Search results for: Fuzzy time series

Authors: Hsuan-Ku Liu

Abstract:

In this paper, the American exchange option (AEO) valuation problem is modelled as a free boundary problem. The critical stock price for an AEO is satisfied an integral equation implicitly. When the remaining time is large enough, an asymptotic formula is provided for pricing an AEO. The numerical results reveal that our asymptotic pricing formula is robust and accurate for the long-term AEO.

Keywords: Integral equation, asymptotic solution, free boundary problem, American exchange option.

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Authors: S. W. Lo, S.-H. Lu, Y. H. Guo, L.-C. Hsu

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In this paper a novel design of aerostatic thrust bearing is proposed and is analyzed numerically. The capillary restrictor and bearing disk are made of elastomer like silicone and PU. The viscoelasticity of elastomer helps the capillary expand for more air flux and at the same time, allows conicity of the bearing surface to form when the air pressure is enhanced. Therefore the bearing has the better ability of passive compensation. In the present example, as compared with the typical model, the new designs can nearly double the load capability and offer four times static stiffness.

Keywords: Aerostatic, bearing, elastomer, static stiffness.

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Authors: C. Alexandridou, G. N. Angelopoulos, F. A. Coutelieris

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Construction industry in Greece consumes annually more than 25 million tons of natural aggregates originating mainly from quarries. At the same time, more than 2 million tons of construction and demolition waste are deposited every year, usually without control, therefore increasing the environmental impact of this sector. A potential alternative for saving natural resources and minimize landfilling, could be the recycling and re-use of Concrete and Demolition Waste (CDW) in concrete production. Moreover, in order to conform to the European legislation, Greece is obliged to recycle non-hazardous construction and demolition waste to a minimum of 70% by 2020. In this paper characterization of recycled materials - commercially and laboratory produced, coarse and fine, Recycled Concrete Aggregates (RCA) - has been performed. Namely, X-Ray Fluorescence and X-ray diffraction (XRD) analysis were used for chemical and mineralogical analysis respectively. Physical properties such as particle density, water absorption, sand equivalent and resistance to fragmentation were also determined. This study, first time made in Greece, aims at outlining the differences between RCA and natural aggregates and evaluating their possible influence in concrete performance. Results indicate that RCA’s chemical composition is enriched in Si, Al, and alkali oxides compared to natural aggregates. X-ray diffraction (XRD) analyses results indicated the presence of calcite, quartz and minor peaks of mica and feldspars. From all the evaluated physical properties of coarse RCA, only water absorption and resistance to fragmentation seem to have a direct influence on the properties of concrete. Low Sand Equivalent and significantly high water absorption values indicate that fine fractions of RCA cannot be used for concrete production unless further processed. Chemical properties of RCA in terms of water soluble ions are similar to those of natural aggregates. Four different concrete mixtures were produced and examined, replacing natural coarse aggregates with RCA by a ratio of 0%, 25%, 50% and 75% respectively. Results indicate that concrete mixtures containing recycled concrete aggregates have a minor deterioration of their properties (3-9% lower compression strength at 28 days) compared to conventional concrete containing the same cement quantity.

Keywords: Chemical and physical characterization, compressive strength, mineralogical analysis, recycled concrete aggregates, waste management.

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Authors: César Estébanez, Ricardo Aler, José M. Valls

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In this paper we present a GP-based method for automatically evolve projections, so that data can be more easily classified in the projected spaces. At the same time, our approach can reduce dimensionality by constructing more relevant attributes. Fitness of each projection measures how easy is to classify the dataset after applying the projection. This is quickly computed by a Simple Linear Perceptron. We have tested our approach in three domains. The experiments show that it obtains good results, compared to other Machine Learning approaches, while reducing dimensionality in many cases.

Keywords: Classification, genetic programming, projections.

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Authors: Vladimira Vytlacilova

Abstract:

Recycling of construction and demolition waste (C&DW) and their new reuse in structures is one of the solutions of environmental problems. Construction and demolition waste creates a major portion of total solid waste production in the world and most of it is used in landfills all the time. The paper deals with the situation of the recycling of the building and demolition waste in the Czech Republic during the recent years. The paper is dealing with questions of C&D waste recycling, it also characterizes construction and demolition waste in general, furthermore it analyses production of construction waste and subsequent production of recycled materials.

Keywords: Recycling, Construction and demolition waste, Recycled rubble, Waste management.

