Search results for: stochastic model

Authors: Achouri Fatima, Chouicha Kaddour

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The main parameters affecting the workability are the water content, particle size, and the total surface of the grains, as long as the mixing water begins by wetting the surface of the grains and then fills the voids between the grains to form entrapped water, the quantity of water remaining is called free water. The aim is to undertake a fractal approach through the relationship between the concrete formulation parameters and workability, to develop this approach a series of concrete taken from the literature was investigated by varying formulation parameters such as G / S, the quantity of cement C and the quantity of mixing water E. We also call on other model as the model for the thickness of the water layer and model of the thickness of the paste layer to judge their relevance, hence the following results : the relevance of the model of the thickness of the water layer is considered relevant when there is a variation in the water quantity, the model of the thickness of the layer of the paste is only applicable if we consider that the paste is made with the grain value Dmax = 2.85: value from which we see a stable model.

Keywords: concrete, fractal method, paste thickness, water thickness, workability

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Authors: Abdullah E. Al-Mazrooei

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In this paper, we present a new kind of the bilinear systems in the form of state space model. The evolution of this system depends on the product of state vector by its self. The well known Lotak Volterra and Lorenz models are special cases of this new model. We also present here a generalization of Kalman filter which is suitable to work with the new bilinear model. An application to real measurements is introduced to illustrate the efficiency of the proposed algorithm.

Keywords: bilinear systems, state space model, Kalman filter, application, models

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Authors: S. A. Al-Qallaf, S. A. Al-Mawsawi, A. Haider

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In order to evaluate the performance of a unified power flow controller (UPFC), mathematical models for steady state and dynamic analysis are to be developed. The steady state model is mainly concerned with the incorporation of the UPFC in load flow studies. Several load flow models for UPFC have been introduced in literature, and one of the most reliable models is the decoupled UPFC model. In spite of UPFC decoupled load flow model simplicity, it is more robust compared to other UPFC load flow models and it contains unique capabilities. Some shortcoming such as additional set of nonlinear equations are to be solved separately after the load flow solution is obtained. The aim of this study is to investigate the different control strategies that can be realized in the decoupled load flow model (individual control and combined control), and the impact of the location of the UPFC in the network on its control parameters.

Keywords: UPFC, decoupled model, load flow, control parameters

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Authors: Sana Ridene, Soumaya Sayeb, Houda Helali, Mohammed Ben Hassen

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Nonwoven structures have a range of applications which include Medical, filtration, geotextile and recently this unconventional fabric is finding a niche in fashion apparel. In this paper, a modified form of Vangheluwe rheological model is used to describe the mechanical behavior of nonwovens fabrics in uniaxial tension. This model is an association in parallel of three Maxwell elements characterized by damping coefficients η1, η2 and η3 and E1, E2, E3 elastic modulus and a nonlinear spring C. The model is verified experimentally with two types of nonwovens (50% viscose /50% Polyester) and (40% viscose/60% Polyester) and a range of three square weights values. Comparative analysis of the theoretical model and the experimental results of tensile test proofs a high correlation between them. The proposed model can fairly well replicate the behavior of nonwoven fabrics during relaxation and sample traction. This allowed us to predict the mechanical behavior in tension and relaxation of fabrics starting only from their technical parameters (composition and weight).

Keywords: mechanical behavior, tensile strength, relaxation, rheological model

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Authors: Nicolas Delcey, Philippe Baucour, Didier Chamagne, Geneviève Wimmer, Auditeau Gérard, Bausseron Thomas, Bouger Odile, Blanvillain Gérard

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This paper proposes a thermal study of the catenary/pantograph interface for a train in motion. A 2.5D complex model of the pantograph strip has been defined and created by a coupling between a 1D and a 2D model. Experimental and simulation results are presented and with a comparison allow validating the 2.5D model. Some physical phenomena are described and presented with the help of the model such as the stagger motion thermal effect, particular heats and the effect of the material characteristics. Finally it is possible to predict the critical thermal configuration during a train trip.

