Search results for: associated probabilities of a fuzzy measure
Commenced in January 2007
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Edition: International
Paper Count: 4027

Search results for: associated probabilities of a fuzzy measure

3427 Portfolio Optimization with Reward-Risk Ratio Measure Based on the Mean Absolute Deviation

Authors: Wlodzimierz Ogryczak, Michal Przyluski, Tomasz Sliwinski

Abstract:

In problems of portfolio selection, the reward-risk ratio criterion is optimized to search for a risky portfolio with the maximum increase of the mean return in proportion to the risk measure increase when compared to the risk-free investments. In the classical model, following Markowitz, the risk is measured by the variance thus representing the Sharpe ratio optimization and leading to the quadratic optimization problems. Several Linear Programming (LP) computable risk measures have been introduced and applied in portfolio optimization. In particular, the Mean Absolute Deviation (MAD) measure has been widely recognized. The reward-risk ratio optimization with the MAD measure can be transformed into the LP formulation with the number of constraints proportional to the number of scenarios and the number of variables proportional to the total of the number of scenarios and the number of instruments. This may lead to the LP models with huge number of variables and constraints in the case of real-life financial decisions based on several thousands scenarios, thus decreasing their computational efficiency and making them hardly solvable by general LP tools. We show that the computational efficiency can be then dramatically improved by an alternative model based on the inverse risk-reward ratio minimization and by taking advantages of the LP duality. In the introduced LP model the number of structural constraints is proportional to the number of instruments thus not affecting seriously the simplex method efficiency by the number of scenarios and therefore guaranteeing easy solvability. Moreover, we show that under natural restriction on the target value the MAD risk-reward ratio optimization is consistent with the second order stochastic dominance rules.

Keywords: portfolio optimization, reward-risk ratio, mean absolute deviation, linear programming

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3426 Ground States of Structure of Even ¹⁰⁴-¹⁰⁶ Ru Isotopes

Authors: I. Hossain, Huda H. Kassim, Fadhil I. Sharrad, Said A. Mansour

Abstract:

In this conference, we apply the interacting boson model-1 (IBM-1) formula for U(5) symmetry in order to calculate the energy levels and reduced transition probabilities for a few yrast transitions in Ru with neutron N=60, 62. The neutron rich even-even isotopes of Ru are very interesting to investigate using IBM-1, because even 104,106Ru isotopes are great consequence due to excited near the magic number 50. The calculation of ground state band and B(E2) values using IBM-1 for Z=44 are not calculated to describe the valuable information of nuclear structure by U(5) limit. The parameters in the formula are deduced based on the experimental energy level and value of B(E2, 2+->0+). The yrast states and transition strength B(E2) from 1st 4+ to 1st 2+, 1st 6+ to 1st 4+ and 1st 8+ to 1st 6+ states of Ru for even N= 60, 62 were calculated. The quadrupole moments, deformation parameters and U(5) limit were discussed for those nuclei.

Keywords: B(E2), energy level, ¹⁰⁴Ru, ¹⁰⁶Ru

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3425 Active Islanding Detection Method Using Intelligent Controller

Authors: Kuang-Hsiung Tan, Chih-Chan Hu, Chien-Wu Lan, Shih-Sung Lin, Te-Jen Chang

Abstract:

An active islanding detection method using disturbance signal injection with intelligent controller is proposed in this study. First, a DC\AC power inverter is emulated in the distributed generator (DG) system to implement the tracking control of active power, reactive power outputs and the islanding detection. The proposed active islanding detection method is based on injecting a disturbance signal into the power inverter system through the d-axis current which leads to a frequency deviation at the terminal of the RLC load when the utility power is disconnected. Moreover, in order to improve the transient and steady-state responses of the active power and reactive power outputs of the power inverter, and to further improve the performance of the islanding detection method, two probabilistic fuzzy neural networks (PFNN) are adopted to replace the traditional proportional-integral (PI) controllers for the tracking control and the islanding detection. Furthermore, the network structure and the online learning algorithm of the PFNN are introduced in detail. Finally, the feasibility and effectiveness of the tracking control and the proposed active islanding detection method are verified with experimental results.