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Authors: Emine Demiray, Şensu Curabay

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Distance education program is a dimension of contemporary and new education technologies. Concepts and applications in this field are the results of a series of educational demands and developments in various communication and education technologies. Distance education applications have some conceptual bases. These are creating new education opportunities, realizing work-education unity, getting democratic in education, lifelong education, tendency to individual matters, effective use of institutions, integration of technology and education, tendency to individual and social needs, taking three dimensional integration as the main principle (publishing, printed materials and face to face education), reaching maximum mass, individual and mass education integrity and education demand and financial matters balance. Economics, Business Administration and Open Education faculties, which have been giving education within Anadolu University since 1982 in Turkey, are carrying on education with nearly 1.000.000 students. The aim of this study is to determine organizational commitment levels of students who have been studying at Anadolu University Economics, Business Administration and Open Education faculties in the scope of affective, continuance and nominative commitment in Allen&Meyer model. In the study, organizational commitment of the Economics, Business Administration and Open Education faculty students, who are receiving education by means of distance education, to their faculties is dealt after introducing Anadolu University Distance Education system which gives higher education via distance education method in Turkey. In order to increase the success level of faculties it is required for students to have high level of organizational commitment to their faculties. A questionnaire has been applied by using “Organizational Commitment Scale", developed by Meyer&Allen to determine organizational commitments of Economics, Business Administration and Open Education students. Organizational commitment is dealt with as affective, continuance and nominative commitment. The questionnaire was applied face to face to randomly chosen 500 students living in Eskişehir and the data was downloaded to the computer by using SPSS program and the results were analyzed in terms of demographic features (gender, age, marital status, years of study, work and income level) of students by using frequency test, ttest and ANOVA test. As a result of these analyses, when the comments of Open Education Faculty students on levels of affective, continuance and nominative commitment to their faculties were examined, it has been revealed that continuance commitment level has the highest rate. Among the female participants; continuance commitment is high in the age range of 30-40, for normative commitment it is 17-22. However no dominant age range was defined for affective commitment. Regarding the marital status; continuance commitment average is higher among married participants; but nominative affective commitment average is higher among single participants. As to the years of study, affective and continuance commitment is higher among senior students while normative commitment is higher among junior students. Moreover; in terms of continuance, affective and normative commitment, those who do not work and have low income have higher level of all there commitment types than those who work and have relatively high income.

Keywords: Open education, Organizational commitment, Distance education.

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Authors: Xuan Qi, Changzhi Zhao

Abstract:

In this paper, a uniform calculus-based approach for synthesizing monitors checking correctness properties specified by a large variety of logics at runtime is provided, including future and past time logics, interval logics, state machine and parameterized temporal logics. We present a calculus mechanism to synthesize monitors from the logical specification for the incremental analysis of execution traces during test and real run. The monitor detects both good and bad prefix of a particular kind, namely those that are informative for the property under investigation. We elaborate the procedure of calculus as monitors.

Keywords: calculus, eagle logic, monitor synthesis, runtime verification

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Authors: Stefan Schmidt

Abstract:

Lean production (or lean management respectively) gained popularity in several waves. The last three decades have been filled with numerous attempts to apply these concepts in companies. However, this has only been partially successful. The roots of lean production can be traced back to Toyota-s just-in-time production. This concept, which according to Womack-s, Jones- and Roos- research at MIT was employed by Japanese car manufacturers, became popular under its international names “lean production", “lean-manufacturing" and was termed “Schlanke Produktion" in Germany. This contribution shows a review about lean production in Germany over the last thirty years: development, trial & error and implementation as well.

Keywords: Application, JIT, lean production, review, trial and error.

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Authors: Anant Oonsivilai, Kenedy A. Greyson

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The demand of the energy management systems (EMS) set forth by modern power systems requires fast energy management systems. Contingency analysis is among the functions in EMS which is time consuming. In order to handle this limitation, this paper introduces agent based technology in the contingency analysis. The main function of agents is to speed up the performance. Negotiations process in decision making is explained and the issue set forth is the minimization of the operating costs. The IEEE 14 bus system and its line outage have been used in the research and simulation results are presented.

Keywords: Agents, model, negotiation, optimal dispatch, powersystems.

