Search results for: Finite Temperature Model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 10119

Search results for: Finite Temperature Model

5709 Measurement of Operational and Environmental Performance of the Coal-Fired Power Plants in India by Using Data Envelopment Analysis

Authors: Vijay Kumar Bajpai, Sudhir Kumar Singh

Abstract:

In this study, the performance analyses of the twenty five Coal-Fired Power Plants (CFPPs) used for electricity generation are carried out through various Data Envelopment Analysis (DEA) models. Three efficiency indices are defined and pursued. During the calculation of the operational performance, energy and non-energy variables are used as input, and net electricity produced is used as desired output (Model-1). CO2 emitted to the environment is used as the undesired output (Model-2) in the computation of the pure environmental performance while in Model-3 CO2 emissions is considered as detrimental input in the calculation of operational and environmental performance. Empirical results show that most of the plants are operating in increasing returns to scale region and Mettur plant is efficient one with regards to energy use and environment. The result also indicates that the undesirable output effect is insignificant in the research sample. The present study will provide clues to plant operators towards raising the operational and environmental performance of CFPPs.

Keywords: Coal fired power plants, environmental performance, data envelopment analysis, operational performance.

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5708 Plasma Density Distribution in Asymmetric Geometry Capacitive Coupled Plasma Discharge System

Authors: Yinchang Du, Yangfang Li

Abstract:

In this work, we used the single Langmuir probe to measure the plasma density distribution in an geometrically asymmetric capacitive coupled plasma discharge system. Because of the frame structure of powered electrode, the plasma density was not homogeneous in the discharge volume. It was higher under the frame, but lower in the centre. Finite element simulation results showed a good agreement with the experiment results. To increase the electron density in the central volume and improve the homogeneity of the plasma, we added an auxiliary electrode, powered by DC voltage, in the simulation geometry. The simulation results showed that the auxiliary electrode could alter the potential distribution and improve the density homogeneity effectively.

Keywords: Capacitive coupled discharge, asymmetric discharge, homogeneous plasma.

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5707 Power Generation Potential of Dynamic Architecture

Authors: Ben Richard Hughes, Hassam Nasarullah Chaudhry

Abstract:

The main aim of this work is to establish the capabilities of new green buildings to ascertain off-grid electricity generation based on the integration of wind turbines in the conceptual model of a rotating tower [2] in Dubai. An in depth performance analysis of the WinWind 3.0MW [3] wind turbine is performed. Data based on the Dubai Meteorological Services is collected and analyzed in conjunction with the performance analysis of this wind turbine. The mathematical model is compared with Computational Fluid Dynamics (CFD) results based on a conceptual rotating tower design model. The comparison results are further validated and verified for accuracy by conducting experiments on a scaled prototype of the tower design. The study concluded that integrating wind turbines inside a rotating tower can generate enough electricity to meet the required power consumption of the building, which equates to a wind farm containing 9 horizontal axis wind turbines located at an approximate area of 3,237,485 m2 [14].

Keywords: computational fluid dynamics, green building, horizontal axis wind turbine, rotating tower, velocity gradient.

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5706 Analysis of Endovascular Graft Features Affecting Endotension Following Endovascular Aneurysm Repair

Authors: Zeinab Hooshyar, Alireza Mehdizadeh

Abstract:

Endovascular aneurysm repair is a new and minimally invasive repair for patients with abdominal aortic aneurysm (AAA). This method has potential advantages that are incomparable with other repair methods. However, the enlargement of aneurysm in the absence of endoleak, which is known as endotension, may occur as one of post-operative compliances of this method. Typically, endotension is mainly as a result of pressure transmitted to aneurysm sac by endovascular installed graft. After installation of graft the aneurysm sac reduces significantly but remains non-zero. There are some factors which affect this pressure transmitted. In this study, the geometry features of installed vascular graft have been considered. It is inferred that graft neck angle and iliac bifurcation angle are two factors which can affect the drag force on graft and consequently the pressure transmitted to aneurysm.

Keywords: Endovascular graft, transmitted pressure, Drag force, Finite Element Modeling, neck angle, iliac bifurcation angle.

