sweden)
Leandro dos Santos Coelho
2008-12-01
evidence that these computational intelligence models are able to provide a more accurate forecast given their capacity for capturing nonlinearities and other stylized facts of financial time series. Thus, this paper investigates the hypothesis that the mathematical models of multilayer perception, radial basis function neural networks (NN, and the Takagi-Sugeno (TS fuzzy systems are able to provide a more accurate out-of-sample forecast than the traditional AutoRegressive Moving Average (ARMA and ARMA Generalized AutoRegressive Conditional Heteroskedasticity (ARMA-GARCH models. Using a series of Brazilian exchange rate (R$/US$ returns with 15 minutes, 60 minutes, 120 minutes, daily and weekly basis, the one-step-ahead forecast performance is compared. The results indicate that forecast performance is strongly related to the series' frequency, possibly due to nonlinearities effects. Besides, the forecasting evaluation shows that NN models perform better than the ARMA and ARMA-GARCH ones. In the trade strategy based on forecasts, NN models achieved higher returns when compared to a buy-and-hold strategy and to the other models considered in this study.
DEFF Research Database (Denmark)
Henningsen, Arne; Fabricius, Ole; Olsen, Jakob Vesterlund
2014-01-01
Based on a theoretical microeconomic model, we econometrically estimate investment utilization, adjustment costs, and technical efficiency in Danish pig farms based on a large unbalanced panel dataset. As our theoretical model indicates that adjustment costs are caused both by increased inputs...... of investment activities by the maximum likelihood method so that we can estimate the adjustment costs that occur in the year of the investment and the three following years. Our results show that investments are associated with significant adjustment costs, especially in the year in which the investment...
A joint econometric analysis of seat belt use and crash-related injury severity.
Eluru, Naveen; Bhat, Chandra R
2007-09-01
This paper formulates a comprehensive econometric structure that recognizes two important issues in crash-related injury severity analysis. First, the impact of a factor on injury severity may be moderated by various observed and unobserved variables specific to an individual or to a crash. Second, seat belt use is likely to be endogenous to injury severity. That is, it is possible that intrinsically unsafe drivers do not wear seat belts and are the ones likely to be involved in high injury severity crashes because of their unsafe driving habits. The preceding issues are considered in the current research effort through the development of a comprehensive model of seat belt use and injury severity that takes the form of a joint correlated random coefficients binary-ordered response system. To our knowledge, this is the first instance of such a model formulation and application not only in the safety analysis literature, but in the econometrics literature in general. The empirical analysis is based on the 2003 General Estimates System (GES) data base. Several types of variables are considered to explain seat belt use and injury severity levels, including driver characteristics, vehicle characteristics, roadway design attributes, environmental factors, and crash characteristics. The results, in addition to confirming the effects of various explanatory variables, also highlight the importance of (a) considering the moderating effects of unobserved individual/crash-related factors on the determinants of injury severity and (b) seat belt use endogeneity. From a policy standpoint, the results suggest that seat belt non-users, when apprehended in the act, should perhaps be subjected to both a fine (to increase the chances that they wear seat belts) as well as mandatory enrollment in a defensive driving course (to attempt to change their aggressive driving behaviors).
Developing Cognitive Models for Social Simulation from Survey Data
Alt, Jonathan K.; Lieberman, Stephen
The representation of human behavior and cognition continues to challenge the modeling and simulation community. The use of survey and polling instruments to inform belief states, issue stances and action choice models provides a compelling means of developing models and simulations with empirical data. Using these types of data to population social simulations can greatly enhance the feasibility of validation efforts, the reusability of social and behavioral modeling frameworks, and the testable reliability of simulations. We provide a case study demonstrating these effects, document the use of survey data to develop cognitive models, and suggest future paths forward for social and behavioral modeling.