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Authors: Khosro Mohammadi, Amir Ghalavand, Majid Aghaalikhani

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In order to evaluation the effects of soil organic matter and biofertilizer on chickpea quality and biological nitrogen fixation, field experiments were carried out in 2007 and 2008 growing seasons. In this research the effects of different strategies for soil fertilization were investigated on grain yield and yield component, minerals, organic compounds and cooking time of chickpea. Experimental units were arranged in split-split plots based on randomized complete blocks with three replications. Main plots consisted of (G1): establishing a mixed vegetation of Vicia panunica and Hordeum vulgare and (G2): control, as green manure levels. Also, five strategies for obtaining the base fertilizer requirement including (N1): 20 t.ha-1 farmyard manure; (N2): 10 t.ha-1 compost; (N3): 75 kg.ha-1 triple super phosphate; (N4): 10 t.ha-1 farmyard manure + 5 t.ha-1 compost and (N5): 10 t.ha-1 farmyard manure + 5 t.ha-1 compost + 50 kg.ha-1 triple super phosphate were considered in sub plots. Furthermoree four levels of biofertilizers consisted of (B1): Bacillus lentus + Pseudomonas putida; (B2): Trichoderma harzianum; (B3): Bacillus lentus + Pseudomonas putida + Trichoderma harzianum; and (B4): control (without biofertilizers) were arranged in sub-sub plots. Results showed that integrating biofertilizers (B3) and green manure (G1) produced the highest grain yield. The highest amounts of yield were obtained in G1×N5 interaction. Comparison of all 2-way and 3-way interactions showed that G1N5B3 was determined as the superior treatment. Significant increasing of N, P2O5, K2O, Fe and Mg content in leaves and grains emphasized on superiority of mentioned treatment because each one of these nutrients has an approved role in chlorophyll synthesis and photosynthesis abilities of the crops. The combined application of compost, farmyard manure and chemical phosphorus (N5) in addition to having the highest yield, had the best grain quality due to high protein, starch and total sugar contents, low crude fiber and reduced cooking time.

Keywords: chickpea, biofertilizer, nitrogen fixation.

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Authors: C. Kumjeera, T. Unchim, B. Marungsri, A. Oonsivilai

Abstract:

The study of piezoelectric material in the past was in T-Domain form; however, no one has studied piezoelectric material in the S-Domain form. This paper will present the piezoelectric material in the transfer function or S-Domain model. S-Domain is a well known mathematical model, used for analyzing the stability of the material and determining the stability limits. By using S-Domain in testing stability of piezoelectric material, it will provide a new tool for the scientific world to study this material in various forms.

Keywords: Hard disk drive, failure analysis, tool, time

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Authors: Kazuhide Sugiyama, Hiroshi Osada

Abstract:

Lately management strategy that put Industrial Design (ID) in its core is recognized more important, as technology and price alone cannot differentiate a product. The needs to shorten the time to develop a product also shorten the development period of ID, and it necessitates the ID process management. This research analyzes the status of integration process of ID and Engineering Design (ED) of office equipment that requires the collaboration of ID and ED to clarify the issues for the efficiency of the development and to propose solutions.

Keywords: Industrial Design (ID), Engineering Design (ED), Integration process, Office equipment

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Authors: S. Gómez, G. Sánchez, J. Zarama, M. Castañeda Ramos, J. Escoto Alcántar, J. Torres, A. Núñez, S. Santana, F. Nájera, J. A. Lopez

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This paper shows in detail the mathematical model of direct and inverse kinematics for a robot manipulator (welding type) with four degrees of freedom. Using the D-H parameters, screw theory, numerical, geometric and interpolation methods, the theoretical and practical values of the position of robot were determined using an optimized algorithm for inverse kinematics obtaining the values of the particular joints in order to determine the virtual paths in a relatively short time.

Keywords: Kinematics, degree of freedom, optimization, robot manipulator.

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Authors: Siddharth Ahuja, T. M. Muruganandam

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An analytical investigation is performed to study the unsteady response of a one-dimensional, non-linear dynamic shock system to external downstream pressure perturbations in a supersonic flow in a varying area duct. For a given pressure ratio across a wind tunnel, the normal shock's location can be computed as per one-dimensional steady gas dynamics. Similarly, for some other pressure ratio, the location of the normal shock will change accordingly, again computed using one-dimensional gas dynamics. This investigation focuses on the small-time interval between the first steady shock location and the new steady shock location (corresponding to different pressure ratios). In essence, this study aims to shed light on the motion of the shock from one steady location to another steady location. Further, this study aims to create the foundation of the Unsteady Gas Dynamics field enabling further insight in future research work. According to the new pressure ratio, a pressure pulse, generated at the exit of the tunnel which travels and perturbs the shock from its original position, setting it into motion. During such activity, other numerous physical phenomena also happen at the same time. However, three broad phenomena have been focused on, in this study - Traversal of a Wave, Fluid Element Interactions and Wave Interactions. The above mentioned three phenomena create, alter and kill numerous waves for different conditions. The waves which are created by the above-mentioned phenomena eventually interact with the shock and set it into motion. Numerous such interactions with the shock will slowly make it settle into its final position owing to the new pressure ratio across the duct, as estimated by one-dimensional gas dynamics. This analysis will be extremely helpful in the prediction of inlet 'unstart' of the flow in a supersonic engine intake and its prominence with the incoming flow Mach number, incoming flow pressure and the external perturbation pressure is also studied to help design more efficient supersonic intakes for engines like ramjets and scramjets.