Keywords: distributed generators, probabilistic fuzzy neural network, islanding detection, non-detection zone

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3424 Prioritization in a Maintenance, Repair and Overhaul (MRO) System Based on Fuzzy Logic at Iran Khodro (IKCO)

Authors: Izadi Banafsheh, Sedaghat Reza

Abstract:

Maintenance, Repair, and Overhaul (MRO) of machinery are a key recent issue concerning the automotive industry. It has always been a debated question what order or priority should be adopted for the MRO of machinery. This study attempts to examine several criteria including process sensitivity, average time between machine failures, average duration of repair, availability of parts, availability of maintenance personnel and workload through a literature review and experts survey so as to determine the condition of the machine. According to the mentioned criteria, the machinery were ranked in four modes below: A) Need for inspection, B) Need for minor repair, C) Need for part replacement, and D) Need for major repair. The Fuzzy AHP was employed to determine the weighting of criteria. At the end, the obtained weights were ranked through the AHP for each criterion, three groups were specified: shaving machines, assembly and painting in four modes. The statistical population comprises the elite in the Iranian automotive industry at IKCO covering operation managers, CEOs and maintenance professionals who are highly specialized in MRO and perfectly knowledgeable in how the machinery function. The information required for this study were collected from both desk research and field review, which eventually led to construction of a questionnaire handed out to the sample respondents in order to collect information on the subject matter. The results of the AHP for weighting the criteria revealed that the availability of maintenance personnel was the top priority at coefficient of 0.206, while the process sensitivity took the last priority at coefficient of 0.066. Furthermore, the results of TOPSIS for prioritizing the IKCO machinery suggested that at the mode where there is need for inspection, the assembly machines took the top priority while paining machines took the third priority. As for the mode where there is need for minor repairs, the assembly machines took the top priority while the third priority belonged to the shaving machines. As for the mode where there is need for parts replacement, the assembly machines took the top priority while the third belonged to the paining machinery. Finally, as for the mode where there is need for major repair, the assembly machines took the top priority while the third belonged to the paining machinery.

Keywords: maintenance, repair, overhaul, MRO, prioritization of machinery, fuzzy logic, AHP, TOPSIS

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3423 Interval Estimation for Rainfall Mean in Northeastern Thailand

Authors: Nitaya Buntao

Abstract:

This paper considers the problems of interval estimation for rainfall mean of the lognormal distribution and the delta-lognormal distribution in Northeastern Thailand. We present here the modified generalized pivotal approach (MGPA) compared to the modified method of variance estimates recovery (MMOVER). The performance of each method is examined in term of coverage probabilities and average lengths by Monte Carlo simulation. An extensive simulation study indicates that the MMOVER performs better than the MGPA approach in terms of the coverage probability; it results in highly accurate coverage probability.

Keywords: rainfall mean, interval estimation, lognormal distribution, delta-lognormal distribution

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3422 Measurement of Intellectual Capital in an Algerian Company

Authors: S. Brahmi, S. Aitouche, M. D. Mouss

Abstract:

Every modern company should measure the value of its intellectual capital and to report to complement the traditional annual balance sheets. The purpose of this work is to measure the intellectual capital in an Algerian company (or production system) using the Weightless Wealth Tool Kit (WWTK). The results of the measurement of intellectual capital are supplemented by traditional financial ratios. The measurement was applied to the National Company of Wells Services (ENSP) in Hassi Messaoud city, in the south of Algeria. We calculated the intellectual capital (intangible resources) of the ENSP to help the organization to better capitalize on its potential of workers and their know-how. The intangible value of the ENSP is evaluated at 16,936,173,345 DA in 2015.

Keywords: financial valuation, intangible capital, intellectual capital, intellectual capital measurement

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3421 Comparison Analysis of Fuzzy Logic Controler Based PV-Pumped Hydro and PV-Battery Storage Systems

Authors: Seada Hussen, Frie Ayalew

Abstract:

Integrating different energy resources, like solar PV and hydro, is used to ensure reliable power to rural communities like Hara village in Ethiopia. Hybrid power system offers power supply for rural villages by providing an alternative supply for the intermittent nature of renewable energy resources. The intermittent nature of renewable energy resources is a challenge to electrifying rural communities in a sustainable manner with solar resources. Major rural villages in Ethiopia are suffering from a lack of electrification, that cause our people to suffer deforestation, travel for long distance to fetch water, and lack good services like clinic and school sufficiently. The main objective of this project is to provide a balanced, stable, reliable supply for Hara village, Ethiopia using solar power with a pumped hydro energy storage system. The design of this project starts by collecting data from villages and taking solar irradiance data from NASA. In addition to this, geographical arrangement and location are also taken into consideration. After collecting this, all data analysis and cost estimation or optimal sizing of the system and comparison of solar with pumped hydro and solar with battery storage system is done using Homer Software. And since solar power only works in the daytime and pumped hydro works at night time and also at night and morning, both load will share to cover the load demand; this need controller designed to control multiple switch and scheduling in this project fuzzy logic controller is used to control this scenario. The result of the simulation shows that solar with pumped hydro energy storage system achieves good results than with a battery storage system since the comparison is done considering storage reliability, cost, storage capacity, life span, and efficiency.

Keywords: pumped hydro storage, solar energy, solar PV, battery energy storage, fuzzy logic controller

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3420 A Hyperexponential Approximation to Finite-Time and Infinite-Time Ruin Probabilities of Compound Poisson Processes

Authors: Amir T. Payandeh Najafabadi

Abstract:

This article considers the problem of evaluating infinite-time (or finite-time) ruin probability under a given compound Poisson surplus process by approximating the claim size distribution by a finite mixture exponential, say Hyperexponential, distribution. It restates the infinite-time (or finite-time) ruin probability as a solvable ordinary differential equation (or a partial differential equation). Application of our findings has been given through a simulation study.

