Search results for: probabilistic models

Authors: Jamshid Qodirov, Sirojiddin Komolov, Ravilov Mirahmad, Olimjon Mirzayev

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Nowadays, natural language processing tools play a crucial role in our daily lives, including various techniques with text processing. There are very advanced models in modern languages, such as English, Russian etc. But, in some languages, such as Uzbek, the NLP models have been developed recently. Thus, there are only a few NLP models in Uzbek language. Moreover, there is no such work that could show which Uzbek NLP model behaves in different situations and when to use them. This work tries to close this gap and compares the Uzbek NLP models existing as of the time this article was written. The authors try to compare the NLP models in two different scenarios: sentiment analysis and sentence similarity, which are the implementations of the two most common problems in the industry: classification and similarity. Another outcome from this work is two datasets for classification and sentence similarity in Uzbek language that we generated ourselves and can be useful in both industry and academia as well.

Keywords: NLP, benchmak, bert, vectorization

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Authors: Marian Sorin Ionescu, Olivia Negoita, Cosmin Dobrin

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This scientific communication reports and discusses learning models adaptable to modern business problems and models specific to digital concepts and paradigms. In the PAC (probably approximately correct) learning model approach, in which the learning process begins by receiving a batch of learning examples, the set of learning processes is used to acquire a hypothesis, and when the learning process is fully used, this hypothesis is used in the prediction of new operational examples. For complex business models, a lot of models should be introduced and evaluated to estimate the induced results so that the totality of the results are used to develop a predictive rule, which anticipates the choice of new models. In opposition, for online learning-type processes, there is no separation between the learning (training) and predictive phase. Every time a business model is approached, a test example is considered from the beginning until the prediction of the appearance of a model considered correct from the point of view of the business decision. After choosing choice a part of the business model, the label with the logical value "true" is known. Some of the business models are used as examples of learning (training), which helps to improve the prediction mechanisms for future business models.

Keywords: machine learning, business models, convex analysis, online learning

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Authors: Adnan A. Y. Mustafa

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Image matching is a fundamental problem that arises frequently in many aspects of robot and computer vision. It can become a time-consuming process when matching images to a database consisting of hundreds of images, especially if the images are big. One approach to reducing the time complexity of the matching process is to reduce the search space in a pre-matching stage, by simply removing dissimilar images quickly. The Probabilistic Matching Model for Binary Images (PMMBI) showed that dissimilarity detection between binary images can be accomplished quickly by random pixel mapping and is size invariant. The model is based on the gamma binary similarity distance that recognizes an image and its inverse as containing the same scene and hence considers them to be the same image. However, in many applications, an image and its inverse are not treated as being the same but rather dissimilar. In this paper, we present a comparative analysis of dissimilarity detection between PMMBI based on the gamma binary similarity distance and a modified PMMBI model based on a similarity distance that does distinguish between an image and its inverse as being dissimilar.

Keywords: binary image, dissimilarity detection, probabilistic matching model for binary images, image mapping