Keywords: Analytical investigation, compression and expansion waves, fluid element interactions, shock trajectory, supersonic flow, unsteady gas dynamics, varying area duct, wave interactions.

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Authors: Leila Motamed-Jahromi, Mohsen Hatami, Alireza Keshavarz

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This research aims at obtaining the equations of pulse propagation in nonlinear plasmonic waveguides created with As₂S₃ chalcogenide materials. Via utilizing Helmholtz equation and first-order perturbation theory, two components of electric field are determined within frequency domain. Afterwards, the equations are formulated in time domain. The obtained equations include two coupled differential equations that considers nonlinear dispersion.

Keywords: Nonlinear optics, propagation equation, plasmonic waveguide.

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Authors: S. Homrossukon, D. Aromstain

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The simple methods used to plan and measure non patterned production system are developed from the basic definition of working efficiency. Processing time is assigned as the variable and used to write the equation of production efficiency. Consequently, such equation is extensively used to develop the planning method for production of interest using one-dimensional stock cutting problem. The application of the developed method shows that production efficiency and production planning can be determined effectively.

Keywords: Production Planning, Parallel Machine, Production Measurement, Cutting and Packing.

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Authors: Ardeshir Karami Mohammadi

Abstract:

A Variable Structure Model Reference Adaptive Controller using state variables is proposed for a class of multi input-multi output systems. Adaptation law is of variable structure type and switching functions is designed based on stability requirements. Global exponential stability is proved based on Lyapunov criterion. Transient behavior is analyzed using sliding mode control and shows perfect model following at a finite time.

Keywords: Adaptive control, Model reference, Variablestructure, MIMO system.

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Authors: Alaa E. Abdallah, M. Bsoul, Emad E. Abdallah, Ahmad Al-Khasawneh, Muath Alzghool

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Due to the limited lifetime of the nodes in ad hoc and sensor networks, energy efficiency needs to be an important design consideration in any routing algorithm. It is known that by employing a virtual backbone in a wireless network, the efficiency of any routing scheme for the network can be improved. One common design for routing protocols in mobile ad hoc networks is to use positioning information; we use the node-s geometric locations to introduce an algorithm that can construct the virtual backbone structure locally in 3D environment. The algorithm construction has a constant time.

Keywords: Virtual backbone, dominating set, UDG.

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Authors: Sang Keun Rhee, Hyojeong Jin, Jihye Lee, Misoo Kwon, Myon-Woong Park, Sungdo Ha

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Extensive information is required within a R&D environment, and a considerable amount of time and efforts are being spent on finding the necessary information. An adaptive information providing system would be beneficial to the environment, and a conceptual model of the resources, people and context is mandatory for developing such applications. In this paper, an information model on various contexts and resources is proposed which provides the possibility of effective applications for use in adaptive information systems within a R&D project and meeting environment.

Keywords: Adaptive Hypermedia, Adaptive System, ContextAwareness, Information Model, Information System, Personalisation.

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Authors: Paola Lecca, Lorenzo Dematte

Abstract:

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

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

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Authors: Farhad F. Yusifov

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With the explosive growth of data available on the Internet, personalization of this information space become a necessity. At present time with the rapid increasing popularity of the WWW, Websites are playing a crucial role to convey knowledge and information to the end users. Discovering hidden and meaningful information about Web users usage patterns is critical to determine effective marketing strategies to optimize the Web server usage for accommodating future growth. The task of mining useful information becomes more challenging when the Web traffic volume is enormous and keeps on growing. In this paper, we propose a intelligent model to discover and analyze useful knowledge from the available Web log data.

Keywords: Clustering, Self organizing map, Web log files, Web traffic.

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Authors: Jalal Karam

Abstract:

In real-field applications, the correct determination of voice segments highly improves the overall system accuracy and minimises the total computation time. This paper presents reliable measures of speech compression by detcting the end points of the speech signals prior to compressing them. The two different compession schemes used are the Global threshold and the Level- Dependent threshold techniques. The performance of the proposed method is tested wirh the Signal to Noise Ratios, Peak Signal to Noise Ratios and Normalized Root Mean Square Error parameter measures.

