Search results for: Ratio dependent models
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4892

Search results for: Ratio dependent models

4472 Comparative Analysis of the Stochastic and Parsimonious Interest Rates Models on Croatian Government Market

Authors: Zdravka Aljinović, Branka Marasović, Blanka Škrabić

Abstract:

The paper provides a discussion of the most relevant aspects of yield curve modeling. Two classes of models are considered: stochastic and parsimonious function based, through the approaches developed by Vasicek (1977) and Nelson and Siegel (1987). Yield curve estimates for Croatia are presented and their dynamics analyzed and finally, a comparative analysis of models is conducted.

Keywords: the term structure of interest rates, Vasicek model, Nelson-Siegel model, Croatian Government market.

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4471 Using Exponential Lévy Models to Study Implied Volatility patterns for Electricity Options

Authors: Pinho C., Madaleno M.

Abstract:

German electricity European options on futures using Lévy processes for the underlying asset are examined. Implied volatility evolution, under each of the considered models, is discussed after calibrating for the Merton jump diffusion (MJD), variance gamma (VG), normal inverse Gaussian (NIG), Carr, Geman, Madan and Yor (CGMY) and the Black and Scholes (B&S) model. Implied volatility is examined for the entire sample period, revealing some curious features about market evolution, where data fitting performances of the five models are compared. It is shown that variance gamma processes provide relatively better results and that implied volatility shows significant differences through time, having increasingly evolved. Volatility changes for changed uncertainty, or else, increasing futures prices and there is evidence for the need to account for seasonality when modelling both electricity spot/futures prices and volatility.

Keywords: Calibration, Electricity Markets, Implied Volatility, Lévy Models, Options on Futures, Pricing

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4470 Numerical Simulation of Convection Heat Transfer in a Lid-Driven Cavity with an Open Side

Authors: M.Jafari, M.Farhadi, K.sedighi, E.Fattahi

Abstract:

In this manuscript, the LBM is applied for simulating of Mixed Convection in a Lid-Driven cavity with an open side. The cavity horizontal walls are insulated while the west Lid-driven wall is maintained at a uniform temperature higher than the ambient. Prandtl number (Pr) is fixed to 0.71 (air) while Reynolds number (Re) , Richardson number (Ri) and aspect ratio (A) of the cavity are changed in the range of 50-150 , of 0.1-10 and of 1-4 , respectively. The numerical code is validated for the standard square cavity, and then the results of an open ended cavity are presented. Result shows by increasing of aspect ratio, the average Nusselt number (Nu) on lid- driven wall decreases and with same Reynolds number (Re) by increasing of aspect ratio (A), Richardson number plays more important role in heat transfer rate.

Keywords: Lattice Boltzmann Method, Open ended cavity, Mixed convection, Lid-driven cavity.

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4469 Project Management Maturity Models and Organizational Project Management Maturity Model (OPM3®): A Critical Morphological Evaluation

Authors: Farrokh J., Azhar K. Mansur

Abstract:

There exists a strong correlation between efficient project management and competitive advantage for organizations. Therefore, organizations are striving to standardize and assess the rigor of their project management processes and capabilities i.e. project management maturity. Researchers and standardization organizations have developed several project management maturity models (PMMMs) to assess project management maturity of the organizations. This study presents a critical evaluation of some of the leading PMMMs against OPM3® in a multitude of ways to look at which PMMM is the most comprehensive model - which could assess most aspects of organizations and also help the organizations in gaining competitive advantage over competitors. After a detailed morphological analysis of the models, it is concluded that OPM3® is the most promising maturity model that can really provide a competitive advantage to the organizations due to its unique approach of assessment and improvement strategies.

Keywords: Project management maturity, project managemen tmaturity models, competitive advantage.

