Search results for: Compound Poisson distribution
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2111

Search results for: Compound Poisson distribution

1691 Liquid-Liquid Equilibrium Data for Butan-2-ol - Ethanol - Water, Pentan-1-ol - Ethanol - Water and Toluene - Acetone - Water Systems

Authors: Tinuade Jolaade Afolabi, Theresa Ibibia Edewor

Abstract:

Experimental liquid-liquid equilibra of butan-2-ol - ethanol -water; pentan-1-ol - ethanol - water and toluene - acetone - water ternary systems were investigated at (25oC). The reliability of the experimental tie-line data was ascertained by using Othmer-Tobias and Hand plots. The distribution coefficients (D) and separation factors (S) of the immiscibility region were evaluated for the three systems.

Keywords: Distribution coefficient, Liquid-liquid equilibrium, separation factors, thermodynamic models

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1690 Marketing Strategy Analysis of Thai Asia Pacific Brewery Company

Authors: Sinee Sankrusme

Abstract:

The study was a case study analysis about Thai Asia Pacific Brewery Company. The purpose was to analyze the company’s marketing objective, marketing strategy at company level, and marketing mix before liquor liberalization in 2000. Methods used in this study were qualitative and descriptive research approach which demonstrated the following results of the study demonstrated as follows: (1) Marketing objective was to increase market share of Heineken and Amtel, (2) the company’s marketing strategies were brand building strategy and distribution strategy. Additionally, the company also conducted marketing mix strategy as follows. Product strategy: The company added more beer brands namely Amstel and Tiger to provide additional choice to consumers, product and marketing research, and product development. Price strategy: the company had taken the following into consideration: cost, competitor, market, economic situation and tax. Promotion strategy: the company conducted sales promotion and advertising. Distribution strategy: the company extended channels its channels of distribution into food shops, pubs and various entertainment places. This strategy benefited interested persons and people who were engaged in the beer business.

Keywords: Marketing Strategy, Beer, Thai Asia Pacific Brewery Company.

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1689 Thermal Analysis of a Sliding Electric Contact System Using Finite Element Method

Authors: Adrian T. Pleșca

Abstract:

In this paper a three dimensional thermal model of a sliding contact system is proposed for both steady-state or transient conditions. The influence of contact force, electric current and ambient temperature on the temperature distribution, has been investigated. A thermal analysis of the different type of the graphite material of fixed electric contact and its influence on contact system temperature rise, has been performed. To validate the three dimensional thermal model, some experimental tests have been done. There is a good correlation between experimental and simulation results.

Keywords: Sliding electric contact, temperature distribution, thermal analysis.

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1688 Nonparametric Control Chart Using Density Weighted Support Vector Data Description

Authors: Myungraee Cha, Jun Seok Kim, Seung Hwan Park, Jun-Geol Baek

Abstract:

In manufacturing industries, development of measurement leads to increase the number of monitoring variables and eventually the importance of multivariate control comes to the fore. Statistical process control (SPC) is one of the most widely used as multivariate control chart. Nevertheless, SPC is restricted to apply in processes because its assumption of data as following specific distribution. Unfortunately, process data are composed by the mixture of several processes and it is hard to estimate as one certain distribution. To alternative conventional SPC, therefore, nonparametric control chart come into the picture because of the strength of nonparametric control chart, the absence of parameter estimation. SVDD based control chart is one of the nonparametric control charts having the advantage of flexible control boundary. However,basic concept of SVDD has been an oversight to the important of data characteristic, density distribution. Therefore, we proposed DW-SVDD (Density Weighted SVDD) to cover up the weakness of conventional SVDD. DW-SVDD makes a new attempt to consider dense of data as introducing the notion of density Weight. We extend as control chart using new proposed SVDD and a simulation study of various distributional data is conducted to demonstrate the improvement of performance.

