Search results for: quantile function model
19066 EarlyWarning for Financial Stress Events:A Credit-Regime Switching Approach
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We propose a new early warning model for predicting financial stress events for a given future time. In this model, we examine whether credit conditions play an important role as a nonlinear propagator of shocks when predicting the likelihood of occurrence of financial stress events for a given future time. This propagation takes the form of a threshold regression in which a regime change occurs if credit conditions cross a critical threshold. Given the new early warning model for financial stress events, we evaluate the performance of this model and currently available alternatives, such as the model from signal extraction approach, and linear regression model. In-sample forecasting results indicate that the three types of models are useful tools for predicting financial stress events while none of them outperforms others across all criteria considered. The out-of-sample forecasting results suggest that the credit-regime switching model performs better than the two others across all criteria and all forecasting horizons considered.Keywords: cut-off probability, early warning model, financial crisis, financial stress, regime-switching model, forecasting horizons
Procedia PDF Downloads 43019065 Heteroscedastic Parametric and Semiparametric Smooth Coefficient Stochastic Frontier Application to Technical Efficiency Measurement
Authors: Rebecca Owusu Coffie, Atakelty Hailu
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Variants of production frontier models have emerged, however, only a limited number of them are applied in empirical research. Hence the effects of these alternative frontier models are not well understood, particularly within sub-Saharan Africa. In this paper, we apply recent advances in the production frontier to examine levels of technical efficiency and efficiency drivers. Specifically, we compare the heteroscedastic parametric and the semiparametric stochastic smooth coefficient (SPSC) models. Using rice production data from Ghana, our empirical estimates reveal that alternative specification of efficiency estimators results in either downward or upward bias in the technical efficiency estimates. Methodologically, we find that the SPSC model is more suitable and generates high-efficiency estimates. Within the parametric framework, we find that parameterization of both the mean and variance of the pre-truncated function is the best model. For the drivers of technical efficiency, we observed that longer farm distances increase inefficiency through a reduction in labor productivity. High soil quality, however, increases productivity through increased land productivity.Keywords: pre-truncated, rice production, smooth coefficient, technical efficiency
Procedia PDF Downloads 43519064 Model of the Increasing the Capacity of the Train and Railway Track by Using the New Type of Wagon
Authors: Martin Kendra, Jaroslav Mašek, Juraj Čamaj, Martin Búda
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The paper deals with possibilities of increase train capacity by using a new type of railway wagon. In the first part is created a mathematical model to calculate the capacity of the train. The model is based on the main limiting parameters of the train - maximum number of axles per train, the maximum gross weight of the train, the maximum length of train and number of TEUs per one wagon. In the second part is the model applied to four different model trains with different composition of the train set and three different average weights of TEU and a train consisting of a new type of wagons. The result is to identify where the carrying capacity of the original trains is higher, respectively less than a capacity of the train consisting of a new type of wagons.Keywords: loading units, theoretical capacity model, train capacity, wagon for intermodal transport
Procedia PDF Downloads 48919063 Computerized Analysis of Phonological Structure of 10,400 Brazilian Sign Language Signs
Authors: Wanessa G. Oliveira, Fernando C. Capovilla
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Capovilla and Raphael’s Libras Dictionary documents a corpus of 4,200 Brazilian Sign Language (Libras) signs. Duduchi and Capovilla’s software SignTracking permits users to retrieve signs even when ignoring the gloss corresponding to it and to discover the meaning of all 4,200 signs sign simply by clicking on graphic menus of the sign characteristics (phonemes). Duduchi and Capovilla have discovered that the ease with which any given sign can be retrieved is an inverse function of the average popularity of its component phonemes. Thus, signs composed of rare (distinct) phonemes are easier to retrieve than are those composed of common phonemes. SignTracking offers a means of computing the average popularity of the phonemes that make up each one of 4,200 signs. It provides a precise measure of the degree of ease with which signs can be retrieved, and sign meanings can be discovered. Duduchi and Capovilla’s logarithmic model proved valid: The degree with which any given sign can be retrieved is an inverse function of the arithmetic mean of the logarithm of the popularity of each component phoneme. Capovilla, Raphael and Mauricio’s New Libras Dictionary documents a corpus of 10,400 Libras signs. The present analysis revealed Libras DNA structure by mapping the incidence of 501 sign phonemes resulting from the layered distribution of five parameters: 163 handshape phonemes (CherEmes-ManusIculi); 34 finger shape phonemes (DactilEmes-DigitumIculi); 55 hand placement phonemes (ArtrotoToposEmes-ArticulatiLocusIculi); 173 movement dimension phonemes (CinesEmes-MotusIculi) pertaining to direction, frequency, and type; and 76 Facial Expression phonemes (MascarEmes-PersonalIculi).Keywords: Brazilian sign language, lexical retrieval, libras sign, sign phonology
