Search results for: Process modeling
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7042

Search results for: Process modeling

2842 Corporate Sustainable Development Assessment Base on the Corporate Social Responsibility

Authors: Sun Mei, Nagata Katsuya, Onoda Hiroshi

Abstract:

With the resource exhaustion, bad affections of human activities and the awakening of the human rights, the corporate social responsibility became popular corporate strategy achieving sustainable development of both corporation and society. The issue of Guideline of Chinese Corporate Social Responsibility Report promotes greatly corporation to take social responsibility. This paper built the index system according to this guideline and takes the textile industry as an example, uses the analytical hierarchy process to identify the weightings of different responsibilities of corporation to guide the corporate social responsibility performance assessment.

Keywords: Sustainable development, analytical hierarchyprocess, index system, corporate social responsibility

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2841 Alphanumeric Hand-Prints Classification: Similarity Analysis between Local Decisions

Authors: G. Dimauro, S. Impedovo, M.G. Lucchese, R. Modugno, G. Pirlo

Abstract:

This paper presents the analysis of similarity between local decisions, in the process of alphanumeric hand-prints classification. From the analysis of local characteristics of handprinted numerals and characters, extracted by a zoning method, the set of classification decisions is obtained and the similarity among them is investigated. For this purpose the Similarity Index is used, which is an estimator of similarity between classifiers, based on the analysis of agreements between their decisions. The experimental tests, carried out using numerals and characters from the CEDAR and ETL database, respectively, show to what extent different parts of the patterns provide similar classification decisions.

Keywords: Handwriting Recognition, Optical Character Recognition, Similarity Index, Zoning.

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2840 Design Approach for the Development of Format-Flexible Packaging Machines

Authors: G. Götz, P. Stich, J. Backhaus, G. Reinhart

Abstract:

The rising demand for format-flexible packaging machines is caused by current market changes. Increasing the formatflexibility is a new goal for the packaging machine manufacturers’ product development process. There are no methodical or designorientated tools for a comprehensive consideration of this target. This paper defines the term format-flexibility in the context of packaging machines and shows the state-of-the-art for improving the changeover of production machines. The requirements for a new approach and the concept itself will be introduced, and the method elements will be explained. Finally, the use of the concept and the result of the development of a format-flexible packaging machine will be shown.

Keywords: Packaging machine, format-flexibility, changeover, design method.

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2839 A Survey of the Applications of Sentiment Analysis

Authors: Pingping Lin, Xudong Luo

Abstract:

Natural language often conveys emotions of speakers. Therefore, sentiment analysis on what people say is prevalent in the field of natural language process and has great application value in many practical problems. Thus, to help people understand its application value, in this paper, we survey various applications of sentiment analysis, including the ones in online business and offline business as well as other types of its applications. In particular, we give some application examples in intelligent customer service systems in China. Besides, we compare the applications of sentiment analysis on Twitter, Weibo, Taobao and Facebook, and discuss some challenges. Finally, we point out the challenges faced in the applications of sentiment analysis and the work that is worth being studied in the future.

Keywords: Natural language processing, sentiment analysis, application, online comments.

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2838 Lessons Learned from Observing User Behavior through Repeated Usability Evaluations

Authors: Hanmin Jung, Mikyoung Lee, Won-kyung Sung

Abstract:

Academic research information service is a must for surveying previous studies in research and development process. OntoFrame is an academic research information service under Semantic Web framework different from simple keyword-based services such as CiteSeer and Google Scholar. The first purpose of this study is for revealing user behavior in their surveys, the objects of using academic research information services, and their needs. The second is for applying lessons learned from the results to OntoFrame.

Keywords: User Behavior, Usability Evaluation, OntoFrame, CiteSeer, Google Scholar, Academic Research Information Service.

