Search results for: moving average model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 21218

Search results for: moving average model

19898 New Estimation in Autoregressive Models with Exponential White Noise by Using Reversible Jump MCMC Algorithm

Authors: Suparman Suparman

Abstract:

A white noise in autoregressive (AR) model is often assumed to be normally distributed. In application, the white noise usually do not follows a normal distribution. This paper aims to estimate a parameter of AR model that has a exponential white noise. A Bayesian method is adopted. A prior distribution of the parameter of AR model is selected and then this prior distribution is combined with a likelihood function of data to get a posterior distribution. Based on this posterior distribution, a Bayesian estimator for the parameter of AR model is estimated. Because the order of AR model is considered a parameter, this Bayesian estimator cannot be explicitly calculated. To resolve this problem, a method of reversible jump Markov Chain Monte Carlo (MCMC) is adopted. A result is a estimation of the parameter AR model can be simultaneously calculated.

Keywords: autoregressive (AR) model, exponential white Noise, bayesian, reversible jump Markov Chain Monte Carlo (MCMC)

Procedia PDF Downloads 355
19897 Numerical Pricing of Financial Options under Irrational Exercise Times and Regime-Switching Models

Authors: Mohammad Saber Rohi, Saghar Heidari

Abstract:

In this paper, we studied the pricing problem of American options under a regime-switching model with the possibility of a non-optimal exercise policy (early or late exercise time) which is called an irrational strategy. For this, we consider a Markovmodulated model for the dynamic of the underlying asset as an alternative model to the classical Balck-Scholes-Merton model (BSM) and an intensity-based model for the irrational strategy, to provide more realistic results for American option prices under the irrational behavior in real financial markets. Applying a partial differential equation (PDE) approach, the pricing problem of American options under regime-switching models can be formulated as coupled PDEs. To solve the resulting systems of PDEs in this model, we apply a finite element method as the numerical solving procedure to the resulting variational inequality. Under some appropriate assumptions, we establish the stability of the method and compare its accuracy to some recent works to illustrate the suitability of the proposed model and the accuracy of the applied numerical method for the pricing problem of American options under the regime-switching model with irrational behaviors.

Keywords: irrational exercise strategy, rationality parameter, regime-switching model, American option, finite element method, variational inequality

Procedia PDF Downloads 73
19896 A Posterior Predictive Model-Based Control Chart for Monitoring Healthcare

Authors: Yi-Fan Lin, Peter P. Howley, Frank A. Tuyl

Abstract:

Quality measurement and reporting systems are used in healthcare internationally. In Australia, the Australian Council on Healthcare Standards records and reports hundreds of clinical indicators (CIs) nationally across the healthcare system. These CIs are measures of performance in the clinical setting, and are used as a screening tool to help assess whether a standard of care is being met. Existing analysis and reporting of these CIs incorporate Bayesian methods to address sampling variation; however, such assessments are retrospective in nature, reporting upon the previous six or twelve months of data. The use of Bayesian methods within statistical process control for monitoring systems is an important pursuit to support more timely decision-making. Our research has developed and assessed a new graphical monitoring tool, similar to a control chart, based on the beta-binomial posterior predictive (BBPP) distribution to facilitate the real-time assessment of health care organizational performance via CIs. The BBPP charts have been compared with the traditional Bernoulli CUSUM (BC) chart by simulation. The more traditional “central” and “highest posterior density” (HPD) interval approaches were each considered to define the limits, and the multiple charts were compared via in-control and out-of-control average run lengths (ARLs), assuming that the parameter representing the underlying CI rate (proportion of cases with an event of interest) required estimation. Preliminary results have identified that the BBPP chart with HPD-based control limits provides better out-of-control run length performance than the central interval-based and BC charts. Further, the BC chart’s performance may be improved by using Bayesian parameter estimation of the underlying CI rate.