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5705 Active Linear Quadratic Gaussian Secondary Suspension Control of Flexible Bodied Railway Vehicle

Authors: Kaushalendra K. Khadanga, Lee Hee Hyol

Abstract:

Passenger comfort has been paramount in the design of suspension systems of high speed cars. To analyze the effect of vibration on vehicle ride quality, a vertical model of a six degree of freedom railway passenger vehicle, with front and rear suspension, is built. It includes car body flexible effects and vertical rigid modes. A second order linear shaping filter is constructed to model Gaussian white noise into random rail excitation. The temporal correlation between the front and rear wheels is given by a second order Pade approximation. The complete track and the vehicle model are then designed. An active secondary suspension system based on a Linear Quadratic Gaussian (LQG) optimal control method is designed. The results show that the LQG control method reduces the vertical acceleration, pitching acceleration and vertical bending vibration of the car body as compared to the passive system.

Keywords: Active suspension, bending vibration, railway vehicle, vibration control.

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5704 Mixture Design Experiment on Flow Behaviour of O/W Emulsions as Affected by Polysaccharide Interactions

Authors: Nor Hayati Ibrahim, Yaakob B. Che Man, Chin Ping Tan, Nor Aini Idris

Abstract:

Interaction effects of xanthan gum (XG), carboxymethyl cellulose (CMC), and locust bean gum (LBG) on the flow properties of oil-in-water emulsions were investigated by a mixture design experiment. Blends of XG, CMC and LBG were prepared according to an augmented simplex-centroid mixture design (10 points) and used at 0.5% (wt/wt) in the emulsion formulations. An appropriate mathematical model was fitted to express each response as a function of the proportions of the blend components that are able to empirically predict the response to any blend of combination of the components. The synergistic interaction effect of the ternary XG:CMC:LBG blends at approximately 33-67% XG levels was shown to be much stronger than that of the binary XG:LBG blend at 50% XG level (p < 0.05). Nevertheless, an antagonistic interaction effect became significant as CMC level in blends was more than 33% (p < 0.05). Yield stress and apparent viscosity (at 10 s-1) responses were successfully fitted with a special quartic model while flow behaviour index and consistency coefficient were fitted with a full quartic model (R2 adjusted ≥ 0.90). This study found that a mixture design approach could serve as a valuable tool in better elucidating and predicting the interaction effects beyond the conventional twocomponent blends.

Keywords: O/W emulsions, flow behavior, polysaccharideinteraction, mixture design.

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5703 Modeling and Dynamics Analysis for Intelligent Skid-Steering Vehicle Based on Trucksim-Simulink

Authors: Yansong Zhang, Xueyuan Li, Junjie Zhou, Xufeng Yin, Shihua Yuan, Shuxian Liu

Abstract:

Aiming at the verification of control algorithms for skid-steering vehicles, a vehicle simulation model of 6×6 electric skid-steering unmanned vehicle was established based on Trucksim and Simulink. The original transmission and steering mechanism of Trucksim are removed, and the electric skid-steering model and a closed-loop controller for the vehicle speed and yaw rate are built in Simulink. The simulation results are compared with the ones got by theoretical formulas. The results show that the predicted tire mechanics and vehicle kinematics of Trucksim-Simulink simulation model are closed to the theoretical results. Therefore, it can be used as an effective approach to study the dynamic performance and control algorithm of skid-steering vehicle. In this paper, a method of motion control based on feed forward control is also designed. The simulation results show that the feed forward control strategy can make the vehicle follow the target yaw rate more quickly and accurately, which makes the vehicle have more maneuverability.

Keywords: Skid-steering, Trucksim-Simulink, feedforward control, dynamics.

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5702 Conceptual Method for Flexible Business Process Modeling

Authors: Adla Bentellis, Zizette Boufaïda

Abstract:

Nowadays, the pace of business change is such that, increasingly, new functionality has to be realized and reliably installed in a matter of days, or even hours. Consequently, more and more business processes are prone to a continuous change. The objective of the research in progress is to use the MAP model, in a conceptual modeling method for flexible and adaptive business process. This method can be used to capture the flexibility dimensions of a business process; it takes inspiration from modularity concept in the object oriented paradigm to establish a hierarchical construction of the BP modeling. Its intent is to provide a flexible modeling that allows companies to quickly adapt their business processes.

Keywords: Business Process, Business process modeling, flexibility, MAP Model.

