Search results for: random coefficients model

Authors: Kostas Metaxiotis

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Portfolio optimization is one of the most important topics in finance. This paper proposes a mean–variance–skewness (MVS) portfolio optimization model. Traditionally, the portfolio optimization problem is solved by using the mean–variance (MV) framework. In this study, we formulate the proposed model as a three-objective optimization problem, where the portfolio's expected return and skewness are maximized whereas the portfolio risk is minimized. For solving the proposed three-objective portfolio optimization model we apply an adapted version of the non-dominated sorting genetic algorithm (NSGAII). Finally, we use a real dataset from FTSE-100 for validating the proposed model.

Keywords: evolutionary algorithms, portfolio optimization, skewness, stock selection

Procedia PDF Downloads 196

Authors: Jonny, T. Yuri M. Zagloel

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This paper is made to present an Indonesian Healthcare model. Currently, there are nine TQM (Total Quality Management) practices in healthcare industry. However, these practices are not integrated yet. Therefore, this paper aims to integrate these practices as a model by using Structural Equation Modeling (SEM). After administering about 210 questionnaires to various stakeholders of this industry, a LISREL program was used to evaluate the model's fitness. The result confirmed that the model is fit because the p-value was about 0.45 or above required 0.05. This has signified that previously mentioned of nine TQM practices are able to be integrated as an Indonesian healthcare model.

Keywords: healthcare, total quality management (TQM), structural equation modeling (SEM), linear structural relations (LISREL)

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Authors: Li Shuang

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With rigid teaching procedures and limited academic performance assessment methods, traditional teaching model stands in the way of college English reform in China, which features EAP (English for Academic Purpose) teaching. Flipped-classroom teaching, which has been extensively applied to science subjects teaching, however, covers the shortage of traditional teaching model in EAP teaching, via creatively inverting traditional teaching procedures. Besides, the application of flipped-classroom teaching model in EAP teaching also proves that this new teaching philosophy is not confined to science subjects teaching; it goes perfectly well with liberal-arts subjects teaching. Data analysis, desk research survey, and comparative study are referred to in the essay so as to prove its feasibility and advantages in EAP teaching.

Keywords: EAP, traditional teaching method, flipped-classroom teaching model, teaching model design

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Authors: Rajai Al-Rousan

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This paper presents a proposed analytical model for predicting the shear strength of reinforced concrete beams strengthened with CFRP composites as external reinforcement. The proposed analytical model can predict the shear contribution of CFRP composites of RC beams with an acceptable coefficient of correlation with the tested results. Based on the comparison of the proposed model with the published well-known models (ACI model, Triantafillou model, and Colotti model), the ACI model had a wider range of 0.16 to 10.08 for the ratio between tested and predicted ultimate shears at failure. Also, an acceptable range of 0.27 to 2.78 for the ratio between tested and predicted ultimate shears by the Triantafillou model. Finally, the best prediction (the ratio between the tested and predicted ones) of the ultimate shear capacity is observed by using Colotti model with a range of 0.20 to 1.78. Thus, the contribution of the CFRP composites as external reinforcement can be predicted with high accuracy by using the proposed analytical model.

Keywords: predicting, shear capacity, reinforced concrete, beams, strengthened, externally, CFRP composites

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Authors: Xiaoyang Zhao, Kaiying Wang

