Search results for: Auto-Regressive Model

Authors: Himanshu V. Gajjar, Anish H. Gandhi, Tanvir A Jafri, Harit K. Raval

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Bendability is constrained by maximum top roller load imparting capacity of the machine. Maximum load is encountered during the edge pre-bending stage of roller bending. Capacity of 3-roller plate bending machine is specified by maximum thickness and minimum shell diameter combinations that can be pre-bend for given plate material of maximum width. Commercially available plate width or width of the plate that can be accommodated on machine decides the maximum rolling width. Original equipment manufacturers (OEM) provide the machine capacity chart based on reference material considering perfectly plastic material model. Reported work shows the bendability analysis of heavy duty 3-roller plate bending machine. The input variables for the industry are plate thickness, shell diameter and material property parameters, as it is fixed by the design. Analytical models of equivalent thickness, equivalent width and maximum width based on power law material model were derived to study the bendability. Equation of maximum width provides bendability for designed configuration i.e. material property, shell diameter and thickness combinations within the machine limitations. Equivalent thicknesses based on perfectly plastic and power law material model were compared for four different materials grades of C-Mn steel in order to predict the bend-ability. Effect of top roller offset on the bendability at maximum top roller load imparting capacity is reported.

Keywords: 3-Roller bending, Bendability, Equivalent thickness, Equivalent width, Maximum width.

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Authors: Volker Heierhoff, Aurilla Aurelie Bechina Arntzen, Gerrit Muller

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It well recognized that one feature that makes a successful company is its ability to successfully align its business goals with its information communication technologies platform. Enterprise Resource Planning (ERP) systems contribute to achieve better performance by integrating various business functions and providing support for information flows. However, the technological systems complexity is known to prevent the business users to exploit in an efficient way the Enterprise Resource Planning Systems (ERP). This paper aims to investigate the role of training in improving the usage of ERP systems. To this end, we have designed an instrument survey to employees of a Norwegian multinational global provider of technology solutions. Based on the analysis of collected data, we have delineated a training model that could be high relevance for both researchers and practitioners as a step towards a better understanding of ERP system implementation.

Keywords: Business User Training, Enterprise resource planning system, Global consulting company, Role and responsibilities

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Authors: M. Shahrokhi, F. Rostami, M.A. Md Said, S. Syafalni

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It is essential to have a uniform and calm flow field for a settling tank to have high performance. In general, the recirculation zones always occurred in sedimentation tanks. The presence of these regions may have different effects. The nonuniformity of the velocity field, the short-circuiting at the surface and the motion of the jet at the bed of the tank that occurs because of the recirculation in the sedimentation layer, are affected by the geometry of the tank. There are some ways to decrease the size of these dead zones, which would increase the performance. One of the ways is to use a suitable baffle configuration. In this study, the presence of baffle with different position has been investigated by a finite volume method, with VOF (Volume of Fluid) model. Besides, the k-ε turbulence model is used in the numerical calculations. The results indicate that the best position of the baffle is obtained when the volume of the recirculation region is minimized or is divided to smaller part and the flow field trend to be uniform in the settling zone.

Keywords: Sedimentation tanks, Baffle, Numerical Modeling, VOF, Circulation Zone

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Authors: Somphoom Sawaengkun

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The purpose of this study was primarily assessing how important economic factors namely: The Thai export price of white rice, the exchange rate, and the world rice consumption affect the overall Thai white rice export, using historical data during the period 1989-2013 from the Thai Rice Exporters Association, and Food and Agricultural Organization of the United Nations. The co-integration method, regression analysis, and error correction model were applied to investigate the econometric model. The findings indicated that in the long-run, the world rice consumption, the exchange rate, and the Thai export price of white rice were the important factors affecting the export quantity of Thai white rice respectively, as indicated by their significant coefficients. Meanwhile, the rice export price was an important factor affecting the export quantity of Thai white rice in the short-run. This information is useful in the business, export opportunities, price competitiveness, and policymaker in Thailand.

