Search results for: part type selection problem
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7616

Search results for: part type selection problem

7256 An Efficient Computational Algorithm for Solving the Nonlinear Lane-Emden Type Equations

Authors: Gholamreza Hojjati, Kourosh Parand

Abstract:

In this paper we propose a class of second derivative multistep methods for solving some well-known classes of Lane- Emden type equations which are nonlinear ordinary differential equations on the semi-infinite domain. These methods, which have good stability and accuracy properties, are useful in deal with stiff ODEs. We show superiority of these methods by applying them on the some famous Lane-Emden type equations.

Keywords: Lane-Emden type equations, nonlinear ODE, stiff problems, multistep methods, astrophysics.

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7255 Development of User Interface for Multiple Devices Connecting Path Planning System for Bus Network

Authors: Takahiro Takayama, Takao Kawamura, Toshihiko Sasama, Kazunori Sugahara

Abstract:

Recently, web services to access from many type devices are often used. We have developed the shortest path planning system called "Bus-Net" in Tottori prefecture as a web application to sustain the public transport. And it used the same user interface for both devices. To support both devices, the interface cannot use JavaScript and so on. Thus, we developed the method that use individual user interface for each device type to improve its convenience. To be concrete, we defined formats of condition input to the path planning system and result output from it and separate the system into the request processing part and user interface parts that depend on device types. By this method, we have also developed special device for Bus-Net named "Intelligent-Bus-Stop".

Keywords: Bus, Path planning, Public transport, User interface

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7254 Computer Simulations of an Augmented Automatic Choosing Control Using Automatic Choosing Functions of Gradient Optimization Type

Authors: Toshinori Nawata

Abstract:

In this paper we consider a nonlinear feedback control called augmented automatic choosing control (AACC) using the automatic choosing functions of gradient optimization type for nonlinear systems. Constant terms which arise from sectionwise linearization of a given nonlinear system are treated as coefficients of a stable zero dynamics. Parameters included in the control are suboptimally selected by minimizing the Hamiltonian with the aid of the genetic algorithm. This approach is applied to a field excitation control problem of power system to demonstrate the splendidness of the AACC. Simulation results show that the new controller can improve performance remarkably well.

Keywords: augmented automatic choosing control, nonlinear control, genetic algorithm, zero dynamics.

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7253 A Comparison of Exact and Heuristic Approaches to Capital Budgeting

Authors: Jindřiška Šedová, Miloš Šeda

Abstract:

This paper summarizes and compares approaches to solving the knapsack problem and its known application in capital budgeting. The first approach uses deterministic methods and can be applied to small-size tasks with a single constraint. We can also apply commercial software systems such as the GAMS modelling system. However, because of NP-completeness of the problem, more complex problem instances must be solved by means of heuristic techniques to achieve an approximation of the exact solution in a reasonable amount of time. We show the problem representation and parameter settings for a genetic algorithm framework.

Keywords: Capital budgeting, knapsack problem, GAMS, heuristic method, genetic algorithm.

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7252 Transfer Knowledge from Multiple Source Problems to a Target Problem in Genetic Algorithm

Authors: Tami Alghamdi, Terence Soule

Abstract:

To study how to transfer knowledge from multiple source problems to the target problem, we modeled the Transfer Learning (TL) process using Genetic Algorithms as the model solver. TL is the process that aims to transfer learned data from one problem to another problem. The TL process aims to help Machine Learning (ML) algorithms find a solution to the problems. The Genetic Algorithms (GA) give researchers access to information that we have about how the old problem is solved. In this paper, we have five different source problems, and we transfer the knowledge to the target problem. We studied different scenarios of the target problem. The results showed that combined knowledge from multiple source problems improves the GA performance. Also, the process of combining knowledge from several problems results in promoting diversity of the transferred population.

Keywords: Transfer Learning, Multiple Sources, Knowledge Transfer, Domain Adaptation, Source, Target.