Keywords: Density estimation, Multivariate control chart, Oneclass classification, Support vector data description (SVDD)

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1687 Computer Aided X-Ray Diffraction Intensity Analysis for Spinels: Hands-On Computing Experience

Authors: Ashish R. Tanna, Hiren H. Joshi

Abstract:

The mineral having chemical compositional formula MgAl2O4 is called “spinel". The ferrites crystallize in spinel structure are known as spinel-ferrites or ferro-spinels. The spinel structure has a fcc cage of oxygen ions and the metallic cations are distributed among tetrahedral (A) and octahedral (B) interstitial voids (sites). The X-ray diffraction (XRD) intensity of each Bragg plane is sensitive to the distribution of cations in the interstitial voids of the spinel lattice. This leads to the method of determination of distribution of cations in the spinel oxides through XRD intensity analysis. The computer program for XRD intensity analysis has been developed in C language and also tested for the real experimental situation by synthesizing the spinel ferrite materials Mg0.6Zn0.4AlxFe2- xO4 and characterized them by X-ray diffractometry. The compositions of Mg0.6Zn0.4AlxFe2-xO4(x = 0.0 to 0.6) ferrites have been prepared by ceramic method and powder X-ray diffraction patterns were recorded. Thus, the authenticity of the program is checked by comparing the theoretically calculated data using computer simulation with the experimental ones. Further, the deduced cation distributions were used to fit the magnetization data using Localized canting of spins approach to explain the “recovery" of collinear spin structure due to Al3+ - substitution in Mg-Zn ferrites which is the case if A-site magnetic dilution and non-collinear spin structure. Since the distribution of cations in the spinel ferrites plays a very important role with regard to their electrical and magnetic properties, it is essential to determine the cation distribution in spinel lattice.

Keywords: Spinel ferrites, Localized canting of spins, X-ray diffraction, Programming in Borland C.

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1686 Approximations to the Distribution of the Sample Correlation Coefficient

Authors: John N. Haddad, Serge B. Provost

Abstract:

Given a bivariate normal sample of correlated variables, (Xi, Yi), i = 1, . . . , n, an alternative estimator of Pearson’s correlation coefficient is obtained in terms of the ranges, |Xi − Yi|. An approximate confidence interval for ρX,Y is then derived, and a simulation study reveals that the resulting coverage probabilities are in close agreement with the set confidence levels. As well, a new approximant is provided for the density function of R, the sample correlation coefficient. A mixture involving the proposed approximate density of R, denoted by hR(r), and a density function determined from a known approximation due to R. A. Fisher is shown to accurately approximate the distribution of R. Finally, nearly exact density approximants are obtained on adjusting hR(r) by a 7th degree polynomial.

Keywords: Sample correlation coefficient, density approximation, confidence intervals.

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1685 Study on Performance of Wigner Ville Distribution for Linear FM and Transient Signal Analysis

Authors: Azeemsha Thacham Poyil, Nasimudeen KM

Abstract:

This research paper presents some methods to assess the performance of Wigner Ville Distribution for Time-Frequency representation of non-stationary signals, in comparison with the other representations like STFT, Spectrogram etc. The simultaneous timefrequency resolution of WVD is one of the important properties which makes it preferable for analysis and detection of linear FM and transient signals. There are two algorithms proposed here to assess the resolution and to compare the performance of signal detection. First method is based on the measurement of area under timefrequency plot; in case of a linear FM signal analysis. A second method is based on the instantaneous power calculation and is used in case of transient, non-stationary signals. The implementation is explained briefly for both methods with suitable diagrams. The accuracy of the measurements is validated to show the better performance of WVD representation in comparison with STFT and Spectrograms.

Keywords: WVD: Wigner Ville Distribution, STFT: Short Time Fourier Transform, FT: Fourier Transform, TFR: Time-Frequency Representation, FM: Frequency Modulation, LFM Signal: Linear FM Signal, JTFA: Joint time frequency analysis.

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1684 Spatial Distribution of Local Sheep Breeds in Antalya Province

Authors: Serife Gulden Yilmaz, Suleyman Karaman

Abstract:

Sheep breeding is important in terms of meeting both the demand of red meat consumption and the availability of industrial raw materials and the employment of the rural sector in Turkey. It is also very important to ensure the selection and continuity of the breeds that are raised in order to increase quality and productive products related to sheep breeding. The protection of local breeds and crossbreds also enables the development of the sector in the region and the reduction of imports. In this study, the data were obtained from the records of the Turkish Statistical Institute and Antalya Sheep & Goat Breeders' Association. Spatial distribution of sheep breeds in Antalya is reviewed statistically in terms of concentration at the local level for 2015 period spatially. For this reason; mapping, box plot, linear regression are used in this study. Concentration is introduced by means of studbook data on sheep breeding as locals and total sheep farm by mapping. It is observed that Pırlak breed (17.5%) and Merinos crossbreed (16.3%) have the highest concentration in the region. These breeds are respectively followed by Akkaraman breed (11%), Pirlak crossbreed (8%), Merinos breed (7.9%) Akkaraman crossbreed (7.9%) and Ivesi breed (7.2%).

