Search results for: time series forecast

Authors: Rajeev R. Sahay

Abstract:

Rivers have transient storage or dead zones where injected pollutants or solutes are entrapped for considerable period of time, known as residence time, before being released into the main flowing zones of rivers. In this study, a new empirical expression for residence time, implementing genetic programming on published dispersion data, has been derived. The proposed expression uses few hydraulic and geometric characteristics of rivers which are normally known to the authorities. When compared with some reported expressions, based on various statistical indices, it can be concluded that the proposed expression predicts the residence time of pollutants in natural rivers more accurately.

Keywords: Parameter estimation, pollutant transport, residence time, rivers, transient storage.

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Authors: S. Farzi

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Recently, a lot of attention has been devoted to advanced techniques of system modeling. PNN(polynomial neural network) is a GMDH-type algorithm (Group Method of Data Handling) which is one of the useful method for modeling nonlinear systems but PNN performance depends strongly on the number of input variables and the order of polynomial which are determined by trial and error. In this paper, we introduce GPNN (genetic polynomial neural network) to improve the performance of PNN. GPNN determines the number of input variables and the order of all neurons with GA (genetic algorithm). We use GA to search between all possible values for the number of input variables and the order of polynomial. GPNN performance is obtained by two nonlinear systems. the quadratic equation and the time series Dow Jones stock index are two case studies for obtaining the GPNN performance.

Keywords: GMDH, GPNN, GA, PNN.

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Authors: Ahmad Gholami , Saeed Sharafi, Hamid Abbasdokht

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The effect of magnetic field on germination characteristics of two wheat Seeds has been studied under laboratory conditions. Seeds were magnetically exposed to magnetic field strengths, 125 or 250mT for different periods of time. Mean germination time and the time required to obtain 10, 25, 50, 75 and 90%of seeds to germinate were calculated. The germination time for each treatment were in general, higher than corresponding control values, in the other word in treated seeds time required for mean seed germination time increased nearly 3 hours in compared non treated control seeds. T10 for doses D5, D6, D11 and D12 significantly higher than the control values for both cultivars. Mean germination time (MGT) in both cultivars significantly increased when the time of seed exposed at magnetic field treatments increased , about 3 and 2 hour respectively for Omid and BCR cultivars.

Keywords: wheat, cultivar, germination test, magnetic field

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Authors: Atikur Rahman Baizid, Md. Elias Uddin Biswas, Ahsan Habib

Abstract:

Nayak et al have discussed in detail the inertial forces such as Gravitational, Coriolis-Lense-Thirring and Centrifugal forces in the Kerr-Newman Space-time in the Kerr-Newman Space-time. The main theme of this paper is to study the Gravitational and Centrifugal forces in the NUT-Kerr-Newman Space-time.

Keywords: Gravitational Forces, Centrifugal Forces, Nut-Kerr-Newman, Space time.

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Authors: Goodness C. Aye

Abstract:

This paper examines the effect of the volatility of oil prices on food price in South Africa using monthly data covering the period 2002:01 to 2014:09. Food price is measured by the South African consumer price index for food while oil price is proxied by the Brent crude oil. The study employs the GARCH-in-mean VAR model, which allows the investigation of the effect of a negative and positive shock in oil price volatility on food price. The model also allows the oil price uncertainty to be measured as the conditional standard deviation of a one-step-ahead forecast error of the change in oil price. The results show that oil price uncertainty has a positive and significant effect on food price in South Africa. The responses of food price to a positive and negative oil price shocks is asymmetric.

Keywords: Oil price volatility, Food price, Bivariate GARCH-in- mean VAR, Asymmetric.

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Authors: Rahib Abiyev, Vasif H. Abiyev, C. Ardil

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In this paper the development of neural network based fuzzy inference system for electricity consumption prediction is considered. The electricity consumption depends on number of factors, such as number of customers, seasons, type-s of customers, number of plants, etc. It is nonlinear process and can be described by chaotic time-series. The structure and algorithms of neuro-fuzzy system for predicting future values of electricity consumption is described. To determine the unknown coefficients of the system, the supervised learning algorithm is used. As a result of learning, the rules of neuro-fuzzy system are formed. The developed system is applied for predicting future values of electricity consumption of Northern Cyprus. The simulation of neuro-fuzzy system has been performed.

Keywords: Fuzzy logic, neural network, neuro-fuzzy system, neuro-fuzzy prediction.