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4468 Burning Rates of Turbulent Gaseous and Aerosol Flames

Authors: Shaharin A. Sulaiman, Malcolm Lawes

Abstract:

Combustion of sprays is of technological importance, but its flame behavior is not fully understood. Furthermore, the multiplicity of dependent variables such as pressure, temperature, equivalence ratio, and droplet sizes complicates the study of spray combustion. Fundamental study on the influence of the presence of liquid droplets has revealed that laminar flames within aerosol mixtures more readily become unstable than for gaseous ones and this increases the practical burning rate. However, fundamental studies on turbulent flames of aerosol mixtures are limited particularly those under near mono-dispersed droplet conditions. In the present work, centrally ignited expanding flames at near atmospheric pressures are employed to quantify the burning rates in gaseous and aerosol flames. Iso-octane-air aerosols are generated by expansion of the gaseous pre-mixture to produce a homogeneously distributed suspension of fuel droplets. The effects of the presence of droplets and turbulence velocity in relation to the burning rates of the flame are also investigated.

Keywords: Burning Rate, Droplets, Flames, Turbulent

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4467 Design Optimisation of Compound Parabolic Concentrator (CPC) for Improved Performance

Authors: M. M. Isa, R. Abd-Rahman, H. H. Goh

Abstract:

A compound parabolic concentrator (CPC) is a wellknown non-imaging concentrator that will concentrate the solar radiation onto receiver (PV cell). One of disadvantage of CPC is has tall and narrow height compared to its diameter entry aperture area. Therefore, for economic reason, a truncation had been done by removed from the top of the full height CPC. This also will lead to the decreases of concentration ratio but it will be negligible. In this paper, the flux distribution of untruncated and truncated 2-D hollow compound parabolic trough concentrator (hCPTC) design is presented. The untruncated design has initial height H=193.4mm with concentration ratio C_(2-D)=4. This paper presents the optical simulation of compound parabolic trough concentrator using raytracing software TracePro. Results showed that, after the truncation, the height of CPC reduced 45% from initial height with the geometrical concentration ratio only decrease 10%. Thus, the cost of reflector and material dielectric usage can be saved especially at manufacturing site.

Keywords: Compound parabolic trough concentrator, optical modelling, ray-tracing analysis.

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4466 Evaluation of Heat Transfer and Entropy Generation by Al2O3-Water Nanofluid

Authors: Houda Jalali, Hassan Abbassi

Abstract:

In this numerical work, natural convection and entropy generation of Al2O3–water nanofluid in square cavity have been studied. A two-dimensional steady laminar natural convection in a differentially heated square cavity of length L, filled with a nanofluid is investigated numerically. The horizontal walls are considered adiabatic. Vertical walls corresponding to x=0 and x=L are respectively maintained at hot temperature, Th and cold temperature, Tc. The resolution is performed by the CFD code "FLUENT" in combination with GAMBIT as mesh generator. These simulations are performed by maintaining the Rayleigh numbers varied as 103 ≤ Ra ≤ 106, while the solid volume fraction varied from 1% to 5%, the particle size is fixed at dp=33 nm and a range of the temperature from 20 to 70 °C. We used models of thermophysical nanofluids properties based on experimental measurements for studying the effect of adding solid particle into water in natural convection heat transfer and entropy generation of nanofluid. Such as models of thermal conductivity and dynamic viscosity which are dependent on solid volume fraction, particle size and temperature. The average Nusselt number is calculated at the hot wall of the cavity in a different solid volume fraction. The most important results is that at low temperatures (less than 40 °C), the addition of nanosolids Al2O3 into water leads to a decrease in heat transfer and entropy generation instead of the expected increase, whereas at high temperature, heat transfer and entropy generation increase with the addition of nanosolids. This behavior is due to the contradictory effects of viscosity and thermal conductivity of the nanofluid. These effects are discussed in this work.

Keywords: Entropy generation, heat transfer, nanofluid, natural convection.