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5701 Algorithm for Determining the Parameters of a Two-Layer Soil Model

Authors: Adekitan I. Aderibigbe, Fakolujo A. Olaosebikan

Abstract:

The parameters of a two-layer soil can be determined by processing resistivity data obtained from resistivity measurements carried out on the soil of interest. The processing usually entails applying the resistivity data as inputs to an optimisation function. This paper proposes an algorithm which utilises the square error as an optimisation function. Resistivity data from previous works were applied to test the accuracy of the new algorithm developed and the result obtained conforms significantly to results from previous works.

 

Keywords: Algorithm, earthing, resistivity, two-layer soil-model.

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5700 Model Checking Consistency of UML Diagrams Using Alloy

Authors: Akie Nimiya, Tomoyuki Yokogawa, Hisashi Miyazaki, Sousuke Amasaki, Yoichiro Sato, Michiyoshi Hayase

Abstract:

In this paper, we proposed a method for detecting consistency violation between UML state machine diagrams and communication diagrams using Alloy. Using input language of Alloy, the proposed method expresses system behaviors described by state machine diagrams, message sequences described by communication diagrams, and a consistency property. As a result of application for an example system, we confirmed that consistency violation could be detected using Alloy correctly.

Keywords: Model checking, UML, state machine diagrams, communication diagram, alloy.

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5699 Evaluating the Factors Influencing the Efficiency and Usage of Public Sports Services in a Chinese Province

Authors: Zhankun Wang, Timothy Makubuya

Abstract:

The efficiency of public sports service of prefecture-level cities in Zhejiang from 2008 to 2012 was evaluated by applying the DEA method, then its influencing factors were also analyzed through Tobit model. Upon analysis, the results revealed the following; (i) the change in average efficiency of public sports service in Zhejiang present a smooth uptrend and at a relatively high level from 2008 to 2012 (ii) generally, the productivity of public sports service in Zhejiang improved from 2008 to 2012, the productivity efficiency varied greatly in different years, and the regional difference of production efficiency increased. (iii) The correlations for urbanization rate, aging rate, per capita GDP and the population density were significantly positive with the public sports service efficiency in Zhejiang, of which the most significant was the aging rate. However, the population density and per capita GDP had less impact on the efficiency of public sports service in Zhejiang. In addition, whether the efficiency of public sports services in different areas in Zhejiang reciprocates to overall benefits in public wellbeing in both rural and urban settings is still arguable.

Keywords: DEA Model, public sports service, efficiency, Tobit model, Malmquist productivity index, Zhejiang.

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5698 Relationship between Sums of Squares in Linear Regression and Semi-parametric Regression

Authors: Dursun Aydın, Bilgin Senel

Abstract:

In this paper, the sum of squares in linear regression is reduced to sum of squares in semi-parametric regression. We indicated that different sums of squares in the linear regression are similar to various deviance statements in semi-parametric regression. In addition to, coefficient of the determination derived in linear regression model is easily generalized to coefficient of the determination of the semi-parametric regression model. Then, it is made an application in order to support the theory of the linear regression and semi-parametric regression. In this way, study is supported with a simulated data example.

Keywords: Semi-parametric regression, Penalized LeastSquares, Residuals, Deviance, Smoothing Spline.

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5697 Urban Big Data: An Experimental Approach to Building-Value Estimation Using Web-Based Data

Authors: Sun-Young Jang, Sung-Ah Kim, Dongyoun Shin

Abstract:

Current real-estate value estimation, difficult for laymen, usually is performed by specialists. This paper presents an automated estimation process based on big data and machine-learning technology that calculates influences of building conditions on real-estate price measurement. The present study analyzed actual building sales sample data for Nonhyeon-dong, Gangnam-gu, Seoul, Korea, measuring the major influencing factors among the various building conditions. Further to that analysis, a prediction model was established and applied using RapidMiner Studio, a graphical user interface (GUI)-based tool for derivation of machine-learning prototypes. The prediction model is formulated by reference to previous examples. When new examples are applied, it analyses and predicts accordingly. The analysis process discerns the crucial factors effecting price increases by calculation of weighted values. The model was verified, and its accuracy determined, by comparing its predicted values with actual price increases.

Keywords: Big data, building-value analysis, machine learning, price prediction.

