Search results for: econometric model

Authors: Shuguo Yang, Xiaoyan Yang

Abstract:

It is practically significant to research the traffic flow of intersection because the capacity of intersection affects the efficiency of highway network directly. This paper analyzes the traffic conditions of an intersection in certain urban by the methods of queuing theory and statistical experiment, sets up a corresponding mathematical model and compares it with the actual values. The result shows that queuing theory is applied in the study of intersection traffic flow and it can provide references for the other similar designs.

Keywords: Intersection, Queuing theory, Statistical experiment, System metrics.

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Authors: Cristian Păuna

Abstract:

In the first decades of the 21st century, in the electronic trading environment, algorithmic capital investments became the primary tool to make a profit by speculations in financial markets. A significant number of traders, private or institutional investors are participating in the capital markets every day using automated algorithms. The autonomous trading software is today a considerable part in the business intelligence system of any modern financial activity. The trading decisions and orders are made automatically by computers using different mathematical models. This paper will present one of these models called Price Prediction Line. A mathematical algorithm will be revealed to build a reliable trend line, which is the base for limit conditions and automated investment signals, the core for a computerized investment system. The paper will guide how to apply these tools to generate entry and exit investment signals, limit conditions to build a mathematical filter for the investment opportunities, and the methodology to integrate all of these in automated investment software. The paper will also present trading results obtained for the leading German financial market index with the presented methods to analyze and to compare different automated investment algorithms. It was found that a specific mathematical algorithm can be optimized and integrated into an automated trading system with good and sustained results for the leading German Market. Investment results will be compared in order to qualify the presented model. In conclusion, a 1:6.12 risk was obtained to reward ratio applying the trigonometric method to the DAX Deutscher Aktienindex on 24 months investment. These results are superior to those obtained with other similar models as this paper reveal. The general idea sustained by this paper is that the Price Prediction Line model presented is a reliable capital investment methodology that can be successfully applied to build an automated investment system with excellent results.

Keywords: Algorithmic trading, automated investment system, DAX Deutscher Aktienindex.

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Authors: S. H. Sabzpoushan

Abstract:

In this research we show that the dynamics of an action potential in a cell can be modeled with a linear combination of the dynamics of the gating state variables. It is shown that the modeling error is negligible. Our findings can be used for simplifying cell models and reduction of computational burden i.e. it is useful for simulating action potential propagation in large scale computations like tissue modeling. We have verified our finding with the use of several cell models.

Keywords: Linear model, Action potential, gating dynamics.

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Authors: R. Oonsivilai, A. Oonsivilai

Abstract:

Realistic systems generally are systems with various inputs and outputs also known as Multiple Input Multiple Output (MIMO). Such systems usually prove to be complex and difficult to model and control purposes. Therefore, decomposition was used to separate individual inputs and outputs. A PID is assigned to each individual pair to regulate desired settling time. Suitable parameters of PIDs obtained from Genetic Algorithm (GA), using Mean of Squared Error (MSE) objective function.

Keywords: Gas Turbine, PID, Genetic Algorithm, Transfer function.Mean of Squared Error

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Authors: V. R. Asghari, M. Ardebilipour

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In the context of spectrum surveillance, a method to recover the code of spread spectrum signal is presented, whereas the receiver has no knowledge of the transmitter-s spreading sequence. The approach is based on a genetic algorithm (GA), which is forced to model the received signal. Genetic algorithms (GAs) are well known for their robustness in solving complex optimization problems. Experimental results show that the method provides a good estimation, even when the signal power is below the noise power.

Keywords: Code estimation, genetic algorithms, spread spectrum.

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Authors: T. Niracharapa

Abstract:

The research studied and examined the competitiveness of the animation industry in Thailand. Data were collected based on articles, related reports and websites, news, research, and interviews of key persons from both public and private sectors. The diamond model was used to analyze the study. The major factor driving the Thai animation industry forward includes a quality workforce, their creativity and strong associations. However, discontinuity in government support, infrastructure, marketing, IP creation and financial constraints were factors keeping the Thai animation industry less competitive in the global market.

Keywords: Animation, competitiveness, digital content, Thailand.