Procedia PDF Downloads 34019062 Modeling and Simulation Methods Using MATLAB/Simulink
Authors: Jamuna Konda, Umamaheswara Reddy Karumuri, Sriramya Muthugi, Varun Pishati, Ravi Shakya,
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This paper investigates the challenges involved in mathematical modeling of plant simulation models ensuring the performance of the plant models much closer to the real time physical model. The paper includes the analysis performed and investigation on different methods of modeling, design and development for plant model. Issues which impact the design time, model accuracy as real time model, tool dependence are analyzed. The real time hardware plant would be a combination of multiple physical models. It is more challenging to test the complete system with all possible test scenarios. There are possibilities of failure or damage of the system due to any unwanted test execution on real time.Keywords: model based design (MBD), MATLAB, Simulink, stateflow, plant model, real time model, real-time workshop (RTW), target language compiler (TLC)
Procedia PDF Downloads 33819061 Mixture statistical modeling for predecting mortality human immunodeficiency virus (HIV) and tuberculosis(TB) infection patients
Authors: Mohd Asrul Affendi Bi Abdullah, Nyi Nyi Naing
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The purpose of this study was to identify comparable manner between negative binomial death rate (NBDR) and zero inflated negative binomial death rate (ZINBDR) with died patients with (HIV + T B+) and (HIV + T B−). HIV and TB is a serious world wide problem in the developing country. Data were analyzed with applying NBDR and ZINBDR to make comparison which a favorable model is better to used. The ZINBDR model is able to account for the disproportionately large number of zero within the data and is shown to be a consistently better fit than the NBDR model. Hence, as a results ZINBDR model is a superior fit to the data than the NBDR model and provides additional information regarding the died mechanisms HIV+TB. The ZINBDR model is shown to be a use tool for analysis death rate according age categorical.Keywords: zero inflated negative binomial death rate, HIV and TB, AIC and BIC, death rate
Procedia PDF Downloads 42419060 From Convexity in Graphs to Polynomial Rings
Authors: Ladznar S. Laja, Rosalio G. Artes, Jr.
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This paper introduced a graph polynomial relating convexity concepts. A graph polynomial is a polynomial representing a graph given some parameters. On the other hand, a subgraph H of a graph G is said to be convex in G if for every pair of vertices in H, every shortest path with these end-vertices lies entirely in H. We define the convex subgraph polynomial of a graph G to be the generating function of the sequence of the numbers of convex subgraphs of G of cardinalities ranging from zero to the order of G. This graph polynomial is monic since G itself is convex. The convex index which counts the number of convex subgraphs of G of all orders is just the evaluation of this polynomial at 1. Relationships relating algebraic properties of convex subgraphs polynomial with graph theoretic concepts are established.Keywords: convex subgraph, convex index, generating function, polynomial ring
Procedia PDF Downloads 21019059 Aquatic Therapy Improving Balance Function of Individuals with Stroke: A Systematic Review with Meta-Analysis
Authors: Wei-Po Wu, Wen-Yu Liu, Wei−Ting Lin, Hen-Yu Lien
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Introduction: Improving balance function for individuals after stroke is a crucial target in physiotherapy. Aquatic therapy which challenges individual’s postural control in an unstable fluid environment may be beneficial in enhancing balance functions. The purposes of the systematic review with meta-analyses were to validate the effects of aquatic therapy in improving balance functions for individuals with strokes in contrast to conventional physiotherapy. Method: Available studies were explored from three electronic databases: PubMed, Scopus, and Web of Science. During literature search, the published date of studies was not limited. The study design of the included studies should be randomized controlled trials (RCTs) and the studies should contain at least one outcome measurement of balance function. The PEDro scale was adopted to assess the quality of included studies, while the 'Oxford Centre for Evidence-Based Medicine 2011 Levels of Evidence' was used to evaluate the level of evidence. After the data extraction, studies with same outcome measures were pooled together for meta-analysis. Result: Ten studies with 282 participants were included in analyses. The research qualities of the studies were ranged from fair to good (4 to 8 points). Levels of evidence of the included studies were graded as level 2 and 3. Finally, scores of Berg Balance Scale (BBS), Eye closed force plate center of pressure velocity (anterior-posterior, medial-lateral axis) and Timed up and Go test were pooled and analyzed separately. The pooled results shown improvement in balance function (BBS mean difference (MD): 1.39 points; 95% confidence interval (CI): 0.05-2.29; p=0.002) (Eye closed force plate center of pressure velocity (anterior-posterior axis) MD: 1.39 mm/s; 95% confidence interval (CI): 0.93-1.86; p<0.001) (Eye closed force plate center of pressure velocity (medial-lateral) MD: 1.48 mm/s; 95% confidence interval (CI): 0.15-2.82; p=0.03) and mobility (MD: 0.9 seconds; 95% CI: 0.07-1.73; p=0.03) of stroke individuals after aquatic therapy compared to conventional therapy. Although there were significant differences between two treatment groups, the differences in improvement were relatively small. Conclusion: The aquatic therapy improved general balance function and mobility in the individuals with stroke better than conventional physiotherapy.Keywords: aquatic therapy, balance function, meta-analysis, stroke, systematic review