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2837 Blind Identification of MA Models Using Cumulants

Authors: Mohamed Boulouird, Moha M'Rabet Hassani

Abstract:

In this paper, many techniques for blind identification of moving average (MA) process are presented. These methods utilize third- and fourth-order cumulants of the noisy observations of the system output. The system is driven by an independent and identically distributed (i.i.d) non-Gaussian sequence that is not observed. Two nonlinear optimization algorithms, namely the Gradient Descent and the Gauss-Newton algorithms are exposed. An algorithm based on the joint-diagonalization of the fourth-order cumulant matrices (FOSI) is also considered, as well as an improved version of the classical C(q, 0, k) algorithm based on the choice of the Best 1-D Slice of fourth-order cumulants. To illustrate the effectiveness of our methods, various simulation examples are presented.

Keywords: Cumulants, Identification, MA models, Parameter estimation

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2836 Some Immunological Characteristics of Tick- Borne Encephalitis in Perm Region

Authors: Some Immunological Characteristics of Tick- Borne Encephalitis in Perm Region

Abstract:

It is shown that the relationship of tick-borne encephalitis virus with the human body comes in two ways, the development of acute infection with the outcome in convalescence and long stay by the virus in the body, its persistence in the nervous tissue with periodic reactivation and prolonged circulating immunoglobulin M. In spite of the fact that tick-borne encephalitis virus has a tropism for nerve tissue, involvement in the process of blood cells is an integral component of the infection. Comprehensive study of the relation of factors of innate and adaptive immunity in the tick-borne encephalitis providing insight into the features of chronic disease.

Keywords: Tick-borne encephalitis, phagocytic activity, a progressive.

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2835 Using PFA in Feature Analysis and Selection for H.264 Adaptation

Authors: Nora A. Naguib, Ahmed E. Hussein, Hesham A. Keshk, Mohamed I. El-Adawy

Abstract:

Classification of video sequences based on their contents is a vital process for adaptation techniques. It helps decide which adaptation technique best fits the resource reduction requested by the client. In this paper we used the principal feature analysis algorithm to select a reduced subset of video features. The main idea is to select only one feature from each class based on the similarities between the features within that class. Our results showed that using this feature reduction technique the source video features can be completely omitted from future classification of video sequences.

Keywords: Adaptation, feature selection, H.264, Principal Feature Analysis (PFA)

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2834 Investigation of Tearing in Hydroforming Process with Analytical Equations and Finite Element Method

Authors: H.Seidi, M.Jalali Azizpour, S.A.Zahedi

Abstract:

Today, Hydroforming technology provides an attractive alternative to conventional matched die forming, especially for cost-sensitive, lower volume production, and for parts with irregular contours. In this study the critical fluid pressures which lead to rupture in the workpiece has been investigated by theoretical and finite element methods. The axisymmetric analysis was developed to investigate the tearing phenomenon in cylindrical Hydroforming Deep Drawing (HDD). By use of obtained equations the effect of anisotropy, drawing ratio, sheet thickness and strain hardening exponent on tearing diagram were investigated.

Keywords: Hydroforming deep drawing, Pressure path, Axisymmetric analysis, Finite element simulation.

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2833 Implementation Issues of Industrial PID Controller and Their Remedies

Authors: C. B. Vishwakarma

Abstract:

We elaborated the parallel and series Proportional, Integral and Derivative (PID) controllers, which are being used in industries. Various issues, which are very often faced by control engineers while designing the PID controllers for industrial systems are described. The effect of measurement noise on the actuator due to derivative term of a PID controller has been explained in detail. Similarly, proportional kick, derivative kick, saturation tendency of the actuator and reverse phenomena of an industrial process have been summarized. Moreover, we meticulously explained the remedies of the all issues of the parallel industrial PID controller.

Keywords: Band-width limited derivative control, derivative kick, proportional kick, reverse acting controller, series PID controller.

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2832 Financial Innovations for Companies Offered by Banks: Polish Experience

Authors: Joanna Błach, Anna Doś, Maria Gorczyńska, Monika Wieczorek-Kosmala

Abstract:

Financial innovations can be regarded as the cause and the effect of the evolution of the financial system. Most of financial innovations are created by various financial institutions for their own purposes and needs. However, due to their diversity, financial innovations can be also applied by various business entities (other than financial institutions). This paper focuses on the potential application of financial innovations by non-financial companies. It is assumed that financial innovations may be effectively applied in all fields of corporate financial decisions integrating financial management with the risk management process. Appropriate application of financial innovations may enhance the development of the company and increase its value by improving its financial situation and reducing the level of risk. On the other hand, misused financial innovations may become the source of extra risk for the company threatening its further operation. The main objective of the paper is to identify the major types of financial innovations offered to non-financial companies by the banking system in Poland. It also aims at identifying the main factors determining the creation of financial innovations in the banking system in Poland and indicating future directions of their development. This paper consists of conceptual and empirical part. Conceptual part based on theoretical study is focused on the determinants of the process of financial innovations and their application by the nonfinancial companies. Theoretical study is followed by the empirical research based on the analysis of the actual offer of the 20 biggest banks operating in Poland with regard to financial innovations offered to SMEs and large corporations. These innovations are classified according to the main functions of the integrated financial management, such as financing, investment, working capital management and risk management. Empirical study has proved that the biggest banks operating in the Polish market offer to their business customers many types and classes of financial innovations. This offer appears vast and adequate to the needs and purposes of the Polish non-financial companies. It was observed that financial innovations pertained to financing decisions dominate in the banks’ offer. However, due to high diversification of the offered financial innovations, business customers may effectively apply them in all fields and areas of integrated financial management. It should be underlined, that the banks’ offer is highly dispersed, which may limit the implementation of financial innovations in the corporate finance. It would be also recommended for the banks operating in the Polish market to intensify the education campaign aiming at increasing knowledge about financial innovations among business customers.

Keywords: Banking products and services, banking sector in Poland, corporate financial management, financial innovations, theory of innovation.

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2831 Application of Gamma Frailty Model in Survival of Liver Cirrhosis Patients

Authors: Elnaz Saeedi, Jamileh Abolaghasemi, Mohsen Nasiri Tousi, Saeedeh Khosravi

Abstract:

Goals and Objectives: A typical analysis of survival data involves the modeling of time-to-event data, such as the time till death. A frailty model is a random effect model for time-to-event data, where the random effect has a multiplicative influence on the baseline hazard function. This article aims to investigate the use of gamma frailty model with concomitant variable in order to individualize the prognostic factors that influence the liver cirrhosis patients’ survival times. Methods: During the one-year study period (May 2008-May 2009), data have been used from the recorded information of patients with liver cirrhosis who were scheduled for liver transplantation and were followed up for at least seven years in Imam Khomeini Hospital in Iran. In order to determine the effective factors for cirrhotic patients’ survival in the presence of latent variables, the gamma frailty distribution has been applied. In this article, it was considering the parametric model, such as Exponential and Weibull distributions for survival time. Data analysis is performed using R software, and the error level of 0.05 was considered for all tests. Results: 305 patients with liver cirrhosis including 180 (59%) men and 125 (41%) women were studied. The age average of patients was 39.8 years. At the end of the study, 82 (26%) patients died, among them 48 (58%) were men and 34 (42%) women. The main cause of liver cirrhosis was found hepatitis 'B' with 23%, followed by cryptogenic with 22.6% were identified as the second factor. Generally, 7-year’s survival was 28.44 months, for dead patients and for censoring was 19.33 and 31.79 months, respectively. Using multi-parametric survival models of progressive and regressive, Exponential and Weibull models with regard to the gamma frailty distribution were fitted to the cirrhosis data. In both models, factors including, age, bilirubin serum, albumin serum, and encephalopathy had a significant effect on survival time of cirrhotic patients. Conclusion: To investigate the effective factors for the time of patients’ death with liver cirrhosis in the presence of latent variables, gamma frailty model with parametric distributions seems desirable.

Keywords: Frailty model, latent variables, liver cirrhosis, parametric distribution.

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2830 A Centralized Architecture for Cooperative Air-Sea Vehicles Using UAV-USV

Authors: Salima Bella, Assia Belbachir, Ghalem Belalem

Abstract:

This paper deals with the problem of monitoring and cleaning dirty zones of oceans using unmanned vehicles. We present a centralized cooperative architecture for unmanned aerial vehicles (UAVs) to monitor ocean regions and clean dirty zones with the help of unmanned surface vehicles (USVs). Due to the rapid deployment of these unmanned vehicles, it is convenient to use them in oceanic regions where the water pollution zones are generally unknown. In order to optimize this process, our solution aims to detect and reduce the pollution level of the ocean zones while taking into account the problem of fault tolerance related to these vehicles.

