Search results for: active appearance models.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3595

Search results for: active appearance models.

3235 Bridging the Gap between Different Interfaces for Business Process Modeling

Authors: Katalina Grigorova, Kaloyan Mironov

Abstract:

The paper focuses on the benefits of business process modeling. Although this discipline is developing for many years, there is still necessity of creating new opportunities to meet the ever increasing users’ needs. Because one of these needs is related to the conversion of business process models from one standard to another, the authors have developed a converter between BPMN and EPC standards using workflow patterns as intermediate tool. Nowadays there are too many systems for business process modeling. The variety of output formats is almost the same as the systems themselves. This diversity additionally hampers the conversion of the models. The presented study is aimed at discussing problems due to differences in the output formats of various modeling environments.

Keywords: Business process modeling, business process modeling standards, workflow patterns, converting models.

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3234 A Comprehensive Survey on Machine Learning Techniques and User Authentication Approaches for Credit Card Fraud Detection

Authors: Niloofar Yousefi, Marie Alaghband, Ivan Garibay

Abstract:

With the increase of credit card usage, the volume of credit card misuse also has significantly increased, which may cause appreciable financial losses for both credit card holders and financial organizations issuing credit cards. As a result, financial organizations are working hard on developing and deploying credit card fraud detection methods, in order to adapt to ever-evolving, increasingly sophisticated defrauding strategies and identifying illicit transactions as quickly as possible to protect themselves and their customers. Compounding on the complex nature of such adverse strategies, credit card fraudulent activities are rare events compared to the number of legitimate transactions. Hence, the challenge to develop fraud detection that are accurate and efficient is substantially intensified and, as a consequence, credit card fraud detection has lately become a very active area of research. In this work, we provide a survey of current techniques most relevant to the problem of credit card fraud detection. We carry out our survey in two main parts. In the first part, we focus on studies utilizing classical machine learning models, which mostly employ traditional transnational features to make fraud predictions. These models typically rely on some static physical characteristics, such as what the user knows (knowledge-based method), or what he/she has access to (object-based method). In the second part of our survey, we review more advanced techniques of user authentication, which use behavioral biometrics to identify an individual based on his/her unique behavior while he/she is interacting with his/her electronic devices. These approaches rely on how people behave (instead of what they do), which cannot be easily forged. By providing an overview of current approaches and the results reported in the literature, this survey aims to drive the future research agenda for the community in order to develop more accurate, reliable and scalable models of credit card fraud detection.

Keywords: credit card fraud detection, user authentication, behavioral biometrics, machine learning, literature survey

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3233 Automatic Generation of Ontology from Data Source Directed by Meta Models

Authors: Widad Jakjoud, Mohamed Bahaj, Jamal Bakkas

Abstract:

Through this paper we present a method for automatic generation of ontological model from any data source using Model Driven Architecture (MDA), this generation is dedicated to the cooperation of the knowledge engineering and software engineering. Indeed, reverse engineering of a data source generates a software model (schema of data) that will undergo transformations to generate the ontological model. This method uses the meta-models to validate software and ontological models.

Keywords: Meta model, model, ontology, data source.

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3232 A Review of Control Schemes for Active Power Filters in Order to Power Quality Improvement

Authors: Mohammad Hasan Raouf, Azim Nowbakht, Mohammad Bagher Haddadi, Mohammad Reza Tabatabaei

Abstract:

Power quality has become a very important issue recently due to the impact on electricity suppliers, equipment manufacturers and customers. Power quality is described as the variation of voltage, current and frequency in a power system. Voltage magnitude is one of the major factors that determine the quality of power. Indeed, custom power technology, the low-voltage counterpart of the more widely known flexible ac transmission system (FACTS) technology, aimed at high-voltage power transmission applications, has emerged as a credible solution to solve many problems relating to power quality problems. There are various power quality problems such as voltage sags, swells, flickers, interruptions and harmonics etc. Active Power Filter (APF) is one of the custom power devices and can mitigate harmonics, reactive power and unbalanced load currents originating from load side. In this study, an extensive review of APF studies, the advantages and disadvantages of each introduced methods are presented. The study also helps the researchers to choose the optimum control techniques and power circuit configuration for APF applications.

