Search results for: statistical estimation problem

Authors: M. Rezki, A. Belaidi

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This paper deals with a method of learning to solve a real problem in biomedical engineering from a technical study of muscle fatigue. Electromyography (EMG) is a technique for evaluating and recording the electrical activity produced by skeletal muscles (viewpoint: anatomical and physiological). EMG is used as a diagnostics tool for identifying neuromuscular diseases, assessing low-back pain and muscle fatigue in general. In order to study the EMG signal for detecting fatigue in a muscle, we have taken a real problem which touches the tramway conductor the handle bar. For the study, we have used a typical autonomous platform in order to get signals at real time. In our case study, we were confronted with complex problem to do our experiments in a tram. This type of problem is recurring among students. To teach our students the method to solve this kind of problem, we built a similar system. Through this study, we realized a lot of objectives such as making the equipment for simulation, the study of detection of muscle fatigue and especially how to manage a study of biomedical looking.

Keywords: EMG, health platform, conductor’s tram, muscle fatigue

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Authors: Katja Ignatieva, Patrick Wong

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We investigated the dynamics of high frequency energy prices, including crude oil and electricity prices. The returns of underlying quantities are modelled using various parametric models such as stochastic framework with jumps and stochastic volatility (SVCJ) as well as non-parametric alternatives, which are purely data driven and do not require specification of the drift or the diffusion coefficient function. Using different statistical criteria, we investigate the performance of considered parametric and nonparametric models in their ability to forecast price series and volatilities. Our models incorporate possible seasonalities in the underlying dynamics and utilise advanced estimation techniques for the dynamics of energy prices.

Keywords: stochastic volatility, affine jump-diffusion models, high frequency data, model specification, markov chain monte carlo

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Authors: Lo Kar Yin, Law Ka Mei

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Architectural, engineering, construction and operations (AECO) industry practitioners have been well adapting to the dynamic construction market from the fundamental training of its discipline. As further triggered by the pandemic since 2019, great steps are taken in virtual environment and the best collaboration is strived with project teams without boundaries. With adoption of Building Information Modeling-based approach and qualitative analysis, this paper is to review quantity take-off and cost estimation process through modeling techniques in liaison with suppliers, fabricators, subcontractors, contractors, designers, consultants and services providers in the construction industry value chain for automatic project cost budgeting, project cost control and cost evaluation on design options of in-situ reinforced-concrete construction and Modular Integrated Construction (MiC) at design stage, variation of works and cash flow/spending analysis at construction stage as far as practicable, with a view to sharing the findings for enhancing mutual trust and co-operation among AECO industry practitioners. It is to foster development through a common prototype of design and build project delivery method in NEC Engineering and Construction Contract (ECC) Options A and C.

Keywords: building information modeling, cost estimation, quantity take-off, modeling techniques

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Authors: Milena M. Melo, Jane M. Santos, Severine Frere, Valderio A. Reisen, Neyval C. Reis Jr., Mariade Fátima S. Leite

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Although there had been a many studies that shows the impact of air pollution on physical health, comparatively less was known of human behavioral responses and annoyance impacts. Annoyance caused by air pollution is a public health problem because it can be an ambient stressor causing stress and disease and can affect quality of life. The objective of this work is to evaluate the annoyance caused by air pollution in two different industrialized urban areas, Dunkirk (France) and Vitoria (Brazil). The populations of these cities often report feeling annoyed by dust. Surveys were conducted, and the collected data were analyzed using statistical analyses. The results show that sociodemographic variables, importance of air quality, perceived industrial risk, perceived air pollution and occurrence of health problems play important roles in the perceived annoyance. These results show the existence of a common problem in geographically distant areas and allow stakeholders to develop prevention strategies.