Keywords: ruin probability, compound poisson processes, mixture exponential (hyperexponential) distribution, heavy-tailed distributions

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3419 Rashba Spin Orbit Interaction Effect on Multiphoton Optical Transitions in a Quantum Dot for Bioimaging

Authors: Pradip Kumar Jha, Manoj Kumar

Abstract:

We demonstrate in this work the effect of Rashba spin orbit interaction on multiphoton optical transitions of a quantum dot in the presence of THz laser field and external static magnetic field. This combination is solved by accurate non-perturbative Floquet theory. Investigations are made for the optical response of intraband transition between the various states of the conduction band with spin flipping. Enhancement and power broadening observed for excited states probabilities with increase of external fields are directly linked to the emission spectra of QD and will be useful for making future bioimaging devices.

Keywords: bioimaging, multiphoton processes, spin orbit interaction, quantum dot

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3418 Efficient Frontier: Comparing Different Volatility Estimators

Authors: Tea Poklepović, Zdravka Aljinović, Mario Matković

Abstract:

Modern Portfolio Theory (MPT) according to Markowitz states that investors form mean-variance efficient portfolios which maximizes their utility. Markowitz proposed the standard deviation as a simple measure for portfolio risk and the lower semi-variance as the only risk measure of interest to rational investors. This paper uses a third volatility estimator based on intraday data and compares three efficient frontiers on the Croatian Stock Market. The results show that range-based volatility estimator outperforms both mean-variance and lower semi-variance model.

Keywords: variance, lower semi-variance, range-based volatility, MPT

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3417 The Principle Probabilities of Space-Distance Resolution for a Monostatic Radar and Realization in Cylindrical Array

Authors: Anatoly D. Pluzhnikov, Elena N. Pribludova, Alexander G. Ryndyk

Abstract:

In conjunction with the problem of the target selection on a clutter background, the analysis of the scanning rate influence on the spatial-temporal signal structure, the generalized multivariate correlation function and the quality of the resolution with the increase pulse repetition frequency is made. The possibility of the object space-distance resolution, which is conditioned by the range-to-angle conversion with an increased scanning rate, is substantiated. The calculations for the real cylindrical array at high scanning rate are presented. The high scanning rate let to get the signal to noise improvement of the order of 10 dB for the space-time signal processing.

Keywords: antenna pattern, array, signal processing, spatial resolution

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3416 Estimating Destinations of Bus Passengers Using Smart Card Data

Authors: Hasik Lee, Seung-Young Kho

Abstract:

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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3415 Facial Emotion Recognition Using Deep Learning

Authors: Ashutosh Mishra, Nikhil Goyal

Abstract:

A 3D facial emotion recognition model based on deep learning is proposed in this paper. Two convolution layers and a pooling layer are employed in the deep learning architecture. After the convolution process, the pooling is finished. The probabilities for various classes of human faces are calculated using the sigmoid activation function. To verify the efficiency of deep learning-based systems, a set of faces. The Kaggle dataset is used to verify the accuracy of a deep learning-based face recognition model. The model's accuracy is about 65 percent, which is lower than that of other facial expression recognition techniques. Despite significant gains in representation precision due to the nonlinearity of profound image representations.

Keywords: facial recognition, computational intelligence, convolutional neural network, depth map

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3414 Unsupervised Detection of Burned Area from Remote Sensing Images Using Spatial Correlation and Fuzzy Clustering

Authors: Tauqir A. Moughal, Fusheng Yu, Abeer Mazher

Abstract:

Land-cover and land-use change information are important because of their practical uses in various applications, including deforestation, damage assessment, disasters monitoring, urban expansion, planning, and land management. Therefore, developing change detection methods for remote sensing images is an important ongoing research agenda. However, detection of change through optical remote sensing images is not a trivial task due to many factors including the vagueness between the boundaries of changed and unchanged regions and spatial dependence of the pixels to its neighborhood. In this paper, we propose a binary change detection technique for bi-temporal optical remote sensing images. As in most of the optical remote sensing images, the transition between the two clusters (change and no change) is overlapping and the existing methods are incapable of providing the accurate cluster boundaries. In this regard, a methodology has been proposed which uses the fuzzy c-means clustering to tackle the problem of vagueness in the changed and unchanged class by formulating the soft boundaries between them. Furthermore, in order to exploit the neighborhood information of the pixels, the input patterns are generated corresponding to each pixel from bi-temporal images using 3×3, 5×5 and 7×7 window. The between images and within image spatial dependence of the pixels to its neighborhood is quantified by using Pearson product moment correlation and Moran’s I statistics, respectively. The proposed technique consists of two phases. At first, between images and within image spatial correlation is calculated to utilize the information that the pixels at different locations may not be independent. Second, fuzzy c-means technique is used to produce two clusters from input feature by not only taking care of vagueness between the changed and unchanged class but also by exploiting the spatial correlation of the pixels. To show the effectiveness of the proposed technique, experiments are conducted on multispectral and bi-temporal remote sensing images. A subset (2100×1212 pixels) of a pan-sharpened, bi-temporal Landsat 5 thematic mapper optical image of Los Angeles, California, is used in this study which shows a long period of the forest fire continued from July until October 2009. Early forest fire and later forest fire optical remote sensing images were acquired on July 5, 2009 and October 25, 2009, respectively. The proposed technique is used to detect the fire (which causes change on earth’s surface) and compared with the existing K-means clustering technique. Experimental results showed that proposed technique performs better than the already existing technique. The proposed technique can be easily extendable for optical hyperspectral images and is suitable for many practical applications.

Keywords: burned area, change detection, correlation, fuzzy clustering, optical remote sensing

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3413 Developing Fault Tolerance Metrics of Web and Mobile Applications

Authors: Ahmad Mohsin, Irfan Raza Naqvi, Syda Fatima Usamn

Abstract:

Applications with higher fault tolerance index are considered more reliable and trustworthy to drive quality. In recent years application development has been shifted from traditional desktop and web to native and hybrid application(s) for the web and mobile platforms. With the emergence of Internet of things IOTs, cloud and big data trends, the need for measuring Fault Tolerance for these complex nature applications has increased to evaluate their performance. There is a phenomenal gap between fault tolerance metrics development and measurement. Classic quality metric models focused on metrics for traditional systems ignoring the essence of today’s applications software, hardware & deployment characteristics. In this paper, we have proposed simple metrics to measure fault tolerance considering general requirements for Web and Mobile Applications. We have aligned factors – subfactors, using GQM for metrics development considering the nature of mobile we apps. Systematic Mathematical formulation is done to measure metrics quantitatively. Three web mobile applications are selected to measure Fault Tolerance factors using formulated metrics. Applications are then analysed on the basis of results from observations in a controlled environment on different mobile devices. Quantitative results are presented depicting Fault tolerance in respective applications.

Keywords: web and mobile applications, reliability, fault tolerance metric, quality metrics, GQM based metrics

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3412 Reexamining Contrarian Trades as a Proxy of Informed Trades: Evidence from China's Stock Market

Authors: Dongqi Sun, Juan Tao, Yingying Wu

Abstract:

This paper reexamines the appropriateness of contrarian trades as a proxy of informed trades, using high frequency Chinese stock data. Employing this measure for 5 minute intervals, a U-shaped intraday pattern of probability of informed trades (PIN) is found for the CSI300 stocks, which is consistent with previous findings for other markets. However, while dividing the trades into different sizes, a reversed U-shaped PIN from large-sized trades, opposed to the U-shaped pattern for small- and medium-sized trades, is observed. Drawing from the mixed evidence with different trade sizes, the price impact of trades is further investigated. By examining the relationship between trade imbalances and unexpected returns, larges-sized trades are found to have significant price impact. This implies that in those intervals with large trades, it is non-contrarian trades that are more likely to be informed trades. Taking account of the price impact of large-sized trades, non-contrarian trades are used to proxy for informed trading in those intervals with large trades, and contrarian trades are still used to measure informed trading in other intervals. A stronger U-shaped PIN is demonstrated from this modification. Auto-correlation and information advantage tests for robustness also support the modified informed trading measure.

Keywords: contrarian trades, informed trading, price impact, trade imbalance

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3411 Callous-Unemotional Traits in Preschoolers: Distinct Associations with Empathy Subcomponents

Authors: E. Stylianopoulou, A. K. Fanti

Abstract:

Object: Children scoring high on Callous-Unemotional traits (CU traits) exhibit lack of empathy. More specifically, children scoring high on CU traits appear to exhibit deficits on affective empathy or deficits in other constructs. However, little is known about cognitive empathy, and it's relation with CU traits in preschoolers. Despite the fact that empathy is measurable at a very young age, relatively less study has focused on empathy in preschoolers than older children with CU traits. The present study examines the cognitive and affective empathy in preschoolers with CU traits. The aim was to examine the differences between cognitive and affective empathy in those individuals. Based on previous research in children with CU traits, it was hypothesized that preschoolers scoring high in CU traits will show deficits in both cognitive and affective empathy; however, more deficits will be detected in affective empathy rather than cognitive empathy. Method: The sample size was 209 children, of which 109 were male, and 100 were female between the ages of 3 and 7 (M=4.73, SD=0.71). From those participants, only 175 completed all the items. The Inventory of Callous-Unemotional traits was used to measure CU traits. Moreover, the Griffith Empathy Measure (GEM) Affective Scale and the Griffith Empathy Measure (GEM) Cognitive Scale was used to measure Affective and Cognitive empathy, respectively. Results: Linear Regression was applied to examine the preceding hypotheses. The results showed that generally, there was a moderate negative association between CU traits and empathy, which was significant. More specifically, it has been found that there was a significant and negative moderate relation between CU traits and cognitive empathy. Surprisingly, results indicated that there was no significant relation between CU traits and affective empathy. Conclusion: The current findings support that preschoolers show deficits in understanding others emotions, indicating a significant association between CU traits and cognitive empathy. However, such a relation was not found between CU traits and affective empathy. The current results raised the importance that there is a need for focusing more on cognitive empathy in preschoolers with CU traits, a component that seems to be underestimated till now.