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4465 Generalization of SGIP Surface Tension Force Model in Three-Dimensional Flows and Compare to Other Models in Interfacial Flows

Authors: Afshin Ahmadi Nadooshan, Ebrahim Shirani

Abstract:

In this paper, the two-dimensional stagger grid interface pressure (SGIP) model has been generalized and presented into three-dimensional form. For this purpose, various models of surface tension force for interfacial flows have been investigated and compared with each other. The VOF method has been used for tracking the interface. To show the ability of the SGIP model for three-dimensional flows in comparison with other models, pressure contours, maximum spurious velocities, norm spurious flow velocities and pressure jump error for motionless drop of liquid and bubble of gas are calculated using different models. It has been pointed out that SGIP model in comparison with the CSF, CSS and PCIL models produces the least maximum and norm spurious velocities. Additionally, the new model produces more accurate results in calculating the pressure jumps across the interface for motionless drop of liquid and bubble of gas which is generated in surface tension force.

Keywords: Volume-of-Fluid; SGIP model; CSS model; CSF model; PCIL model; surface tension force; spurious currents.

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4464 Fuzzy Modeling for Micro EDM Parameters Optimization in Drilling of Biomedical Implants Ti-6Al-4V Alloy for Higher Machining Performance

Authors: Ahmed A.D. Sarhan, Lim Siew Fen, Mum Wai Yip, M. Sayuti

Abstract:

Ti6Al4V alloy is highly used in the automotive and aerospace industry due to its good machining characteristics. Micro EDM drilling is commonly used to drill micro hole on extremely hard material with very high depth to diameter ratio. In this study, the parameters of micro-electrical discharge machining (EDM) in drilling of Ti6Al4V alloy is optimized for higher machining accuracy with less hole-dilation and hole taper ratio. The micro-EDM machining parameters includes, peak current and pulse on time. Fuzzy analysis was developed to evaluate the machining accuracy. The analysis shows that hole-dilation and hole-taper ratio are increased with the increasing of peak current and pulse on time. However, the surface quality deteriorates as the peak current and pulse on time increase. The combination that gives the optimum result for hole dilation is medium peak current and short pulse on time. Meanwhile, the optimum result for hole taper ratio is low peak current and short pulse on time.

Keywords: Micro EDM, Ti-6Al-4V alloy, fuzzy logic based analysis, optimization, machining accuracy.

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4463 Software Effort Estimation Using Soft Computing Techniques

Authors: Parvinder S. Sandhu, Porush Bassi, Amanpreet Singh Brar

Abstract:

Various models have been derived by studying large number of completed software projects from various organizations and applications to explore how project sizes mapped into project effort. But, still there is a need to prediction accuracy of the models. As Neuro-fuzzy based system is able to approximate the non-linear function with more precision. So, Neuro-Fuzzy system is used as a soft computing approach to generate model by formulating the relationship based on its training. In this paper, Neuro-Fuzzy technique is used for software estimation modeling of on NASA software project data and performance of the developed models are compared with the Halstead, Walston-Felix, Bailey-Basili and Doty Models mentioned in the literature.

Keywords: Effort Estimation, Neural-Fuzzy Model, Halstead Model, Walston-Felix Model, Bailey-Basili Model, Doty Model.

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4462 Quad Tree Decomposition Based Analysis of Compressed Image Data Communication for Lossy and Lossless Using WSN

Authors: N. Muthukumaran, R. Ravi

Abstract:

The Quad Tree Decomposition based performance analysis of compressed image data communication for lossy and lossless through wireless sensor network is presented. Images have considerably higher storage requirement than text. While transmitting a multimedia content there is chance of the packets being dropped due to noise and interference. At the receiver end the packets that carry valuable information might be damaged or lost due to noise, interference and congestion. In order to avoid the valuable information from being dropped various retransmission schemes have been proposed. In this proposed scheme QTD is used. QTD is an image segmentation method that divides the image into homogeneous areas. In this proposed scheme involves analysis of parameters such as compression ratio, peak signal to noise ratio, mean square error, bits per pixel in compressed image and analysis of difficulties during data packet communication in Wireless Sensor Networks. By considering the above, this paper is to use the QTD to improve the compression ratio as well as visual quality and the algorithm in MATLAB 7.1 and NS2 Simulator software tool.

Keywords: Image compression, Compression Ratio, Quad tree decomposition, Wireless sensor networks, NS2 simulator.

