Search results for: Health Condition Modeling Tool

Authors: V. Lendel, M. Varmus

Abstract:

The aim of the paper is based on detailed analysis of literary sources and carried out research to develop a model development and implementation of innovation strategy in the business. The paper brings the main results of the authors conducted research on a sample of 462 respondents that shows the current situation in the Slovak enterprises in the use of innovation strategy. Carried out research and analysis provided the base for a model development and implementation of innovation strategy in the business, which is in the paper in detail, step by step explained with emphasis on the implementation process. Implementing the innovation strategy is described a separate model. Paper contains recommendations for successful implementation of innovation strategy in the business. These recommendations should serve mainly business managers as valuable tool in implementing the innovation strategy.

Keywords: innovation, innovation strategy, innovative management, innovative potential

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Authors: M. Najafi, F. Rahimi Dehgolan

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In this paper, the dynamic modeling of a single-link flexible beam with a tip mass is given by using Hamilton's principle. The link has been rotational and translational motion and it was assumed that the beam is moving with a harmonic velocity about a constant mean velocity. Non-linearity has been introduced by including the non-linear strain to the analysis. Dynamic model is obtained by Euler-Bernoulli beam assumption and modal expansion method. Also, the effects of rotary inertia, axial force, and associated boundary conditions of the dynamic model were analyzed. Since the complex boundary value problem cannot be solved analytically, the multiple scale method is utilized to obtain an approximate solution. Finally, the effects of several conditions on the differences among the behavior of the non-linear term, mean velocity on natural frequencies and the system stability are discussed.

Keywords: Non-linear vibration, stability, axially moving beam, bifurcation, multiple scales method.

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Authors: Nabli L., Dhouibi H., Collart Dutilleul S., Craye E.

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The indistinctness of the manufacturing processes makes that a parts cannot be realized in an absolutely exact way towards the specifications on the dimensions. It is thus necessary to assume that the effectively realized product has to belong in a very strict way to compatible intervals with a correct functioning of the parts. In this paper we present an approach based on mixing tow different characteristics theories, the fuzzy system and Petri net system. This tool has been proposed to model and control the quality in an assembly system. A robust command of a mechanical assembly process is presented as an application. This command will then have to maintain the specifications interval of parts in front of the variations. It also illustrates how the technique reacts when the product quality is high, medium, or low.

Keywords: Petri nets, production rate, performance evaluation, tolerant system, fuzzy sets.

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Authors: Miljan B. Petrović, Dušan B. Petrović, Goran S. Nikolić

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This paper describes a method for AWGN (Additive White Gaussian Noise) variance estimation in noisy stochastic signals, referred to as Multiplicative-Noising Variance Estimation (MNVE). The aim was to develop an estimation algorithm with minimal number of assumptions on the original signal structure. The provided MATLAB simulation and results analysis of the method applied on speech signals showed more accuracy than standardized AR (autoregressive) modeling noise estimation technique. In addition, great performance was observed on very low signal-to-noise ratios, which in general represents the worst case scenario for signal denoising methods. High execution time appears to be the only disadvantage of MNVE. After close examination of all the observed features of the proposed algorithm, it was concluded it is worth of exploring and that with some further adjustments and improvements can be enviably powerful.

Keywords: Noise, signal-to-noise ratio, stochastic signals, variance estimation.

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Authors: Quoc Khanh Dang, Thomas Bourdeaud’huy, Khaled Mesghouni, Armand Toguy´eni

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This paper studies a train routing and scheduling problem for busy railway stations. Our objective is to allow trains to be routed in dense areas that are reaching saturation. Unlike traditional methods that allocate all resources to setup a route for a train and until the route is freed, our work focuses on the use of resources as trains progress through the railway node. This technique allows a larger number of trains to be routed simultaneously in a railway node and thus reduces their current saturation. To deal with this problem, this study proposes an abstract model and a mixed-integer linear programming formulation to solve it. The applicability of our method is illustrated on a didactic example.

Keywords: Busy railway stations, mixed-integer linear programming, offline railway station management, train platforming, train routing, train scheduling.