Keywords: average run length (ARL), bernoulli cusum (BC) chart, beta binomial posterior predictive (BBPP) distribution, clinical indicator (CI), healthcare organization (HCO), highest posterior density (HPD) interval

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19895 Computational Fluid Dynamics Modeling of Liquefaction of Wood and It's Model Components Using a Modified Multistage Shrinking-Core Model

Authors: K. G. R. M. Jayathilake, S. Rudra

Abstract:

Wood degradation in hot compressed water is modeled with a Computational Fluid Dynamics (CFD) code using cellulose, xylan, and lignin as model compounds. Model compounds are reacted under catalyst-free conditions in a temperature range from 250 to 370 °C. Using a simplified reaction scheme where water soluble products, methanol soluble products, char like compounds and gas are generated through intermediates with each model compound. A modified multistage shrinking core model is developed to simulate particle degradation. In the modified shrinking core model, each model compound is hydrolyzed in separate stages. Cellulose is decomposed to glucose/oligomers before producing degradation products. Xylan is decomposed through xylose and then to degradation products where lignin is decomposed into soluble products before producing the total guaiacol, organic carbon (TOC) and then char and gas. Hydrolysis of each model compound is used as the main reaction of the process. Diffusion of water monomers to the particle surface to initiate hydrolysis and dissolution of the products in water is given importance during the modeling process. In the developed model the temperature variation depends on the Arrhenius relationship. Kinetic parameters from the literature are used for the mathematical model. Meanwhile, limited initial fast reaction kinetic data limit the development of more accurate CFD models. Liquefaction results of the CFD model are analyzed and validated using the experimental data available in the literature where it shows reasonable agreement.

Keywords: computational fluid dynamics, liquefaction, shrinking-core, wood

Procedia PDF Downloads 125
19894 Using Monte Carlo Model for Simulation of Rented Housing in Mashhad, Iran

Authors: Mohammad Rahim Rahnama

Abstract:

The study employs Monte Carlo method for simulation of rented housing in Mashhad second largest city in Iran. A total number of 334 rental residential units in Mashhad, including both apartments and houses (villa), were randomly selected from advertisements placed in Khorasan Newspapers during the months of July and August of 2015. In order to simulate the monthly rent price, the rent index was calculated through combining the mortgage and the rent price. In the next step, the relation between the variables of the floor area and that of the number of bedrooms for each unit, in both apartments and houses(villa), was calculated through multivariate regression using SPSS and was coded in XML. The initial model was called using simulation button in SPSS and was simulated using triangular and binominal algorithms. The findings revealed that the average simulated rental index was 548.5$ per month. Calculating the sensitivity of rental index to a number of bedrooms we found that firstly, 97% of units have three bedrooms, and secondly as the number of bedrooms increases from one to three, for the rent price of less than 200$, the percentage of units having one bedroom decreases from 10% to 0. Contrariwise, for units with the rent price of more than 571.4$, the percentage of bedrooms increases from 37% to 48%. In the light of these findings, it becomes clear that planning to build rental residential units, overseeing the rent prices, and granting subsidies to rental residential units, for apartments with two bedrooms, present a felicitous policy for regulating residential units in Mashhad.

Keywords: Mashhad, Monte Carlo, simulation, rent price, residential unit

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19893 Anonymous Gel-Fluid Transition of Solid Supported Lipids

Authors: Asma Poursoroush

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Solid-supported lipid bilayers are often used as a simple model for studies of biological membranes. The presence of a solid substrate that interacts attractively with lipid head-groups is expected to affect the phase behavior of the supported bilayer. Molecular dynamics simulations of a coarse-grained model are thus performed to investigate the phase behavior of supported one-component lipid bilayer membranes. Our results show that the attraction of the lipid head groups to the substrate leads to a phase behavior that is different from that of a free standing lipid bilayer. In particular, we found that the phase behaviors of the two leaflets are decoupled in the presence of a substrate. The proximal leaflet undergoes a clear gel-to-fluid phase transition at a temperature lower than that of a free standing bilayer, and that decreases with increasing strength of the substrate-lipid attraction. The distal leaflet, however, undergoes a change from a homogeneous liquid phase at high temperatures to a heterogeneous state consisting of small liquid and gel domains, with the average size of the gel domains that increases with decreasing temperature. While the chain order parameter of the proximal leaflet clearly shows a gel-fluid phase transition, the chain order parameter of the distal leaflet does not exhibit a clear phase transition. The decoupling in the phase behavior of the two leaflets is due to a non-symmteric lipid distribution in the two leaflets resulting from the presence of the substrate.

