Search results for: model estimation

Authors: Norm Josephy, Lucy Kimball, Victoria Steblovskaya

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Hedging of a portfolio of European options under proportional transaction costs is considered. Our discrete time financial market model extends the binomial market model with transaction costs to the case where the underlying stock price ratios are distributed over a bounded interval rather than over a two-point set. An optimal hedging strategy is chosen from a set of admissible non-self-financing hedging strategies. Our approach to optimal hedging of a portfolio of options is based on theoretical foundation that includes determination of a no-arbitrage option price interval as well as on properties of the non-self-financing strategies and their residuals. A computational algorithm for optimizing an investor relevant criterion over the set of admissible non-self-financing hedging strategies is developed. Applicability of our approach is demonstrated using both simulated data and real market data.

Keywords: extended binomial model, non-self-financing hedging, optimization, proportional transaction costs

Procedia PDF Downloads 252

Authors: Ali Noorzad, Ehsan Badakhshan, Shima Zameni

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The present paper is focused on a generalized failure criterion for geomaterials with cross-anisotropy. The cyclic behavior of granular material primarily depends on the nature and arrangement of constituent particles, particle size, and shape that affect fabric anisotropy. To account for the influence of loading directions on strength variations, an anisotropic variable in terms of the invariants of the stress tensor and fabric into the failure criterion is proposed. In an extension to original CANAsand constitutive model two concepts namely critical state and compact state play paramount roles as all of the moduli and coefficients are related to these states. The applicability of the present model is evaluated through comparisons between the predicted and the measured results. All simulations have demonstrated that the proposed constitutive model is capable of modeling the cyclic behavior of sand with inherent anisotropy.

Keywords: fabric, cohesionless media, cyclic loading, critical state, compact state, CANAsand constitutive model

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Authors: Mohan Li

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Nowadays, intelligent research technology is more and more important than traditional research methods in urban research work, and this proportion will greatly increase in the next few decades. Frequently such analyzing work cannot be carried without some software engineering knowledge. And here, domain models of urban research will be necessary when applying software engineering knowledge to urban work. In many urban plan practice projects, making rational models, feeding reliable data, and providing enough computation all make indispensable assistance in producing good urban planning. During the whole work process, domain models can optimize workflow design. At present, human beings have entered the era of big data. The amount of digital data generated by cities every day will increase at an exponential rate, and new data forms are constantly emerging. How to select a suitable data set from the massive amount of data, manage and process it has become an ability that more and more planners and urban researchers need to possess. This paper summarizes and makes predictions of the emergence of technologies and technological iterations that may affect urban research in the future, discover urban problems, and implement targeted sustainable urban strategies. They are summarized into seven major domain models. They are urban and rural regional domain model, urban ecological domain model, urban industry domain model, development dynamic domain model, urban social and cultural domain model, urban traffic domain model, and urban space domain model. These seven domain models can be used to guide the construction of systematic urban research topics and help researchers organize a series of intelligent analytical tools, such as Python, R, GIS, etc. These seven models make full use of quantitative spatial analysis, machine learning, and other technologies to achieve higher efficiency and accuracy in urban research, assisting people in making reasonable decisions.

Keywords: big data, domain model, urban planning, urban quantitative analysis, machine learning, workflow design

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Authors: Chiung-Hui Chen

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The Internet of Things (IoT) was designed for widespread convenience. With the smart tag and the sensing network, a large quantity of dynamic information is immediately presented in the IoT. Through the internal communication and interaction, meaningful objects provide real-time services for users. Therefore, the service with appropriate decision-making has become an essential issue. Based on the science of human behavior, this study employed the environment model to record the time sequences and locations of different behaviors and adopted the probability module of the hierarchical Hidden Markov Model for the inference. The statistical analysis was conducted to achieve the following objectives: First, define user behaviors and predict the user behavior routes with the environment model to analyze user purposes. Second, construct the hierarchical Hidden Markov Model according to the logic framework, and establish the sequential intensity among behaviors to get acquainted with the use and activity fabric of the intelligent environment. Third, establish the intensity of the relation between the probability of objects’ being used and the objects. The indicator can describe the possible limitations of the mechanism. As the process is recorded in the information of the system created in this study, these data can be reused to adjust the procedure of intelligent design services.

