scholarly journals Model Calibration and Validation for the Fuzzy-EGARCH-ANN Model

2021 ◽  
Vol 2021 ◽  
pp. 1-9
Author(s):  
Geleta T. Mohammed ◽  
Jane A. Aduda ◽  
Ananda O. Kube
Keyword(s):  
Model Calibration ◽  
Continuous Model ◽  
Data Series ◽  
Ann Model ◽  
Calibration And Validation ◽  
De Algorithm ◽  
Daily Data ◽  
One Step ◽  
T Distribution ◽  
Model Calibration And Validation

This work shown as the fuzzy-EGARCH-ANN (fuzzy-exponential generalized autoregressive conditional heteroscedastic-artificial neural network) model does not require continuous model calibration if the corresponding DE algorithm is used appropriately, but other models such as GARCH, EGARCH, and EGARCH-ANN need continuous model calibration and validation so they fit the data and reality very well up to the desired accuracy. Also, a robust analysis of volatility forecasting of the daily S&P 500 data collected from Yahoo Finance for the daily spanning period 1/3/2006 to 20/2/2020. To our knowledge, this is the first study that focuses on the daily S&P 500 data using high-frequency data and the fuzzy-EGARCH-ANN econometric model. Finally, the research finds that the best performing model in terms of one-step-ahead forecasts based on realized volatility computed from the underlying daily data series is the fuzzy-EGARCH-ANN (1,1,2,1) model with Student’s t-distribution.

Optimisation of a large WWTP thanks to mathematical modelling

2004 ◽  
Vol 50 (7) ◽  
pp. 113-122 ◽  
Author(s):  
C Printemps ◽  
A Baudin ◽  
T Dormoy ◽  
M. Zug ◽  
P.A. Vanrolleghem
Keyword(s):  
Wastewater Treatment ◽  
Mathematical Modelling ◽  
Wastewater Treatment Plant ◽  
Model Calibration ◽  
Treatment Plant ◽  
Mathematical Tool ◽  
Simple Description ◽  
Calibration And Validation ◽  
Simulation Results ◽  
Model Calibration And Validation

Better controlling and optimising the plant's processes has become a priority for WWTP (Wastewater Treatment Plant) managers. The main objective of this project is to develop a simplified mathematical tool able to reproduce and anticipate the behaviour of the Tougas WWTP (Nantes, France). This tool is aimed to be used directly by the managers of the site. The mathematical WWTP model was created using the software WEST®. This paper describes the studied site and the modelling results obtained during the stage of the model calibration and validation. The good simulation results have allowed to show that despite a first very simple description of the WWTP, the model was able to correctly predict the nitrogen composition (ammonia and nitrate) of the effluent and the daily sludge extraction. Then, a second more detailed configuration of the WWTP was implemented. It has allowed to independently study the behaviour of each of four biological trains. Once this first stage will be completely achieved, the remainder of the study will focus on the operational use of a simplified simulator with the purpose of optimising the Tougas WWTP operation.

A dynamic flotation model for predictive control incorporating froth physics. Part II: Model calibration and validation

2021 ◽  
Vol 173 ◽  
pp. 107190
Author(s):  
Paulina Quintanilla ◽  
Stephen J. Neethling ◽  
Diego Mesa ◽  
Daniel Navia ◽  
Pablo R. Brito-Parada
Keyword(s):  
Predictive Control ◽  
Model Calibration ◽  
Calibration And Validation ◽  
Model Calibration And Validation

Core Models for State-of-the-Art Microscopic Traffic Simulation and Kay Elements for Applications

2011 ◽  
pp. 92-124 ◽  
Author(s):  
Heng Wei
Keyword(s):  
Model Calibration ◽  
Traffic Simulation ◽  
State Of The Art ◽  
Choice Model ◽  
Microscopic Simulation ◽  
Calibration And Validation ◽  
Building Models ◽  
Car Following Model ◽  
Vehicle Trajectory ◽  
Model Calibration And Validation

This chapter summarizes fundamental models for microscopic simulation (such as vehicle generation model and car-following model) and other critical models (such as lane-choice model, lane-changing model, and route-choice model). Most of the critical models introduced in this chapter reflect the latest research results by the author. The primary purpose of this chapter is to provide fundamentals for better understanding of the travel behaviors that are modeled for traffic simulations. To facilitate the applications of traffic simulation models, several key elements for applying state-of-the-art computer traffic simulation tools are summarized. They include the procedure for building models, model calibration and validation. Further more, techniques for collecting vehicle trajectory data, critical elements used for model calibration and validation, are also introduced.

Model calibration and validation for pre-production EUVL

2012 ◽  
Author(s):  
Gian F. Lorusso ◽  
Jeroen Van de Kerkhove ◽  
Peter De Bisschop ◽  
Eric Hendrickx ◽  
J. Jiang ◽  
...  
Keyword(s):  
Model Calibration ◽  
Calibration And Validation ◽  
Model Calibration And Validation
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