Search results for: maturity models

Authors: Fatima-Zahra Eddoug, Jamal Benhra, Rajaa Benabbou

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Several project management models exist in the literature and the most used ones are the hybrids for their multiple advantages. Our objective in this paper is to analyze the existing models, which are based on the Lean and Agile approaches and to propose a novel framework with the convenient tools that will allow efficient management of a general project. To create the desired framework, we were based essentially on 7 existing models. Only the Scrum tool among the agile tools was identified by several authors to be appropriate for project management. In contrast, multiple lean tools were proposed in different phases of the project.

Keywords: agility, hybrid project management, lean, scrum

Procedia PDF Downloads 106

Authors: R. Henry, J-B. Paulin, St. Fauchille, Ph. Delord, K. Benkirane, A. Brunel

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In this paper, the CVA computation of interest rate swap is presented based on its rating. Rating and probability default given by Moody’s Investors Service are used to calculate our CVA for a specific swap with different maturities. With this computation, the influence of rating variation can be shown on CVA. The application is made to the analysis of Greek CDS variation during the period of Greek crisis between 2008 and 2011. The main point is the determination of correlation between the fluctuation of Greek CDS cumulative value and the variation of swap CVA due to change of rating

Keywords: CDS, computation, CVA, Greek crisis, interest rate swap, maturity, rating, swap

Procedia PDF Downloads 278

Authors: Sabiu Bala Muhammad, Rosli Saad

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Multiple linear regression (MLR) models for fast estimation of true subsurface resistivity from apparent resistivity field measurements are developed and assessed in this study. The parameters investigated were apparent resistivity (ρₐ), horizontal location (X) and depth (Z) of measurement as the independent variables; and true resistivity (ρₜ) as the dependent variable. To achieve linearity in both resistivity variables, datasets were first transformed into logarithmic domain following diagnostic checks of normality of the dependent variable and heteroscedasticity to ensure accurate models. Four MLR models were developed based on hierarchical combination of the independent variables. The generated MLR coefficients were applied to another data set to estimate ρₜ values for validation. Contours of the estimated ρₜ values were plotted and compared to the observed data plots at the colour scale and blanking for visual assessment. The accuracy of the models was assessed using coefficient of determination (R²), standard error (SE) and weighted mean absolute percentage error (wMAPE). It is concluded that the MLR models can estimate ρₜ for with high level of accuracy.

Keywords: apparent resistivity, depth, horizontal location, multiple linear regression, true resistivity

Procedia PDF Downloads 245

Authors: Milica Ž. Karadžić, Lidija R. Jevrić, Sanja Podunavac-Kuzmanović, Strahinja Z. Kovačević, Anamarija I. Mandić, Katarina Penov-Gaši, Andrea R. Nikolić, Aleksandar M. Oklješa

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This study considered selection of the in silico molecular descriptors and the models for newly synthesized steroid derivatives description and their characterization using chemometric techniques. Multiple linear regression (MLR) models were established and gave the best molecular descriptors for quantitative structure-retention relationship (QSRR) modeling of the retention of the investigated molecules. MLR models were without multicollinearity among the selected molecular descriptors according to the variance inflation factor (VIF) values. Used molecular descriptors were ranked using generalized pair correlation method (GPCM). In this method, the significant difference between independent variables can be noticed regardless almost equal correlation between dependent variable. Generated MLR models were statistically and cross-validated and the best models were kept. Models were ranked using sum of ranking differences (SRD) method. According to this method, the most consistent QSRR model can be found and similarity or dissimilarity between the models could be noticed. In this study, SRD was performed using average values of experimentally observed data as a golden standard. Chemometric analysis was conducted in order to characterize newly synthesized steroid derivatives for further investigation regarding their potential biological activity and further synthesis. This article is based upon work from COST Action (CM1105), supported by COST (European Cooperation in Science and Technology).

