Search results for: generalized Lorenz model
7296 Validity Domains of Beams Behavioural Models: Efficiency and Reduction with Artificial Neural Networks
Authors: Keny Ordaz-Hernandez, Xavier Fischer, Fouad Bennis
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In a particular case of behavioural model reduction by ANNs, a validity domain shortening has been found. In mechanics, as in other domains, the notion of validity domain allows the engineer to choose a valid model for a particular analysis or simulation. In the study of mechanical behaviour for a cantilever beam (using linear and non-linear models), Multi-Layer Perceptron (MLP) Backpropagation (BP) networks have been applied as model reduction technique. This reduced model is constructed to be more efficient than the non-reduced model. Within a less extended domain, the ANN reduced model estimates correctly the non-linear response, with a lower computational cost. It has been found that the neural network model is not able to approximate the linear behaviour while it does approximate the non-linear behaviour very well. The details of the case are provided with an example of the cantilever beam behaviour modelling.
Keywords: artificial neural network, validity domain, cantileverbeam, non-linear behaviour, model reduction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14207295 MPC of Single Phase Inverter for PV System
Authors: Irtaza M. Syed, Kaamran Raahemifar
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This paper presents a model predictive control (MPC) of a utility interactive (UI) single phase inverter (SPI) for a photovoltaic (PV) system at residential/distribution level. The proposed model uses single-phase phase locked loop (PLL) to synchronize SPI with the grid and performs MPC control in a dq reference frame. SPI model consists of boost converter (BC), maximum power point tracking (MPPT) control, and a full bridge (FB) voltage source inverter (VSI). No PI regulators to tune and carrier and modulating waves are required to produce switching sequence. Instead, the operational model of VSI is used to synthesize sinusoidal current and track the reference. Model is validated using a three kW PV system at the input of UI-SPI in Matlab/Simulink. Implementation and results demonstrate simplicity and accuracy, as well as reliability of the model.
Keywords: Matlab/Simulink, Model Predictive Control, Phase Locked Loop, Single Phase Inverter, Voltage Source Inverter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 45387294 Model of Appropriate Science Teaching for Mathayomsuksa 3 (Grade 9) in Ang-Thong Province
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This research aims to study the appropriate model of Science teaching for students, academic achievement and to survey students- attitudes toward using appropriate for students in Mathayomsuksa 3 in Ang-Thong province. The research results were as follows: 1. The appropriate model of Science teaching for Mathayomsuksa 3 students in Ang-Thong province including these following five steps: Step 1. The introduction of the lessons. Step 2. Setting the hypothesis. Step 3. Doing the experiment /survey. Step 4. Making conclusion. Step 5. Applying to daily life or other subjects. 2. There is no significant difference between using appropriate model teaching and regular teaching at 0.05 level significant difference. 3. There is a significant difference between before and after teaching using appropriate model of Science teaching at 0.05 level. 4. The satisfaction of students- attitudes to using the appropriate model of Science teaching for students was in intermediate level.Keywords: Pedagogy, science teaching model, Ang-Thong province.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18467293 Knowledge Management Model for Research Projects Masters Program
Authors: Víctor Hugo Medina García, Darío Alejandro Segura Torres
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This paper presents the adaptation of the knowledge management model and intellectual capital measurement NOVA to the needs of work or research project must be developed when conducting a program of graduate-level master. Brackets are added in each of the blocks which is represented in the original model NOVA and which allows to represent those involved in each of these.
Keywords: Knowledge management, masters programs, Nova model, research projects
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13327292 Toward a Risk Assessment Model Based On Multi-Agent System for Cloud Consumer
Authors: Saadia Drissi, Siham Benhadou, Hicham Medromi
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The cloud computing is an innovative paradigm that introduces several changes in technology that have resulted a new ways for cloud providers to deliver their services to cloud consumers mainly in term of security risk assessment, thus, adapting a current risk assessment tools to cloud computing is a very difficult task due to its several characteristics that challenge the effectiveness of risk assessment approaches. As consequence, there is a need of risk assessment model adapted to cloud computing. This paper requires a new risk assessment model based on multi-agent system and AHP model as fundamental steps towards the development of flexible risk assessment approach regarding cloud consumers.