Keywords: Economic Factors, Rice Export, White Rice.

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Authors: Shyh-Ming Chern, Hung-Chi Tu

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One way to utilize biomass is to thermochemically convert it into gases and chemicals. For conversion of biomass, glucose is a particularly popular model compound for cellulose, or more generally for biomass. The present study takes a different approach by employing lactic acid as the model compound for cellulose. Since lactic acid and glucose have identical elemental composition, they are expected to produce similar results as they go through the conversion process. In the current study, lactic acid was thermochemically converted to assess its reactivity and reaction mechanism in subcritical and supercritical water, by using a 16-ml autoclave reactor. The major operating parameters investigated include: The reaction temperature, from 673 to 873 K, the reaction pressure, 10 and 25 MPa, the dosage of oxidizing agent, 0 and 0.5 chemical oxygen demand, and the concentration of lactic acid in the feed, 0.5 and 1.0 M. Gaseous products from the conversion were generally found to be comparable to those derived from the conversion of glucose.

Keywords: Lactic acid, subcritical water, supercritical water, thermochemical conversion.

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Authors: Paula Simões, Isabel Natário

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This paper reviews a number of theoretical aspects for implementing an explicit spatial perspective in econometrics for modelling non-continuous data, in general, and count data, in particular. It provides an overview of the several spatial econometric approaches that are available to model data that are collected with reference to location in space, from the classical spatial econometrics approaches to the recent developments on spatial econometrics to model count data, in a Bayesian hierarchical setting. Considerable attention is paid to the inferential framework, necessary for structural consistent spatial econometric count models, incorporating spatial lag autocorrelation, to the corresponding estimation and testing procedures for different assumptions, to the constrains and implications embedded in the various specifications in the literature. This review combines insights from the classical spatial econometrics literature as well as from hierarchical modeling and analysis of spatial data, in order to look for new possible directions on the processing of count data, in a spatial hierarchical Bayesian econometric context.

Keywords: Spatial data analysis, spatial econometrics, Bayesian hierarchical models, count data.

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Authors: Xu Tao, Yilun Xu, Dingwei Xiang, Yaofei Sun

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The practice of urban planning and construction based on the concept of the “low carbon eco-city” has been universally accepted by the academic community in response to urban issues such as population, resources, environment, and social development. Based on this, the current article first analyzes the concepts of low carbon eco-city, then builds a complex adaptive system (CAS) theory based on Chinese traditional philosophical thinking, and analyzes the adaptive relationship between material and non-material elements. A three-dimensional evaluation model of natural ecology, economic low carbon, and social harmony was constructed. Finally, the construction of a low carbon eco-city index system in Hexi Newtown of Nanjing was used as an example to verify the effectiveness of the research results; this paradigm provides a new way to achieve a low carbon eco-city system.

Keywords: Complex adaptive system, low carbon ecology, index system, model.

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Authors: Eiad Yafi, Ahmed Sultan Al-Hegami, M. A. Alam, Ranjit Biswas

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Association rules are an important problem in data mining. Massively increasing volume of data in real life databases has motivated researchers to design novel and incremental algorithms for association rules mining. In this paper, we propose an incremental association rules mining algorithm that integrates shocking interestingness criterion during the process of building the model. A new interesting measure called shocking measure is introduced. One of the main features of the proposed approach is to capture the user background knowledge, which is monotonically augmented. The incremental model that reflects the changing data and the user beliefs is attractive in order to make the over all KDD process more effective and efficient. We implemented the proposed approach and experiment it with some public datasets and found the results quite promising.

Keywords: Knowledge discovery in databases (KDD), Data mining, Incremental Association rules, Domain knowledge, Interestingness, Shocking rules (SHR).