Keywords: generalized pair correlation method, molecular descriptors, regression analysis, steroids, sum of ranking differences

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Authors: Navid Daryasafar, Nima Farshidfar

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In this article, we make attempt to hide error in video with an emphasis on the time-wise use of autoregressive (AR) models. To resolve this problem, we assume that all information in one or more video frames is lost. Then, lost frames are estimated using analogous Pixels time information in successive frames. Accordingly, after presenting autoregressive models and how they are applied to estimate lost frames, two general methods are presented for using these models. The first method which is the same standard method of autoregressive models estimates lost frame in unidirectional form. Usually, in such condition, previous frames information is used for estimating lost frame. Yet, in the second method, information from the previous and next frames is used for estimating the lost frame. As a result, this method is known as bidirectional estimation. Then, carrying out a series of tests, performance of each method is assessed in different modes. And, results are compared.

Keywords: error steganography, unidirectional estimation, bidirectional estimation, AR linear estimation

Procedia PDF Downloads 506

Authors: Marcel Chevalier, Léo Dupont, Sylvain Marié, Frédérique Roffet, Elena Stolyarova, William Templier, Costin Vasile

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Industrial end-users are currently facing an increasing need to reduce the risk of unexpected failures and optimize their maintenance. This calls for both short-term analysis and long-term ageing anticipation. At Schneider Electric, we tackle those two issues using both machine learning and first principles models. Machine learning models are incrementally trained from normal data to predict expected values and detect statistically significant short-term deviations. Ageing models are constructed by breaking down physical systems into sub-assemblies, then determining relevant degradation modes and associating each one to the right kinetic law. Validating such anomaly detection and maintenance models is challenging, both because actual incident and ageing data are rare and distorted by human interventions, and incremental learning depends on human feedback. To overcome these difficulties, we propose to simulate physics, systems, and humans -including asset maintenance operations- in order to validate the overall approaches in accelerated time and possibly choose between algorithmic alternatives.

Keywords: degradation models, ageing, anomaly detection, soft sensor, incremental learning

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Authors: Jeongmin Kim, Eunju Lee, Kwang Ryel Ryu

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This paper addresses the problem of predictive control for energy management of large-scaled exhibition halls, where a lot of energy is consumed to maintain internal atmosphere under certain required conditions. Predictive control achieves better energy efficiency by optimizing the operation of air-conditioning facilities with not only the current but also some future status taken into account. In this paper, we propose to use predictive models learned from past sensor data of hall environment, for use in optimizing the operating plan for the air-conditioning facilities by simulating future environmental change. We have implemented an emulator of an exhibition hall by using EnergyPlus, a widely used building energy emulation tool, to collect data for learning environment-change models. Experimental results show that the learned models predict future change highly accurately on a short-term basis.

Keywords: predictive control, energy management, machine learning, optimization

Procedia PDF Downloads 241

Authors: Nahla H. Alaswadko, Rayya A. Hassan, Bayar N. Mohammed

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Empirical deterministic models have been developed to predict roughness progression of heavy duty spray sealed pavements for a dataset representing rural arterial roads. The dataset provides a good representation of the relevant network and covers a wide range of operating and environmental conditions. A sample with a large size of historical time series data for many pavement sections has been collected and prepared for use in multilevel regression analysis. The modelling parameters include road roughness as performance parameter and traffic loading, time, initial pavement strength, reactivity level of subgrade soil, climate condition, and condition of drainage system as predictor parameters. The purpose of this paper is to report the approaches adopted for models development and validation. The study presents multilevel models that can account for the correlation among time series data of the same section and to capture the effect of unobserved variables. Study results show that the models fit the data very well. The contribution and significance of relevant influencing factors in predicting roughness progression are presented and explained. The paper concludes that the analysis approach used for developing the models confirmed their accuracy and reliability by well-fitting to the validation data.