Keywords: Antalya, sheep breeds, spatial distribution, local.

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1683 Comparison of Pore Space Features by Thin Sections and X-Ray Microtomography

Authors: H. Alves, J. T. Assis, M. Geraldes, I. Lima, R. T. Lopes

Abstract:

Microtomographic images and thin section (TS) images were analyzed and compared against some parameters of geological interest such as porosity and its distribution along the samples. The results show that microtomography (CT) analysis, although limited by its resolution, have some interesting information about the distribution of porosity (homogeneous or not) and can also quantify the connected and non-connected pores, i.e., total porosity. TS have no limitations concerning resolution, but are limited by the experimental data available in regards to a few glass sheets for analysis and also can give only information about the connected pores, i.e., effective porosity. Those two methods have their own virtues and flaws but when paired together they are able to complement one another, making for a more reliable and complete analysis.

Keywords: Microtomography, petrographical microscopy, sediments, thin sections.

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1682 SVC and DSTATCOM Comparison for Voltage Improvement in RDS Using ANFIS

Authors: U. Ramesh Babu, V. Vijaya Kumar Reddy, S. Tara Kalyani

Abstract:

This paper investigates the performance comparison of SVC (Static VAR Compensator) and DSTATCOM (Distribution Static Synchronous Compensator) to improve voltage stability in Radial Distribution System (RDS) which are efficient FACTS (Flexible AC Transmission System) devices that are capable of controlling the active and reactive power flows in a power system line by appropriately controlling parameters using ANFIS. Simulations are carried out in MATLAB/Simulink environment for the IEEE-4 bus system to test the ability of increasing load. It is found that these controllers significantly increase the margin of load in the power systems.

Keywords: SVC, DSTATCOM, voltage improvement, ANFIS.

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1681 Plug and Play Interferometer Configuration using Single Modulator Technique

Authors: Norshamsuri Ali, Hafizulfika, Salim Ali Al-Kathiri, Abdulla Al-Attas, Suhairi Saharudin, Mohamed Ridza Wahiddin

Abstract:

We demonstrate single-photon interference over 10 km using a plug and play system for quantum key distribution. The quality of the interferometer is measured by using the interferometer visibility. The coding of the signal is based on the phase coding and the value of visibility is based on the interference effect, which result a number of count. The setup gives full control of polarization inside the interferometer. The quality measurement of the interferometer is based on number of count per second and the system produces 94 % visibility in one of the detectors.

Keywords: single photon, interferometer, quantum key distribution.

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1680 Experimental Study on Flexural Strength of Reinforced Geopolymer Concrete Beams

Authors: Khoa Tan Nguyen, Tuan Anh Le, Kihak Lee

Abstract:

This paper presents the flexural response of Reinforced Geopolymer Concrete (RGPC) beams. A commercial finite element (FE) software ABAQUS has been used to perform a structural behavior of RGPC beams. Using parameters such: stress, strain, Young’s modulus, and Poisson’s ratio obtained from experimental results, a beam model has been simulated in ABAQUS. The results from experimental tests and ABAQUS simulation were compared. Due to friction forces at the supports and loading rollers; slip occurring, the actual deflection of RGPC beam from experimental test results were slightly different from the results of ABAQUS. And there is good agreement between the crack patterns of fly ash-based geopolymer concrete generated by FE analysis using ABAQUS, and those in experimental data.

Keywords: Geopolymer concrete beam, finite element method, stress strain relation, modulus elasticity.