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Authors: Francesca Marsili

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The reliability assessment of existing structures with probabilistic methods is becoming an increasingly important and frequent engineering task. However probabilistic reliability methods are based on an exhaustive knowledge of the stochastic modeling of the variables involved in the assessment; at the moment standards for the modeling of variables are absent, representing an obstacle to the dissemination of probabilistic methods. The framework according to probability distribution functions (PDFs) are established is represented by the Bayesian statistics, which uses Bayes Theorem: a prior PDF for the considered parameter is established based on information derived from the design stage and qualitative judgments based on the engineer past experience; then, the prior model is updated with the results of investigation carried out on the considered structure, such as material testing, determination of action and structural properties. The application of Bayesian statistics arises two different kind of problems: 1. The results of the updating depend on the engineer previous experience; 2. The updating of the prior PDF can be performed only if the structure has been tested, and quantitative data that can be statistically manipulated have been collected; performing tests is always an expensive and time consuming operation; furthermore, if the considered structure is an ancient building, destructive tests could compromise its cultural value and therefore should be avoided. In order to solve those problems, an interesting research path is represented by investigating Artificial Intelligence (AI) techniques that can be useful for the automation of the modeling of variables and for the updating of material parameters without performing destructive tests. Among the others, one that raises particular attention in relation to the object of this study is constituted by Case-Based Reasoning (CBR). In this application, cases will be represented by existing buildings where material tests have already been carried out and an updated PDFs for the material mechanical parameters has been computed through a Bayesian analysis. Then each case will be composed by a qualitative description of the material under assessment and the posterior PDFs that describe its material properties. The problem that will be solved is the definition of PDFs for material parameters involved in the reliability assessment of the considered structure. A CBR system represent a good candi¬date in automating the modelling of variables because: 1. Engineers already draw an estimation of the material properties based on the experience collected during the assessment of similar structures, or based on similar cases collected in literature or in data-bases; 2. Material tests carried out on structure can be easily collected from laboratory database or from literature; 3. The system will provide the user of a reliable probabilistic description of the variables involved in the assessment that will also serve as a tool in support of the engineer’s qualitative judgments. Automated modeling of variables can help in spreading probabilistic reliability assessment of existing buildings in the common engineering practice, and target at the best intervention and further tests on the structure; CBR represents a technique which may help to achieve this.

Keywords: reliability assessment of existing buildings, Bayesian analysis, case-based reasoning, historical structures

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Authors: Josip Arneric, Blanka Skrabic Peric

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Forecasting of volatility, i.e. returns fluctuations, has been a topic of interest to portfolio managers, option traders and market makers in order to get higher profits or less risky positions. Based on the fact that volatility is time varying in high frequency data and that periods of high volatility tend to cluster, the most common used models are GARCH type models. As standard GARCH models show high volatility persistence, i.e. integrated behaviour of the conditional variance, it is difficult the predict volatility using standard GARCH models. Due to practical limitations of these models different approaches have been proposed in the literature, based on Markov switching models. In such situations models in which the parameters are allowed to change over time are more appropriate because they allow some part of the model to depend on the state of the economy. The empirical analysis demonstrates that Markov switching GARCH model resolves the problem of excessive persistence and outperforms uni-regime GARCH models in forecasting volatility for selected emerging markets.

Keywords: emerging markets, Markov switching, GARCH model, transition probabilities

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Authors: Peter Shi

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Algorithmic trading is a rapidly expanding domain within quantitative finance, constituting a substantial portion of trading volumes in the US financial market. The demand for rigorous and robust mathematical theories underpinning these trading algorithms is ever-growing. In this study, the author establishes a new stock market model that integrates the Efficient Market Hypothesis and the statistical arbitrage. The model, for the first time, finds probabilistic relations between the rational price and the market price in terms of the conditional expectation. The theory consequently leads to a mathematical justification of the old market adage: buy-low and sell-high. The thresholds for “low” and “high” are precisely derived using a max-min operation on Bayes’s error. This explicit connection harmonizes the Efficient Market Hypothesis and Statistical Arbitrage, demonstrating their compatibility in explaining market dynamics. The amalgamation represents a pioneering contribution to quantitative finance. The study culminates in comprehensive numerical tests using historical market data, affirming that the “buy-low” and “sell-high” algorithm derived from this theory significantly outperforms the general market over the long term in four out of six distinct market environments.

Keywords: efficient market hypothesis, behavioral finance, Bayes' decision, algorithmic trading, risk control, stock market

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Authors: E. Benga, T. Tengen, A. Alugongo

