Search results for: Systems of integro-differential equations
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 5476

Search results for: Systems of integro-differential equations

2356 Pervious Concrete for Road Intersection Drainage

Authors: Ivana Barišić, Ivanka Netinger Grubeša, Ines Barjaktarić

Abstract:

Road performance and traffic safety are highly influenced by improper water drainage system performance, particularly within intersection areas. So, the aim of the presented paper is the evaluation of pervious concrete made with two types and two aggregate fractions for potential utilization in intersection drainage areas. Although the studied pervious concrete mixtures achieved proper drainage but lower strength characteristics, this pervious concrete has a good potential for enhancing pavement drainage systems if it is embedded on limited intersection areas.

Keywords: Pervious concrete, drainage, road, intersection.

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2355 A Support System to Consult Remote another Doctor on Assessment and/or Medical Treatment Plan when a Doctor has a Patient not in His/Her Major

Authors: T. Gotoh, T. Takayama, M. Ishiki, T. Ikeda

Abstract:

Recently, majors of doctors are divided into terribly lots of detailed areas. However, it is actually not a rare case that a doctor has a patient who is not in his/her major. He/She must judge an assessment and make a medical treatment plan for this patient. According to our investigation, conventional approaches such as image diagnosis cooperation are insufficient. This paper proposes an 'Assessment / Medical Treatment Plan Consulting System'. We have implemented a pilot system based on our proposition. Its effectiveness is clarified by an evaluation.

Keywords: Application, computational intelligence and telecommunications, medicine, intelligent systems.

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2354 Non Inmersive Virtual Reality for Improving Teaching Processes

Authors: Galeano R. Katherine, Rincon L. David, Luengas. Lely, Guevara. Juan Carlos

Abstract:

The following paper shows an interactive tool which main purpose is to teach how to play a flute. It consists of three stages the first one is the instruction and teaching process through a software application, the second is the practice part when the user starts to play the flute (hardware specially designed for this application) this flute is capable of capturing how is being played the flute and the final stage is the one in which the data captured are sent to the software and the user is evaluated in order to give him / she a correction or an acceptance

Keywords: acoustoelectric devices, computer applications, learning systems, music, technological innovation, virtual reality

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2353 A New Stabilizing GPC for Nonminimum Phase LTI Systems Using Time Varying Weighting

Authors: Mahdi Yaghobi, Mohammad Haeri

Abstract:

In this paper, we show that the stability can not be achieved with current stabilizing MPC methods for some unstable processes. Hence we present a new method for stabilizing these processes. The main idea is to use a new time varying weighted cost function for traditional GPC. This stabilizes the closed loop system without adding soft or hard constraint in optimization problem. By studying different examples it is shown that using the proposed method, the closed-loop stability of unstable nonminimum phase process is achieved.

Keywords: GPC, Stability, Varying Weighting Coefficients.

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2352 Coexistence of Two Different Types of Intermittency near the Boundary of Phase Synchronization in the Presence of Noise

Authors: Olga I. Moskalenko, Maksim O. Zhuravlev, Alexey A. Koronovskii, Alexander E. Hramov

Abstract:

Intermittent behavior near the boundary of phase synchronization in the presence of noise is studied. In certain range of the coupling parameter and noise intensity the intermittency of eyelet and ring intermittencies is shown to take place. Main results are illustrated using the example of two unidirectional coupled Rössler systems. Similar behavior is shown to take place in two hydrodynamical models of Pierce diode coupled unidirectional.

Keywords: Chaotic oscillators, phase synchronization, noise, intermittency of intermittencies, control.

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2351 The Relationship between Anthropometric Obesity Indices and Insulin in Children with Metabolic Syndrome

Authors: Mustafa M. Donma, Orkide Donma

Abstract:

The number of indices developed for the evaluation of obesity and metabolic syndrome (MetS) both in adults and pediatric population is ever increasing. These indices can be weight-dependent or weight–independent. Some are extremely sophisticated equations and their clinical utility is questionable in routine clinical practice. The aim of this study was to compare presently available obesity indices and find the most practical one. Their associations with MetS components were also investigated to determine their capacities in differential diagnosis of morbid obesity with and without MetS. Children with normal body mass index (N-BMI) and morbid obesity were recruited for this study. Three groups were constituted. Age- and sex-dependent BMI percentiles for morbid obese (MO) children were above 99 according to World Health Organization tables. Of them, those with MetS findings were evaluated as MetS group. Children, whose values were between 85 and 15, were included in N-BMI group. The study protocol was approved by the Ethics Committee of Tekirdag Namik Kemal University, Faculty of Medicine. Parents filled out informed consent forms to participate in the study. Anthropometric measurements and blood pressure values were recorded. BMI, hip index (HI), conicity index (CI), triponderal mass index (TPMI), body adiposity index (BAI), body shape index (BSI), body roundness index (BRI), abdominal volume index (AVI), waist-to-hip ratio (WHR) and [waist circumference (WC) + hip circumference (HC)]/2 were the formulas examined in this study. Routine biochemical tests including fasting blood glucose (FBG), insulin (INS), blood lipids were performed. Statistical program SPSS was used for the evaluation of study data; p < 0.05 was accepted as the statistical significance degree. HI did not differ among the groups. A statistically significant difference was noted between N-BMI and MetS groups in terms of ABSI. All the other indices were capable of making discrimination between N-BMI-MO, N-BMI- MetS and MO-MetS groups. No correlation was found between FBG and any obesity indices in any groups. The same was true for INS in N-BMI group. Insulin was correlated with BAI, TPMI, CI, BRI, AVI and (WC+HC)/2 in MO group without MetS findings. In the MetS group, the only index, which was correlated with INS, was (WC+HC)/2. These findings have pointed out that complicated formulas may not be required for the evaluation of the alterations among N-BMI and various obesity groups including MetS. The simple easily computable weight-independent index, (WC+HC)/2, was unique, because it was the only index, which exhibits a valuable association with INS in MetS group. It did not exhibit any correlation with other obesity indices showing associations with INS in MO group. It was concluded that (WC+HC)/2 was pretty valuable practicable index for the discrimination of MO children with and without MetS findings.

Keywords: Fasting blood glucose, insulin, metabolic syndrome, obesity indices.

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2350 Order Reduction using Modified Pole Clustering and Pade Approximations

Authors: C.B. Vishwakarma

Abstract:

The authors present a mixed method for reducing the order of the large-scale dynamic systems. In this method, the denominator polynomial of the reduced order model is obtained by using the modified pole clustering technique while the coefficients of the numerator are obtained by Pade approximations. This method is conceptually simple and always generates stable reduced models if the original high-order system is stable. The proposed method is illustrated with the help of the numerical examples taken from the literature.

Keywords: Modified pole clustering, order reduction, padeapproximation, stability, transfer function.

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2349 Selection of Material for Gear Used in Fuel Pump Using Graph Theory and Matrix Approach

Authors: Sahil, Rajeev Saha, Sanjeev Kumar

Abstract:

Material selection is one of the key issues for the production of reliable and quality products in industries. A number of materials are available for a single product due to which material selection become a difficult task. The aim of this paper is to select appropriate material for gear used in fuel pump by using Graph Theory and Matrix Approach (GTMA). GTMA is a logical and systematic approach that can be used to model and analyze various engineering systems. In present work, four alternative material and their seven attributes are used to identify the best material for given product.

Keywords: Material, GTMA, MADM, digraph, decision making.

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2348 The Performance Analysis of CSS-based Communication Systems in the Jamming Environment

Authors: Youngpo Lee, Sanghun Kim, Youngyoon Lee, Seokho Yoon

Abstract:

Due to its capability to resist jamming signals, chirp spread spectrum (CSS) technique has attracted much attention in the area of wireless communications. However, there has been little rigorous analysis for the performance of the CSS communication system in jamming environments. In this paper, we present analytic results on the performance of a CSS system by deriving symbol error rate (SER) expressions for a CSS M-ary phase shift keying (MPSK) system in the presence of broadband and tone jamming signals, respectively. The numerical results show that the empirical SER closely agrees with the analytic result.

Keywords: CSS, DM, jamming, broadband jamming, tone jamming.