Keywords: Power Quality, Custom Power, Active Filter, Control Approach.

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3231 Dual-Actuated Vibration Isolation Technology for a Rotary System’s Position Control on a Vibrating Frame: Disturbance Rejection and Active Damping

Authors: Kamand Bagherian, Nariman Niknejad

Abstract:

A vibration isolation technology for precise position control of a rotary system powered by two permanent magnet DC (PMDC) motors is proposed, where this system is mounted on an oscillatory frame. To achieve vibration isolation for this system, active damping and disturbance rejection (ADDR) technology is presented which introduces a cooperation of a main and an auxiliary PMDC, controlled by discrete-time sliding mode control (DTSMC) based schemes. The controller of the main actuator tracks a desired position and the auxiliary actuator simultaneously isolates the induced vibration, as its controller follows a torque trend. To determine this torque trend, a combination of two algorithms is introduced by the ADDR technology. The first torque-trend producing algorithm rejects the disturbance by counteracting the perturbation, estimated using a model-based observer. The second torque trend applies active variable damping to minimize the oscillation of the output shaft. In this practice, the presented technology is implemented on a rotary system with a pendulum attached, mounted on a linear actuator simulating an oscillation-transmitting structure. In addition, the obtained results illustrate the functionality of the proposed technology.

Keywords: Vibration isolation, position control, discrete-time nonlinear controller, active damping, disturbance tracking algorithm, oscillation transmitting support, stability robustness.

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3230 Green Lean TQM Practices in Malaysian Automotive Companies

Authors: Noor Azlina Mohd Salleh, Salmiah Kasolang, Ahmed Jaffar

Abstract:

Green Lean Total Quality Management (TQM) System is a system comprises of Environmental Management System (EMS) practices which is integrated to TQM with Lean Manufacturing (LM) principles. The ultimate goal of this system is to focus on achieving total customer satisfaction and environmental care by removing eight wastes available in any process in an organization. A survey questionnaire was developed and distributed to 30 highly active automotive vendors in Malaysia and analyzed by SPSS v.17. It was found out that some vendors have been practicing TQM and LM while some have started to implement EMS. This study is only focusing on highly active companies that have been involved in MAJAICO Program and Proton Vendor Development Program. This is the first study conducted to know the current status of TQM, LM and EMS practices in highly active automotive companies in Malaysia. It was found out that EMS has been practiced by 16 companies out of 30. Within these 16 companies the approach is more holistic and green. This is a preliminary study that combined 4 awards practices, ISO/TS16949, Toyota Production System SAEJ4000, MAJAICO Lean Production System and EMS.

Keywords: Automotive Industry, Lean Manufacturing, Operational Engineering Management, Total Quality Management. Environmental Management System.

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3229 Forces Association-Based Active Contour

Authors: Aicha Baya Goumeidane, Nafaa. Nacereddine

Abstract:

A welded structure must be inspected to guarantee that the weld quality meets the design requirements to assure safety and reliability. However, X-ray image analyses and defect recognition with the computer vision techniques are very complex. Most difficulties lie in finding the small, irregular defects in poor contrast images which requires pre processing to image, extract, and classify features from strong background noise. This paper addresses the issue of designing methodology to extract defect from noisy background radiograph with image processing. Based on the use of actives contours this methodology seems to give good results

Keywords: Welding, Radiography, Computer vision, Active contour.

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3228 Validating Condition-Based Maintenance Algorithms Through Simulation

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

Abstract:

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

Keywords: Degradation models, ageing, anomaly detection, soft sensor, incremental learning.