Keywords: roughness progression, empirical model, pavement performance, heavy duty pavement

Procedia PDF Downloads 135

Authors: Josip Vasilj, Petar Sarajcev, Damir Jakus

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One of the major difficulties introduced with wind power penetration is the inherent uncertainty in production originating from uncertain wind conditions. This uncertainty impacts many different aspects of power system operation, especially the balancing power requirements. For this reason, in power system development planing, it is necessary to evaluate the potential uncertainty in future wind power generation. For this purpose, simulation models are required, reproducing the performance of wind power forecasts. This paper presents a wind power forecast error simulation models which are based on the stochastic process simulation. Proposed models capture the most important statistical parameters recognized in wind power forecast error time series. Furthermore, two distinct models are presented based on data availability. First model uses wind speed measurements on potential or existing wind power plant locations, while the seconds model uses statistical distribution of wind speeds.

Keywords: wind power, uncertainty, stochastic process, Monte Carlo simulation

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Authors: Sudip Kumar Kundu, Charu Singh

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As a great physiographic divide, the Himalayas affecting a large system of water and air circulation which helps to determine the climatic condition in the Indian subcontinent to the south and mid-Asian highlands to the north. It creates obstacles by defending chill continental air from north side into India in winter and also defends rain-bearing southwesterly monsoon to give up maximum precipitation in that area in monsoon season. Nowadays extreme weather conditions such as heavy precipitation, cloudburst, flash flood, landslide and extreme avalanches are the regular happening incidents in the region of North Western Himalayan (NWH). The present study has been planned to investigate the suitable model(s) to find out the rainfall pattern over that region. For this investigation, selected models from Coordinated Regional Climate Downscaling Experiment (CORDEX) and Coupled Model Intercomparison Project Phase 5 (CMIP5) has been utilized in a consistent framework for the period of 1976 to 2000 (historical). The ability of these driving models from CORDEX domain and CMIP5 has been examined according to their capability of the spatial distribution as well as time series plot of rainfall over NWH in the rainy season and compared with the ground-based Indian Meteorological Department (IMD) gridded rainfall data set. It is noted from the analysis that the models like MIROC5 and MPI-ESM-LR from the both CORDEX and CMIP5 provide the best spatial distribution of rainfall over NWH region. But the driving models from CORDEX underestimates the daily rainfall amount as compared to CMIP5 driving models as it is unable to capture daily rainfall data properly when it has been plotted for time series (TS) individually for the state of Uttarakhand (UK) and Himachal Pradesh (HP). So finally it can be said that the driving models from CMIP5 are better than CORDEX domain models to investigate the rainfall pattern over NWH region.

Keywords: global warming, rainfall, CMIP5, CORDEX, NWH

Procedia PDF Downloads 138

Authors: Krishang Surapaneni

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The goal of this project is to determine how to predict important aspects of options, including the ask price. We want to compare different machine learning models to learn the best model and the best hyperparameters for that model for this purpose and data set. Option pricing is a relatively new field, and it can be very complicated and intimidating, especially to inexperienced people, so we want to create a machine learning model that can predict important aspects of an option stock, which can aid in future research. We tested multiple different models and experimented with hyperparameter tuning, trying to find some of the best parameters for a machine-learning model. We tested three different models: a Random Forest Regressor, a linear regressor, and an MLP (multi-layer perceptron) regressor. The most important feature in this experiment is the ask price; this is what we were trying to predict. In the field of stock pricing prediction, there is a large potential for error, so we are unable to determine the accuracy of the models based on if they predict the pricing perfectly. Due to this factor, we determined the accuracy of the model by finding the average percentage difference between the predicted and actual values. We tested the accuracy of the machine learning models by comparing the actual results in the testing data and the predictions made by the models. The linear regression model performed worst, with an average percentage error of 17.46%. The MLP regressor had an average percentage error of 11.45%, and the random forest regressor had an average percentage error of 7.42%

Keywords: finance, linear regression model, machine learning model, neural network, stock price

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

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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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Authors: Adilson Elias Xavier, Otto Corrêa Rotunno Filho, Paulo Canedo De Magalhães

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This paper addresses the issue of automatic parameter estimation in conceptual rainfall-runoff (CRR) models. Due to threshold structures commonly occurring in CRR models, the associated mathematical optimization problems have the significant characteristic of being strongly non-differentiable. In order to face this enormous task, the resolution method proposed adopts a smoothing strategy using a special C∞ differentiable class function. The final estimation solution is obtained by solving a sequence of differentiable subproblems which gradually approach the original conceptual problem. The use of this technique, called Hyperbolic Smoothing Method (HSM), makes possible the application of the most powerful minimization algorithms, and also allows for the main difficulties presented by the original CRR problem to be overcome. A set of computational experiments is presented for the purpose of illustrating both the reliability and the efficiency of the proposed approach.