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The choice of stocking density in poultry farming is a potential way for determining welfare level of poultry. However, it is difficult to measure stocking densities in poultry farming because of a lot of variables such as species, age and weight, feeding way, house structure and geographical location in different broiler houses. A method was proposed in this paper to measure the differences of young broilers reared under different stocking densities by sound analysis. Vocalisations of broilers were recorded and analysed under different stocking densities to identify the relationship between sounds and stocking densities. Recordings were made continuously for three-week-old chickens in order to evaluate the variation of sounds emitted by the animals at the beginning. The experimental trial was carried out in an indoor reared broiler farm; the audio recording procedures lasted for 5 days. Broilers were divided into 5 groups, stocking density treatments were 8/m², 10/m², 12/m² (96birds/pen), 14/m² and 16/m², all conditions including ventilation and feed conditions were kept same except from stocking densities in every group. The recordings and analysis of sounds of chickens were made noninvasively. Sound recordings were manually analysed and labelled using sound analysis software: GoldWave Digital Audio Editor. After sound acquisition process, the Mel Frequency Cepstrum Coefficients (MFCC) was extracted from sound data, and the Support Vector Machine (SVM) was used as an early detector and classifier. This preliminary study, conducted in an indoor reared broiler farm shows that this method can be used to classify sounds of chickens under different densities economically (only a cheap microphone and recorder can be used), the classification accuracy is 85.7%. This method can predict the optimum stocking density of broilers with the complement of animal welfare indicators, animal productive indicators and so on.

Keywords: broiler, stocking density, poultry farming, sound monitoring, Mel Frequency Cepstrum Coefficients (MFCC), Support Vector Machine (SVM)

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Authors: A. Brahma

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The drying of hydraulics materials is unavoidable and conducted to important spontaneous deformations. In this study, we show that it is possible to describe the drying shrinkage of the high-performance concrete by a simple expression. A multiple regression model was developed for the prediction of the drying shrinkage of the high-performance concrete. The assessment of the proposed model has been done by a set of statistical tests. The model developed takes in consideration the main parameters of confection and conservation. There was a very good agreement between drying shrinkage predicted by the multiple regression model and experimental results. The developed model adjusts easily to all hydraulic concrete types.

Keywords: hydraulic concretes, drying, shrinkage, prediction, modeling

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Authors: A. Seleem, M. Mortada, M. El-Morsi, M. Younan

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Diffusion stills have been effective in water desalination. The present work represents a model of the distillation process by using vertical single-effect diffusion stills. A semi-analytical model has been developed to model the process. A software computer code using Engineering Equation Solver EES software has been developed to solve the equations of the developed model. An experimental setup has been constructed, and used for the validation of the model. The model is also validated against former literature results. The results obtained from the present experimental test rig, and the data from the literature, have been compared with the results of the code to find its best range of validity. In addition, a parametric analysis of the system has been developed using the model to determine the effect of operating conditions on the system's performance. The dominant parameters that affect the productivity of the still are the hot plate temperature that ranges from (55-90 °C) and feed flow rate in range of (0.00694-0.0211 kg/m2-s).

Keywords: analytical model, solar distillation, sustainable water systems, vertical diffusion still

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Authors: Zdeněk Veselý, Milan Honner, Jiří Mach

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The aim of the performed work is to establish the 2D and 3D model of direct unsteady task of sample heat treatment by moving source employing computer model on the basis of finite element method. The complex boundary condition on heat loaded sample surface is the essential feature of the task. Computer model describes heat treatment of the sample during heat source movement over the sample surface. It is started from the 2D task of sample cross section as a basic model. Possibilities of extension from 2D to 3D task are discussed. The effect of the addition of third model dimension on the temperature distribution in the sample is showed. Comparison of various model parameters on the sample temperatures is observed. Influence of heat source motion on the depth of material heat treatment is shown for several velocities of the movement. Presented computer model is prepared for the utilization in laser treatment of machine parts.

Keywords: computer simulation, unsteady model, heat treatment, complex boundary condition, moving heat source