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7251 Optimization Using Simulation of the Vehicle Routing Problem

Authors: Nayera E. El-Gharably, Khaled S. El-Kilany, Aziz E. El-Sayed

Abstract:

A key element of many distribution systems is the routing and scheduling of vehicles servicing a set of customers. A wide variety of exact and approximate algorithms have been proposed for solving the vehicle routing problems (VRP). Exact algorithms can only solve relatively small problems of VRP, which is classified as NP-Hard. Several approximate algorithms have proven successful in finding a feasible solution not necessarily optimum. Although different parts of the problem are stochastic in nature; yet, limited work relevant to the application of discrete event system simulation has addressed the problem. Presented here is optimization using simulation of VRP; where, a simplified problem has been developed in the ExtendSimTM simulation environment; where, ExtendSimTM evolutionary optimizer is used to minimize the total transportation cost of the problem. Results obtained from the model are very satisfactory. Further complexities of the problem are proposed for consideration in the future.

Keywords: Discrete event system simulation, optimization using simulation, vehicle routing problem.

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7250 Multidimensional Compromise Optimization for Development Ranking of the Gulf Cooperation Council Countries and Turkey

Authors: C. Ardil

Abstract:

In this research, a multidimensional  compromise optimization method is proposed for multidimensional decision making analysis in the development ranking of the Gulf Cooperation Council Countries and Turkey. The proposed approach presents ranking solutions resulting from different multicriteria decision analyses, which yield different ranking orders for the same ranking problem, consisting of a set of alternatives in terms of numerous competing criteria when they are applied with the same numerical data. The multiobjective optimization decision making problem is considered in three sequential steps. In the first step, five different criteria related to the development ranking are gathered from the research field. In the second step, identified evaluation criteria are, objectively, weighted using standard deviation procedure. In the third step, a country selection problem is illustrated with a numerical example as an application of the proposed multidimensional  compromise optimization model. Finally, multidimensional  compromise optimization approach is applied to rank the Gulf Cooperation Council Countries and Turkey. 

Keywords: Standard deviation, performance evaluation, multicriteria decision making, multidimensional compromise optimization, vector normalization, multicriteria decision making, multicriteria analysis, multidimensional decision analysis.

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7249 Interval Type-2 Fuzzy Vibration Control of an ERF Embedded Smart Structure

Authors: Chih-Jer Lin, Chun-Ying Lee, Ying Liu, Chiang-Ho Cheng

Abstract:

The main objective of this article is to present the semi-active vibration control using an electro-rheological fluid embedded sandwich structure for a cantilever beam. ER fluid is a smart material, which cause the suspended particles polarize and connect each other to form chain. The stiffness and damping coefficients of the ER fluid can be changed in 10 micro seconds; therefore, ERF is suitable to become the material embedded in the tunable vibration absorber to become a smart absorber. For the ERF smart material embedded structure, the fuzzy control law depends on the experimental expert database and the proposed self-tuning strategy. The electric field is controlled by a CRIO embedded system to implement the real application. This study investigates the different performances using the Type-1 fuzzy and interval Type-2 fuzzy controllers. The Interval type-2 fuzzy control is used to improve the modeling uncertainties for this ERF embedded shock absorber. The self-tuning vibration controllers using Type-1 and Interval Type-2 fuzzy law are implemented to the shock absorber system. Based on the resulting performance, Internal Type-2 fuzzy is better than the traditional Type-1 fuzzy control for this vibration control system.

 

Keywords: Electro-Rheological Fluid, Semi-active vibration control, shock absorber, type 2 fuzzy control.

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7248 Talent Selection for Present Conception of Women Sports Gymnastics and Practical Verification of the Test Battery

Authors: G. Bago, P. Hedbávný, M. Kalichová

Abstract:

The aim of the contribution is to project and consequently verify a testing battery which in practice would facilitate the selection of talented gymnasts for current concept of men´ s gymnastics. Based on study of professional literature a test array consisting of three parts projected – power testing, speed testing and flexibility testing– was projected. The evaluating scales used in the tests are standardized. This test array was applied to girls aged 6 - 7 during recruitment for Sokol Brno I. and SG Pelhrimov Gymnastic Club. After 6 months of training activity the projected set of tests was applied again. The results were evaluated through observation and questionnaire and they were consequently transformed into charts. Recommendation for practice was proposed based on these results.

Keywords: Talent selection, sports gymnastics, power testing, speed testing, flexibility testing.