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4461 An Approach for Optimization of Functions and Reducing the Value of the Product by Using Virtual Models

Authors: A. Bocevska, G. Todorov, T. Neshkov

Abstract:

New developed approach for Functional Cost Analysis (FCA) based on virtual prototyping (VP) models in CAD/CAE environment, applicable and necessary in developing new products is presented. It is instrument for improving the value of the product while maintaining costs and/or reducing the costs of the product without reducing value. Five broad classes of VP methods are identified. Efficient use of prototypes in FCA is a vital activity that can make the difference between successful and unsuccessful entry of new products into the competitive word market. Successful realization of this approach is illustrated for a specific example using press joint power tool.

Keywords: CAD/CAE environment, Functional Cost Analysis (FCA), Virtual prototyping (VP) models.

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4460 Augmented Lyapunov Approach to Robust Stability of Discrete-time Stochastic Neural Networks with Time-varying Delays

Authors: Shu Lü, Shouming Zhong, Zixin Liu

Abstract:

In this paper, the robust exponential stability problem of discrete-time uncertain stochastic neural networks with timevarying delays is investigated. By introducing a new augmented Lyapunov function, some delay-dependent stable results are obtained in terms of linear matrix inequality (LMI) technique. Compared with some existing results in the literature, the conservatism of the new criteria is reduced notably. Three numerical examples are provided to demonstrate the less conservatism and effectiveness of the proposed method.

Keywords: Robust exponential stability, delay-dependent stability, discrete-time neural networks, stochastic, time-varying delays.

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4459 Time/Temperature-Dependent Finite Element Model of Laminated Glass Beams

Authors: Alena Zemanová, Jan Zeman, Michal Šejnoha

Abstract:

The polymer foil used for manufacturing of laminated glass members behaves in a viscoelastic manner with temperature dependance. This contribution aims at incorporating the time/temperature-dependent behavior of interlayer to our earlier elastic finite element model for laminated glass beams. The model is based on a refined beam theory: each layer behaves according to the finite-strain shear deformable formulation by Reissner and the adjacent layers are connected via the Lagrange multipliers ensuring the inter-layer compatibility of a laminated unit. The time/temperature-dependent behavior of the interlayer is accounted for by the generalized Maxwell model and by the time-temperature superposition principle due to the Williams, Landel, and Ferry. The resulting system is solved by the Newton method with consistent linearization and the viscoelastic response is determined incrementally by the exponential algorithm. By comparing the model predictions against available experimental data, we demonstrate that the proposed formulation is reliable and accurately reproduces the behavior of the laminated glass units.

Keywords: Laminated glass, finite element method, finite-strain Reissner model, Lagrange multipliers, generalized Maxwell model, Williams-Landel-Ferry equation, Newton method.

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4458 Heat Flux Reduction Research in Hypersonic Flow with Opposing Jet

Authors: Yisheng Rong, Jian Sun, Weiqiang Liu, Renjun Zhan

Abstract:

A CFD study on heat flux reduction in hypersonic flow with opposing jet has been conducted. Flowfield parameters, reattachment point position, surface pressure distributions and heat flux distributions are obtained and validated with experiments. The physical mechanism of heat reduction has been analyzed. When the opposing jet blows, the freestream is blocked off, flows to the edges and not interacts with the surface to form aerodynamic heating. At the same time, the jet flows back to form cool recirculation region, which reduces the difference in temperature between the surface and the nearby gas, and then reduces the heat flux. As the pressure ratio increases, the interface between jet and freestream is gradually pushed away from the surface. Larger the total pressure ratio is, lower the heat flux is. To study the effect of the intensity of opposing jet more reasonably, a new parameter RPA has been introduced by combining the flux and the total pressure ratio. The study shows that the same shock wave position and total heat load can be obtained with the same RPA with different fluxes and the total pressures, which means the new parameter could stand for the intensity of opposing jet and could be used to analyze the influence of opposing jet on flow field and aerodynamic heating.