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Authors: Shrawan Kumar, D. K. Lobiyal

Abstract:

In this paper, we propose improved versions of DVHop algorithm as QDV-Hop algorithm and UDV-Hop algorithm for better localization without the need for additional range measurement hardware. The proposed algorithm focuses on third step of DV-Hop, first error terms from estimated distances between unknown node and anchor nodes is separated and then minimized. In the QDV-Hop algorithm, quadratic programming is used to minimize the error to obtain better localization. However, quadratic programming requires a special optimization tool box that increases computational complexity. On the other hand, UDV-Hop algorithm achieves localization accuracy similar to that of QDV-Hop by solving unconstrained optimization problem that results in solving a system of linear equations without much increase in computational complexity. Simulation results show that the performance of our proposed schemes (QDV-Hop and UDV-Hop) is superior to DV-Hop and DV-Hop based algorithms in all considered scenarios.

Keywords: Wireless sensor networks, Error term, DV-Hop algorithm, Localization.

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Authors: V. Vassiliou, M. Menicou, M. Charalambides, J. DeCew, I. Tsukrov

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Cyprus- offshore aquaculture industry has promising prospects taking into account that Cyprus is an island. Its production trend is increasing overtaking bigger countries such Greece and Italy. However, current mooring systems seem to be under-performing acting as obstacles for its future development. Furthermore, shallow coastal waters scarcity due to competing industries dictates future development to come by moving further from shore exposing fish farms and subsequently mooring systems to harsher environmental loadings. It is, therefore, of paramount importance to design mooring systems based on engineering and scientific principles and leave behind the present “trial and error" methods. This paper presents the current state of Cyprus- offshore aquaculture industry and focuses of its mooring designs by proposing a new methodology for designing more reliable systems, hence ensuring its future.

Keywords: Environmental loadings, mooring systems design, numerical modeling, offshore aquaculture

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Authors: Fangfang Chen, Chunlu Wang, Zhihong Tian, Shuyuan Jin, Tianle Zhang

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Attack graph is an integral part of modeling the overview of network security. System administrators use attack graphs to determine how vulnerable their systems are and to determine what security measures to deploy to defend their systems. Previous methods on AGG(attack graphs generation) are aiming at the whole network, which makes the process of AGG complex and non-scalable. In this paper, we propose a new approach which is simple and scalable to AGG by decomposing the whole network into atomic domains. Each atomic domain represents a host with a specific privilege. Then the process for AGG is achieved by communications among all the atomic domains. Our approach simplifies the process of design for the whole network, and can gives the attack graphs including each attack path for each host, and when the network changes we just carry on the operations of corresponding atomic domains which makes the process of AGG scalable.

Keywords: atomic domain, vulnerability, attack graphs, generation, computer security

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Authors: A. Soualem

Abstract:

A lot of research made during these last 15 years showed that the quantification of the springback has a significant role in the industry of sheet metal forming. These studies were made with the objective of finding techniques and methods to minimize or completely avoid this permanent physical variation. Moreover, the use of steel and aluminum alloys in the car industry and aviation poses every day the problem of the springback. The determination in advance of the quantity of the springback allows consequently the design and manufacture of the tool. The aim of this paper is to study experimentally the influence of the blank holder force BHF and the radius of curvature of the die on the springback and their influence on the strain in various zone of specimen. The original of our purpose consist on tests which are ensured by adapting a U-type stretching-bending device on a tensile testing machine, where we studied and quantified the variation of the springback according to displacement.

Keywords: Blank holder force, Deep-Drawing, Die radius, Forming, Springback.

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Authors: A. Pashayev, D. Askerov, R. Sadiqov, A. Samedov, C. Ardil

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In contrast to existing methods which do not take into account multiconnectivity in a broad sense of this term, we develop mathematical models and highly effective combination (BIEM and FDM) numerical methods of calculation of stationary and quasi-stationary temperature field of a profile part of a blade with convective cooling (from the point of view of realization on PC). The theoretical substantiation of these methods is proved by appropriate theorems. For it, converging quadrature processes have been developed and the estimations of errors in the terms of A.Ziqmound continuity modules have been received. For visualization of profiles are used: the method of the least squares with automatic conjecture, device spline, smooth replenishment and neural nets. Boundary conditions of heat exchange are determined from the solution of the corresponding integral equations and empirical relationships. The reliability of designed methods is proved by calculation and experimental investigations heat and hydraulic characteristics of the gas turbine first stage nozzle blade.

Keywords: Gas turbine, cooled blade, nozzle blade, temperature field.

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Authors: Hyun-Kyu Kang

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The Korean Government has applied the preliminary feasibility study to new government R&D program plans as a part of an evaluation system for R&D programs. The preliminary feasibility study for the R&D program is composed of 3 major criteria such as technological, policy and economic analysis. The program logic model approach is used as a part of the technological analysis in the preliminary feasibility study. We has developed and improved the R&D program logic model. The logic model is a very useful tool for evaluating R&D program plans. Using a logic model, we can generally identify important factors of the R&D program plan, analyze its logic flow and find the disconnection or jump in the logic flow among components of the logic model.