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Authors: Neel K. Shah

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Passive flow control on aerofoils has largely been achieved through the use of protrusions such as vane-type vortex generators. Consequently, innovative flow-control concepts should be explored in an effort to improve current component performance. Therefore, experimental research has been performed at The University of Manchester to evaluate the flow-control effectiveness of a vortex generator made in the form of a surface indentation. The surface indentation has a trapezoidal planform. A spanwise array of indentations has been applied in a convergent orientation around the maximum-thickness location of the upper surface of a NACA-0015 aerofoil. The aerofoil has been tested in a two-dimensional set-up in a low-speed wind tunnel at an angle of attack (AoA) of 3° and a chord-based Reynolds number (Re) of ~2.7 x 105. The baseline model has been found to suffer from a laminar separation bubble at low AoA. The application of the indentations at 3° AoA has considerably shortened the separation bubble. The indentations achieve this by shedding up-flow pairs of streamwise vortices. Despite the considerable reduction in bubble length, the increase in leading-edge suction due to the shorter bubble is limited by the removal of surface curvature and blockage (increase in surface pressure) caused locally by the convergent indentations. Furthermore, the up-flow region of the vortices, which locally weakens the pressure recovery around the trailing edge of the aerofoil by thickening the boundary layer, also contributes to this limitation. Due to the conflicting effects of the indentations, the changes in the pressure-lift and pressure-drag coefficients, i.e., cl,p and cd,p, are small. Nevertheless, the indentations have improved cl,p and cd,p beyond the uncertainty range, i.e., by ~1.30% and ~0.30%, respectively, at 3° AoA. The wake measurements show that turbulence intensity and Reynolds stresses have considerably increased in the indented case, thus implying that the indentations increase the viscous drag on the model. In summary, the convergent indentations are able to reduce the size of the laminar separation bubble, but conversely, they are not highly effective in reducing cd,p at the tested Reynolds number.

Keywords: aerofoil flow control, laminar separation bubbles, low Reynolds-number flows, surface indentations

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Authors: Fuchun Li, Hong Xiao

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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

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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

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Authors: Jeremie Coullon, Robert J. Webber

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We introduce a Markov chain Monte Carlo (MCMC) sam-pler for infinite-dimensional inverse problems. Our sam-pler is based on the affine invariant ensemble sampler, which uses interacting walkers to adapt to the covariance structure of the target distribution. We extend this ensem-ble sampler for the first time to infinite-dimensional func-tion spaces, yielding a highly efficient gradient-free MCMC algorithm. Because our ensemble sampler does not require gradients or posterior covariance estimates, it is simple to implement and broadly applicable. In many Bayes-ian inverse problems, Markov chain Monte Carlo (MCMC) meth-ods are needed to approximate distributions on infinite-dimensional function spaces, for example, in groundwater flow, medical imaging, and traffic flow. Yet designing efficient MCMC methods for function spaces has proved challenging. Recent gradi-ent-based MCMC methods preconditioned MCMC methods, and SMC methods have improved the computational efficiency of functional random walk. However, these samplers require gradi-ents or posterior covariance estimates that may be challenging to obtain. Calculating gradients is difficult or impossible in many high-dimensional inverse problems involving a numerical integra-tor with a black-box code base. Additionally, accurately estimating posterior covariances can require a lengthy pilot run or adaptation period. These concerns raise the question: is there a functional sampler that outperforms functional random walk without requir-ing gradients or posterior covariance estimates? To address this question, we consider a gradient-free sampler that avoids explicit covariance estimation yet adapts naturally to the covariance struc-ture of the sampled distribution. This sampler works by consider-ing an ensemble of walkers and interpolating and extrapolating between walkers to make a proposal. This is called the affine in-variant ensemble sampler (AIES), which is easy to tune, easy to parallelize, and efficient at sampling spaces of moderate dimen-sionality (less than 20). The main contribution of this work is to propose a functional ensemble sampler (FES) that combines func-tional random walk and AIES. To apply this sampler, we first cal-culate the Karhunen–Loeve (KL) expansion for the Bayesian prior distribution, assumed to be Gaussian and trace-class. Then, we use AIES to sample the posterior distribution on the low-wavenumber KL components and use the functional random walk to sample the posterior distribution on the high-wavenumber KL components. Alternating between AIES and functional random walk updates, we obtain our functional ensemble sampler that is efficient and easy to use without requiring detailed knowledge of the target dis-tribution. In past work, several authors have proposed splitting the Bayesian posterior into low-wavenumber and high-wavenumber components and then applying enhanced sampling to the low-wavenumber components. Yet compared to these other samplers, FES is unique in its simplicity and broad applicability. FES does not require any derivatives, and the need for derivative-free sam-plers has previously been emphasized. FES also eliminates the requirement for posterior covariance estimates. Lastly, FES is more efficient than other gradient-free samplers in our tests. In two nu-merical examples, we apply FES to challenging inverse problems that involve estimating a functional parameter and one or more scalar parameters. We compare the performance of functional random walk, FES, and an alternative derivative-free sampler that explicitly estimates the posterior covariance matrix. We conclude that FES is the fastest available gradient-free sampler for these challenging and multimodal test problems.