Keywords: opposing jet, aerodynamic heating, total pressure ratio, thermal protection system

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4457 Geopotential Models Evaluation in Algeria Using Stochastic Method, GPS/Leveling and Topographic Data

Authors: M. A. Meslem

Abstract:

For precise geoid determination, we use a reference field to subtract long and medium wavelength of the gravity field from observations data when we use the remove-compute-restore technique. Therefore, a comparison study between considered models should be made in order to select the optimal reference gravity field to be used. In this context, two recent global geopotential models have been selected to perform this comparison study over Northern Algeria. The Earth Gravitational Model (EGM2008) and the Global Gravity Model (GECO) conceived with a combination of the first model with anomalous potential derived from a GOCE satellite-only global model. Free air gravity anomalies in the area under study have been used to compute residual data using both gravity field models and a Digital Terrain Model (DTM) to subtract the residual terrain effect from the gravity observations. Residual data were used to generate local empirical covariance functions and their fitting to the closed form in order to compare their statistical behaviors according to both cases. Finally, height anomalies were computed from both geopotential models and compared to a set of GPS levelled points on benchmarks using least squares adjustment. The result described in details in this paper regarding these two models has pointed out a slight advantage of GECO global model globally through error degree variances comparison and ground-truth evaluation.

Keywords: Quasigeoid, gravity anomalies, covariance, GGM.

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4456 Optimization of Copper-Water Negative Inclination Heat Pipe with Internal Composite Wick Structure

Authors: I. Brandys, M. Levy, K. Harush, Y. Haim, M. Korngold

Abstract:

Theoretical optimization of a copper-water negative inclination heat pipe with internal composite wick structure had been performed, regarding a new introduced parameter: the ratio between the coarse mesh wraps and the fine mesh wraps of the composite wick. Since in many cases, the design of a heat pipe matches specific thermal requirements and physical limitations, this work demonstrates the optimization of a 1m length, 8mm internal diameter heat pipe without an adiabatic section, at a negative inclination angle of -10º. The optimization is based on a new introduced parameter, LR: the ratio between the coarse mesh wraps and the fine mesh wraps.

Keywords: Heat pipe, inclination, optimization, ratio.

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4455 Restricted Pedestrian Flow Performance Measures during Egress from a Complex Facility

Authors: Luthful A. Kawsar, Noraida A. Ghani, Anton A. Kamil, Adli Mustafa

Abstract:

In this paper, we use an M/G/C/C state dependent queuing model within a complex network topology to determine the different performance measures for pedestrian traffic flow. The occupants in this network topology need to go through some source corridors, from which they can choose their suitable exiting corridors. The performance measures were calculated using arrival rates that maximize the throughputs of source corridors. In order to increase the throughput of the network, the result indicates that the flow direction of pedestrian through the corridors has to be restricted and the arrival rates to the source corridor need to be controlled.

Keywords: Arrival rate, Multiple arrival sources, Probability of blocking, State dependent queuing networks, Throughput.

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4454 A Novel SVM-Based OOK Detector in Low SNR Infrared Channels

Authors: J. P. Dubois, O. M. Abdul-Latif

Abstract:

Support Vector Machine (SVM) is a recent class of statistical classification and regression techniques playing an increasing role in applications to detection problems in various engineering problems, notably in statistical signal processing, pattern recognition, image analysis, and communication systems. In this paper, SVM is applied to an infrared (IR) binary communication system with different types of channel models including Ricean multipath fading and partially developed scattering channel with additive white Gaussian noise (AWGN) at the receiver. The structure and performance of SVM in terms of the bit error rate (BER) metric is derived and simulated for these channel stochastic models and the computational complexity of the implementation, in terms of average computational time per bit, is also presented. The performance of SVM is then compared to classical binary signal maximum likelihood detection using a matched filter driven by On-Off keying (OOK) modulation. We found that the performance of SVM is superior to that of the traditional optimal detection schemes used in statistical communication, especially for very low signal-to-noise ratio (SNR) ranges. For large SNR, the performance of the SVM is similar to that of the classical detectors. The implication of these results is that SVM can prove very beneficial to IR communication systems that notoriously suffer from low SNR at the cost of increased computational complexity.

Keywords: Least square-support vector machine, on-off keying, matched filter, maximum likelihood detector, wireless infrared communication.