Procedia PDF Downloads 19219058 Model-Based Software Regression Test Suite Reduction
Authors: Shiwei Deng, Yang Bao
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In this paper, we present a model-based regression test suite reducing approach that uses EFSM model dependence analysis and probability-driven greedy algorithm to reduce software regression test suites. The approach automatically identifies the difference between the original model and the modified model as a set of elementary model modifications. The EFSM dependence analysis is performed for each elementary modification to reduce the regression test suite, and then the probability-driven greedy algorithm is adopted to select the minimum set of test cases from the reduced regression test suite that cover all interaction patterns. Our initial experience shows that the approach may significantly reduce the size of regression test suites.Keywords: dependence analysis, EFSM model, greedy algorithm, regression test
Procedia PDF Downloads 41919057 Preventative Maintenance, Impact on the Optimal Replacement Strategy of Secondhand Products
Authors: Pin-Wei Chiang, Wen-Liang Chang, Ruey-Huei Yeh
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This paper investigates optimal replacement and preventative maintenance policies of secondhand products under a Finite Planning Horizon (FPH). Any consumer wishing to replace their product under FPH would have it undergo minimal repairs. The replacement provided would be required to undergo periodical preventive maintenance done to avoid product failure. Then, a mathematical formula for disbursement cost for products under FPH can be derived. Optimal policies are then obtained to minimize cost. In the first of two segments of the paper, a model for initial product purchase of either new or secondhand products is used. This model is built by analyzing product purchasing price, surplus value of product, as well as the minimal repair cost. The second segment uses a model for replacement products, which are also secondhand products with no limit on usage. This model analyzes the same components as the first as well as expected preventative maintenance cost. Using these two models, a formula for the expected final total cost can be developed. The formula requires four variables (optimal preventive maintenance level, preventive maintenance frequency, replacement timing, age of replacement product) to find minimal cost requirement. Based on analysis of the variables using the expected total final cost model, it was found that the purchasing price and length of ownership were directly related. Also, consumers should choose the secondhand product with the higher usage for replacement. Products with higher initial usage upon acquisition require an earlier replacement schedule. In this case, replacements should be made with a secondhand product with less usage. In addition, preventative maintenance also significantly reduces cost. Consumers that plan to use products for longer periods of time replace their products later. Hence these consumers should choose the secondhand product with lesser initial usage for replacement. Preventative maintenance also creates significant total cost savings in this case. This study provides consumers with a method of calculating both the ideal amount of usage of the products they should purchase as well as the frequency and level of preventative maintenance that should be conducted in order to minimize cost and maintain product function.Keywords: finite planning horizon, second hand product, replacement, preventive maintenance, minimal repair
Procedia PDF Downloads 47019056 On the Cluster of the Families of Hybrid Polynomial Kernels in Kernel Density Estimation
Authors: Benson Ade Eniola Afere
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Over the years, kernel density estimation has been extensively studied within the context of nonparametric density estimation. The fundamental components of kernel density estimation are the kernel function and the bandwidth. While the mathematical exploration of the kernel component has been relatively limited, its selection and development remain crucial. The Mean Integrated Squared Error (MISE), serving as a measure of discrepancy, provides a robust framework for assessing the effectiveness of any kernel function. A kernel function with a lower MISE is generally considered to perform better than one with a higher MISE. Hence, the primary aim of this article is to create kernels that exhibit significantly reduced MISE when compared to existing classical kernels. Consequently, this article introduces a cluster of hybrid polynomial kernel families. The construction of these proposed kernel functions is carried out heuristically by combining two kernels from the classical polynomial kernel family using probability axioms. We delve into the analysis of error propagation within these kernels. To assess their performance, simulation experiments, and real-life datasets are employed. The obtained results demonstrate that the proposed hybrid kernels surpass their classical kernel counterparts in terms of performance.Keywords: classical polynomial kernels, cluster of families, global error, hybrid Kernels, Kernel density estimation, Monte Carlo simulation
Procedia PDF Downloads 8219055 Dynamics of a Susceptible-Infected-Recovered Model along with Time Delay, Modulated Incidence, and Nonlinear Treatment
Authors: Abhishek Kumar, Nilam
