scholarly journals Análisis de una serie de tiempo utilizando diseño de experimentos como herramienta de calibración

2015 ◽  
Vol 6 (1) ◽  
pp. 50 ◽  
Author(s):  
Raúl Prada-Núñez ◽  
Cesar Augusto Hernández-Suárez
Keyword(s):  
Time Series ◽  
Energy Consumption ◽  
Operating Conditions ◽  
Optimum Operating ◽  
Model Parameters ◽  
Arima Models ◽  
Deterministic Models ◽  
Relationship Of ◽  
The Relationship ◽  
Over Time

ResumenLas series temporales se usan para estudiar la relación de una variable consigo misma a lo largo del tiempo en intervalos regulares; se consideró el consumo energético de España durante una muestra de 5 días, recurriendo a diversos modelos deterministas se buscaba modelar su comportamiento de la forma más ajustada. Se utiliza el diseño de experimentos para calibrar los parámetros del modelo de HoltWinters validando aquellos efectos que resultan significativos en la minimización del MAPE, con el fin de identificar las Condiciones Operativas Óptimas del modelo. Por último, se evaluan diversos modelos ARIMA aplicados a los residuos obtenidos del modelo de Holt Winters para convertirlo en ruido blanco, utilizando la metodología Box-Jenkins.Palabras claves: modelo Holt-Winters, modelos ARIMA, Series de tiempo. AbstractTime series are used to study the relationship of a variable with itself over time at regular intervals. Energy consumption in Spain was considered for a sample of five days, using various deterministic models sought to model their behavior in the most accurate way. The design of experiments is used to calibrate the model parameters Holt-Winters validating those effects that are significant in minimizing MAPE,in order to identify the optimum operating conditions of the model. Finally, various ARIMA models applied to residues obtained from Holt-Winters model to make it white noise, using the Box-Jenkins methodology are evaluated.Keywords:  Holt-Winters model, ARIMA models, Time series.

A pilot web former designed to study retention-formation relationships

2010 ◽  
Vol 25 (2) ◽  
pp. 185-194
Author(s):  
Anna Svedberg ◽  
Tom Lindström
Keyword(s):  
Pilot Scale ◽  
Operating Conditions ◽  
Montmorillonite Clay ◽  
Speed Ratio ◽  
Good Reproducibility ◽  
Total Solids ◽  
Retention Aids ◽  
Solids Content ◽  
Relationship Of ◽  
The Relationship

Abstract A pilot-scale fourdrinier former has been developed for the purpose of investigating the relationship between retention and paper formation (features, retention aids, dosage points, etc.). The main objective of this publication was to present the R-F (Retention and formation)-machine and demonstrate some of its fields of applications. For a fine paper stock (90% hardwood and 10% softwood) with addition of 25% filler (based on total solids content), the relationship between retention and formation was investigated for a microparticulate retention aid (cationic polyacrylamide together with anionic montmorillonite clay). The retention-formation relationship of the retention aid system was investigated after choosing standardized machine operating conditions (e.g. the jet-to-wire speed ratio). As expected, the formation was impaired when the retention was increased. Since good reproducibility was attained, the R-F (Retention and formation)-machine was found to be a useful tool for studying the relationship between retention and paper formation.

scholarly journals Engine Malfunctioning Conditions Identification through Instantaneous Crankshaft Torque Measurement Analysis

2021 ◽  
Vol 11 (8) ◽  
pp. 3522
Author(s):  
Konstantinos-Marios Tsitsilonis ◽  
Gerasimos Theotokatos
Keyword(s):  
Operating Conditions ◽  
Cylinder Pressure ◽  
Dynamics Model ◽  
Engine Model ◽  
Measurement Analysis ◽  
Start Of Injection ◽  
Rate Of Heat Release ◽  
Relationship Of ◽  
Diagnostic Measurement ◽  
The Relationship

