Search results for: bi-level optimization model

Authors: Wajih Abbassi, Zouhaier Ben Khelifa

Abstract:

The present research points towards the empirical validation of three options valuation models, the ad-hoc Black-Scholes model as proposed by Berkowitz (2001), the constant elasticity of variance model of Cox and Ross (1976) and the Kou jump-diffusion model (2002). Our empirical analysis has been conducted on a sample of 26,974 options written on three indexes, the S&P 500, Nasdaq 100 and the Russell 2000 that were negotiated during the year 2007 just before the sub-prime crisis. We start by presenting the theoretical foundations of the models of interest. Then we use the technique of trust-region-reflective algorithm to estimate the structural parameters of these models from cross-section of option prices. The empirical analysis shows the superiority of the Kou jump-diffusion model. This superiority arises from the ability of this model to portray the behavior of market participants and to be closest to the true distribution that characterizes the evolution of these indices. Indeed the double-exponential distribution covers three interesting properties that are: the leptokurtic feature, the memory less property and the psychological aspect of market participants. Numerous empirical studies have shown that markets tend to have both overreaction and under reaction over good and bad news respectively. Despite of these advantages there are not many empirical studies based on this model partly because probability distribution and option valuation formula are rather complicated. This paper is the first to have used the technique of nonlinear curve-fitting through the trust-region-reflective algorithm and cross-section options to estimate the structural parameters of the Kou jump-diffusion model.

Keywords: jump-diffusion process, Kou model, Leptokurtic feature, trust-region-reflective algorithm, US index options

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Authors: A. Amar

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Analysis of the elastic scattering of protons on ¹⁰B nuclei has been done in the framework of the optical model and single folding model at the beam energies up to 17 MeV. We could enhance the optical potential parameters using Esis88 Code, as well as SPI GENOA Code. Linear relationship between volume real potential (V₀) and proton energy (E_p) has been obtained. Also, surface imaginary potential W_D is proportional to the proton energy (E_p) in the range 0.400 and 17 MeV. The radiative reaction ¹⁰B(p,γ)¹¹C has been analyzed using potential model. A comparison between ¹⁰B(p,γ)¹¹C and ⁶Li(p,γ)⁷Be has been made. Good agreement has been found between theoretical and experimental results in the whole range of energy. The radiative resonance reaction ⁷Li(p,γ)⁸Be has been studied.

Keywords: elastic scattering of protons on 10B nuclei, optical potential parameters, potential model, radiative reaction

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Authors: S. Benkraouda, Z. Djelloul-Khedda, B. Yagoubi

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we present a method for early detection of forest fires from a thermal infrared satellite image, using the image matrix of the probability of belonging. The principle of the method is to compare a theoretical mathematical model to an experimental model. We considered that each line of the image matrix, as an embodiment of a non-stationary random process. Since the distribution of pixels in the satellite image is statistically dependent, we divided these lines into small stationary and ergodic intervals to characterize the image by an adequate mathematical model. A standard deviation was chosen to generate random variables, so each interval behaves naturally like white Gaussian noise. The latter has been selected as the mathematical model that represents a set of very majority pixels, which we can be considered as the image background. Before modeling the image, we made a few pretreatments, then the parameters of the theoretical Gaussian model were extracted from the modeled image, these settings will be used to calculate the probability of each interval of the modeled image to belong to the theoretical Gaussian model. The high intensities pixels are regarded as foreign elements to it, so they will have a low probability, and the pixels that belong to the background image will have a high probability. Finally, we did present the reverse of the matrix of probabilities of these intervals for a better fire detection.

Keywords: forest fire, forest fire detection, satellite image, normal distribution, theoretical gaussian model, thermal infrared matrix image

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Authors: Rahul Paliwal, Gulshan Maheshwari, Anant S. Jhaveri, Channamallikarjun S. Mathpati

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Large pumping facility is the necessary requirement of the cooling water systems for power plants, process and manufacturing facilities, flood control and water or waste water treatment plant. With a large capacity of few hundred to 50,000 m3/hr, cares must be taken to ensure the uniform flow to the pump to limit vibration, flow induced cavitation and performance problems due to formation of air entrained vortex and swirl flow. Successful prediction of these phenomena requires numerical method and turbulence model to characterize the dynamics of these flows. In the past years, single phase shear stress transport (SST) Reynolds averaged Navier Stokes Models (like k-ε, k-ω and RSM) were used to predict the behavior of flow. Literature study showed that two phase model will be more accurate over single phase model. In this paper, a 3D geometries simulated using detached eddy simulation (LES) is used to predict the behavior of the fluid and the results are compared with experimental results. Effect of different grid structure and boundary condition is also studied. It is observed that two phase flow model can more accurately predict the mean flow and turbulence statistics compared to the steady SST model. These validate model will be used for further analysis of vortex structure in lab scale model to generate their frequency-plot and intensity at different location in the set-up. This study will help in minimizing the ill effect of vortex on pump performance.