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As we know that, time delay exists almost in every biological phenomenon. Therefore, in the present study, we propose a susceptible–infected–recovered (SIR) epidemic model along with time delay, modulated incidence rate of infection, and Holling Type II nonlinear treatment rate. The present model aims to provide a strategy to control the spread of epidemics. In the mathematical study of the model, it has been shown that the model has two equilibriums which are named as disease-free equilibrium (DFE) and endemic equilibrium (EE). Further, stability analysis of the model is discussed. To prove the stability of the model at DFE, we derived basic reproduction number, denoted by (R₀). With the help of basic reproduction number (R₀), we showed that the model is locally asymptotically stable at DFE when the basic reproduction number (R₀) less than unity and unstable when the basic reproduction number (R₀) is greater than unity. Furthermore, stability analysis of the model at endemic equilibrium has also been discussed. Finally, numerical simulations have been done using MATLAB 2012b to exemplify the theoretical results.Keywords: time delayed SIR epidemic model, modulated incidence rate, Holling type II nonlinear treatment rate, stability
Procedia PDF Downloads 14819054 Probabilistic Modeling Laser Transmitter
Authors: H. S. Kang
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Coupled electrical and optical model for conversion of electrical energy into coherent optical energy for transmitter-receiver link by solid state device is presented. Probability distribution for travelling laser beam switching time intervals and the number of switchings in the time interval is obtained. Selector function mapping is employed to regulate optical data transmission speed. It is established that regulated laser transmission from PhotoActive Laser transmitter follows principal of invariance. This considerably simplifies design of PhotoActive Laser Transmission networks.Keywords: computational mathematics, finite difference Markov chain methods, sequence spaces, singularly perturbed differential equations
Procedia PDF Downloads 42719053 Characteristics of Cumulative Distribution Function of Grown Crack Size at Specified Fatigue Crack Propagation Life under Different Maximum Fatigue Loads in AZ31
Authors: Seon Soon Choi
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Magnesium alloy has been widely used in structure such as an automobile. It is necessary to consider probabilistic characteristics of a structural material because a fatigue behavior of a structure has a randomness and uncertainty. The purpose of this study is to find the characteristics of the cumulative distribution function (CDF) of the grown crack size at a specified fatigue crack propagation life and to investigate a statistical crack propagation in magnesium alloys. The statistical fatigue data of the grown crack size are obtained through the fatigue crack propagation (FCP) tests under different maximum fatigue load conditions conducted on the replicated specimens of magnesium alloys. The 3-parameter Weibull distribution is used to find the CDF of grown crack size. The CDF of grown crack size in case of larger maximum fatigue load has longer tail in below 10 percent and above 90 percent. The fatigue failure occurs easily as the tail of CDF of grown crack size becomes long. The fatigue behavior under the larger maximum fatigue load condition shows more rapid propagation and failure mode.Keywords: cumulative distribution function, fatigue crack propagation, grown crack size, magnesium alloys, maximum fatigue load
Procedia PDF Downloads 28019052 Improved 3D Structure Prediction of Beta-Barrel Membrane Proteins by Using Evolutionary Coupling Constraints, Reduced State Space and an Empirical Potential Function
Authors: Wei Tian, Jie Liang, Hammad Naveed
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Beta-barrel membrane proteins are found in the outer membrane of gram-negative bacteria, mitochondria, and chloroplasts. They carry out diverse biological functions, including pore formation, membrane anchoring, enzyme activity, and bacterial virulence. In addition, beta-barrel membrane proteins increasingly serve as scaffolds for bacterial surface display and nanopore-based DNA sequencing. Due to difficulties in experimental structure determination, they are sparsely represented in the protein structure databank and computational methods can help to understand their biophysical principles. We have developed a novel computational method to predict the 3D structure of beta-barrel membrane proteins using evolutionary coupling (EC) constraints and a reduced state space. Combined with an empirical potential function, we can successfully predict strand register at > 80% accuracy for a set of 49 non-homologous proteins with known structures. This is a significant improvement from previous results using EC alone (44%) and using empirical potential function alone (73%). Our method is general and can be applied to genome-wide structural prediction.Keywords: beta-barrel membrane proteins, structure prediction, evolutionary constraints, reduced state space
Procedia PDF Downloads 61119051 A Mixed Integer Linear Programming Model for Flexible Job Shop Scheduling Problem
Authors: Mohsen Ziaee
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In this paper, a mixed integer linear programming (MILP) model is presented to solve the flexible job shop scheduling problem (FJSP). This problem is one of the hardest combinatorial problems. The objective considered is the minimization of the makespan. The computational results of the proposed MILP model were compared with those of the best known mathematical model in the literature in terms of the computational time. The results show that our model has better performance with respect to all the considered performance measures including relative percentage deviation (RPD) value, number of constraints, and total number of variables. By this improved mathematical model, larger FJS problems can be optimally solved in reasonable time, and therefore, the model would be a better tool for the performance evaluation of the approximation algorithms developed for the problem.Keywords: scheduling, flexible job shop, makespan, mixed integer linear programming
Procedia PDF Downloads 17619050 Modelling and Simulation of a Commercial Thermophilic Biogas Plant
Authors: Jeremiah L. Chukwuneke, Obiora E. Anisiji, Chinonso H. Achebe, Paul C. Okolie