Keywords: electro-thermal studies, mathematical optimizations, multi-physical approach, numerical model, pantograph strip wear

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Authors: Gulfam Haider, sana danish

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Convolutional Neural Networks (CNNs) have emerged as powerful tools for image classification, and the choice of optimizers profoundly affects their performance. The study of optimizers and their adaptations remains a topic of significant importance in machine learning research. While numerous studies have explored and advocated for various optimizers, the efficacy of these optimization techniques is still subject to scrutiny. This work aims to address the challenges surrounding the effectiveness of optimizers by conducting a comprehensive analysis and evaluation. The primary focus of this investigation lies in examining the performance of different optimizers when employed in conjunction with the popular activation function, Rectified Linear Unit (ReLU). By incorporating ReLU, known for its favorable properties in prior research, the aim is to bolster the effectiveness of the optimizers under scrutiny. Specifically, we evaluate the adjustment of these optimizers with both the original Softmax activation function and the modified ReLU activation function, carefully assessing their impact on overall performance. To achieve this, a series of experiments are conducted using a well-established benchmark dataset for image classification tasks, namely the Canadian Institute for Advanced Research dataset (CIFAR-10). The selected optimizers for investigation encompass a range of prominent algorithms, including Adam, Root Mean Squared Propagation (RMSprop), Adaptive Learning Rate Method (Adadelta), Adaptive Gradient Algorithm (Adagrad), and Stochastic Gradient Descent (SGD). The performance analysis encompasses a comprehensive evaluation of the classification accuracy, convergence speed, and robustness of the CNN models trained with each optimizer. Through rigorous experimentation and meticulous assessment, we discern the strengths and weaknesses of the different optimization techniques, providing valuable insights into their suitability for image classification tasks. By conducting this in-depth study, we contribute to the existing body of knowledge surrounding optimizers in CNNs, shedding light on their performance characteristics for image classification. The findings gleaned from this research serve to guide researchers and practitioners in making informed decisions when selecting optimizers and activation functions, thus advancing the state-of-the-art in the field of image classification with convolutional neural networks.

Keywords: deep neural network, optimizers, RMsprop, ReLU, stochastic gradient descent

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Authors: Yasser F. Hassan

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In this paper, a proposed model of cellular automata is studied by means of fractional integral function. A cellular automaton is a decentralized computing model providing an excellent platform for performing complex computation with the help of only local information. The paper discusses how using fractional integral function for representing cellular automata memory or state. The architecture of computing and learning model will be given and the results of calibrating of approach are also given.

Keywords: fractional integral, cellular automata, memory, learning

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Authors: Dilina Janadith Nawarathne

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This article presents the initial development of a communication model (Model_isi) as the means of gathering, preserving and transferring indigenous knowledge in the field of knowledge management. The article first discusses the need for an appropriate complimentary model for indigenous knowledge management which differs from the existing methods and models. Then the paper suggests the newly developed model for indigenous knowledge management which generate as result of blending key aspects of different disciplines, which can be implemented as a complementary approach for the existing scientific method. The paper further presents the effectiveness of the developed method in reflecting upon a pilot demonstration carried out on selected indigenous communities of Sri Lanka.

Keywords: indigenous knowledge management, knowledge transferring, tacit knowledge, research model, asian centric philosophy

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Authors: Pingshan Chen, Zhiliang Dong

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In order to estimate the post-construction settlement more objectively, the power-polynomial model is proposed, which can reflect the trend of settlement development based on the observed settlement data. It was demonstrated by an actual case history of an embankment, and during the prediction. Compared with the other three prediction models, the power-polynomial model can estimate the post-construction settlement more accurately with more simple calculation.

Keywords: prediction, model, post-construction settlement, soft ground

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Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke

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The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.

Keywords: generalized autoregressive score model, South Africa, stock returns, time-varying

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Authors: Abdur Rosyid, Mohamed El-Madany, Mohanad Alata

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Due to simplicity and low cost, rotordynamic system is often modeled by using lumped parameters. Recently, finite elements have been used to model rotordynamic system as it offers higher accuracy. However, it involves high degrees of freedom. In some applications such as control design, this requires higher cost. For this reason, various model reduction methods have been proposed. This work demonstrates the quality of model reduction of rotor-bearing-support system through substructuring. The quality of the model reduction is evaluated by comparing some first natural frequencies, modal damping ratio, critical speeds and response of both the full system and the reduced system. The simulation shows that the substructuring is proven adequate to reduce finite element rotor model in the frequency range of interest as long as the numbers and the locations of master nodes are determined appropriately. However, the reduction is less accurate in an unstable or nearly-unstable system.