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5696 Parameter Tuning of Complex Systems Modeled in Agent Based Modeling and Simulation

Authors: Rabia Korkmaz Tan, Şebnem Bora

Abstract:

The major problem encountered when modeling complex systems with agent-based modeling and simulation techniques is the existence of large parameter spaces. A complex system model cannot be expected to reflect the whole of the real system, but by specifying the most appropriate parameters, the actual system can be represented by the model under certain conditions. When the studies conducted in recent years were reviewed, it has been observed that there are few studies for parameter tuning problem in agent based simulations, and these studies have focused on tuning parameters of a single model. In this study, an approach of parameter tuning is proposed by using metaheuristic algorithms such as Genetic Algorithm (GA), Particle Swarm Optimization (PSO), Artificial Bee Colonies (ABC), Firefly (FA) algorithms. With this hybrid structured study, the parameter tuning problems of the models in the different fields were solved. The new approach offered was tested in two different models, and its achievements in different problems were compared. The simulations and the results reveal that this proposed study is better than the existing parameter tuning studies.

Keywords: Parameter tuning, agent based modeling and simulation, metaheuristic algorithms, complex systems.

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5695 Representing Data without Lost Compression Properties in Time Series: A Review

Authors: Nabilah Filzah Mohd Radzuan, Zalinda Othman, Azuraliza Abu Bakar, Abdul Razak Hamdan

Abstract:

Uncertain data is believed to be an important issue in building up a prediction model. The main objective in the time series uncertainty analysis is to formulate uncertain data in order to gain knowledge and fit low dimensional model prior to a prediction task. This paper discusses the performance of a number of techniques in dealing with uncertain data specifically those which solve uncertain data condition by minimizing the loss of compression properties.

Keywords: Compression properties, uncertainty, uncertain time series, mining technique, weather prediction.

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5694 Cognitive Virtual Exploration for Optimization Model Reduction

Authors: Livier Serna, Xavier Fischer, Fouad Bennis

Abstract:

In this paper, a decision aid method for preoptimization is presented. The method is called “negotiation", and it is based on the identification, formulation, modeling and use of indicators defined as “negotiation indicators". These negotiation indicators are used to explore the solution space by means of a classbased approach. The classes are subdomains for the negotiation indicators domain. They represent equivalent cognitive solutions in terms of the negotiation indictors being used. By this method, we reduced the size of the solution space and the criteria, thus aiding the optimization methods. We present an example to show the method.

Keywords: Optimization Model Reduction, Pre-Optimization, Negotiation Process, Class-Making, Cognition Based VirtualExploration.

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5693 The Framework of System Safety for Multi Human-in-The-Loop System

Authors: Hideyuki Shintani, Ichiro Koshijima

Abstract:

In Cyber Physical System (CPS), if there are a large number of persons in the process, a role of person in CPS might be different comparing with the one-man system. It is also necessary to consider how Human-in-The-Loop Cyber Physical Systems (HiTLCPS) ensure safety of each person in the loop process. In this paper, the authors discuss a system safety framework with an illustrative example with STAMP model to clarify what point for safety should be considered and what role of person in the should have.

Keywords: Cyber Physical System, Human-in-The-Loop, Safety, STAMP model.

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5692 Non-Linear Load-Deflection Response of Shape Memory Alloys-Reinforced Composite Cylindrical Shells under Uniform Radial Load

Authors: Behrang Tavousi Tehrani, Mohammad-Zaman Kabir

Abstract:

Shape memory alloys (SMA) are often implemented in smart structures as the active components. Their ability to recover large displacements has been used in many applications, including structural stability/response enhancement and active structural acoustic control. SMA wires or fibers can be embedded with composite cylinders to increase their critical buckling load, improve their load-deflection behavior, and reduce the radial deflections under various thermo-mechanical loadings. This paper presents a semi-analytical investigation on the non-linear load-deflection response of SMA-reinforced composite circular cylindrical shells. The cylinder shells are under uniform external pressure load. Based on first-order shear deformation shell theory (FSDT), the equilibrium equations of the structure are derived. One-dimensional simplified Brinson’s model is used for determining the SMA recovery force due to its simplicity and accuracy. Airy stress function and Galerkin technique are used to obtain non-linear load-deflection curves. The results are verified by comparing them with those in the literature. Several parametric studies are conducted in order to investigate the effect of SMA volume fraction, SMA pre-strain value, and SMA activation temperature on the response of the structure. It is shown that suitable usage of SMA wires results in a considerable enhancement in the load-deflection response of the shell due to the generation of the SMA tensile recovery force.