Keywords: grid structure, pump intake, simulation, vibration, vortex

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Authors: Paul Kenneth D. Luzon, Maria Antonia N. Tanchuling

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The Quezon City Controlled Dumping facility also known as Payatas produces leachate which can contaminate soil and water environment in the area. The goal of this study is to quantify the leachate produced by the QCCDF using the Hydrologic Evaluation of Landfill Performance (HELP) model. Results could be used as input for groundwater contaminant transport studies. The HELP model is based on a simple water budget and is an essential “model requirement” used by the US Environmental Protection Agency (EPA). Annual waste profile of the QCCDF was calculated. Based on topographical maps and estimation of settlement due to overburden pressure and degradation, a total of 10M m^3 of waste is contained in the landfill. The input necessary for the HELP model are weather data, soil properties, and landfill design. Results showed that from 1988 to 2011, an average of 50% of the total precipitation percolates through the bottom layer. Validation of the results is still needed due to the assumptions made in the study. The decrease in porosity of the top soil cover showed the best mitigation for minimizing percolation rate. This study concludes that there is a need for better leachate management system in the QCCDF.

Keywords: help model, landfill, payatas trash slide, quezon city controlled dumping facility

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Authors: Muhammad Anwar, Ameen Ullah, Intakhab Alam Qadri

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This study presents a technique utilizing the Iterative Rational Krylov Algorithm (IRKA) to reduce the order of large-scale descriptor systems. Descriptor systems, which incorporate differential and algebraic components, pose unique challenges in Model Order Reduction (MOR). The proposed method partitions the descriptor system into polynomial and strictly proper parts to minimize approximation errors, applying IRKA exclusively to the strictly adequate component. This approach circumvents the unbounded errors that arise when IRKA is directly applied to the entire system. A comparative analysis demonstrates the high accuracy of the reduced model and a significant reduction in computational burden. The reduced model enables more efficient simulations and streamlined controller designs. The study highlights IRKA-based MOR’s effectiveness in optimizing complex systems’ performance across various engineering applications. The proposed methodology offers a promising solution for reducing the complexity of large-scale descriptor systems while maintaining their essential characteristics and facilitating their analysis, simulation, and control design.

Keywords: model order reduction, descriptor systems, iterative rational Krylov algorithm, interpolatory model reduction, computational efficiency, projection methods, H₂-optimal model reduction

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Authors: Zainab Ajab Mohideen, Kiran Kaur, A. Basheer Ahamadhu, Noor Azlinda Wan Jan, Sukmawati Muhammad

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The corpus in the digital library is to provide an overview and evidence from library automation that can be used to justify the needs of the digital library. This paper disperses the approach and implementation of the digital library as part of best practices by the Automation Division at Hamzah Sendut Library of the University Science Malaysia (USM). The implemented digital library model emphasizes on the entire library collections, technical perspective, and automation solution. This model served as a foundation for digital library services as part of information delivery in the USM digital library. The approach to digital library includes discussion on key factors, design, architecture, and pragmatic model that has been collected, captured, and identified during the implementation stages. At present, the USM digital library has achieved the status of an Institutional Repository (IR).

Keywords: academic digital library, digital information system, digital library best practice, digital library model

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Authors: Hao Hsi Tseng

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Taiwan’s infrastructure is gradually deteriorating, while resources for maintenance and replacement are increasingly limited, raising the urgent need for methods for maintaining existing infrastructure within constrained budgets. Infrastructure value evaluation is used to enhance the efficiency of infrastructure maintenance work, allowing administrators to quickly assess the maintenance needs and performance by observing variation in infrastructure value. This research establishes a value evaluation model for Taiwan’s highway box girder bridges. The operating mechanism and process of the model are illustrated in a practical case.