Keywords: Cloud computing, risk assessment model, multi-agent system, AHP model, cloud consumer.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22437291 2D and 3D Unsteady Simulation of the Heat Transfer in the Sample during Heat Treatment by Moving Heat Source
Authors: Z. Veselý, M. Honner, J. Mach
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The aim of the performed work is to establish the 2D and 3D model of direct unsteady task of sample heat treatment by moving source employing computer model on the basis of finite element method. Complex boundary condition on heat loaded sample surface is the essential feature of the task. Computer model describes heat treatment of the sample during heat source movement over the sample surface. It is started from 2D task of sample cross section as a basic model. Possibilities of extension from 2D to 3D task are discussed. The effect of the addition of third model dimension on temperature distribution in the sample is showed. Comparison of various model parameters on the sample temperatures is observed. Influence of heat source motion on the depth of material heat treatment is shown for several velocities of the movement. Presented computer model is prepared for the utilization in laser treatment of machine parts.Keywords: Computer simulation, unsteady model, heat treatment, complex boundary condition, moving heat source.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20307290 Generalized Noise Analysis of Log Domain Static Translinear Circuits
Authors: E. Farshidi
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This paper presents a new general technique for analysis of noise in static log-domain translinear circuits. It is demonstrated that employing this technique, leads to a general, simple and routine method of the noise analysis. The circuit has been simulated by HSPICE. The simulation results are seen to conform to the theoretical analysis and shows benefits of the proposed circuit.
Keywords: Noise analysis, log-domain, static, dynamic, translinear loop, companding.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12257289 Adaptive Gaussian Mixture Model for Skin Color Segmentation
Authors: Reza Hassanpour, Asadollah Shahbahrami, Stephan Wong
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Skin color based tracking techniques often assume a static skin color model obtained either from an offline set of library images or the first few frames of a video stream. These models can show a weak performance in presence of changing lighting or imaging conditions. We propose an adaptive skin color model based on the Gaussian mixture model to handle the changing conditions. Initial estimation of the number and weights of skin color clusters are obtained using a modified form of the general Expectation maximization algorithm, The model adapts to changes in imaging conditions and refines the model parameters dynamically using spatial and temporal constraints. Experimental results show that the method can be used in effectively tracking of hand and face regions.Keywords: Face detection, Segmentation, Tracking, Gaussian Mixture Model, Adaptation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24037288 External Effects on Dynamic Competitive Model of Domestic Airline and High Speed Rail
Authors: Shih-Ching Lo, Yu-Ping Liao
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Social-economic variables influence transportation demand largely. Analyses of discrete choice model consider social-economic variables to study traveler-s mode choice and demand. However, to calibrate the discrete choice model needs to have plenty of questionnaire survey. Also, an aggregative model is proposed. The historical data of passenger volumes for high speed rail and domestic civil aviation are employed to calibrate and validate the model. In this study, models with different social-economic variables, which are oil price, GDP per capita, CPI and economic growth rate, are compared. From the results, the model with the oil price is better than models with the other social-economic variables.Keywords: forecasting, passenger volume, dynamic competitive model, social-economic variables, oil price.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15757287 Javanese Character Recognition Using Hidden Markov Model
Authors: Anastasia Rita Widiarti, Phalita Nari Wastu
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Hidden Markov Model (HMM) is a stochastic method which has been used in various signal processing and character recognition. This study proposes to use HMM to recognize Javanese characters from a number of different handwritings, whereby HMM is used to optimize the number of state and feature extraction. An 85.7 % accuracy is obtained as the best result in 16-stated vertical model using pure HMM. This initial result is satisfactory for prompting further research.Keywords: Character recognition, off-line handwritingrecognition, Hidden Markov Model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19787286 Analytical Model to Predict the Shear Capacity of Reinforced Concrete Beams Externally Strengthened with CFRP Composites Conditions
Authors: Rajai Al-Rousan
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This paper presents a proposed analytical model for predicting the shear strength of reinforced concrete beams strengthened with CFRP composites as external reinforcement. The proposed analytical model can predict the shear contribution of CFRP composites of RC beams with an acceptable coefficient of correlation with the tested results. Based on the comparison of the proposed model with the published well-known models (ACI model, Triantafillou model, and Colotti model), the ACI model had a wider range of 0.16 to 10.08 for the ratio between tested and predicted ultimate shears at failure. Also, an acceptable range of 0.27 to 2.78 for the ratio between tested and predicted ultimate shears by the Triantafillou model. Finally, the best prediction (the ratio between the tested and predicted ones) of the ultimate shear capacity is observed by using Colotti model with a range of 0.20 to 1.78. Thus, the contribution of the CFRP composites as external reinforcement can be predicted with high accuracy by using the proposed analytical model.