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Periodic and continuous inventory models are the two classical management tools used to handle inventories. These models have advantages and disadvantages. The implementation of both continuous (r,Q) inventory and periodic (R, S) inventory models in most manufacturing plants comes with higher cost. Such high inventory costs are due to the fact that most manufacturing plants are not flexible enough. Since demand and lead-time are two important variables of every inventory models, their effect on the flexibility of the manufacturing plant matter most. Unfortunately, these effects are not clearly understood by managers. The reason is that the decision parameters of the continuous (r, Q) inventory and periodic (R, S) inventory models are not designed to effectively deal with the issues of uncertainties such as poor manufacturing performances, delivery performance supplies performances. There is, therefore, a need to come up with a predictive and hybrid inventory model that can combine in some sense the feature of the aforementioned inventory models. A linear combination technique is used to hybridize both continuous (r, Q) inventory and periodic (R, S) inventory models. The behavior of such hybrid inventory model is described by a differential equation and then optimized. From the results obtained after simulation, the continuous (r, Q) inventory model is more effective than the periodic (R, S) inventory models in the short run, but this difference changes as time goes by. Because the hybrid inventory model is more cost effective than the continuous (r,Q) inventory and periodic (R, S) inventory models in long run, it should be implemented for strategic decisions.

Keywords: periodic inventory, continuous inventory, hybrid inventory, optimization, manufacturing plant

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Authors: Tomoaki Hashimoto

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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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Authors: Yasaman Ashrafi, Stephen Kajewski, Annastiina Silvennoinen, Madhav Nepal

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Mega projects either in construction, urban development or energy sectors are one of the key drivers that build the foundation of wealth and modern civilizations in regions and nations. Such projects require economic justification and substantial capital investment, often derived from individual and corporate investors as well as governments. Cost overruns and time delays in these mega projects demands a new approach to more accurately predict project costs and establish realistic financial plans. The significance of this paper is that the cost efficiency of megaprojects will improve and decrease cost overruns. This research will assist Project Managers (PMs) to make timely and appropriate decisions about both cost and outcomes of ongoing projects. This research, therefore, examines the oil and gas industry where most mega projects apply the classic methods of Cost Performance Index (CPI) and Schedule Performance Index (SPI) and rely on project data to forecast cost and time. Because these projects are always overrun in cost and time even at the early phase of the project, the probabilistic methods of Monte Carlo Simulation (MCS) and Bayesian Adaptive Forecasting method were used to predict project cost at completion of projects. The current theoretical and mathematical models which forecast the total expected cost and project completion date, during the execution phase of an ongoing project will be evaluated. Earned Value Management (EVM) method is unable to predict cost at completion of a project accurately due to the lack of enough detailed project information especially in the early phase of the project. During the project execution phase, the Bayesian adaptive forecasting method incorporates predictions into the actual performance data from earned value management and revises pre-project cost estimates, making full use of the available information. The outcome of this research is to improve the accuracy of both cost prediction and final duration. This research will provide a warning method to identify when current project performance deviates from planned performance and crates an unacceptable gap between preliminary planning and actual performance. This warning method will support project managers to take corrective actions on time.

Keywords: cost forecasting, earned value management, project control, project management, risk analysis, simulation

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Authors: Ankur Sachan

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The ability to make quick yet intelligent and value-added decisions to develop new fields has always been of great significance. In situations where the capital expenses and subsurface risk are high, carefully analyzing the inherent uncertainties in the reservoir and how they impact the predicted hydrocarbon accumulation and production becomes a daunting task. The problem is compounded in offshore environments, especially in the presence of heavy oils and disconnected sands where the margin for error is small. Uncertainty refers to the degree to which the data set may be in error or stray from the predicted values. To understand and quantify the uncertainties in reservoir model is important when estimating the reserves. Uncertainty parameters can be geophysical, geological, petrophysical etc. Identification of these parameters is necessary to carry out the uncertainty analysis. With so many uncertainties working at different scales, it becomes essential to have a consistent and efficient way of incorporating them into our analysis. Ranking the uncertainties based on their impact on reserves helps to prioritize/ guide future data gathering and uncertainty reduction efforts. Assigning probabilistic ranges to key uncertainties also enables the computation of probabilistic reserves. With this in mind, this paper, with the help the uncertainty and optimization process in petrel RE shows how the most influential uncertainties can be determined efficiently and how much impact so they have on the reservoir model thus helping in determining a cost effective and accurate model of the reservoir.