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1679 GPU Implementation for Solving in Compressible Two-Phase Flows

Authors: Sheng-Hsiu Kuo, Pao-Hsiung Chiu, Reui-Kuo Lin, Yan-Ting Lin

Abstract:

A one-step conservative level set method, combined with a global mass correction method, is developed in this study to simulate the incompressible two-phase flows. The present framework do not need to solve the conservative level set scheme at two separated steps, and the global mass can be exactly conserved. The present method is then more efficient than two-step conservative level set scheme. The dispersion-relation-preserving schemes are utilized for the advection terms. The pressure Poisson equation solver is applied to GPU computation using the pCDR library developed by National Center for High-Performance Computing, Taiwan. The SMP parallelization is used to accelerate the rest of calculations. Three benchmark problems were done for the performance evaluation. Good agreements with the referenced solutions are demonstrated for all the investigated problems.

Keywords: Conservative level set method, two-phase flow, dispersion-relation-preserving, graphics processing unit (GPU), multi-threading.

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1678 Distributed Load Flow Analysis using Graph Theory

Authors: D. P. Sharma, A. Chaturvedi, G.Purohit , R.Shivarudraswamy

Abstract:

In today scenario, to meet enhanced demand imposed by domestic, commercial and industrial consumers, various operational & control activities of Radial Distribution Network (RDN) requires a focused attention. Irrespective of sub-domains research aspects of RDN like network reconfiguration, reactive power compensation and economic load scheduling etc, network performance parameters are usually estimated by an iterative process and is commonly known as load (power) flow algorithm. In this paper, a simple mechanism is presented to implement the load flow analysis (LFA) algorithm. The reported algorithm utilizes graph theory principles and is tested on a 69- bus RDN.

Keywords: Radial Distribution network, Graph, Load-flow, Array.

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1677 Numerical Study of Effects of Air Dam on the Flow Field and Pressure Distribution of a Passenger Car

Authors: Min Ye Koo, Ji Ho Ahn, Byung Il You, Gyo Woo Lee

Abstract:

Everything that is attached to the outside of the vehicle to improve the driving performance of the vehicle by changing the flow characteristics of the surrounding air or to pursue the external personality is called a tuning part. Typical tuning components include front or rear air dam, also known as spoilers, splitter, and side air dam. Particularly, the front air dam prevents the airflow flowing into the lower portion of the vehicle and increases the amount of air flow to the side and front of the vehicle body, thereby reducing lift force generation that lifts the vehicle body, and thus, improving the steering and driving performance of the vehicle. The purpose of this study was to investigate the role of anterior air dam in the flow around a sedan passenger car using computational fluid dynamics. The effects of flow velocity, trajectory of fluid particles on static pressure distribution and pressure distribution on body surface were investigated by varying flow velocity and size of air dam. As a result, it has been confirmed that the front air dam improves the flow characteristics, thereby reducing the generation of lift force of the vehicle, so it helps in steering and driving characteristics.

Keywords: Numerical study, computational fluid dynamics, air dam, tuning parts, drag, lift force.

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1676 Secondary Ion Mass Spectrometry of Proteins

Authors: Santanu Ray, Alexander G. Shard

Abstract:

The adsorption of bovine serum albumin (BSA), immunoglobulin G (IgG) and fibrinogen (Fgn) on fluorinated selfassembled monolayers have been studied using time of flight secondary ion mass spectrometry (ToF-SIMS) and Spectroscopic Ellipsometry (SE). The objective of the work has to establish the utility of ToF-SIMS for the determination of the amount of protein adsorbed on the surface. Quantification of surface adsorbed proteins was carried out using SE and a good correlation between ToF-SIMS results and SE was achieved. The surface distribution of proteins were also analysed using Atomic Force Microscopy (AFM). We show that the surface distribution of proteins strongly affect the ToFSIMS results.

Keywords: ToF-SIMS, Spectroscopic Ellipsometry, Protein, Atomic Force Microscopy.

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1675 Performance Evaluation of an Efficient Asynchronous Protocol for WDM Ring MANs

Authors: Peristera A. Baziana

Abstract:

The idea of the asynchronous transmission in wavelength division multiplexing (WDM) ring MANs is studied in this paper. Especially, we present an efficient access technique to coordinate the collisions-free transmission of the variable sizes of IP traffic in WDM ring core networks. Each node is equipped with a tunable transmitter and a tunable receiver. In this way, all the wavelengths are exploited for both transmission and reception. In order to evaluate the performance measures of average throughput, queuing delay and packet dropping probability at the buffers, a simulation model that assumes symmetric access rights among the nodes is developed based on Poisson statistics. Extensive numerical results show that the proposed protocol achieves apart from high bandwidth exploitation for a wide range of offered load, fairness of queuing delay and dropping events among the different packets size categories.