Keywords: rainfall-runoff models, automatic calibration, hyperbolic smoothing method

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Authors: Mehdi Seifbarghy, Zahra Mansouri

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In this paper a few location-allocation models are developed in a multi-echelon supply chain including suppliers, manufacturers, distributors and retailers. The objectives are maximizing demand coverage, minimizing the total distance of distributors from suppliers, minimizing some facility establishment costs and minimizing the environmental effects. Since nature of the given models is multi-objective, we suggest a number of goal-based solution techniques such L-P metric, goal programming, multi-choice goal programming and goal attainment in order to solve the problems.

Keywords: location, multi-echelon supply chain, covering, goal programming

Procedia PDF Downloads 530

Authors: Amadou Wurry Jallow, Adama N. S. Bah, Karamo Bah, Shih-Ye Wang, Kuo-Chung Chu, Chien-Yeh Hsu

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Chronic kidney disease (CKD) is a major public health challenge with high prevalence, rising incidence, and serious adverse consequences. Developing effective risk prediction models is a cost-effective approach to predicting and preventing complications of chronic kidney disease (CKD). This study aimed to develop an accurate machine learning model that can dynamically identify individuals at risk of CKD using various kinds of diagnostic data, with or without laboratory data, at different follow-up points. Creatinine is a key component used to predict CKD. These models will enable affordable and effective screening for CKD even with incomplete patient data, such as the absence of creatinine testing. This retrospective cohort study included data on 19,429 adults provided by a private research institute and screening laboratory in Taiwan, gathered between 2001 and 2015. Univariate Cox proportional hazard regression analyses were performed to determine the variables with high prognostic values for predicting CKD. We then identified interacting variables and grouped them according to diagnostic data categories. Our models used three types of data gathered at three points in time: non-laboratory, laboratory, and metabolic indices data. Next, we used subgroups of variables within each category to train two machine learning models (Random Forest and XGBoost). Our machine learning models can dynamically discriminate individuals at risk for developing CKD. All the models performed well using all three kinds of data, with or without laboratory data. Using only non-laboratory-based data (such as age, sex, body mass index (BMI), and waist circumference), both models predict chronic kidney disease as accurately as models using laboratory and metabolic indices data. Our machine learning models have demonstrated the use of different categories of diagnostic data for CKD prediction, with or without laboratory data. The machine learning models are simple to use and flexible because they work even with incomplete data and can be applied in any clinical setting, including settings where laboratory data is difficult to obtain.

Keywords: chronic kidney disease, glomerular filtration rate, creatinine, novel metabolic indices, machine learning, risk prediction

Procedia PDF Downloads 72

Authors: Nodelman V.

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Despite serious difficulties in the assimilation of the conceptual system of Calculus, software in the educational process is used only occasionally, and even then, mainly for illustration purposes. The following are a few reasons: The non-trivial nature of the studied material, Lack of skills in working with software, Fear of losing time working with software, The variety of the software itself, the corresponding interface, syntax, and the methods of working with the software, The need to find suitable models, and familiarize yourself with working with them, Incomplete compatibility of the found models with the content and teaching methods of the studied material. This paper proposes an active use of the developed non-commercial software VusuMatica, which allows removing these restrictions through Broad support for the studied mathematical material (and not only Calculus). As a result - no need to select the right software, Emphasizing the unity of mathematics, its intrasubject and interdisciplinary relations, User-friendly interface, Absence of special syntax in defining mathematical objects, Ease of building models of the studied material and manipulating them, Unlimited flexibility of models thanks to the ability to redefine objects, which allows exploring objects characteristics, and considering examples and counterexamples of the concepts under study. The construction of models is based on an original approach to the analysis of the structure of the studied concepts. Thanks to the ease of construction, students are able not only to use ready-made models but also to create them on their own and explore the material studied with their help. The presentation includes examples of using VusuMatica in studying the concepts of limit and continuity of a function, its derivative, and integral.