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7247 The Analysis of Defects Prediction in Injection Molding

Authors: Mehdi Moayyedian, Kazem Abhary, Romeo Marian

Abstract:

This paper presents an evaluation of a plastic defect in injection molding before it occurs in the process; it is known as the short shot defect. The evaluation of different parameters which affect the possibility of short shot defect is the aim of this paper. The analysis of short shot possibility is conducted via SolidWorks Plastics and Taguchi method to determine the most significant parameters. Finite Element Method (FEM) is employed to analyze two circular flat polypropylene plates of 1 mm thickness. Filling time, part cooling time, pressure holding time, melt temperature and gate type are chosen as process and geometric parameters, respectively. A methodology is presented herein to predict the possibility of the short-shot occurrence. The analysis determined melt temperature is the most influential parameter affecting the possibility of short shot defect with a contribution of 74.25%, and filling time with a contribution of 22%, followed by gate type with a contribution of 3.69%. It was also determined the optimum level of each parameter leading to a reduction in the possibility of short shot are gate type at level 1, filling time at level 3 and melt temperature at level 3. Finally, the most significant parameters affecting the possibility of short shot were determined to be melt temperature, filling time, and gate type.

Keywords: Injection molding, plastic defects, short shot, Taguchi method.

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7246 64 bit Computer Architectures for Space Applications – A study

Authors: Niveditha Domse, Kris Kumar, K. N. Balasubramanya Murthy

Abstract:

The more recent satellite projects/programs makes extensive usage of real – time embedded systems. 16 bit processors which meet the Mil-Std-1750 standard architecture have been used in on-board systems. Most of the Space Applications have been written in ADA. From a futuristic point of view, 32 bit/ 64 bit processors are needed in the area of spacecraft computing and therefore an effort is desirable in the study and survey of 64 bit architectures for space applications. This will also result in significant technology development in terms of VLSI and software tools for ADA (as the legacy code is in ADA). There are several basic requirements for a special processor for this purpose. They include Radiation Hardened (RadHard) devices, very low power dissipation, compatibility with existing operational systems, scalable architectures for higher computational needs, reliability, higher memory and I/O bandwidth, predictability, realtime operating system and manufacturability of such processors. Further on, these may include selection of FPGA devices, selection of EDA tool chains, design flow, partitioning of the design, pin count, performance evaluation, timing analysis etc. This project deals with a brief study of 32 and 64 bit processors readily available in the market and designing/ fabricating a 64 bit RISC processor named RISC MicroProcessor with added functionalities of an extended double precision floating point unit and a 32 bit signal processing unit acting as co-processors. In this paper, we emphasize the ease and importance of using Open Core (OpenSparc T1 Verilog RTL) and Open “Source" EDA tools such as Icarus to develop FPGA based prototypes quickly. Commercial tools such as Xilinx ISE for Synthesis are also used when appropriate.

Keywords: RISC MicroProcessor, RPC – RISC Processor Core, PBX – Processor to Block Interface part of the Interconnection Network, BPX – Block to Processor Interface part of the Interconnection Network, FPU – Floating Point Unit, SPU – Signal Processing Unit, WB – Wishbone Interface, CTU – Clock and Test Unit

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7245 The Induced Generalized Hybrid Averaging Operator and its Application in Financial Decision Making

Authors: José M. Merigó, Montserrat Casanovas

Abstract:

We present the induced generalized hybrid averaging (IGHA) operator. It is a new aggregation operator that generalizes the hybrid averaging (HA) by using generalized means and order inducing variables. With this formulation, we get a wide range of mean operators such as the induced HA (IHA), the induced hybrid quadratic averaging (IHQA), the HA, etc. The ordered weighted averaging (OWA) operator and the weighted average (WA) are included as special cases of the HA operator. Therefore, with this generalization we can obtain a wide range of aggregation operators such as the induced generalized OWA (IGOWA), the generalized OWA (GOWA), etc. We further generalize the IGHA operator by using quasi-arithmetic means. Then, we get the Quasi-IHA operator. Finally, we also develop an illustrative example of the new approach in a financial decision making problem. The main advantage of the IGHA is that it gives a more complete view of the decision problem to the decision maker because it considers a wide range of situations depending on the operator used.

Keywords: Decision making, Aggregation operators, OWA operator, Generalized means, Selection of investments.