Keywords: Asynchronous transmission, collision avoidance, wavelength division multiplexing.

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1674 Radiation Dose Distribution for Workers in South Korean Nuclear Power Plants

Authors: B. I. Lee, S. I. Kim, D. H. Suh, J. I. Kim, Y. K. Lim

Abstract:

A total of 33,680 nuclear power plants (NPPs) workers were monitored and recorded from 1990 to 2007. According to the record, the average individual radiation dose has been decreasing continually from it 3.20 mSv/man in 1990 to 1.12 mSv/man at the end of 2007. After the International Commission on Radiological Protection (ICRP) 60 recommendation was generalized in South Korea, no nuclear power plant workers received above 20 mSv radiation, and the numbers of relatively highly exposed workers have been decreasing continuously. The age distribution of radiation workers in nuclear power plants was composed of mainly 20-30- year-olds (83%) for 1990 ~ 1994 and 30-40-year-olds (75%) for 2003 ~ 2007. The difference in individual average dose by age was not significant. Most (77%) of NPP radiation exposures from 1990 to 2007 occurred mostly during the refueling period. With regard to exposure type, the majority of exposures were external exposures, representing 95% of the total exposures, while internal exposures represented only 5%. External effective dose was affected mainly by gamma radiation exposure, with an insignificant amount of neutron exposure. As for internal effective dose, tritium (3H) in the pressurized heavy water reactor (PHWR) was the biggest cause of exposure.

Keywords: Dose distribution, External exposure, Nuclear powerplant, Occupational radiation dose

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1673 Urban and Rural Population Pyramids in Georgia Since 1950s

Authors: Shorena Tsiklauri, Avtandil Sulaberidze, Nino Gomelauri

Abstract:

In the years followed independence, an economic crisis and some conflicts led to the displacement of many people inside Georgia. The growing poverty, unemployment, low income and its unequal distribution limited access to basic social service have had a clear direct impact on Georgian population dynamics and its age-sex structure. Factors influencing the changing population age structure and urbanization include mortality, fertility, migration and expansion of urban. In this paper presents the main factors of changing the distribution by urban and rural areas. How different are the urban and rural age and sex structures? Does Georgia have the same age-sex structure among their urban and rural populations since 1950s?

Keywords: Age and sex structure of population, Georgia, migration, urban-rural population.

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1672 Clustering Mixed Data Using Non-normal Regression Tree for Process Monitoring

Authors: Youngji Yoo, Cheong-Sool Park, Jun Seok Kim, Young-Hak Lee, Sung-Shick Kim, Jun-Geol Baek

Abstract:

In the semiconductor manufacturing process, large amounts of data are collected from various sensors of multiple facilities. The collected data from sensors have several different characteristics due to variables such as types of products, former processes and recipes. In general, Statistical Quality Control (SQC) methods assume the normality of the data to detect out-of-control states of processes. Although the collected data have different characteristics, using the data as inputs of SQC will increase variations of data, require wide control limits, and decrease performance to detect outof- control. Therefore, it is necessary to separate similar data groups from mixed data for more accurate process control. In the paper, we propose a regression tree using split algorithm based on Pearson distribution to handle non-normal distribution in parametric method. The regression tree finds similar properties of data from different variables. The experiments using real semiconductor manufacturing process data show improved performance in fault detecting ability.

Keywords: Semiconductor, non-normal mixed process data, clustering, Statistical Quality Control (SQC), regression tree, Pearson distribution system.