Keywords: Preliminary feasibility study, R&D program logic model, technological analysis.

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Authors: Osuagwu Justine Ugochukwu, Sazali Abd Wahab, Sunday Sunday Akpan

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Investigating the effects of transformational and transactional leadership styles on the performance of healthcare employees at the University Teaching Hospital (UNTH) in Enugu, Nigeria, was the goal of the research. The respondents were asked to fill out a structured questionnaire. The respondents were chosen using a straightforward random sampling technique and consisted of 370 health workers at the hospital. The result of the analysis revealed that transactional and transformational leadership style has a positive while ambidextrous leadership has a negative effect on healthcare workers' performance in UNTH, Enugu. Therefore, the management of public hospitals that have the capacity to change their top management approach to leadership styles will gain substantial support from their employees’ thereby increasing organizational commitment and performance among health workers. This will have remarkable social implications, one of which is a change in the work culture and attitude of medical personnel from the seemingly anti-community of patients to friendly engagement and treatment of patients leading to a harmonious coexistence among these individuals in society. Investigating ambidextrous leadership and the use of nonparametric analysis is unique and has brought knowledge to leadership literature.

Keywords: Workers’ performance, transformational leadership, transactional leadership, governance quality, ambidextrous leadership.

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Authors: M. Javad Pourvaghar, A. Reza Shahsavar

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The alterations in pancreas gland secretion hormones following an aerobic and exhausting exercise was the purpose of this study. Sixteen healthy men participated in the study. The blood samples of these participants were taken in four stages under fasting condition. The first sample was taken before Bruce exhausting and aerobic test, the second sample was taken after Bruce exercise and the third and forth stages samples were taken 24 and 48 hours after the exercises respectively. The final results indicated that a strenuous aerobic exercise can have a significant effect on glucagon and insulin concentration of blood serum. The increase in blood serum insulin was higher after 24 and 48 hours. It seems that an intensive exercise has little effect on changes in glucagon concentration of blood serum. Also, disorder in secretion in glucagon and insulin concentration of serum disturbs athletes- exercise.

Keywords: Intensive Exercise, Bruce Protocol, Glucagon, Insulin

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Authors: Reza Sedaghati, Mojtaba Hakimzadeh, Abdolmohamad Davodi, Navid Javidtash

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The advent of Flexible AC Transmission Systems (FACTS) is giving rise to a new family of power electronic equipment emerging for controlling and optimizing the performance of power system, e.g. STATCOM. Static synchronous Compensator (STATCOM) is a commonly used FACTS device and has been successfully applied in power systems. In this sense, superconducting magnetic energy storage (SMES) in integration with a static synchronous compensator (STATCOM) is capable of supplying power systems with both active and reactive powers simultaneously and very rapidly, and thus is able to enhance the security dramatically. In this paper the structure and characteristics of the STATCOM/SMES is proposed. In addition, using a proper control scheme, STATCOM/ SMES is tested on an IEEE 3-bus system and more effective performance of the presented STATCOM/SMES compensator is evaluated with alone STATCOM through the dynamic simulation by using PSCAD/EMTDC software.

Keywords: STATCOM/SMES, Oscillation Damping, Control, Power System.

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Authors: Denis Trcek

Abstract:

Trust is essential for further and wider acceptance of contemporary e-services. It was first addressed almost thirty years ago in Trusted Computer System Evaluation Criteria standard by the US DoD. But this and other proposed approaches of that period were actually solving security. Roughly some ten years ago, methodologies followed that addressed trust phenomenon at its core, and they were based on Bayesian statistics and its derivatives, while some approaches were based on game theory. However, trust is a manifestation of judgment and reasoning processes. It has to be dealt with in accordance with this fact and adequately supported in cyber environment. On the basis of the results in the field of psychology and our own findings, a methodology called qualitative algebra has been developed, which deals with so far overlooked elements of trust phenomenon. It complements existing methodologies and provides a basis for a practical technical solution that supports management of trust in contemporary computing environments. Such solution is also presented at the end of this paper.