Keywords: affective empathy, callous-unemotional traits, cognitive empathy, preschoolers

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3410 Conflation Methodology Applied to Flood Recovery

Authors: Eva L. Suarez, Daniel E. Meeroff, Yan Yong

Abstract:

Current flooding risk modeling focuses on resilience, defined as the probability of recovery from a severe flooding event. However, the long-term damage to property and well-being by nuisance flooding and its long-term effects on communities are not typically included in risk assessments. An approach was developed to address the probability of recovering from a severe flooding event combined with the probability of community performance during a nuisance event. A consolidated model, namely the conflation flooding recovery (&FR) model, evaluates risk-coping mitigation strategies for communities based on the recovery time from catastrophic events, such as hurricanes or extreme surges, and from everyday nuisance flooding events. The &FR model assesses the variation contribution of each independent input and generates a weighted output that favors the distribution with minimum variation. This approach is especially useful if the input distributions have dissimilar variances. The &FR is defined as a single distribution resulting from the product of the individual probability density functions. The resulting conflated distribution resides between the parent distributions, and it infers the recovery time required by a community to return to basic functions, such as power, utilities, transportation, and civil order, after a flooding event. The &FR model is more accurate than averaging individual observations before calculating the mean and variance or averaging the probabilities evaluated at the input values, which assigns the same weighted variation to each input distribution. The main disadvantage of these traditional methods is that the resulting measure of central tendency is exactly equal to the average of the input distribution’s means without the additional information provided by each individual distribution variance. When dealing with exponential distributions, such as resilience from severe flooding events and from nuisance flooding events, conflation results are equivalent to the weighted least squares method or best linear unbiased estimation. The combination of severe flooding risk with nuisance flooding improves flood risk management for highly populated coastal communities, such as in South Florida, USA, and provides a method to estimate community flood recovery time more accurately from two different sources, severe flooding events and nuisance flooding events.

Keywords: community resilience, conflation, flood risk, nuisance flooding

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3409 The Development of Leisure and Endowment Characteristic Villages in the Perspective of Balancing the Dwellers and Aged Visitors:A Case Study of Villages in Hangzhou Metropolitan Area

Authors: Zijiao Chai, Wangming Li

Abstract:

Under the background of increasing aging population, the situation of city endowment resources shortage gradually revealed. And many villages in the metropolitan area with the good natural ecological environment and leisure tourism base, have become one of the main destinations of urban old people for the off-site pension. This paper is based on a survey of more than ten villages which are characterized by leisure and endowment in Hangzhou metropolitan area, China. The satisfaction degree of the two main groups in the villages, dwellers, and aged visitors, is researched using the method of fuzzy comprehensive evaluation. The statistics are obtained from 535 questionnaires and qualitative interview. According to the satisfaction scores, it could be determined whether the dwellers and aged visitors have reached the equilibrium state. The equilibrium state is the development target of the villages, and it`s defined by environmentally friendly, proper for employment and pension, facilities sharing and harmonious life for each other. Furthermore, this paper comes up with some planning countermeasures in order to avoid "imbalance between dwellers and aged visitors" and obtain sustainable development while maintaining the economic benefit.

Keywords: aged visitors, balance between dwellers and aged visitors, dwellers, fuzzy comprehensive evaluation, Hangzhou metropolitan area, leisure and endowment characteristic villages

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3408 A High Efficiency Reduced Rules Neuro-Fuzzy Based Maximum Power Point Tracking Controller for Photovoltaic Array Connected to Grid

Authors: Lotfi Farah, Nadir Farah, Zaiem Kamar

Abstract:

This paper achieves a maximum power point tracking (MPPT) controller using a high-efficiency reduced rules neuro-fuzzy inference system (HE2RNF) for a 100 kW stand-alone photovoltaic (PV) system connected to the grid. The suggested HE2RNF based MPPT seeks the optimal duty cycle for the boost DC-DC converter, making the designed PV system working at the maximum power point (MPP), then transferring this power to the grid via a three levels voltage source converter (VSC). PV current variation and voltage variation are chosen as HE2RNF-based MPPT controller inputs. By using these inputs with the duty cycle as the only single output, a six rules ANFIS is generated. The high performance of the proposed HE2RNF numerically in the MATLAB/Simulink environment is shown. The 0.006% steady-state error, 0.006s of tracking time, and 0.088s of starting time prove the robustness of this six reduced rules against the widely used twenty-five ones.