Keywords: membrane, substrate, molecular dynamics, simulation

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19892 Applying the Crystal Model Approach on Light Nuclei for Calculating Radii and Density Distribution

Authors: A. Amar

Abstract:

A new model, namely the crystal model, has been modified to calculate the radius and density distribution of light nuclei up to ⁸Be. The crystal model has been modified according to solid-state physics, which uses the analogy between nucleon distribution and atoms distribution in the crystal. The model has analytical analysis to calculate the radius where the density distribution of light nuclei has obtained from analogy of crystal lattice. The distribution of nucleons over crystal has been discussed in a general form. The equation that has been used to calculate binding energy was taken from the solid-state model of repulsive and attractive force. The numbers of the protons were taken to control repulsive force, where the atomic number was responsible for the attractive force. The parameter has been calculated from the crystal model was found to be proportional to the radius of the nucleus. The density distribution of light nuclei was taken as a summation of two clusters distribution as in ⁶Li=alpha+deuteron configuration. A test has been done on the data obtained for radius and density distribution using double folding for d+⁶,⁷Li with M3Y nucleon-nucleon interaction. Good agreement has been obtained for both the radius and density distribution of light nuclei. The model failed to calculate the radius of ⁹Be, so modifications should be done to overcome discrepancy.

Keywords: nuclear physics, nuclear lattice, study nucleus as crystal, light nuclei till to ⁸Be

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19891 RAPDAC: Role Centric Attribute Based Policy Driven Access Control Model

Authors: Jamil Ahmed

Abstract:

Access control models aim to decide whether a user should be denied or granted access to the user‟s requested activity. Various access control models have been established and proposed. The most prominent of these models include role-based, attribute-based, policy based access control models as well as role-centric attribute based access control model. In this paper, a novel access control model is presented called “Role centric Attribute based Policy Driven Access Control (RAPDAC) model”. RAPDAC incorporates the concept of “policy” in the “role centric attribute based access control model”. It leverages the concept of "policy‟ by precisely combining the evaluation of conditions, attributes, permissions and roles in order to allow authorization access. This approach allows capturing the "access control policy‟ of a real time application in a well defined manner. RAPDAC model allows making access decision at much finer granularity as illustrated by the case study of a real time library information system.

Keywords: authorization, access control model, role based access control, attribute based access control

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19890 Efficient Bargaining versus Right to Manage in the Era of Liberalization

Authors: Panagiota Koliousi, Natasha Miaouli

Abstract:

We compare product and labour market liberalization under the two trade union bargaining models: the Right-to-Manage (RTM) model and the Efficient Bargaining (EB) model. The vehicle is a dynamic general equilibrium (DGE) model that incorporates two types of agents (capitalists and workers), imperfectly competitive product and labour markets. The model is solved numerically employing common parameter values and data from the euro area. A key message is that product market deregulation is favourable under any labour market structure while opting for labour market deregulation one should provide special attention to the structure of the labour market such as the bargaining system of unions. If the prevailing way of bargaining is the RTM model then restructuring both markets is beneficial for all agents.

Keywords: market structure, structural reforms, trade unions, unemployment

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19889 Characterization of the Upper Crust in Botswana Using Vp/Vs and Poisson's Ratios from Body Waves

Authors: Rapelang E. Simon, Thebeetsile A. Olebetse, Joseph R. Maritinkole, Ruth O. Moleleke

Abstract:

The P and S wave seismic velocity ratios (Vp/Vs) of some aftershocks are investigated using the method ofWadati diagrams. These aftershocks occurred after the 3rdApril 2017 Botswana’s Mw 6.5 earthquake and were recorded by the Network of Autonomously Recording Seismographs (NARS)-Botswana temporary network deployed from 2013 to 2018. In this paper, P and S wave data with good signal-to-noise ratiofrom twenty events of local magnitude greater or equal to 4.0are analysed with the Seisan software and used to infer properties of the upper crust in Botswana. The Vp/Vsratiosare determined from the travel-times of body waves and then converted to Poisson’s ratio, which is useful in determining the physical state of the subsurface materials. The Vp/Vs ratios of the upper crust in Botswana show regional variations from 1.70 to 1.77, with an average of 1.73. The Poisson’s ratios range from 0.24to 0.27 with an average of 0.25 and correlate well with the geological structures in Botswana.

Keywords: Botswana, earthquake, poisson's ratio, seismic velocity, Vp/Vs ratio

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19888 Non-Autonomous Seasonal Variation Model for Vector-Borne Disease Transferral in Kampala of Uganda

Authors: Benjamin Aina Peter, Amos Wale Ogunsola

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In this paper, a mathematical model of malaria transmission was presented with the effect of seasonal shift, due to global fluctuation in temperature, on the increase of conveyor of the infectious disease, which probably alters the region transmission potential of malaria. A deterministic compartmental model was proposed and analyzed qualitatively. Both qualitative and quantitative approaches of the model were considered. The next-generation matrix is employed to determine the basic reproduction number of the model. Equilibrium points of the model were determined and analyzed. The numerical simulation is carried out using Excel Micro Software to validate and support the qualitative results. From the analysis of the result, the optimal temperature for the transmission of malaria is between and . The result also shows that an increase in temperature due to seasonal shift gives rise to the development of parasites which consequently leads to an increase in the widespread of malaria transmission in Kampala. It is also seen from the results that an increase in temperature leads to an increase in the number of infectious human hosts and mosquitoes.