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3227 Neuro-fuzzy Model and Regression Model a Comparison Study of MRR in Electrical Discharge Machining of D2 Tool Steel

Authors: M. K. Pradhan, C. K. Biswas,

Abstract:

In the current research, neuro-fuzzy model and regression model was developed to predict Material Removal Rate in Electrical Discharge Machining process for AISI D2 tool steel with copper electrode. Extensive experiments were conducted with various levels of discharge current, pulse duration and duty cycle. The experimental data are split into two sets, one for training and the other for validation of the model. The training data were used to develop the above models and the test data, which was not used earlier to develop these models were used for validation the models. Subsequently, the models are compared. It was found that the predicted and experimental results were in good agreement and the coefficients of correlation were found to be 0.999 and 0.974 for neuro fuzzy and regression model respectively

Keywords: Electrical discharge machining, material removal rate, neuro-fuzzy model, regression model, mountain clustering.

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3226 A New Physical Modeling for Multiquantum Well Structure APD Considering Nonuniformity of Electric Field in Active Regin

Authors: F. Barzegar, M. H. Sheikhi

Abstract:

In the present work we model a Multiquantum Well structure Separate Absorption and Charge Multiplication Avalanche Photodiode (MQW-SACM-APD), while the Absorption region coincide with the MQW. We consider the nonuniformity of electric field using split-step method in active region. This model is based on the carrier rate equations in the different regions of the device. Using the model we obtain the photocurrent, and dark current. As an example, InGaAs/InP SACM-APD and MQW-SACM-APD are simulated. There is a good agreement between the simulation and experimental results.

Keywords: Avalanche Photodiode, Physical Model, MultiquantumWell, Split Step Method.

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3225 Empirical Roughness Progression Models of Heavy Duty Rural Pavements

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

Abstract:

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

Keywords: Roughness progression, empirical model, pavement performance, heavy duty pavement.

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3224 Hardware Description Language Design of Σ-Δ Fractional-N Phase-Locked Loop for Wireless Applications

Authors: Ahmed El Oualkadi, Abdellah Ait Ouahman

Abstract:

This paper discusses a systematic design of a Σ-Δ fractional-N Phase-Locked Loop based on HDL behavioral modeling. The proposed design consists in describing the mixed behavior of this PLL architecture starting from the specifications of each building block. The HDL models of critical PLL blocks have been described in VHDL-AMS to predict the different specifications of the PLL. The effect of different noise sources has been efficiently introduced to study the PLL system performances. The obtained results are compared with transistor-level simulations to validate the effectiveness of the proposed models for wireless applications in the frequency range around 2.45 GHz.

Keywords: Phase-locked loop, frequency synthesizer, fractional-N PLL, Σ-Δ modulator, HDL models

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3223 Wind Power Forecast Error Simulation Model

Authors: Josip Vasilj, Petar Sarajcev, Damir Jakus

Abstract:

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

Keywords: Wind power, Uncertainty, Stochastic process, Monte Carlo simulation.

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3222 Study of a BVAR(p) Process Applied to U.S. Commodity Market Data

Authors: Jan Sindelar

Abstract:

The paper presents an applied study of a multivariate AR(p) process fitted to daily data from U.S. commodity futures markets with the use of Bayesian statistics. In the first part a detailed description of the methods used is given. In the second part two BVAR models are chosen one with assumption of lognormal, the second with normal distribution of prices conditioned on the parameters. For a comparison two simple benchmark models are chosen that are commonly used in todays Financial Mathematics. The article compares the quality of predictions of all the models, tries to find an adequate rate of forgetting of information and questions the validity of Efficient Market Hypothesis in the semi-strong form.

Keywords: Vector auto-regression, forecasting, financial, Bayesian, efficient markets.