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Authors: Victor Onomza Waziri, John K. Alhassan, Idris Ismaila, Moses Noel Dogonyaro

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This paper describes the problem of building secure computational services for encrypted information in the Cloud Computing without decrypting the encrypted data; therefore, it meets the yearning of computational encryption algorithmic aspiration model that could enhance the security of big data for privacy, confidentiality, availability of the users. The cryptographic model applied for the computational process of the encrypted data is the Fully Homomorphic Encryption Scheme. We contribute a theoretical presentations in a high-level computational processes that are based on number theory and algebra that can easily be integrated and leveraged in the Cloud computing with detail theoretic mathematical concepts to the fully homomorphic encryption models. This contribution enhances the full implementation of big data analytics based cryptographic security algorithm.

Keywords: Data Analytics, Security, Privacy, Bootstrapping, and Fully Homomorphic Encryption Scheme.

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Authors: Efat Lali Dastjerdi, Hassan Sadeghi Naeini, Hadi Sanjari

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One of the important steps in a safety and risk management system is the economical evaluation of occupational accident and diseases costs in order to decrease accidents from reoccurring in the workplace. This study proposed a plausible method for calculating occupational accident costs and illnesses in work place. This method design for cost estimation takes into account both the personnel, organizational level as well as the community level especially intended for an Iranian work place. The research indicates that a using systematic method for calculating costs which also provides risk evaluation can help managers to plan correctly the investment in health and safety measures. Using this method is that not only is it comprehensive, easy and practical and could be applied in practice by a manager within a short period of time but it also shows the importance of accident costs as well as calculates the real cost of an accident and illnesses.

Keywords: ost calculating model, Economics of health and Safety.

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Authors: Munther I. Kandah, Fahmi A. Abu Al-Rub, Lucy Bawarish, Mira Bawarish, Hiba Al-Tamimi, Reem Khalil, Raja'a Sa, ada

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In this project cadmium ions were adsorbed from aqueous solutions onto either date pits; a cheap agricultural and nontoxic material, or chemically activated carbon prepared from date pits using phosphoric acid. A series of experiments were conducted in a batch adsorption technique to assess the feasibility of using the prepared adsorbents. The effects of the process variables such as initial cadmium ions concentration, contact time, solution pH and adsorbent dose on the adsorption capacity of both adsorbents were studied. The experimental data were tested using different isotherm models such as Langmuir, Freundlich, Tempkin and Dubinin- Radushkevich. The results showed that although the equilibrium data could be described by all models used, Langmuir model gave slightly better results when using activated carbon while Freundlich model, gave better results with date pits.

Keywords: Adsorption, Cadmium, Chemical Activation, DatePits.

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Authors: Sylvain Devie, Pierre-Philippe Robet, Yannick Aoustin, Maxime Gautier

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The aim of this paper is to show that the observation of the external effort and the sensor-less control of a system is limited by the mechanical system. First, the model of a one-joint robot with a prismatic joint is presented. Based on this model, two different procedures were performed in order to identify the mechanical parameters of the system and observe the external effort applied on it. Experiments have proven that the accuracy of the force observer, based on the DC motor current, is limited by the mechanics of the robot. The sensor-less control will be limited by the accuracy in estimation of the mechanical parameters and by the maximum static friction force, that is the minimum force which can be observed in this case. The consequence of this limitation is that industrial robots without specific design are not well adapted to perform sensor-less precision tasks. Finally, an efficient control law is presented for high effort applications.

Keywords: Control, Identification, Robot, Co-manipulation, Sensor-less.

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Authors: Karolina Grzeszczuk-Kuć, Jolanta Bujok, Tomasz Walski, Małgorzata Komorowska

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Haemodialysis (HD) is a procedure saving patient lives around the world, unfortunately it brings numerous complications. Oxidative stress is one of the major factors which lead to erythrocytes destruction during extracorporeal circulation. Repeated HD procedures destroy blood elements and the organism is not able to keep up with their production. 30 HD procedures on healthy sheep were performed to evaluate effects of such treatment. Oxidative stress study was performed together with an analysis of basic blood parameters and empirical assessment of dialyzer condition after the procedure. A reversible decline in absolute leukocyte count, during first 30 min of HD, was observed. Blood clots were formed in the area of the blood inlet and outlet of the dialyzer. Our results are consistent with outcomes presented throughout the literature specifically with respect to the effects observed in humans and will provide a basis to evaluate methods for blood protection during haemodialysis.

