Search results for: stochastic subspace identification
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3408

Search results for: stochastic subspace identification

3168 Application of the Discrete Rationalized Haar Transform to Distributed Parameter System

Authors: Joon-Hoon Park

Abstract:

In this paper the rationalized Haar transform is applied for distributed parameter system identification and estimation. A distributed parameter system is a dynamical and mathematical model described by a partial differential equation. And system identification concerns the problem of determining mathematical models from observed data. The Haar function has some disadvantages of calculation because it contains irrational numbers, for these reasons the rationalized Haar function that has only rational numbers. The algorithm adopted in this paper is based on the transform and operational matrix of the rationalized Haar function. This approach provides more convenient and efficient computational results.

Keywords: distributed parameter system, rationalized Haar transform, operational matrix, system identification

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3167 Normalized P-Laplacian: From Stochastic Game to Image Processing

Authors: Abderrahim Elmoataz

Abstract:

More and more contemporary applications involve data in the form of functions defined on irregular and topologically complicated domains (images, meshs, points clouds, networks, etc). Such data are not organized as familiar digital signals and images sampled on regular lattices. However, they can be conveniently represented as graphs where each vertex represents measured data and each edge represents a relationship (connectivity or certain affinities or interaction) between two vertices. Processing and analyzing these types of data is a major challenge for both image and machine learning communities. Hence, it is very important to transfer to graphs and networks many of the mathematical tools which were initially developed on usual Euclidean spaces and proven to be efficient for many inverse problems and applications dealing with usual image and signal domains. Historically, the main tools for the study of graphs or networks come from combinatorial and graph theory. In recent years there has been an increasing interest in the investigation of one of the major mathematical tools for signal and image analysis, which are Partial Differential Equations (PDEs) variational methods on graphs. The normalized p-laplacian operator has been recently introduced to model a stochastic game called tug-of-war-game with noise. Part interest of this class of operators arises from the fact that it includes, as particular case, the infinity Laplacian, the mean curvature operator and the traditionnal Laplacian operators which was extensiveley used to models and to solve problems in image processing. The purpose of this paper is to introduce and to study a new class of normalized p-Laplacian on graphs. The introduction is based on the extension of p-harmonious function introduced in as discrete approximation for both infinity Laplacian and p-Laplacian equations. Finally, we propose to use these operators as a framework for solving many inverse problems in image processing.

Keywords: normalized p-laplacian, image processing, stochastic game, inverse problems

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3166 Efficient Sampling of Probabilistic Program for Biological Systems

Authors: Keerthi S. Shetty, Annappa Basava

Abstract:

In recent years, modelling of biological systems represented by biochemical reactions has become increasingly important in Systems Biology. Biological systems represented by biochemical reactions are highly stochastic in nature. Probabilistic model is often used to describe such systems. One of the main challenges in Systems biology is to combine absolute experimental data into probabilistic model. This challenge arises because (1) some molecules may be present in relatively small quantities, (2) there is a switching between individual elements present in the system, and (3) the process is inherently stochastic on the level at which observations are made. In this paper, we describe a novel idea of combining absolute experimental data into probabilistic model using tool R2. Through a case study of the Transcription Process in Prokaryotes we explain how biological systems can be written as probabilistic program to combine experimental data into the model. The model developed is then analysed in terms of intrinsic noise and exact sampling of switching times between individual elements in the system. We have mainly concentrated on inferring number of genes in ON and OFF states from experimental data.

Keywords: systems biology, probabilistic model, inference, biology, model

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3165 Texture Identification Using Vision System: A Method to Predict Functionality of a Component

Authors: Varsha Singh, Shraddha Prajapati, M. B. Kiran

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Texture identification is useful in predicting the functionality of a component. Many of the existing texture identification methods are of contact in nature, which limits its measuring speed. These contact measurement techniques use a diamond stylus and the diamond stylus being sharp going to damage the surface under inspection and hence these techniques can be used in statistical sampling. Though these contact methods are very accurate, they do not give complete information for full characterization of surface. In this context, the presented method assumes special significance. The method uses a relatively low cost vision system for image acquisition. Software is developed based on wavelet transform, for analyzing texture images. Specimens are made using different manufacturing process (shaping, grinding, milling etc.) During experimentation, the specimens are illuminated using proper lighting and texture images a capture using CCD camera connected to the vision system. The software installed in the vision system processes these images and subsequently identify the texture of manufacturing processes.