Keywords: internet security, trust management, multi-agent systems, reasoning and judgment, modeling and simulation, qualitativealgebra

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Authors: R.Goudarzizadeh, N.Hedayat, S.H.Mousavi Jahromi

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Channel junctions can be analyzed in two ways of division (lateral intake) and combined flows (confluence). The present paper investigates 3D flow pattern at lateral intake using Navier-Stokes equation and κ -ε (RNG) turbulent model. The equations are solved by Finite-Volume Method (FVM) and results are compared with the experimental data of (Barkdoll, B.D., 1997) to test the validity of the findings. Comparison of the results with the experimental data indicated a close proximity between the two sets of data which suggest a very close simulation. Results further indicated an inverse relation between the effects of discharge ratio ( r Q ) on the length and width of the separation zone. In other words, as the discharge ration increases, the length and width of separation zone decreases.

Keywords: 900 junction, flow division, turbulent flow, numerical modeling, flow separation zone.

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Authors: H. Golchoobian, S. Saedodin, M. H. Taheri, A. Sarafraz

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In this paper, natural convection in an attic is numerically investigated. The geometry of the problem is considered to be a triangular enclosure. ANSYS Fluent software is used for modeling and numerical solution. This study is for steady state. Four right-angled triangles with height to base ratios of 2, 1, 0.5 and 0.25 are considered. The behavior of various parameters related to its performance, including temperature distribution and velocity vectors are evaluated, and graphs for the Nusselt number have been drawn. Also, in this study, the effect of geometric shape of enclosure with different height-to-base ratios has been evaluated for three types of boundary conditions of winter, summer day and one another state. It can be concluded that as the bottom side temperature and ratio of base to height of the enclosure increases, the convective effects become more prominent and circulation happened.

Keywords: Enclosure, natural convection, numerical solution, Nusselt number, triangular.

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Authors: Nguyen Thi Thanh Truc, Chi-Hyeon Lee, Byeong-Kyu Lee, Srinivasa Reddy Mallampati

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This study evaluated to facilitate separation of ABS plastics from other waste plastics by froth flotation after surface hydrophilization of ABS with heat treatment. The mild heat treatment at 100oC for 60s could selectively increase the hydrophilicity of the ABS plastics surface (i.e., ABS contact angle decreased from 79o to 65.8o) among other plastics mixture. The SEM and XPS results of plastic samples sufficiently supported the increase in hydrophilic functional groups and decrease contact angle on ABS surface, after heat treatment. As a result of the froth flotation (at mixing speed 150 rpm and airflow rate 0.3 L/min) after heat treatment, about 85% of ABS was selectively separated from other heavy plastics with 100% of purity. The effect of optimum treatment condition and detailed mechanism onto separation efficiency in the froth floatation was also investigated. This research is successful in giving a simple, effective, and inexpensive method for ABS separation from waste plastics.

Keywords: ABS, hydrophilic, heat treatment, froth flotation, contact angle.

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Authors: Jer Hayes, Stephen Beirne, Breda M. Kiernan, Conor Slater, King-Tong Lau, Dermot Diamond

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This paper describes studies carried out to investigate the viability of using wireless cameras as a tool in monitoring changes in air quality. A camera is used to monitor the change in colour of a chemically responsive polymer within view of the camera as it is exposed to varying chemical species concentration levels. The camera captures this image and the colour change is analyzed by averaging the RGB values present. This novel chemical sensing approach is compared with an established chemical sensing method using the same chemically responsive polymer coated onto LEDs. In this way, the concentration levels of acetic acid in the air can be tracked using both approaches. These approaches to chemical plume tracking have many applications for air quality monitoring.

Keywords: Environmental sensing, chemical sensors, wirelesssensor networks.

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Authors: Kritphon Phanruttanachai, Winai Jaikla

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This article presents a current-mode quadrature oscillator using differential different current conveyor (DDCC) and voltage differencing transconductance amplifier (VDTA) as active elements. The proposed circuit is realized fro m a non-inverting lossless integrator and an inverting second order low-pass filter. The oscillation condition and oscillation frequency can be electronically/orthogonally controlled via input bias currents. The circuit description is very simple, consisting of merely 1 DDCC, 1 VDTA, 1 grounded resistor and 3 grounded capacitors. Using only grounded elements, the proposed circuit is then suitable for IC architecture. The proposed oscillator has high output impedance which is easy to cascade or dive the external load without the buffer devices. The PSPICE simulation results are depicted, and the given results agree well with the theoretical anticipation. The power consumption is approximately 1.76mW at ±1.25V supply voltages.