Keywords: Animal model, blood components, haemodialysis, leukocytes, oxidative stress, sheep.

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Authors: Siliang Wang, Minghui Wang

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This work proposes a novel market-based air traffic flow control model considering competitive airlines in air traffic network. In the flow model, an agent based framework for resources (link/time pair) pricing is described. Resource agent and auctioneer for groups of resources are also introduced to simulate the flow management in Air Traffic Control (ATC). Secondly, the distributed group pricing algorithm is introduced, which efficiently reflect the competitive nature of the airline industry. Resources in the system are grouped according to the degree of interaction, and each auctioneer adjust s the price of one group of resources respectively until the excess demand of resources becomes zero when the demand and supply of resources of the system changes. Numerical simulation results show the feasibility of solving the air traffic flow control problem using market mechanism and pricing algorithms on the air traffic network.

Keywords: Air traffic control, Nonlinear programming, Marketmechanism, Route policy.

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Authors: Paola Lecca, Lorenzo Dematte

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Reactiondiffusion systems are mathematical models that describe how the concentration of one or more substances distributed in space changes under the influence of local chemical reactions in which the substances are converted into each other, and diffusion which causes the substances to spread out in space. The classical representation of a reaction-diffusion system is given by semi-linear parabolic partial differential equations, whose general form is ÔêétX(x, t) = DΔX(x, t), where X(x, t) is the state vector, D is the matrix of the diffusion coefficients and Δ is the Laplace operator. If the solute move in an homogeneous system in thermal equilibrium, the diffusion coefficients are constants that do not depend on the local concentration of solvent and of solutes and on local temperature of the medium. In this paper a new stochastic reaction-diffusion model in which the diffusion coefficients are function of the local concentration, viscosity and frictional forces of solvent and solute is presented. Such a model provides a more realistic description of the molecular kinetics in non-homogenoeus and highly structured media as the intra- and inter-cellular spaces. The movement of a molecule A from a region i to a region j of the space is described as a first order reaction Ai k- → Aj , where the rate constant k depends on the diffusion coefficient. Representing the diffusional motion as a chemical reaction allows to assimilate a reaction-diffusion system to a pure reaction system and to simulate it with Gillespie-inspired stochastic simulation algorithms. The stochastic time evolution of the system is given by the occurrence of diffusion events and chemical reaction events. At each time step an event (reaction or diffusion) is selected from a probability distribution of waiting times determined by the specific speed of reaction and diffusion events. Redi is the software tool, developed to implement the model of reaction-diffusion kinetics and dynamics. It is a free software, that can be downloaded from http://www.cosbi.eu. To demonstrate the validity of the new reaction-diffusion model, the simulation results of the chaperone-assisted protein folding in cytoplasm obtained with Redi are reported. This case study is redrawing the attention of the scientific community due to current interests on protein aggregation as a potential cause for neurodegenerative diseases.

Keywords: Reaction-diffusion systems, Fick's law, stochastic simulation algorithm.