Keywords: behavior, big data, hierarchical hidden Markov model, intelligent object

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Authors: Sumit Roy, A. Uddin

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One of the significant reasons that increase the delay time in the intersections at heterogeneous traffic condition is a sudden reduction of the capacity of the roads. In this study, the delay for this sudden capacity reduction is estimated. Two intersections at Dhaka city were brought in to thestudy, i.e., Kakrail intersection, and SAARC Foara intersection. At Kakrail intersection, the sudden reduction of capacity in the roads is seen at three downstream legs of the intersection, which are because of slowing down or stopping of buses for loading and unloading of passengers. At SAARC Foara intersection, sudden reduction of capacity was seen at two downstream legs. At one leg, it was due to loading and unloading of buses, and at another leg, it was for both loading and unloading of buses and reduction of the number of lanes. With these considerations, the delay due to intentional stoppage or slowing down of buses and reduction of the number of lanes for these two intersections are estimated. Here the delay was calculated by two approaches. The first approach came from the concept of shock waves in traffic streams. Here the delay was calculated by determining the flow, density, and speed before and after the sudden capacity reduction. The second approach came from the deterministic analysis of queues. Here the delay is calculated by determining the volume, capacity and reduced capacity of the road. After determining the delay from these two approaches, the results were compared. For this study, the video of each of the two intersections was recorded for one hour at the evening peak. Necessary geometric data were also taken to determine speed, flow, and density, etc. parameters. The delay was calculated for one hour with one-hour data at both intersections. In case of Kakrail intersection, the per hour delay for Kakrail circle leg was 5.79, and 7.15 minutes, for Shantinagar cross intersection leg they were 13.02 and 15.65 minutes, and for Paltan T intersection leg, they were 3 and 1.3 minutes for 1st and 2nd approaches respectively. In the case of SAARC Foara intersection, the delay at Shahbag leg was only due to intentional stopping or slowing down of busses, which were 3.2 and 3 minutes respectively for both approaches. For the Karwan Bazar leg, the delays for buses by both approaches were 5 and 7.5 minutes respectively, and for reduction of the number of lanes, the delays for both approaches were 2 and 1.78 minutes respectively. Measuring the delay per hour for the Kakrail leg at Kakrail circle, it is seen that, with consideration of the first approach of delay estimation, the intentional stoppage and lowering of speed by buses contribute to 26.24% of total delay at Kakrail circle. If the loading and unloading of buses at intersection is made forbidden near intersection, and any other measures for loading and unloading of passengers are established far enough from the intersections, then the delay at intersections can be reduced at significant scale, and the performance of the intersections can be enhanced.

Keywords: delay, deterministic queue analysis, shock wave, passenger loading-unloading

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Authors: Farrukh Javed, Krzysztof Podgórski

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We propose a new model that accounts for the asymmetric response of volatility to positive ('good news') and negative ('bad news') shocks in economic time series the so-called leverage effect. In the past, asymmetric powers of errors in the conditionally heteroskedastic models have been used to capture this effect. Our model is using the gamma difference representation of the generalized Laplace distributions that efficiently models the asymmetry. It has one additional natural parameter, the shape, that is used instead of power in the asymmetric power models to capture the strength of a long-lasting effect of shocks. Some fundamental properties of the model are provided including the formula for covariances and an explicit form for the conditional distribution of 'bad' and 'good' news processes given the past the property that is important for the statistical fitting of the model. Relevant features of volatility models are illustrated using S&P 500 historical data.