Keywords: uncertainty, reservoir model, parameters, optimization analysis

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Authors: Richard Fairchild, Abdullah Al-Ghazali, Yilmaz Guney

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This study analyses the relationship between managerial overconfidence, dividends, and firm value by developing theoretical models that examine the condition under which managerial overconfident, dividends, and firm value may be positive or negative. Furthermore, the models incorporate moral hazard, in terms of managerial effort shirking, and the potential for the manager to choose negative NPV projects, due to private benefits. Our models demonstrate that overconfidence can lead to higher dividends (when the manager is overconfident about his current ability) or lower dividends (when the manager is overconfident about his future ability). The models also demonstrate that higher overconfidence may result in an increase or a decrease in firm value. Numerical examples are illustrated for both models which interestingly support the models’ propositions.

Keywords: behavioural corporate finance, dividend policy, overconfidence, moral hazard

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Authors: Shivdayal Patel, Suhail Ahmad

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Safety assurance and failure prediction of composite material component of an offshore structure due to low velocity impact is essential for associated risk assessment. It is important to incorporate uncertainties associated with material properties and load due to an impact. Likelihood of this hazard causing a chain of failure events plays an important role in risk assessment. The material properties of composites mostly exhibit a scatter due to their in-homogeneity and anisotropic characteristics, brittleness of the matrix and fiber and manufacturing defects. In fact, the probability of occurrence of such a scenario is due to large uncertainties arising in the system. Probabilistic finite element analysis of composite plates due to low-velocity impact is carried out considering uncertainties of material properties and initial impact velocity. Impact-induced damage of composite plate is a probabilistic phenomenon due to a wide range of uncertainties arising in material and loading behavior. A typical failure crack initiates and propagates further into the interface causing de-lamination between dissimilar plies. Since individual crack in the ply is difficult to track. The progressive damage model is implemented in the FE code by a user-defined material subroutine (VUMAT) to overcome these problems. The limit state function is accordingly established while the stresses in the lamina are such that the limit state function (g(x)>0). The Gaussian process response surface method is presently adopted to determine the probability of failure. A comparative study is also carried out for different combination of impactor masses and velocities. The sensitivity based probabilistic design optimization procedure is investigated to achieve better strength and lighter weight of composite structures. Chain of failure events due to different modes of failure is considered to estimate the consequences of failure scenario. Frequencies of occurrence of specific impact hazards yield the expected risk due to economic loss.

Keywords: composites, damage propagation, low velocity impact, probability of failure, uncertainty modeling

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Authors: Md. Abud Darda

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Different options for natural gas production in wide geographic areas may be described through diffusion of innovation models. This type of modeling approach provides an indirect estimate of an ultimately recoverable resource, URR, capture the quantitative effects of observed strategic interventions, and allow ex-ante assessments of future scenarios over time. In order to ensure a sustainable energy policy, it is important to forecast the availability of this natural resource. Considering a finite life cycle, in this paper we try to investigate the natural gas production of Myanmar and Algeria, two important natural gas provider in the world energy market. A number of homogeneous and heterogeneous diffusion models, with convenient extensions, have been used. Models validation has also been performed in terms of prediction capability.

Keywords: diffusion models, energy forecast, natural gas, nonlinear production

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Authors: Kuang-Hsiung Tan, Chih-Chan Hu, Chien-Wu Lan, Shih-Sung Lin, Te-Jen Chang

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An active islanding detection method using disturbance signal injection with intelligent controller is proposed in this study. First, a DC\AC power inverter is emulated in the distributed generator (DG) system to implement the tracking control of active power, reactive power outputs and the islanding detection. The proposed active islanding detection method is based on injecting a disturbance signal into the power inverter system through the d-axis current which leads to a frequency deviation at the terminal of the RLC load when the utility power is disconnected. Moreover, in order to improve the transient and steady-state responses of the active power and reactive power outputs of the power inverter, and to further improve the performance of the islanding detection method, two probabilistic fuzzy neural networks (PFNN) are adopted to replace the traditional proportional-integral (PI) controllers for the tracking control and the islanding detection. Furthermore, the network structure and the online learning algorithm of the PFNN are introduced in detail. Finally, the feasibility and effectiveness of the tracking control and the proposed active islanding detection method are verified with experimental results.