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Authors: Mina Fenercioglu

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This study discusses a Turkish music education model similar to its Venezuelan counterpart El Sistema, in which socialization and human development are the main goals. The Music for Peace (Baris Icin Muzik) model, founded in 2005 by an idealist humanitarian in Istanbul, started as a pilot project with accordion and today makes symphonic music education. The program aims to offer social change through free-of-charge. In such a big city like Istanbul, in a deprived inner city center people have poor economic, social and cultural conditions. In that Edirnekapi district people don’t have opportunities to join the cultural and social life, like music or sports. It is believed that this initiative covered a part of this gap by giving children the opportunities to participate in social and cultural life. In this study it is planned to understand what social changes could music education could make in children’s lives. In the complimentary music lessons children works in groups, which helps them to learn the feelings of solidarity, friendship, communion and sharing. By Music for Peace project children connect with the community, they have the belief to succeed in life because they feel that they are loved by their friends, instructors and families. In short they feel that they are important, thus brings the success in life. Additionally, it is believed that, this program has achieved success. Today approximately 400 children participate in this programs orchestras and choirs. Some of the students get into the conservatories. And the center is not just a place where they get music lessons but also a place where they get socialized. And music education helps children to have strong sense of identity, self-confidence and self-esteem.

Keywords: El Sistema, music education, Music for Peace, socialization.

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Authors: Hasimah Sapiri, Anton Abdulbasah Kamil, Razman Mat Tahar, Hanafi Tumin

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Salary risk and demographic risk have been identified as main risks in analyzing pension expenditure particularly in Defined Benefit pension plan. Therefore, public pension plan in Malaysia is studied to analyze pension expenditure due to salary and demographic risk. Through the literature review and interview session with several officers in public sector, factors affecting pension expenditure are determined. Then, the inter-relationships between these factors are analyzed through causal loop diagram. The System Dynamics model is later developed using iThink software to show how demographic and salary changes affect the pension expenditure. Then, by using actual data, the impact of different policy scenarios on pension expenditure is analyzed. It is shown that dynamics simulation model of pension expenditure is useful to evaluate the impact of changes and policy decisions on risk particularly involving demographic and salary risk.

Keywords: Demographic and Salary risk, Pension Expenditure, Public Policy, System Dynamics.

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Authors: M. Pasbani Khiavi, A. R. M. Gharabaghi, K. Abedi

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The mechanical behavior of porous media is governed by the interaction between its solid skeleton and the fluid existing inside its pores. The interaction occurs through the interface of gains and fluid. The traditional analysis methods of porous media, based on the effective stress and Darcy's law, are unable to account for these interactions. For an accurate analysis, the porous media is represented in a fluid-filled porous solid on the basis of the Biot theory of wave propagation in poroelastic media. In Biot formulation, the equations of motion of the soil mixture are coupled with the global mass balance equations to describe the realistic behavior of porous media. Because of irregular geometry, the domain is generally treated as an assemblage of fmite elements. In this investigation, the numerical formulation for the field equations governing the dynamic response of fluid-saturated porous media is analyzed and employed for the study of transient wave motion. A finite element model is developed and implemented into a computer code called DYNAPM for dynamic analysis of porous media. The weighted residual method with 8-node elements is used for developing of a finite element model and the analysis is carried out in the time domain considering the dynamic excitation and gravity loading. Newmark time integration scheme is developed to solve the time-discretized equations which are an unconditionally stable implicit method Finally, some numerical examples are presented to show the accuracy and capability of developed model for a wide variety of behaviors of porous media.

Keywords: Dynamic analysis, Interaction, Porous media, time domain

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Authors: Tayebeh Saghapour, Sara Moridpour, Russell George Thompson

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One of the common aims of transport policy makers is to switch people’s travel to active transport. For this purpose, a variety of transport goals and investments should be programmed to increase the propensity towards active transport mode choice. This paper aims to investigate whether built environment features in neighbourhoods could enhance the odds of active transportation. The present study introduces an index measuring public transport accessibility (PTAI), and a walkability index along with socioeconomic variables to investigate mode choice behaviour. Using travel behaviour data, an ordered logit regression model is applied to examine the impacts of explanatory variables on walking trips. The findings indicated that high rates of active travel are consistently associated with higher levels of walking and public transport accessibility.

Keywords: Active transport, public transport accessibility, walkability, ordered logit model.