Keywords: heavy tails, volatility clustering, generalized asymmetric laplace distribution, leverage effect, conditional heteroskedasticity, asymmetric power volatility, GARCH models

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Authors: Lina Pan

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In non-Gaussian clutter of a spherically invariant random vector, in the cases that a certain estimated covariance matrix could become singular, the adaptive target detection of high-range-resolution radar is addressed. Firstly, the restricted maximum likelihood (RML) estimates of unknown covariance matrix and scatterer amplitudes are derived for non-Gaussian clutter. And then the RML estimate of texture is obtained. Finally, a novel detector is devised. It is showed that, without secondary data, the proposed detector outperforms the existing Kelly binary integrator.

Keywords: non-Gaussian clutter, covariance matrix estimation, target detection, maximum likelihood

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Authors: Saeed Farivar, Mohsen Kahrom

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The purpose of this work is to develop a physical simulation model for the purpose of studying the effect of various design parameters on the performance of packaged-liquid chillers. This paper presents a steady-state model for predicting the performance of package-Liquid chiller over a wide range of operation condition. The model inputs are inlet conditions; geometry and output of model include system performance variable such as power consumption, coefficient of performance (COP) and states of refrigerant through the refrigeration cycle. A computer model that simulates the steady-state cyclic performance of a vapor compression chiller is developed for the purpose of performing detailed physical design analysis of actual industrial chillers. The model can be used for optimizing design and for detailed energy efficiency analysis of packaged liquid chillers. The simulation model takes into account presence of all chiller components such as compressor, shell-and-tube condenser and evaporator heat exchangers, thermostatic expansion valve and connection pipes and tubing’s by thermo-hydraulic modeling of heat transfer, fluids flow and thermodynamics processes in each one of the mentioned components. To verify the validity of the developed model, a 7.5 USRT packaged-liquid chiller is used and a laboratory test stand for bringing the chiller to its standard steady-state performance condition is build. Experimental results obtained from testing the chiller in various load and temperature conditions is shown to be in good agreement with those obtained from simulating the performance of the chiller using the computer prediction model. An entropy-minimization-based optimization analysis is performed based on the developed analytical performance model of the chiller. The variation of design parameters in construction of shell-and-tube condenser and evaporator heat exchangers are studied using the developed performance and optimization analysis and simulation model and a best-match condition between the physical design and construction of chiller heat exchangers and its compressor is found to exist. It is expected that manufacturers of chillers and research organizations interested in developing energy-efficient design and analysis of compression chillers can take advantage of the presented study and its results.

Keywords: optimization, packaged liquid chiller, performance, simulation

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Authors: B. L. Ho, L. Shi, D. F. Wang, V. C. T. Mok

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The brain’s functional connectivity while temporally non-stationary does express consistency at a macro spatial level. The study of stable resting state connectivity patterns hence provides opportunities for identification of diseases if such stability is severely perturbed. A mathematical model replicating the brain’s spatial connections will be useful for understanding brain’s representative geometry and complements the empirical model where it falls short. Empirical computations tend to involve large matrices and become infeasible with fine parcellation. However, the proposed analytical model has no such computational problems. To improve replicability, 92 subject data are obtained from two open sources. The proposed methodology, inspired by financial theory, uses multivariate regression to find relationships of every cortical region of interest (ROI) with some pre-identified hubs. These hubs acted as representatives for the entire cortical surface. A variance-covariance framework of all ROIs is then built based on these relationships to link up all the ROIs. The result is a high level of match between model and empirical correlations in the range of 0.59 to 0.66 after adjusting for sample size; an increase of almost forty percent. More significantly, the model framework provides an intuitive way to delineate between systemic drivers and idiosyncratic noise while reducing dimensions by more than 30 folds, hence, providing a way to conduct attribution analysis. Due to its analytical nature and simple structure, the model is useful as a standalone toolkit for network dependency analysis or as a module for other mathematical models.