Keywords: Bayesian inverse problems, Markov chain Monte Carlo, infinite-dimensional inverse problems, dimensionality reduction

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Authors: Parthiban Srinivasan

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With recent advances in computational power and access to enough data in biosciences, artificial intelligence methods are increasingly being used in drug discovery research. These methods are essentially a series of advanced statistics based exercises that review the past to indicate the likely future. Our goal is to develop a model that accurately predicts biological activity and toxicity parameters for novel compounds. We have compiled a robust library of over 150,000 chemical compounds with different pharmacological properties from literature and public domain databases. The compounds are stored in simplified molecular-input line-entry system (SMILES), a commonly used text encoding for organic molecules. We utilize an automated process to generate an array of numerical descriptors (features) for each molecule. Redundant and irrelevant descriptors are eliminated iteratively. Our prediction engine is based on a portfolio of machine learning algorithms. We found Random Forest algorithm to be a better choice for this analysis. We captured non-linear relationship in the data and formed a prediction model with reasonable accuracy by averaging across a large number of randomized decision trees. Our next step is to apply deep neural network (DNN) algorithm to predict the biological activity and toxicity properties. We expect the DNN algorithm to give better results and improve the accuracy of the prediction. This presentation will review all these prominent machine learning and deep learning methods, our implementation protocols and discuss these techniques for their usefulness in biomedical and health informatics.

Keywords: deep learning, drug discovery, health informatics, machine learning, toxicity prediction

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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)

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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

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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

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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

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Authors: Mehrdad Shahrbanozadeh, Gholam Abbas Barani, Saeed Shojaee

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In this study, a finite element (Seep3D model) and an artificial neural network (ANN) model were developed to simulate flow through dam foundation. Seep3D model is capable of simulating three-dimensional flow through a heterogeneous and anisotropic, saturated and unsaturated porous media. Flow through the Shahid Abbaspour dam foundation has been used as a case study. The FEM with 24960 triangular elements and 28707 nodes applied to model flow through foundation of this dam. The FEM being made denser in the neighborhood of the curtain screen. The ANN model developed for Shahid Abbaspour dam is a feedforward four layer network employing the sigmoid function as an activator and the back-propagation algorithm for the network learning. The water level elevations of the upstream and downstream of the dam have been used as input variables and the piezometric heads as the target outputs in the ANN model. The two models are calibrated and verified using the Shahid Abbaspour’s dam piezometric data. Results of the models were compared with those measured by the piezometers which are in good agreement. The model results also revealed that the ANN model performed as good as and in some cases better than the FEM.

Keywords: seepage, dam foundation, finite element method, neural network, seep 3D model