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Authors: Zerarka Hizia, Akchiche Mustapha, Prunier Florent

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The landslide of Ain El Hammam (AEH) is characterized by a complex geology and a high hydrogeology hazard. AEH's perpetual reactivation compels us to look closely at its triggers and to better understand the mechanisms of its evolution in mass and in depth. This study builds a numerical model to simulate the influencing factors such as precipitation, non-saturation, and pore pressure fluctuations, using Plaxis software. For a finer analysis of instabilities, we use Hill's criterion, based on the sign of the second order work, which is the most appropriate material stability criterion for non-associated elastoplastic materials. The results of this type of calculation allow us, in theory, to predict the shape and position of the slip surface(s) which are liable to ground movements of the slope, before reaching the rupture given by the plastic limit of Mohr Coulomb. To validate the numerical model, an analysis of inclinometer measures is performed to confirm the direction of movement and kinematic of the sliding mechanism of AEH’s slope.

Keywords: Landslide, second order work, precipitation, inclinometers.

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Authors: Farshid Fathinia, Mohammad Parsazadeh, Amirhossein Heshmati

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Turbulent forced convection flow in a 2-dimensional channel over periodic grooves is numerically investigated. Finite volume method is used to study the effect of turbulence model. The range of Reynolds number varied from 10000 to 30000 for the ribheight to channel-height ratio (B/H) of 2. The downstream wall is heated by a uniform heat flux while the upstream wall is insulated. The investigation is analyzed with different types of nanoparticles such as SiO2, Al2O3, and ZnO, with water as a base fluid are used. The volume fraction is varied from 1% to 4% and the nanoparticle diameter is utilized between 20nm to 50nm. The results revealed 114% heat transfer enhancement compared to the water in a grooved channel by using SiO2 nanoparticle with volume fraction and nanoparticle diameter of 4% and 20nm respectively.

Keywords: Forced convection, Periodic grooves, Nanofluids, Turbulent model, Heat transfer.

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Authors: Jianjun Yuan, Changjun Jiang

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Pairwise testing, which requires that every combination of valid values of each pair of system factors be covered by at lease one test case, plays an important role in software testing since many faults are caused by unexpected 2-way interactions among system factors. Although meta-heuristic strategies like simulated annealing can generally discover smaller pairwise test suite, they may cost more time to perform search, compared with greedy algorithms. We propose a new method, improved Extremal Optimization (EO) based on the Bak-Sneppen (BS) model of biological evolution, for constructing pairwise test suites and define fitness function according to the requirement of improved EO. Experimental results show that improved EO gives similar size of resulting pairwise test suite and yields an 85% reduction in solution time over SA.

Keywords: Covering Arrays, Extremal Optimization, Simulated Annealing, Software Testing.

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Authors: M. Capocelli, A. Caputo, M. De Falco, D. Mazzei, V. Piemonte

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This paper presents the experimental results and the related modeling of a thermal energy storage (TES) facility, ideated and realized by ENEA and realizing the thermocline with an innovative geometry. Firstly, the thermal energy exchange model of an equivalent shell & tube heat exchanger is described and tested to reproduce the performance of the spiral exchanger installed in the TES. Through the regression of the experimental data, a first-order thermocline model was also validated to provide an analytical function of the thermocline, useful for the performance evaluation and the comparison with other systems and implementation in simulations of integrated systems (e.g. power plants). The experimental data obtained from the plant start-up and the short-cut modeling of the system can be useful for the process analysis, for the scale-up of the thermal storage system and to investigate the feasibility of its implementation in actual case-studies.

Keywords: Thermocline, modelling, heat exchange, spiral, shell, tube.