Keywords: diamond stylus, manufacturing process, texture identification, vision system

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3164 Effect of Agricultural Extension Services on Technical Efficiency of Smallholder Cassava Farmers in Ghana: A Stochastic Meta-Frontier Analysis

Authors: Arnold Missiame

Abstract:

In Ghana, rural dwellers who depend primarily on agriculture for their livelihood constitute about 60% of the country’s population. This shows the critical role and potentials of the agricultural sector in helping to achieve Ghana’s vision 2030. With the current threat of climate change and advancements in technology, agricultural extension is not just about technology transfer and improvements in productivity, but it is also about improving the managerial and technical skills of farmers. In Ghana, the government of Ghana as well as other players in the sector like; non-governmental organizations, NGOs, local and international funding agencies, for decades now, have made capacity-building-investments in smallholder farmers by way of extension services delivery. This study sought to compare the technical efficiency of farmers who have access to agricultural extension and farmers who do not in Ghana. The study employed the stochastic meta-frontier model to analyze household survey data comprising 300 smallholder cassava farmers from the Fanteakwa district of Ghana. The farmers were selected through a two-stage sampling technique where 5 communities were purposively selected in the first stage and then 60 smallholder cassava farmers were randomly selected from each of the 5 communities. Semi-structured questionnaires were used to collect data on farmers’ socioeconomic and farm-level characteristics. The results showed that farmers who have access to agricultural extensions services have higher technical efficiencies (TE) and produce much closer to their meta-production frontiers (higher technology gap ratios (TGR) than farmers who do not have access to such extension services. Furthermore, experience in cassava cultivation and formal education significantly improves the technical efficiencies of farmers. The study recommends that the mode and scope of agricultural extension service delivery in the country should be enhanced to ensure that smallholder farmers have easy access to extension agents.

Keywords: agricultural extension, Ghana, smallholder farmers, stochastic meta-frontier model, technical efficiency

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3163 Identification and Prioritisation of Students Requiring Literacy Intervention and Subsequent Communication with Key Stakeholders

Authors: Emilie Zimet

Abstract:

During networking and NCCD moderation meetings, best practices for identifying students who require Literacy Intervention are often discussed. Once these students are identified, consideration is given to the most effective process for prioritising those who have the greatest need for Literacy Support and the allocation of resources, tracking of intervention effectiveness and communicating with teachers/external providers/parents. Through a workshop, the group will investigate best practices to identify students who require literacy support and strategies to communicate and track their progress. In groups, participants will examine what they do in their settings and then compare with other models, including the researcher’s model, to decide the most effective path to identification and communication. Participants will complete a worksheet at the beginning of the session to deeply consider their current approaches. The participants will be asked to critically analyse their own identification processes for Literacy Intervention, ensuring students are not overlooked if they fall into the borderline category. A cut-off for students to access intervention will be considered so as not to place strain on already stretched resources along with the most effective allocation of resources. Furthermore, communicating learning needs and differentiation strategies to staff is paramount to the success of an intervention, and participants will look at the frequency of communication to share such strategies and updates. At the end of the session, the group will look at creating or evolving models that allow for best practices for the identification and communication of Literacy Interventions. The proposed outcome for this research is to develop a model of identification of students requiring Literacy Intervention that incorporates the allocation of resources and communication to key stakeholders. This will be done by pooling information and discussing a variety of models used in the participant's school settings.

Keywords: identification, student selection, communication, special education, school policy, planning for intervention

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3162 A Data-Mining Model for Protection of FACTS-Based Transmission Line

Authors: Ashok Kalagura

Abstract:

This paper presents a data-mining model for fault-zone identification of flexible AC transmission systems (FACTS)-based transmission line including a thyristor-controlled series compensator (TCSC) and unified power-flow controller (UPFC), using ensemble decision trees. Given the randomness in the ensemble of decision trees stacked inside the random forests model, it provides an effective decision on the fault-zone identification. Half-cycle post-fault current and voltage samples from the fault inception are used as an input vector against target output ‘1’ for the fault after TCSC/UPFC and ‘1’ for the fault before TCSC/UPFC for fault-zone identification. The algorithm is tested on simulated fault data with wide variations in operating parameters of the power system network, including noisy environment providing a reliability measure of 99% with faster response time (3/4th cycle from fault inception). The results of the presented approach using the RF model indicate the reliable identification of the fault zone in FACTS-based transmission lines.

Keywords: distance relaying, fault-zone identification, random forests, RFs, support vector machine, SVM, thyristor-controlled series compensator, TCSC, unified power-flow controller, UPFC

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3161 The Investigation of Oil Price Shocks by Using a Dynamic Stochastic General Equilibrium: The Case of Iran

Authors: Bahram Fathi, Karim Alizadeh, Azam Mohammadbagheri

Abstract:

The aim of this paper is to investigate the role of oil price shocks in explaining business cycles in Iran using a dynamic stochastic general equilibrium approach. This model incorporates both productivity and oil revenue shocks. The results indicate that productivity shocks are relatively more important to business cycles than oil shocks. The model with two shocks produces different values for volatility, but these values have the same ranking as that of the actual data for most variables. In addition, the actual data are close to the ratio of standard deviations to the output obtained from the model with two shocks. The results indicate that productivity shocks are relatively more important to business cycles than the oil shocks. The model with only a productivity shock produces the most similar figures in term of volatility magnitude to that of the actual data. Next, we use the Impulse Response Functions (IRF) to evaluate the capability of the model. The IRF shows no effect of an oil shock on the capital stocks and on labor hours, which is a feature of the model. When the log-linearized system of equations is solved numerically, investment and labor hours were not found to be functions of the oil shock. This research recommends using different techniques to compare the model’s robustness. One method by which to do this is to have all decision variables as a function of the oil shock by inducing the stationary to the model differently. Another method is to impose a bond adjustment cost. This study intends to fill that gap. To achieve this objective, we derive a DSGE model that allows for the world oil price and productivity shocks. Second, we calibrate the model to the Iran economy. Next, we compare the moments from the theoretical model with both single and multiple shocks with that obtained from the actual data to see the extent to which business cycles in Iran can be explained by total oil revenue shock. Then, we use an impulse response function to evaluate the role of world oil price shocks. Finally, I present implications of the findings and interpretations in accordance with economic theory.