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Authors: Abdolhamid Fetanat, Mehdi Naghian Feshaareki

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In open settings, the participants in virtual organization are autonomous and there is no central authority to ensure the felicity of their interactions. When agents interact in such settings, each relies upon being able to model the trustworthiness of the agents with whom it interacts. Fundamentally, such models must consider the past behavior of the other parties in order to predict their future behavior. Further, it is sensible for the agents to share information via referrals to trustworthy agents. In this article, trust is a bet on the future contingent actions of others" and enumerates six major factors supporting it: (1) reputation, (2) performance, (3) appearance, (4) accountability, (5) precommitment, and (6) contextual facilitation.

Keywords: Trustworthy, trust, virtual organization.

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Authors: Mario Mastriani, Alberto E. Giraldez

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In this paper, a new probability density function (pdf) is proposed to model the statistics of wavelet coefficients, and a simple Kalman-s filter is derived from the new pdf using Bayesian estimation theory. Specifically, we decompose the speckled image into wavelet subbands, we apply the Kalman-s filter to the high subbands, and reconstruct a despeckled image from the modified detail coefficients. Experimental results demonstrate that our method compares favorably to several other despeckling methods on test synthetic aperture radar (SAR) images.

Keywords: Kalman's filter, shrinkage, speckle, wavelets.

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Authors: Amel Grissa-Touzi, Chadlia Jerad, Habib Ounelli

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Negation is useful in the majority of the real world applications. However, its introduction leads to semantic and canonical problems. We propose in this paper an approach based on stratification to deal with negation problems. This approach is based on an extension of predicates nets. It is characterized with two main contributions. The first concerns the management of the whole class of stratified programs. The second contribution is related to usual operations optimizations on stratified programs (maximal stratification, incremental updates ...).

Keywords: stratified programs, stratification, standard model, update operations, SEPN formalism.

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Authors: Vincenzo Capalbo, Gianpaolo Ghiani, Emanuele Manni

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Global e-commerce sales have reached unprecedented levels in the past few years. As this trend is only predicted to go up as we continue into the ’20s, new challenges will be faced by companies when planning and controlling e-commerce logistics. In this paper, we survey the related literature on Optimization and Machine Learning as well as on combined methodologies. We also identify the distinctive features of next-generation planning algorithms - namely scalability, model-and-run features and learning capabilities - that will be fundamental to cope with the scale and complexity of logistics in the next decade.

Keywords: e-Commerce, Logistics, Machine Learning, Optimization.

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Authors: Jorge Rodriguez-Guerra, Carlos Calleja, Aron Pujana, Iker Elorza, Ana Maria Macarulla

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Society demands more reliable manufacturing processes capable of producing high quality products in shorter production cycles. New control algorithms have been studied to satisfy this paradigm, in which Fault-Tolerant Control (FTC) plays a significant role. It is suitable to detect, isolate and adapt a system when a harmful or faulty situation appears. In this paper, a general overview about FTC characteristics are exposed; highlighting the properties a system must ensure to be considered faultless. In addition, a research to identify which are the main FTC techniques and a classification based on their characteristics is presented in two main groups: Active Fault-Tolerant Controllers (AFTCs) and Passive Fault-Tolerant Controllers (PFTCs). AFTC encompasses the techniques capable of re-configuring the process control algorithm after the fault has been detected, while PFTC comprehends the algorithms robust enough to bypass the fault without further modifications. The mentioned re-configuration requires two stages, one focused on detection, isolation and identification of the fault source and the other one in charge of re-designing the control algorithm by two approaches: fault accommodation and control re-design. From the algorithms studied, one has been selected and applied to a case study based on an industrial hydraulic-press. The developed model has been embedded under a real-time validation platform, which allows testing the FTC algorithms and analyse how the system will respond when a fault arises in similar conditions as a machine will have on factory. One AFTC approach has been picked up as the methodology the system will follow in the fault recovery process. In a first instance, the fault will be detected, isolated and identified by means of a neural network. In a second instance, the control algorithm will be re-configured to overcome the fault and continue working without human interaction.

Keywords: Fault-tolerant control, electro-hydraulic actuator, fault detection and isolation, control re-design, real-time.