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Authors: Nazli Ebrahimi, Sharan Kaur Garib Singh, Reza Sigari Tabrizi

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One of the main concerns in the Information Technology field is adoption with new technologies in organizations which may result in increasing the usage paste of these technologies.This study aims to look at the issue of culture-s role in accepting and using new technologies in organizations. The study examines the effect of culture on accepting and intention to use new technology in organizations. Studies show culture is one of the most important barriers in adoption new technologies. The model used for accepting and using new technology is Technology Acceptance Model (TAM), while for culture and dimensions a well-known theory by Hofsted was used. Results of the study show significant effect of culture on intention to use new technologies. All four dimensions of culture were tested to find the strength of relationship with behavioral intention to use new technologies. Findings indicate the important role of culture in the level of intention to use new technologies and different role of each dimension to improve adaptation process. The study suggests that transferring of new technologies efforts are most likely to be successful if the parties are culturally aligned.

Keywords: Human-computer interaction, accepting new technologies, culture, behavioral intention.

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Authors: K. M. Doraiswamy, Lakshminarayana Merugu, B. C. Jinaga

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This paper explains the cause of nonlinearity in floor attenuation hither to left unexplained. The performance degradation occurring in air interface for GSM signals is quantitatively analysed using the concept of Radiating Columns of buildings. The signal levels were measured using Wireless Network Optimising Drive Test Tool (E6474A of Agilent Technologies). The measurements were taken in reflected signal environment under usual fading conditions on actual GSM signals radiated from base stations. A mathematical model is derived from the measurements to predict the GSM signal levels in different floors. It was applied on three buildings and found that the predicted signal levels deviated from the measured levels with in +/- 2 dB for all floors. It is more accurate than the prediction models based on Floor Attenuation Factor. It can be used for planning proper indoor coverage in multi storey buildings.

Keywords: GSM air interface, nonlinear attenuation, multistory building, radiating columns, ground conduction and floor attenuation factor.

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Authors: I. Lucas, N. Schomberg, F-A. Couturier

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Most empirical studies have analyzed how liquidity risks faced by individual institutions turn into systemic risk. Recent banking crisis has highlighted the importance of grasping and controlling the systemic risk, and the acceptance by Central Banks to ease their monetary policies for saving default or illiquid banks. This last point shows that banks would pay less attention to liquidity risk which, in turn, can become a new important channel of loss. The financial regulation focuses on the most important and “systemic” banks in the global network. However, to quantify the expected loss associated with liquidity risk, it is worth to analyze sensitivity to this channel for the various elements of the global bank network. A small bank is not considered as potentially systemic; however the interaction of small banks all together can become a systemic element. This paper analyzes the impact of medium and small banks interaction on a set of banks which is considered as the core of the network. The proposed method uses the structure of agent-based model in a two-class environment. In first class, the data from actual balance sheets of 22 large and systemic banks (such as BNP Paribas or Barclays) are collected. In second one, to model a network as closely as possible to actual interbank market, 578 fictitious banks smaller than the ones belonging to first class have been split into two groups of small and medium ones. All banks are active on the European interbank network and have deposit and market activity. A simulation of 12 three month periods representing a midterm time interval three years is projected. In each period, there is a set of behavioral descriptions: repayment of matured loans, liquidation of deposits, income from securities, collection of new deposits, new demands of credit, and securities sale. The last two actions are part of refunding process developed in this paper. To strengthen reliability of proposed model, random parameters dynamics are managed with stochastic equations as rates the variations of which are generated by Vasicek model. The Central Bank is considered as the lender of last resort which allows banks to borrow at REPO rate and some ejection conditions of banks from the system are introduced.

Liquidity crunch due to exogenous crisis is simulated in the first class and the loss impact on other bank classes is analyzed though aggregate values representing the aggregate of loans and/or the aggregate of borrowing between classes. It is mainly shown that the three groups of European interbank network do not have the same response, and that intermediate banks are the most sensitive to liquidity risk.

Keywords: Systemic Risk, Financial Contagion, Liquidity Risk, Interbank Market, Network Model.