A Geostationary Earth Orbit Satellite Model Using Easy Java Simulation
Wee, Loo Kang; Goh, Giam Hwee
2013-01-01
We develop an Easy Java Simulation (EJS) model for students to visualize geostationary orbits near Earth, modelled using a Java 3D implementation of the EJS 3D library. The simplified physics model is described and simulated using a simple constant angular velocity equation. We discuss four computer model design ideas: (1) a simple and realistic…
Four Models of In Situ Simulation
DEFF Research Database (Denmark)
Musaeus, Peter; Krogh, Kristian; Paltved, Charlotte
2014-01-01
Introduction In situ simulation is characterized by being situated in the clinical environment as opposed to the simulation laboratory. But in situ simulation bears a family resemblance to other types of on the job training. We explore a typology of in situ simulation and suggest that there are f......Introduction In situ simulation is characterized by being situated in the clinical environment as opposed to the simulation laboratory. But in situ simulation bears a family resemblance to other types of on the job training. We explore a typology of in situ simulation and suggest...... that there are four fruitful approaches to in situ simulation: (1) In situ simulation informed by reported critical incidents and adverse events from emergency departments (ED) in which team training is about to be conducted to write scenarios. (2) In situ simulation through ethnographic studies at the ED. (3) Using...... the following processes: Transition processes, Action processes and Interpersonal processes. Design and purpose This abstract suggests four approaches to in situ simulation. A pilot study will evaluate the different approaches in two emergency departments in the Central Region of Denmark. Methods The typology...
Modeling and simulation of the SDC data collection chip
International Nuclear Information System (INIS)
Hughes, E.; Haney, M.; Golin, E.; Jones, L.; Knapp, D.; Tharakan, G.; Downing, R.
1992-01-01
This paper describes modeling and simulation of the Data Collection Chip (DCC) design for the Solenoidal Detector Collaboration (SDC). Models of the DCC written in Verilog and VHDL are described, and results are presented. The models have been simulated to study queue depth requirements and to compare control feedback alternatives. Insight into the management of models and simulation tools is given. Finally, techniques useful in the design process for data acquisition systems are discussed
Molecular Simulation towards Efficient and Representative Subsurface Reservoirs Modeling
Kadoura, Ahmad Salim
2016-01-01
This dissertation focuses on the application of Monte Carlo (MC) molecular simulation and Molecular Dynamics (MD) in modeling thermodynamics and flow of subsurface reservoir fluids. At first, MC molecular simulation is proposed as a promising method
Modelling toolkit for simulation of maglev devices
Peña-Roche, J.; Badía-Majós, A.
2017-01-01
A stand-alone App1 has been developed, focused on obtaining information about relevant engineering properties of magnetic levitation systems. Our modelling toolkit provides real time simulations of 2D magneto-mechanical quantities for superconductor (SC)/permanent magnet structures. The source code is open and may be customised for a variety of configurations. Ultimately, it relies on the variational statement of the critical state model for the superconducting component and has been verified against experimental data for YBaCuO/NdFeB assemblies. On a quantitative basis, the values of the arising forces, induced superconducting currents, as well as a plot of the magnetic field lines are displayed upon selection of an arbitrary trajectory of the magnet in the vicinity of the SC. The stability issues related to the cooling process, as well as the maximum attainable forces for a given material and geometry are immediately observed. Due to the complexity of the problem, a strategy based on cluster computing, database compression, and real-time post-processing on the device has been implemented.
Simulation and Modeling Application in Agricultural Mechanization
Directory of Open Access Journals (Sweden)
R. M. Hudzari
2012-01-01
Full Text Available This experiment was conducted to determine the equations relating the Hue digital values of the fruits surface of the oil palm with maturity stage of the fruit in plantation. The FFB images were zoomed and captured using Nikon digital camera, and the calculation of Hue was determined using the highest frequency of the value for R, G, and B color components from histogram analysis software. New procedure in monitoring the image pixel value for oil palm fruit color surface in real-time growth maturity was developed. The estimation of day harvesting prediction was calculated based on developed model of relationships for Hue values with mesocarp oil content. The simulation model is regressed and predicts the day of harvesting or a number of days before harvest of FFB. The result from experimenting on mesocarp oil content can be used for real-time oil content determination of MPOB color meter. The graph to determine the day of harvesting the FFB was presented in this research. The oil was found to start developing in mesocarp fruit at 65 days before fruit at ripe maturity stage of 75% oil to dry mesocarp.
Modelization and simulation of capillary barriers
International Nuclear Information System (INIS)
Lisbona Cortes, F.; Aguilar Villa, G.; Clavero Gracia, C.; Gracia Lozano, J.L.