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Authors: Farai Nyabadza

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Malaria is by far the world-s most persistent tropical parasitic disease and is endemic to tropical areas where the climatic and weather conditions allow continuous breeding of the mosquitoes that spread malaria. A mathematical model for the transmission of malaria with prophylaxis prevention is analyzed. The stability analysis of the equilibria is presented with the aim of finding threshold conditions under which malaria clears or persists in the human population. Our results suggest that eradication of mosquitoes and prophylaxis prevention can significantly reduce the malaria burden on the human population.

Keywords: Prophylaxis prevention, basic reproductive number, stability.

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Authors: N.A. Aldabek, M.B. Assyl, D.B. Dauyen, A.E. Serikkaliyeva

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The aim of this paper is to investigate a process of modernization of the People-s Republic of China. The theme of scientific research is interesting, first, because the Chinese model of development is recognized as successful and most dynamically developing. They are obliged by these successes of the modernization spent in the country. Economy modernization as the basic motive power of progress of the country is a priority direction of development in the Republic of Kazakhstan. So the example of successful development modernization processes in China can be rather useful to use in working out of the Kazakhstan national reforms.

Keywords: Modernization, the People's Republic of China, social and economic development.

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Authors: A. Sakavičius, A. Lukša, V. Nargelienė, V. Bukauskas, G. Astromskas, A. Šetkus

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We investigate the influence of annealing on the properties of a contact between graphene and metal (Au and Ni), using circular transmission line model (CTLM) contact geometry. Kelvin probe force microscopy (KPFM) and Raman spectroscopy are applied for characterization of the surface and interface properties. Annealing causes a decrease of the metal-graphene contact resistance for both Ni and Au.

Keywords: Graphene, Kelvin force probe microscopy, Raman spectroscopy.

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Authors: Didier Casner, Jean Renaud, Remy Houssin, Dominique Knittel

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In this paper, a novel approach for the multidisciplinary design optimization (MDO) of complex mechatronic systems. This approach, which is a part of a global project aiming to include the MDO aspect inside an innovative design process. As a first step, the paper considers the MDO as a redesign approach which is limited to the parametric optimization. After defining and introducing the different keywords, the proposed method which is based on the V-Model which is commonly used in mechatronics.

Keywords: mechatronics, Multidisciplinary Design Optimization (MDO), multiobjective optimization, engineering design.

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Authors: Dong Sang Yoo

Abstract:

The problem of finding control laws for underactuated systems has attracted growing attention since these systems are characterized by the fact that they have fewer actuators than the degrees of freedom to be controlled. The acrobot, which is a planar two-link robotic arm in the vertical plane with an actuator at the elbow but no actuator at the shoulder, is a representative in underactuated systems. In this paper, the dynamic model of the acrobot is implemented using Mathworks’ Simscape. And the sliding mode control is constructed using MATLAB and Simulink.

Keywords: Acrobot, MATLAB and Simulink, sliding mode control, underactuated systems.

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Authors: Kamarularifin Abd Jalil, John Dunlop

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A Personal Distributed Environment (PDE) is an example of an IP-based system architecture designed for future mobile communications. In a single PDE, there exist several Subnetworks hosting devices located across the infrastructure, which will inter-work with one another through the coordination of a Device Management Entity (DME). Some of these Sub-networks are fixed and some are mobile. In order to support Mobile Sub-networks mobility in the PDE, the PDE-NEMO protocol was proposed. This paper discussed the signalling cost analysis of PDE-NEMO by use of a detailed simulation model. The paper started with the introduction of the protocol, followed by the experiments and results and then followed by discussions.

Keywords: Mobile Network, PDE-NEMO, Signallling Cost.

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Authors: Faeka M. H. Khater, Farouk I. Ahmed, Mohamed I. Abu El- Sebah

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This paper introduces application of multi degree of freedom fuzzy(MDOFF) controller in permanent magnet (PM)drive system. The drive system model is developed for FO control. Simulation of the system is carried out to predict the performance at NL and under load,. The results indicate that application of MDOFF controller is effective for sensorless PM drive system.

Keywords: Sensorless FO controller, PM drives system, MDOFF controller.