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7244 Theoretical Study on the Forced Vibration of One Degree of Freedom System, Equipped with Inerter, under Load-Type or Displacement-Type Excitation

Authors: Barenten Suciu

Abstract:

In this paper, a theoretical study on the forced vibration of one degree of freedom system equipped with inerter, working under load-type or displacement-type excitation, is presented. Differential equations of movement are solved under cosinusoidal excitation, and explicit relations for the magnitude, resonant magnitude, phase angle, resonant frequency, and critical frequency are obtained. Influence of the inertance and damping on these dynamic characteristics is clarified. From the obtained results, one concludes that the inerter increases the magnitude of vibration and the phase angle of the damped mechanical system. Moreover, the magnitude ratio and difference of phase angles are not depending on the actual type of excitation. Consequently, such kind of similitude allows for the comparison of various theoretical and experimental results, which can be broadly found in the literature.

Keywords: One degree of freedom vibration, inerter, parallel connection, load-type excitation, displacement-type excitation.

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7243 Optimization of Fin Type and Fin per Inch on Heat Transfer and Pressure Drop of an Air Cooler

Authors: A. Falavand Jozaei, A. Ghafouri

Abstract:

Operation enhancement in an air cooler depends on rate of heat transfer, and pressure drop. In this paper for a given heat duty, study of the effects of FPI (Fin Per Inch) and fin type (circular and hexagonal fins) on heat transfer, and pressure drop in an air cooler in Iran, Arvand petrochemical. A program in EES (Engineering Equations Solver) software moreover, Aspen B-JAC and HTFS+ softwares are used for this purpose to solve governing equations. At first the simulated results obtained from this program is compared to the experimental data for two cases of FPI. The effects of FPI from 3 to 15 over heat transfer (Q) to pressure drop ratio (Q/Δp ratio). This ratio is one of the main parameters in design, and simulation heat exchangers. The results show that heat transfer (Q) and pressure drop increase with increasing FPI steadily, and the Q/Δp ratio increases to FPI=12 and then decreased gradually to FPI=15, and Q/Δp ratio is maximum at FPI=12. The FPI value selection between 8 and 12 obtained as a result to optimum heat transfer to pressure drop ratio. Also by contrast, between circular and hexagonal fins results, the Q/Δp ratio of hexagonal fins more than Q/Δp ratio of circular fins for FPI between 8 and 12 (optimum FPI)

Keywords: Air cooler, circular and hexagonal fins, fin per inch, heat transfer and pressure drop.

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7242 Tabu Search to Draw Evacuation Plans in Emergency Situations

Authors: S. Nasri, H. Bouziri

Abstract:

Disasters are quite experienced in our days. They are caused by floods, landslides, and building fires that is the main objective of this study. To cope with these unexpected events, precautions must be taken to protect human lives. The emphasis on disposal work focuses on the resolution of the evacuation problem in case of no-notice disaster. The problem of evacuation is listed as a dynamic network flow problem. Particularly, we model the evacuation problem as an earliest arrival flow problem with load dependent transit time. This problem is classified as NP-Hard. Our challenge here is to propose a metaheuristic solution for solving the evacuation problem. We define our objective as the maximization of evacuees during earliest periods of a time horizon T. The objective provides the evacuation of persons as soon as possible. We performed an experimental study on emergency evacuation from the tunisian children’s hospital. This work prompts us to look for evacuation plans corresponding to several situations where the network dynamically changes.

Keywords: Dynamic network flow, Load dependent transit time, Evacuation strategy, Earliest arrival flow problem.

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7241 Discrete Particle Swarm Optimization Algorithm Used for TNEP Considering Network Adequacy Restriction

Authors: H. Shayeghi, M. Mahdavi, A. Kazemi

Abstract:

Transmission network expansion planning (TNEP) is a basic part of power system planning that determines where, when and how many new transmission lines should be added to the network. Up till now, various methods have been presented to solve the static transmission network expansion planning (STNEP) problem. But in all of these methods, transmission expansion planning considering network adequacy restriction has not been investigated. Thus, in this paper, STNEP problem is being studied considering network adequacy restriction using discrete particle swarm optimization (DPSO) algorithm. The goal of this paper is obtaining a configuration for network expansion with lowest expansion cost and a specific adequacy. The proposed idea has been tested on the Garvers network and compared with the decimal codification genetic algorithm (DCGA). The results show that the network will possess maximum efficiency economically. Also, it is shown that precision and convergence speed of the proposed DPSO based method for the solution of the STNEP problem is more than DCGA approach.