Keywords: Predicting, shear capacity, reinforced concrete, beams, strengthened, externally, CFRP composites.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8587285 An Enhanced Artificial Neural Network for Air Temperature Prediction
Authors: Brian A. Smith, Ronald W. McClendon, Gerrit Hoogenboom
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The mitigation of crop loss due to damaging freezes requires accurate air temperature prediction models. An improved model for temperature prediction in Georgia was developed by including information on seasonality and modifying parameters of an existing artificial neural network model. Alternative models were compared by instantiating and training multiple networks for each model. The inclusion of up to 24 hours of prior weather information and inputs reflecting the day of year were among improvements that reduced average four-hour prediction error by 0.18°C compared to the prior model. Results strongly suggest model developers should instantiate and train multiple networks with different initial weights to establish appropriate model parameters.
Keywords: Time-series forecasting, weather modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18537284 Discovering the Dimension of Abstractness: Structure-Based Model that Learns New Categories and Categorizes on Different Levels of Abstraction
Authors: Georgi I. Petkov, Ivan I. Vankov, Yolina A. Petrova
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A structure-based model of category learning and categorization at different levels of abstraction is presented. The model compares different structures and expresses their similarity implicitly in the forms of mappings. Based on this similarity, the model can categorize different targets either as members of categories that it already has or creates new categories. The model is novel using two threshold parameters to evaluate the structural correspondence. If the similarity between two structures exceeds the higher threshold, a new sub-ordinate category is created. Vice versa, if the similarity does not exceed the higher threshold but does the lower one, the model creates a new category on higher level of abstraction.
Keywords: Analogy-making, categorization, learning of categories, abstraction, hierarchical structure.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7717283 Strong Law of Large Numbers for *- Mixing Sequence
Authors: Bainian Li, Kongsheng Zhang
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Strong law of large numbers and complete convergence for sequences of *-mixing random variables are investigated. In particular, Teicher-s strong law of large numbers for independent random variables are generalized to the case of *-mixing random sequences and extended to independent and identically distributed Marcinkiewicz Law of large numbers for *-mixing.
Keywords: mixing squences, strong law of large numbers, martingale differences, Lacunary System
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12827282 A Mean–Variance–Skewness Portfolio Optimization Model
Authors: Kostas Metaxiotis
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Portfolio optimization is one of the most important topics in finance. This paper proposes a mean–variance–skewness (MVS) portfolio optimization model. Traditionally, the portfolio optimization problem is solved by using the mean–variance (MV) framework. In this study, we formulate the proposed model as a three-objective optimization problem, where the portfolio's expected return and skewness are maximized whereas the portfolio risk is minimized. For solving the proposed three-objective portfolio optimization model we apply an adapted version of the non-dominated sorting genetic algorithm (NSGAII). Finally, we use a real dataset from FTSE-100 for validating the proposed model.