Keywords: air pollution, annoyance, industrial risks, public health, perception of pollution, settled dust

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Authors: Valeria Bondarenko

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We proposed algorithms for: estimation of parameters fBm (volatility and Hurst exponent) and for the approximation of random time series by functional of fBm. We proved the consistency of the estimators, which constitute the above algorithms, and proved the optimal forecast of approximated time series. The adequacy of estimation algorithms, approximation, and forecasting is proved by numerical experiment. During the process of creating software, the system has been created, which is displayed by the hierarchical structure. The comparative analysis of proposed algorithms with the other methods gives evidence of the advantage of approximation method. The results can be used to develop methods for the analysis and modeling of time series describing the economic, physical, biological and other processes.

Keywords: mathematical model, random process, Wiener process, fractional Brownian motion

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Authors: Jeh Patel, Chandrahas Paidi, Ahmed Hambaba

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Traditional methods for analyzing athlete movement often lack the detail and immediacy required for optimal training. This project aims to address this limitation by developing a Real-time human pose estimation system specifically designed to enhance athlete training across various sports. This system leverages the power of convolutional neural networks (CNNs) to provide a comprehensive and immediate analysis of an athlete’s movement patterns during training sessions. The core architecture utilizes dilated convolutions to capture crucial long-range dependencies within video frames. Combining this with the robust encoder-decoder architecture to further refine pose estimation accuracy. This capability is essential for precise joint localization across the diverse range of athletic poses encountered in different sports. Furthermore, by quantifying movement efficiency, power output, and range of motion, the system provides data-driven insights that can be used to optimize training programs. Pose estimation data analysis can also be used to develop personalized training plans that target specific weaknesses identified in an athlete’s movement patterns. To overcome the limitations posed by outdoor environments, the project employs strategies such as multi-camera configurations or depth sensing techniques. These approaches can enhance pose estimation accuracy in challenging lighting and occlusion scenarios, where pose estimation accuracy in challenging lighting and occlusion scenarios. A dataset is collected From the labs of Martin Luther King at San Jose State University. The system is evaluated through a series of tests that measure its efficiency and accuracy in real-world scenarios. Results indicate a high level of precision in recognizing different poses, substantiating the potential of this technology in practical applications. Challenges such as enhancing the system’s ability to operate in varied environmental conditions and further expanding the dataset for training were identified and discussed. Future work will refine the model’s adaptability and incorporate haptic feedback to enhance the interactivity and richness of the user experience. This project demonstrates the feasibility of an advanced pose detection model and lays the groundwork for future innovations in assistive enhancement technologies.

Keywords: computer vision, deep learning, human pose estimation, U-NET, CNN

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Authors: Abidi Myriam, Ben Amor Rim, Gueddari Moncef

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Understanding ecosystem response to the restoration project is essential to assess its rehabilitation. Indeed, the time elapsed after restoration is a critical indicator to shows the real of the restoration success. In this order, the south lagoon of Tunis, a shallow Mediterranean coastal area, has witnessed several pollutions. To resolve this environmental problem, a large restoration project of the lagoon was undertaken. In this restoration works, the main changes are the decrease of the residence time of the lagoon water and the nutrient concentrations. In this paper, we attempt to evaluate the trophic state of lagoon water for evaluating the risk of eutrophication after almost 16 years of its restoration. To attend this objectives water quality monitoring was untaken. In order to identify and to analyze the natural and anthropogenic factor governing the nutrients concentrations of lagoon water geochemical methods and multivariate statistical tools were used. Results show that nutrients have duel sources due to the discharge of municipal wastewater of Megrine City in the south side of the lagoon. The Carlson index shows that the South lagoon of Tunis Lagoon Tunis is eutrophic, and may show limited summer anoxia.