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4453 Layout Design Optimization of Spars under Multiple Load Cases of the High-Aspect-Ratio Wing

Authors: Yu Li, Jingwu He, Yuexi Xiong

Abstract:

The spar layout will affect the wing’s stiffness characteristics, and irrational spar arrangement will reduce the overall bending and twisting resistance capacity of the wing. In this paper, the active structural stiffness design theory is used to match the stiffness-center axis position and load-cases under the corresponding multiple flight conditions, in order to achieve better stiffness properties of the wing. The combination of active stiffness method and principle of stiffness distribution is proved to be reasonable supplying an initial reference for wing designing. The optimized layout of spars is eventually obtained, and the high-aspect-ratio wing will have better stiffness characteristics.

Keywords: Active structural stiffness design theory, high-aspect-ratio wing, flight load cases, layout of spars.

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4452 New Multi-Solid Thermodynamic Model for the Prediction of Wax Formation

Authors: Ehsan Ghanaei, Feridun Esmaeilzadeh, Jamshid Fathi Kaljahi

Abstract:

In the previous multi-solid models,¤ò approach is used for the calculation of fugacity in the liquid phase. For the first time, in the proposed multi-solid thermodynamic model,γ approach has been used for calculation of fugacity in the liquid mixture. Therefore, some activity coefficient models have been studied that the results show that the predictive Wilson model is more appropriate than others. The results demonstrate γ approach using the predictive Wilson model is in more agreement with experimental data than the previous multi-solid models. Also, by this method, generates a new approach for presenting stability analysis in phase equilibrium calculations. Meanwhile, the run time in γ approach is less than the previous methods used ¤ò approach. The results of the new model present 0.75 AAD % (Average Absolute Deviation) from the experimental data which is less than the results error of the previous multi-solid models obviously.

Keywords: Multi-solid thermodynamic model, PredictiveWilson model, Wax formation.

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4451 A Model for Estimation of Efforts in Development of Software Systems

Authors: Parvinder S. Sandhu, Manisha Prashar, Pourush Bassi, Atul Bisht

Abstract:

Software effort estimation is the process of predicting the most realistic use of effort required to develop or maintain software based on incomplete, uncertain and/or noisy input. Effort estimates may be used as input to project plans, iteration plans, budgets. There are various models like Halstead, Walston-Felix, Bailey-Basili, Doty and GA Based models which have already used to estimate the software effort for projects. In this study Statistical Models, Fuzzy-GA and Neuro-Fuzzy (NF) Inference Systems are experimented to estimate the software effort for projects. The performances of the developed models were tested on NASA software project datasets and results are compared with the Halstead, Walston-Felix, Bailey-Basili, Doty and Genetic Algorithm Based models mentioned in the literature. The result shows that the NF Model has the lowest MMRE and RMSE values. The NF Model shows the best results as compared with the Fuzzy-GA based hybrid Inference System and other existing Models that are being used for the Effort Prediction with lowest MMRE and RMSE values.

Keywords: Neuro-Fuzzy Model, Halstead Model, Walston-Felix Model, Bailey-Basili Model, Doty Model, GA Based Model, Genetic Algorithm.

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4450 Frequency Modulation in Vibro-Acoustic Modulation Method

Authors: D. Liu, D. M. Donskoy

Abstract:

The vibroacoustic modulation method is based on the modulation effect of high-frequency ultrasonic wave (carrier) by low-frequency vibration in the presence of various defects, primarily contact-type such as cracks, delamination, etc. The presence and severity of the defect are measured by the ratio of the spectral sidebands and the carrier in the spectrum of the modulated signal. This approach, however, does not differentiate between amplitude and frequency modulations, AM and FM, respectfully. This paper is an attempt to explain the generation mechanisms of FM and its correlation with the flaw properties. Here we proposed two possible mechanisms leading to FM modulation based on nonlinear local defect resonance and dynamic acoustoelastic models.

Keywords: Non-destructive testing, nonlinear acoustics, structural health monitoring, acoustoelasticity, local defect resonance.