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3221 Effect of Turbulence Models on Simulated Iced Aircraft Airfoil

Authors: Muhammad Afzal, Cao Yihua, Zhao Ming

Abstract:

The present work describes a computational study of aerodynamic characteristics of GLC305 airfoil clean and with 16.7 min ice shape (rime 212) and 22.5 min ice shape (glaze 944).The performance of turbulence models SA, Kε, Kω Std, and Kω SST model are observed against experimental flow fields at different Mach numbers 0.12, 0.21, 0.28 in a range of Reynolds numbers 3x106, 6x106, and 10.5x106 on clean and iced aircraft airfoil GLC305. Numerical predictions include lift, drag and pitching moment coefficients at different Mach numbers and at different angle of attacks were done. Accuracy of solutions with respect to the effects of turbulence models, variation of Mach number, initial conditions, grid resolution and grid spacing near the wall made the study much sensitive. Navier Stokes equation based computational technique is used. Results are very close to the experimental results. It has seen that SA and SST models are more efficient than Kε and Kω standard in under study problem.

Keywords: Aerodynamics, Airfoil GLC305, Iced Airfoil, Turbulence Model

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3220 Proposal of Additional Fuzzy Membership Functions in Smoothing Transition Autoregressive Models

Authors: Ε. Giovanis

Abstract:

In this paper we present, propose and examine additional membership functions for the Smoothing Transition Autoregressive (STAR) models. More specifically, we present the tangent hyperbolic, Gaussian and Generalized bell functions. Because Smoothing Transition Autoregressive (STAR) models follow fuzzy logic approach, more fuzzy membership functions should be tested. Furthermore, fuzzy rules can be incorporated or other training or computational methods can be applied as the error backpropagation or genetic algorithm instead to nonlinear squares. We examine two macroeconomic variables of US economy, the inflation rate and the 6-monthly treasury bills interest rates.

Keywords: Forecast , Fuzzy membership functions, Smoothingtransition, Time-series

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3219 FILMS based ANC System – Evaluation and Practical Implementation

Authors: Branislav Vuksanović, Dragana Nikolić

Abstract:

This paper describes the implementation and testing of a multichannel active noise control system (ANCS) based on the filtered-inverse LMS (FILMS) algorithm. The FILMS algorithm is derived from the well-known filtered-x LMS (FXLMS) algorithm with the aim to improve the rate of convergence of the multichannel FXLMS algorithm and to reduce its computational load. Laboratory setup and techniques used to implement this system efficiently are described in this paper. Experiments performed in order to test the performance of the FILMS algorithm are discussed and the obtained results presented.

Keywords: Active noise control, adaptive filters, inverse filters, LMS algorithm, FILMS algorithm.

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3218 In Vivo Evaluation of Stable Cream Containing Flavonoids on Hydration and TEWL of Human Skin

Authors: Haji M Shoaib Khan, Naveed Akhtar, Fatima Rasool, Barkat Ali Khan, Tariq Mahmood, Muhammad Shuaib Khan

Abstract:

Antioxidants contribute to endogenous photoprotection and are important for the maintenance of skin health. The study was carried out to compare the skin hydration and transepidermal water loss (TEWL) effects of a stable cosmetic preparation containing flavonoids, following two applications a day over a period of tenth week. The skin trans-epidermal water loss and skin hydration effect was measured at the beginning and up to the end of study period of ten weeks. Any effect produced was measured by Corneometer and TEWA meter (Non-invasive probe). Two formulations were developed for this study design. Formulation one the control formulation in which no apple juice extract( Flavonoids) was incorporated while second one was the active formulation in which the apple juice extract (3%) containing flavonoids was incorporated into water in oil emulsion using Abil EM 90 as an emulsifier. Stable formulations (control and Active) were applied on human cheeks (n = 12) for a study period of 10 weeks. Result of each volunteer of skin hydration and TEWL was measured by corneometer and TEWA meter. By using ANOVA and Paired sample t test as a statistical evaluation, result of both base and formulation were compared. Statistical significant results (p≤0.05) were observed regarding skin hydration and TEWL when two creams, control and Formulation were compared. It showed that desired formulation (Active) may have interesting application as an active moisturizing cream on healthy skin.

Keywords: Apple juice extract, TEWL, Corneometer, flavonoids.