Keywords: Airy stress function, cylindrical shell, Galerkin technique, load-deflection curve, recovery stress, shape memory alloy.

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5691 Some Design Issues in Designing of 50KW 50Krpm Permanent Magnet Synchronous Machine

Authors: Ali A. Mehna, Mohmed A. Ali, Ali S. Zayed

Abstract:

A numbers of important developments have led to an increasing attractiveness for very high speed electrical machines (either motor or generator). Specifically the increasing switching speed of power electronics, high energy magnets, high strength retaining materials, better high speed bearings and improvements in design analysis are the primary drivers in a move to higher speed. The design challenges come in the mechanical design both in terms of strength and resonant modes and in the electromagnetic design particularly in respect of iron losses and ac losses in the various conducting parts including the rotor. This paper describes detailed design work which has been done on a 50,000 rpm, 50kW permanent magnet( PM) synchronous machine. It describes work on electromagnetic and rotor eddy current losses using a variety of methods including both 2D finite element analysis

Keywords: High speed, PM motor, rotor and stator losses, finiteelement analysis

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5690 Effects of Human Factors on Workforce Scheduling

Authors: M. Othman, N. Bhuiyan, G. J. Gouw

Abstract:

In today-s competitive market, most companies develop manufacturing systems that can help in cost reduction and maximum quality. Human issues are an important part of manufacturing systems, yet most companies ignore their effects on production performance. This paper aims to developing an integrated workforce planning system that incorporates the human being. Therefore, a multi-objective mixed integer nonlinear programming model is developed to determine the amount of hiring, firing, training, overtime for each worker type. This paper considers a workforce planning model including human aspects such as skills, training, workers- personalities, capacity, motivation, and learning rates. This model helps to minimize the hiring, firing, training and overtime costs, and maximize the workers- performance. The results indicate that the workers- differences should be considered in workforce scheduling to generate realistic plans with minimum costs. This paper also investigates the effects of human learning rates on the performance of the production systems.

Keywords: Human Factors, Learning Curves, Workers' Differences, Workforce Scheduling

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5689 Numerical Analysis of Electrical Interaction between two Axisymmetric Spheroids

Authors: Kuan-Liang Liu, Eric Lee, Jung-Jyh Lee, Jyh-Ping Hsu

Abstract:

The electrical interaction between two axisymmetric spheroidal particles in an electrolyte solution is examined numerically. A Galerkin finite element method combined with a Newton-Raphson iteration scheme is proposed to evaluate the spatial variation in the electrical potential, and the result obtained used to estimate the interaction energy between two particles. We show that if the surface charge density is fixed, the potential gradient is larger at a point, which has a larger curvature, and if surface potential is fixed, surface charge density is proportional to the curvature. Also, if the total interaction energy against closest surface-to-surface curve exhibits a primary maximum, the maximum follows the order (oblate-oblate) > (sphere-sphere)>(oblate-prolate)>(prolate-prolate), and if the curve has a secondary minimum, the absolute value of the minimum follows the same order.

Keywords: interaction energy, interaction force, Poisson-Boltzmann equation, spheroid.

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5688 The Design of a Vehicle Traffic Flow Prediction Model for a Gauteng Freeway Based on an Ensemble of Multi-Layer Perceptron

Authors: Tebogo Emma Makaba, Barnabas Ndlovu Gatsheni

Abstract:

The cities of Johannesburg and Pretoria both located in the Gauteng province are separated by a distance of 58 km. The traffic queues on the Ben Schoeman freeway which connects these two cities can stretch for almost 1.5 km. Vehicle traffic congestion impacts negatively on the business and the commuter’s quality of life. The goal of this paper is to identify variables that influence the flow of traffic and to design a vehicle traffic prediction model, which will predict the traffic flow pattern in advance. The model will unable motorist to be able to make appropriate travel decisions ahead of time. The data used was collected by Mikro’s Traffic Monitoring (MTM). Multi-Layer perceptron (MLP) was used individually to construct the model and the MLP was also combined with Bagging ensemble method to training the data. The cross—validation method was used for evaluating the models. The results obtained from the techniques were compared using predictive and prediction costs. The cost was computed using combination of the loss matrix and the confusion matrix. The predicted models designed shows that the status of the traffic flow on the freeway can be predicted using the following parameters travel time, average speed, traffic volume and day of month. The implications of this work is that commuters will be able to spend less time travelling on the route and spend time with their families. The logistics industry will save more than twice what they are currently spending.