Keywords: functional magnetic resonance imaging, multivariate regression, network hubs, resting state functional connectivity

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Authors: Babak Mohajeri

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In recent years, the conventional business model of ownership has been changed towards accessibility in a variety of markets. Two trends can be observed in the evolution of this rental-like business model. Firstly, the technological development that enables the emergence of new business models. These new business models increasingly become agile and flexible. For example Spotify, an online music stream company provides consumers access to over millions of music tracks, conveniently through the smartphone, tablet or computer. Similarly, Car2Go, the car sharing company accesses its members with flexible and nearby sharing cars. The second trend is the increasing communication and connections via social networks. This trend enables a shift to peer-to-peer accessibility based business models. Conventionally, companies provide access for their customers to own companies products or services. In peer-to-peer model, nonetheless, companies facilitate access and connection across their customers to use other customers owned property or skills, competencies or services .The is so-called the sharing economy business model. The aim of this study is to investigate into a new and emerging type of the sharing economy model in which role of customers and service providers may dramatically change. This new model is called Collaborative Service Networks. We propose a mechanism for Collaborative Service Networks business model. Uber and Airbnb, two successful growing companies, have been selected for our case studies and their business models are analyzed. Finally, we study the emergence of the collaborative service networks in the manufacturing domain. Our finding results to a new manufacturing paradigm called social manufacturing.

Keywords: sharing economy, collaborative service networks, social manufacturing, manufacturing development

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Authors: Nop Sopipan

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In this paper, we forecast the volatility of Baht/USDs using Markov Regime Switching GARCH (MRS-GARCH) models. These models allow volatility to have different dynamics according to unobserved regime variables. The main purpose of this paper is to find out whether MRS-GARCH models are an improvement on the GARCH type models in terms of modeling and forecasting Baht/USD volatility. The MRS-GARCH is the best performance model for Baht/USD volatility in short term but the GARCH model is best perform for long term.

Keywords: volatility, Markov Regime Switching, forecasting, Baht/USD

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Authors: M. Eskandarighadi, C. R. McGann

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It is observed from past experiences of earthquakes that local site conditions can significantly affect the strong ground motion characteristics experience at the site. One-dimensional seismic site response analysis is the most common approach for investigating site response. This approach assumes that soil is homogeneous and infinitely extended in the horizontal direction. Therefore, tying side boundaries together is one way to model this behavior, as the wave passage is assumed to be only vertical. However, 1D analysis cannot capture the 2D nature of wave propagation, soil heterogeneity, and 2D soil profile with features such as inclined layer boundaries. In contrast, 2D seismic site response modeling can consider all of the mentioned factors to better understand local site effects on strong ground motions. 2D wave propagation and considering that the soil profile on the two sides of the model may not be identical clarifies the importance of a boundary condition on each side that can minimize the unwanted reflections from the edges of the model and input appropriate loading conditions. Ideally, the model size should be sufficiently large to minimize the wave reflection, however, due to computational limitations, increasing the model size is impractical in some cases. Another approach is to employ free-field boundary conditions that take into account the free-field motion that would exist far from the model domain and apply this to the sides of the model. This research focuses on implementing free-field boundary conditions in OpenSees for 2D site response analysisComparisons are made between 1D models and 2D models with various boundary conditions, and details and limitations of the developed free-field boundary modeling approach are discussed.

Keywords: boundary condition, free-field, opensees, site response analysis, wave propagation

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Authors: Manas Shah

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Black Scholes option pricing model is one of the most important concepts in modern world of computational finance. However, its practical use can be challenging as one of the input parameters must be estimated; implied volatility of the underlying security. The more precisely these values are estimated, the more accurate their corresponding estimates of theoretical option prices would be. Here, we present a novel model based on Cuckoo Search Optimization (CS) which finds more precise estimates of implied volatility than Particle Swarm Optimization (PSO) and Genetic Algorithm (GA).