Keywords: box girder bridge, deterioration, infrastructure, maintenance, value evaluation

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Authors: Jae Hyun Lee

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Manufacturing companies use life-cycle inventory databases to analyze sustainability of their manufacturing processes. Life cycle inventory data provides reference data which may not be accurate for a specific company. Collecting accurate data of manufacturing processes for a specific company requires enormous time and efforts. An information model of typical manufacturing processes can reduce time and efforts to get appropriate reference data for a specific company. This paper shows an attempt to build an abstract information model which can be used to develop information models for specific manufacturing processes.

Keywords: process information model, sustainability, OWL, manufacturing

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Authors: Siamak Eskandari, Neda Ebadi

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Among common electronic parts which have been invented and have made a great revolution in the lighting system through the world, certainly LEDs have no rival. These small parts with their very low power consumption, very dazzling and powerful light and small size and with their extremely high lifetime- compared to incandescent bulbs and compact fluorescent lamp (CFLs) have undoubtedly revolutionized the lighting industry of the world. Based on conducted studies and experiments, in addition to their acceptable light and low power consumption -compared to incandescent bulbs and CFLs-, they have very low and in some cases zero environmental pollution and negative effects on human beings. Because of their longevity, in the case of using high-quality circuits and proper and consistent use of LEDs in conventional and intelligent buildings, there will be no need to replace the burnout lamps, for a long time (10 years). In this study which was conducted on 10-watt power LEDs with suitable heatsink/cooling, considerable amount of heat was generated during lighting after 5 minutes and 45 seconds. The temperature rose to above 99 degrees Celsius and this amount of heat can raise the water temperature to 60 degrees Celsius and more. Based on conducted experiments, this can provide the heat required for bathing, washing, radiators (in cold seasons) easily and only by imposing very low cost and it will be a big step in the optimization of energy consumption in the future.

Keywords: energy, light, water, optimization of power LED

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Authors: Alan C. Lin, Tran Anh Son

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This study proposes an approach to determine the undercut regions and their releasing directions for slider design of complex parts represented by the file format of STL (STereoLithography). In order to delineate the border of undercut regions, orthogonal cutting planes are firstly employed to automatically find the inner loops of a part model. To discover the facets belonging to undercut regions, attributes are then assigned to the facets of the part model based on the topological relationship of adjacent facets of each inner loop. After that, the undercut regions are separated from other facets in the model. Through the recognized facets of the undercut regions, the concept of 'visibility map (V-map)' is further applied to determine feasible releasing directions for each of the undercut regions. The undercut regions having the same releasing direction are finally grouped to form a slider in the injection mold.

Keywords: solid model, STL data, injection mold design, visibility map

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Authors: Nasir Khalid, S. Thirumalaichelvam

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In most buildings, according to US Department of Energy Data Book, the electrical consumption attributable to centralized heating and ventilation of air- condition (HVAC) component can be as high as 40-60% of the total electricity consumption for an entire building. To provide efficient energy management for the market today, researchers are finding new ways to develop a system that can save electrical consumption of buildings even more. In this concept paper, a system known as Intelligent Chiller Energy Efficiency (iCEE) System is being developed that is capable of saving up to 25% from the chiller’s existing electrical energy consumption. In variable frequency drives (VFDs), research has found significant savings up to 30% of electrical energy consumption. Together with the VFDs at specific Air Handling Unit (AHU) of HVAC component, this system will save even more electrical energy consumption. The iCEE System is compatible with any make, model or age of centrifugal, rotary or reciprocating chiller air-conditioning systems which are electrically driven. The iCEE system uses engineering principles of efficiency analysis, enthalpy analysis, heat transfer, mathematical prediction, modified genetic algorithm, psychometrics analysis, and optimization formulation to achieve true and tangible energy savings for consumers.

Keywords: variable frequency drives, adjustable speed drives, ac drives, chiller energy system

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Authors: Abdurrasheed Sa'id, Abubakar Isma'il, Waheed Alayande

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This study focused on carrying out numerical simulations of Kangimi reservoir sedimentation by reviewing different numerical sediment transport models, and GSTARS3 was selected. The model was developed using the 1977 data. It was calibrated by simulating the 2012 profile and sediment deposition and compared with 2012 hydrographic survey results of NWRI. The model was validated by simulating the 2016 deposition and compared the results with NWRI estimates. Also, the performance of the proposed model was tested using statistical parameters such as MSE (Mean Square Error), MAPE (Mean Average Percentage Error) and R2 (Coefficient of determination) with values of 1.32m, 0.17% and 0.914 respectively which shows strong agreement. After the calibration, validation and performance testing the model was used to simulate the 2032 and 2062 profiles and deposition. The results showed that by 2032 the reservoir will be silted by 25.34MCM or 43.3% of the design capacity and 60.7% of the capacity by the year 2062. A number of sedimentation mitigation measures were recommended.