Keywords: Centralized architecture, fault tolerance, UAV, USV.

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2829 Comparative Study of Scheduling Algorithms for LTE Networks

Authors: Samia Dardouri, Ridha Bouallegue

Abstract:

Scheduling is the process of dynamically allocating physical resources to User Equipment (UE) based on scheduling algorithms implemented at the LTE base station. Various algorithms have been proposed by network researchers as the implementation of scheduling algorithm which represents an open issue in Long Term Evolution (LTE) standard. This paper makes an attempt to study and compare the performance of PF, MLWDF and EXP/PF scheduling algorithms. The evaluation is considered for a single cell with interference scenario for different flows such as Best effort, Video and VoIP in a pedestrian and vehicular environment using the LTE-Sim network simulator. The comparative study is conducted in terms of system throughput, fairness index, delay, packet loss ratio (PLR) and total cell spectral efficiency.

Keywords: LTE, Multimedia flows, Scheduling algorithms.

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2828 Design Considerations of Scheduling Systems Suitable for PCB Manufacturing

Authors: Oscar Fernandez-Flores, Tony Speer, Rodney Day

Abstract:

This paper identifies five key design characteristics of production scheduling software systems in printed circuit board (PCB) manufacturing. The authors consider that, in addition to an effective scheduling engine, a scheduling system should be able to process a preventative maintenance calendar, to give the user the flexibility to handle data using a variety of electronic sources, to run simulations to support decision-making, and to have simple and customisable graphical user interfaces. These design considerations were the result of a review of academic literature, the evaluation of commercial applications and a compilation of requirements of a PCB manufacturer. It was found that, from those systems that were evaluated, those that effectively addressed all five characteristics outlined in this paper were the most robust of all and could be used in PCB manufacturing.

Keywords: Decision-making, ERP, PCB, scheduling.

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2827 Improving the Optoacoustic Signal by Monitoring the Changes of Coupling Medium

Authors: P. Prasannakumar, L. Myoung Young, G. Seung Kye, P. Sang Hun, S. Chul Gyu

Abstract:

In this paper, we discussed the coupling medium in the optoacoustic imaging. The coupling medium is placed between the scanned object and the ultrasound transducers. Water with varying temperature was used as the coupling medium. The water temperature is gradually varied between 25 to 40 degrees. This heating process is taken with care in order to avoid the bubble formation. Rise in the photoacoustic signal is noted through an unfocused transducer with frequency of 2.25 MHz as the temperature increases. The temperature rise is monitored using a NTC thermistor and the values in degrees are calculated using an embedded evaluation kit. Also the temperature is transmitted to PC through a serial communication. All these processes are synchronized using a trigger signal from the laser source.

Keywords: Embedded, optoacoustic, ultrasound, unfocused transducer.

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2826 Partial Connection Architecture for Mobile Computing

Authors: Phyoung Jung Kim, Seogyun Kim

Abstract:

In mobile computing environments, there are many new non existing problems in the distributed system, which is consisted of stationary hosts because of host mobility, sudden disconnection by handoff in wireless networks, voluntary disconnection for efficient power consumption of a mobile host, etc. To solve the problems, we proposed the architecture of Partial Connection Manager (PCM) in this paper. PCM creates the limited number of mobile agents according to priority, sends them in parallel to servers, and combines the results to process the user request rapidly. In applying the proposed PCM to the mobile market agent service, we understand that the mobile agent technique could be suited for the mobile computing environment and the partial connection problem management.

Keywords: Mobile agent, mobile computing, partial connection

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2825 VoIP Source Model based on the Hyperexponential Distribution

Authors: Arkadiusz Biernacki

Abstract:

In this paper we present a statistical analysis of Voice over IP (VoIP) packet streams produced by the G.711 voice coder with voice activity detection (VAD). During telephone conversation, depending whether the interlocutor speaks (ON) or remains silent (OFF), packets are produced or not by a voice coder. As index of dispersion for both ON and OFF times distribution was greater than one, we used hyperexponential distribution for approximation of streams duration. For each stage of the hyperexponential distribution, we tested goodness of our fits using graphical methods, we calculated estimation errors, and performed Kolmogorov-Smirnov test. Obtained results showed that the precise VoIP source model can be based on the five-state Markov process.