Keywords: PV, MPPT, ANFIS, HE2RNF-based MPPT controller, VSC, grid connection

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3407 Modified Clusterwise Regression for Pavement Management

Authors: Mukesh Khadka, Alexander Paz, Hanns de la Fuente-Mella

Abstract:

Typically, pavement performance models are developed in two steps: (i) pavement segments with similar characteristics are grouped together to form a cluster, and (ii) the corresponding performance models are developed using statistical techniques. A challenge is to select the characteristics that define clusters and the segments associated with them. If inappropriate characteristics are used, clusters may include homogeneous segments with different performance behavior or heterogeneous segments with similar performance behavior. Prediction accuracy of performance models can be improved by grouping the pavement segments into more uniform clusters by including both characteristics and a performance measure. This grouping is not always possible due to limited information. It is impractical to include all the potential significant factors because some of them are potentially unobserved or difficult to measure. Historical performance of pavement segments could be used as a proxy to incorporate the effect of the missing potential significant factors in clustering process. The current state-of-the-art proposes Clusterwise Linear Regression (CLR) to determine the pavement clusters and the associated performance models simultaneously. CLR incorporates the effect of significant factors as well as a performance measure. In this study, a mathematical program was formulated for CLR models including multiple explanatory variables. Pavement data collected recently over the entire state of Nevada were used. International Roughness Index (IRI) was used as a pavement performance measure because it serves as a unified standard that is widely accepted for evaluating pavement performance, especially in terms of riding quality. Results illustrate the advantage of the using CLR. Previous studies have used CLR along with experimental data. This study uses actual field data collected across a variety of environmental, traffic, design, and construction and maintenance conditions.

Keywords: clusterwise regression, pavement management system, performance model, optimization

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3406 Uncertainty in Risk Modeling

Authors: Mueller Jann, Hoffmann Christian Hugo

Abstract:

Conventional quantitative risk management in banking is a risk factor of its own, because it rests on assumptions such as independence and availability of data which do not hold when rare events of extreme consequences are involved. There is a growing recognition of the need for alternative risk measures that do not make these assumptions. We propose a novel method for modeling the risk associated with investment products, in particular derivatives, by using a formal language for specifying financial contracts. Expressions in this language are interpreted in the category of values annotated with (a formal representation of) uncertainty. The choice of uncertainty formalism thus becomes a parameter of the model, so it can be adapted to the particular application and it is not constrained to classical probabilities. We demonstrate our approach using a simple logic-based uncertainty model and a case study in which we assess the risk of counter party default in a portfolio of collateralized loans.

Keywords: risk model, uncertainty monad, derivatives, contract algebra

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3405 Pricing, Production and Inventory Policies Manufacturing under Stochastic Demand and Continuous Prices

Authors: Masoud Rabbani, Majede Smizadeh, Hamed Farrokhi-Asl

Abstract:

We study jointly determining prices and production in a multiple period horizon under a general non-stationary stochastic demand with continuous prices. In some periods we need to increase capacity of production to satisfy demand. This paper presents a model to aid multi-period production capacity planning by quantifying the trade-off between product quality and production cost. The product quality is estimated as the statistical variation from the target performances obtained from the output tolerances of the production machines that manufacture the components. We consider different tolerance for different machines that use to increase capacity. The production cost is estimated as the total cost of owning and operating a production facility during the planning horizon.so capacity planning has cost that impact on price. Pricing products often turns out to be difficult to measure them because customers have a reservation price to pay that impact on price and demand. We decide to determine prices and production for periods after enhance capacity and consider reservation price to determine price. First we use an algorithm base on fuzzy set of the optimal objective function values to determine capacity planning by determine maximize interval from upper bound in minimum objectives and define weight for objectives. Then we try to determine inventory and pricing policies. We can use a lemma to solve a problem in MATLAB and find exact answer.