Keywords: geochemistry, nutrients, statistical analysis, the south lagoon of Tunis, trophic state

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Authors: Yin-Yee Leong, Jack C. Yue, Hsin-Chung Wang

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Human longevity has been experiencing its largest increase since the end of World War II, and modeling the mortality rates is therefore often the focus of many studies. Among all mortality models, the Lee–Carter model is the most popular approach since it is fairly easy to use and has good accuracy in predicting mortality rates (e.g., for Japan and the USA). However, empirical studies from several countries have shown that the age parameters of the Lee–Carter model are not constant in time. Many modifications of the Lee–Carter model have been proposed to deal with this problem, including adding an extra cohort effect and adding another period effect. In this study, we propose a spatial modification and use clusters to explain why the age parameters of the Lee–Carter model are not constant. In spatial analysis, clusters are areas with unusually high or low mortality rates than their neighbors, where the “location” of mortality rates is measured by age and time, that is, a 2-dimensional coordinate. We use a popular cluster detection method—Spatial scan statistics, a local statistical test based on the likelihood ratio test to evaluate where there are locations with mortality rates that cannot be described well by the Lee–Carter model. We first use computer simulation to demonstrate that the cluster effect is a possible source causing the problem of the age parameters not being constant. Next, we show that adding the cluster effect can solve the non-constant problem. We also apply the proposed approach to mortality data from Japan, France, the USA, and Taiwan. The empirical results show that our approach has better-fitting results and smaller mean absolute percentage errors than the Lee–Carter model.

Keywords: mortality improvement, Lee–Carter model, spatial statistics, cluster detection

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Authors: Samy A. Khalil, U. Ali Rahoma

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The measurements of solar radiation, satellite data has been routinely utilize to estimate solar energy. However, the temporal coverage of satellite data has some limits. The reanalysis, also known as "retrospective analysis" of the atmosphere's parameters, is produce by fusing the output of NWP (Numerical Weather Prediction) models with observation data from a variety of sources, including ground, and satellite, ship, and aircraft observation. The result is a comprehensive record of the parameters affecting weather and climate. The effectiveness of reanalysis datasets (ERA-5) for North Africa was evaluate against high-quality surfaces measured using statistical analysis. Estimating the distribution of global solar radiation (GSR) over five chosen areas in North Africa through ten-years during the period time from 2011 to 2020. To investigate seasonal change in dataset performance, a seasonal statistical analysis was conduct, which showed a considerable difference in mistakes throughout the year. By altering the temporal resolution of the data used for comparison, the performance of the dataset is alter. Better performance is indicate by the data's monthly mean values, but data accuracy is degraded. Solar resource assessment and power estimation are discuses using the ERA-5 solar radiation data. The average values of mean bias error (MBE), root mean square error (RMSE) and mean absolute error (MAE) of the reanalysis data of solar radiation vary from 0.079 to 0.222, 0.055 to 0.178, and 0.0145 to 0.198 respectively during the period time in the present research. The correlation coefficient (R2) varies from 0.93 to 99% during the period time in the present research. This research's objective is to provide a reliable representation of the world's solar radiation to aid in the use of solar energy in all sectors.

Keywords: solar energy, ERA-5 analysis data, global solar radiation, North Africa

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Authors: Shorena Pharjiani

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The Present empirical paper investigates the relationship between FDI and economic growth by 10 selected industries in 10 Central and Eastern European countries from the period 1995 to 2012. Different estimation approaches were used to explore the connection between FDI and economic growth, for example OLS, RE, FE with and without time dummies. Obtained empirical results leads to some main consequences: First, the Central and East European countries (CEEC) attracted foreign direct investment, which raised the productivity of industries they entered in. It should be concluded that the linkage between FDI and output growth by industries is positive and significant enough to suggest that foreign firm’s participation enhanced the productivity of the industries they occupied. There had been an endogeneity problem in the regression and fixed effects estimation approach was used which partially corrected the regression analysis in order to make the results less biased. Second, it should be stressed that the results show that time has an important role in making FDI operational for enhancing output growth by industries via total factor productivity. Third, R&D positively affected economic growth and at the same time, it should take some time for research and development to influence economic growth. Fourth, the general trends masked crucial differences at the country level: over the last 20 years, the analysis of the tables and figures at the country level show that the main recipients of FDI of the 11 Central and Eastern European countries were Hungary, Poland and the Czech Republic. The main reason was that these countries had more open door policies for attracting the FDI. Fifth, according to the graphical analysis, while Hungary had the highest FDI inflow in this region, it was not reflected in the GDP growth as much as in other Central and Eastern European countries.