Keywords: Current-mode, oscillator, integrated circuit, DDCC, VDTA

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Authors: Redha Elhuni, M. Munir Ahmad

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The main purpose of this research is to construct a generic model for successful implementation of Total Quality Management (TQM) in Oil sector, and to find out the effects of this model on the organizational sustainability development (OSD) performance of Libyan oil and gas companies using the structured equation modeling (SEM) approach. The research approach covers both quantitative and qualitative methods. A questionnaire was developed in order to identify the quality factors that are seen by Libyan oil and gas companies to be critical to the success of TQM implementation. Hypotheses were developed to evaluate the impact of TQM implementation on O SD. Data analysis reveals that there is a significant positive effect of the TQM implementation on OSD. 24 quality factors are found to be critical and absolutely essential for successful TQM implementation. The results generated a structure of the TQMSD implementation framework based on the four major road map constructs (Top management commitment, employee involvement and participation, customer-driven processes, and continuous improvement culture).

Keywords: TQM, CQFs, Oil & Gas, OSD, Libya.

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Authors: S. Avdakovic, A. Lukac, A. Nuhanovic, M. Music

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Renewable energy systems are becoming a topic of great interest and investment in the world. In recent years wind power generation has experienced a very fast development in the whole world. For planning and successful implementations of good wind power plant projects, wind potential measurements are required. In these projects, of great importance is the effective choice of the micro location for wind potential measurements, installation of the measurement station with the appropriate measuring equipment, its maintenance and analysis of the gained data on wind potential characteristics. In this paper, a wavelet transform has been applied to analyze the wind speed data in the context of insight in the characteristics of the wind and the selection of suitable locations that could be the subject of a wind farm construction. This approach shows that it can be a useful tool in investigation of wind potential.

Keywords: Wind potential, Wind speed data, Wavelettransform.

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Authors: Hussam Elias, Ninovic Perez, Holger Hirsch

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The completion of the EMC regulations worldwide is growing steadily as the usage of electronics in our daily lives is increasing more than ever. In this paper, we present a method to perform the final phase of Electromagnetic Compatibility (EMC) measurement and to reduce the required test time according to the norm EN 55032 by using a developed tool and the Conventional Neural Network (CNN). The neural network was trained using real EMC measurements which were performed in the Semi Anechoic Chamber (SAC) by CETECOM GmbH in Essen Germany. To implement our proposed method, we wrote software to perform the radiated electromagnetic interference (EMI) measurements and use the CNN to predict and determine the position of the turntable that meet the maximum radiation value.

Keywords: Conventional neural network, electromagnetic compatibility measurement, mean absolute error, position error.

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Authors: S. Tangjitsitcharoen

Abstract:

The chatter is one of the major limitations of the productivity in the ball end milling process. It affects the surface roughness, the dimensional accuracy and the tool life. The aim of this research is to propose the new system to detect the chatter during the ball end milling process by using the wavelet transform. The proposed method is implemented on the 5-axis CNC machining center and the new three parameters are introduced from three dynamic cutting forces, which are calculated by taking the ratio of the average variances of dynamic cutting forces to the absolute variances of themselves. It had been proved that the chatter can be easier to detect during the in-process cutting by using the new parameters which are proposed in this research. The experimentally obtained results showed that the wavelet transform can provide the reliable results to detect the chatter under various cutting conditions.

Keywords: Ball end milling, wavelet transform, fast fourier transform, chatter.

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Authors: A. Kowcika, E. Umamaheswari, T.V. Geetha

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In this paper we focus on event extraction from Tamil news article. This system utilizes a scoring scheme for extracting and grouping event-specific sentences. Using this scoring scheme eventspecific clustering is performed for multiple documents. Events are extracted from each document using a scoring scheme based on feature score and condition score. Similarly event specific sentences are clustered from multiple documents using this scoring scheme. The proposed system builds the Event Template based on user specified query. The templates are filled with event specific details like person, location and timeline extracted from the formed clusters. The proposed system applies these methodologies for Tamil news articles that have been enconverted into UNL graphs using a Tamil to UNL-enconverter. The main intention of this work is to generate an event based template.

Keywords: Event Extraction, Score based Clustering, Segmentation, Template Generation.