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4449 Thermal Analysis of Open-Cycle Regenerator Gas-Turbine Power-Plant

Authors: M. M. Rahman, Thamir K. Ibrahim, M. Y. Taib, M. M. Noor, Rosli A. Bakar

Abstract:

Regenerative gas turbine engine cycle is presented that yields higher cycle efficiencies than simple cycle operating under the same conditions. The power output, efficiency and specific fuel consumption are simulated with respect to operating conditions. The analytical formulae about the relation to determine the thermal efficiency are derived taking into account the effected operation conditions (ambient temperature, compression ratio, regenerator effectiveness, compressor efficiency, turbine efficiency and turbine inlet temperature). Model calculations for a wide range of parameters are presented, as are comparisons with simple gas turbine cycle. The power output and thermal efficiency are found to be increasing with the regenerative effectiveness, and the compressor and turbine efficiencies. The efficiency increased with increase the compression ratio to 5, then efficiency decreased with increased compression ratio, but in simple cycle the thermal efficiency always increase with increased in compression ratio. The increased in ambient temperature caused decreased thermal efficiency, but the increased in turbine inlet temperature increase thermal efficiency.

Keywords: Gas turbine, power plant, thermal analysis, regeneration

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4448 Prediction Method of Extenics Theory for Assessment of Bearing Capacity of Lateritic Soil Foundation

Authors: Wei Bai, Ling-Wei Kong, Ai-Guo Guo

Abstract:

Base on extenics theory, the statistical physical and mechanical properties from laboratory experiments are used to evaluate the bearing capacity of lateritic soil foundation. The properties include water content, bulk density, liquid limit, cohesion, and so on. The matter-element and the dependent function are defined. Then the synthesis dependent degree and the final grade index are calculated. The results show that predicted outcomes can be matched with the in-situ test data, and a evaluate grade associate with bearing capacity can be deduced. The results provide guidance to assess and determine the bearing capacity grade of lateritic soil foundation.

Keywords: Lateritic soil, bearing capacity, extenics theory, plate loading test.

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4447 Circular Economy Maturity Models: A Systematic Literature Review

Authors: D. Kreutzer, S. Müller-Abdelrazeq, I. Isenhardt

Abstract:

Resource scarcity, energy transition and the planned climate neutrality pose enormous challenges for manufacturing companies. In order to achieve these goals and a holistic sustainable development, the European Union has listed the circular economy as part of the Circular Economy Action Plan. In addition to a reduction in resource consumption, reduced emissions of greenhouse gases and a reduced volume of waste, the principles of the circular economy also offer enormous economic potential for companies, such as the generation of new circular business models. However, many manufacturing companies, especially small and medium-sized enterprises, do not have the necessary capacity to plan their transformation. They need support and strategies on the path to circular transformation because this change affects not only production but also the entire company. Maturity models offer an approach to determine the current status of companies’ transformation processes. In addition, companies can use the models to identify transformation strategies and thus promote the transformation process. While maturity models are established in other areas, e.g., IT or project management, only a few circular economy maturity models can be found in the scientific literature. The aim of this paper is to analyze the identified maturity models of the circular economy through a systematic literature review (SLR) and, besides other aspects, to check their completeness as well as their quality. For this purpose, circular economy maturity models at the company's (micro) level were identified from the literature, compared, and analyzed with regard to their theoretical and methodological structure. A specific focus was placed, on the one hand, on the analysis of the business units considered in the respective models and, on the other hand, on the underlying metrics and indicators in order to determine the individual maturity level of the entire company. The results of the literature review show, for instance, a significant difference in the number and types of indicators as well as their metrics. For example, most models use subjective indicators and very few objective indicators in their surveys. It was also found that there are rarely well-founded thresholds between the levels. Based on the generated results, concrete ideas and proposals for a research agenda in the field of circular economy maturity models are made.

Keywords: Circular economy, maturity model, maturity assessment, systematic literature review.

