Engle and Manganelli (2004) propose CAViaR, a class of models suitable for estimating conditional quantiles in dynamic settings. Engle and Manganelli apply their approach to the estimation of Value at Risk, but this is only one of many possible applications. Here we extend CAViaR models to permit joint modeling of multiple quantiles, Multi-Quantile (MQ) CAViaR. We apply our new methods to estim...

In this paper we investigate the application of bounding volume hierarchies in collision detection among densely packed fiber assemblies like hair strands or cable looms. In particular, we glance at collision detection algorithms with sub-quadratic upper bound and their practicability and performance in complex dynamic hair scenes. Unlike common collision detection techniques our approach explo...

The impact of fixed speed squirrel cage type as well as variable speed doubly fed induction generators (DFIG) on dynamic performance of a multimachine power system has been investigated. Detailed models of the various components have been presented and the integration of asynchronous and synchronous generators has been carried out through a rotor angle based transform. Simulation studies carrie...

For the prediction of the global properties in materials, dynamic tests have shown important advantages over static tests. Despite the superiority of dynamic tests, a high level of precision is required on the measured modal information. The quality of the experimental measurements and modeling, the actual test conditions are very important for further use of the data. The purpose of this resea...

Development of Electrical Vehicles (EVs) has been created many challenges and also advantages for grids. One of the most important subjects is capability of which as energy storage device. In this paper, role of EVs has been studied as useful element in microgrids as energy storage device to reduce the on-peak load in microgrid and decrease the total cost of microgrid. For this goal the problem...

At very high speeds, bubbles form in the underwater vehicles because of sharp trailing edges or of places where the local pressure is lower than the vapor pressure. These bubbles are called cavities and the size of the cavities grows as the velocity increases. A properly designed cavitator can induce the formation of a single big cavity all over the vehicle. Such a vehicle travelling in the vap...

Although a large body of work are devoted to finding communities in static social networks, only a few studies examined the dynamics of communities in evolving social networks. In this paper, we propose a dynamic stochastic block model for finding communities and their evolutions in a dynamic social network. The proposed model captures the evolution of communities by explicitly modeling the tra...