Keywords: rotordynamic, finite element model, timoshenko beam, 3D solid elements, Guyan reduction method

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Authors: N. Naga Subrahmanyeswara Rao, Parag Arvind Deshpande

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Understanding nucleotide synthesis reaction of any organism is beneficial to know the growth of it as in Mycobacterium tuberculosis to design anti TB drug. One of the reactions of de novo pathway which takes place in all organisms was considered. The reaction takes places between phosphoribosyl pyrophosphate and orotate catalyzed by orotate phosphoribosyl transferase and divalent metal ion gives orotdine monophosphate, a nucleotide. All the reaction steps of three experimentally proposed mechanisms for this reaction were considered to develop kinetic rate expression. The model was validated using the data for four organisms. This model could successfully describe the kinetics for the reported data. The developed model can serve as a reliable model to describe the kinetics in new organisms without the need of mechanistic determination. So an organism-independent model was developed.

Keywords: mechanism, nucleotide, organism, tuberculosis

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Authors: C. Cohen, O. Levi

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This work introduces a generalization of the classical Tullock’s model of one-stage contests under complete information with multiple unlimited numbers of contestants. In classical Tullock’s model, the contest winner is not necessarily the highest bidder. Instead, the winner is determined according to a draw in which the winning probabilities are the relative contestants’ efforts. The Tullock modeling fits well political contests, in which the winner is not necessarily the highest effort contestant. This work presents a modified model which uses a simple non-discriminating rule, namely, a parameter to influence the total costs planned for an election, for example, the contest designer can control the contestants' efforts. The winner pays a fee, and the losers are reimbursed the same amount. Our proposed model includes a mechanism that controls the efforts exerted and balances competition, creating a tighter, less predictable and more interesting contest. Additionally, the proposed model follows the fairness criterion in the sense that it does not alter the contestants' probabilities of winning compared to the classic Tullock’s model. We provide an analytic solution for the contestant's optimal effort and expected reward.

Keywords: contests, Tullock's model, political elections, control expenses

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Authors: Deeksha Arora

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The study aims to explore the applicability of the widely used asset pricing models, namely, Capital Asset Pricing Model (CAPM) and the Fama-French Four Factor Model in the Indian equity market. The study will be based on the companies that form part of the Nifty Fifty Index for a period of five years: 2011 to 2016. The asset pricing model is examined by forming portfolios on the basis of three variables – market capitalization (size effect), book-to-market equity ratio (value effect) and profitability. The study provides a basis to test the presence of the Fama-French Four factor model in Indian stock market. This study may provide a basis for future research in the generalized asset pricing model comprising of multiple risk factors.

Keywords: book to market equity, Fama French four factor model, market capitalization, profitability, size effect, value effect

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Authors: Abdellahi Cheikh

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With the emergence of quantum computers with very powerful capabilities, the security of the exchange of shared keys between two interlocutors poses a big problem in terms of the rapid development of technologies such as computing power and computing speed. Therefore, the Diffie-Hellmann (DH) algorithm is more vulnerable than ever. No mechanism guarantees the security of the key exchange, so if an intermediary manages to intercept it, it is easy to intercept. In this regard, several studies have been conducted to improve the security of key exchange between two interlocutors, which has led to interesting results. The modification made on our model Diffie-Hellman-RSA-AES (DRA), which encrypts the information exchanged between two users using the three-encryption algorithms DH, RSA and AES, by using stenographic photos to hide the contents of the p, g and ClesAES values that are sent in an unencrypted state at the level of DRA model to calculate each user's public key. This work includes a comparative study between the DRA model and all existing solutions, as well as the modification made to this model, with an emphasis on the aspect of reliability in terms of security. This study presents a simulation to demonstrate the effectiveness of the modification made to the DRA model. The obtained results show that our model has a security advantage over the existing solution, so we made these changes to reinforce the security of the DRA model.