Keywords: NWRI- national water resources institute, sedimentation, GSTARS3, model

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Authors: Suttipong Boonphadung, Thassanant Unnanantn

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The research study aimed to (1) compare the critical thinking of the teacher students of Suan Sunandha Rajabhat University before and after applying Miller’s Model learning activities and (2) investigate the students’ opinions towards Miller’s Model learning activities for improving the critical thinking. The participants of this study were purposively selected. They were 3 groups of teacher students: (1) fourth year 33 student teachers majoring in Early Childhood Education and enrolling in semester 1 of academic year 2013 (2) third year 28 student teachers majoring in English and enrolling in semester 2 of academic year 2013 and (3) third year 22 student teachers majoring in Thai and enrolling in semester 2 of academic year 2013. The research instruments were (1) lesson plans where the learning activities were settled based on Miller’s Model (2) critical thinking assessment criteria and (3) a questionnaire on opinions towards Miller’s Model based learning activities. The statistical treatment was mean, deviation, different scores and T-test. The result unfolded that (1) the critical thinking of the students after the assigned activities was better than before and (2) the students’ opinions towards the critical thinking improvement activities based on Miller’s Model ranged from the level of high to highest.

Keywords: critical thinking, Miller’s model, opinions, pre-service teachers

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Authors: Lan Yang, Kathryn Cormican, Ming Yu

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ISO/IEC/IEEE 15288: 2015, Systems and Software Engineering - System Life Cycle Processes is an international standard that provides generic top-level process descriptions to support systems engineering (SE). However, the processes defined in the standard needs improvement to lift integrity and consistency. The goal of this research is to explore the way by building an ontology model for the SE standard to manage the knowledge of SE. The ontology model gives a whole picture of the SE knowledge domain by building connections between SE concepts. Moreover, it creates a hierarchical classification of the concepts to fulfil different requirements of displaying and analysing SE knowledge.

Keywords: knowledge management, model-based systems engineering, ontology modelling, systems engineering ontology

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Authors: Feijoo E. Colomine Duran, Carlos E. Peñaloza Corredor

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There modeling component selection financial investment (Portfolio) a variety of problems that can be addressed with optimization techniques under evolutionary schemes. For his feature, the problem of selection of investment components of a dichotomous relationship between two elements that are opposed: The Portfolio Performance and Risk presented by choosing it. This relationship was modeled by Markowitz through a media problem (Performance) - variance (risk), ie must Maximize Performance and Minimize Risk. This research included the study and implementation of multi-objective evolutionary techniques to solve these problems, taking as experimental framework financial market equities Colombia Stock Exchange between 2009-2015. Comparisons three multiobjective evolutionary algorithms, namely the Nondominated Sorting Genetic Algorithm II (NSGA-II), the Strength Pareto Evolutionary Algorithm 2 (SPEA2) and Indicator-Based Selection in Multiobjective Search (IBEA) were performed using two measures well known performance: The Hypervolume indicator and R_2 indicator, also it became a nonparametric statistical analysis and the Wilcoxon rank-sum test. The comparative analysis also includes an evaluation of the financial efficiency of the investment portfolio chosen by the implementation of various algorithms through the Sharpe ratio. It is shown that the portfolio provided by the implementation of the algorithms mentioned above is very well located between the different stock indices provided by the Colombia Stock Exchange.

Keywords: finance, optimization, portfolio, Markowitz, evolutionary algorithms

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Authors: Jiang Zhenbo, Ishikura Ryohei, Yasufuku Noriyuki

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Improvement of soft clay deposits by the combination of surface stabilization and floating type cement-treated columns is one of the most popular techniques worldwide. On the basis of one dimensional consolidation model, a time-dependent skin friction model for the column-soil interaction is proposed. The nonlinear relationship between column shaft shear stresses and effective vertical pressure of the surrounding soil can be described in this model. The influence of column-soil surface roughness can be represented using a roughness coefficient R, which plays an important role in the design of column length. Based on the homogenization method, a part of floating type improved ground will be treated as an unimproved portion, which with a length of αH1 is defined as a time-dependent equivalent skin friction length. The compression settlement of this unimproved portion can be predicted only using the soft clay parameters. Apart from calculating the settlement of this composited ground, the load transfer mechanism is discussed utilizing model tests. The proposed model is validated by comparing with calculations and laboratory results of model and ring shear tests, which indicate the suitability and accuracy of the solutions in this paper.