Keywords: VoIP source modelling, distribution approximation, hyperexponential distribution.

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2824 A Cognitive Model for Frequency Signal Classification

Authors: Rui Antunes, Fernando V. Coito

Abstract:

This article presents the development of a neural network cognitive model for the classification and detection of different frequency signals. The basic structure of the implemented neural network was inspired on the perception process that humans generally make in order to visually distinguish between high and low frequency signals. It is based on the dynamic neural network concept, with delays. A special two-layer feedforward neural net structure was successfully implemented, trained and validated, to achieve minimum target error. Training confirmed that this neural net structure descents and converges to a human perception classification solution, even when far away from the target.

Keywords: Neural Networks, Signal Classification, Adaptative Filters, Cognitive Neuroscience

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2823 Experimental Investigation of the Effect of Hydrogen Manifold Injection on the Performance of Compression Ignition Engines

Authors: Haroun A.K. Shahad, Nabeel Abdul-Hadi

Abstract:

Experiments were carried out to evaluate the influence of the addition of hydrogen to the inlet air on the performance of a single cylinder direct injection diesel engine. Hydrogen was injected in the inlet manifold. The addition of hydrogen was done on energy replacement basis. It was found that the addition of hydrogen improves the combustion process due to superior combustion characteristics of hydrogen in comparison to conventional diesel fuels. It was also found that 10% energy replacement improves the engine thermal efficiency by about 40% and reduces the sfc by about 35% however the volumetric efficiency was reduced by about 35%.

Keywords: Hydrogen, Blended fuel, Manifold injection , Performance , Combustion

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2822 3D Anisotropic Diffusion for Liver Segmentation

Authors: Wan Nural Jawahir Wan Yussof, Hans Burkhardt

Abstract:

Liver segmentation is the first significant process for liver diagnosis of the Computed Tomography. It segments the liver structure from other abdominal organs. Sophisticated filtering techniques are indispensable for a proper segmentation. In this paper, we employ a 3D anisotropic diffusion as a preprocessing step. While removing image noise, this technique preserve the significant parts of the image, typically edges, lines or other details that are important for the interpretation of the image. The segmentation task is done by using thresholding with automatic threshold values selection and finally the false liver region is eliminated using 3D connected component. The result shows that by employing the 3D anisotropic filtering, better liver segmentation results could be achieved eventhough simple segmentation technique is used.

Keywords: 3D Anisotropic Diffusion, non-linear filtering, CT Liver.

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2821 Graphical Approach for Targeting Work Exchange Networks

Authors: Hui Chen, Xiao Feng

Abstract:

Depressurization and pressurization streams in industrial systems constitute a work exchange network (WEN). In this paper, a novel graphical approach for targeting energy conservation potential of a WEN is proposed. Through constructing the composite work curves in the pressure-work diagram and assuming all of the mechanical energy of the depressurization streams is recovered by expanders, the maximum work target of a WEN can be determined via the proposed targeting steps. A WEN in an ammonia production process is used as a case study to illustrate the applicability of the proposed graphical approach.

Keywords: Expanders, Graphical approach, Pressure-work diagram, Work exchange network, Work target

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2820 A 16Kb 10T-SRAM with 4x Read-Power Reduction

Authors: Pardeep Singh, Sanjay Sharma, Parvinder S. Sandhu

Abstract:

This work aims to reduce the read power consumption as well as to enhance the stability of the SRAM cell during the read operation. A new 10-transisor cell is proposed with a new read scheme to minimize the power consumption within the memory core. It has separate read and write ports, thus cell read stability is significantly improved. A 16Kb SRAM macro operating at 1V supply voltage is demonstrated in 65 nm CMOS process. Its read power consumption is reduced to 24% of the conventional design. The new cell also has lower leakage current due to its special bit-line pre-charge scheme. As a result, it is suitable for low-power mobile applications where power supply is restricted by the battery.