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Authors: Zenon Chaczko, Essam Rahali, Rizwan Tariq

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This paper introduces a process for the module level integration of computer based systems. It is based on the Six Sigma Process Improvement Model, where the goal of the process is to improve the overall quality of the system under development. We also present a conceptual framework that shows how this process can be implemented as an integration solution. Finally, we provide a partial implementation of key components in the conceptual framework.

Keywords: Software Quality, Six Sigma, System Integration, 3SI Process, 3SI Conceptual Framework.

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Authors: Entisar A. Elgmati

Abstract:

Recurrent event data is a special type of multivariate survival data. Dynamic and frailty models are one of the approaches that dealt with this kind of data. A comparison between these two models is studied using the empirical standard deviation of the standardized martingale residual processes as a way of assessing the fit of the two models based on the Aalen additive regression model. Here we found both approaches took heterogeneity into account and produce residual standard deviations close to each other both in the simulation study and in the real data set.

Keywords: Dynamic, frailty, misspecification, recurrent events.

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Authors: S. Aziz, B. Alexander, C. Gengnagel, S. Weinzierl

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This paper explores a generative design, simulation, and optimization workflow for the integration of acoustical diffuser and/or absorber geometry with embedded coupled Helmholtz-resonators for full scale 3D printed building components. Large-scale additive manufacturing in conjunction with algorithmic CAD design tools enables a vast amount of control when creating geometry. This is advantageous regarding the increasing demands of comfort standards for indoor spaces and the use of more resourceful and sustainable construction methods and materials. The presented methodology highlights these new technological advancements and offers a multimodal and integrative design solution with the potential for an immediate application in the AEC-Industry. In principle, the methodology can be applied to a wide range of structural elements that can be manufactured by additive manufacturing processes. The current paper focuses on a case study of an application for a biaxial load-bearing beam grillage made of reinforced concrete, which allows for a variety of applications through the combination of additive prefabricated semi-finished parts and in-situ concrete supplementation. The semi-prefabricated parts or formwork bodies form the basic framework of the supporting structure and at the same time have acoustic absorption and diffusion properties that are precisely acoustically programmed for the space underneath the structure. To this end, a hybrid validation strategy is being explored using a digital and cross-platform simulation environment, verified with physical prototyping. The iterative workflow starts with the generation of a parametric design model for the acoustical geometry using the algorithmic visual scripting editor Grasshopper3D inside the Building Information Modeling (BIM) software Revit. Various geometric attributes (i.e., bottleneck and cavity dimensions) of the resonator are parameterized and fed to a numerical optimization algorithm which can modify the geometry with the goal of increasing absorption at resonance and increasing the bandwidth of the effective absorption range. Using Rhino.Inside and LiveLink for Revit the generative model was imported directly into the Multiphysics simulation environment COMSOL. The geometry was further modified and prepared for simulation in a semi-automated process. The incident and scattered pressure fields were simulated from which the surface normal absorption coefficients were calculated. This reciprocal process was repeated to further optimize the geometric parameters. Subsequently the numerical models were compared to a set of 3D concrete printed physical twin models which were tested in a .25 m x .25 m impedance tube. The empirical results served to improve the starting parameter settings of the initial numerical model. The geometry resulting from the numerical optimization was finally returned to grasshopper for further implementation in an interdisciplinary study.

Keywords: Acoustical design, additive manufacturing, computational design, multimodal optimization.

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Authors: Y. Rhazali, Y. Hadi, A. Mouloudi

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This paper proposes a method to automatic transformation of CIM level to PIM level respecting the MDA approach. Our proposal is based on creating a good CIM level through well-defined rules allowing as achieving rich models that contain relevant information to facilitate the task of the transformation to the PIM level. We define, thereafter, an appropriate PIM level through various UML diagram. Next, we propose set rules to move from CIM to PIM. Our method follows the MDA approach by considering the business dimension in the CIM level through the use BPMN, standard modeling business of OMG, and the use of UML in PIM advocated by MDA in this level.

Keywords: Model transformation, MDA, CIM, PIM.