1998-01-01
Among the different underground transport phenomena, that due to water flows is of great relevance. Water flows in infiltration and percolation processes are responsible of the transport of hazardous wastes towards phreatic layers. From the industrial and geological standpoints, there is a great interest in the design of natural devices to avoid the flows transporting polluting substances. This interest is increased when devices are used to isolate radioactive waste repositories, whose life is to be longer than several hundred years. The so-called natural devices are those based on the superimposition of material with different hydraulic properties. In particular, the flow retention in this kind stratified media, in unsaturated conditions, is basically due to the capillary barrier effect, resulting from placing a low conductivity material over another with a high hydraulic conductivity. Covers designed from the effect above have also to allow a drainage of the upper layer. The lower cost of these covers, with respect to other kinds of protection systems, and the stability in time of their components make them very attractive. However, a previous investigation to determine their effectivity is required. In this report we present the computer code BCSIM, useful for easy simulations of unsaturated flows in a capillary barrier configuration with drainage, and which is intended to serve as a tool for designing efficient covers. The model, the numerical algorithm and several implementation aspects are described. Results obtained in several simulations, confirming the effectivity of capillary barriers as a technique to build safety covers for hazardous waste repositories, are presented. (Author)
Simulation Models for Socioeconomic Inequalities in Health: A Systematic Review
Directory of Open Access Journals (Sweden)
Niko Speybroeck
2013-11-01
Full Text Available Background: The emergence and evolution of socioeconomic inequalities in health involves multiple factors interacting with each other at different levels. Simulation models are suitable for studying such complex and dynamic systems and have the ability to test the impact of policy interventions in silico. Objective: To explore how simulation models were used in the field of socioeconomic inequalities in health. Methods: An electronic search of studies assessing socioeconomic inequalities in health using a simulation model was conducted. Characteristics of the simulation models were extracted and distinct simulation approaches were identified. As an illustration, a simple agent-based model of the emergence of socioeconomic differences in alcohol abuse was developed. Results: We found 61 studies published between 1989 and 2013. Ten different simulation approaches were identified. The agent-based model illustration showed that multilevel, reciprocal and indirect effects of social determinants on health can be modeled flexibly. Discussion and Conclusions: Based on the review, we discuss the utility of using simulation models for studying health inequalities, and refer to good modeling practices for developing such models. The review and the simulation model example suggest that the use of simulation models may enhance the understanding and debate about existing and new socioeconomic inequalities of health frameworks.
An electrical circuit model for simulation of indoor radon concentration.
Musavi Nasab, S M; Negarestani, A
2013-01-01
In this study, a new model based on electric circuit theory was introduced to simulate the behaviour of indoor radon concentration. In this model, a voltage source simulates radon generation in walls, conductivity simulates migration through walls and voltage across a capacitor simulates radon concentration in a room. This simulation considers migration of radon through walls by diffusion mechanism in one-dimensional geometry. Data reported in a typical Greek house were employed to examine the application of this technique of simulation to the behaviour of radon.
Aircraft vulnerability analysis by modeling and simulation
Willers, Cornelius J.; Willers, Maria S.; de Waal, Alta
2014-10-01
guidance acceleration and seeker sensitivity. For the purpose of this investigation the aircraft is equipped with conventional pyrotechnic decoy flares and the missile has no counter-countermeasure means (security restrictions on open publication). This complete simulation is used to calculate the missile miss distance, when the missile is launched from different locations around the aircraft. The miss distance data is then graphically presented showing miss distance (aircraft vulnerability) as a function of launch direction and range. The aircraft vulnerability graph accounts for aircraft and missile characteristics, but does not account for missile deployment doctrine. A Bayesian network is constructed to fuse the doctrinal rules with the aircraft vulnerability data. The Bayesian network now provides the capability to evaluate the combined risk of missile launch and aircraft vulnerability. It is shown in this paper that it is indeed possible to predict the aircraft vulnerability to missile attack in a comprehensive modelling and a holistic process. By using the appropriate real-world models, this approach is used to evaluate the effectiveness of specific countermeasure techniques against specific missile threats. The use of a Bayesian network provides the means to fuse simulated performance data with more abstract doctrinal rules to provide a realistic assessment of the aircraft vulnerability.