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Authors: Lu Zhang, Chunping Li, Jun Liu, Hui Wang

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Text similarity measurement is a fundamental issue in many textual applications such as document clustering, classification, summarization and question answering. However, prevailing approaches based on Vector Space Model (VSM) more or less suffer from the limitation of Bag of Words (BOW), which ignores the semantic relationship among words. Enriching document representation with background knowledge from Wikipedia is proven to be an effective way to solve this problem, but most existing methods still cannot avoid similar flaws of BOW in a new vector space. In this paper, we propose a novel text similarity measurement which goes beyond VSM and can find semantic affinity between documents. Specifically, it is a unified graph model that exploits Wikipedia as background knowledge and synthesizes both document representation and similarity computation. The experimental results on two different datasets show that our approach significantly improves VSM-based methods in both text clustering and classification.

Keywords: Text classification, Text clustering, Text similarity, Wikipedia

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Authors: Aparajita Goswami, Mihir K Purkait

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In the present study Schwertmannite (an iron oxide hydroxide) is selected as an adsorbent for defluoridation of water. The adsorbent was prepared by wet chemical process and was characterized by SEM, XRD and BET. The fluoride adsorption efficiency of the prepared adsorbent was determined with respect to contact time, initial fluoride concentration, adsorbent dose and pH of the solution. The batch adsorption data revealed that the fluoride adsorption efficiency was highly influenced by the studied factors. Equilibrium was attained within one hour of contact time indicating fast kinetics and the adsorption data followed pseudo second order kinetic model. Equilibrium isotherm data fitted to both Langmuir and Freundlich isotherm models for a concentration range of 5-30 mg/L. The adsorption system followed Langmuir isotherm model with maximum adsorption capacity of 11.3 mg/g. The high adsorption capacity of Schwertmannite points towards the potential of this adsorbent for fluoride removal from aqueous medium.

Keywords: Adsorption, fluoride, isotherm study, kinetics, schwertmannite.

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Authors: Ayudhia P. Gusti, Semin

Abstract:

It is known that total operating cost of a vessel is dominated by the cost of fuel consumption. How to reduce the fuel cost of ship so that the operational costs of fuel can be minimized is the question that arises. As the basis of these kinds of problem, sailing speed determination is an important factor to be considered by a shipping company. Optimal speed determination will give a significant influence on the route and berth schedule of ships, which also affect vessel operating costs. The purpose of this paper is to clarify some important issues about ship speed optimization. Sailing speed, displacement, sailing time, and specific fuel consumption were obtained from shipping log data to be further analyzed for modeling the speed optimization. The presented speed optimization model is expected to affect the fuel consumption and to reduce the cost of fuel consumption.

Keywords: Maritime transportation, reducing fuel, shipping log data, speed optimization.

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Authors: A.K. Tangirala, S. Babji

Abstract:

In the last few years, three multivariate spectral analysis techniques namely, Principal Component Analysis (PCA), Independent Component Analysis (ICA) and Non-negative Matrix Factorization (NMF) have emerged as effective tools for oscillation detection and isolation. While the first method is used in determining the number of oscillatory sources, the latter two methods are used to identify source signatures by formulating the detection problem as a source identification problem in the spectral domain. In this paper, we present a critical drawback of the underlying linear (mixing) model which strongly limits the ability of the associated source separation methods to determine the number of sources and/or identify the physical source signatures. It is shown that the assumed mixing model is only valid if each unit of the process gives equal weighting (all-pass filter) to all oscillatory components in its inputs. This is in contrast to the fact that each unit, in general, acts as a filter with non-uniform frequency response. Thus, the model can only facilitate correct identification of a source with a single frequency component, which is again unrealistic. To overcome this deficiency, an iterative post-processing algorithm that correctly identifies the physical source(s) is developed. An additional issue with the existing methods is that they lack a procedure to pre-screen non-oscillatory/noisy measurements which obscure the identification of oscillatory sources. In this regard, a pre-screening procedure is prescribed based on the notion of sparseness index to eliminate the noisy and non-oscillatory measurements from the data set used for analysis.

Keywords: non-negative matrix factorization, PCA, source separation, plant-wide diagnosis

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