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4446 Evaluation of Environmental, Technical, and Economic Indicators of a Fused Deposition Modeling Process

Authors: M. Yosofi, S. Ezeddini, A. Ollivier, V. Lavaste, C. Mayousse

Abstract:

Additive manufacturing processes have changed significantly in a wide range of industries and their application progressed from rapid prototyping to production of end-use products. However, their environmental impact is still a rather open question. In order to support the growth of this technology in the industrial sector, environmental aspects should be considered and predictive models may help monitor and reduce the environmental footprint of the processes. This work presents predictive models based on a previously developed methodology for the environmental impact evaluation combined with a technical and economical assessment. Here we applied the methodology to the Fused Deposition Modeling process. First, we present the predictive models relative to different types of machines. Then, we present a decision-making tool designed to identify the optimum manufacturing strategy regarding technical, economic, and environmental criteria.

Keywords: Additive manufacturing, decision-makings, environmental impact, predictive models.

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4445 Performance of Heterogeneous Autoregressive Models of Realized Volatility: Evidence from U.S. Stock Market

Authors: Petr Seďa

Abstract:

This paper deals with heterogeneous autoregressive models of realized volatility (HAR-RV models) on high-frequency data of stock indices in the USA. Its aim is to capture the behavior of three groups of market participants trading on a daily, weekly and monthly basis and assess their role in predicting the daily realized volatility. The benefits of this work lies mainly in the application of heterogeneous autoregressive models of realized volatility on stock indices in the USA with a special aim to analyze an impact of the global financial crisis on applied models forecasting performance. We use three data sets, the first one from the period before the global financial crisis occurred in the years 2006-2007, the second one from the period when the global financial crisis fully hit the U.S. financial market in 2008-2009 years, and the last period was defined over 2010-2011 years. The model output indicates that estimated realized volatility in the market is very much determined by daily traders and in some cases excludes the impact of those market participants who trade on monthly basis.

Keywords: Global financial crisis, heterogeneous autoregressive model, in-sample forecast, realized volatility, U.S. stock market.

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4444 An Improved Variable Tolerance RSM with a Proportion Threshold

Authors: Chen Wu, Youquan Xu, Dandan Li, Ronghua Yang, Lijuan Wang

Abstract:

In rough set models, tolerance relation, similarity relation and limited tolerance relation solve different situation problems for incomplete information systems in which there exists a phenomenon of missing value. If two objects have the same few known attributes and more unknown attributes, they cannot distinguish them well. In order to solve this problem, we presented two improved limited and variable precision rough set models. One is symmetric, the other one is non-symmetric. They all use more stringent condition to separate two small probability equivalent objects into different classes. The two models are needed to engage further study in detail. In the present paper, we newly form object classes with a different respect comparing to the first suggested model. We overcome disadvantages of non-symmetry regarding to the second suggested model. We discuss relationships between or among several models and also make rule generation. The obtained results by applying the second model are more accurate and reasonable.

Keywords: Incomplete information system, rough set, symmetry, variable precision.

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4443 Determination of Poisson’s Ratio and Elastic Modulus of Compression Textile Materials

Authors: Chongyang Ye, Rong Liu

Abstract:

Compression textiles such as compression stockings (CSs) have been extensively applied for the prevention and treatment of chronic venous insufficiency of lower extremities. The involvement of multiple mechanical factors such as interface pressure, frictional force, and elastic materials make the interactions between lower limb and CSs to be complex. Determination of Poisson’s ratio and elastic moduli of CS materials are critical for constructing finite element (FE) modeling to numerically simulate a complex interactive system of CS and lower limb. In this study, a mixed approach, including an analytic model based on the orthotropic Hooke’s Law and experimental study (uniaxial tension testing and pure shear testing), has been proposed to determine Young’s modulus, Poisson’s ratio, and shear modulus of CS fabrics. The results indicated a linear relationship existing between the stress and strain properties of the studied CS samples under controlled stretch ratios (< 100%). The proposed method and the determined key mechanical properties of elastic orthotropic CS fabrics facilitate FE modeling for analyzing in-depth the effects of compression material design on their resultant biomechanical function in compression therapy.

Keywords: Elastic compression stockings, Young’s modulus, Poisson’s ratio, shear modulus, mechanical analysis.

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