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1671 A Stochastic Diffusion Process Based on the Two-Parameters Weibull Density Function

Authors: Meriem Bahij, Ahmed Nafidi, Boujemâa Achchab, Sílvio M. A. Gama, José A. O. Matos

Abstract:

Stochastic modeling concerns the use of probability to model real-world situations in which uncertainty is present. Therefore, the purpose of stochastic modeling is to estimate the probability of outcomes within a forecast, i.e. to be able to predict what conditions or decisions might happen under different situations. In the present study, we present a model of a stochastic diffusion process based on the bi-Weibull distribution function (its trend is proportional to the bi-Weibull probability density function). In general, the Weibull distribution has the ability to assume the characteristics of many different types of distributions. This has made it very popular among engineers and quality practitioners, who have considered it the most commonly used distribution for studying problems such as modeling reliability data, accelerated life testing, and maintainability modeling and analysis. In this work, we start by obtaining the probabilistic characteristics of this model, as the explicit expression of the process, its trends, and its distribution by transforming the diffusion process in a Wiener process as shown in the Ricciaardi theorem. Then, we develop the statistical inference of this model using the maximum likelihood methodology. Finally, we analyse with simulated data the computational problems associated with the parameters, an issue of great importance in its application to real data with the use of the convergence analysis methods. Overall, the use of a stochastic model reflects only a pragmatic decision on the part of the modeler. According to the data that is available and the universe of models known to the modeler, this model represents the best currently available description of the phenomenon under consideration.

Keywords: Diffusion process, discrete sampling, likelihood estimation method, simulation, stochastic diffusion equation, trends functions, bi-parameters Weibull density function.

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1670 Concept of Automation in Management of Electric Power Systems

Authors: Richard Joseph, Nerey Mvungi

Abstract:

An electric power system includes a generating, a transmission, a distribution, and consumers subsystems. An electrical power network in Tanzania keeps growing larger by the day and become more complex so that, most utilities have long wished for real-time monitoring and remote control of electrical power system elements such as substations, intelligent devices, power lines, capacitor banks, feeder switches, fault analyzers and other physical facilities. In this paper, the concept of automation of management of power systems from generation level to end user levels was determined by using Power System Simulator for Engineering (PSS/E) version 30.3.2.

Keywords: Automation, Distribution subsystem, Generating subsystem, PSS/E, TANESCO, Transmission subsystem.

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1669 Medical Image Registration by Minimizing Divergence Measure Based on Tsallis Entropy

Authors: Shaoyan Sun, Liwei Zhang, Chonghui Guo

Abstract:

As the use of registration packages spreads, the number of the aligned image pairs in image databases (either by manual or automatic methods) increases dramatically. These image pairs can serve as a set of training data. Correspondingly, the images that are to be registered serve as testing data. In this paper, a novel medical image registration method is proposed which is based on the a priori knowledge of the expected joint intensity distribution estimated from pre-aligned training images. The goal of the registration is to find the optimal transformation such that the distance between the observed joint intensity distribution obtained from the testing image pair and the expected joint intensity distribution obtained from the corresponding training image pair is minimized. The distance is measured using the divergence measure based on Tsallis entropy. Experimental results show that, compared with the widely-used Shannon mutual information as well as Tsallis mutual information, the proposed method is computationally more efficient without sacrificing registration accuracy.

Keywords: Multimodality images, image registration, Shannonentropy, Tsallis entropy, mutual information, Powell optimization.

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1668 Springback Property and Texture Distribution of Grained Pure Copper

Authors: Takashi Sakai, Hitoshi Omata, Jun-Ichi Koyama

Abstract:

To improve the material characteristics of single- and poly-crystals of pure copper, the respective relationships between crystallographic orientations and microstructures, and the bending and mechanical properties were examined. And texture distribution is also analyzed. A grain refinement procedure was performed to obtain a grained structure. Furthermore, some analytical results related to crystal direction maps, inverse pole figures, and textures were obtained from SEM-EBSD analyses. Results showed that these grained metallic materials have peculiar springback characteristics with various bending angles.

Keywords: Pure Copper, Grain Refinement, Environmental Materials, SEM-EBSD Analysis, Texture, Microstructure

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1667 High Impedance Fault Detection using LVQ Neural Networks

Authors: Abhishek Bansal, G. N. Pillai

Abstract:

This paper presents a new method to detect high impedance faults in radial distribution systems. Magnitudes of third and fifth harmonic components of voltages and currents are used as a feature vector for fault discrimination. The proposed methodology uses a learning vector quantization (LVQ) neural network as a classifier for identifying high impedance arc-type faults. The network learns from the data obtained from simulation of a simple radial system under different fault and system conditions. Compared to a feed-forward neural network, a properly tuned LVQ network gives quicker response.