Keywords: distributed generators, probabilistic fuzzy neural network, islanding detection, non-detection zone

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Authors: Mikel Alonso López

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In order to begin the process of studying the task of making consumer decisions, the main decision models must be analyzed. The objective of this task is to see if there is a presence of emotions in those models, and analyze how authors that have created them consider their impact in consumer choices. In this paper, the most important models of consumer behavior are analysed. This review is useful to consider an unproblematic background knowledge in the literature. The order that has been established for this study is chronological.

Keywords: consumer behaviour, emotions, decision making, consumer psychology

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Authors: Mikheil Kalmakhelidze

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Record linkage (RL) problem has become more and more important in recent years due to the growing interest towards big data analysis. The problem can be formulated in a very simple way: Given two entries a and b of a database, decide whether they represent the same object or not. There are two classical deterministic and probabilistic ways of solving the RL problem. Using simple Bayes classifier in many cases produces useful results but sometimes they show to be poor. In recent years several successful approaches have been made towards solving specific RL problems by neural network algorithms including single layer perception, multilayer back propagation network etc. In our work, we model the RL problem for specific dataset of student applications in fuzzy description logic (FDL) where linkage of specific pair (a,b) depends on the truth value of corresponding formula A(a,b) in a canonical FDL model. As a main result, we build neural network for deciding truth value of FDL formulas in a canonical model and thus link RL problem to machine learning. We apply the approach to dataset with 10000 entries and also compare to classical RL solving approaches. The results show to be more accurate than standard probabilistic approach.

Keywords: description logic, fuzzy logic, neural networks, record linkage

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Authors: Patik Joslin Kenfack, Polyakov Vladimir Mikhailovich

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Machine Learning (ML) systems are trained using human generated data that could be biased by implicitly containing racist, sexist, or discriminating data. ML models learn those biases or even amplify them. Recent research in work on has begun to consider issues of fairness. The concept of fairness is extended to recommendation. A recommender system will be considered fair if it doesn’t under rank items of protected group (gender, race, demographic...). Several metrics for evaluating fairness concerns in recommendation systems have been proposed, which take pairs of items as ‘instances’ in fairness evaluation. It doesn’t take in account the fact that the fairness should be evaluated across a list of items. The paper explores a probabilistic approach that generalize pairwise metric by using a list k (listwise) of items as ‘instances’ in fairness evaluation, parametrized by k. We also explore new regularization method based on this metric to improve fairness ranking during model training.

Keywords: Fairness, Recommender System, Ranking, Listwise Approach

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Authors: Phuong Nguyen

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Along with the ongoing energy transition, the electrical power system is getting more vulnerable with the increasing penetration of renewable energy sources (RES). By replacing a large amount of fossil fuel-based power plants with RES, the rotating mass of the power grid is decreasing drastically, which has been reported by a number of system operators. This leads to a huge challenge for operators to secure the operation of their grids in all-time horizon ranges, from sub-seconds to minutes and even hours. There is a need to revise the grid capabilities in dealing with transient (angle) stability and voltage dynamics. While the traditional approaches relied on deterministic scenarios (worst-case scenarios), there is also a need to cover a whole range of probabilities regarding a wide range of uncertainties coming from massive RES units. To contribute to handle these issues, this paper aims to focus on developing a new analytical approach for transient stability.