Keywords: seasonal variation, indoor residual spray, efficacy of spray, temperature-dependent model

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19887 Impact of Four Reading and Library Factors on the Grade Average of Ugandan Secondary School Students: A Quantitative Study

Authors: Valeda Dent

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This study explores reading and library factors related to secondary school student academic outcomes in rural areas in Uganda. This mixed methods study utilized quantitative data collected as part of a more extensive project to explore six student factors in relation to students’ school, library, and home environments. The Kitengesa Community Library in Uganda (www.kitengesalibrary.org) served as the site for this study. The factors explored for this study include reading frequency, library use frequency, library access, overall grade average (OGA), and presence and type of reading materials in the home. Results indicated that both reading frequency and certain types of reading materials read for recreational purposes are correlated with higher OGA. Reading frequency was positively correlated with student OGA for all students.

Keywords: rural village libraries, secondary school students, reading, academic achievement

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19886 Personality Traits of Pre-Service Teachers in Rizal Technological University, Boni Campus

Authors: Earl Joy H. Ausa, Lianna Rozl Brosas, Niema T. Floro, Jycyl Joice R. Medina, Nejie A. Millarada

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This study examines the demographic and personality profiles of pre-service teachers at Rizal Technological University, Boni Campus. The participants consisted of 212 pre-service teachers from the College of Education with majors in various subjects. The majority of respondents were female (74.88%), and the average age of participants was 22. Using the NEO PI-R framework, the study assessed the personality traits of pre-service teachers. The results showed that pre-service teachers displayed average levels of neuroticism, extraversion, openness, agreeableness, and conscientiousness. This suggests that they possess a balanced combination of traits that are conducive to effective teaching, such as moderate emotional stability, a balanced preference for social interactions, curiosity, good interpersonal skills, and a strong work ethic. The personality enhancement program could also benefit the pre-service teachers. In conclusion, this study provides valuable insights into the demographic and personality characteristics of pre-service teachers.

Keywords: personality traits, neo PI- R, pre-service teachers, five-factor theory

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19885 A Two Stage Stochastic Mathematical Model for the Tramp Ship Routing with Time Windows Problem

Authors: Amin Jamili

Abstract:

Nowadays, the majority of international trade in goods is carried by sea, and especially by ships deployed in the industrial and tramp segments. This paper addresses routing the tramp ships and determining the schedules including the arrival times to the ports, berthing times at the ports, and the departure times in an operational planning level. In the operational planning level, the weather can be almost exactly forecasted, however in some routes some uncertainties may remain. In this paper, the voyaging times between some of the ports are considered to be uncertain. To that end, a two-stage stochastic mathematical model is proposed. Moreover, a case study is tested with the presented model. The computational results show that this mathematical model is promising and can represent acceptable solutions.

Keywords: routing, scheduling, tram ships, two stage stochastic model, uncertainty

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19884 Modified Mangrove Pens for Polyculture System in Mud Crab (Scylla serrata) and Milkfish (Chanos chanos) Production

Authors: Laurence G. Almoguera, Vitaliana U. Malamug, Armando N. Espino, Marvin M. Cinense

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The mangrove pens were modified to produce mud crab (Scylla serrata) and milkfish (Chanos chanos) in a polyculture system. The modification of mangrove pens was done by adding excavations inside the pen. The water quality parameters (dissolved oxygen, pH, salinity, and temperature) were monitored, the recovery and the production rate in each pen were evaluated. The experiment was conducted for a rearing period of 143 days in nine mangrove pens, each having an area of 32 m² with an average net enclosure height of 3 m from the soil surface. The three different pens constructed (existing design - with canal only, with 43% excavation by area, and 54% excavation by area) were designated as T₁, T₂, and T₃, respectively. All experimental units were stocked with 31 pieces of crablets (with 33.3 g average weight) and additional 130 pieces of milkfish fingerlings (with 0.11 g average weight) to the modified mangrove pens. The water quality parameters recorded in the pens were favorable for the growth and recovery of the mud crab and milkfish, except for dissolved oxygen (DO). It was found to be the reason for the total mortality of the stocked milkfish. For mud crab, the highest mean recovery was recorded in T₂ (34.41%), followed by T₃ (26.91%) and the lowest in T1 (21.50%). The production rate followed the same trend as the recovery, where T₂ (74.49 g/m²) obtained the highest, followed by T₃ (55 g/m2) and the lowest was in T₁ (34.87 g/m²). The statistical analysis revealed that the variations of the mud crab recovery were not significant, while in terms of production rate, modified mangrove pens were found to be more effective than the existing design. Due to the total mortality of the cultured milkfish, the current set-up of modified mangrove pens was found to be not suitable for the polyculture system of milkfish and mud crab production.