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2347 IT System in the Food Supply Chain Safety: Application in SMEs Sector

Authors: Mohsen Shirani, Micaela Demichela

Abstract:

Food supply chain is one of the most complex supply chain networks due to its perishable nature and customer oriented products, and food safety is the major concern for this industry. IT system could help to minimize the production and consumption of unsafe food by controlling and monitoring the entire system. However, there have been many issues in adoption of IT system in this industry specifically within SMEs sector. With this regard, this study presents a novel approach to use IT and tractability systems in the food supply chain, using application of RFID and central database.

Keywords: Food Supply Chain, IT System, Food Safety, SME.

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2346 Requirements and Design of RFID based EManufacturing System

Authors: Gamal Darwish, Ahmed ElShafee, Dina Darwish

Abstract:

This paper proposes the requirements and design of RFID based system for SFC (Shop Floor Control) in order to achieve the factory real time controllability, Allowing to develop EManufacturing System. The detailed logical specifications of the core functions and the design diagrams of RFID based system are developed. Then RFID deployment in E-Manufacturing systems is investigated..

Keywords: RFID, E-Manufacturing System, Requirementsspecifications, Design Diagrams, real time controllability.

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2345 Reliability-Based Life-Cycle Cost Model for Engineering Systems

Authors: Reza Lotfalian, Sudarshan Martins, Peter Radziszewski

Abstract:

The effect of reliability on life-cycle cost, including initial and maintenance cost of a system is studied. The failure probability of a component is used to calculate the average maintenance cost during the operation cycle of the component. The standard deviation of the life-cycle cost is also calculated as an error measure for the average life-cycle cost. As a numerical example, the model is used to study the average life-cycle cost of an electric motor.

Keywords: Initial Cost, Life-cycle cost, Maintenance Cost, Reliability.

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2344 Key Exchange Protocol over Insecure Channel

Authors: Alaa Fahmy

Abstract:

Key management represents a major and the most sensitive part of cryptographic systems. It includes key generation, key distribution, key storage, and key deletion. It is also considered the hardest part of cryptography. Designing secure cryptographic algorithms is hard, and keeping the keys secret is much harder. Cryptanalysts usually attack both symmetric and public key cryptosystems through their key management. We introduce a protocol to exchange cipher keys over insecure communication channel. This protocol is based on public key cryptosystem, especially elliptic curve cryptosystem. Meanwhile, it tests the cipher keys and selects only the good keys and rejects the weak one.

Keywords: Key management and key distribution.

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2343 Modified Hankel Matrix Approach for Model Order Reduction in Time Domain

Authors: C. B. Vishwakarma

Abstract:

The author presented a method for model order reduction of large-scale time-invariant systems in time domain. In this approach, two modified Hankel matrices are suggested for getting reduced order models. The proposed method is simple, efficient and retains stability feature of the original high order system. The viability of the method is illustrated through the examples taken from literature.

Keywords: Model Order Reduction, Stability, Hankel Matrix, Time-Domain, Integral Square Error.

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2342 An Exploratory Environment for Concurrency Control Algorithms

Authors: Jinhua Guo

Abstract:

Designing, implementing, and debugging concurrency control algorithms in a real system is a complex, tedious, and errorprone process. Further, understanding concurrency control algorithms and distributed computations is itself a difficult task. Visualization can help with both of these problems. Thus, we have developed an exploratory environment in which people can prototype and test various versions of concurrency control algorithms, study and debug distributed computations, and view performance statistics of distributed systems. In this paper, we describe the exploratory environment and show how it can be used to explore concurrency control algorithms for the interactive steering of distributed computations.

Keywords: Consistency, Distributed Computing, InteractiveSteering, Simulation, Visualization

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2341 Probabilistic Life Cycle Assessment of the Nano Membrane Toilet

Authors: A. Anastasopoulou, A. Kolios, T. Somorin, A. Sowale, Y. Jiang, B. Fidalgo, A. Parker, L. Williams, M. Collins, E. J. McAdam, S. Tyrrel

Abstract:

Developing countries are nowadays confronted with great challenges related to domestic sanitation services in view of the imminent water scarcity. Contemporary sanitation technologies established in these countries are likely to pose health risks unless waste management standards are followed properly. This paper provides a solution to sustainable sanitation with the development of an innovative toilet system, called Nano Membrane Toilet (NMT), which has been developed by Cranfield University and sponsored by the Bill & Melinda Gates Foundation. The particular technology converts human faeces into energy through gasification and provides treated wastewater from urine through membrane filtration. In order to evaluate the environmental profile of the NMT system, a deterministic life cycle assessment (LCA) has been conducted in SimaPro software employing the Ecoinvent v3.3 database. The particular study has determined the most contributory factors to the environmental footprint of the NMT system. However, as sensitivity analysis has identified certain critical operating parameters for the robustness of the LCA results, adopting a stochastic approach to the Life Cycle Inventory (LCI) will comprehensively capture the input data uncertainty and enhance the credibility of the LCA outcome. For that purpose, Monte Carlo simulations, in combination with an artificial neural network (ANN) model, have been conducted for the input parameters of raw material, produced electricity, NOX emissions, amount of ash and transportation of fertilizer. The given analysis has provided the distribution and the confidence intervals of the selected impact categories and, in turn, more credible conclusions are drawn on the respective LCIA (Life Cycle Impact Assessment) profile of NMT system. Last but not least, the specific study will also yield essential insights into the methodological framework that can be adopted in the environmental impact assessment of other complex engineering systems subject to a high level of input data uncertainty.

Keywords: Sanitation systems, nano membrane toilet, LCA, stochastic uncertainty analysis, Monte Carlo Simulations, artificial neural network.

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2340 Strategic Management Accounting: Implementation and Control

Authors: Alireza Azimi Sani

Abstract:

This paper discusses the design characteristics management accounting systems should have to be useful for strategic planning and control and provides brief introductions to strategic variance analysis, profit-linked performance measurement models and balanced scorecard. It shows two multi-period, multiproduct models are specified, can be related to Porter's strategy framework and cost and revenue drivers, and can be used to support strategic planning, control and cost management.

Keywords: Accounting, balanced scorecard, profit-linked, strategic management, variance analysis.

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2339 Parametric Non-Linear Analysis of Reinforced Concrete Frames with Supplemental Damping Systems

Authors: Daniele Losanno, Giorgio Serino

Abstract:

This paper focuses on parametric analysis of reinforced concrete structures equipped with supplemental damping braces. Practitioners still luck sufficient data for current design of damper added structures and often reduce the real model to a pure damper braced structure even if this assumption is neither realistic nor conservative. In the present study, the damping brace is modelled as made by a linear supporting brace connected in series with the viscous/hysteretic damper. Deformation capacity of existing structures is usually not adequate to undergo the design earthquake. In spite of this, additional dampers could be introduced strongly limiting structural damage to acceptable values, or in some cases, reducing frame response to elastic behavior. This work is aimed at providing useful considerations for retrofit of existing buildings by means of supplemental damping braces. The study explicitly takes into consideration variability of (a) relative frame to supporting brace stiffness, (b) dampers’ coefficient (viscous coefficient or yielding force) and (c) non-linear frame behavior. Non-linear time history analysis has been run to account for both dampers’ behavior and non-linear plastic hinges modelled by Pivot hysteretic type. Parametric analysis based on previous studies on SDOF or MDOF linear frames provide reference values for nearly optimal damping systems design. With respect to bare frame configuration, seismic response of the damper-added frame is strongly improved, limiting deformations to acceptable values far below ultimate capacity. Results of the analysis also demonstrated the beneficial effect of stiffer supporting braces, thus highlighting inadequacy of simplified pure damper models. At the same time, the effect of variable damping coefficient and yielding force has to be treated as an optimization problem.

Keywords: Brace stiffness, dissipative braces, non-linear analysis, plastic hinges, reinforced concrete.