Keywords: Fault identification, distribution networks, high impedance arc-faults, feature vector, LVQ networks.

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1666 Probabilistic Modeling of Network-induced Delays in Networked Control Systems

Authors: Manoj Kumar, A.K. Verma, A. Srividya

Abstract:

Time varying network induced delays in networked control systems (NCS) are known for degrading control system-s quality of performance (QoP) and causing stability problems. In literature, a control method employing modeling of communication delays as probability distribution, proves to be a better method. This paper focuses on modeling of network induced delays as probability distribution. CAN and MIL-STD-1553B are extensively used to carry periodic control and monitoring data in networked control systems. In literature, methods to estimate only the worst-case delays for these networks are available. In this paper probabilistic network delay model for CAN and MIL-STD-1553B networks are given. A systematic method to estimate values to model parameters from network parameters is given. A method to predict network delay in next cycle based on the present network delay is presented. Effect of active network redundancy and redundancy at node level on network delay and system response-time is also analyzed.

Keywords: NCS (networked control system), delay analysis, response-time distribution, worst-case delay, CAN, MIL-STD-1553B, redundancy

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1665 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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1664 Geographic Profiling Based on Multi-point Centrography with K-means Clustering

Authors: Jiaji Zhou, Le Liang, Long Chen

Abstract:

Geographic Profiling has successfully assisted investigations for serial crimes. Considering the multi-cluster feature of serial criminal spots, we propose a Multi-point Centrography model as a natural extension of Single-point Centrography for geographic profiling. K-means clustering is first performed on the data samples and then Single-point Centrography is adopted to derive a probability distribution on each cluster. Finally, a weighted combinations of each distribution is formed to make next-crime spot prediction. Experimental study on real cases demonstrates the effectiveness of our proposed model.

Keywords: Geographic profiling, Centrography model, K-means algorithm

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1663 Explicit Solution of an Investment Plan for a DC Pension Scheme with Voluntary Contributions and Return Clause under Logarithm Utility

Authors: Promise A. Azor, Avievie Igodo, Esabai M. Ase

Abstract:

The paper merged the return of premium clause and voluntary contributions to investigate retirees’ investment plan in a defined contributory (DC) pension scheme with a portfolio comprising of a risk-free asset and a risky asset whose price process is described by geometric Brownian motion (GBM). The paper considers additional voluntary contributions paid by members, charge on balance by pension fund administrators and the mortality risk of members of the scheme during the accumulation period by introducing return of premium clause. To achieve this, the Weilbull mortality force function is used to establish the mortality rate of members during accumulation phase. Furthermore, an optimization problem from the Hamilton Jacobi Bellman (HJB) equation is obtained using dynamic programming approach. Also, the Legendre transformation method is used to transform the HJB equation which is a nonlinear partial differential equation to a linear partial differential equation and solves the resultant equation for the value function and the optimal distribution plan under logarithm utility function. Finally, numerical simulations of the impact of some important parameters on the optimal distribution plan were obtained and it was observed that the optimal distribution plan is inversely proportional to the initial fund size, predetermined interest rate, additional voluntary contributions, charge on balance and instantaneous volatility.

Keywords: Legendre transform, logarithm utility, optimal distribution plan, return clause of premium, charge on balance, Weibull mortality function.

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1662 Overview of Operational Risk Management Methods

Authors: Milan Rippel, Pert Teplý

Abstract:

Operational risk has become one of the most discussed topics in the financial industry in the recent years. The reasons for this attention can be attributed to higher investments in information systems and technology, the increasing wave of mergers and acquisitions and emergence of new financial instruments. In addition, the New Basel Capital Accord (known as Basel II) demands a capital requirement for operational risk and further motivates financial institutions to more precisely measure and manage this type of risk. The aim of this paper is to shed light on main characteristics of operational risk management and common applied methods: scenario analysis, key risk indicators, risk control self assessment and loss distribution approach.

Keywords: Operational risk, economic capital, key risk indicators, loss distribution approach.

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