Keywords: aquasilviculture, milkfish, modified mangrove pen, mud crab, polyculture, production rate

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19883 Conduction Model Compatible for Multi-Physical Domain Dynamic Investigations: Bond Graph Approach

Authors: A. Zanj, F. He

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In the current paper, a domain independent conduction model compatible for multi-physical system dynamic investigations is suggested. By means of a port-based approach, a classical nonlinear conduction model containing physical states is first represented. A compatible discrete configuration of the thermal domain in line with the elastic domain is then generated through the enhancement of the configuration of the conventional thermal element. The presented simulation results of a sample structure indicate that the suggested conductive model can cover a wide range of dynamic behavior of the thermal domain.

Keywords: multi-physical domain, conduction model, port based modeling, dynamic interaction, physical modeling

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19882 Enhancement of Indexing Model for Heterogeneous Multimedia Documents: User Profile Based Approach

Authors: Aicha Aggoune, Abdelkrim Bouramoul, Mohamed Khiereddine Kholladi

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Recent research shows that user profile as important element can improve heterogeneous information retrieval with its content. In this context, we present our indexing model for heterogeneous multimedia documents. This model is based on the combination of user profile to the indexing process. The general idea of our proposal is to operate the common concepts between the representation of a document and the definition of a user through his profile. These two elements will be added as additional indexing entities to enrich the heterogeneous corpus documents indexes. We have developed IRONTO domain ontology allowing annotation of documents. We will present also the developed tool validating the proposed model.

Keywords: indexing model, user profile, multimedia document, heterogeneous of sources, ontology

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19881 An Improved C-Means Model for MRI Segmentation

Authors: Ying Shen, Weihua Zhu

Abstract:

Medical images are important to help identifying different diseases, for example, Magnetic resonance imaging (MRI) can be used to investigate the brain, spinal cord, bones, joints, breasts, blood vessels, and heart. Image segmentation, in medical image analysis, is usually the first step to find out some characteristics with similar color, intensity or texture so that the diagnosis could be further carried out based on these features. This paper introduces an improved C-means model to segment the MRI images. The model is based on information entropy to evaluate the segmentation results by achieving global optimization. Several contributions are significant. Firstly, Genetic Algorithm (GA) is used for achieving global optimization in this model where fuzzy C-means clustering algorithm (FCMA) is not capable of doing that. Secondly, the information entropy after segmentation is used for measuring the effectiveness of MRI image processing. Experimental results show the outperformance of the proposed model by comparing with traditional approaches.

Keywords: magnetic resonance image (MRI), c-means model, image segmentation, information entropy

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19880 A Model for Solid Transportation Problem with Three Hierarchical Objectives under Uncertain Environment

Authors: Wajahat Ali, Shakeel Javaid

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In this study, we have developed a mathematical programming model for a solid transportation problem with three objective functions arranged in hierarchical order. The mathematical programming models with more than one objective function to be solved in hierarchical order is termed as a multi-level programming model. Our study explores a Multi-Level Solid Transportation Problem with Uncertain Parameters (MLSTPWU). The proposed MLSTPWU model consists of three objective functions, viz. minimization of transportation cost, minimization of total transportation time, and minimization of deterioration during transportation. These three objective functions are supposed to be solved by decision-makers at three consecutive levels. Three constraint functions are added to the model, restricting the total availability, total demand, and capacity of modes of transportation. All the parameters involved in the model are assumed to be uncertain in nature. A solution method based on fuzzy logic is also discussed to obtain the compromise solution for the proposed model. Further, a simulated numerical example is discussed to establish the efficiency and applicability of the proposed model.