Keywords: Evolutionary algorithms, portfolio optimization, skewness, stock selection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13967281 The Gasoil Hydrofining Kinetics Constants Identification
Authors: C. Patrascioiu, V. Matei, N. Nicolae
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The paper describes the experiments and the kinetic parameters calculus of the gasoil hydrofining. They are presented experimental results of gasoil hidrofining using Mo and promoted with Ni on aluminum support catalyst. The authors have adapted a kinetic model gasoil hydrofining. Using this proposed kinetic model and the experimental data they have calculated the parameters of the model. The numerical calculus is based on minimizing the difference between the experimental sulf concentration and kinetic model estimation.
Keywords: Hydrofining, kinetic, modeling, optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20077280 Variable Rough Set Model and Its Knowledge Reduction for Incomplete and Fuzzy Decision Information Systems
Authors: Da-kuan Wei, Xian-zhong Zhou, Dong-jun Xin, Zhi-wei Chen
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The information systems with incomplete attribute values and fuzzy decisions commonly exist in practical problems. On the base of the notion of variable precision rough set model for incomplete information system and the rough set model for incomplete and fuzzy decision information system, the variable rough set model for incomplete and fuzzy decision information system is constructed, which is the generalization of the variable precision rough set model for incomplete information system and that of rough set model for incomplete and fuzzy decision information system. The knowledge reduction and heuristic algorithm, built on the method and theory of precision reduction, are proposed.Keywords: Rough set, Incomplete and fuzzy decision information system, Limited valued tolerance relation, Knowledge reduction, Variable rough set model
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15797279 On the Optimal Number of Smart Dust Particles
Authors: Samee Ullah Khan, C. Ardil
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Smart Dust particles, are small smart materials used for generating weather maps. We investigate question of the optimal number of Smart Dust particles necessary for generating precise, computationally feasible and cost effective 3–D weather maps. We also give an optimal matching algorithm for the generalized scenario, when there are N Smart Dust particles and M ground receivers.
Keywords: Remote sensing, smart dust, matching, optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21627278 DMC with Adaptive Weighted Output
Authors: Ahmed Abbas, M.R. M Rizk, Mohamed El-Sayed
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This paper presents a new adaptive DMC controller that improves the controller performance in case of plant-model mismatch. The new controller monitors the plant measured output, compares it with the model output and calculates weights applied to the controller move. Simulations show that the new controller can help improve control performance and avoid instability in case of severe model mismatches.Keywords: Adaptive control, dynamic matrix control, DMC, model predictive control
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22187277 Segmentation of Piecewise Polynomial Regression Model by Using Reversible Jump MCMC Algorithm
Authors: Suparman
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Piecewise polynomial regression model is very flexible model for modeling the data. If the piecewise polynomial regression model is matched against the data, its parameters are not generally known. This paper studies the parameter estimation problem of piecewise polynomial regression model. The method which is used to estimate the parameters of the piecewise polynomial regression model is Bayesian method. Unfortunately, the Bayes estimator cannot be found analytically. Reversible jump MCMC algorithm is proposed to solve this problem. Reversible jump MCMC algorithm generates the Markov chain that converges to the limit distribution of the posterior distribution of piecewise polynomial regression model parameter. The resulting Markov chain is used to calculate the Bayes estimator for the parameters of piecewise polynomial regression model.