Keywords: Diffie-Hellmann, DRA, RSA, advanced encryption standard

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Authors: Mehrzad Abdi Khalife, Iraj Mahdavi

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This paper presents the agile model for project management process. For project management process, the Project Management Body of Knowledge (PMBOK) guideline has been selected as platform. Combination of computational science and artificial intelligent methodology has been added to the guideline to transfer the standard to agile project management process. The model is the combination of practical standard, computational science and artificial intelligent. In this model, we present communication model and protocols to keep process agile. Here, we illustrate the collaboration man and machine in project management area with artificial intelligent approach.

Keywords: artificial intelligent, conceptual model, man-machine collaboration, project management, standard

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Authors: Manoja Rajalakshmi Aravindakshana, Devleena Ghosha, Chittaranjan Mandala, K. V. Venkateshb, Jit Sarkarc, Partha Chakrabartic, Sujay K. Maity

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Oral Glucose Tolerance Test (OGTT) is the primary test used to diagnose type 2 diabetes mellitus (T2DM) in a clinical setting. Analysis of OGTT data using the Oral Minimal Model (OMM) along with the rate of appearance of ingested glucose (Ra) is performed to study differences in model parameters for control and T2DM groups. The differentiation of parameters of the model gives insight into the behaviour and physiology of T2DM. The model is also studied to find parameter differences among obese and non-obese T2DM subjects and the sensitive parameters were co-related to the known physiological findings. Sensitivity analysis is performed to understand changes in parameter values with model output and to support the findings, appropriate statistical tests are done. This seems to be the first preliminary application of the OMM with obesity as a distinguishing factor in understanding T2DM from estimated parameters of insulin-glucose model and relating the statistical differences in parameters to diabetes pathophysiology.

Keywords: oral minimal model, OGTT, obese and non-obese T2DM, mathematical modeling, parameter estimation

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Authors: Khaled Salah

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Model order reduction has been one of the most challenging topics in the past years. In this paper, a hybrid solution of genetic algorithm (GA) and simulated annealing algorithm (SA) are used to approximate high-order transfer functions (TFs) to lower-order TFs. In this approach, hybrid algorithm is applied to model order reduction putting in consideration improving accuracy and preserving the properties of the original model which are two important issues for improving the performance of simulation and computation and maintaining the behavior of the original complex models being reduced. Compared to conventional mathematical methods that have been used to obtain a reduced order model of high order complex models, our proposed method provides better results in terms of reducing run-time. Thus, the proposed technique could be used in electronic design automation (EDA) tools.

Keywords: genetic algorithm, simulated annealing, model reduction, transfer function

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Authors: N. V. Kuznetsov, O. A. Kuznetsova, G. A. Leonov, M. V. Yuldashev, R. V. Yuldashev

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Nonlinear analysis of the phase locked loop (PLL)-based circuits is a challenging task. Thus, the simulation is widely used for their study. In this work, we consider a mathematical model of the optical Costas loop and demonstrate the limitations of simulation approach related to the existence of so-called hidden oscillations in the phase space of the model.

Keywords: optical Costas loop, mathematical model, simulation, hidden oscillation

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Authors: Julio Kauss, Miguel Cadillo, David Mauricio

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E-commerce is a business model that allows companies to optimize the processes of buying, selling, transferring goods and exchanging services through computer networks or the Internet. In Peru, the electronic commerce is used infrequently. This situation is due, in part to the fact that there is no model that allows companies to implement an e-commerce solution, which means that most SMEs do not have adequate knowledge to adapt to electronic commerce. In this work, a reference model is proposed for the implementation of an e-commerce solution in Peruvian SMEs in the retail sector. It consists of five phases: Business Analysis, Business Modeling, Implementation, Post Implementation and Results. The present model was validated in a SME of the Peruvian retail sector through the implementation of an electronic commerce platform, through which the company increased its sales through the delivery channel by 10% in the first month of deployment. This result showed that the model is easy to implement, is economical and agile. In addition, it allowed the company to increase its business offer, adapt to e-commerce and improve customer loyalty.