Keywords: oil price, shocks, dynamic stochastic general equilibrium, Iran

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3160 Digital Recording System Identification Based on Audio File

Authors: Michel Kulhandjian, Dimitris A. Pados

Abstract:

The objective of this work is to develop a theoretical framework for reliable digital recording system identification from digital audio files alone, for forensic purposes. A digital recording system consists of a microphone and a digital sound processing card. We view the cascade as a system of unknown transfer function. We expect same manufacturer and model microphone-sound card combinations to have very similar/near identical transfer functions, bar any unique manufacturing defect. Input voice (or other) signals are modeled as non-stationary processes. The technical problem under consideration becomes blind deconvolution with non-stationary inputs as it manifests itself in the specific application of digital audio recording equipment classification.

Keywords: blind system identification, audio fingerprinting, blind deconvolution, blind dereverberation

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3159 Identification and Control the Yaw Motion Dynamics of Open Frame Underwater Vehicle

Authors: Mirza Mohibulla Baig, Imil Hamda Imran, Tri Bagus Susilo, Sami El Ferik

Abstract:

The paper deals with system identification and control a nonlinear model of semi-autonomous underwater vehicle (UUV). The input-output data is first generated using the experimental values of the model parameters and then this data is used to compute the estimated parameter values. In this study, we use the semi-autonomous UUV LAURS model, which is developed by the Sensors and Actuators Laboratory in University of Sao Paolo. We applied three methods to identify the parameters: integral method, which is a classical least square method, recursive least square, and weighted recursive least square. In this paper, we also apply three different inputs (step input, sine wave input and random input) to each identification method. After the identification stage, we investigate the control performance of yaw motion of nonlinear semi-autonomous Unmanned Underwater Vehicle (UUV) using feedback linearization-based controller. In addition, we compare the performance of the control with an integral and a non-integral part along with state feedback. Finally, disturbance rejection and resilience of the controller is tested. The results demonstrate the ability of the system to recover from such fault.

Keywords: system identification, underwater vehicle, integral method, recursive least square, weighted recursive least square, feedback linearization, integral error

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3158 Design of Enhanced Adaptive Filter for Integrated Navigation System of FOG-SINS and Star Tracker

Authors: Nassim Bessaad, Qilian Bao, Zhao Jiangkang

Abstract:

The fiber optics gyroscope in the strap-down inertial navigation system (FOG-SINS) suffers from precision degradation due to the influence of random errors. In this work, an enhanced Allan variance (AV) stochastic modeling method combined with discrete wavelet transform (DWT) for signal denoising is implemented to estimate the random process in the FOG signal. Furthermore, we devise a measurement-based iterative adaptive Sage-Husa nonlinear filter with augmented states to integrate a star tracker sensor with SINS. The proposed filter adapts the measurement noise covariance matrix based on the available data. Moreover, the enhanced stochastic modeling scheme is invested in tuning the process noise covariance matrix and the augmented state Gauss-Markov process parameters. Finally, the effectiveness of the proposed filter is investigated by employing the collected data in laboratory conditions. The result shows the filter's improved accuracy in comparison with the conventional Kalman filter (CKF).

Keywords: inertial navigation, adaptive filtering, star tracker, FOG

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3157 Simulation as a Problem-Solving Spotter for System Reliability

Authors: Wheyming Tina Song, Chi-Hao Hong, Peisyuan Lin

Abstract:

An important performance measure for stochastic manufacturing networks is the system reliability, defined as the probability that the production output meets or exceeds a specified demand. The system parameters include the capacity of each workstation and numbers of the conforming parts produced in each workstation. We establish that eighteen archival publications, containing twenty-one examples, provide incorrect values of the system reliability. The author recently published the Song Rule, which provides the correct analytical system-reliability value; it is, however, computationally inefficient for large networks. In this paper, we use Monte Carlo simulation (implemented in C and Flexsim) to provide estimates for the above-mentioned twenty-one examples. The simulation estimates are consistent with the analytical solution for small networks but is computationally efficient for large networks. We argue here for three advantages of Monte Carlo simulation: (1) understanding stochastic systems, (2) validating analytical results, and (3) providing estimates even when analytical and numerical approaches are overly expensive in computation. Monte Carlo simulation could have detected the published analysis errors.