Keywords: DPSO algorithm, Adequacy restriction, STNEP.

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7240 A New DIDS Design Based on a Combination Feature Selection Approach

Authors: Adel Sabry Eesa, Adnan Mohsin Abdulazeez Brifcani, Zeynep Orman

Abstract:

Feature selection has been used in many fields such as classification, data mining and object recognition and proven to be effective for removing irrelevant and redundant features from the original dataset. In this paper, a new design of distributed intrusion detection system using a combination feature selection model based on bees and decision tree. Bees algorithm is used as the search strategy to find the optimal subset of features, whereas decision tree is used as a judgment for the selected features. Both the produced features and the generated rules are used by Decision Making Mobile Agent to decide whether there is an attack or not in the networks. Decision Making Mobile Agent will migrate through the networks, moving from node to another, if it found that there is an attack on one of the nodes, it then alerts the user through User Interface Agent or takes some action through Action Mobile Agent. The KDD Cup 99 dataset is used to test the effectiveness of the proposed system. The results show that even if only four features are used, the proposed system gives a better performance when it is compared with the obtained results using all 41 features.

Keywords: Distributed intrusion detection system, mobile agent, feature selection, Bees Algorithm, decision tree.

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7239 Delivery System Design of the Local Part to Reduce the Logistic Costs in an Automotive Industry

Authors: Inaki Maulida Hakim, Alesandro Romero

Abstract:

This research was conducted in an automotive company in Indonesia to overcome the problem of high logistics cost. The problem causes high of additional truck delivery. From the breakdown of the problem, chosen one route, which has the highest gap value, namely for RE-04. Research methodology will be started from calculating the ideal condition, making simulation, calculating the ideal logistic cost, and proposing an improvement. From the calculation of the ideal condition, box arrangement was done on the truck has efficiency with three trucks delivery per day. Route simulation making uses Tecnomatix Plant Simulation software as a visualization for the company about how the system is occurred on route RE-04 in ideal condition. The last step is proposing improvements on the area of route RE-04. The route arrangement is done by Saving Method and sequence of each supplier with the Nearest Neighbor. The results of the proposed improvements are three new route groups, where was expected to decrease logistics cost and increase the average of the truck efficiency per day.

Keywords: Logistic cost, milkrun, simulation, efficiency.

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7238 The Pressure Losses in the Model of Human Lungs

Authors: Michaela Chovancova, Pavel Niedoba

Abstract:

For the treatment of acute and chronic lung diseases it is preferred to deliver medicaments by inhalation. The drug is delivered directly to tracheobronchial tree. This way allows the given medicament to get directly into the place of action and it makes rapid onset of action and maximum efficiency. The transport of aerosol particles in the particular part of the lung is influenced by their size, anatomy of the lungs, breathing pattern and airway resistance. This article deals with calculation of airway resistance in the lung model of Horsfield. It solves the problem of determination of the pressure losses in bifurcation and thus defines the pressure drop at a given location in the bronchial tree. The obtained data will be used as boundary conditions for transport of aerosol particles in a central part of bronchial tree realized by Computational Fluid Dynamics (CFD) approach. The results obtained from CFD simulation will allow us to provide information on the required particle size and optimal inhalation technique for particle transport into particular part of the lung.

Keywords: Human lungs, bronchial tree, pressure losses, airways resistance, flow, breathing.

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7237 Avoiding Pin Ball Routing Problem in Network Mobility Hand-Off Management

Authors: M. Dinakaran, P. Balasubramanie

Abstract:

With the demand of mobility by users, wireless technologies have become the hotspot developing arena. Internet Engineering Task Force (IETF) working group has developed Mobile IP to support node mobility. The concept of node mobility indicates that in spite of the movement of the node, it is still connected to the internet and all the data transactions are preserved. It provides location-independent access to Internet. After the incorporation of host mobility, network mobility has undergone intense research. There are several intricacies faced in the real world implementation of network mobility significantly the problem of nested networks and their consequences. This article is concerned regarding a problem of nested network called pinball route problem and proposes a solution to eliminate the above problem. The proposed mechanism is implemented using NS2 simulation tool and it is found that the proposed mechanism efficiently reduces the overload caused by the pinball route problem.