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2338 Potential of High Performance Ring Spinning Based on Superconducting Magnetic Bearing

Authors: M. Hossain, A. Abdkader, C. Cherif, A. Berger, M. Sparing, R. Hühne, L. Schultz, K. Nielsch

Abstract:

Due to the best quality of yarn and the flexibility of the machine, the ring spinning process is the most widely used spinning method for short staple yarn production. However, the productivity of these machines is still much lower in comparison to other spinning systems such as rotor or air-jet spinning process. The main reason for this limitation lies on the twisting mechanism of the ring spinning process. In the ring/traveler twisting system, each rotation of the traveler along with the ring inserts twist in the yarn. The rotation of the traveler at higher speed includes strong frictional forces, which in turn generates heat. Different ring/traveler systems concerning with its geometries, material combinations and coatings have already been implemented to solve the frictional problem. However, such developments can neither completely solve the frictional problem nor increase the productivity. The friction free superconducting magnetic bearing (SMB) system can be a right alternative replacing the existing ring/traveler system. The unique concept of SMB bearings is that they possess a self-stabilizing behavior, i.e. they remain fully passive without any necessity for expensive position sensing and control. Within the framework of a research project funded by German research foundation (DFG), suitable concepts of the SMB-system have been designed, developed, and integrated as a twisting device of ring spinning replacing the existing ring/traveler system. With the help of the developed mathematical model and experimental investigation, the physical limitations of this innovative twisting device in the spinning process have been determined. The interaction among the parameters of the spinning process and the superconducting twisting element has been further evaluated, which derives the concrete information regarding the new spinning process. Moreover, the influence of the implemented SMB twisting system on the yarn quality has been analyzed with respect to different process parameters. The presented work reveals the enormous potential of the innovative twisting mechanism, so that the productivity of the ring spinning process especially in case of thermoplastic materials can be at least doubled for the first time in a hundred years. The SMB ring spinning tester has also been presented in the international fair “International Textile Machinery Association (ITMA) 2015”.

Keywords: Ring spinning, superconducting magnetic bearing, yarn properties, productivity.

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2337 Minimum Energy of a Prismatic Joint with out: Actuator: Application on RRP Robot

Authors: Tawiwat V., Tosapolporn P., Kedit J.

Abstract:

This research proposes the state of art on how to control or find the trajectory paths of the RRP robot when the prismatic joint is malfunction. According to this situation, the minimum energy of the dynamic optimization is applied. The RRP robot or similar systems have been used in many areas such as fire fighter truck, laboratory equipment and military truck for example a rocket launcher. In order to keep on task that assigned, the trajectory paths must be computed. Here, the open loop control is applied and the result of an example show the reasonable solution which can be applied to the controllable system.

Keywords: RRP robot, Optimal Control, Minimum Energy and Under Actuator.

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2336 A New Model of English-Vietnamese Bilingual Information Retrieval System

Authors: Chinh Trong Nguyen, Dang Tuan Nguyen

Abstract:

In this paper, we propose a new model of English- Vietnamese bilingual Information Retrieval system. Although there are so many CLIR systems had been researched and built, the accuracy of searching results in different languages that the CLIR system supports still need to improve, especially in finding bilingual documents. The problems identified in this paper are the limitation of machine translation-s result and the extra large collections of document to be found. So we try to establish a different model to overcome these problems.

Keywords: Bilingual Information Retrieval, Cross-lingual Information Retrieval, Bilingual Web sites.

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2335 Development of an Autonomous Greenhouse Gas Monitoring System

Authors: Breda M. Kiernan, Cormac Fay, Stephen Beirne, Dermot Diamond

Abstract:

This paper describes the designs of a first and second generation autonomous gas monitoring system and the successful field trial of the final system (2nd generation). Infrared sensing technology is used to detect and measure the greenhouse gases methane (CH4) and carbon dioxide (CO2) at point sources. The ability to monitor real-time events is further enhanced through the implementation of both GSM and Bluetooth technologies to communicate these data in real-time. These systems are robust, reliable and a necessary tool where the monitoring of gas events in real-time are needed.

Keywords: Environmental monitoring, infrared sensing, autonomous system.

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2334 ICF Neutron Detection Techniques Based on Doped ZnO Crystal

Authors: L. Chen, X. P. Ouyang, Z. B. Zhang, J. F. Zhang, J. L. Liu

Abstract:

Ultrafast doped zinc oxide crystal promised us a good opportunity to build new instruments for ICF fusion neutron measurement. Two pulsed neutron detectors based on ZnO crystal wafer have been conceptually designed, the superfast ZnO timing detector and the scintillation recoil proton neutron detection system. The structure of these detectors was presented, and some characters were studied as well. The new detectors could be much faster than existing systems, and would be more competent for ICF neutron diagnostics.