Keywords: Bagging ensemble methods, confusion matrix, multi-layer perceptron, vehicle traffic flow.

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5687 Symbolic Model Checking of Interactions in Sequence Diagrams with Combined Fragments by SMV

Authors: Yuka Kawakami, Tomoyuki Yokogawa, Hisashi Miyazaki, Sousuke Amasaki, Yoichiro Sato, Michiyoshi Hayase

Abstract:

In this paper, we proposed a method for detecting consistency violation between state machine diagrams and a sequence diagram defined in UML 2.0 using SMV. We extended a method expressing these diagrams defined in UML 1.0 with boolean formulas so that it can express a sequence diagram with combined fragments introduced in UML 2.0. This extension made it possible to represent three types of combined fragment: alternative, option and parallel. As a result of experiment, we confirmed that the proposed method could detect consistency violation correctly with SMV.

Keywords: UML, model checking, SMV, sequence diagram.

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5686 Statistical Analysis and Optimization of a Process for CO2 Capture

Authors: Muftah H. El-Naas, Ameera F. Mohammad, Mabruk I. Suleiman, Mohamed Al Musharfy, Ali H. Al-Marzouqi

Abstract:

CO2 capture and storage technologies play a significant role in contributing to the control of climate change through the reduction of carbon dioxide emissions into the atmosphere. The present study evaluates and optimizes CO2 capture through a process, where carbon dioxide is passed into pH adjusted high salinity water and reacted with sodium chloride to form a precipitate of sodium bicarbonate. This process is based on a modified Solvay process with higher CO2 capture efficiency, higher sodium removal, and higher pH level without the use of ammonia. The process was tested in a bubble column semi-batch reactor and was optimized using response surface methodology (RSM). CO2 capture efficiency and sodium removal were optimized in terms of major operating parameters based on four levels and variables in Central Composite Design (CCD). The operating parameters were gas flow rate (0.5–1.5 L/min), reactor temperature (10 to 50 oC), buffer concentration (0.2-2.6%) and water salinity (25-197 g NaCl/L). The experimental data were fitted to a second-order polynomial using multiple regression and analyzed using analysis of variance (ANOVA). The optimum values of the selected variables were obtained using response optimizer. The optimum conditions were tested experimentally using desalination reject brine with salinity ranging from 65,000 to 75,000 mg/L. The CO2 capture efficiency in 180 min was 99% and the maximum sodium removal was 35%. The experimental and predicted values were within 95% confidence interval, which demonstrates that the developed model can successfully predict the capture efficiency and sodium removal using the modified Solvay method.

Keywords: Bubble column reactor, CO2 capture, Response Surface Methodology, water desalination.

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5685 Development of a New Method for T-joint Specimens Testing under Shear Loading

Authors: R. Doubrava, R. Růžek

Abstract:

Nonstandard tests are necessary for analyses and verification of new developed structural and technological solutions with application of composite materials. One of the most critical primary structural parts of a typical aerospace structure is T-joint. This structural element is loaded mainly in shear, bending, peel and tension. The paper is focused on the shear loading simulations. The aim of the work is to obtain a representative uniform distribution of shear loads along T-joint during the mechanical testing. A new design of T-joint test procedure, numerical simulation and optimization of representative boundary conditions are presented. The different conditions and inaccuracies both in simulations and experiments are discussed. The influence of different parameters on stress and strain distributions is demonstrated on T-joint made of CFRP (carbon fibre reinforced plastic). A special test rig designed by VZLU (Aerospace Research and Test Establishment) for T-shear test procedure is presented.

Keywords: T-joint, shear, composite, mechanical testing, Finite Element analysis, methodology.

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5684 Cash Flow Optimization on Synthetic CDOs

Authors: Timothée Bligny, Clément Codron, Antoine Estruch, Nicolas Girodet, Clément Ginet

Abstract:

Collateralized Debt Obligations are not as widely used nowadays as they were before 2007 Subprime crisis. Nonetheless there remains an enthralling challenge to optimize cash flows associated with synthetic CDOs. A Gaussian-based model is used here in which default correlation and unconditional probabilities of default are highlighted. Then numerous simulations are performed based on this model for different scenarios in order to evaluate the associated cash flows given a specific number of defaults at different periods of time. Cash flows are not solely calculated on a single bought or sold tranche but rather on a combination of bought and sold tranches. With some assumptions, the simplex algorithm gives a way to find the maximum cash flow according to correlation of defaults and maturities. The used Gaussian model is not realistic in crisis situations. Besides present system does not handle buying or selling a portion of a tranche but only the whole tranche. However the work provides the investor with relevant elements on how to know what and when to buy and sell.