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This paper developed a mathematical model of a commercial biogas plant for urban area clean energy requirement. It identified biodegradable waste materials like domestic/city refuse as economically viable alternative source of energy. The mathematical formulation of the proposed gas plant follows the fundamental principles of thermodynamics, and further analyses were accomplished to develop an algorithm for evaluating the plant performance preferably in terms of daily production capacity. In addition, the capacity of the plant is equally estimated for a given cycle of operation and presented in time histories. A nominal 1500 m3 power gas plant was studied characteristically and its performance efficiency evaluated. It was observed that the rate of bio gas production is essentially a function of the reactor temperature, pH, substrate concentration, rate of degradation of the biomass, and the accumulation of matter in the system due to bacteria growth. The results of this study conform to a very large extent with reported empirical data of some existing plant and further model validations were conducted in line with classical records found in literature.Keywords: energy and mass conservation, specific growth rate, thermophilic bacteria, temperature, rate of bio gas production
Procedia PDF Downloads 43519049 A New Prediction Model for Soil Compression Index
Authors: D. Mohammadzadeh S., J. Bolouri Bazaz
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This paper presents a new prediction model for compression index of fine-grained soils using multi-gene genetic programming (MGGP) technique. The proposed model relates the soil compression index to its liquid limit, plastic limit and void ratio. Several laboratory test results for fine-grained were used to develop the models. Various criteria were considered to check the validity of the model. The parametric and sensitivity analyses were performed and discussed. The MGGP method was found to be very effective for predicting the soil compression index. A comparative study was further performed to prove the superiority of the MGGP model to the existing soft computing and traditional empirical equations.Keywords: new prediction model, compression index soil, multi-gene genetic programming, MGGP
Procedia PDF Downloads 36119048 Analysis of Train Passenger Seat Using Ergonomic Function Deployment Method
Authors: Robertoes K. K. Wibowo, Siswoyo Soekarno, Irma Puspitasari
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Indonesian people use trains for their transportation, especially they use economy class train transportation because it is cheaper and has a more precise schedule than any other ground transportation. Nevertheless, the economy class passenger seat raises some inconvenience issues for passengers. This is due to the design of the chair on the economic class of trains that did not adjusted to the shape of anthropometry of Indonesian people. Thus, research needs to be conducted on the design of the seats in the economic class of trains. The purpose of this research is to make the design of economy class passenger seats ergonomic. This research method uses questionnaires and anthropometry measurements. The data obtained is processed using House of Quality of Ergonomic Function Development. From the results of analysis and data processing were obtained important changes from the original design. Ergonomic chair design according to the analysis is a stainless steel frame, seat height 390 mm, with a seat width for each passenger of 400 mm and a depth of 400 mm. Design of the backrest has a height of 840 mm, width of 430 mm and length of 300 mm that can move at the angle of 105-115 degrees. The width of the footrest is 42 mm and 400 mm length. The thickness of the seat cushion is 100 mm.Keywords: chair, ergonomics, function development, train passenger
Procedia PDF Downloads 28719047 A Unified Approach for Naval Telecommunication Architectures
Authors: Y. Lacroix, J.-F. Malbranque
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We present a chronological evolution for naval telecommunication networks. We distinguish periods: with or without multiplexers, with switch systems, with federative systems, with medium switching, and with medium switching with wireless networks. This highlights the introduction of new layers and technology in the architecture. These architectures are presented using layer models of transmission, in a unified way, which enables us to integrate pre-existing models. A ship of a naval fleet has internal communications (i.e. applications' networks of the edge) and external communications (i.e. the use of the means of transmission between edges). We propose architectures, deduced from the layer model, which are the point of convergence between the networks on board and the HF, UHF radio, and satellite resources. This modelling allows to consider end-to-end naval communications, and in a more global way, that is from the user on board towards the user on shore, including transmission and networks on the shore side. The new architectures need take care of quality of services for end-to-end communications, the more remote control develops a lot and will do so in the future. Naval telecommunications will be more and more complex and will use more and more advanced technologies, it will thus be necessary to establish clear global communication schemes to grant consistency of the architectures. Our latest model has been implemented in a military naval situation, and serves as the basic architecture for the RIFAN2 network.Keywords: equilibrium beach profile, eastern tombolo of Giens, potential function, erosion
Procedia PDF Downloads 28719046 BTG-BIBA: A Flexibility-Enhanced Biba Model Using BTG Strategies for Operating System
Authors: Gang Liu, Can Wang, Runnan Zhang, Quan Wang, Huimin Song, Shaomin Ji