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Authors: Maciej Czarnecki

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Even though growth is one of the most important strategic objectives for many enterprises, we know relatively little about this phenomenon. This research contributes to broaden our knowledge of managerial consequences of growth. Scales for measuring organizational development and growing pains were developed. Conceptual model of connections among growth, organizational development, growing pains, selected development factors and financial performance were examined. The research process contained literature review, 20 interviews with managers, examination of 12 raters’ opinions, pilot research and 7 point Likert scale questionnaire research on 138 Polish enterprises employing 50-249 people which increased their employment at least by 50% within last three years. Factor analysis, Pearson product-moment correlation coefficient, student’s t-test and chi-squared test were used to develop scales. High Cronbach’s alpha coefficients were obtained. The verification of correlations among the constructs was carried out with factor correlations, multiple regressions and path analysis. When the enterprise grows, it is necessary to implement changes in its structure, management practices etc. (organizational development) to meet challenges of growing complexity. In this paper, organizational development was defined as internal changes aiming to improve the quality of existing or to introduce new elements in the areas of processes, organizational structure and culture, operational and management systems. Thus; H1: Growth has positive effects on organizational development. The main thesis of the research is that if organizational development does not catch up　with growing complexity of growing enterprise, growing pains will arise (lower work comfort, conflicts, lack of control etc.). They will exert a negative influence on the financial performance and may result in serious organizational crisis or even bankruptcy. Thus; H2: Growth has positive effects on growing pains, H3: Organizational development has negative effects on growing pains, H4: Growing pains have negative effects on financial performance, H5: Organizational development has positive effects on financial performance. Scholars considered long lists of factors having potential influence on organizational development. The development of comprehensive model taking into account all possible variables may be beyond the capacity of any researcher or even statistical software used. After literature review, it was decided to increase the level of abstraction and to include following constructs in the conceptual model: organizational learning (OL), positive organization (PO) and high performance factors (HPF). H1a/b/c: OL/PO/HPF has positive effect on organizational development, H2a/b/c: OL/PO/HPF has negative effect on growing pains. The results of hypothesis testing: H1: partly supported, H1a/b/c: supported/not supported/supported, H2: not supported, H2a/b/c: not supported/partly supported/not supported, H3: supported, H4: partly supported, H5: supported. The research seems to be of a great value for both scholars and practitioners. It proved that OL and HPO matter for organizational development. Scales for measuring organizational development and growing pains were developed. Its main finding, though, is that organizational development is a good way of improving financial performance.

Keywords: organizational development, growth, growing pains, financial performance

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Authors: Khuram Nawaz Sadozai, Rizwan Ahmad, Munawar Raza Kazmi, Awais Habib

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Climate change and crop production are intrinsically associated with each other. Therefore, this research study is designed to assess the impact of climate change on pulses production in Southern districts of Khyber Pakhtunkhwa (KP) Province of Pakistan. Two pulses (i.e. chickpea and mung bean) were selected for this research study with respect to climate change. Climatic variables such as temperature, humidity and precipitation along with pulses production and area under cultivation of pulses were encompassed as the major variables of this study. Secondary data of climatic variables and crop variables for the period of thirty four years (1986-2020) were obtained from Pakistan Metrological Department and Agriculture Statistics of KP respectively. Panel data set of chickpea and mung bean crops was estimated separately. The analysis validate that both data sets were a balanced panel data. The Hausman specification test was run separately for both the panel data sets whose findings had suggested the fixed effect model can be deemed as an appropriate model for chickpea panel data, however random effect model was appropriate for estimation of the panel data of mung bean. Major findings confirm that maximum temperature is statistically significant for the chickpea yield. This implies if maximum temperature increases by 1 0C, it can enhance the chickpea yield by 0.0463 units. However, the impact of precipitation was reported insignificant. Furthermore, the humidity was statistically significant and has a positive association with chickpea yield. In case of mung bean the minimum temperature was significantly contributing in the yield of mung bean. This study concludes that temperature and humidity can significantly contribute to enhance the pulses yield. It is recommended that capacity building of pulses growers may be made to adapt the climate change strategies. Moreover, government may ensure the availability of climate change resistant varieties of pulses to encourage the pulses cultivation.