Keywords: Monte Carlo simulation, analytical results, leading digit rule, standard error

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3156 Accelerated Evaluation of Structural Reliability under Tsunami Loading

Authors: Sai Hung Cheung, Zhe Shao

Abstract:

It is of our great interest to quantify the risk to structural dynamic systems due to earthquake-induced tsunamis in view of recent earthquake-induced tsunamis in Padang, 2004 and Tohoku, 2011 which brought huge losses of lives and properties. Despite continuous advancement in computational simulation of the tsunami and wave-structure interaction modeling, it still remains computationally challenging to evaluate the reliability of a structural dynamic system when uncertainties related to the system and its modeling are taken into account. The failure of the structure in a tsunami-wave-structural system is defined as any response quantities of the system exceeding specified thresholds during the time when the structure is subjected to dynamic wave impact due to earthquake-induced tsunamis. In this paper, an approach based on a novel integration of a recently proposed moving least squares response surface approach for stochastic sampling and the Subset Simulation algorithm is proposed. The effectiveness of the proposed approach is discussed by comparing its results with those obtained from the Subset Simulation algorithm without using the response surface approach.

Keywords: response surface, stochastic simulation, structural reliability tsunami, risk

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3155 User Experience in Relation to Eye Tracking Behaviour in VR Gallery

Authors: Veslava Osinska, Adam Szalach, Dominik Piotrowski

Abstract:

Contemporary VR technologies allow users to explore virtual 3D spaces where they can work, socialize, learn, and play. User's interaction with GUI and the pictures displayed implicate perceptual and also cognitive processes which can be monitored due to neuroadaptive technologies. These modalities provide valuable information about the users' intentions, situational interpretations, and emotional states, to adapt an application or interface accordingly. Virtual galleries outfitted by specialized assets have been designed using the Unity engine BITSCOPE project in the frame of CHIST-ERA IV program. Users interaction with gallery objects implies the questions about his/her visual interests in art works and styles. Moreover, an attention, curiosity, and other emotional states are possible to be monitored and analyzed. Natural gaze behavior data and eye position were recorded by built-in eye-tracking module within HTC Vive headset gogle for VR. Eye gaze results are grouped due to various users’ behavior schemes and the appropriate perpetual-cognitive styles are recognized. Parallelly usability tests and surveys were adapted to identify the basic features of a user-centered interface for the virtual environments across most of the timeline of the project. A total of sixty participants were selected from the distinct faculties of University and secondary schools. Users’ primary knowledge about art and was evaluated during pretest and this way the level of art sensitivity was described. Data were collected during two months. Each participant gave written informed consent before participation. In data analysis reducing the high-dimensional data into a relatively low-dimensional subspace ta non linear algorithms were used such as multidimensional scaling and novel technique technique t-Stochastic Neighbor Embedding. This way it can classify digital art objects by multi modal time characteristics of eye tracking measures and reveal signatures describing selected artworks. Current research establishes the optimal place on aesthetic-utility scale because contemporary interfaces of most applications require to be designed in both functional and aesthetical ways. The study concerns also an analysis of visual experience for subsamples of visitors, differentiated, e.g., in terms of frequency of museum visits, cultural interests. Eye tracking data may also show how to better allocate artefacts and paintings or increase their visibility when possible.

Keywords: eye tracking, VR, UX, visual art, virtual gallery, visual communication

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3154 Model-Free Distributed Control of Dynamical Systems

Authors: Javad Khazaei, Rick Blum

Abstract:

Distributed control is an efficient and flexible approach for coordination of multi-agent systems. One of the main challenges in designing a distributed controller is identifying the governing dynamics of the dynamical systems. Data-driven system identification is currently undergoing a revolution. With the availability of high-fidelity measurements and historical data, model-free identification of dynamical systems can facilitate the control design without tedious modeling of high-dimensional and/or nonlinear systems. This paper develops a distributed control design using consensus theory for linear and nonlinear dynamical systems using sparse identification of system dynamics. Compared with existing consensus designs that heavily rely on knowing the detailed system dynamics, the proposed model-free design can accurately capture the dynamics of the system with available measurements and input data and provide guaranteed performance in consensus and tracking problems. Heterogeneous damped oscillators are chosen as examples of dynamical system for validation purposes.

Keywords: consensus tracking, distributed control, model-free control, sparse identification of dynamical systems

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3153 Heteroscedastic Parametric and Semiparametric Smooth Coefficient Stochastic Frontier Application to Technical Efficiency Measurement

Authors: Rebecca Owusu Coffie, Atakelty Hailu

Abstract:

Variants of production frontier models have emerged, however, only a limited number of them are applied in empirical research. Hence the effects of these alternative frontier models are not well understood, particularly within sub-Saharan Africa. In this paper, we apply recent advances in the production frontier to examine levels of technical efficiency and efficiency drivers. Specifically, we compare the heteroscedastic parametric and the semiparametric stochastic smooth coefficient (SPSC) models. Using rice production data from Ghana, our empirical estimates reveal that alternative specification of efficiency estimators results in either downward or upward bias in the technical efficiency estimates. Methodologically, we find that the SPSC model is more suitable and generates high-efficiency estimates. Within the parametric framework, we find that parameterization of both the mean and variance of the pre-truncated function is the best model. For the drivers of technical efficiency, we observed that longer farm distances increase inefficiency through a reduction in labor productivity. High soil quality, however, increases productivity through increased land productivity.