Keywords: Synthetic Collateralized Debt Obligation (CDO), Credit Default Swap (CDS), Cash Flow Optimization, Probability of Default, Default Correlation, Strategies, Simulation, Simplex.

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5683 Modeling and Optimization of Aggregate Production Planning - A Genetic Algorithm Approach

Authors: B. Fahimnia, L.H.S. Luong, R. M. Marian

Abstract:

The Aggregate Production Plan (APP) is a schedule of the organization-s overall operations over a planning horizon to satisfy demand while minimizing costs. It is the baseline for any further planning and formulating the master production scheduling, resources, capacity and raw material planning. This paper presents a methodology to model the Aggregate Production Planning problem, which is combinatorial in nature, when optimized with Genetic Algorithms. This is done considering a multitude of constraints of contradictory nature and the optimization criterion – overall cost, made up of costs with production, work force, inventory, and subcontracting. A case study of substantial size, used to develop the model, is presented, along with the genetic operators.

Keywords: Aggregate Production Planning, Costs, and Optimization.

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5682 The Relationship between Human Values and Service Quality with the Mediating Role of Motivation: A Quantitative Study on Malaysian Commercial Banks

Authors: Kuppusamy Singaravelloo, Zahra Kamiab

Abstract:

This study explores the mediating effects of motivation in the relationship between human values and service quality. To examine the fundamental relationships among human values, motivation, and service quality, a Structural Equation Model (SEM) with a full mediation model was adopted. The model was designed and subsequently analyzed by utilizing the Partial Least Squares (PLS) procedure on data collected from a survey that yielded 936 usable questionnaires. The survey was sent to all 117 branches of two local commercial banks (CIMB and Maybank) operating in Kuala Lumpur, Malaysia. Both banks ranked the highest in terms of asset size and market capitalization. The mediating role of motivation was examined in the relationship between four dimensions of human values and bank service quality, whereby human values initiate service quality. The results support the notion that employee motivation fully mediates the relationship between self-enhancement values and service quality in commercial banks. These results demonstrate the unpredictable role of the interaction structures of human values on bank service quality.

Keywords: Human values, service quality, mediation, motivation, commercial bank.

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5681 A Prediction Model for Dynamic Responses of Building from Earthquake Based on Evolutionary Learning

Authors: Kyu Jin Kim, Byung Kwan Oh, Hyo Seon Park

Abstract:

The seismic responses-based structural health monitoring system has been performed to prevent seismic damage. Structural seismic damage of building is caused by the instantaneous stress concentration which is related with dynamic characteristic of earthquake. Meanwhile, seismic response analysis to estimate the dynamic responses of building demands significantly high computational cost. To prevent the failure of structural members from the characteristic of the earthquake and the significantly high computational cost for seismic response analysis, this paper presents an artificial neural network (ANN) based prediction model for dynamic responses of building considering specific time length. Through the measured dynamic responses, input and output node of the ANN are formed by the length of specific time, and adopted for the training. In the model, evolutionary radial basis function neural network (ERBFNN), that radial basis function network (RBFN) is integrated with evolutionary optimization algorithm to find variables in RBF, is implemented. The effectiveness of the proposed model is verified through an analytical study applying responses from dynamic analysis for multi-degree of freedom system to training data in ERBFNN.

Keywords: Structural health monitoring, dynamic response, artificial neural network, radial basis function network, genetic algorithm.

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5680 Non-Rigid Registration of Medical Images Using an Automated Method

Authors: Panos Kotsas

Abstract:

This paper presents the application of a signal intensity independent registration criterion for non-rigid body registration of medical images. The criterion is defined as the weighted ratio image of two images. The ratio is computed on a voxel per voxel basis and weighting is performed by setting the ratios between signal and background voxels to a standard high value. The mean squared value of the weighted ratio is computed over the union of the signal areas of the two images and it is minimized using the Chebyshev polynomial approximation. The geometric transformation model adopted is a local cubic B-splines based model.

Keywords: Medical image, non-rigid, registration.

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