Keywords: solid transportation problem, multi-level programming, uncertain variable, uncertain environment

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19879 Experimental and Numerical Analyses of Tehran Research Reactor

Authors: A. Lashkari, H. Khalafi, H. Khazeminejad, S. Khakshourniya

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In this paper, a numerical model is presented. The model is used to analyze a steady state thermo-hydraulic and reactivity insertion transient in TRR reference cores respectively. The model predictions are compared with the experiments and PARET code results. The model uses the piecewise constant and lumped parameter methods for the coupled point kinetics and thermal-hydraulics modules respectively. The advantages of the piecewise constant method are simplicity, efficiency and accuracy. A main criterion on the applicability range of this model is that the exit coolant temperature remains below the saturation temperature, i.e. no bulk boiling occurs in the core. The calculation values of power and coolant temperature, in steady state and positive reactivity insertion scenario, are in good agreement with the experiment values. However, the model is a useful tool for the transient analysis of most research reactor encountered in practice. The main objective of this work is using simple calculation methods and benchmarking them with experimental data. This model can be used for training proposes.

Keywords: thermal-hydraulic, research reactor, reactivity insertion, numerical modeling

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19878 Modeling Stream Flow with Prediction Uncertainty by Using SWAT Hydrologic and RBNN Neural Network Models for Agricultural Watershed in India

Authors: Ajai Singh

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Simulation of hydrological processes at the watershed outlet through modelling approach is essential for proper planning and implementation of appropriate soil conservation measures in Damodar Barakar catchment, Hazaribagh, India where soil erosion is a dominant problem. This study quantifies the parametric uncertainty involved in simulation of stream flow using Soil and Water Assessment Tool (SWAT), a watershed scale model and Radial Basis Neural Network (RBNN), an artificial neural network model. Both the models were calibrated and validated based on measured stream flow and quantification of the uncertainty in SWAT model output was assessed using ‘‘Sequential Uncertainty Fitting Algorithm’’ (SUFI-2). Though both the model predicted satisfactorily, but RBNN model performed better than SWAT with R2 and NSE values of 0.92 and 0.92 during training, and 0.71 and 0.70 during validation period, respectively. Comparison of the results of the two models also indicates a wider prediction interval for the results of the SWAT model. The values of P-factor related to each model shows that the percentage of observed stream flow values bracketed by the 95PPU in the RBNN model as 91% is higher than the P-factor in SWAT as 87%. In other words the RBNN model estimates the stream flow values more accurately and with less uncertainty. It could be stated that RBNN model based on simple input could be used for estimation of monthly stream flow, missing data, and testing the accuracy and performance of other models.

Keywords: SWAT, RBNN, SUFI 2, bootstrap technique, stream flow, simulation

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19877 Sliding Mode Control of a Bus Suspension System

Authors: Mujde Turkkan, Nurkan Yagiz

Abstract:

The vibrations, caused by the irregularities of the road surface, are to be suppressed via suspension systems. In this paper, sliding mode control for a half bus model with air suspension system is presented. The bus is modelled as five degrees of freedom (DoF) system. The mathematical model of the half bus is developed using Lagrange Equations. For time domain analysis, the bus model is assumed to travel at certain speed over the bump road. The numerical results of the analysis indicate that the sliding mode controllers can be effectively used to suppress the vibrations and to improve the ride comfort of the busses.

Keywords: active suspension system, air suspension, bus model, sliding mode control

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19876 A Novel Approach of NPSO on Flexible Logistic (S-Shaped) Model for Software Reliability Prediction

Authors: Pooja Rani, G. S. Mahapatra, S. K. Pandey

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In this paper, we propose a novel approach of Neural Network and Particle Swarm Optimization methods for software reliability prediction. We first explain how to apply compound function in neural network so that we can derive a Flexible Logistic (S-shaped) Growth Curve (FLGC) model. This model mathematically represents software failure as a random process and can be used to evaluate software development status during testing. To avoid trapping in local minima, we have applied Particle Swarm Optimization method to train proposed model using failure test data sets. We drive our proposed model using computational based intelligence modeling. Thus, proposed model becomes Neuro-Particle Swarm Optimization (NPSO) model. We do test result with different inertia weight to update particle and update velocity. We obtain result based on best inertia weight compare along with Personal based oriented PSO (pPSO) help to choose local best in network neighborhood. The applicability of proposed model is demonstrated through real time test data failure set. The results obtained from experiments show that the proposed model has a fairly accurate prediction capability in software reliability.