Keywords: Mobile IP, Pinball routing problem, NEMO

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7236 Optimal Capacitor Placement in Distribution Feeders

Authors: N. Rugthaicharoencheep, S. Auchariyamet

Abstract:

Optimal capacitor allocation in distribution systems has been studied for a long times. It is an optimization problem which has an objective to define the optimal sizes and locations of capacitors to be installed. In this works, an overview of capacitor placement problem in distribution systems is briefly introduced. The objective functions and constraints of the problem are listed and the methodologies for solving the problem are summarized.

Keywords: Capacitor Placement, Distribution Systems, Optimization Techniques

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7235 Creating or Destroying Objects Plan in the Graphplan Framework

Authors: Wen-xiang Gu, Zeng-yu Cai, Xin-mei Zhang, Gui-dong Jiang

Abstract:

At present, intelligent planning in the Graphplan framework is a focus of artificial intelligence. While the Creating or Destroying Objects Planning (CDOP) is one unsolved problem of this field, one of the difficulties, too. In this paper, we study this planning problem and bring forward the idea of transforming objects to propositions, based on which we offer an algorithm, Creating or Destroying Objects in the Graphplan framework (CDOGP). Compared to Graphplan, the new algorithm can solve not only the entire problems that Graphplan do, but also a part of CDOP. It is for the first time that we introduce the idea of object-proposition, and we emphasize the discussion on the representations of creating or destroying objects operator and an algorithm in the Graphplan framework. In addition, we analyze the complexity of this algorithm.

Keywords: Graphplan, object_proposition, Creating or destroying objects, CDOGP.

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7234 Improved Asymptotic Stability Analysis for Lure Systems with Neutral Type and Time-varying Delays

Authors: Changchun Shen, Shouming Zhong

Abstract:

This paper investigates the problem of absolute stability and robust stability of a class of Lur-e systems with neutral type and time-varying delays. By using Lyapunov direct method and linear matrix inequality technique, new delay-dependent stability criteria are obtained and formulated in terms of linear matrix inequalities (LMIs) which are easy to check the stability of the considered systems. To obtain less conservative stability conditions, an operator is defined to construct the Lyapunov functional. Also, the free weighting matrices approach combining a matrix inequality technique is used to reduce the entailed conservativeness. Numerical examples are given to indicate significant improvements over some existing results.

Keywords: Lur'e system, linear matrix inequalities, Lyapunov, stability.

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7233 Extending the Quantum Entropy to Multidimensional Signal Processing

Authors: Youssef Khmou, Said Safi, Miloud Frikel

Abstract:

This paper treats different aspects of entropy measure in classical information theory and statistical quantum mechanics, it presents the possibility of extending the definition of Von Neumann entropy to image and array processing. In the first part, we generalize the quantum entropy using singular values of arbitrary rectangular matrices to measure the randomness and the quality of denoising operation, this new definition of entropy can be implemented to compare the performance analysis of filtering methods. In the second part, we apply the concept of pure state in quantum formalism to generalize the maximum entropy method for narrowband and farfield source localization problem. Several computer simulation results are illustrated to demonstrate the effectiveness of the proposed techniques.

Keywords: Von Neumann entropy, Filtering, array, DoA, Maximum Entropy Method.

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7232 Optimal Allocation Between Subprime Structured Mortgage Products and Treasuries

Authors: MP. Mulaudzi, MA. Petersen, J. Mukuddem-Petersen , IM. Schoeman, B. de Waal, JM. Manale

Abstract:

This conference paper discusses a risk allocation problem for subprime investing banks involving investment in subprime structured mortgage products (SMPs) and Treasuries. In order to solve this problem, we develop a L'evy process-based model of jump diffusion-type for investment choice in subprime SMPs and Treasuries. This model incorporates subprime SMP losses for which credit default insurance in the form of credit default swaps (CDSs) can be purchased. In essence, we solve a mean swap-at-risk (SaR) optimization problem for investment which determines optimal allocation between SMPs and Treasuries subject to credit risk protection via CDSs. In this regard, SaR is indicative of how much protection investors must purchase from swap protection sellers in order to cover possible losses from SMP default. Here, SaR is defined in terms of value-at-risk (VaR). Finally, we provide an analysis of the aforementioned optimization problem and its connections with the subprime mortgage crisis (SMC).