Keywords: black scholes model, cuckoo search optimization, particle swarm optimization, genetic algorithm

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Authors: Yousef Abdulaziz Almolhem

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Geographically, the most Arabic countries locate in areas confined to arid or semiarid regions. For this reason, most of our countries have adopted the seawater desalination as a strategy to overcome this problem. For example, the water supply of AUE, Kuwait, and Saudi Arabia is almost 100% from the seawater desalination plants. Many areas in Saudia Arabia and other countries in the world suffer from lack of fresh water which hinders the development of these areas, despite the availability of saline water and high solar radiation intensity. Furthermore, most developing countries do not have sufficient meteorological data to evaluate if the solar radiation is enough to meet the solar desalination. A mathematical model was developed to simulate and predict the thermal behavior of the solar still which used direct solar energy for distillation of seawater. Measurement data were measured in the Environment and Natural Resources Department, Faculty of Agricultural and Food sciences, King Faisal University, Saudi Arabia, in order to evaluate the present model. The simulation results obtained from this model were compared with the measured data. The main results of this research showed that there are slight differences between the measured and predicted values of the elements studied, which is resultant from the change of some factors considered constants in the model such as the sky clearance, wind velocity and the salt concentration in the water in the basin of the solar still. It can be concluded that the present model can be used to estimate the average total solar radiation and the thermal behavior of the solar still in any area with consideration to the geographical location.

Keywords: mathematical model, sea water, distillation, solar radiation

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Authors: Wang Yichen, Haruka Yamashita

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In recent years, in the field of sports, decision making such as member in the game and strategy of the game based on then analysis of the accumulated sports data are widely attempted. In fact, in the NBA basketball league where the world's highest level players gather, to win the games, teams analyze the data using various statistical techniques. However, it is difficult to analyze the game data for each play such as the ball tracking or motion of the players in the game, because the situation of the game changes rapidly, and the structure of the data should be complicated. Therefore, it is considered that the analysis method for real time game play data is proposed. In this research, we propose an analytical model for "determining the optimal lineup composition" using the real time play data, which is considered to be difficult for all coaches. In this study, because replacing the entire lineup is too complicated, and the actual question for the replacement of players is "whether or not the lineup should be changed", and “whether or not Small Ball lineup is adopted”. Therefore, we propose an analytical model for the optimal player selection problem based on Small Ball lineups. In basketball, we can accumulate scoring data for each play, which indicates a player's contribution to the game, and the scoring data can be considered as a time series data. In order to compare the importance of players in different situations and lineups, we combine RNN (Recurrent Neural Network) model, which can analyze time series data, and NN (Neural Network) model, which can analyze the situation on the field, to build the prediction model of score. This model is capable to identify the current optimal lineup for different situations. In this research, we collected all the data of accumulated data of NBA from 2019-2020. Then we apply the method to the actual basketball play data to verify the reliability of the proposed model.

Keywords: recurrent neural network, players lineup, basketball data, decision making model

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Authors: N. Reppas, Y. L. Gui, B. Wetenhall, C. T. Davie, J. Ma

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A theoretical constitutive model describing the stress-strain behavior of rock subjected to different confining pressures is presented. A bounding surface plastic model with hardening effects is proposed which includes the effect of temperature drop. The bounding surface is based on a mapping rule and the temperature effect on rock is controlled by Poisson’s ratio. Validation of the results against available experimental data is also presented. The relation of deviatoric stress and axial strain is illustrated at different temperatures to analyze the effect of temperature decrease in terms of stiffness of the material.

Keywords: bounding surface, cooling of rock, plasticity model, rock deformation, elasto-plastic behavior

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Authors: Mohamed Mokhtar, Mostafa F. Shaaban

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Among the challenges facing solar photovoltaic (PV) systems in the United Arab Emirates (UAE), dust accumulation on solar panels is considered the most severe problem that faces the growth of solar power plants. The accumulation of dust on the solar panels significantly degrades output from these panels. Hence, solar PV panels have to be cleaned manually or using costly automated cleaning methods. This paper focuses on initiating cleaning actions when required to reduce maintenance costs. The cleaning actions are triggered only when the dust level exceeds a threshold value. The amount of dust accumulated on the PV panels is estimated using an artificial neural network (ANN). Experiments are conducted to collect the required data, which are used in the training of the ANN model. Then, this ANN model will be fed by the output power from solar panels, ambient temperature, and solar irradiance, and thus, it will be able to estimate the amount of dust accumulated on solar panels at these conditions. The model was tested on different case studies to confirm the accuracy of the developed model.