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3217 Constructing Masculinity through Images: Content Analysis of Lifestyle Magazines in Croatia

Authors: Marija Lončar, Zorana Šuljug Vučica, Magdalena Nigoević

Abstract:

Diverse social, cultural and economic trends and changes in contemporary societies influence the ways masculinity is represented in a variety of media. Masculinity is constructed within media images as a dynamic process that changes slowly over time and is shaped by various social factors. In many societies, dominant masculinity is still associated with authority, heterosexuality, marriage, professional and financial success, ethnic dominance and physical strength. But contemporary media depict men in ways that suggest a change in the approach to media images. The number of media images of men, which promote men’s identity through their body, have increased. With the male body more scrutinized and commodified, it is necessary to highlight how the body is represented and which visual elements are crucial since the body has an important role in the construction of masculinities. The study includes content analysis of male body images in the advertisements of different men’s and women’s lifestyle magazines available in Croatia. The main aim was to explore how masculinities are currently being portrayed through body regarding age, physical appearance, fashion, touch and gaze. The findings are also discussed in relation to female images since women are central in many of the processes constructing masculinities and according to the recent conceptualization of masculinity. Although the construction of male images varies through body features, almost all of them convey the message that men’s identity could be managed through manipulation and by enhancing the appearance. Furthermore, they suggest that men should engage in “bodywork” through advertised products, activities and/or practices, in order to achieve their preferred social image.

Keywords: Body images, content analysis, lifestyle magazines, masculinity.

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3216 Comparison between Antibacterial Effects of Ethanolic and Isopropyl: Hexan (7:3) Extracts of Zingiber officinale Rose

Authors: Tahereh Naji, Mahsa Jassemi

Abstract:

In this investigation, the antibacterial effects of ethanolic and 7:3 isopropyl –hexane mixture extracts of Zingiber officinale were evaluated against three Gram positive bacteria, B. cereus, S.epidermidis, S. aureus and three Gram negative bacteria, E. coli, K.pneumonia and P.areuginosa. Utilizing paper disk diffusion and well methods in-vitro, MIC and MBC were determined by macrodilution. The results showed that ethanolic rhizome extract of ginger had significantly active than Isopropyl –hexan extract. Further work needs to be done in these extracts including fractionation to isolate active constituents and subsequent pharmacological evaluation.

Keywords: Antibacterial, Medicinal plant extract, Zingiberofficinale.

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3215 An Estimation of Variance Components in Linear Mixed Model

Authors: Shuimiao Wan, Chao Yuan, Baoguang Tian

Abstract:

In this paper, a linear mixed model which has two random effects is broken up into two models. This thesis gets the parameter estimation of the original model and an estimation’s statistical qualities based on these two models. Then many important properties are given by comparing this estimation with other general estimations. At the same time, this paper proves the analysis of variance estimate (ANOVAE) about σ2 of the original model is equal to the least-squares estimation (LSE) about σ2 of these two models. Finally, it also proves that this estimation is better than ANOVAE under Stein function and special condition in some degree.

Keywords: Linear mixed model, Random effects, Parameter estimation, Stein function.

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3214 Identification of Nonlinear Predictor and Simulator Models of a Cement Rotary Kiln by Locally Linear Neuro-Fuzzy Technique

Authors: Masoud Sadeghian, Alireza Fatehi

Abstract:

One of the most important parts of a cement factory is the cement rotary kiln which plays a key role in quality and quantity of produced cement. In this part, the physical exertion and bilateral movement of air and materials, together with chemical reactions take place. Thus, this system has immensely complex and nonlinear dynamic equations. These equations have not worked out yet. Only in exceptional case; however, a large number of the involved parameter were crossed out and an approximation model was presented instead. This issue caused many problems for designing a cement rotary kiln controller. In this paper, we presented nonlinear predictor and simulator models for a real cement rotary kiln by using nonlinear identification technique on the Locally Linear Neuro- Fuzzy (LLNF) model. For the first time, a simulator model as well as a predictor one with a precise fifteen minute prediction horizon for a cement rotary kiln is presented. These models are trained by LOLIMOT algorithm which is an incremental tree-structure algorithm. At the end, the characteristics of these models are expressed. Furthermore, we presented the pros and cons of these models. The data collected from White Saveh Cement Company is used for modeling.