Keywords: transient stability, uncertainties, renewable energy sources, analytical approach

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Authors: Farid Khosravikia, Patricia Clayton

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The main objective of this work is to evaluate the advantages and disadvantages of various machine learning techniques in two key steps of seismic hazard and risk assessment of different types of structures. The first step is the development of ground-motion models, which are used for forecasting ground-motion intensity measures (IM) given source characteristics, source-to-site distance, and local site condition for future events. IMs such as peak ground acceleration and velocity (PGA and PGV, respectively) as well as 5% damped elastic pseudospectral accelerations at different periods (PSA), are indicators of the strength of shaking at the ground surface. Typically, linear regression-based models, with pre-defined equations and coefficients, are used in ground motion prediction. However, due to the restrictions of the linear regression methods, such models may not capture more complex nonlinear behaviors that exist in the data. Thus, this study comparatively investigates potential benefits from employing other machine learning techniques as statistical method in ground motion prediction such as Artificial Neural Network, Random Forest, and Support Vector Machine. The results indicate the algorithms satisfy some physically sound characteristics such as magnitude scaling distance dependency without requiring pre-defined equations or coefficients. Moreover, it is shown that, when sufficient data is available, all the alternative algorithms tend to provide more accurate estimates compared to the conventional linear regression-based method, and particularly, Random Forest outperforms the other algorithms. However, the conventional method is a better tool when limited data is available. Second, it is investigated how machine learning techniques could be beneficial for developing probabilistic seismic demand models (PSDMs), which provide the relationship between the structural demand responses (e.g., component deformations, accelerations, internal forces, etc.) and the ground motion IMs. In the risk framework, such models are used to develop fragility curves estimating exceeding probability of damage for pre-defined limit states, and therefore, control the reliability of the predictions in the risk assessment. In this study, machine learning algorithms like artificial neural network, random forest, and support vector machine are adopted and trained on the demand parameters to derive PSDMs for them. It is observed that such models can provide more accurate estimates of prediction in relatively shorter about of time compared to conventional methods. Moreover, they can be used for sensitivity analysis of fragility curves with respect to many modeling parameters without necessarily requiring more intense numerical response-history analysis.

Keywords: artificial neural network, machine learning, random forest, seismic risk analysis, seismic hazard analysis, support vector machine

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Authors: Ekin Ozer

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Assessment of structural reliability is essential for efficient use of civil infrastructure which is subjected hazardous events. Dynamic analysis of finite element models is a commonly used tool to simulate structural behavior and estimate its performance accordingly. However, theoretical models purely based on preliminary assumptions and design drawings may deviate from the actual behavior of the structure. This study proposes up-to-date reliability estimation procedures which engages actual bridge vibration data modifying finite element models for finite element model updating and performing reliability estimation, accordingly. The proposed method utilizes vibration response measurements of bridge structures to identify modal parameters, then uses these parameters to calibrate finite element models which are originally based on design drawings. The proposed method does not only show that reliability estimation based on updated models differs from the original models, but also infer that non-updated models may overestimate the structural capacity.

Keywords: earthquake engineering, engineering vibrations, reliability estimation, structural health monitoring

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Authors: Javad Khaligh, Aghileh Heydari, Ali Akbar Heydari

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Mathematical epidemiological models for the spread of disease through a population are used to predict the prevalence of a disease or to study the impacts of treatment or prevention measures. Initial conditions for these models are measured from statistical data collected from a population since these initial conditions can never be exact, the presence of chaos in mathematical models has serious implications for the accuracy of the models as well as how epidemiologists interpret their findings. This paper confirms the chaotic behavior of a model for dengue fever and SI by investigating sensitive dependence, bifurcation, and 0-1 test under a variety of initial conditions.

Keywords: epidemiological models, SEIR disease model, bifurcation, chaotic behavior, 0-1 test

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Authors: Jaroslav Masek, Juraj Camaj, Eva Nedeliakova

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The paper is focused on the operational model for transport the single wagon consignments on railway network by using two different models of train formation. The paper gives an overview of possibilities of improving the quality of transport services. Paper deals with two models used in problematic of train formatting - time continuously and time discrete. By applying these models in practice, the transport company can guarantee a higher quality of service and expect increasing of transport performance. The models are also applicable into others transport networks. The models supplement a theoretical problem of train formation by new ways of looking to affecting the organization of wagon flows.