Keywords: A 16Kb 10T-SRAM, 4x Read-Power Reduction

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2819 A Xenon Mass Gauging through Heat Transfer Modeling for Electric Propulsion Thrusters

Authors: A. Soria-Salinas, M.-P. Zorzano, J. Martín-Torres, J. Sánchez-García-Casarrubios, J.-L. Pérez-Díaz, A. Vakkada-Ramachandran

Abstract:

The current state-of-the-art methods of mass gauging of Electric Propulsion (EP) propellants in microgravity conditions rely on external measurements that are taken at the surface of the tank. The tanks are operated under a constant thermal duty cycle to store the propellant within a pre-defined temperature and pressure range. We demonstrate using computational fluid dynamics (CFD) simulations that the heat-transfer within the pressurized propellant generates temperature and density anisotropies. This challenges the standard mass gauging methods that rely on the use of time changing skin-temperatures and pressures. We observe that the domes of the tanks are prone to be overheated, and that a long time after the heaters of the thermal cycle are switched off, the system reaches a quasi-equilibrium state with a more uniform density. We propose a new gauging method, which we call the Improved PVT method, based on universal physics and thermodynamics principles, existing TRL-9 technology and telemetry data. This method only uses as inputs the temperature and pressure readings of sensors externally attached to the tank. These sensors can operate during the nominal thermal duty cycle. The improved PVT method shows little sensitivity to the pressure sensor drifts which are critical towards the end-of-life of the missions, as well as little sensitivity to systematic temperature errors. The retrieval method has been validated experimentally with CO2 in gas and fluid state in a chamber that operates up to 82 bar within a nominal thermal cycle of 38 °C to 42 °C. The mass gauging error is shown to be lower than 1% the mass at the beginning of life, assuming an initial tank load at 100 bar. In particular, for a pressure of about 70 bar, just below the critical pressure of CO2, the error of the mass gauging in gas phase goes down to 0.1% and for 77 bar, just above the critical point, the error of the mass gauging of the liquid phase is 0.6% of initial tank load. This gauging method improves by a factor of 8 the accuracy of the standard PVT retrievals using look-up tables with tabulated data from the National Institute of Standards and Technology.

Keywords: Electric propulsion, mass gauging, propellant, PVT, xenon.

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2818 Design as Contract and Blueprint – Tackling Maturity Level 1 Software Vendors in an e-School Project

Authors: Yung-Pin Cheng, Ching-Huei Wang

Abstract:

Process improvements have drawn much attention in practical software engineering. The capability maturity levels from CMMI have become an important index to assess a software company-s software engineering capability. However, in countries like Taiwan, customers often have no choices but to deal with vendors that are not CMMI prepared or qualified. We call these vendors maturitylevel- 1 (ML1) vendors. In this paper, we describe our experience from consulting an e-school project. We propose an approach to help our client tackle the ML1 vendors. Through our system analysis, we produce a design. This design is suggested to be used as part of contract and a blueprint to guide the implementation.

Keywords: CMMI, Software Engineering, Software Design, Designas Contract.

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2817 Fluid Flow Analysis and Design of a Flow Distributor in a Domestic Gas Boiler Using a Commercial CFD Software

Authors: Lukasz Peronski, Roy Bratley, Derek B. Ingham, Lin Ma, Mohamed Pourkashanian, StephenTaylor

Abstract:

The aim of the study was to investigate the possible use of commercial Computational Fluid Dynamics (CFD) software in the design process of a domestic gas boiler. Because of the limited computational resources some simplifications had to be made in order to contribute to the design in a reasonable timescale. The porous media model was used in order to simulate the influence of the pressure drop characteristic of particular elements of a heat transfer system on the water-flow distribution in the system. Further, a combination of CFD analyses and spread sheet calculations was used in order to solve the flow distribution problem.