Keywords: Cement rotary kiln, nonlinear identification, Locally Linear Neuro-Fuzzy model.

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3213 Advancing the Theory of Planned Behavior within Dietary and Physical Domains among Type 2 Diabetics: A Mixed Methods Approach

Authors: D.O. Omondi, M.K. Walingo, G.M. Mbagaya, L.O.A. Othuon

Abstract:

Many studies have applied the Theory of Planned Behavior (TPB) in predicting health behaviors among unique populations. However, a new paradigm is emerging where focus is now directed to modification and expansion of the TPB model rather than utilization of the traditional theory. This review proposes new models modified from the Theory of Planned Behavior and suggest an appropriate study design that can be used to test the models within physical activity and dietary practice domains among Type 2 diabetics in Kenya. The review was conducted by means of literature search in the field of nutrition behavior, health psychology and mixed methods using predetermined key words. The results identify pre-intention and post intention gaps within the TPB model that need to be filled. Additional psychosocial factors are proposed to be included in the TPB model to generate new models and the efficacy of these models tested using mixed methods design.

Keywords: Physical activity, diet, Type 2 diabetes, behaviorchange theory, model.

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3212 Design, Fabrication and Evaluation of MR Damper

Authors: A. Ashfak, A. Saheed, K. K. Abdul Rasheed, J. Abdul Jaleel

Abstract:

This paper presents the design, fabrication and evaluation of magneto-rheological damper. Semi-active control devices have received significant attention in recent years because they offer the adaptability of active control devices without requiring the associated large power sources. Magneto-Rheological (MR) dampers are semi- active control devices that use MR fluids to produce controllable dampers. They potentially offer highly reliable operation and can be viewed as fail-safe in that they become passive dampers if the control hardware malfunction. The advantage of MR dampers over conventional dampers are that they are simple in construction, compromise between high frequency isolation and natural frequency isolation, they offer semi-active control, use very little power, have very quick response, has few moving parts, have a relax tolerances and direct interfacing with electronics. Magneto- Rheological (MR) fluids are Controllable fluids belonging to the class of active materials that have the unique ability to change dynamic yield stress when acted upon by an electric or magnetic field, while maintaining viscosity relatively constant. This property can be utilized in MR damper where the damping force is changed by changing the rheological properties of the fluid magnetically. MR fluids have a dynamic yield stress over Electro-Rheological fluids (ER) and a broader operational temperature range. The objective of this papert was to study the application of an MR damper to vibration control, design the vibration damper using MR fluids, test and evaluate its performance. In this paper the Rheology and the theory behind MR fluids and their use on vibration control were studied. Then a MR vibration damper suitable for vehicle suspension was designed and fabricated using the MR fluid. The MR damper was tested using a dynamic test rig and the results were obtained in the form of force vs velocity and the force vs displacement plots. The results were encouraging and greatly inspire further research on the topic.

Keywords: Magneto-rheological Fluid, MR Damper, Semiactive controller, Electro-rheological fluid.

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3211 The Martingale Options Price Valuation for European Puts Using Stochastic Differential Equation Models

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

Abstract:

In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: Equivalent Martingale Measure, European Put Option, Girsanov Theorem, Martingales, Monte Carlo method, option price valuation, option price valuation formula.

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3210 Artificial Neural Networks Application to Improve Shunt Active Power Filter

Authors: Rachid.Dehini, Abdesselam.Bassou, Brahim.Ferdi

Abstract:

Active Power Filters (APFs) are today the most widely used systems to eliminate harmonics compensate power factor and correct unbalanced problems in industrial power plants. We propose to improve the performances of conventional APFs by using artificial neural networks (ANNs) for harmonics estimation. This new method combines both the strategies for extracting the three-phase reference currents for active power filters and DC link voltage control method. The ANNs learning capabilities to adaptively choose the power system parameters for both to compute the reference currents and to recharge the capacitor value requested by VDC voltage in order to ensure suitable transit of powers to supply the inverter. To investigate the performance of this identification method, the study has been accomplished using simulation with the MATLAB Simulink Power System Toolbox. The simulation study results of the new (SAPF) identification technique compared to other similar methods are found quite satisfactory by assuring good filtering characteristics and high system stability.