Keywords: machine learning, dust, PV panels, renewable energy

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Authors: Abdullahi Mohammed Auwal

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Formation and change or decamping from one political party to another have now become a common trend in Nigeria. Many of the parties’ members who could not secure positions and or win elections in their parties or are not very much satisfied with the trends occurring in the party’s internal democratic principles and mechanisms, change their respective parties. This paper developed/presented and analyzed the used of non linear mathematical model for defections between two political parties using epidemiological approach. The whole population was assumed to be a constant and homogeneously mixed. Equilibria have been analytically obtained and their local and global stability discussed. Conditions for the co-existence of both the political parties have been determined, in the study of defections between People Democratic Party (PDP) and All Progressive Congress (APC) in Nigeria using numerical simulations to support the analytical results.

Keywords: model, political parties, deffection, stability, equilibrium, epidemiology

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Authors: Zahra Abdolkarimi, Naser Zourikalatehsamad,

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Up to 40 years ago, after recognition of epilepsy, it was generally believed that these attacks occurred randomly and suddenly. However, thanks to the advance of mathematics and engineering, such attacks can be predicted within a few minutes or hours. In this way, various algorithms for long-term prediction of the time and frequency of the first attack are presented. In this paper, by considering the nonlinear nature of brain signals and dynamic recorded brain signals, ANFIS model is presented to predict the brain signals, since according to physiologic structure of the onset of attacks, more complex neural structures can better model the signal during attacks. Contribution of this work is the co-evolution algorithm for optimization of ANFIS network parameters. Our objective is to predict brain signals based on time series obtained from brain signals of the people suffering from epilepsy using ANFIS. Results reveal that compared to other methods, this method has less sensitivity to uncertainties such as presence of noise and interruption in recorded signals of the brain as well as more accuracy. Long-term prediction capacity of the model illustrates the usage of planted systems for warning medication and preventing brain signals.

Keywords: co-evolution algorithms, brain signals, time series, neural networks, ANFIS model, physiologic structure, time prediction, epilepsy suffering, illustrates model

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Authors: Abhimanyu Kumar, Chirag Gupta

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This work presents a comprehensive study on the employment of Model Predictive Control (MPC) for a three-phase voltage-source inverter to regulate the output voltage efficiently. The inverter is modeled via the Clarke Transformation, considering a scenario where the load is unknown. An LC filter model is developed, demonstrating its efficacy in Total Harmonic Distortion (THD) reduction. The system, when implemented with fault-tolerant multilevel inverter topologies, ensures reliable operation even under fault conditions, a requirement that is paramount with the increasing dependence on renewable energy sources. The research also integrates a Fuzzy Logic based fault tolerance system which identifies and manages faults, ensuring consistent inverter performance. The efficacy of the proposed methodology is substantiated through rigorous simulations and comparative results, shedding light on the voltage prediction efficiency and the robustness of the model even under fault conditions.

Keywords: total harmonic distortion, fuzzy logic, renewable energy sources, MLI

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Authors: Omar Imhemed Alramli

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As Transmission Control Protocol (TCP), User Datagram Protocol (UDP) is transfer protocol in the transportation layer in Open Systems Interconnection model (OSI model) or in TCP/IP model of networks. The UDP aspects evaluation were not recognized by using the pcattcp tool on the windows operating system platform like TCP. The study has been carried out to find a tool which supports UDP aspects evolution. After the information collection about different tools, iperf tool was chosen and implemented on Cygwin tool which is installed on both Windows XP platform and also on Windows XP on virtual box machine on one computer only. Iperf is used to make experimental evaluation of UDP and to see what will happen during the sending the packets between the Host and Guest in wired and wireless networks. Many test scenarios have been done and the major UDP aspects such as jitter, packet losses, and throughput are evaluated.