Keywords: floating type improved foundation, time-dependent skin friction, roughness, consolidation

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Authors: K. Assis, K. P. Chong, A. S. Idris, C. M. Ho

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Oil palm or Elaeis guineensis is considered as the golden crop in Malaysia. But oil palm industry in this country is now facing with the most devastating disease called as Ganoderma Basal Stem Rot disease. The objective of this paper is to analyze the economic loss due to this disease. There were three commercial oil palm sites selected for collecting the required data for economic analysis. Yield parameter used to measure the loss was the total weight of fresh fruit bunch in six months. The predictors include disease severity, change in disease severity, number of infected neighbor palms, age of palm, planting generation, topography, and first order interaction variables. The estimation model of yield loss was identified by using backward elimination based regression method. Diagnostic checking was conducted on the residual of the best yield loss model. The value of mean absolute percentage error (MAPE) was used to measure the forecast performance of the model. The best yield loss model was then used to estimate the economic loss by using the current monthly price of fresh fruit bunch at mill gate.

Keywords: ganoderma, oil palm, regression model, yield loss, economic loss

Procedia PDF Downloads 389

Authors: Shanujah Mathuranayagam, William Fuentes, Samanthika Liyanapathirana

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This paper introduces an enhanced version of the coupled hydro-mechanical hypoplastic model. The model is able to simulate volumetric collapse upon wetting and incorporates suction effects on stiffness and strength. Its mechanical constitutive equation links Bishop’s effective stress with strain and suction, featuring a normal consolidation line (NCL) with a compression index (λ) presenting a non-linear dependency with the degree of saturation. The Bulk modulus has been modified to ensure that under rapid volumetric collapse, the stress state remains at the NCL. The coupled model comprises eighteen parameters, with nine for the hydraulic component and nine for the mechanical component. Hydraulic parameters are calibrated with the use of water retention curves (IWRC) across varied soil densities, while mechanical parameters undergo calibration using isotropic and triaxial tests on both unsaturated and saturated samples. The model's performance is analyzed through the back-calculation of two experimental studies: (i) wetting under different vertical stresses for Lower Cromer Till and (ii) isotropic loading and triaxial loading for undisturbed loess. The results confirm that the proposed model is able to predict the hydro-mechanical behavior of unsaturated soils.

Keywords: hypoplastic model, volumetric collapse, normal consolidation line, compression index (λ), degree of saturation, soil suction

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Authors: Pavel Shcherban, Vlad Golovanov

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Nowadays, the depletion of hydrocarbon deposits on the land of the Kaliningrad region leads to active geological exploration and development of oil and natural gas reserves in the southeastern part of the Baltic Sea. LLC 'Lukoil-Kaliningradmorneft' implements a comprehensive program for the development of the region's shelf in 2014-2023. Due to heterogeneity of reservoir rocks in various open fields, as well as with ambiguous conclusions on the contours of deposits, additional geological prospecting and refinement of the recoverable oil reserves are carried out. The key element is use of an effective technique of computer stock modeling at the first stage of processing of the received data. The following step uses information for the cluster analysis, which makes it possible to optimize the field development approaches. The article analyzes the effectiveness of various methods for reserves' calculation and computer modelling methods of the offshore hydrocarbon fields. Cluster analysis allows to measure influence of the obtained data on the development of a technical and economic model for mining deposits. The relationship between the accuracy of the calculation of recoverable reserves and the need of modernization of existing mining infrastructure, as well as the optimization of the scheme of opening and development of oil deposits, is observed.

Keywords: cluster analysis, computer modelling of deposits, correction of the feasibility study, offshore hydrocarbon fields

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Authors: Marina Vicario, Amadeo Argüelles, Pilar Gómez, Carlos Hernández

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In this paper, the Computer Research Network of the National Polytechnic Institute of Mexico proposes a paradigmatic model for the inference of cognitive patterns in digital learning systems. This model leads to metadata architecture useful for analysis and prediction in online learning systems; especially on MOOc's architectures. The model is in the design phase and expects to be tested through an institutional of courses project which is going to develop for the MOOc.