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Authors: Mohammad Reza Pirestani, Hamid Reza Vosoghifar, Pegah Jazayeri

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In designing river intakes and diversion structures, it is paramount that the sediments entering the intake are minimized or, if possible, completely separated. Due to high water velocity, sediments can significantly damage hydraulic structures especially when mechanical equipment like pumps and turbines are used. This subsequently results in wasting water, electricity and further costs. Therefore, it is prudent to investigate and analyze the performance of lateral intakes affected by sediment control structures. Laboratory experiments, despite their vast potential and benefits, can face certain limitations and challenges. Some of these include: limitations in equipment and facilities, space constraints, equipment errors including lack of adequate precision or mal-operation, and finally, human error. Research has shown that in order to achieve the ultimate goal of intake structure design – which is to design longlasting and proficient structures – the best combination of sediment control structures (such as sill and submerged vanes) along with parameters that increase their performance (such as diversion angle and location) should be determined. Cost, difficulty of execution and environmental impacts should also be included in evaluating the optimal design. This solution can then be applied to similar problems in the future. Subsequently, the model used to arrive at the optimal design requires high level of accuracy and precision in order to avoid improper design and execution of projects. Process of creating and executing the design should be as comprehensive and applicable as possible. Therefore, it is important that influential parameters and vital criteria is fully understood and applied at all stages of choosing the optimal design. In this article, influential parameters on optimal performance of the intake, advantages and disadvantages, and efficiency of a given design are studied. Then, a multi-criterion decision matrix is utilized to choose the optimal model that can be used to determine the proper parameters in constructing the intake.

Keywords: Diversion structures lateral intake, multi criteria decision making, optimal design, sediment control.

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Authors: Alae El Alami, Mohamed Bahaj

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This article discusses the passage of RDB to XML documents (schema and data) based on metadata and semantic enrichment, which makes the RDB under flattened shape and is enriched by the object concept. The integration and exploitation of the object concept in the XML uses a syntax allowing for the verification of the conformity of the document XML during the creation. The information extracted from the RDB is therefore analyzed and filtered in order to adjust according to the structure of the XML files and the associated object model. Those implemented in the XML document through a SQL query are built dynamically. A prototype was implemented to realize automatic migration, and so proves the effectiveness of this particular approach.

Keywords: RDB, XML, DTD, semantic enrichment.

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Authors: A. Faro, D. Giordano, M. Pennisi, G. Scarciofalo, C. Spampinato, F. Tramontana

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The paper proposes a methodology to process the signals coming from the Transcranial Magnetic Stimulation (TMS) in order to identify the pathology and evaluate the therapy to treat the patients affected by demency diseases. In particular, a fuzzy model is developed to identify the demency of the patients affected by Subcortical Ischemic Vascular Dementia (SIVD) and to measure the effect of a repetitive TMS on their motor performances. A tool is also presented to support the mentioned analysis.

Keywords: TMS, EMG, fuzzy logic, transcranial magnetic stimulation.

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Authors: Rajaa Filali, Mohamed Bouhdadi

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This paper presents an incremental formal development of the Wireless Transaction Protocol (WTP) in Event-B. WTP is part of the Wireless Application Protocol (WAP) architectures and provides a reliable request-response service. To model and verify the protocol, we use the formal technique Event-B which provides an accessible and rigorous development method. This interaction between modelling and proving reduces the complexity and helps to eliminate misunderstandings, inconsistencies, and specification gaps. As result, verification of WTP allows us to find some deficiencies in the current specification.

Keywords: Event-B, wireless transaction protocol, refinement, proof obligation, Rodin, ProB.

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Authors: Asghar Shirazpour, Seyed Moein Rassoulinejad Mousavi, Hamid Reza Seyf

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In this paper an analytical solution is presented for fully developed flow in a parallel plates channel under the action of Lorentz force, by use of Homotopy Perturbation Method (HPM). The analytical results are compared with exact solution and an excellent agreement has been observed between them for both Couette and Poiseuille flows. Moreover, the effects of key parameters have been studied on the dimensionless velocity profile.