Keywords: counterexamples, limitations and requirements, software, teaching and learning calculus, user-friendly interface and syntax

Procedia PDF Downloads 50

Authors: H. Djebar, L. Khene, M. Boucenna, M. R. Djebar, M. N. Khebbeb, M. Djekoun

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Currently in toxicology, use of alternative models permits to understand the mechanisms of toxicity at different levels of cells. Objectives of our research concern the determination of NPs ZnO, TiO2, AlO2, and FeO2 effect on ciliate protist freshwater Paramecium sp and Helix aspersa. The result obtained show that NPs increased antioxidative enzyme activity like catalase, glutathione –S-transferase and level GSH. Also, cells treated with high concentrations of NPs showed a high level of MDA. In conclusion, observations from growth and enzymatic parameters suggest on one hand that treatment with NPs provokes an oxidative stress and on the other that snale and paramecium are excellent alternatives models for ecotoxicological studies.

Keywords: NPs, GST, catalase, GSH, MDA, toxicity, snale and paramecium

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Authors: Raninder Kaur Dhillon, Mayur Jethwa, Hardeep Singh Rai

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Information technology has made a pivotal progress across disparate disciplines, one of which is AEC (Architecture, Engineering and Construction) industry. CAD is a form of computer-aided building modulation that architects, engineers and contractors use to create and view two- and three-dimensional models. The AEC industry also uses building information modeling (BIM), a newer computerized modeling system that can create four-dimensional models; this software can greatly increase productivity in the AEC industry. BIM models generate open source IFC (Industry Foundation Classes) files which aim for interoperability for exchanging information throughout the project lifecycle among various disciplines. The methods developed in previous studies require either an IFC schema or MVD and software applications, such as an IFC model server or a Building Information Modeling (BIM) authoring tool, to extract a partial or complete IFC instance model. This paper proposes an efficient algorithm for extracting a partial and total model from an Industry Foundation Classes (IFC) instance model without an IFC schema or a complete IFC model view definition (MVD).

Keywords: BIM, CAD, IFC, MVD

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Authors: Daniel Fulus Fom, Gau Patrick Damulak

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In this study, the Autoregressive Fractional Integrated Moving Average (ARFIMA) and Jordan Recurrent Neural Network (JRNN) models were employed to model the forecasting performance of the daily turbidity flow of White Clay Creek (WCC). The two methods were applied to the log difference series of the daily turbidity flow series of WCC. The measurements of error employed to investigate the forecasting performance of the ARFIMA and JRNN models are the Root Mean Square Error (RMSE) and the Mean Absolute Error (MAE). The outcome of the investigation revealed that the forecasting performance of the JRNN technique is better than the forecasting performance of the ARFIMA technique in the mean square error sense. The results of the ARFIMA and JRNN models were obtained by the simulation of the models using MATLAB version 8.03. The significance of using the log difference series rather than the difference series is that the log difference series stabilizes the turbidity flow series than the difference series on the ARFIMA and JRNN.

Keywords: auto regressive, mean absolute error, neural network, root square mean error

Procedia PDF Downloads 243

Authors: Thiago Victor Cordeiro Marcos, Joao Felipe de Araujo Martos, Ronaldo de Lima Cardoso, David Romanelli Pinto, Paulo Gilberto de Paula Toro, Israel da Silveira Rego, Antonio Carlos de Oliveira