Keywords: cognitive footprints, learning analytics, predictive learning, digital learning, educational computing, educational informatics

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Authors: Biao Ma, Jikai Liu, Man Chen, Jianpeng Wu, Liyong Wang, Changsong Zheng

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Proposing an appropriate control strategy is an effective and practical way to address the overheat problems of the wet multi-plate clutch in Direct Shift Gearbox under the long-time creeping condition. To do so, the temperature variation of the wet multi-plate clutch is investigated firstly by establishing a thermal resistance model for the gearbox cooling system. To calculate the generated heat flux and predict the clutch temperature precisely, the friction torque model is optimized by introducing an improved friction coefficient, which is related to the pressure, the relative speed and the temperature. After that, the heat transfer model and the reasonable friction torque model are employed by the vehicle powertrain model to construct a comprehensive co-simulation model for the Direct Shift Gearbox (DSG) vehicle. A creeping control strategy is then proposed and, to evaluate the vehicle performance, the safety temperature (250 ℃) is particularly adopted as an important metric. During the creeping process, the temperature of two clutches is always under the safety value (250 ℃), which demonstrates the effectiveness of the proposed control strategy in avoiding the thermal failures of clutches.

Keywords: creeping control strategy, direct shift gearbox, temperature variation, wet clutch

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Authors: Abdolghader Pourali, Mohammad V. Malakooti, Muhammad Hussein Yektaie

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A mobile payment system in mobile e-commerce generally have high security so that the user can trust it for doing business deals, sales, paying financial transactions, etc. in the mobile payment system. Since an architecture or payment model in e-commerce only shows the way of interaction and collaboration among users and mortgagers and does not present any evaluation of effectiveness and confidence about financial transactions to stakeholders. In this paper, we try to present a detailed assessment of the reliability of a mobile payment model in the mobile e-commerce using formal models and colored Petri nets. Finally, we demonstrate that the reliability of this system has high value (case study: a secure payment model in mobile commerce.

Keywords: reliability, colored Petri net, assessment, payment models, m-commerce

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Authors: Maria Grazia Albanesi, Riccardo Amadeo

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This study presents a new model of the human image quality assessment process: the aim is to highlight the foundations of the image quality metrics proposed in literature, by identifying the cognitive/physiological or mathematical principles of their development and the relation with the actual human quality assessment process. The model allows to create a novel categorization of objective and subjective image quality metrics. Our work includes an overview of the most used or effective objective metrics in literature, and, for each of them, we underline its main characteristics, with reference to the rationale of the proposed model and categorization. From the results of this operation, we underline a problem that affects all the presented metrics: the fact that many aspects of human biases are not taken in account at all. We then propose a possible methodology to address this issue.

Keywords: eye-tracking, image quality assessment metric, MOS, quality of user experience, visual perception

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Authors: Luma Al-Tamimi, Hassan Farhat, Wessam Hasan

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A three-dimensional (3D) hybrid quasi-steady thermal lattice Boltzmann model is developed to couple the effects of surfactant, temperature, interfacial tension, and contact angle. This 3D model is an extended scheme of a previously introduced two-dimensional (2D) hybrid lattice Boltzmann model. The 3D model is used to study the combined multi-physics effects on emulsion systems flowing in rectangular microchannels with and without confinements, where the suspended phase is made of droplets, plugs, or a mixture of both. The simulation results show that emulsion systems with plugs as the suspended phase are more efficient than with droplets, whereas mixed systems that form large plugs through coalescence have even greater efficiency. The 3D contact angle model generates matching results to those of the 2D model, which were validated with experiments. Furthermore, the effects of various confinements on adhering single drop systems are investigated for delineating their influence on the power required for transporting the suspended phase through the channel. It is shown that the deeper the constriction is, the lower the system efficiency. Increasing the surfactant concentration or fluid temperature in a channel with confinement carries a substantial positive effect on oil droplet transportation.