Keywords: price policy, inventory policy, capacity planning, product quality, epsilon -constraint

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3404 Clinical Use of Opioid Analgesics in China: An Adequacy of Consumption Measure

Authors: Mengjia Zhi, Xingmei Wei, Xiang Gao, Shiyang Liu, Zhiran Huang, Li Yang, Jing Sun

Abstract:

Background: To understand the consumption trend of opioid analgesics and the consumption adequacy of opioid analgesic treatment for moderate to severe pain in China, as well as the pain control level of China with international perspective. Importance: To author’s best knowledge, this is the first study in China to measure the adequacy of opioid analgesic treatment for moderate to severe pain considering disease pattern and with the standardized pain treatment guideline. Methods: A retrospective analysis was carried out to show the consumption frequency (daily defined doses, DDDs) of opioid analgesics and its trend in China from 2006 to 2016. Adequacy of consumption measure (ACM) was used to measure the number of needed morphine equivalents and the overall adequacy of opioid analgesic treatment of moderate to severe pain in China, and compared with international data. Results: The consumption frequency of opioid analgesics (DDDs) in China increased from 13,200,000 DDDs in 2006 to 44,200,000 DDDs in 2016, and showed an increasing trend. The growth rate was faster at first, especially in 2013, then slowed down, decreased slightly in 2015. The ACM of China increased from 0.0032 in 2006 to 0.0074 in 2016, with an overall trend of growth. The ACM level of China has been always a very poor level during 2006-2016. Conclusion: The consumption of opioid analgesics for the treatment of moderate to severe pain in China has always been inadequate. There is a huge gap between China and the international level. There are many reasons behind this problem, which lie in different aspects, including medical staff, patients and the public, health systems and social & cultural aspects. It is necessary to strengthen the training and education of medical staff and the patients, to use mass media to disseminate scientific knowledge of pain management, to encourage communications between doctors and patients, to improve regulatory system for the controlled medicines and the overall health systems, and to balance the regulatory goal for avoidance of abuse, and the social goal of meeting the increasing needs of the people for better life.

Keywords: opioid analgesics, adequate consumption measure, pain control, China

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3403 Algorithms Minimizing Total Tardiness

Authors: Harun Aydilek, Asiye Aydilek, Ali Allahverdi

Abstract:

The total tardiness is a widely used performance measure in the scheduling literature. This performance measure is particularly important in situations where there is a cost to complete a job beyond its due date. The cost of scheduling increases as the gap between a job's due date and its completion time increases. Such costs may also be penalty costs in contracts, loss of goodwill. This performance measure is important as the fulfillment of due dates of customers has to be taken into account while making scheduling decisions. The problem is addressed in the literature, however, it has been assumed zero setup times. Even though this assumption may be valid for some environments, it is not valid for some other scheduling environments. When setup times are treated as separate from processing times, it is possible to increase machine utilization and to reduce total tardiness. Therefore, non-zero setup times need to be considered as separate. A dominance relation is developed and several algorithms are proposed. The developed dominance relation is utilized in the proposed algorithms. Extensive computational experiments are conducted for the evaluation of the algorithms. The experiments indicated that the developed algorithms perform much better than the existing algorithms in the literature. More specifically, one of the newly proposed algorithms reduces the error of the best existing algorithm in the literature by 40 percent.

Keywords: algorithm, assembly flowshop, dominance relation, total tardiness

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3402 Comparing Friction Force Between Track and Spline Using graphite, Mos2, PTFE, and Silicon Dry Lubricant

Authors: M. De Maaijer, Wenxuan Shi, , Dolores Pose, Ditmar, F. Barati

Abstract:

Friction has several detrimental effects on Blind performance, Therefore Ziptak company as the leading company in the blind manufacturing sector, start investigating on how to conquer this problem in next generation of blinds. This problem is more sever in extremely sever condition. Although in these condition Ziptrak suggest not to use the blind, working on blind and its associated parts was the priority of Ziptrak company. The purpose of this article is to measure the effects of lubrication process on reducing friction force between spline and track especially at windy conditions Four different lubricants were implicated to measure their efficiency on reducing friction force.

Keywords: libricant, ziptrak, blind, spline

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3401 The Fuzzy Logic Modeling of Performance Driver Seat’s Localised Cooling and Heating in Standard Car Air Conditioning System

Authors: Ali Ates, Sadık Ata, Kevser Dincer

Abstract:

In this study, performance of the driver seat‘s localized cooling and heating in a standard car air conditioning system was experimentally investigated and modeled with Rule-Based Mamdani-Type Fuzzy (RBMTF) modeling technique. Climate function at automobile is an important variable for thermal comfort. In the experimental study localized heating and cooling performances have been examined with the aid of a mechanism established to a vehicle. The equipment’s used in the experimental setup/mechanism have been provided and assembled. During the measurement, the status of the performance level has been determined. Input parameters revolutions per minute and time; output parameters car seat cooling temperature, car back cooling temperature, car seat heating temperature, car back heating temperature were described by RBMTF if-the rules. Numerical parameters of input and output variables were fuzzificated as linguistic variables: Very Very Low (L1), Very Low (L2), Low (L3), Negative Medium (L4), Medium (L5), High (L7), Very High (L8) and Very Very High (L9) linguistic classes. The comparison between experimental data and RBMTF is done by using statistical methods like absolute fraction of variance (R2). The actual values and RBMTF results indicated that RBMTF could be successfully used in standard car air conditioning system.