Model calibration for building energy efficiency simulation
International Nuclear Information System (INIS)
Mustafaraj, Giorgio; Marini, Dashamir; Costa, Andrea; Keane, Marcus
2014-01-01
Highlights: • Developing a 3D model relating to building architecture, occupancy and HVAC operation. • Two calibration stages developed, final model providing accurate results. • Using an onsite weather station for generating the weather data file in EnergyPlus. • Predicting thermal behaviour of underfloor heating, heat pump and natural ventilation. • Monthly energy saving opportunities related to heat pump of 20–27% was identified. - Abstract: This research work deals with an Environmental Research Institute (ERI) building where an underfloor heating system and natural ventilation are the main systems used to maintain comfort condition throughout 80% of the building areas. Firstly, this work involved developing a 3D model relating to building architecture, occupancy and HVAC operation. Secondly, the calibration methodology, which consists of two levels, was then applied in order to insure accuracy and reduce the likelihood of errors. To further improve the accuracy of calibration a historical weather data file related to year 2011, was created from the on-site local weather station of ERI building. After applying the second level of calibration process, the values of Mean bias Error (MBE) and Cumulative Variation of Root Mean Squared Error (CV(RMSE)) on hourly based analysis for heat pump electricity consumption varied within the following ranges: (MBE) hourly from −5.6% to 7.5% and CV(RMSE) hourly from 7.3% to 25.1%. Finally, the building was simulated with EnergyPlus to identify further possibilities of energy savings supplied by a water to water heat pump to underfloor heating system. It found that electricity consumption savings from the heat pump can vary between 20% and 27% on monthly bases
Predictive Capability Maturity Model for computational modeling and simulation.
Energy Technology Data Exchange (ETDEWEB)
Oberkampf, William Louis; Trucano, Timothy Guy; Pilch, Martin M.
2007-10-01
The Predictive Capability Maturity Model (PCMM) is a new model that can be used to assess the level of maturity of computational modeling and simulation (M&S) efforts. The development of the model is based on both the authors experience and their analysis of similar investigations in the past. The perspective taken in this report is one of judging the usefulness of a predictive capability that relies on the numerical solution to partial differential equations to better inform and improve decision making. The review of past investigations, such as the Software Engineering Institute's Capability Maturity Model Integration and the National Aeronautics and Space Administration and Department of Defense Technology Readiness Levels, indicates that a more restricted, more interpretable method is needed to assess the maturity of an M&S effort. The PCMM addresses six contributing elements to M&S: (1) representation and geometric fidelity, (2) physics and material model fidelity, (3) code verification, (4) solution verification, (5) model validation, and (6) uncertainty quantification and sensitivity analysis. For each of these elements, attributes are identified that characterize four increasing levels of maturity. Importantly, the PCMM is a structured method for assessing the maturity of an M&S effort that is directed toward an engineering application of interest. The PCMM does not assess whether the M&S effort, the accuracy of the predictions, or the performance of the engineering system satisfies or does not satisfy specified application requirements.
Sunspot Modeling: From Simplified Models to Radiative MHD Simulations
Directory of Open Access Journals (Sweden)
Rolf Schlichenmaier
2011-09-01
Full Text Available We review our current understanding of sunspots from the scales of their fine structure to their large scale (global structure including the processes of their formation and decay. Recently, sunspot models have undergone a dramatic change. In the past, several aspects of sunspot structure have been addressed by static MHD models with parametrized energy transport. Models of sunspot fine structure have been relying heavily on strong assumptions about flow and field geometry (e.g., flux-tubes, "gaps", convective rolls, which were motivated in part by the observed filamentary structure of penumbrae or the necessity of explaining the substantial energy transport required to maintain the penumbral brightness. However, none of these models could self-consistently explain all aspects of penumbral structure (energy transport, filamentation, Evershed flow. In recent years, 3D radiative MHD simulations have been advanced dramatically to the point at which models of complete sunspots with sufficient resolution to capture sunspot fine structure are feasible. Here overturning convection is the central element responsible for energy transport, filamentation leading to fine-structure and the driving of strong outflows. On the larger scale these models are also in the progress of addressing the subsurface structure of sunspots as well as sunspot formation. With this shift in modeling capabilities and the recent advances in high resolution observations, the future research will be guided by comparing observation and theory.
Guidelines for Reproducibly Building and Simulating Systems Biology Models.
Medley, J Kyle; Goldberg, Arthur P; Karr, Jonathan R
2016-10-01
Reproducibility is the cornerstone of the scientific method. However, currently, many systems biology models cannot easily be reproduced. This paper presents methods that address this problem. We analyzed the recent Mycoplasma genitalium whole-cell (WC) model to determine the requirements for reproducible modeling. We determined that reproducible modeling requires both repeatable model building and repeatable simulation. New standards and simulation software tools are needed to enhance and verify the reproducibility of modeling. New standards are needed to explicitly document every data source and assumption, and new deterministic parallel simulation tools are needed to quickly simulate large, complex models. We anticipate that these new standards and software will enable researchers to reproducibly build and simulate more complex models, including WC models.