Keywords: Artificial Neural Networks (ANN), p-q theory, (SAPF), Harmonics, Total Harmonic Distortion.

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3209 Experimental Study on the Variation of Young's Modulus of Hollow Clay Brick Obtained from Static and Dynamic Tests

Authors: M. Aboudalle, Le Btth, M. Sari, F. Meftah

Abstract:

In parallel with the appearance of new materials, brick masonry had and still has an essential part of the construction market today, with new technical challenges in designing bricks to meet additional requirements. Being used in structural applications, predicting the performance of clay brick masonry allows a significant cost reduction, in terms of practical experimentation. The behavior of masonry walls depends on the behavior of their elementary components, such as bricks, joints, and coatings. Therefore, it is necessary to consider it at different scales (from the scale of the intrinsic material to the real scale of the wall) and then to develop appropriate models, using numerical simulations. The work presented in this paper focuses on the mechanical characterization of the terracotta material at ambient temperature. As a result, the static Young’s modulus obtained from the flexural test shows different values in comparison with the compression test, as well as with the dynamic Young’s modulus obtained from the Impulse excitation of vibration test. Moreover, the Young's modulus varies according to the direction in which samples are extracted, where the values in the extrusion direction diverge from the ones in the orthogonal directions. Based on these results, hollow bricks can be considered as transversely isotropic bimodulus material.

Keywords: Bimodulus material, hollow clay brick, impulse excitation of vibration, transversely isotropic material, Young’s modulus.

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3208 A Novel Algorithm for Parsing IFC Models

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

Abstract:

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

Keywords: BIM, CAD, IFC, MVD.

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3207 Unsupervised Texture Segmentation via Applying Geodesic Active Regions to Gaborian Feature Space

Authors: Yuan He, Yupin Luo, Dongcheng Hu

Abstract:

In this paper, we propose a novel variational method for unsupervised texture segmentation. We use a Gabor filter bank to extract texture features. Some of the filtered channels form a multidimensional Gaborian feature space. To avoid deforming contours directly in a vector-valued space we use a Gaussian mixture model to describe the statistical distribution of this space and get the boundary and region probabilities. Then a framework of geodesic active regions is applied based on them. In the end, experimental results are presented, and show that this method can obtain satisfied boundaries between different texture regions.

Keywords: Texture segmentation, Gabor filter, snakes, Geodesicactive regions

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3206 Improving Students’ Participation in Group Tasks: Case Study of Adama Science and Technology University

Authors: Fiseha M. Guangul, Annissa Muhammed, Aja O. Chikere

Abstract:

Group task is one method to create the conducive environment for the active teaching-learning process. Performing group task with active involvement of students will benefit the students in many ways. However, in most cases all students do not participate actively in the group task, and hence the intended benefits are not acquired. This paper presents the improvements of students’ participation in the group task and learning from the group task by introducing different techniques to enhance students’ participation. For the purpose of this research Carpentry and Joinery II (WT-392) course from Wood Technology Department at Adama Science and Technology University was selected, and five groups were formed. Ten group tasks were prepared and the first five group tasks were distributed to the five groups in the first day without introducing the techniques that are used to enhance participation of students in the group task. On another day, the other five group tasks were distributed to the same groups and various techniques were introduced to enhance students’ participation in the group task. The improvements of students’ learning from the group task after the implementation of the techniques. After implementing the techniques the evaluation showed that significant improvements were obtained in the students’ participation and learning from the group task.

Keywords: Active learning, evaluation method, group task, students participation.

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