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Currently, the use of 3D rapid prototyping, also known as 3D printing, has been investigated by some universities around the world as an innovative technique, fast, flexible and cheap for a direct plastic models manufacturing that are lighter and with complex geometries to be tested for hypersonic shock tunnel. Initially, the purpose is integrated prototyped parts with metal models that actually are manufactured through of the conventional machining and hereafter replace them with completely prototyped models. The mechanical design models to be tested in hypersonic shock tunnel are based on conventional manufacturing processes, therefore are limited forms and standard geometries. The use of 3D rapid prototyping offers a range of options that enables geometries innovation and ways to be used for the design new models. The conception and project of a prototyped model for hypersonic shock tunnel should be rethought and adapted when comparing the conventional manufacturing processes, in order to fully exploit the creativity and flexibility that are allowed by the 3D prototyping process. The objective of this paper is to compare the conception and project of a 3D rapid prototyping model and a conventional machining model, while showing the advantages and disadvantages of each process and the benefits that 3D prototyping can bring to the manufacture of models to be tested in hypersonic shock tunnel.

Keywords: 3D printing, 3D prototyping, experimental research, hypersonic shock tunnel

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Authors: Cheikh Bamba Dione, Alla Lo, Elhadji Mamadou Nguer, Siley O. Ba

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In this paper, we propose two neural machine translation (NMT) systems (French-to-Wolof and Wolof-to-French) based on sequence-to-sequence with attention and transformer architectures. We trained our models on a parallel French-Wolof corpus of about 83k sentence pairs. Because of the low-resource setting, we experimented with advanced methods for handling data sparsity, including subword segmentation, back translation, and the copied corpus method. We evaluate the models using the BLEU score and find that transformer outperforms the classic seq2seq model in all settings, in addition to being less sensitive to noise. In general, the best scores are achieved when training the models on word-level-based units. For subword-level models, using back translation proves to be slightly beneficial in low-resource (WO) to high-resource (FR) language translation for the transformer (but not for the seq2seq) models. A slight improvement can also be observed when injecting copied monolingual text in the target language. Moreover, combining the copied method data with back translation leads to a substantial improvement of the translation quality.

Keywords: backtranslation, low-resource language, neural machine translation, sequence-to-sequence, transformer, Wolof

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Authors: Peyman Aela, Lu Zong, Guoqing Jing

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Recently, there has been growing interest in numerical modeling of ballast railway tracks. A commonly used mechanistic modeling approach for ballast is the discrete element method (DEM). Up to now, the effects of the contact model on ballast particle behavior have not been precisely examined. In this regard, selecting the appropriate contact model is mainly associated with the particle characteristics and the loading condition. Since ballast is cohesionless material, different contact models, including the linear spring, Hertz-Mindlin, and Hysteretic models, could be used to calculate particle-particle or wall-particle contact forces. Moreover, the simulation of a dynamic test is vital to investigate the effect of damping parameters on the ballast deformation. In this study, ballast box tests were simulated by DEM to examine the influence of different contact models on the mechanical behavior of the ballast layer under cyclic loading. This paper shows how the contact model can affect the deformation and damping of a ballast layer subjected to cyclic loading in a ballast box.

Keywords: ballast, contact model, cyclic loading, DEM

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Authors: Stuart Bradley, Mathew Legg, Lilyan Panton

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Ultrasonic remote sensing is a useful tool for assessing the interior structure of complex targets. For these methods, significantly enhanced spatial resolution is obtained if the pulse is coded, for example using a linearly changing frequency during the pulse duration. Such pulses have a time-dependent spectral structure. Interpretation of the backscatter from targets is, therefore, complicated if the scattering is frequency-dependent. While analytic models are well established for steady sinusoidal excitations applied to simple shapes such as spheres, such models do not generally exist for temporally evolving excitations. Therefore, models are developed in the current paper for handling such signals so that the properties of the targets can be quantitatively evaluated while maintaining very high spatial resolution. Laboratory measurements on simple shapes are used to confirm the validity of the models.