Keywords: train formation, wagon flows, marshalling yard, railway technology

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Authors: Xiaohan Bookman, Xiaoyan Zhu

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The outputs of non-linear feed-forward neural network are positive, which could be treated as probability when they are normalized to one. If we take Entropy-Based Principle into consideration, the outputs for each sample could be represented as the distribution of this sample for different clusters. Entropy-Based Principle is the principle with which we could estimate the unknown distribution under some limited conditions. As this paper defines two processes in Feed-Forward Neural Network, our limited condition is the abstracted features of samples which are worked out in the abstraction process. And the final outputs are the probability distribution for different clusters in the clustering process. As Entropy-Based Principle is considered into the feed-forward neural network, a clustering method is born. We have conducted some experiments on six open UCI data sets, comparing with a few baselines and applied purity as the measurement. The results illustrate that our method outperforms all the other baselines that are most popular clustering methods.

Keywords: feed-forward neural network, clustering, max-entropy principle, probabilistic models

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Authors: Mathias Linden, André Schneider, Harald F. O. von Korflesch

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The risk of train accidents is an ongoing concern for railway organizations, governments, insurance companies and other depended sectors. Safety technologies are installed to reduce and to prevent potential damages of train accidents. Since the budgetary for the safety of railway organizations is limited, it is necessary not only to achieve a high availability and high safety standard but also to be cost effective. Therefore, an economic assessment of safety technologies is fundamental to create an accurate risk analysis. In order to conduct an economical assessment of a railway safety technology and a quantification of the costs of the accident causes, the Global Railway Accident Database & Evaluation (GRADE) has been developed. The aim of this paper is to describe the structure of this accident database and to show how it can be used for risk analyses. A number of risk analysis methods, such as the probabilistic safety assessment method (PSA), was used to demonstrate this accident database’s different possibilities of risk analysis. In conclusion, it can be noted that these analyses would not be as accurate without GRADE. The information gathered in the accident database was not available in this way before. Our findings are relevant for railway operators, safety technology suppliers, assurances, governments and other concerned railway organizations.

Keywords: accident causes, accident costs, accident database, global railway accident database & evaluation, GRADE, probabilistic safety assessment, PSA, railway accidents, risk analysis

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Authors: Zouhour Neji Ben Salem

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Microscopic evacuation focuses on the evacuee behavior and way of search of safety place in an egress situation. In recent years, several models handled microscopic evacuation problem. Among them, we have proposed Artificial Neural Network (ANN) as an alternative to mathematical models that can deal with such problem. In this paper, we present two ANN models: SOM map and Hopfield Network used to predict the evacuee behavior in a disaster situation. These models are tested in a real case, the second floor of Tunisian children hospital evacuation in case of fire. The two models are studied and compared in order to evaluate their performance.

Keywords: artificial neural networks, self-organization map, hopfield network, microscopic evacuation, fire building evacuation

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Authors: Osariyekemwen, Daniel Nosakhare

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Some ceramic wastes, such as discarded (condemn) Plaster of Paris (POP) in Auchi Polytechnic, Edo State, constitute environmental hazards. This study, therefore, bridges the forgoing gaps by undertaking the use of these discarded (POP) moulds to produced ceramic models for making casting moulds for mass production. This is in line with the possibility of using this medium to properly manage the discarded (condemn) Plaster of Paris (POP) that littered our immediate environment. Presently these are major wastes disposal in the department. Hence, the study has been made to fabricate sanitary miniature models and contract fuse models, respectively. Findings arising from this study show that discarded (condemn) Plaster of Paris (POP) can be carved when to set it neither shrink nor expand; hence warping is quite unusual. Above all, it also gives good finishing with little deterioration with time when compared to clay models.