Keywords: pre-truncated, rice production, smooth coefficient, technical efficiency

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3152 Application of Stochastic Models on the Portuguese Population and Distortion to Workers Compensation Pensioners Experience

Authors: Nkwenti Mbelli Njah

Abstract:

This research was motivated by a project requested by AXA on the topic of pensions payable under the workers compensation (WC) line of business. There are two types of pensions: the compulsorily recoverable and the not compulsorily recoverable. A pension is compulsorily recoverable for a victim when there is less than 30% of disability and the pension amount per year is less than six times the minimal national salary. The law defines that the mathematical provisions for compulsory recoverable pensions must be calculated by applying the following bases: mortality table TD88/90 and rate of interest 5.25% (maybe with rate of management). To manage pensions which are not compulsorily recoverable is a more complex task because technical bases are not defined by law and much more complex computations are required. In particular, companies have to predict the amount of payments discounted reflecting the mortality effect for all pensioners (this task is monitored monthly in AXA). The purpose of this research was thus to develop a stochastic model for the future mortality of the worker’s compensation pensioners of both the Portuguese market workers and AXA portfolio. Not only is past mortality modeled, also projections about future mortality are made for the general population of Portugal as well as for the two portfolios mentioned earlier. The global model was split in two parts: a stochastic model for population mortality which allows for forecasts, combined with a point estimate from a portfolio mortality model obtained through three different relational models (Cox Proportional, Brass Linear and Workgroup PLT). The one-year death probabilities for ages 0-110 for the period 2013-2113 are obtained for the general population and the portfolios. These probabilities are used to compute different life table functions as well as the not compulsorily recoverable reserves for each of the models required for the pensioners, their spouses and children under 21. The results obtained are compared with the not compulsory recoverable reserves computed using the static mortality table (TD 73/77) that is currently being used by AXA, to see the impact on this reserve if AXA adopted the dynamic tables.

Keywords: compulsorily recoverable, life table functions, relational models, worker’s compensation pensioners

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3151 Curvelet Features with Mouth and Face Edge Ratios for Facial Expression Identification

Authors: S. Kherchaoui, A. Houacine

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This paper presents a facial expression recognition system. It performs identification and classification of the seven basic expressions; happy, surprise, fear, disgust, sadness, anger, and neutral states. It consists of three main parts. The first one is the detection of a face and the corresponding facial features to extract the most expressive portion of the face, followed by a normalization of the region of interest. Then calculus of curvelet coefficients is performed with dimensionality reduction through principal component analysis. The resulting coefficients are combined with two ratios; mouth ratio and face edge ratio to constitute the whole feature vector. The third step is the classification of the emotional state using the SVM method in the feature space.

Keywords: facial expression identification, curvelet coefficient, support vector machine (SVM), recognition system

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3150 Analysis of Expert Possibilities While Identifying Human Teeth

Authors: Saule Mussabekova

Abstract:

Forensic investigation of human teeth plays an important role in detection of crime, particularly in cases of personal identification of dead bodies changed by putrefactive processes or skeletonized bodies as well as when finding bodies of unknown persons. 152 teeth have been investigated; 85 of them belonged to men and 67 belonged to women taken from alive people of different age. Teeth have been investigated after extraction. Two types of teeth have been investigated: teeth without integrity violation of dental crown and teeth with different degrees of its violation. Additionally, 517 teeth have been investigated that were collected from dead bodies, 252 of which belonged to women and 265 belonged to men, whatever the cause of death with death limitation from 1 month to 20 years. Isohemagglutinating serums and Coliclons of different series have been used for the research of tooth-group specificity by serological methods according to the AB0 system. Standard protocols of different techniques have been used for DNA purification from teeth (by reagent Chelex 100 produced by Bio-Rad using reagent kit 'DNA IQTM System' produced by Promega company (USA) and using columns 'QIAamp DNA Investigator Kit' produced by Qiagen company). Results of comparative forensic investigation of human teeth using serological and molecular genetic methods have shown that use of serological methods for forensic identification is sensible only in cases of preselection prior to the next molecular genetic investigation as well as in cases of impossibility of corresponding genetic investigation for different objective reasons. A number of advantages of methods of molecular genetics in the dental investigation have been marked, particularly in putrefactive changes, in personal identification. Key moments of modern condition of personal identification have been reflected according to dental state. Prospective directions of advance preparation of material have been emphasized for identification of teeth in forensic practice.