Keywords: Piecewise, Bayesian, reversible jump MCMC, segmentation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16627276 Model-Based Software Regression Test Suite Reduction
Authors: Shiwei Deng, Yang Bao
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In this paper, we present a model-based regression test suite reducing approach that uses EFSM model dependence analysis and probability-driven greedy algorithm to reduce software regression test suites. The approach automatically identifies the difference between the original model and the modified model as a set of elementary model modifications. The EFSM dependence analysis is performed for each elementary modification to reduce the regression test suite, and then the probability-driven greedy algorithm is adopted to select the minimum set of test cases from the reduced regression test suite that cover all interaction patterns. Our initial experience shows that the approach may significantly reduce the size of regression test suites.Keywords: Dependence analysis, EFSM model, greedy algorithm, regression test.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19127275 Model of the Increasing the Capacity of the Train and Railway Track by Using the New Type of Wagon
Authors: Martin Kendra, Jaroslav Mašek, Juraj Čamaj, Martin Búda
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The paper deals with possibilities of increase train capacity by using a new type of railway wagon. In the first part is created a mathematical model to calculate the capacity of the train. The model is based on the main limiting parameters of the train - maximum number of axles per train, maximum gross weight of train, maximum length of train and number of TEUs per one wagon. In the second part is the model applied to four different model trains with different composition of the train set and three different average weights of TEU and a train consisting of a new type of wagons. The result is to identify where the carrying capacity of the original trains is higher, respectively less than a capacity of train consisting of a new type of wagons.Keywords: Loading units, theoretical capacity model, train capacity, wagon for intermodal transport.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23967274 Modeling and Simulation Methods Using MATLAB/Simulink
Authors: Jamuna Konda, Umamaheswara Reddy Karumuri, Sriramya Muthugi, Varun Pishati, Ravi Shakya,
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This paper investigates the challenges involved in mathematical modeling of plant simulation models ensuring the performance of the plant models much closer to the real time physical model. The paper includes the analysis performed and investigation on different methods of modeling, design and development for plant model. Issues which impact the design time, model accuracy as real time model, tool dependence are analyzed. The real time hardware plant would be a combination of multiple physical models. It is more challenging to test the complete system with all possible test scenarios. There are possibilities of failure or damage of the system due to any unwanted test execution on real time.
Keywords: Model Based Design, MATLAB, Simulink, Stateflow, plant model, real time model, real-time workshop, target language compiler.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16827273 Development of a Model for the Comprehensive Analysis and Evaluation of Service Productivity
Authors: A. Petz, S. Duckwitz, C. Schmalz, S. Meyer, S. Mütze-Niewöhner, C.M. Schlick
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Although services play a crucial role in economy, service did not gain as much importance as productivity management in manufacturing. This paper presents key findings from literature and practice. Based on an initial definition of complex services, seven productivity concepts are briefly presented and assessed by relevant, complex service specific criteria. Following the findings a complex service productivity model is proposed. The novel model comprises of all specific dimensions of service provision from both, the provider-s as well as costumer-s perspective. A clear assignment of identified value drivers and relationships between them is presented. In order to verify the conceptual service productivity model a case study from a project engineering department of a chemical plant development and construction company is presented.Keywords: assessment model, complex services, service productivity model, value driver.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14687272 A Mixed Integer Linear Programming Model for Flexible Job Shop Scheduling Problem
Authors: Mohsen Ziaee
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In this paper, a mixed integer linear programming (MILP) model is presented to solve the flexible job shop scheduling problem (FJSP). This problem is one of the hardest combinatorial problems. The objective considered is the minimization of the makespan. The computational results of the proposed MILP model were compared with those of the best known mathematical model in the literature in terms of the computational time. The results show that our model has better performance with respect to all the considered performance measures including relative percentage deviation (RPD) value, number of constraints, and total number of variables. By this improved mathematical model, larger FJS problems can be optimally solved in reasonable time, and therefore, the model would be a better tool for the performance evaluation of the approximation algorithms developed for the problem.Keywords: Scheduling, flexible job shop, makespan, mixed integer linear programming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16647271 A Multiclass BCMP Queueing Modeling and Simulation-Based Road Traffic Flow Analysis
Authors: Jouhra Dad, Mohammed Ouali, Yahia Lebbah