In this study a coupled thermodynamics and crankshaft dynamics model of a large two-stroke diesel engine was utilised, to map the relationship of the engine Instantaneous Crankshaft Torque (ICT) with the following frequently occurring malfunctioning conditions: (a) change in Start of Injection (SOI), (b) change in Rate of Heat Release (RHR), (c) change in scavenge air pressure, and (d) blowby. This was performed using frequency analysis on the engine ICT, which was obtained through a series of parametric runs of the coupled engine model, under the various malfunctioning and healthy operating conditions. This process demonstrated that engine ICT can be successfully utilised to identify the distinct effects of malfunctions (c) or (d), as they occur individually in any cylinder. Furthermore by using the same process, malfunctions (a) and (b) can be identified as they occur individually for any cylinder, however there is no distinct effect on the engine ICT among these malfunctions, since their effect on the in-cylinder pressure is similar. As a result, this study demonstrates the usefulness of the engine ICT as a non-intrusive diagnostic measurement, as well as the benefits of malfunctioning conditions mapping, which allows for quick and less resource intensive identification of engine malfunctions.

scholarly journals Investigation of the Correlation between Postherpetic Itch and Neuropathic Pain over Time

2018 ◽  
Vol 2018 ◽  
pp. 1-6 ◽  
Author(s):  
Rie Ishikawa ◽  
Masako Iseki ◽  
Rie Koga ◽  
Eiichi Inada
Keyword(s):  
Neuropathic Pain ◽  
Herpes Zoster ◽  
Pain Intensity ◽  
Visual Analog Scale ◽  
Analog Scale ◽  
Paindetect Questionnaire ◽  
Relationship Of ◽  
The Relationship ◽  
Over Time

Postherpetic itch (PHI), or herpes zoster itch, is an intractable and poorly understood disease. We targeted 94 herpes zoster patients to investigate their pain and itch intensities at three separate stages of the condition (acute, subacute, and chronic). We used painDETECT questionnaire (PDQ) scores to investigate the correlation between PHI and neuropathic pain. Seventy-six patients were able to complete follow-up surveys. The prevalence of PHI was 47/76 (62%), 28/76 (37%), and 34/76 (45%) at the acute, subacute, and chronic stages, respectively. PHI manifestation times and patterns varied. We investigated the relationship of PHI with neuropathic pain using the visual analog scale (VAS), which is a measure of pain intensity, and the PDQ, which is a questionnaire used to evaluate the elements of neuropathic pain. The VAS and PDQ scores did not differ significantly between PHI-positive and PHI-negative patients. A large neuropathic component was not found for herpes zoster itch, suggesting that neuropathic pain treatments may not able to adequately control the itch. Accordingly, we suggest that a more PHI-focused therapy is required to address this condition.

CAUSAL RELATIONSHIP OF ENERGY CONSUMPTION AND ECONOMIC GROWTH – A CASE STUDY OF PAKISTAN

2021 ◽  
Vol 9 (1) ◽  
pp. 139-164
Author(s):  
Saddam Hussain ◽  
Chunjiao Yu
Keyword(s):  
Economic Growth ◽  
Time Series ◽  
Energy Consumption ◽  
Causal Relationship ◽  
Inflation Rate ◽  
Time Series Data ◽  
Consumer Price Index ◽  
Series Data ◽  
Relationship Of

This paper explores the causal relationship between energy consumption and economic growth in Pakistan, applying techniques of co-integration and Hsiao’s version of Granger causality, using time series data over the period 1965-2019. Time series data of macroeconomic determi-nants – i.e. energy growth, Foreign Direct Investment (FDI) growth and population growth shows a positive correlation with economic growth while there is no correlation founded be-tween economic growth and inflation rate or Consumer Price Index (CPI). The general conclu-sion of empirical results is that economic growth causes energy consumption.

Study on the Relationship between Energy Consumption, Carbon Emission and Economic Growth in China

2013 ◽  
Vol 869-870 ◽  
pp. 746-749
Author(s):  
Tian Tian Jin ◽  
Jin Suo Zhang
Keyword(s):  
Economic Growth ◽  
Energy Consumption ◽  
Carbon Emissions ◽  
Carbon Emission ◽  
Energy Structure ◽  
Ardl Model ◽  
Relationship Of ◽  
The Relationship ◽  
Reducing Energy

Abstract. Based on ARDL model, this paper discussed the relationship of energy consumption, carbon emission and economic growth.The results indicated that the key to reduce carbon emissions lies in reducing energy consumption, optimizing energy structure.