Keywords: air conditioning system, cooling-heating, RMBTF modelling, car seat

Procedia PDF Downloads 335
3400 A Comparison of South East Asian Face Emotion Classification based on Optimized Ellipse Data Using Clustering Technique

Authors: M. Karthigayan, M. Rizon, Sazali Yaacob, R. Nagarajan, M. Muthukumaran, Thinaharan Ramachandran, Sargunam Thirugnanam

Abstract:

In this paper, using a set of irregular and regular ellipse fitting equations using Genetic algorithm (GA) are applied to the lip and eye features to classify the human emotions. Two South East Asian (SEA) faces are considered in this work for the emotion classification. There are six emotions and one neutral are considered as the output. Each subject shows unique characteristic of the lip and eye features for various emotions. GA is adopted to optimize irregular ellipse characteristics of the lip and eye features in each emotion. That is, the top portion of lip configuration is a part of one ellipse and the bottom of different ellipse. Two ellipse based fitness equations are proposed for the lip configuration and relevant parameters that define the emotions are listed. The GA method has achieved reasonably successful classification of emotion. In some emotions classification, optimized data values of one emotion are messed or overlapped to other emotion ranges. In order to overcome the overlapping problem between the emotion optimized values and at the same time to improve the classification, a fuzzy clustering method (FCM) of approach has been implemented to offer better classification. The GA-FCM approach offers a reasonably good classification within the ranges of clusters and it had been proven by applying to two SEA subjects and have improved the classification rate.

Keywords: ellipse fitness function, genetic algorithm, emotion recognition, fuzzy clustering

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3399 A Comparative Study on ANN, ANFIS and SVM Methods for Computing Resonant Frequency of A-Shaped Compact Microstrip Antennas

Authors: Ahmet Kayabasi, Ali Akdagli

Abstract:

In this study, three robust predicting methods, namely artificial neural network (ANN), adaptive neuro fuzzy inference system (ANFIS) and support vector machine (SVM) were used for computing the resonant frequency of A-shaped compact microstrip antennas (ACMAs) operating at UHF band. Firstly, the resonant frequencies of 144 ACMAs with various dimensions and electrical parameters were simulated with the help of IE3D™ based on method of moment (MoM). The ANN, ANFIS and SVM models for computing the resonant frequency were then built by considering the simulation data. 124 simulated ACMAs were utilized for training and the remaining 20 ACMAs were used for testing the ANN, ANFIS and SVM models. The performance of the ANN, ANFIS and SVM models are compared in the training and test process. The average percentage errors (APE) regarding the computed resonant frequencies for training of the ANN, ANFIS and SVM were obtained as 0.457%, 0.399% and 0.600%, respectively. The constructed models were then tested and APE values as 0.601% for ANN, 0.744% for ANFIS and 0.623% for SVM were achieved. The results obtained here show that ANN, ANFIS and SVM methods can be successfully applied to compute the resonant frequency of ACMAs, since they are useful and versatile methods that yield accurate results.

Keywords: a-shaped compact microstrip antenna, artificial neural network (ANN), adaptive neuro-fuzzy inference system (ANFIS), support vector machine (SVM)

Procedia PDF Downloads 425
3398 The Optimum Mel-Frequency Cepstral Coefficients (MFCCs) Contribution to Iranian Traditional Music Genre Classification by Instrumental Features

Authors: M. Abbasi Layegh, S. Haghipour, K. Athari, R. Khosravi, M. Tafkikialamdari

Abstract:

An approach to find the optimum mel-frequency cepstral coefficients (MFCCs) for the Radif of Mirzâ Ábdollâh, which is the principal emblem and the heart of Persian music, performed by most famous Iranian masters on two Iranian stringed instruments ‘Tar’ and ‘Setar’ is proposed. While investigating the variance of MFCC for each record in themusic database of 1500 gushe of the repertoire belonging to 12 modal systems (dastgâh and âvâz), we have applied the Fuzzy C-Mean clustering algorithm on each of the 12 coefficient and different combinations of those coefficients. We have applied the same experiment while increasing the number of coefficients but the clustering accuracy remained the same. Therefore, we can conclude that the first 7 MFCCs (V-7MFCC) are enough for classification of The Radif of Mirzâ Ábdollâh. Classical machine learning algorithms such as MLP neural networks, K-Nearest Neighbors (KNN), Gaussian Mixture Model (GMM), Hidden Markov Model (HMM) and Support Vector Machine (SVM) have been employed. Finally, it can be realized that SVM shows a better performance in this study.

Keywords: radif of Mirzâ Ábdollâh, Gushe, mel frequency cepstral coefficients, fuzzy c-mean clustering algorithm, k-nearest neighbors (KNN), gaussian mixture model (GMM), hidden markov model (HMM), support vector machine (SVM)

Procedia PDF Downloads 427