Keywords: linear FM chirp, time-dependent acoustic scattering, ultrasonic remote sensing, ultrasonic scattering

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Authors: Zoran Jovanovic, Zoran Masonicic, S. Dragutinovic, Z. Sakota

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In this paper, results concerning flame propagation of various fuels in a particular combustion chamber with four tilted valves were elucidated. Flame propagation was represented by the evolution of spatial distribution of temperature in various cut-planes within combustion chamber while the flame front location was determined by dint of zones with maximum temperature gradient. The results presented are only a small part of broader on-going scrutinizing activity in the field of multidimensional modeling of reactive flows in combustion chambers with complicated geometries encompassing various models of turbulence, different fuels and combustion models. In the case of turbulence two different models were applied i.e. standard k-ε model of turbulence and k-ξ-f model of turbulence. In this paper flame propagation results were analyzed and presented for two different hydrocarbon fuels, such as CH4 and C8H18. In the case of combustion all differences ensuing from different turbulence models, obvious for non-reactive flows are annihilated entirely. Namely the interplay between fluid flow pattern and flame propagation is invariant as regards turbulence models and fuels applied. Namely the interplay between fluid flow pattern and flame propagation is entirely invariant as regards fuel variation indicating that the flame propagation through unburned mixture of CH4 and C8H18 fuels is not chemically controlled.

Keywords: automotive flows, flame propagation, combustion modelling, CNG

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Authors: Rashid Farooq, Moazzam Naseer, Rehan Hasan

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Increasing challenges posed to the creativity in the discipline of advertising during time’s movement towards the maturity of The Third Wave – a concept of change by Toffler, have to be the major theme of this study. Creative concepts for the changing media landscape are becoming a challenge for the creative industry as Stein says that the usefulness is a dimension no creative work could avoid. Furthermore, Spencer points out that the global capitalist society provides a base for the development of digital technologies. Innovation within the discipline of creativity is reshaping this process. In this review article, the role of creativity and innovation in the development and delivery of the message has to be examined.

Keywords: advertising, creativity, ideation, new media

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Authors: Jessemyn Modiini, Timothy Lynar, Elena Sitnikova

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We present a novel enhanced compartmental model for malware spread analysis in cyber security. This paper applies cyber security data features to epidemiological compartmental models to model the infectious potential of malware. Compartmental models are most efficient for calculating the infectious potential of a disease. In this paper, we discuss and profile epidemiologically relevant data features from a Domain Name System (DNS) dataset. We then apply these features to epidemiological compartmental models to network traffic features. This paper demonstrates how epidemiological principles can be applied to the novel analysis of key cybersecurity behaviours and trends and provides insight into threat modelling above that of kill-chain analysis. In applying deterministic compartmental models to a cyber security use case, the authors analyse the deficiencies and provide an enhanced stochastic model for cyber epidemiology. This enhanced compartmental model (SUEICRN model) is contrasted with the traditional SEIR model to demonstrate its efficacy.

Keywords: cybersecurity, epidemiology, cyber epidemiology, malware

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Authors: Batuhan Kocaoglu

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Nowadays digital transformation is a hot topic both in service and production business. For the companies who want to stay alive in the following years, they should change how they do their business. Industry leaders started to improve their ERP (Enterprise Resource Planning) like backbone technologies to digital advances such as analytics, mobility, sensor-embedded smart devices, AI (Artificial Intelligence) and more. Selecting the appropriate technology for the related business problem also is a hot topic. Besides this, to operate in the modern environment and fulfill rapidly changing customer expectations, a digital transformation of the business is required and change the way the business runs, affect how they do their business. Even the digital transformation term is trendy the literature is limited and covers just the philosophy instead of a solid implementation plan. Current studies urge firms to start their digital transformation, but few tell us how to do. The huge investments scare companies with blur definitions and concepts. The aim of this paper to solidify the steps of the digital transformation and offer a roadmap for the companies and academicians. The proposed roadmap is developed based upon insights from the literature review, semi-structured interviews, and expert views to explore and identify crucial steps. We introduced our roadmap in the form of 8 main steps: Awareness; Planning; Operations; Implementation; Go-live; Optimization; Autonomation; Business Transformation; including a total of 11 sub-steps with examples. This study also emphasizes four dimensions of the digital transformation mainly: Readiness assessment; Building organizational infrastructure; Building technical infrastructure; Maturity assessment. Finally, roadmap corresponds the steps with three main terms used in digital transformation literacy as Digitization; Digitalization; and Digital Transformation. The resulted model shows that 'business process' and 'organizational issues' should be resolved before technology decisions and 'digitization'. Companies can start their journey with the solid steps, using the proposed roadmap to increase the success of their project implementation. Our roadmap is also adaptable for relevant Industry 4.0 and enterprise application projects. This roadmap will be useful for companies to persuade their top management for investments. Our results can be used as a baseline for further researches related to readiness assessment and maturity assessment studies.