Keywords: ICF fusion neutron detection, proton recoil telescope, superfast timing, ZnO crystal

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2333 Incorporation of Safety into Design by Safety Cube

Authors: Mohammad Rajabalinejad

Abstract:

Safety is often seen as a requirement or a performance indicator through the design process, and this does not always result in optimally safe products or systems. This paper suggests integrating the best safety practices with the design process to enrich the exploration experience for designers and add extra values for customers. For this purpose, the commonly practiced safety standards and design methods have been reviewed and their common blocks have been merged forming Safety Cube. Safety Cube combines common blocks for design, hazard identification, risk assessment and risk reduction through an integral approach. An example application presents the use of Safety Cube for design of machinery.

Keywords: Safety, safety cube, design, product, system, machinery.

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2332 A Simulation Study of Direct Injection Compressed Natural Gas Spark Ignition Engine Performance Utilizing Turbulent Jet Ignition with Controlled Air Charge

Authors: Siyamak Ziyaei, Siti Khalijah Mazlan, Petros Lappas

Abstract:

Compressed natural gas (CNG) is primarily composed of methane (CH4), and has a lower carbon to hydrogen ratio than other hydrocarbon fuels such as gasoline (C8H18) and diesel (C12H23). Consequently, it has the potential to reduce CO2 emissions compared to conventional fuels. Although Natural Gas (NG) has environmental advantages compared to other hydrocarbon fuels, its main component, CH4, burns at a slower rate compared to the conventional fuels. A higher pressure and leaner cylinder environment will unravel the slow burn characteristic of CH4. Lean combustion and high compression ratios are well-known methods for increasing the efficiency of internal combustion engines. In order to achieve successful a CNG lean combustion in Spark Ignition (SI) engines, a strong ignition system is essential to avoid engine misfires, especially in ultra-lean conditions. Turbulent Jet Ignition (TJI) is an ignition system that employs a pre-combustion chamber to ignite the lean fuel mixture in the main combustion chamber using a fraction of the total fuel per cycle. TJI enables ultra-lean combustion by providing distributed ignition sites through orifices. The fast burn rate provided by TJI enables the ordinary SI engine to be comparable to other combustion systems such as Homogeneous Charge Compression Ignition (HCCI) or Controlled Auto-Ignition (CAI) in terms of thermal efficiency, through the increased levels of dilution without the need of sophisticated control systems. Due to the physical geometry of TJI, which contains small orifices that connect the pre-chamber to the main chamber, providing the right mixture of fuel and air has been identified as a key challenge due to the insufficient amount of air that is pushed into the pre-chamber during each compression stroke. There is also the problem of scavenging which contributed to the factors that reduces the TJI performance. Combustion residual gases such as CO2, CO and NOx from the previous combustion cycle dilute the pre-chamber fuel-air mixture preventing rapid combustion in the pre-chamber. An air-controlled active TJI is presented in this paper in order to address these issues. By supplying air into the pre-chamber at a sufficient pressure, residual gases are exhausted, and the air-fuel ratio is controlled within the pre-chamber, thereby improving the quality of the combustion. An investigation of the 3D combustion characteristics of a CNG-fueled SI engine using a direct injection fuelling strategy employing an air channel in the prechamber is presented in this paper. Experiments and simulations were performed at the Worldwide Mapping Point (WWMP) at 1500 revolutions per minute (rpm), 3.3 bar Indicated Mean Effective Pressure (IMEP), using only conventional spark plugs as a baseline. With a validated baseline engine simulation, the settings were set for all simulation scenarios at λ=1. Following that, the pre-chambers with and without an auxiliary fuel supply were simulated. In the study of (DI-CNG) SI engine, active TJI was observed to perform better than passive TJI and conventional  spark plug ignition. In conclusion, the active pre-chamber with an air channel demonstrated an improved thermal efficiency (ηth) over other counterparts and conventional spark ignition systems.

Keywords: Turbulent Jet Ignition, Active Air Control Turbulent Jet Ignition, Pre-chamber ignition system, Active and Passive Pre-chamber, thermal efficiency, methane combustion, internal combustion engine combustion emissions.

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2331 A Study of Computational Organizational Narrative Generation for Decision Support

Authors: Yeung C.L., Cheung C.F., Wang W.M., Tsui E.