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Authors: P. Georgieva, S. Feyo de Azevedo

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This paper is focused on issues of process modeling and two model based control strategies of a fed-batch sugar crystallization process applying the concept of artificial neural networks (ANNs). The control objective is to force the operation into following optimal supersaturation trajectory. It is achieved by manipulating the feed flow rate of sugar liquor/syrup, considered as the control input. The control task is rather challenging due to the strong nonlinearity of the process dynamics and variations in the crystallization kinetics. Two control alternatives are considered – model predictive control (MPC) and feedback linearizing control (FLC). Adequate ANN process models are first built as part of the controller structures. MPC algorithm outperforms the FLC approach with respect to satisfactory reference tracking and smooth control action. However, the MPC is computationally much more involved since it requires an online numerical optimization, while for the FLC an analytical control solution was determined.

Keywords: artificial neural networks, nonlinear model control, process identification, crystallization process

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Authors: Amin Abedi, Naser Vosoughi, Mohammad Bagher Ghofrani

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Double heterogeneity of randomly located pebbles in the core and Coated Fuel Particles (CFPs) in the pebbles are specific features in pebble bed reactors and usually, because of difficulty to model with MCNP code capabilities, are neglected. In this study, characteristics of HTR-10, Tsinghua University research reactor, are used and not only double heterogeneous but also truncated CFPs and Pebbles are considered.Firstly, 8335 CFPs are distributed randomly in a pebble and then the core of reactor is filled with those pebbles and graphite pebbles as moderator such that 57:43 ratio of fuel and moderator pebbles is established.Finally, four different core configurations are modeled. They are Simple Cubic (SC) structure with truncated pebbles,SC structure without truncated pebble, and Simple Hexagonal(SH) structure without truncated pebbles and SH structure with truncated pebbles. Results like effective multiplication factor (Keff), critical height,etc. are compared with available data.

Keywords: Double Heterogeneity, HTR-10, MCNP, Pebble Bed Reactor, Stochastic Geometry.

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Authors: Yulia Irnidayanti, Win Darmanto, Agus Abadi

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research goal was to determine the expression levels cDNA of brain embrio at gestation days 10 (GD-10). The Electroforesis DNA results showed that GAPDH, Fibronectin1, Ncam1, Tenascin, Vimentin, Neurofilament heavy, Neurofilament medium and Neurofilament low were 447 bp, 462 bp, 293 bp. 416 bp, 327 bp, 301 bp, 398 bp and 289 bp. Result of real-time RT-PCR on brain Embryo at gestation days 10 showed that the expression of copy gen Fibronectin 36 copies, Ncam 21,708 copies; Tenascin 24,505 copies; Vimentin 538,554 copies; Neurofilament heavy 2,419 copies; Neurofilament medium 92,928 copies; Neurofilament low 125,809 copies. Vimentin expressed gene copies is very high compared with other gene copies. This condition are caused by Vimentin, that contribute to proliferate of brain development. The vimentin role to cell proliferation of brain.

Keywords: GAPDH, Fibronectin, Ncam, Tenascin, vimentin, Neurofilamen heavy, Neurofilament medium, Neurofilamen low.

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Authors: Chengli Liu, C. K. M. Lee

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The tradition competitive newsvendor game assumes decision makers are rational. However, there are behavioral biases when people make decisions, such as loss aversion, mental accounting and overconfidence. Overestimation of a subject’s own performance is one type of overconfidence. The objective of this research is to analyze the impact of the overestimated demand in the newsvendor competitive game with two players. This study builds a competitive newsvendor game model where newsvendors have private information of their demands, which is overestimated. At the same time, demands of each newsvendor forecasted by a third party institution are available. This research shows that the overestimation leads to demand steal effect, which reduces the competitor’s order quantity. However, the overall supply of the product increases due to overestimation. This study illustrates the boundary condition for the overestimated newsvendor to have the equilibrium order drop due to the demand steal effect from the other newsvendor. A newsvendor who has higher critical fractile will see its equilibrium order decrease with the drop of estimation level from the other newsvendor.

Keywords: Bias, competitive newsvendor, Nash equilibrium, overestimation.

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Authors: Theodor D. Popescu

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The paper presents a method for multivariate time series forecasting using Independent Component Analysis (ICA), as a preprocessing tool. The idea of this approach is to do the forecasting in the space of independent components (sources), and then to transform back the results to the original time series space. The forecasting can be done separately and with a different method for each component, depending on its time structure. The paper gives also a review of the main algorithms for independent component analysis in the case of instantaneous mixture models, using second and high-order statistics. The method has been applied in simulation to an artificial multivariate time series with five components, generated from three sources and a mixing matrix, randomly generated.

Keywords: Independent Component Analysis, second order statistics, simulation, time series forecasting

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