Keywords: climate change, pulses productivity, agriculture, Pakistan

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Authors: Ignatius Madu

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The study aims at assessing the environmental and socioeconomic determinants of climate change resilience in rural Nigeria. This is necessary because researches and development efforts on building climate change resilience of rural areas in developing countries are usually made without the knowledge of the impacts of the inherent rural characteristics that determine resilient capacities of the households. This has, in many cases, led to costly mistakes, delayed responses, inaccurate outcomes, and other difficulties. Consequently, this assessment becomes crucial not only to policymakers and people living in risk-prone environments in rural areas but also to fill the research gap. To achieve the aim, secondary data were obtained from the Annual Abstract of Statistics 2017, LSMS-Integrated Surveys on Agriculture and General Household Survey Panel 2015/2016, and National Agriculture Sample Survey (NASS), 2010/2011.Resilience was calculated by weighting and adding the adaptive, absorptive and anticipatory measures of households variables aggregated at state levels and then regressed against rural environmental and socioeconomic characteristics influencing it. From the regression, the coefficients of the variables were used to compute the impacts of the variables using the Stochastic Regression of Impacts on Population, Affluence and Technology (STIRPAT) Model. The results showed that the northern States are generally low in resilient indices and are impacted less by the development indicators. The major determining factors are percentage of non-poor, environmental protection, road transport development, landholding, agricultural input, population density, dependency ratio (inverse), household asserts, education and maternal care. The paper concludes that any effort to a successful resilient building in rural areas of the country should first address these key factors that enhance rural development and wellbeing since it is better to take action before shocks take place.

Keywords: climate change resilience; spatial impacts; STIRPAT model; Nigeria

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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

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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

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Authors: M. D. D. Chathurangi, M. G. K. Nayanathara, K. M. H. M. M. Gunapala, G. M. R. G. Dayananda, Kavinga Yapa Abeywardena, Deemantha Siriwardana

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Due to the growing popularity of social media platforms at present, there are various concerns, mostly cyberbullying, spam, bot accounts, and the spread of incorrect information. To develop a risk score calculation system as a thorough method for deciphering and exposing unethical social media profiles, this research explores the most suitable algorithms to our best knowledge in detecting the mentioned concerns. Various multiple models, such as Naïve Bayes, CNN, KNN, Stochastic Gradient Descent, Gradient Boosting Classifier, etc., were examined, and the best results were taken into the development of the risk score system. For cyberbullying, the Logistic Regression algorithm achieved an accuracy of 84.9%, while the spam-detecting MLP model gained 98.02% accuracy. The bot accounts identifying the Random Forest algorithm obtained 91.06% accuracy, and 84% accuracy was acquired for fake news detection using SVM.

Keywords: cyberbullying, spam behavior, bot accounts, fake news, machine learning

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Authors: Ola Hall, Ibrahim Wahab, Thorsteinn Rognvaldsson, Mattias Ohlsson

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The subfield of poverty and welfare estimation that applies machine learning tools and methods on satellite imagery is a nascent but rapidly growing one. This is in part driven by the sustainable development goal, whose overarching principle is that no region is left behind. Among other things, this requires that welfare levels can be accurately and rapidly estimated at different spatial scales and resolutions. Conventional tools of household surveys and interviews do not suffice in this regard. While they are useful for gaining a longitudinal understanding of the welfare levels of populations, they do not offer adequate spatial coverage for the accuracy that is needed, nor are their implementation sufficiently swift to gain an accurate insight into people and places. It is this void that satellite imagery fills. Previously, this was near-impossible to implement due to the sheer volume of data that needed processing. Recent advances in machine learning, especially the deep learning subtype, such as deep neural networks, have made this a rapidly growing area of scholarship. Despite their unprecedented levels of performance, such models lack transparency and explainability and thus have seen limited downstream applications as humans generally are apprehensive of techniques that are not inherently interpretable and trustworthy. While several studies have demonstrated the superhuman performance of AI models, none has directly compared the performance of such models and human readers in the domain of poverty studies. In the present study, we directly compare the performance of human readers and a DL model using different resolutions of satellite imagery to estimate the welfare levels of demographic and health survey clusters in Tanzania, using the wealth quintile ratings from the same survey as the ground truth data. The cluster-level imagery covers all 608 cluster locations, of which 428 were classified as rural. The imagery for the human readers was sourced from the Google Maps Platform at an ultra-high resolution of 0.6m per pixel at zoom level 18, while that of the machine learning model was sourced from the comparatively lower resolution Sentinel-2 10m per pixel data for the same cluster locations. Rank correlation coefficients of between 0.31 and 0.32 achieved by the human readers were much lower when compared to those attained by the machine learning model – 0.69-0.79. This superhuman performance by the model is even more significant given that it was trained on the relatively lower 10-meter resolution satellite data while the human readers estimated welfare levels from the higher 0.6m spatial resolution data from which key markers of poverty and slums – roofing and road quality – are discernible. It is important to note, however, that the human readers did not receive any training before ratings, and had this been done, their performance might have improved. The stellar performance of the model also comes with the inevitable shortfall relating to limited transparency and explainability. The findings have significant implications for attaining the objective of the current frontier of deep learning models in this domain of scholarship – eXplainable Artificial Intelligence through a collaborative rather than a comparative framework.