Keywords: e-commerce, retail, SMEs, reference model

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Authors: Onur Kaya, Halit Bayer

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Global grocery and supermarket sales are among the largest markets in the world and perishable products such as fresh produce, dairy and meat constitute the biggest section of these markets. Due to their deterioration over time, the demand for these products depends highly on their freshness. They become totally obsolete after a certain amount of time causing a high amount of wastage and decreases in grocery profits. In addition, customers are asking for higher product variety in perishable product categories, leading to less predictable demand per product and to more out-dating. Effective management of these perishable products is an important issue since it is observed that billions of dollars’ worth of food is expired and wasted every month. We consider coordinated inventory and pricing decisions for perishable products with a time and price dependent random demand function. We use stochastic dynamic programming to model this system for both periodically-reviewed and continuously-reviewed inventory systems and prove certain structural characteristics of the optimal solution. We prove that the optimal ordering decision scenario has a monotone structure and the optimal price value decreases by time. However, the optimal price changes in a non-monotonic structure with respect to inventory size. We also analyze the effect of 1 different parameters on the optimal solution through numerical experiments. In addition, we analyze simple-to-implement heuristics, investigate their effectiveness and extract managerial insights. This study gives valuable insights about the management of perishable products in order to decrease wastage and increase profits.

Keywords: age-dependent demand, dynamic programming, perishable inventory, pricing

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Authors: Do-Jin Jang, Sung-Ah Kim

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In designing a kinetic façade, it is hard for the designer to make digital models due to its complex geometry with motion. This paper aims to present a methodology of converting a point cloud of a physical model into a single digital model with a certain topology and motion. The method uses a Microsoft Kinect sensor, and color markers were defined and applied to three paper folding-inspired designs. Although the resulted digital model cannot represent the whole folding range of the physical model, the method supports the designer to conduct a performance-oriented design process with the rough physical model in the reduced folding range.

Keywords: design media, kinetic facades, tangible user interface, 3D scanning

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Authors: Houcine Naim, Abdelatif Hassini, Noureddine Benabadji, Alex Van Den Bossche

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In this paper, two models to estimate the overall monthly average daily radiation on a horizontal surface were applied to the site of Oran (35.38 ° N, 0.37 °W). We present a comparison between the first one is a regression equation of the Angstrom type and the second model is developed by the present authors some modifications were suggested using as input parameters: the astronomical parameters as (latitude, longitude, and altitude) and meteorological parameters as (relative humidity). The comparisons are made using the mean bias error (MBE), root mean square error (RMSE), mean percentage error (MPE), and mean absolute bias error (MABE). This comparison shows that the second model is closer to the experimental values that the model of Angstrom.

Keywords: meteorology, global radiation, Angstrom model, Oran

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Authors: Nurulnadwan Aziz, Ariffin Abdul Mutalib, Siti Mahfuzah Sarif

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This paper reports an ongoing project regarding the development of Conceptual Design Model of Assistive Courseware for Low Vision (AC4LV) learners. Having developed the intended model, it has to be validated prior to producing it as guidance for the developers to develop an AC4LV. This study requires two phases of validation process which are through expert review and prototyping method. This paper presents a part of the validation process which is findings from experts review on Conceptual Design Model of AC4LV which has been carried out through a questionnaire. Results from 12 international and local experts from various respectable fields in Human-Computer Interaction (HCI) were discussed and justified. In a nutshell, reviewed Conceptual Design Model of AC4LV was formed. Future works of this study are to validate the reviewed model through prototyping method prior to testing it to the targeted users.

Keywords: assistive courseware, conceptual design model, expert review, low vision learners

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Authors: Ehsan Mehryaar

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The rate of penetration is (RoP) one of the vital factors in the cost and time of tunnel boring projects; therefore, predicting it can lead to a substantial increase in the efficiency of the project. RoP is heavily dependent geological properties of the project site and TBM properties. In this study, 151-point data from Queen’s water tunnel is collected, which includes unconfined compression strength, peak slope index, angle with weak planes, and distance between planes of weaknesses. Since the size of the data is small, it was observed that it is imbalanced. To solve that problem synthetic minority oversampling technique is utilized. The model based on the model tree is proposed, where each leaf consists of a support vector machine model. Proposed model performance is then compared to existing empirical equations in the literature.