Keywords: TCP, UDP, IPERF, wireless LAN

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Authors: Hamed Saremi, Shahla Saremi

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In this study, control and management of construction projects is evaluated through developing a dynamic model in which some means are used in order to evaluating planning assumptions and reviewing the effectiveness of some project control policies based on previous researches about time, cost, project schedule pressure management, source management, project control, adding elements and sub-systems from cost management such as estimating consumption budget from budget due to costs, budget shortage effects and etc. using sensitivity analysis, researcher has evaluated introduced model that during model simulation by VENSIM software and assuming optimistic times and adding information about doing job and changes rate and project is forecasted with 373 days (2 days sooner than forecasted) and final profit $ 1,960,670 (23% amount of contract) assuming 15% inflation rate in year and costs rate accordance with planned amounts and other input information and final profit.

Keywords: dynamic planning, cost, time, performance, project management

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Authors: Ritsuko Kawasaki (Aiba), Takeshi Hiromatsu

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Management is required to understand all information security risks within an organization, and to make decisions on which information security risks should be treated in what level by allocating how much amount of cost. However, such decision-making is not usually easy, because various measures for risk treatment must be selected with the suitable application levels. In addition, some measures may have objectives conflicting with each other. It also makes the selection difficult. Moreover, risks generally have trends and it also should be considered in risk treatment. Therefore, this paper provides the extension of the model proposed in the previous study. The original model supports the selection of measures by applying a combination of weighted average method and goal programming method for multi-objective analysis to find an optimal solution. The extended model includes the notion of weights to the risks, and the larger weight means the priority of the risk.

Keywords: information security risk treatment, selection of risk measures, risk acceptance, multi-objective optimization

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Authors: Thanh-Phong Dao, Shyh-Chour Huang

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This study presents the optimal design and formulation of a kinematic model of a flexible slider crank mechanism. The objective of the proposed innovative design is to take extra advantage of the compliant mechanism and maximize the fatigue life by applying the Taguchi method. A formulated kinematic model is developed using a Pseudo-Rigid-Body Model (PRBM). By means of mathematic models, the kinematic behaviors of the flexible slider crank mechanism are captured using MATLAB software. Finite Element Analysis (FEA) is used to show the stress distribution. The results show that the optimal shape of the flexible hinge includes a force of 8.5N, a width of 9mm and a thickness of 1.1mm. Analysis of variance shows that the thickness of the proposed hinge is the most significant parameter, with an F test of 15.5. Finally, a prototype is manufactured to prepare for testing the kinematic and dynamic behaviors.

Keywords: kinematic behavior, fatigue life, pseudo-rigid-body model, flexible slider crank mechanism

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Authors: Wookyong Kwon, Sangmoon Lee

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In this paper, a sampled-data model predictive tracking control method is presented for mobile robots which is modeled as constrained continuous-time linear parameter varying (LPV) systems. The presented sampled-data predictive controller is designed by linear matrix inequality approach. Based on the input delay approach, a controller design condition is derived by constructing a new Lyapunov function. Finally, a numerical example is given to demonstrate the effectiveness of the presented method.

Keywords: model predictive control, sampled-data control, linear parameter varying systems, LPV

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Authors: Xu Jinsheng, Tong Xin, Zheng Jian, Zhou Changsheng

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The NEPE (nitrate ester plasticized polyether) propellant is a kind of particle filling material with relatively high filling fraction. The experimental results show that the microcracks, microvoids and dewetting can cause the stress softening of the material. In this paper, a series of mechanical testing in inclusion with CCD technique were conducted to analyze the evolution of internal defects of propellant. The volume expansion function of the particle filling material was established by measuring of longitudinal and transverse strain with optical deformation measurement system. By analyzing the defects and internal damages of the material, a visco-hyperelastic constitutive model based on free energy theory was proposed incorporating damage function. The proposed constitutive model could accurately predict the mechanical properties of uniaxial tensile tests and tensile-relaxation tests.