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Biba model can protect information integrity but might deny various non-malicious access requests of the subjects, thereby decreasing the availability in the system. Therefore, a mechanism that allows exceptional access control is needed. Break the Glass (BTG) strategies refer an efficient means for extending the access rights of users in exceptional cases. These strategies help to prevent a system from stagnation. An approach is presented in this work for integrating Break the Glass strategies into the Biba model. This research proposes a model, BTG-Biba, which provides both an original Biba model used in normal situations and a mechanism used in emergency situations. The proposed model is context aware, can implement a fine-grained type of access control and primarily solves cross-domain access problems. Finally, the flexibility and availability improvement with the use of the proposed model is illustrated.Keywords: Biba model, break the glass, context, cross-domain, fine-grained
Procedia PDF Downloads 53519045 Proposing a Strategic Management Maturity Model for Continues Innovation
Authors: Ferhat Demir
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Even if strategic management is highly critical for all types of organizations, only a few maturity models have been proposed in business literature for the area of strategic management activities. This paper updates previous studies and presents a new conceptual model for assessing the maturity of strategic management in any organization. Strategic management maturity model (S-3M) is basically composed of 6 maturity levels with 7 dimensions. The biggest contribution of S-3M is to put innovation into agenda of strategic management. The main objective of this study is to propose a model to align innovation with business strategies. This paper suggests that innovation (breakthrough new products/services and business models) is the only way of creating sustainable growth and strategy studies cannot ignore this aspect. Maturity models should embrace innovation to respond dynamic business environment and rapidly changing customer behaviours.Keywords: strategic management, innovation, business model, maturity model
Procedia PDF Downloads 18419044 Comparison of Applicability of Time Series Forecasting Models VAR, ARCH and ARMA in Management Science: Study Based on Empirical Analysis of Time Series Techniques
Authors: Muhammad Tariq, Hammad Tahir, Fawwad Mahmood Butt
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Purpose: This study attempts to examine the best forecasting methodologies in the time series. The time series forecasting models such as VAR, ARCH and the ARMA are considered for the analysis. Methodology: The Bench Marks or the parameters such as Adjusted R square, F-stats, Durban Watson, and Direction of the roots have been critically and empirically analyzed. The empirical analysis consists of time series data of Consumer Price Index and Closing Stock Price. Findings: The results show that the VAR model performed better in comparison to other models. Both the reliability and significance of VAR model is highly appreciable. In contrary to it, the ARCH model showed very poor results for forecasting. However, the results of ARMA model appeared double standards i.e. the AR roots showed that model is stationary and that of MA roots showed that the model is invertible. Therefore, the forecasting would remain doubtful if it made on the bases of ARMA model. It has been concluded that VAR model provides best forecasting results. Practical Implications: This paper provides empirical evidences for the application of time series forecasting model. This paper therefore provides the base for the application of best time series forecasting model.Keywords: forecasting, time series, auto regression, ARCH, ARMA
Procedia PDF Downloads 33719043 Contribution of Home Gardens to Rural Household Income in Raymond Mhlaba Local Municipality, Eastern Cape Province, South Africa
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Home garden has proved to be significant to rural inhabitants by providing a wide range of useful products such as fruits, vegetables and medicine. There is need for quantitative information on its benefits and contributions to rural household. The main objective of this study is to investigate contributions of home garden to income of rural households in Raymond Mhlaba Local Municipality, formerly Nkonkobe Local Municipality of Eastern Cape Province South Africa. The stratified random sampling method was applied in order to choose a sample of 160 households.The study was conducted among 80 households engaging in home gardens and 80 non- participating households in the study area. Data analysis employed descriptive statistics with the use of frequency table and one way sample T test to show actual contributions. The overall model shows that social grant has the highest contribution to total household income for both categories while income generated from home garden has the second largest share to total household income, this shows that the majority of rural households in the study area rely on social grant as their source of income. However, since most households are net food buyers, it is essential to have policies that are formulated with an understanding that household food security is not only a function of the food that farming households produce for their own consumption but more so a function of total household income. The results produced sufficient evidence that home gardens contribute significantly to income of rural household.Keywords: food security, home gardening, household, income
Procedia PDF Downloads 21719042 Bayesian Parameter Inference for Continuous Time Markov Chains with Intractable Likelihood
Authors: Randa Alharbi, Vladislav Vyshemirsky