Keywords: Lorentz Force, Porous Media, Homotopy Perturbation method

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Authors: Mohamed Fawzi Mahboub, Mourad Djebli

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The expansion mechanism of a partially ionized plasma produced by laser interaction with solid target (copper) is studied. For this purpose we use a hydrodynamical model which includes a source term combined with Saha's equation. The obtained self-similar solution in the limit of quasi-neutrality shows that the expansion, at the earlier stage, is driven by the combination of thermal pressure and electrostatic potential. They are of the same magnitude. The initial ionized fraction and the temperature are the leading parameters of the expanding profiles,

Keywords: expansion, quasi-neutral, laser-ablated plasma, self- similar.

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Authors: S. Behnam Malekzadeh, I. Kerr, T. Kaempffer, T. Harper, A Watson

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The Site C Hydroelectric dam is currently being constructed in north-eastern British Columbia on sub-horizontal sedimentary strata that dip approximately 15 meters from one bank of the Peace River to the other. More than 615 pressure sensors (Vibrating Wire Piezometers) have been installed on bedding planes (BPs) since construction began, with over 80 more planned before project completion. These pressure measurements are essential to monitor the stability of the rock foundation during and after construction and for dam safety purposes. BPs are identified by their clay gouge infilling, which varies in thickness from less than 1 to 20 mm and can be challenging to identify as the core drilling process often disturbs or washes away the gouge material. Without the use of depth predictions from nearby boreholes, stratigraphic markers, and downhole geophysical data, it is difficult to confidently identify BP targets for the sensors. In this paper, a Case-Based Reasoning (CBR) method was used to develop an empirical model called the Bedding Plane Elevation Prediction (BPEP) to help geologists and geotechnical engineers to predict geological features and BPs at new locations in a fast and accurate manner. To develop CBR, a database was developed based on 64 pressure sensors already installed on key bedding planes BP25, BP28, and BP31 on the Right Bank, including BP elevations and coordinates. 13 (20%) of the most recent cases were selected to validate and evaluate the accuracy of the developed model, while the similarity was defined as the distance between previous cases and recent cases to predict the depth of significant BPs. The average difference between actual BP elevations and predicted elevations for above BPs was ± 55 cm, while the actual results showed that 69% of predicted elevations were within ± 79 cm of actual BP elevations while 100% of predicted elevations for new cases were within ± 99 cm range. Eventually, the actual results will be used to develop the database and improve BPEP to perform as a learning machine to predict more accurate BP elevations for future sensor installations.

Keywords: Case-Based Reasoning, CBR, geological feature, geology, piezometer, pressure sensor, core logging, dam construction.

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Authors: Manish Kumar, Pradeep Rout Aditya Kumar Jha, Pankaj Gupta

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Wings are structural components of an aeroplane that are used to produce lift while the aircraft is in flight. The initial assault angle of the wing is definite. Due to the pressure difference at the top and bottom surfaces of the wing, lift force is produced when the flow passes over it. This paper explains the fundamental concept of the structural behaviour of a wing threatened by flowing loads during the voyage. The study comprises the use of concepts and analysis with the help of finite element analysis. Wing assembly is the first stage of wing model and design, which are determined by fascinating factual features. The basic gathering wing consists of a thin membrane, two poles, and several ribs. It has two spars, the major spar and the secondary spar. Here, NACA 23015 is selected as the standard model for all types of aerofoil structures since it is more akin to the custom aerofoil utilized in large aircraft, specifically the Airbus A320. Two rods mostly endure the twisting moment and trim strength, which is finished with titanium contamination to ensure enough inflexibility. The covering and wing spars are made of aluminium amalgam to lessen the structural heaviness. Following that, a static underlying examination is performed, and the general contortion, equivalent flexible strain, and comparing Von-Mises pressure are obtained to aid in investigations of the mechanical behaviour of the wing. Moreover, the modular examination is being upheld to decide the normal pace of repetition as well as the modular state of the three orders, which are obtained through the pre-stress modular investigation. The findings of the modular investigation assist engineers in reducing their excitement about regular events and turning away the wing from the whirlwind. Based on the findings of the study, planners can prioritise union and examination of the pressure mindfulness range and tremendous twisting region. All in all, the entertainment outcomes demonstrate that the game plan is feasible and further develop the data grade of the lifting surface.

Keywords: FEM, Airbus, NACA, modulus of elasticity, aircraft wing.

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