Abstract:

Narratives are invaluable assets of human lives. Due to the distinct features of narratives, they are useful for supporting human reasoning processes. However, many useful narratives become residuals in organizations or human minds nowadays. Researchers have contributed effort to investigate and improve narrative generation processes. This paper attempts to contemplate essential components in narratives and explore a computational approach to acquire and extract knowledge to generate narratives. The methodology and significant benefit for decision support are presented.

Keywords: Decision Support, Knowledge Management, Knowledge-based Systems, Narrative Generation

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2330 Impact of Liquidity Crunch on Interbank Network

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

Abstract:

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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2329 An Intelligent Text Independent Speaker Identification Using VQ-GMM Model Based Multiple Classifier System

Authors: Cheima Ben Soltane, Ittansa Yonas Kelbesa

Abstract:

Speaker Identification (SI) is the task of establishing identity of an individual based on his/her voice characteristics. The SI task is typically achieved by two-stage signal processing: training and testing. The training process calculates speaker specific feature parameters from the speech and generates speaker models accordingly. In the testing phase, speech samples from unknown speakers are compared with the models and classified. Even though performance of speaker identification systems has improved due to recent advances in speech processing techniques, there is still need of improvement. In this paper, a Closed-Set Tex-Independent Speaker Identification System (CISI) based on a Multiple Classifier System (MCS) is proposed, using Mel Frequency Cepstrum Coefficient (MFCC) as feature extraction and suitable combination of vector quantization (VQ) and Gaussian Mixture Model (GMM) together with Expectation Maximization algorithm (EM) for speaker modeling. The use of Voice Activity Detector (VAD) with a hybrid approach based on Short Time Energy (STE) and Statistical Modeling of Background Noise in the pre-processing step of the feature extraction yields a better and more robust automatic speaker identification system. Also investigation of Linde-Buzo-Gray (LBG) clustering algorithm for initialization of GMM, for estimating the underlying parameters, in the EM step improved the convergence rate and systems performance. It also uses relative index as confidence measures in case of contradiction in identification process by GMM and VQ as well. Simulation results carried out on voxforge.org speech database using MATLAB highlight the efficacy of the proposed method compared to earlier work.

Keywords: Feature Extraction, Speaker Modeling, Feature Matching, Mel Frequency Cepstrum Coefficient (MFCC), Gaussian mixture model (GMM), Vector Quantization (VQ), Linde-Buzo-Gray (LBG), Expectation Maximization (EM), pre-processing, Voice Activity Detection (VAD), Short Time Energy (STE), Background Noise Statistical Modeling, Closed-Set Tex-Independent Speaker Identification System (CISI).

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2328 Numerical Calculation of the Ionization Energy of Donors in a Cubic Quantum well and Wire

Authors: Sara Sedaghat, Mahmood Barati, Iraj Kazeminezhad

Abstract:

The ionization energy in semiconductor systems in nano scale was investigated by using effective mass approximation. By introducing the Hamiltonian of the system, the variational technique was employed to calculate the ground state and the ionization energy of a donor at the center and in the case that the impurities are randomly distributed inside a cubic quantum well. The numerical results for GaAs/GaAlAs show that the ionization energy strongly depends on the well width for both cases and it decreases as the well width increases. The ionization energy of a quantum wire was also calculated and compared with the results for the well.

Keywords: quantum well, quantum wire, quantum dot, impuritystate

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2327 VoIP Networks Performance Analysis with Encryption Systems

Authors: Edward Paul Guillen, Diego Alejandro Chacon

Abstract:

The VoIP networks as alternative method to traditional PSTN system has been implemented in a wide variety of structures with multiple protocols, codecs, software and hardware–based distributions. The use of cryptographic techniques let the users to have a secure communication, but the calculate throughput as well as the QoS parameters are affected according to the used algorithm. This paper analyzes the VoIP throughput and the QoS parameters with different commercial encryption methods. The measurement–based approach uses lab scenarios to simulate LAN and WAN environments. Security mechanisms such as TLS, SIAX2, SRTP, IPSEC and ZRTP are analyzed with μ-LAW and GSM codecs.

Keywords: VoIP, Secure VoIP, Throughput Analysis, VoIP QoS evaluation

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