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Systems biology is an important field in science which focuses on studying behaviour of biological systems. Modelling is required to produce detailed description of the elements of a biological system, their function, and their interactions. A well-designed model requires selecting a suitable mechanism which can capture the main features of the system, define the essential components of the system and represent an appropriate law that can define the interactions between its components. Complex biological systems exhibit stochastic behaviour. Thus, using probabilistic models are suitable to describe and analyse biological systems. Continuous-Time Markov Chain (CTMC) is one of the probabilistic models that describe the system as a set of discrete states with continuous time transitions between them. The system is then characterised by a set of probability distributions that describe the transition from one state to another at a given time. The evolution of these probabilities through time can be obtained by chemical master equation which is analytically intractable but it can be simulated. Uncertain parameters of such a model can be inferred using methods of Bayesian inference. Yet, inference in such a complex system is challenging as it requires the evaluation of the likelihood which is intractable in most cases. There are different statistical methods that allow simulating from the model despite intractability of the likelihood. Approximate Bayesian computation is a common approach for tackling inference which relies on simulation of the model to approximate the intractable likelihood. Particle Markov chain Monte Carlo (PMCMC) is another approach which is based on using sequential Monte Carlo to estimate intractable likelihood. However, both methods are computationally expensive. In this paper we discuss the efficiency and possible practical issues for each method, taking into account the computational time for these methods. We demonstrate likelihood-free inference by performing analysing a model of the Repressilator using both methods. Detailed investigation is performed to quantify the difference between these methods in terms of efficiency and computational cost.Keywords: Approximate Bayesian computation(ABC), Continuous-Time Markov Chains, Sequential Monte Carlo, Particle Markov chain Monte Carlo (PMCMC)
Procedia PDF Downloads 19819041 Predicting Daily Patient Hospital Visits Using Machine Learning
Authors: Shreya Goyal
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The study aims to build user-friendly software to understand patient arrival patterns and compute the number of potential patients who will visit a particular health facility for a given period by using a machine learning algorithm. The underlying machine learning algorithm used in this study is the Support Vector Machine (SVM). Accurate prediction of patient arrival allows hospitals to operate more effectively, providing timely and efficient care while optimizing resources and improving patient experience. It allows for better allocation of staff, equipment, and other resources. If there's a projected surge in patients, additional staff or resources can be allocated to handle the influx, preventing bottlenecks or delays in care. Understanding patient arrival patterns can also help streamline processes to minimize waiting times for patients and ensure timely access to care for patients in need. Another big advantage of using this software is adhering to strict data protection regulations such as the Health Insurance Portability and Accountability Act (HIPAA) in the United States as the hospital will not have to share the data with any third party or upload it to the cloud because the software can read data locally from the machine. The data needs to be arranged in. a particular format and the software will be able to read the data and provide meaningful output. Using software that operates locally can facilitate compliance with these regulations by minimizing data exposure. Keeping patient data within the hospital's local systems reduces the risk of unauthorized access or breaches associated with transmitting data over networks or storing it in external servers. This can help maintain the confidentiality and integrity of sensitive patient information. Historical patient data is used in this study. The input variables used to train the model include patient age, time of day, day of the week, seasonal variations, and local events. The algorithm uses a Supervised learning method to optimize the objective function and find the global minima. The algorithm stores the values of the local minima after each iteration and at the end compares all the local minima to find the global minima. The strength of this study is the transfer function used to calculate the number of patients. The model has an output accuracy of >95%. The method proposed in this study could be used for better management planning of personnel and medical resources.Keywords: machine learning, SVM, HIPAA, data
Procedia PDF Downloads 6119040 Multiscale Simulation of Ink Seepage into Fibrous Structures through a Mesoscopic Variational Model
Authors: Athmane Bakhta, Sebastien Leclaire, David Vidal, Francois Bertrand, Mohamed Cheriet
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This work presents a new three-dimensional variational model proposed for the simulation of ink seepage into paper sheets at the fiber level. The model, inspired by the Hising model, takes into account a finite volume of ink and describes the system state through gravity, cohesion, and adhesion force interactions. At the mesoscopic scale, the paper substrate is modeled using a discretized fiber structure generated using a numerical deposition procedure. A modified Monte Carlo method is introduced for the simulation of the ink dynamics. Besides, a multiphase lattice Boltzmann method is suggested to fine-tune the mesoscopic variational model parameters, and it is shown that the ink seepage behaviors predicted by the proposed model can resemble those predicted by a method relying on first principles.Keywords: fibrous media, lattice Boltzmann, modelling and simulation, Monte Carlo, variational model
Procedia PDF Downloads 13919039 Segmentation of Piecewise Polynomial Regression Model by Using Reversible Jump MCMC Algorithm