Keywords: poverty prediction, satellite imagery, human readers, machine learning, Tanzania

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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

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Authors: Ferhat Demir

Abstract:

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

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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

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Authors: Calister Wingang Makebe, Wilson Ambindei Agwanande, Emmanuel Jong Nso, P. Nisha

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Traditional liquid-state fermentation processes of Annona muricata L. juice can result in fluctuating product quality and quantity due to difficulties in control and scale up. This work describes a laboratory-scale batch fermentation process to produce a probiotic Annona muricata L. enzymatically extracted juice, which was modeled using the Doehlert design with independent extraction factors being incubation time, temperature, and enzyme concentration. It aimed at a better understanding of the traditional process as an initial step for future optimization. Annona muricata L. juice was fermented with L. acidophilus (NCDC 291) (LA), L. casei (NCDC 17) (LC), and a blend of LA and LC (LCA) for 72 h at 37 °C. Experimental data were fitted into mathematical models (Monod, Logistic and Luedeking and Piret models) using MATLAB software, to describe biomass growth, sugar utilization, and organic acid production. The optimal fermentation time was obtained based on cell viability, which was 24 h for LC and 36 h for LA and LCA. The model was particularly effective in estimating biomass growth, reducing sugar consumption, and lactic acid production. The values of the determination coefficient, R2, were 0.9946, 0.9913 and 0.9946, while the residual sum of square error, SSE, was 0.2876, 0.1738 and 0.1589 for LC, LA and LCA, respectively. The growth kinetic parameters included the maximum specific growth rate, µm, which was 0.2876 h-1, 0.1738 h-1 and 0.1589 h-1 as well as the substrate saturation, Ks, with 9.0680 g/L, 9.9337 g/L and 9.0709 g/L respectively for LC, LA and LCA. For the stoichiometric parameters, the yield of biomass based on utilized substrate (YXS) was 50.7932, 3.3940 and 61.0202, and the yield of product based on utilized substrate (YPS) was 2.4524, 0.2307 and 0.7415 for LC, LA, and LCA, respectively. In addition, the maintenance energy parameter (ms) was 0.0128, 0.0001 and 0.0004 with respect to LC, LA and LCA. With the kinetic model proposed by Luedeking and Piret for lactic acid production rate, the growth associated, and non-growth associated coefficients were determined as 1.0028 and 0.0109, respectively. The model was demonstrated for batch growth of LA, LC, and LCA in Annona muricata L. juice. The present investigation validates the potential of Annona muricata L. based medium for heightened economical production of a probiotic medium.

Keywords: L. acidophilus, L. casei, fermentation, modelling, kinetics

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Authors: Maharjan Shree Kumar

Abstract:

Climate change impacts are observed in all livelihood sectors primarily in agriculture and forestry. Multiple factors have influenced the climate vulnerabilities and adaptations in agricultural at the household level. This study focused on the factors affecting adaptation in agriculture in Madi and Deukhuri valleys of Central and Western Nepal. The systematic random sampling technique was applied to select 154 households in Madi and 150 households in Deukhuri. The main purpose of the study was to analyze the socio-economic factors that either influence or restrain the farmers’ adaptation to climate change at the household level by applying the linear probability model. Based on the analysis, it is revealed that crop diversity, education, training and total land holding (acre) were positively significant for adaptation choices the study sites. Rest of the variables were not significant though indicated positive as expected except age, occupation, ethnicity, family size, and access to credit.

Keywords: adaptation, agriculture, climate, factors, Nepal

Procedia PDF Downloads 151