Keywords: dewetting, constitutive model， uniaxial tensile tests, visco-hyperelastic, nonlinear

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Authors: Yuan-Jye Tseng, Shin-Han Lin

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In this research, a mathematical model for integrated evaluation of green design and green manufacturing processes is presented. To design a product, there can be alternative options to design the detailed components to fulfill the same product requirement. In the design alternative cases, the components of the product can be designed with different materials and detailed specifications. If several design alternative cases are proposed, the different materials and specifications can affect the manufacturing processes. In this paper, a new concept for integrating green design and green manufacturing processes is presented. A green design can be determined based the manufacturing processes of the designed product by evaluating the green criteria including energy usage and environmental impact, in addition to the traditional criteria of manufacturing cost. With this concept, a mathematical model is developed to find the green design and the associated green manufacturing processes. In the mathematical model, the cost items include material cost, manufacturing cost, and green related cost. The green related cost items include energy cost and environmental cost. The objective is to find the decisions of green design and green manufacturing processes to achieve the minimized total cost. In practical applications, the decision-making can be made to select a good green design case and its green manufacturing processes. In this presentation, an example product is illustrated. It shows that the model is practical and useful for integrated evaluation of green design and green manufacturing processes.

Keywords: supply chain management, green supply chain, green design, green manufacturing, mathematical model

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Authors: Nikola Tomasevic, Marko Batic, Sanja Vranes

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Emerging Semantic Web technologies can be seen as the next step in evolution of the intelligent facility management systems. Particularly, this considers increased usage of open source and/or standardized concepts for data classification and semantic interpretation. To deliver such facility management systems, providing the comprehensive integration and interoperability platform in from of the facility data model is a prerequisite. In this paper, one of the possible modelling approaches to provide such integrative facility data model which was based on the ontology modelling concept was presented. Complete ontology development process, starting from the input data acquisition, ontology concepts definition and finally ontology concepts population, was described. At the beginning, the core facility ontology was developed representing the generic facility infrastructure comprised of the common facility concepts relevant from the facility management perspective. To develop the data model of a specific facility infrastructure, first extension and then population of the core facility ontology was performed. For the development of the full-blown facility data models, Malpensa and Fiumicino airports in Italy, two major European air-traffic hubs, were chosen as a test-bed platform. Furthermore, the way how these ontology models supported the integration and interoperability of the overall airport energy management system was analyzed as well.

Keywords: airport ontology, energy management, facility data model, ontology modeling

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Authors: Abdelhafid Zenati, Mohamed Tadjine

Abstract:

The mathematical formulation of biomedical problems is an important phase to understand and predict the dynamic of the controlled population. In this paper we perform a stability analysis of a coupled model for healthy and cancerous cells dynamics in Acute Myeloid Leukemia, this represents our first aim. Second, we illustrate the effect of the interconnection between healthy and cancer cells. The PDE-based model is transformed to a nonlinear distributed state space model (delay system). For an equilibrium point of interest, necessary and sufficient conditions of global asymptotic stability are given. Thus, we came up to give necessary and sufficient conditions of global asymptotic stability of the origin and the healthy situation and control of the dynamics of normal hematopoietic stem cells and cancerous during myelode Acute leukemia. Simulation studies are given to illustrate the developed results.

Keywords: distributed delay, global stability, modelling, nonlinear models, PDE, state space

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Authors: Abdulrahman M. Qahtani, Gary. B. Wills, Andy. M. Gravell

Abstract:

Communicating and managing customers’ requirements in software development projects play a vital role in the software development process. While it is difficult to do so locally, it is even more difficult to communicate these requirements over distributed boundaries and to convey them to multiple distribution customers. This paper discusses the communication of multiple distribution customers’ requirements in the context of customised software products. The main purpose is to understand the challenges of communicating and managing customisation requirements across distributed boundaries. We propose a model for Communicating Customisation Requirements of Multi-Clients in a Distributed Domain (CCRD). Thereafter, we evaluate that model by presenting the findings of a case study conducted with a company with customisation projects for 18 distributed customers. Then, we compare the outputs of the real case process and the outputs of the CCRD model using simulation methods. Our conjecture is that the CCRD model can reduce the challenge of communication requirements over distributed organisational boundaries, and the delay in decision making and in the entire customisation process time.

Keywords: customisation software products, global software engineering, local decision making, requirement engineering, simulation model

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