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Urban road network traffic has become one of the most studied research topics in the last decades. This is mainly due to the enlargement of the cities and the growing number of motor vehicles traveling in this road network. One of the most sensitive problems is to verify if the network is congestion-free. Another related problem is the automatic reconfiguration of the network without building new roads to alleviate congestions. These problems require an accurate model of the traffic to determine the steady state of the system. An alternative is to simulate the traffic to see if there are congestions and when and where they occur. One key issue is to find an adequate model for road intersections. Once the model established, either a large scale model is built or the intersection is represented by its performance measures and simulation for analysis. In both cases, it is important to seek the queueing model to represent the road intersection. In this paper, we propose to model the road intersection as a BCMP queueing network and we compare this analytical model against a simulation model for validation.Keywords: Queueing theory, transportation systems, BCMPqueueing network, performance measures, modeling, simulation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24307270 An Automatic Model Transformation Methodology Based on Semantic and Syntactic Comparisons and the Granularity Issue Involved
Authors: Tiexin Wang, Sebastien Truptil, Frederick Benaben
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Model transformation, as a pivotal aspect of Modeldriven engineering, attracts more and more attentions both from researchers and practitioners. Many domains (enterprise engineering, software engineering, knowledge engineering, etc.) use model transformation principles and practices to serve to their domain specific problems; furthermore, model transformation could also be used to fulfill the gap between different domains: by sharing and exchanging knowledge. Since model transformation has been widely used, there comes new requirement on it: effectively and efficiently define the transformation process and reduce manual effort that involved in. This paper presents an automatic model transformation methodology based on semantic and syntactic comparisons, and focuses particularly on granularity issue that existed in transformation process. Comparing to the traditional model transformation methodologies, this methodology serves to a general purpose: crossdomain methodology. Semantic and syntactic checking measurements are combined into a refined transformation process, which solves the granularity issue. Moreover, semantic and syntactic comparisons are supported by software tool; manual effort is replaced in this way.Keywords: Automatic model transformation, granularity issue, model-driven engineering, semantic and syntactic comparisons.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21847269 BTG-BIBA: A Flexibility-Enhanced Biba Model Using BTG Strategies for Operating System
Authors: Gang Liu, Can Wang, Runnan Zhang, Quan Wang, Huimin Song, Shaomin Ji
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Biba model can protect information integrity but might deny various non-malicious access requests of the subjects, thereby decreasing the availability in the system. Therefore, a mechanism that allows exceptional access control is needed. Break the Glass (BTG) strategies refer an efficient means for extending the access rights of users in exceptional cases. These strategies help to prevent a system from stagnation. An approach is presented in this work for integrating Break the Glass strategies into the Biba model. This research proposes a model, BTG-Biba, which provides both an original Biba model used in normal situations and a mechanism used in emergency situations. The proposed model is context aware, can implement a fine-grained type of access control and primarily solves cross-domain access problems. Finally, the flexibility and availability improvement with the use of the proposed model is illustrated.Keywords: Biba model, break the glass, context, cross-domain, fine-grained.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11387268 A Fuzzy Mixed Integer Multi-Scenario Portfolio Optimization Model
Authors: M. S. Osman, A. A. Tharwat, I. A. El-Khodary, A. G. Chalabi
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In this paper, we propose a multiple objective optimization model with respect to portfolio selection problem for investors looking forward to diversify their equity investments in a number of equity markets. Based on Markowitz-s M-V model we developed a Fuzzy Mixed Integer Multi-Objective Nonlinear Programming Problem (FMIMONLP) to maximize the investors- future gains on equity markets, reach the optimal proportion of the budget to be invested in different equities. A numerical example with a comprehensive analysis on artificial data from several equity markets is presented in order to illustrate the proposed model and its solution method. The model performed well compared with the deterministic version of the model.
Keywords: Equity Markets, Future Scenarios, PortfolioSelection, Multiple Criteria Fuzzy Optimization
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19647267 Building the Reliability Prediction Model of Component-Based Software Architectures
Authors: Pham Thanh Trung, Huynh Quyet Thang
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Reliability is one of the most important quality attributes of software. Based on the approach of Reussner and the approach of Cheung, we proposed the reliability prediction model of component-based software architectures. Also, the value of the model is shown through the experimental evaluation on a web server system.
Keywords: component-based architecture, reliability prediction model, software reliability engineering.
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