Keywords: central and East European countries (CEEC), economic growth, FDI, panel data

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Authors: Sadam Alwadi

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Outlier values become a problem that frequently occurs in the data observation or recording process. Thus, the need for data imputation has become an essential matter. In this work, it will make use of the methods described in the prior work to detect the outlier values based on a collection of stock market data. In order to implement the detection and find some solutions that maybe helpful for investors, real closed price data were obtained from the Amman Stock Exchange (ASE). Tukey and Maximum Overlapping Discrete Wavelet Transform (MODWT) methods will be used to impute the detect the outlier values.

Keywords: outlier values, imputation, stock market data, detecting, estimation

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Authors: Svenja Pieritz, Jakab Pilaszanovich

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Collaborative Problem Solving (CPS) is recognized as being one of the most important skills of the 21st century with having a potential impact on education, job selection, and collaborative systems design. Therefore, CPS has been adopted in several standardized tests, including the Programme for International Student Assessment (PISA) in 2015. A significant challenge of evaluating CPS is the underlying interplay of cognitive and social skills, which requires a more holistic assessment. However, the majority of the existing tests are using a questionnaire-based assessment, which oversimplifies this interplay and undermines ecological validity. Two major difficulties were identified: Firstly, the creation of a controllable, real-time environment allowing natural behaviors and communication between at least two people. Secondly, the development of an appropriate method to collect and synthesize both cognitive and social metrics of collaboration. This paper proposes a more holistic and automated approach to the assessment of CPS. To address these two difficulties, a multiplayer problem-solving game called Sea of Light was developed: An environment allowing students to deploy a variety of measurable collaborative strategies. This controlled environment enables researchers to monitor behavior through the analysis of game actions and chat. The according solution for the statistical model is a combined approach of Natural Language Processing (NLP) and Bayesian network analysis. Social exchanges via the in-game chat are analyzed through NLP and fed into the Bayesian network along with other game actions. This Bayesian network synthesizes evidence to track and update different subdimensions of CPS. Major findings focus on the correlations between the evidences collected through in- game actions, the participants’ chat features and the CPS self- evaluation metrics. These results give an indication of which game mechanics can best describe CPS evaluation. Overall, Sea of Light gives test administrators control over different problem-solving scenarios and difficulties while keeping the student engaged. It enables a more complete assessment based on complex, socio-cognitive information on actions and communication. This tool permits further investigations of the effects of group constellations and personality in collaborative problem-solving.

Keywords: bayesian network, collaborative problem solving, game-based assessment, natural language processing

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Authors: Karthiyayini J., Arpita Chowdary Vantipalli, Darshana Sailu Tanti, Malvika Ravi Kudari, Krtin Kannan

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This paper is propelled from the generally existing undertaking of the smart water quality management, which addresses an IoT (Internet of things) based brilliant water quality observing (SWQM) framework which we call it AquaSwach that guides in the ceaseless estimation of water conditions dependent on five actual boundaries i.e., temperature, pH, electric conductivity and turbidity properties and water virtue estimation each time you drink water. Six sensors relate to Arduino-Mega in a discrete way to detect the water parameters. Extracted data from the sensors are transmitted to a desktop application developed in the NET platform and compared with the WHO (World Health Organization) standard values.

Keywords: AquaSwach, IoT, WHO, water quality

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Authors: Stephan Printz, Kristina Lahl, René Vossen, Sabina Jeschke

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Strategic investment decisions are characterized by high innovation potential and long-term effects on the competitiveness of enterprises. Due to the uncertainty and risks involved in this complex decision making process, the need arises for well-structured support activities. A method that considers cost and the long-term added value is the cost-benefit effectiveness estimation. One of those methods is the “profitability estimation focused on benefits – PEFB”-method developed at the Institute of Management Cybernetics at RWTH Aachen University. The method copes with the challenges associated with strategic investment decisions by integrating long-term non-monetary aspects whilst also mapping the chronological sequence of an investment within the organization’s target system. Thus, this method is characterized as a holistic approach for the evaluation of costs and benefits of an investment. This participation-oriented method was applied to business environments in many workshops. The results of the workshops are a library of more than 96 cost aspects, as well as 122 benefit aspects. These aspects are preprocessed and comparatively analyzed with regards to their alignment to a series of risk levels. For the first time, an accumulation and a distribution of cost and benefit aspects regarding their impact and probability of occurrence are given. The results give evidence that the PEFB-method combines precise measures of financial accounting with the incorporation of benefits. Finally, the results constitute the basics for using information technology and data science for decision support when applying within the PEFB-method.