Keywords: plaster of Paris, condemn, moulds, models, production

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Authors: Tiberiu Socaciu, Tudor Colomeischi, Eugenia Iancu

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Business failure affects in various proportions shareholders, managers, lenders (banks), suppliers, customers, the financial community, government and society as a whole. In the era in which we have telecommunications networks, exists an interdependence of markets, the effect of a failure of a company is relatively instant. To effectively manage risk exposure is thus require sophisticated support systems, supported by analytical tools to measure, monitor, manage and control operational risks that may arise. As we know, bankruptcy is a phenomenon that managers do not want no matter what stage of life is the company they direct / lead. In the analysis made by us, by the nature of economic models that are reviewed (Altman, Conan-Holder etc.), estimating the risk of bankruptcy of a company corresponds to some extent with its own business cycle tracing of the company. Various models for predicting bankruptcy take into account direct / indirect aspects such as market position, company growth trend, competition structure, characteristics and customer retention, organization and distribution, location etc. From the perspective of our research we will now review the economic models known in theory and practice for estimating the risk of bankruptcy; such models are based on indicators drawn from major accounting firms.

Keywords: Anglo-Saxon models, continental models, national models, statistical models

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Authors: Siham G. Farag

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The main objective of this paper is to provide a new methodology for road safety assessment in Oman through the development of suitable accident prediction models. GLM technique with Poisson or NBR using SAS package was carried out to develop these models. The paper utilized the accidents data of 31 un-signalized T-intersections during three years. Five goodness-of-fit measures were used to assess the overall quality of the developed models. Two types of models were developed separately; the flow-based models including only traffic exposure functions, and the full models containing both exposure functions and other significant geometry and traffic variables. The results show that, traffic exposure functions produced much better fit to the accident data. The most effective geometric variables were major-road mean speed, minor-road 85th percentile speed, major-road lane width, distance to the nearest junction, and right-turn curb radius. The developed models can be used for intersection treatment or upgrading and specify the appropriate design parameters of T- intersections. Finally, the models presented in this thesis reflect the intersection conditions in Oman and could represent the typical conditions in several countries in the middle east area, especially gulf countries.

Keywords: accidents prediction models (APMs), generalized linear model (GLM), T-intersections, Oman

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Authors: Mehrnaz Alibeikloo, Hadi Khabbaz, Behzad Fatahi

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Probabilistic analysis has become one of the most popular methods to quantify and manage geotechnical risks due to the spatial variability of soil input parameters. The correlation length is one of the key factors of quantifying spatial variability of soil parameters which is defined as a distance within which the random variables are correlated strongly. This paper aims to assess the impact of correlation length on the long-term settlement of soft soils improved with preloading. The concept of 'worst-case' spatial correlation length was evaluated by determining the probability of failure of a real case study of Vasby test fill. For this purpose, a finite difference code was developed based on axisymmetric consolidation equations incorporating the non-linear elastic visco-plastic model and the Karhunen-Loeve expansion method. The results show that correlation length has a significant impact on the post-construction settlement of soft soils in a way that by increasing correlation length, probability of failure increases and the approach to asymptote.

Keywords: Karhunen-Loeve expansion, probability of failure, soft soil settlement, 'worst case' spatial correlation length

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Authors: Elvira Mustikawati P.H., Iis Dewi Ratih, Dita Amelia

Abstract:

Bojonegoro has proclaimed a policy of zero malnutrition. Therefore, as an effort to solve the cases of malnutrition children in Bojonegoro, this study used the approach geographically Mixed Weighted Regression (MGWR) to determine the factors that influence the percentage of malnourished children under five in which factors can be divided into locally influential factor in each district and global factors that influence throughout the district. Based on the test of goodness of fit models, R2 and AIC values in GWR models are better than MGWR models. R2 and AIC values in MGWR models are 84.37% and 14.28, while the GWR models respectively are 91.04% and -62.04. Based on the analysis with GWR models, District Sekar, Bubulan, Gondang, and Dander is a district with three predictor variables (percentage of vitamin A, the percentage of births assisted health personnel, and the percentage of clean water) that significantly influence the percentage of malnourished children under five.

Keywords: GWR, MGWR, R2, AIC

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