Keywords: digital transformation, digital business, ERP, roadmap

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Authors: Pattra Pukdeekiat, Siriluk Ruangrungrote

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This work was originated to precisely determine direct solar radiation by using atmospheric physics models since the accurate prediction of solar radiation is necessary and useful for solar energy applications including atmospheric research. The possible models and techniques for a calculation of regional direct solar radiation were challenging and compulsory for the case of unavailable instrumental measurement. The investigation was mathematically governed by six astronomical parameters i.e. declination (δ), hour angle (ω), solar time, solar zenith angle (θz), extraterrestrial radiation (Iso) and eccentricity (E0) along with two atmospheric parameters i.e. air mass (mr) and dew point temperature at Bangna meteorological station (13.67° N, 100.61° E) in Bangkok, Thailand. Analyses of five models of solar radiation determination with the assumption of clear sky were applied accompanied by three statistical tests: Mean Bias Difference (MBD), Root Mean Square Difference (RMSD) and Coefficient of determination (R2) in order to validate the accuracy of obtainable results. The calculated direct solar radiation was in a range of 491-505 Watt/m2 with relative percentage error 8.41% for winter and 532-540 Watt/m2 with relative percentage error 4.89% for summer 2014. Additionally, dataset of seven continuous days, representing both seasons were considered with the MBD, RMSD and R2 of -0.08, 0.25, 0.86 and -0.14, 0.35, 3.29, respectively, which belong to Kumar model for winter and CSR model for summer. In summary, the determination of direct solar radiation based on atmospheric models and empirical equations could advantageously provide immediate and reliable values of the solar components for any site in the region without a constraint of actual measurement.

Keywords: atmospheric physics models, astronomical parameters, atmospheric parameters, clear sky condition

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Authors: Makram Ben Jeddou

Abstract:

The ABC classification is widely used by managers for inventory control. The classical ABC classification is based on the Pareto principle and according to the criterion of the annual use value only. Single criterion classification is often insufficient for a closely inventory control. Multi-criteria inventory classification models have been proposed by researchers in order to take into account other important criteria. From these models, we will consider the ZF model in order to make a sensitive analysis on the composite score calculated for each item. In fact, this score based on a normalized average between a good and a bad optimized index can affect the ABC items classification. We will then focus on the weights assigned to each index and propose a classification compromise.

Keywords: ABC classification, multi criteria inventory classification models, ZF-model

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Authors: Vinayak Bassi, Rajpreet Singh

Abstract:

Over the years, with the emergence of sophisticated computers and algorithms, finance has been quantified using computational prowess. Asset valuation has been one of the key components of quantitative finance. In fact, it has become one of the embryonic steps in determining risk related to a portfolio, the main goal of quantitative finance. This study comprises a drawing comparison between valuation output generated by two stochastic dynamic models, namely Black-Scholes and Dupire’s bi-dimensionality model. Both of these models are formulated for computing the valuation function for a portfolio of European options using Monte Carlo simulation methods. Although Monte Carlo algorithms have a slower convergence rate than calculus-based simulation techniques (like FDM), they work quite effectively over high-dimensional dynamic models. A fidelity gap is analyzed between the static (historical) and stochastic inputs for a sample portfolio of underlying assets. In order to enhance the performance efficiency of the model, the study emphasized the use of variable reduction methods and customizing random number generators to implement parallelization. An attempt has been made to further implement the Dupire’s model on a GPU to achieve higher computational performance. Furthermore, ideas have been discussed around the performance enhancement and bottleneck identification related to the implementation of options-pricing models on GPUs.

Keywords: monte carlo, stochastic models, computational finance, parallel programming, scientific computing

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