Keywords: cost-benefit analysis, multi-criteria decision, profitability estimation focused on benefits, risk and uncertainty analysis

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Authors: Sheikh Omar Sillah

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Introduction: Monitoring is an important means of ensuring the smooth implementation and quality of clinical trials. For many years, traditional site monitoring approaches have been critical in detecting data errors but not optimal in identifying fabricated and implanted data as well as non-random data distributions that may significantly invalidate study results. The objective of this paper was to provide recommendations based on best statistical monitoring practices for detecting data-integrity issues suggestive of fabrication and implantation early in the study conduct to allow implementation of meaningful corrective and preventive actions. Methodology: Electronic bibliographic databases (Medline, Embase, PubMed, Scopus, and Web of Science) were used for the literature search, and both qualitative and quantitative studies were sought. Search results were uploaded into Eppi-Reviewer Software, and only publications written in the English language from 2012 were included in the review. Gray literature not considered to present reproducible methods was excluded. Results: A total of 18 peer-reviewed publications were included in the review. The publications demonstrated that traditional site monitoring techniques are not efficient in detecting data anomalies. By specifying project-specific parameters such as laboratory reference range values, visit schedules, etc., with appropriate interactive data monitoring, statistical monitoring can offer early signals of data anomalies to study teams. The review further revealed that statistical monitoring is useful to identify unusual data patterns that might be revealing issues that could impact data integrity or may potentially impact study participants' safety. However, subjective measures may not be good candidates for statistical monitoring. Conclusion: The statistical monitoring approach requires a combination of education, training, and experience sufficient to implement its principles in detecting data anomalies for the statistical aspects of a clinical trial.

Keywords: statistical monitoring, data anomalies, clinical trials, traditional monitoring

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Authors: Azazhu Wassie

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This study tried to analyze and identify the drainage pattern and catchment characteristics of the river basin and assess the impact of the hydrologic parameters (catchment area, rainfall intensity, runoff coefficient, land use, and soil type) on the referenced study area. Since there is no river gauging station near the road, even for large rivers, rainfall-runoff models are adopted for flood estimation, i.e., for catchment areas less than 50 ha, the rational method is used; for catchment areas, less than 65 km², the SCS unit hydrograph method is used; and for catchment areas greater than 65 km², HEC-HMS is adopted for flood estimation.

Keywords: Arc GIS, catchment area, land use/land cover, peak flood, rainfall intensity

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Authors: Kai-Wei Ji, Dung-Ying Lin

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This study investigates the impact of transportation on housing prices in regions surrounding Taiwan's science parks. As these parks evolve into crucial economic and population growth centers, they attract an increasing number of residents and workers, significantly influencing local housing markets. This demographic shift raises important questions about the role of transportation in shaping real estate values. Our research examines four major science parks in Taiwan, providing a comparative analysis of how transportation conditions and population dynamics interact to affect housing price premiums. We employ an origin-destination (OD) matrix derived from pervasive traffic data to model travel patterns and their effects on real estate values. The methodology utilizes a bi-level framework: a genetic algorithm optimizes OD demand estimation at the upper level, while a user equilibrium (UE) model simulates traffic flow at the lower level. This approach enables a nuanced exploration of how population growth impacts transportation conditions and housing price premiums. By analyzing the interplay between travel costs based on OD demand estimation and housing prices, we offer valuable insights for urban planners and policymakers. These findings are crucial for informed decision-making in rapidly developing areas, where understanding the relationship between mobility and real estate values is essential for sustainable urban development.