Keywords: lattice Boltzmann method, thermal, contact angle, surfactants, high viscosity ratio, porous media

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Authors: Minh-Thuan Nguyen, Phuong-Thai Nguyen, Van-Vinh Nguyen, Quang-Minh Nguyen

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Research on automatically generating descriptions for e-commerce products is gaining increasing attention in recent years. However, the generated descriptions of their systems are often less informative and attractive because of lacking training datasets or the limitation of these approaches, which often use templates or statistical methods. In this paper, we explore a method to generate production descriptions by using the GPT-2 model. In addition, we apply text paraphrasing and task-adaptive pretraining techniques to improve the qualify of descriptions generated from the GPT-2 model. Experiment results show that our models outperform the baseline model through automatic evaluation and human evaluation. Especially, our methods achieve a promising result not only on the seen test set but also in the unseen test set.

Keywords: GPT-2, product description, transformer, task-adaptive, language model, pretraining

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Authors: S. Srinivas, N. Ramesh Babu

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This paper presents a model to predict the depth of penetration in polycrystalline ceramic material cut by abrasive waterjet. The proposed model considered the interaction of cylindrical jet with target material in upper region and neglected the role of threshold velocity in lower region. The results predicted with the proposed model are validated with the experimental results obtained with Silicon Carbide (SiC) blocks.

Keywords: abrasive waterjet cutting, analytical modeling, ceramics, micro-cutting and inter-grannular cracking

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Authors: H. Zidoum, A. AlShareedah, S. Al Sawafi, A. Al-Ansari, B. Al Lawati

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Systemic lupus erythematosus (SLE) is an autoimmune disease with genetic and environmental components. SLE is characterized by a wide variability of clinical manifestations and a course frequently subject to unpredictable flares. Despite recent progress in classification tools, the early diagnosis of SLE is still an unmet need for many patients. This study proposes an interpretable disease classification model that combines the high and efficient predictive performance of CatBoost and the model-agnostic interpretation tools of Shapley Additive exPlanations (SHAP). The CatBoost model was trained on a local cohort of 219 Omani patients with SLE as well as other control diseases. Furthermore, the SHAP library was used to generate individual explanations of the model's decisions as well as rank clinical features by contribution. Overall, we achieved an AUC score of 0.945, F1-score of 0.92 and identified four clinical features (alopecia, renal disorders, cutaneous lupus, and hemolytic anemia) along with the patient's age that was shown to have the greatest contribution on the prediction.

Keywords: feature selection, classification, systemic lupus erythematosus, model interpretation, SHAP, Catboost

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Authors: N. C. Sarkar, A. Bhaskar, Z. Zheng

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The driving behavior in area-based (i.e., non-lane based) traffic is induced by the presence of other individuals in the choice space from the driver’s visual perception area. The driving behavior of a subject vehicle is constrained by the potential leaders and leaders are frequently changed over time. This paper is to determine a stochastic model for a parameter of modified intelligent driver model (MIDM) in area-based traffic (as in developing countries). The parametric and non-parametric distributions are presented to fit the parameters of MIDM. The goodness of fit for each parameter is measured in two different ways such as graphically and statistically. The quantile-quantile (Q-Q) plot is used for a graphical representation of a theoretical distribution to model a parameter and the Kolmogorov-Smirnov (K-S) test is used for a statistical measure of fitness for a parameter with a theoretical distribution. The distributions are performed on a set of estimated parameters of MIDM. The parameters are estimated on the real vehicle trajectory data from India. The fitness of each parameter with a stochastic model is well represented. The results support the applicability of the proposed modeling for parameters of MIDM in area-based traffic flow simulation.

Keywords: area-based traffic, car-following model, micro-simulation, stochastic modeling

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Authors: Eduardo C. Guardia, Jose W. M. Lima, Afonso H. M. Santos

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This paper presents a nonparametric method to obtain the hazard rate “Bathtub curve” for power system components. The model is a mixture of the three known phases of a component life, the decreasing failure rate (DFR), the constant failure rate (CFR) and the increasing failure rate (IFR) represented by three parametric Weibull models. The parameters are obtained from a simultaneous fitting process of the model to the Kernel nonparametric hazard rate curve. From the Weibull parameters and failure rate curves the useful lifetime and the characteristic lifetime were defined. To demonstrate the model the historic time-to-failure of distribution transformers were used as an example. The resulted “Bathtub curve” shows the failure rate for the equipment lifetime which can be applied in economic and replacement decision models.

Keywords: bathtub curve, failure analysis, lifetime estimation, parameter estimation, Weibull distribution

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