Keywords: software reliability, flexible logistic growth curve model, software cumulative failure prediction, neural network, particle swarm optimization

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19875 How to Applicate Knowledge Management in Security Environment within the Scope of Optimum Balance Model

Authors: Hakan Erol, Altan Elibol, Ömer Eryılmaz, Mehmet Şimşek

Abstract:

Organizations aim to manage information in a most possible effective way for sustainment and development. In doing so, they apply various procedures and methods. The very same situation is valid for each service of Armed Forces. During long-lasting endeavors such as shaping and maintaining security environment, supporting and securing peace, knowledge management is a crucial asset. Optimum Balance Model aims to promote the system from a decisive point to a higher decisive point. In this context, this paper analyses the application of optimum balance model to knowledge management in Armed Forces and tries to find answer to the question how Optimum Balance Model is integrated in knowledge management.

Keywords: optimum balance model, knowledge management, security environment, supporting peace

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19874 A Sustainable Design Model by Integrated Evaluation of Closed-loop Design and Supply Chain Using a Mathematical Model

Authors: Yuan-Jye Tseng, Yi-Shiuan Chen

Abstract:

The paper presented a sustainable design model for integrated evaluation of the design and supply chain of a product for the sustainable objectives. To design a product, there can be alternative ways to assign the detailed specifications to fulfill the same design objectives. In the design alternative cases, different material and manufacturing processes with various supply chain activities may be required for the production. Therefore, it is required to evaluate the different design cases based on the sustainable objectives. In this research, a closed-loop design model is developed by integrating the forward design model and reverse design model. From the supply chain point of view, the decisions in the forward design model are connected with the forward supply chain. The decisions in the reverse design model are connected with the reverse supply chain considering the sustainable objectives. The purpose of this research is to develop a mathematical model for analyzing the design cases by integrated evaluating the criteria in the closed-loop design and the closed-loop supply chain. The decision variables are built to represent the design cases of the forward design and reverse design. The cost parameters in a forward design include the costs of material and manufacturing processes. The cost parameters in a reverse design include the costs of recycling, disassembly, reusing, remanufacturing, and disposing. The mathematical model is formulated to minimize the total cost under the design constraints. In practical applications, the decisions of the mathematical model can be used for selecting a design case for the purpose of sustainable design of a product. An example product is demonstrated in the paper. The test result shows that the sustainable design model is useful for integrated evaluation of the design and the supply chain to achieve the sustainable objectives.

Keywords: closed-loop design, closed-loop supply chain, design evaluation, supply chain management, sustainable design model

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19873 Finite Element Modeling of Stockbridge Damper and Vibration Analysis: Equivalent Cable Stiffness

Authors: Nitish Kumar Vaja, Oumar Barry, Brian DeJong

Abstract:

Aeolian vibrations are the major cause for the failure of conductor cables. Using a Stockbridge damper reduces these vibrations and increases the life span of the conductor cable. Designing an efficient Stockbridge damper that suits the conductor cable requires a robust mathematical model with minimum assumptions. However it is not easy to analytically model the complex geometry of the messenger. Therefore an equivalent stiffness must be determined so that it can be used in the analytical model. This paper examines the bending stiffness of the cable and discusses the effect of this stiffness on the natural frequencies. The obtained equivalent stiffness compensates for the assumption of modeling the messenger as a rod. The results from the free vibration analysis of the analytical model with the equivalent stiffness is validated using the full scale finite element model of the Stockbridge damper.

Keywords: equivalent stiffness, finite element model, free vibration response, Stockbridge damper

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19872 Performance of CALPUFF Dispersion Model for Investigation the Dispersion of the Pollutants Emitted from an Industrial Complex, Daura Refinery, to an Urban Area in Baghdad

Authors: Ramiz M. Shubbar, Dong In Lee, Hatem A. Gzar, Arthur S. Rood

Abstract:

Air pollution is one of the biggest environmental problems in Baghdad, Iraq. The Daura refinery located nearest the center of Baghdad, represents the largest industrial area, which transmits enormous amounts of pollutants, therefore study the gaseous pollutants and particulate matter are very important to the environment and the health of the workers in refinery and the people whom leaving in areas around the refinery. Actually, some studies investigated the studied area before, but it depended on the basic Gaussian equation in a simple computer programs, however, that kind of work at that time is very useful and important, but during the last two decades new largest production units were added to the Daura refinery such as, PU_3 (Power unit_3 (Boiler 11&12)), CDU_1 (Crude Distillation unit_70000 barrel_1), and CDU_2 (Crude Distillation unit_70000 barrel_2). Therefore, it is necessary to use new advanced model to study air pollution at the region for the new current years, and calculation the monthly emission rate of pollutants through actual amounts of fuel which consumed in production unit, this may be lead to accurate concentration values of pollutants and the behavior of dispersion or transport in study area. In this study to the best of author’s knowledge CALPUFF model was used and examined for first time in Iraq. CALPUFF is an advanced non-steady-state meteorological and air quality modeling system, was applied to investigate the pollutants concentration of SO2, NO2, CO, and PM1-10μm, at areas adjacent to Daura refinery which located in the center of Baghdad in Iraq. The CALPUFF modeling system includes three main components: CALMET is a diagnostic 3-dimensional meteorological model, CALPUFF (an air quality dispersion model), CALPOST is a post processing package, and an extensive set of preprocessing programs produced to interface the model to standard routinely available meteorological and geophysical datasets. The targets of this work are modeling and simulation the four pollutants (SO2, NO2, CO, and PM1-10μm) which emitted from Daura refinery within one year. Emission rates of these pollutants were calculated for twelve units includes thirty plants, and 35 stacks by using monthly average of the fuel amount consumption at this production units. Assess the performance of CALPUFF model in this study and detect if it is appropriate and get out predictions of good accuracy compared with available pollutants observation. CALPUFF model was investigated at three stability classes (stable, neutral, and unstable) to indicate the dispersion of the pollutants within deferent meteorological conditions. The simulation of the CALPUFF model showed the deferent kind of dispersion of these pollutants in this region depends on the stability conditions and the environment of the study area, monthly, and annual averages of pollutants were applied to view the dispersion of pollutants in the contour maps. High values of pollutants were noticed in this area, therefore this study recommends to more investigate and analyze of the pollutants, reducing the emission rate of pollutants by using modern techniques and natural gas, increasing the stack height of units, and increasing the exit gas velocity from stacks.

Keywords: CALPUFF, daura refinery, Iraq, pollutants

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19871 Port Governance Model by International Freight Forwarders’ Point of View: A Study at Port of Santos - Brazil

Authors: Guilherme B. B. Vieira, Rafael M. da Silva, Eliana T. P. Senna, Luiz A. S. Senna, Francisco J. Kliemann Neto

Abstract:

Due to the importance of ports to trade and economic development of the regions in which they are inserted, in recent decades the number of studies devoted to this subject has increased. Part of these studies consider the ports as business agglomerations and focuses on port governance. This is an important approach since the port performance is the result of activities performed by actors belonging to the port-logistics chain, which need to be properly coordinated. This coordination takes place through a port governance model. Given this context, this study aims to analyze the governance model of the port of Santos from the perspective of port customers. To do this, a closed-ended questionnaire based on a conceptual model that considers the key dimensions associated with port governance was applied to the international freight forwarders that operate in the port. The results show the applicability of the considered model and highlight improvement opportunities to be implemented at the port of Santos.

Keywords: port governance, model, Port of Santos, customers’ perception

Procedia PDF Downloads 452
19870 The Effectiveness of Goldstein's Social Skillstreaming Model on Social Skills of Special Education Pre-Service Teachers

Authors: Ragea Alqahtani

Abstract:

The purpose of the study was to measure the effectiveness of the Goldstein’s social skill streaming model based on the special and general pre-service teachers’ knowledge about controlling their emotions in conflict situations. A review of previous pieces of literature guided the design and measurement of the effectiveness of the approach to the control of emotions. The teachers were assessed using the coping strategy, adult anger, and Goldstein’s skill streaming inventories. Lastly, the paper provides various recommendations on the sensitization of the Goldstein’s Social Skill streaming model to both the special and pre-service teachers to promote their knowledge about controlling emotions in conflicts.

Keywords: emotional control, Goldstein social skill streaming model, modeling technique, self- as-a-model, self-efficacy, self-regulation

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19869 Operating Model of Obstructive Sleep Apnea Patients in North Karelia Central Hospital

Authors: L. Korpinen, T. Kava, I. Salmi

Abstract:

This study aimed to describe the operating model of obstructive sleep apnea. Due to the large number of patients, the role of nurses in the diagnosis and treatment of sleep apnea was important. Pulmonary physicians met only a minority of the patients. The sleep apnea study in 2018 included about 800 patients, of which about 28% were normal and 180 patients were classified as severe (apnea-hypopnea index [AHI] over 30). The operating model has proven to be workable and appropriate. The patients understand well that they may not be referred to a pulmonary doctor. However, specialized medical follow-up on professional drivers continues every year.

Keywords: sleep, apnea patient, operating model, hospital

Procedia PDF Downloads 132