Keywords: Wavelets, End-points Detection, Compression.

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Authors: Roland Pusch, Richard Weston

Abstract:

The scale dependence of the strength of virtually homogeneous rock is usually considered to be insignificant but the spectrum of discontinuities plays a very important role for the strength of differently sized rock elements and also controls the rock creep strain. Large-scale load tests comprised recording of the creep strain rate that was found to be strongly retarded and negligible for stresses lower than about 1/3 of the failure load. For higher stresses creep took place according to a log time law representing secondary creep that ultimately changed to tertiary creep and failure.

Keywords: Impact of scale, rock strength.

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Authors: Serkawt Khola

Abstract:

A feature weighting and selection method is proposed which uses the structure of a weightless neuron and exploits the principles that govern the operation of Genetic Algorithms and Evolution. Features are coded onto chromosomes in a novel way which allows weighting information regarding the features to be directly inferred from the gene values. The proposed method is significant in that it addresses several problems concerned with algorithms for feature selection and weighting as well as providing significant advantages such as speed, simplicity and suitability for real-time systems.

Keywords: Feature weighting, genetic algorithm, pattern recognition, weightless neuron.

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Authors: Hubert Klar

Abstract:

High double excitation of two-electron atoms has been investigated using hyperpherical coordinates within a modified adiabatic expansion technique. This modification creates a novel fictitious force leading to a spontaneous exchange symmetry breaking at high double excitation. The Pauli principle must therefore be regarded as approximation valid only at low excitation energy. Threshold electron scattering from high Rydberg states shows an unexpected time reversal symmetry breaking. At threshold for double escape we discover a broad (few eV) Cooper pair.

Keywords: Correlation, resonances, threshold ionization, Cooper pair.

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Authors: Valentin P. Velikov

Abstract:

Automatic program generation saves time, human resources, and allows receiving syntactically clear and logically correct modules. The 4-th generation programming languages are related to drawing the data and the processes of the subject area, as well as, to obtain a frame of the respective information system. The application can be separated in interface and business logic. That means, for an interactive generation of the needed system to be used an already existing toolkit or to be created a new one.

Keywords: Computer science, graphical user interface, user dialog interface, dialog frames, data modeling, subject area modeling.

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Authors: Tan Ping Hua, Yeong Che Fai, Ricky Yap, Eileen Su Lee Ming

Abstract:

Haptics has been used extensively in many applications especially in human machine interaction and virtual reality systems. Haptic technology allows user to perceive virtual reality as in real world. However, commercially available haptic devices are expensive and may not be suitable for educational purpose. This paper describes the design and development of a low cost haptic knob, with only one degree of freedom, for use in rehabilitation or training hand pronation and supination. End-effectors can be changed to suit different applications or variation in hand sizes and hand orientation.

Keywords: haptic, microcontroller, real time, virtual reality, rehabilitation

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Authors: Mazin Z. Othman, Maan M. Shaker, Mohammed F. Abdullah

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This study introduces a new method for detecting, sorting, and localizing spikes from multiunit EEG recordings. The method combines the wavelet transform, which localizes distinctive spike features, with Super-Paramagnetic Clustering (SPC) algorithm, which allows automatic classification of the data without assumptions such as low variance or Gaussian distributions. Moreover, the method is capable of setting amplitude thresholds for spike detection. The method makes use of several real EEG data sets, and accordingly the spikes are detected, clustered and their times were detected.

Keywords: EEG time localizations, EEG spike detection, superparamagnetic algorithm, wavelet transform.

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Authors: Shiping Zhou, Minggen Cui

Abstract:

This paper investigates the inverse problem of determining the unknown time-dependent leading coefficient in the parabolic equation using the usual conditions of the direct problem and an additional condition. An algorithm is developed for solving numerically the inverse problem using the technique of space decomposition in a reproducing kernel space. The leading coefficients can be solved by a lower triangular linear system. Numerical experiments are presented to show the efficiency of the proposed methods.

Keywords: parabolic equations, coefficient inverse problem, reproducing kernel.

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Authors: I. Oloyede

Abstract:

The COVID-19 dataset is obtained by extracting weather, longitude, latitude, ISO3666, cases and death of coronavirus patients across the globe. The data were extracted for a period of eight day choosing uniform time within the specified period. Then mapping of cases and deaths with reverence to continents were obtained. Bayesian Geostastical modelling was carried out on the dataset. The study found out that countries in the tropical region suffered less deaths/attacks compared to countries in the temperate region, this is due to high temperature in the tropical region.

Keywords: COVID-19, Bayesian, geostastical modelling, prior, posterior.

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