scholarly journals Hubungan Perilaku Perdagangan Investor Dengan Volume Perdagangan Di Bursa Efek Indonesia

2009 ◽  
Vol 2 (1) ◽  
Author(s):  
Ghazali Syamni
Keyword(s):  
Trading Volume ◽  
Stock Exchange ◽  
Time Interval ◽  
Time Intervals ◽  
Using Data ◽  
Changes Over Time ◽  
Relationship Of ◽  
The Relationship ◽  
Order Pattern ◽  
Over Time

This paper examines the relationship of behavior trading investor using data detailed transaction history-corporate edition demand and order history in Indonesia Stock Exchange during period of March, April and May 2005. Peculiarly, behavior placing of investor order at trading volume. The result of this paper indicates that trading volume order pattern to have pattern U shape. The pattern happened that investors have strong desires to places order at the opening and close of compared to in trading periods. While the largest orders are of market at the opening indicates that investor is more conservatively when opening, where many orders when opening has not happened transaction to match. In placing order both of investor does similar strategy. By definition, informed investors’ orders more large than uninformed investors. If comparison of order examined hence both investors behavior relatively changes over time. But, statistically shows there is not ratio significant. This implies behavior trading of informed investors and uninformed investors stable relative over time. The result from regression analysis indicates that informed investors to correlate at trading volume in all time intervals, but not all uninformed investors correlates in every time interval. This imply investor order inform is more can explain trading volume pattern compared to uninformed investor order in Indonesia Stock Exchange. Finally, result of regression also finds that order status match has greater role determines trading volume pattern intraday especially informed buy match and informed sale match. While amend, open and withdraw unable to have role to determine intraday trading volume pattern.

scholarly journals An analysis of the relationship of inflation and unemployment to the gross domestic product (gdp) in zimbabwe

2014 ◽  
Vol 1 (3) ◽  
pp. 156-162
Author(s):  
Tendai Makoni
Keyword(s):  
Time Series ◽  
Gross Domestic Product ◽  
Cointegration Test ◽  
Domestic Product ◽  
Long Run ◽  
Causality Tests ◽  
Granger Causality Tests ◽  
Relationship Of ◽  
The Relationship ◽  
Yearly Data

The time series yearly data for Gross Domestic Product (GDP), inflation and unemployment from 1980 to 2012 was used in the study. First difference of the logged data became stationary as suggested by the time series plots. Johansen Maximum Likelihood Cointegration test indicated a long-run relationship among the variables. Granger Causality tests suggested unidirectional causality between inflation and GDP, implying that GDP is Granger caused by inflation in Zimbabwe. Another unidirectional causality was noted between unemployment and inflation. The causality between unemployment and inflation imply that unemployment do affect GDP indirectly since unemployment influences inflation which in turn positively affect GDP.

scholarly journals A case study of the residual-based cointegration procedure

2003 ◽  
Vol 7 (1) ◽  
pp. 29-48
Author(s):  
Riccardo Biondini ◽  
Yan-Xia Lin ◽  
Michael Mccrae
Keyword(s):  
Time Series ◽  
Financial Time Series ◽  
Real Life ◽  
Arima Models ◽  
Financial Time ◽  
Long Run ◽  
Data Generating Process ◽  
Finance Theory ◽  
The Relationship

The study of long-run equilibrium processes is a significant component of economic and finance theory. The Johansen technique for identifying the existence of such long-run stationary equilibrium conditions among financial time series allows the identification of all potential linearly independent cointegrating vectors within a given system of eligible financial time series. The practical application of the technique may be restricted, however, by the pre-condition that the underlying data generating process fits a finite-order vector autoregression (VAR) model with white noise. This paper studies an alternative method for determining cointegrating relationships without such a pre-condition. The method is simple to implement through commonly available statistical packages. This ‘residual-based cointegration’ (RBC) technique uses the relationship between cointegration and univariate Box-Jenkins ARIMA models to identify cointegrating vectors through the rank of the covariance matrix of the residual processes which result from the fitting of univariate ARIMA models. The RBC approach for identifying multivariate cointegrating vectors is explained and then demonstrated through simulated examples. The RBC and Johansen techniques are then both implemented using several real-life financial time series.

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