Keywords: demand estimation, genetic algorithm, housing price, transportation

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Authors: Muhammad Sufian Jusoh, Mesliza Mohamed

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In this paper, we investigate the existence of positive solutions for a Dirichlet second order boundary value problem by applying the Krasnosel'skii fixed point theorem on compression and expansion of cones.

Keywords: Krasnosel'skii fixed point theorem, positive solutions, Dirichlet boundary value problem, Dirichlet second order boundary problem

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Authors: Danielle M. Barna, Kolbjørn Engeland, Thordis Thorarinsdottir, Chong-Yu Xu

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Design flood values give estimates of flood magnitude within a given return period and are essential to making adaptive decisions around land use planning, infrastructure design, and disaster mitigation. Often design flood values are needed at locations with insufficient data. Additionally, in hydrologic applications where flood retention is important (e.g., floodplain management and reservoir design), design flood values are required at different flood durations. A statistical approach to this problem is a development of a regression model for extremes where some of the parameters are dependent on flood duration in addition to being covariate-dependent. In hydrology, this is called a regional flood-duration-frequency (regional-QDF) model. Typically, the underlying statistical distribution is chosen to be the Generalized Extreme Value (GEV) distribution. However, as the support of the GEV distribution depends on both its parameters and the range of the data, special care must be taken with the development of the regional model. In particular, we find that the GEV is problematic when developing a GAMLSS-type analysis due to the difficulty of proposing a link function that is independent of the unknown parameters and the observed data. We discuss these challenges in the context of developing a regional QDF model for Norway.

Keywords: design flood values, bayesian statistics, regression modeling of extremes, extreme value analysis, GEV

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Authors: Jarmon Sirigunna

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The objective of this study were to investigate the success of the implementation of problem-based learning in classroom and to evaluate the level of satisfaction of Suan Sunandra Rajabhat University’s students who participated in the study. This paper aimed to study and focus on a university students survey conducted in Suan Sunandha Rajabhat University during January to March of 2014. The quota sampling was utilized to obtain the sample which included 60 students, 50 percent male and 50 percent female students. The pretest and posttest method was utilized. The findings revealed that the majority of respondents had gained higher knowledge after the posttest significantly. The respondents’ knowledge increased about 40 percent after the experiment. Also, the findings revealed the top three highest level of satisfaction as follows: 1) the proper roles of teacher and students, 2) the knowledge gained from the method of the problem-based learning, 3) the activities of the problem-based learning, 4) the interaction of students from the problem-based learning, and 5) the problem-based learning model. Also, the mean score of all categories was 4.22 with a standard deviation of 0.7435 which indicated that the level of satisfaction was high.

Keywords: implement, problem-based learning, satisfaction, university students

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Authors: Amirhossein Mohajerzadeh, Abolghasem Mohajerzadeh

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In this paper, target parameter is estimated with desirable precision in hierarchical wireless sensor networks (WSN) while the proposed algorithm also tries to prolong network lifetime as much as possible, using efficient data collecting algorithm. Target parameter distribution function is considered unknown. Sensor nodes sense the environment and send the data to the base station called fusion center (FC) using hierarchical data collecting algorithm. FC builds underlying phenomena based on collected data. Considering the aggregation level, x, the goal is providing the essential infrastructure to find the best value for aggregation level in order to prolong network lifetime as much as possible, while desirable accuracy is guaranteed (required sample size is fully depended on desirable precision). First, the sample size calculation algorithm is discussed, second, the average queue length based on M/M[x]/1/K queue model is determined and it is used for energy consumption calculation. Nodes can decrease transmission cost by aggregating incoming data. Furthermore, the performance of the new algorithm is evaluated in terms of lifetime and estimation accuracy.