Keywords: Investors; Jump Diffusion Process, Structured Mortgage Products, Treasuries, Credit Risk, Credit Default Swaps, Tranching Risk, Counterparty Risk, Value-at-Risk, Swaps-at-Risk, Subprime Mortgage Crisis.

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7231 Note on the Necessity of the Patch Test

Authors: Rado Flajs, Miran Saje

Abstract:

We present a simple nonconforming approximation of the linear two–point boundary value problem which violates patch test requirements. Nevertheless the solutions, obtained from these type of approximations, converge to the exact solution.

Keywords: Generalized patch test, Irons' patch test, nonconforming finite element, convergence.

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7230 Reconstruction of Binary Matrices Satisfying Neighborhood Constraints by Simulated Annealing

Authors: Divyesh Patel, Tanuja Srivastava

Abstract:

This paper considers the NP-hard problem of reconstructing binary matrices satisfying exactly-1-4-adjacency constraint from its row and column projections. This problem is formulated into a maximization problem. The objective function gives a measure of adjacency constraint for the binary matrices. The maximization problem is solved by the simulated annealing algorithm and experimental results are presented.

Keywords: Discrete Tomography, exactly-1-4-adjacency, simulated annealing.

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7229 A Hybrid Approach for Selection of Relevant Features for Microarray Datasets

Authors: R. K. Agrawal, Rajni Bala

Abstract:

Developing an accurate classifier for high dimensional microarray datasets is a challenging task due to availability of small sample size. Therefore, it is important to determine a set of relevant genes that classify the data well. Traditionally, gene selection method often selects the top ranked genes according to their discriminatory power. Often these genes are correlated with each other resulting in redundancy. In this paper, we have proposed a hybrid method using feature ranking and wrapper method (Genetic Algorithm with multiclass SVM) to identify a set of relevant genes that classify the data more accurately. A new fitness function for genetic algorithm is defined that focuses on selecting the smallest set of genes that provides maximum accuracy. Experiments have been carried on four well-known datasets1. The proposed method provides better results in comparison to the results found in the literature in terms of both classification accuracy and number of genes selected.

Keywords: Gene selection, genetic algorithm, microarray datasets, multi-class SVM.

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7228 Optimal Portfolio Selection in a DC Pension with Multiple Contributors and the Impact of Stochastic Additional Voluntary Contribution on the Optimal Investment Strategy

Authors: Edikan E. Akpanibah, Okwigbedi Oghen’Oro

Abstract:

In this paper, we studied the optimal portfolio selection in a defined contribution (DC) pension scheme with multiple contributors under constant elasticity of variance (CEV) model and the impact of stochastic additional voluntary contribution on the investment strategies. We assume that the voluntary contributions are stochastic and also consider investments in a risk free asset and a risky asset to increase the expected returns of the contributing members. We derived a stochastic differential equation which consists of the members’ monthly contributions and the invested fund and obtained an optimized problem with the help of Hamilton Jacobi Bellman equation. Furthermore, we find an explicit solution for the optimal investment strategy with stochastic voluntary contribution using power transformation and change of variables method and the corresponding optimal fund size was obtained. We discussed the impact of the voluntary contribution on the optimal investment strategy with numerical simulations and observed that the voluntary contribution reduces the optimal investment strategy of the risky asset.

Keywords: DC pension fund, Hamilton-Jacobi-Bellman, optimal investment strategies, power transformation method, stochastic, voluntary contribution.

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7227 Wavelet Feature Selection Approach for Heart Murmur Classification

Authors: G. Venkata Hari Prasad, P. Rajesh Kumar

Abstract:

Phonocardiography is important in appraisal of congenital heart disease and pulmonary hypertension as it reflects the duration of right ventricular systoles. The systolic murmur in patients with intra-cardiac shunt decreases as pulmonary hypertension develops and may eventually disappear completely as the pulmonary pressure reaches systemic level. Phonocardiography and auscultation are non-invasive, low-cost, and accurate methods to assess heart disease. In this work an objective signal processing tool to extract information from phonocardiography signal using Wavelet is proposed to classify the murmur as normal or abnormal. Since the feature vector is large, a Binary Particle Swarm Optimization (PSO) with mutation for feature selection is proposed. The extracted features improve the classification accuracy and were tested across various classifiers including Naïve Bayes, kNN, C4.5, and SVM.

Keywords: Phonocardiography, Coiflet, Feature selection, Particle Swarm Optimization.

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