Authors: Suparman
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Piecewise polynomial regression model is very flexible model for modeling the data. If the piecewise polynomial regression model is matched against the data, its parameters are not generally known. This paper studies the parameter estimation problem of piecewise polynomial regression model. The method which is used to estimate the parameters of the piecewise polynomial regression model is Bayesian method. Unfortunately, the Bayes estimator cannot be found analytically. Reversible jump MCMC algorithm is proposed to solve this problem. Reversible jump MCMC algorithm generates the Markov chain that converges to the limit distribution of the posterior distribution of piecewise polynomial regression model parameter. The resulting Markov chain is used to calculate the Bayes estimator for the parameters of piecewise polynomial regression model.Keywords: piecewise regression, bayesian, reversible jump MCMC, segmentation
Procedia PDF Downloads 36319038 Comparison of Sourcing Process in Supply Chain Operation References Model and Business Information Systems
Authors: Batuhan Kocaoglu
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Although using powerful systems like ERP (Enterprise Resource Planning), companies still cannot benchmark their processes and measure their process performance easily based on predefined SCOR (Supply Chain Operation References) terms. The purpose of this research is to identify common and corresponding processes to present a conceptual model to model and measure the purchasing process of an organization. The main steps for the research study are: Literature review related to 'procure to pay' process in ERP system; Literature review related to 'sourcing' process in SCOR model; To develop a conceptual model integrating 'sourcing' of SCOR model and 'procure to pay' of ERP model. In this study, we examined the similarities and differences between these two models. The proposed framework is based on the assumptions that are drawn from (1) the body of literature, (2) the authors’ experience by working in the field of enterprise and logistics information systems. The modeling framework provides a structured and systematic way to model and decompose necessary information from conceptual representation to process element specification. This conceptual model will help the organizations to make quality purchasing system measurement instruments and tools. And offered adaptation issues for ERP systems and SCOR model will provide a more benchmarkable and worldwide standard business process.Keywords: SCOR, ERP, procure to pay, sourcing, reference model
Procedia PDF Downloads 35619037 Approach on Conceptual Design and Dimensional Synthesis of the Linear Delta Robot for Additive Manufacturing
Authors: Efrain Rodriguez, Cristhian Riano, Alberto Alvares
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In recent years, robots manipulators with parallel architectures are used in additive manufacturing processes – 3D printing. These robots have advantages such as speed and lightness that make them suitable to help with the efficiency and productivity of these processes. Consequently, the interest for the development of parallel robots for additive manufacturing applications has increased. This article deals with the conceptual design and dimensional synthesis of the linear delta robot for additive manufacturing. Firstly, a methodology based on structured processes for the development of products through the phases of informational design, conceptual design and detailed design is adopted: a) In the informational design phase the Mudge diagram and the QFD matrix are used to aid a set of technical requirements, to define the form, functions and features of the robot. b) In the conceptual design phase, the functional modeling of the system through of an IDEF0 diagram is performed, and the solution principles for the requirements are formulated using a morphological matrix. This phase includes the description of the mechanical, electro-electronic and computational subsystems that constitute the general architecture of the robot. c) In the detailed design phase, a digital model of the robot is drawn on CAD software. A list of commercial and manufactured parts is detailed. Tolerances and adjustments are defined for some parts of the robot structure. The necessary manufacturing processes and tools are also listed, including: milling, turning and 3D printing. Secondly, a dimensional synthesis method applied on design of the linear delta robot is presented. One of the most important key factors in the design of a parallel robot is the useful workspace, which strongly depends on the joint space, the dimensions of the mechanism bodies and the possible interferences between these bodies. The objective function is based on the verification of the kinematic model for a prescribed cylindrical workspace, considering geometric constraints that possibly lead to singularities of the mechanism. The aim is to determine the minimum dimensional parameters of the mechanism bodies for the proposed workspace. A method based on genetic algorithms was used to solve this problem. The method uses a cloud of points with the cylindrical shape of the workspace and checks the kinematic model for each of the points within the cloud. The evolution of the population (point cloud) provides the optimal parameters for the design of the delta robot. The development process of the linear delta robot with optimal dimensions for additive manufacture is presented. The dimensional synthesis enabled to design the mechanism of the delta robot in function of the prescribed workspace. Finally, the implementation of the robotic platform developed based on a linear delta robot in an additive manufacturing application using the Fused Deposition Modeling (FDM) technique is presented.Keywords: additive manufacturing, delta parallel robot, dimensional synthesis, genetic algorithms
Procedia PDF Downloads 182