Keywords: aggregation, estimation, queuing, wireless sensor network

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Authors: Eki Ruskartina, Vincent F. Yu, Budi Santosa, A. A. N. Perwira Redi

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This paper introduces symbiotic organism search (SOS) for solving capacitated vehicle routing problem (CVRP). SOS is a new approach in metaheuristics fields and never been used to solve discrete problems. A sophisticated decoding method to deal with a discrete problem setting in CVRP is applied using the basic symbiotic organism search (SOS) framework. The performance of the algorithm was evaluated on a set of benchmark instances and compared results with best known solution. The computational results show that the proposed algorithm can produce good solution as a preliminary testing. These results indicated that the proposed SOS can be applied as an alternative to solve the capacitated vehicle routing problem.

Keywords: symbiotic organism search, capacitated vehicle routing problem, metaheuristic

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Authors: Saeideh Salimpour, Sophie-Charlotte Viaux, Ahmed Azab, Mohammed Fazle Baki

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The Facility Layout Problem (FLP) is key to the efficient and cost-effective operation of a system. This paper presents a hybrid heuristic- and mathematical-programming-based approach that divides the problem conceptually into those of clustering and sequencing. First, clusters of vertically aligned facilities are formed, which are later on sequenced horizontally. The developed methodology provides promising results in comparison to its counterparts in the literature by minimizing the inter-distances for facilities which have more interactions amongst each other and aims at placing the facilities with more interactions at the centroid of the shop.

Keywords: clustering-sequencing approach, mathematical modeling, optimization, unequal facility layout problem

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Authors: Xu LiYun, Briand Florent, Fan GuoLiang

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The loop-layout design problem (LLDP) aims at optimizing the sequence of positioning of the machines around the cyclic production line. Traffic congestion is the usual criteria to minimize in this type of problem, i.e. the number of additional cycles spent by each part in the network until the completion of its required routing sequence of machines. This paper aims at applying several improvements mechanisms such as a positioned-based crossover operator for the Genetic Algorithm (GA) called a Two Points Crossover (TPC) and an offspring selection process. The performance of the improved GA is measured using well-known examples from literature and compared to other evolutionary algorithms. Good results show that GA can still be competitive for this type of problem against more recent evolutionary algorithms.

Keywords: crossover, genetic algorithm, layout design problem, loop-layout, manufacturing optimization

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Authors: F. Debbat, F. T. Bendimerad

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The efficient frequency assignment for radio communications becomes more and more crucial when developing new information technologies and their applications. It is consists in defining an assignment of frequencies to radio links, to be established between base stations and mobile transmitters. Separation of the frequencies assigned is necessary to avoid interference. However, unnecessary separation causes an excess requirement for spectrum, the cost of which may be very high. This problem is NP-hard problem which cannot be solved by conventional optimization algorithms. It is therefore necessary to use metaheuristic methods to solve it. This paper proposes Hybrid approach based on simulated annealing (SA) and Tabu Search (TS) methods to solve this problem. Computational results, obtained on a number of standard problem instances, testify the effectiveness of the proposed approach.

Keywords: cellular mobile communication, frequency assignment problem, optimization, tabu search, simulated annealing

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Authors: Taiyo Matsumura, Kuninori Takahashi, Takashi Ono

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The purpose of this research is to improve the convenience of waiting for trains at level crossings and stations and to prevent accidents resulting from forcible entry into level crossings, by providing level crossing users and passengers with information that tells them when the next train will pass through or arrive. For this paper, we proposed methods for estimating operation by means of an average value method, variable response smoothing method, and exponential smoothing method, on the basis of open data, which has low accuracy, but for which performance schedules are distributed in real time. We then examined the accuracy of the estimations. The results showed that the application of an exponential smoothing method is valid.