Keywords: CFD, domestic gas boilers, flow distribution, heatexchanger, porous media

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2816 Adsorption of Methylene Blue from Aqueous Solution on the Surface of Znapso-34 Nanoporous Material

Authors: B. Abbad, A. Lounis, Tassalit Djilali

Abstract:

The effects of equilibrium time, solution pH, and sorption temperature of cationic methylene blue (MB) adsorption on nanoporous metallosilicoaluminophosphate ZnAPSO-34 was studied using a batch equilibration method. UV–VIS spectroscopy was used to obtain the adsorption isotherms at 20° C. The optimum period for adsorption was 300 min. However, MB removal increased from 81,82 % to 94,81 %. The equilibrium adsorption data was analyzed by using Langmuir, Freundlich and Temkin isotherm models. Langmuir isotherm was found to be the better-fitting model and the process followed pseudo second–order kinetics. The results showed that ZnAPSO-34 could be employed as an effective material and could be an attractive alternative for the removal of dyes and colors from aqueous solutions.

Keywords: Adsorption, Dye, Metallosilicoaluminophosphate, Methylene Blue.

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2815 Parametric Approach for Reserve Liability Estimate in Mortgage Insurance

Authors: Rajinder Singh, Ram Valluru

Abstract:

Chain Ladder (CL) method, Expected Loss Ratio (ELR) method and Bornhuetter-Ferguson (BF) method, in addition to more complex transition-rate modeling, are commonly used actuarial reserving methods in general insurance. There is limited published research about their relative performance in the context of Mortgage Insurance (MI). In our experience, these traditional techniques pose unique challenges and do not provide stable claim estimates for medium to longer term liabilities. The relative strengths and weaknesses among various alternative approaches revolve around: stability in the recent loss development pattern, sufficiency and reliability of loss development data, and agreement/disagreement between reported losses to date and ultimate loss estimate. CL method results in volatile reserve estimates, especially for accident periods with little development experience. The ELR method breaks down especially when ultimate loss ratios are not stable and predictable. While the BF method provides a good tradeoff between the loss development approach (CL) and ELR, the approach generates claim development and ultimate reserves that are disconnected from the ever-to-date (ETD) development experience for some accident years that have more development experience. Further, BF is based on subjective a priori assumption. The fundamental shortcoming of these methods is their inability to model exogenous factors, like the economy, which impact various cohorts at the same chronological time but at staggered points along their life-time development. This paper proposes an alternative approach of parametrizing the loss development curve and using logistic regression to generate the ultimate loss estimate for each homogeneous group (accident year or delinquency period). The methodology was tested on an actual MI claim development dataset where various cohorts followed a sigmoidal trend, but levels varied substantially depending upon the economic and operational conditions during the development period spanning over many years. The proposed approach provides the ability to indirectly incorporate such exogenous factors and produce more stable loss forecasts for reserving purposes as compared to the traditional CL and BF methods.

Keywords: Actuarial loss reserving techniques, logistic regression, parametric function, volatility.

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2814 Affine Combination of Splitting Type Integrators, Implemented with Parallel Computing Methods

Authors: Adrian Alvarez, Diego Rial

Abstract:

In this work we present a family of new convergent type methods splitting high order no negative steps feature that allows your application to irreversible problems. Performing affine combinations consist of results obtained with Trotter Lie integrators of different steps. Some examples where applied symplectic compared with methods, in particular a pair of differential equations semilinear. The number of basic integrations required is comparable with integrators symplectic, but this technique allows the ability to do the math in parallel thus reducing the times of which exemplify exhibiting some implementations with simple schemes for its modularity and scalability process.

Keywords: Lie Trotter integrators, Irreversible Problems, Splitting Methods without negative steps, MPI, HPC.

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2813 Implicit Authorization Mechanism of Object-Oriented Database

Authors: Haibo Hu, Hong Xiang

Abstract:

Due to its special data structure and manipulative principle, Object-Oriented Database (OODB) has a particular security protection and authorization methods. This paper first introduces the features of security mechanism about OODB, and then talked about authorization checking process of OODB. Implicit authorization mechanism is based on the subject hierarchies, object hierarchies and access hierarchies of the security authorization modes, and simplifies the authorization mode. In addition, to combine with other authorization mechanisms, implicit authorization can make protection on the authorization of OODB expediently and effectively.

Keywords: Object-oriented database(OODB), security protection, authorization mechanism, implicit authorization, authorization check.

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