Keywords: Model tree, SMOTE, rate of penetration, TBM(tunnel boring machine), SVM

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Authors: Mahdi Rahimi, Mohammad Mahdi Mojahedian, Mohammad Reza Aref

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In this paper, a cellular communication scenario with a transmitter and an authorized user is considered to analyze its secrecy in the face of eavesdroppers and the interferences propagated unintentionally through the communication network. It is also assumed that some D2D pairs and eavesdroppers are randomly located in the cell. Assuming hardware impairment, perfect connection probability is analytically calculated, and upper bound is provided for the secrecy outage probability. In addition, a method based on random activation of D2Ds is proposed to improve network security. Finally, the analytical results are verified by simulations.

Keywords: physical layer security, stochastic geometry, device-to-device, hardware impairment

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Authors: Sina Saadati, Mohammadreza Razzazi

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In this article, we have tried to present an agent-based model of human muscle. A suitable model of muscle is necessary for the analysis of mankind's movements. It can be used by clinical researchers who study the influence of motion sicknesses, like Parkinson's disease. It is also useful in the development of a prosthesis that receives the electromyography signals and generates force as a reaction. Since we have focused on computational efficiency in this research, the model can compute the calculations very fast. As far as it concerns prostheses, the model can be known as a charge-efficient method. In this paper, we are about to illustrate an agent-based model. Then, we will use it to simulate the human gait cycle. This method can also be done reversely in the analysis of gait in motion sicknesses.

Keywords: agent-based modeling and simulation, human muscle, gait cycle, motion sickness

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Authors: Hasik Lee, Seung-Young Kho

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Nowadays, automatic fare collection (AFC) system is widely used in many countries. However, smart card data from many of cities does not contain alighting information which is necessary to build OD matrices. Therefore, in order to utilize smart card data, destinations of passengers should be estimated. In this paper, kernel density estimation was used to forecast probabilities of alighting stations of bus passengers and applied to smart card data in Seoul, Korea which contains boarding and alighting information. This method was also validated with actual data. In some cases, stochastic method was more accurate than deterministic method. Therefore, it is sufficiently accurate to be used to build OD matrices.

Keywords: destination estimation, Kernel density estimation, smart card data, validation

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Authors: Wanhyun Cho, Soonja Kang, Sanggoon Kim, Soonyoung Park

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We present probabilistic multinomial Dirichlet classification model for multidimensional data and Gaussian process priors. Here, we have considered an efficient computational method that can be used to obtain the approximate posteriors for latent variables and parameters needed to define the multiclass Gaussian process classification model. We first investigated the process of inducing a posterior distribution for various parameters and latent function by using the variational Bayesian approximations and important sampling method, and next we derived a predictive distribution of latent function needed to classify new samples. The proposed model is applied to classify the synthetic multivariate dataset in order to verify the performance of our model. Experiment result shows that our model is more accurate than the other approximation methods.

Keywords: multinomial dirichlet classification model, Gaussian process priors, variational Bayesian approximation, importance sampling, approximate posterior distribution, marginal likelihood evidence

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Authors: Mahacine Amrani

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This paper aims at reviewing some Moroccan industrial applications of wavelet especially in the dynamic identification of a process model using Haar wavelet mother response. Two recent Moroccan study cases are described using dynamic data originated by a distillation column and an industrial polyethylene process plant. The purpose of the wavelet scheme is to build on-line dynamic models. In both case studies, a comparison is carried out between the Haar wavelet mother response model and a linear difference equation model. Finally it concludes, on the base of the comparison of the process performances and the best responses, which may be useful to create an estimated on-line internal model control and its application towards model-predictive controllers (MPC). All calculations were implemented using AutoSignal Software.

Keywords: process performance, model, wavelets, Haar, Moroccan

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