Keywords: exponential smoothing method, open data, operation estimation, train schedule

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Authors: P. Parthiban, Sonu Rajak, R. Dhanalakshmi

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This paper presents an Ant Colony Optimization (ACO) approach, combined with a Speed Optimization Algorithm (SOA) to solve the Vehicle Routing Problem (VRP) with environmental considerations, which is well known as Pollution-Routing Problem (PRP). It consists of routing a number of vehicles to serve a set of customers, and determining fuel consumption, driver wages and their speed on each route segment, while respecting the capacity constraints and time windows. Since VRP is NP-hard problem, so PRP also a NP-hard problem, which requires metaheuristics to solve this type of problems. The proposed solution method consists of two stages. Stage one is to solve a Vehicle Routing Problem with Time Window (VRPTW) using ACO and in the second stage, a SOA is run on the resulting VRPTW solution. Given a vehicle route, the SOA consists of finding the optimal speed on each arc of the route to minimize an objective function comprising fuel consumption costs and driver wages. The proposed algorithm tested on benchmark problem, the preliminary results show that the proposed algorithm can provide good solutions within reasonable computational time.

Keywords: ant colony optimization, CO2 emissions, speed optimization, vehicle routing

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Authors: Dávid Csercsik, Péter Kádár

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In the case of the proposed method, the problem is parallelized by considering multiple possible mode of operation profiles, which determine the range in which the generators operate in each period. For each of these profiles, the optimization is carried out independently, and the best resulting dispatch is chosen. For each such profile, the resulting problem is a quadratic programming (QP) problem with a potentially negative definite Q quadratic term, and constraints depending on the actual operation profile. In this paper we analyze the performance of available MATLAB optimization methods and solvers for the corresponding QP.

Keywords: optimization, MATLAB, quadratic programming, economic dispatch

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Authors: Sami Mestiri, Abdeljelil Farhat

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The aim of this current paper is to predict the credit risk of banks in Tunisia, over the period (2000-2005). For this purpose, two methods for the estimation of the logistic regression model with random effects: Penalized Quasi Likelihood (PQL) method and Gibbs Sampler algorithm are applied. By using the information on a sample of 528 Tunisian firms and 26 financial ratios, we show that Bayesian approach improves the quality of model predictions in terms of good classification as well as by the ROC curve result.

Keywords: forecasting, credit risk, Penalized Quasi Likelihood, Gibbs Sampler, logistic regression with random effects, curve ROC

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Authors: Mohammad Tarek Al Muallim, Ozhan Duzenli, Ceyhun Ilguy

Abstract:

Passive sonar is a method for detecting acoustic signals in the ocean. It detects the acoustic signals emanating from external sources. With passive sonar, we can determine the bearing of the target only, no information about the range of the target. Target Motion Analysis (TMA) is a process to estimate the position and speed of a target using passive sonar information. Since bearing is the only available information, the TMA technique called Bearing-only TMA. Many TMA techniques have been developed. However, until now, there is not a very effective method that could be used to always track an unknown target and extract its moving trace. In this work, a design of effective Bearing-only TMA Algorithm is done. The measured bearing angles are very noisy. Moreover, for multi-beam sonar, the measurements is quantized due to the sonar beam width. To deal with this, modified gain extended Kalman filter algorithm is used. The algorithm is fine-tuned, and many modules are added to improve the performance. A special validation gate module is used to insure stability of the algorithm. Many indicators of the performance and confidence level measurement are designed and tested. A new method to detect if the target is maneuvering is proposed. Moreover, a reactive optimal observer maneuver based on bearing measurements is proposed, which insure converging to the right solution all of the times. To test the performance of the proposed TMA algorithm a simulation is done with a MATLAB program. The simulator program tries to model a discrete scenario for an observer and a target. The simulator takes into consideration all the practical aspects of the problem such as a smooth transition in the speed, a circular turn of the ship, noisy measurements, and a quantized bearing measurement come for multi-beam sonar. The tests are done for a lot of given test scenarios. For all the tests, full tracking is achieved within 10 minutes with very little error. The range estimation error was less than 5%, speed error less than 5% and heading error less than 2 degree. For the online performance estimator, it is mostly aligned with the real performance. The range estimation confidence level gives a value equal to 90% when the range error less than 10%. The experiments show that the proposed TMA algorithm is very robust and has low estimation error. However, the converging time of the algorithm is needed to be improved.

Keywords: target motion analysis, Kalman filter, passive sonar, bearing-only tracking

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