Keywords: dental state, forensic identification, molecular genetic analysis, teeth

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3149 Informed Urban Design: Minimizing Urban Heat Island Intensity via Stochastic Optimization

Authors: Luis Guilherme Resende Santos, Ido Nevat, Leslie Norford

Abstract:

The Urban Heat Island (UHI) is characterized by increased air temperatures in urban areas compared to undeveloped rural surrounding environments. With urbanization and densification, the intensity of UHI increases, bringing negative impacts on livability, health and economy. In order to reduce those effects, it is required to take into consideration design factors when planning future developments. Given design constraints such as population size and availability of area for development, non-trivial decisions regarding the buildings’ dimensions and their spatial distribution are required. We develop a framework for optimization of urban design in order to jointly minimize UHI intensity and buildings’ energy consumption. First, the design constraints are defined according to spatial and population limits in order to establish realistic boundaries that would be applicable in real life decisions. Second, the tools Urban Weather Generator (UWG) and EnergyPlus are used to generate outputs of UHI intensity and total buildings’ energy consumption, respectively. Those outputs are changed based on a set of variable inputs related to urban morphology aspects, such as building height, urban canyon width and population density. Lastly, an optimization problem is cast where the utility function quantifies the performance of each design candidate (e.g. minimizing a linear combination of UHI and energy consumption), and a set of constraints to be met is set. Solving this optimization problem is difficult, since there is no simple analytic form which represents the UWG and EnergyPlus models. We therefore cannot use any direct optimization techniques, but instead, develop an indirect “black box” optimization algorithm. To this end we develop a solution that is based on stochastic optimization method, known as the Cross Entropy method (CEM). The CEM translates the deterministic optimization problem into an associated stochastic optimization problem which is simple to solve analytically. We illustrate our model on a typical residential area in Singapore. Due to fast growth in population and built area and land availability generated by land reclamation, urban planning decisions are of the most importance for the country. Furthermore, the hot and humid climate in the country raises the concern for the impact of UHI. The problem presented is highly relevant to early urban design stages and the objective of such framework is to guide decision makers and assist them to include and evaluate urban microclimate and energy aspects in the process of urban planning.

Keywords: building energy consumption, stochastic optimization, urban design, urban heat island, urban weather generator

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3148 Semigroups of Linear Transformations with Fixed Subspaces: Green’s Relations and Ideals

Authors: Yanisa Chaiya, Jintana Sanwong

Abstract:

Let V be a vector space over a field and W a subspace of V. Let Fix(V,W) denote the set of all linear transformations on V with fix all elements in W. In this paper, we show that Fix(V,W) is a semigroup under the composition of maps and describe Green’s relations on this semigroup in terms of images, kernels and the dimensions of subspaces of the quotient space V/W where V/W = {v+W : v is an element in V} with v+W = {v+w : w is an element in W}. Let dim(U) denote the dimension of a vector space U and Vα = {vα : v is an element in V} where vα is an image of v under a linear transformation α. For any cardinal number a let a'= min{b : b > a}. We also show that the ideals of Fix(V,W) are precisely the sets. Fix(r) ={α ∊ Fix(V,W) : dim(Vα/W) < r} where 1 ≤ r ≤ a' and a = dim(V/W). Moreover, we prove that if V is a finite-dimensional vector space, then every ideal of Fix(V,W) is principle.

Keywords: Green’s relations, ideals, linear transformation semi-groups, principle ideals

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3147 An Examination of the Moderating Effect of Team Identification on Attitude and Buying Intention of Jersey Sponsorship

Authors: Young Ik Suh, Taewook Chung, Glaucio Scremin, Tywan Martin

Abstract:

In May of 2016, the Philadelphia 76ers announced that StubHub, the ticket resale company, will have advertising on the team’s jerseys beginning in the 2017-18 season. The 76ers and National Basketball Association (NBA) became the first team and league which embraced jersey sponsorships in the four major U.S. professional sports. Even though many professional teams and leagues in Europe, Asia, Africa, and South America have adopted jersey sponsorship actively, this phenomenon is relatively new in America. While the jersey sponsorship provides economic gains for the professional leagues and franchises, sport fans can have different points of view for the phenomenon of jersey sponsorship. For instance, since many sport fans in U.S. are not familiar with ads on jerseys, this movement can possibly cause negative reaction such as the decrease in ticket and merchandise sales. They also concern the small size of ads on jersey become bigger ads, like in the English Premier League (EPL). However, some sport fans seem they do not mind too much about jersey sponsorship because the ads on jersey will not affect their loyalty and fanship. Therefore, the assumption of this study was that the sport fans’ reaction about jersey sponsorship can be possibly different, especially based on different levels of the sport fans’ team identification and various sizes of ads on jersey. Unlike general sponsorship in sport industry, jersey sponsorship has received little attention regarding its potential impact on sport fans attitudes and buying intentions. Thus, the current study sought to identify how the various levels of team identification influence brand attitude and buying intention in terms of jersey sponsorship. In particular, this study examined the effect of team identification on brand attitude and buying intention when there are no ads, small size ads, and large size ads on jersey. 3 (large, small, and no ads) X 3 (Team Identification: high, moderate, low) between subject factorial design was conducted on attitude toward the brand and buying intention of jersey sponsorship. The ads on Philadelphia 76ers jersey were used. The sample of this study was selected from message board users provided by different sports websites (i.e., forums.realgm.com and phillysportscentral.com). A total of 275 respondents participated in this study by responding to an online survey questionnaire. The results showed that there were significant differences between fans with high identification and fans with low identification. The findings of this study are expected to have many theoretical and practical contributions and implications by extending the research and literature pertaining to the relationship between team identification and brand strategy based upon different levels of team identification.

Keywords: brand attitude, buying intention, Jersey sponsorship, team identification

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3146 Self-Congruence and Oppositional Brand Loyalty: The Role of Consumer Engagement, Consumer Brand Identification and Gender

Authors: Muhammad Sheeraz, Mehwish Ejaz

Abstract:

This study endeavors to enhance the understanding of the determinants of oppositional brand loyalty, particularly within the context of fans of a sports brand. The primary focus is on investigating how oppositional brand loyalty fosters rivalry among the fans and exploring the interplay between various variables, namely self-congruence, consumer brand identification, consumer brand engagement, and narcissism, in influencing the likelihood of endorsing a rival team. The research adopts a cross-sectional survey methodology, employing a structured questionnaire distributed both online and onsite to gather responses from a representative sample of 460 PSL fans in Pakistan. The data collection process involved obtaining responses from diverse settings, including universities, shopping malls, and other public spaces frequented by PSL enthusiasts. Participants were prompted to indicate their allegiance to a specific PSL team and subsequently respond to the questionnaire based on their preferences. The findings of the study reveal that narcissism, as a moderating factor, exhibits no significant influence on consumer brand identification, consumer brand engagement, and oppositional brand loyalty. However, it does emerge as a significant moderator in the relationship between self-congruence and consumer brand identification. Particularly, consumers express brand identification through self-congruence, elucidating the existence of oppositional sentiments among PSL fans and their counterparts supporting rival teams. The implications of these results underscore the importance for marketers to establish a brand identity that resonates with consumers on a personal level. Such an approach fosters a strong sense of identification with the brand, prompting consumers to vigorously defend and support their favored brands, even in the face of opposition from rival teams. Marketers are encouraged to focus on cultivating long-term consumer loyalty, as it proves pivotal in maintaining a competitive advantage over industry counterparts.

Keywords: oppositional brand loyalty, consumer brand identification, consumer brand engagement, narcissism, self-congruence

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3145 Stochastic Richelieu River Flood Modeling and Comparison of Flood Propagation Models: WMS (1D) and SRH (2D)

Authors: Maryam Safrai, Tewfik Mahdi

Abstract:

This article presents the stochastic modeling of the Richelieu River flood in Quebec, Canada, occurred in the spring of 2011. With the aid of the one-dimensional Watershed Modeling System (WMS (v.10.1) and HEC-RAS (v.4.1) as a flood simulator, the delineation of the probabilistic flooded areas was considered. Based on the Monte Carlo method, WMS (v.10.1) delineated the probabilistic flooded areas with corresponding occurrence percentages. Furthermore, results of this one-dimensional model were compared with the results of two-dimensional model (SRH-2D) for the evaluation of efficiency and precision of each applied model. Based on this comparison, computational process in two-dimensional model is longer and more complicated versus brief one-dimensional one. Although, two-dimensional models are more accurate than one-dimensional method, but according to existing modellers, delineation of probabilistic flooded areas based on Monte Carlo method is achievable via one-dimensional modeler. The applied software in this case study greatly responded to verify the research objectives. As a result, flood risk maps of the Richelieu River with the two applied models (1d, 2d) could elucidate the flood risk factors in hydrological, hydraulic, and managerial terms.

Keywords: flood modeling, HEC-RAS, model comparison, Monte Carlo simulation, probabilistic flooded area, SRH-2D, WMS

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3144 Modelling Water Usage for Farming

Authors: Ozgu Turgut

Abstract:

Water scarcity is a problem for many regions which requires immediate action, and solutions cannot be postponed for a long time. It is known that farming consumes a significant portion of usable water. Although in recent years, the efforts to make the transition to dripping or spring watering systems instead of using surface watering started to pay off. It is also known that this transition is not necessarily translated into an increase in the capacity dedicated to other water consumption channels such as city water or power usage. In order to control and allocate the water resource more purposefully, new watering systems have to be used with monitoring abilities that can limit the usage capacity for each farm. In this study, a decision support model which relies on a bi-objective stochastic linear optimization is proposed, which takes crop yield and price volatility into account. The model generates annual planting plans as well as water usage limits for each farmer in the region while taking the total value (i.e., profit) of the overall harvest. The mathematical model is solved using the L-shaped method optimally. The decision support model can be especially useful for regional administrations to plan next year's planting and water incomes and expenses. That is why not only a single optimum but also a set of representative solutions from the Pareto set is generated with the proposed approach.

Keywords: decision support, farming, water, tactical planning, optimization, stochastic, pareto

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3143 Advancements in Mathematical Modeling and Optimization for Control, Signal Processing, and Energy Systems

Authors: Zahid Ullah, Atlas Khan

Abstract:

This abstract focuses on the advancements in mathematical modeling and optimization techniques that play a crucial role in enhancing the efficiency, reliability, and performance of these systems. In this era of rapidly evolving technology, mathematical modeling and optimization offer powerful tools to tackle the complex challenges faced by control, signal processing, and energy systems. This abstract presents the latest research and developments in mathematical methodologies, encompassing areas such as control theory, system identification, signal processing algorithms, and energy optimization. The abstract highlights the interdisciplinary nature of mathematical modeling and optimization, showcasing their applications in a wide range of domains, including power systems, communication networks, industrial automation, and renewable energy. It explores key mathematical techniques, such as linear and nonlinear programming, convex optimization, stochastic modeling, and numerical algorithms, that enable the design, analysis, and optimization of complex control and signal processing systems. Furthermore, the abstract emphasizes the importance of addressing real-world challenges in control, signal processing, and energy systems through innovative mathematical approaches. It discusses the integration of mathematical models with data-driven approaches, machine learning, and artificial intelligence to enhance system performance, adaptability, and decision-making capabilities. The abstract also underscores the significance of bridging the gap between theoretical advancements and practical applications. It recognizes the need for practical implementation of mathematical models and optimization algorithms in real-world systems, considering factors such as scalability, computational efficiency, and robustness. In summary, this abstract showcases the advancements in mathematical modeling and optimization techniques for control, signal processing, and energy systems. It highlights the interdisciplinary nature of these techniques, their applications across various domains, and their potential to address real-world challenges. The abstract emphasizes the importance of practical implementation and integration with emerging technologies to drive innovation and improve the performance of control, signal processing, and energy.

Keywords: mathematical modeling, optimization, control systems, signal processing, energy systems, interdisciplinary applications, system identification, numerical algorithms

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3142 Application of Biometrics in Patient Identification Card: Case Study of Saudi Arabia

Authors: Sarah Aldhalaan, Tanzila Saba

Abstract:

Healthcare sectors are increasing rapidly to fulfill patient’s needs across the world. A patient identification is considered as the main aspect for a patient to be served in healthcare institutes. Nowadays, people are presenting their insurance card along with their identification card in order to get the needed treatment in hospitals however, this process lack security preferences. The aim of this research paper is to reveal a solution to introduce and use biometrics in healthcare hospitals. The findings show that the people know biometrics since they are interacting with them through different channels and that the need for biometrics techniques to identify patients is essential. Also, the survey relevant questions are used to analyze and add insights on what is are the suitable biometrics to be used in such cases. Moreover, results are presented to exhibit the effectiveness of the used methodology and in analyzing usage of biometrics in hospitals in an enhancing way. Finally, an interesting conclusion of overall work is presented at the end of paper.

Keywords: biometrics, healthcare, fingerprint, Saudi Arabia

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3141 The Martingale Options Price Valuation for European Puts Using Stochastic Differential Equation Models

Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

Abstract:

In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: equivalent martingale measure, European put option, girsanov theorem, martingales, monte carlo method, option price valuation formula

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3140 Molecular Diversity of Forensically Relevant Insects from the Cadavers of Lahore

Authors: Sundus Mona, Atif Adnan, Babar Ali, Fareeha Arshad, Allah Rakha

Abstract:

Molecular diversity is the variation in the abundance of species. Forensic entomology is a neglected field in Pakistan. Insects collected from the crime scene should be handled by forensic entomologists who are currently virtually non-existent in Pakistan. Correct identification of insect specimen along with knowledge of their biodiversity can aid in solving many problems related to complicated forensic cases. Inadequate morphological identification and insufficient thermal biological studies limit the entomological utility in Forensic Medicine. Recently molecular identification of entomological evidence has gained attention globally. DNA barcoding is the latest and established method for species identification. Only proper identification can provide a precise estimation of postmortem intervals. Arthropods are known to be the first tourists scavenging on decomposing dead matter. The objective of the proposed study was to identify species by molecular techniques and analyze their phylogenetic importance with barcoded necrophagous insect species of early succession on human cadavers. Based upon this identification, the study outcomes will be the utilization of established DNA bar codes to identify carrion feeding insect species for concordant estimation of post mortem interval. A molecular identification method involving sequencing of a 658bp ‘barcode’ fragment of the mitochondrial cytochrome oxidase subunit 1 (CO1) gene from collected specimens of unknown dipteral species from cadavers of Lahore was evaluated. Nucleotide sequence divergences were calculated using MEGA 7 and Arlequin, and a neighbor-joining phylogenetic tree was generated. Three species were identified, Chrysomya megacephala, Chrysomya saffranea, and Chrysomya rufifacies with low genetic diversity. The fixation index was 0.83992 that suggests a need for further studies to identify and classify forensically relevant insects in Pakistan. There is an exigency demand for further research especially when immature forms of arthropods are recovered from the crime scene.

Keywords: molecular diversity, DNA barcoding, species identification, forensically relevant

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3139 Stochastic Model Predictive Control for Linear Discrete-Time Systems with Random Dither Quantization

Authors: Tomoaki Hashimoto

Abstract:

Recently, feedback control systems using random dither quantizers have been proposed for linear discrete-time systems. However, the constraints imposed on state and control variables have not yet been taken into account for the design of feedback control systems with random dither quantization. Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial and terminal time. An important advantage of model predictive control is its ability to handle constraints imposed on state and control variables. Based on the model predictive control approach, the objective of this paper is to present a control method that satisfies probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization. In other words, this paper provides a method for solving the optimal control problems subject to probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization.

Keywords: optimal control, stochastic systems, random dither, quantization

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