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Authors: S. Panda, S. C. Swain, A. K. Baliarsingh, C. Ardil

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Optimal supplementary damping controller design for Thyristor Controlled Series Compensator (TCSC) is presented in this paper. For the proposed controller design, a multi-objective fitness function consisting of both damping factors and real part of system electromachanical eigenvalue is used and Real- Coded Genetic Algorithm (RCGA) is employed for the optimal supplementary controller parameters. The performance of the designed supplementary TCSC-based damping controller is tested on a weakly connected power system with different disturbances and loading conditions with parameter variations. Simulation results are presented and compared with a conventional power system stabilizer and also with the TCSC-based supplementary controller when the controller parameters are not optimized to show the effectiveness and robustness of the proposed approach over a wide range of loading conditions and disturbances.

Keywords: Power System Oscillations, Real-Coded Genetic Algorithm (RCGA), Thyristor Controlled Series Compensator (TCSC), Damping Controller, Power System Stabilizer.

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Authors: Muhammad Tahir, Muhammad H. Sayyad, Dil N. Khan, Fazal Wahab

Abstract:

Herein, the organic semiconductor methyl orange (MO), is investigated for the first time for its electronic applications. For this purpose, Al/MO/n-Si heterojunction is fabricated through economical cheap and simple “drop casting” technique. The currentvoltage (I-V) measurements of the device are made at room temperature under dark conditions. The I-V characteristics of Al/MO/n-Si junction exhibits asymmetrical and rectifying behavior that confirms the formation of diode. The diode parameters such as rectification ratio (RR), turn on voltage (Vturn on), reverse saturation current (I0), ideality factor (n), barrier height ( b f ), series resistance (Rs) and shunt resistance (Rsh) are determined from I-V curves using Schottky equations. These values of these parameters are also extracted and verified by applying Cheung’s functions. The conduction mechanisms are explained from the forward bias I-V characteristics using the power law.

Keywords: Electrical properties, Organic/inorganic heterojunction diode, Methyl Orange, Cheungs Functions

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Authors: Serafettin Ekinci, Kursat Zuhtuogullari

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This paper proposes a Fuzzy Expert System design to determine the wearing properties of nitrided and non nitrided steel. The proposed Fuzzy Expert System approach helps the user and the manufacturer to forecast the wearing properties of nitrided and non nitrided steel under specified laboratory conditions. Surfaces of the engineering components are often nitrided for improving wear, corosion, fatigue specifications. A major property of nitriding process is reducing distortion and wearing of the metalic alloys. A Fuzzy Expert System was developed for determining the wearing and durability properties of nitrided and non nitrided steels that were tested under different loads and different sliding speeds in the laboratory conditions.

Keywords: Fuzzy Expert System Design, Rule Based Systems, Fatigue, Corrosion

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Authors: A. M. Sagir

Abstract:

In this paper, linear multistep technique using power series as the basis function is used to develop the block methods which are suitable for generating direct solution of the special second order ordinary differential equations with associated initial or boundary conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain two different four discrete schemes, each of order (5,5,5,5)T, which were used in block form for parallel or sequential solutions of the problems. The computational burden and computer time wastage involved in the usual reduction of second order problem into system of first order equations are avoided by this approach. Furthermore, a stability analysis and efficiency of the block methods are tested on linear and non-linear ordinary differential equations and the results obtained compared favorably with the exact solution.

Keywords: Block Method, Hybrid, Linear Multistep Method, Self – starting, Special Second Order.

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Authors: M.Z. Ibrahim, M.Z. Norashikin

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These days people love to travel around the world. Regardless of their location and time, they especially Muslims still need to perform their prayers. Normally for travelers, they need to bring maps, compass and for Muslim, they even have to bring Qibla pointer when they travel. It is slightly difficult to determine the Qibla direction and to know the time for each prayer. As the technology grows, many PDA equip with maps and GPS to locate their location. In this paper we present a new electronic device called Mobile Qibla and Prayer Time Finder to locate the Qibla direction and to determine each prayer time based on the current user-s location using PDA. This device use PIC microcontroller equipped with digital compass where it will communicate with PDA using Bluetooth technology and display the exact Qibla direction and prayer time automatically at any place in the world. This device is reliable and accurate in determining the Qibla direction and prayer time.

Keywords: Bluetooth, digital compass, PDA, prayer time, Qibla.

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Authors: Shagufta Tabassum, V. P. Pawar, jr., G. N. Shinde

Abstract:

The study of dielectric relaxation properties of polar liquids in the binary mixture has been carried out at 10, 15, 20 and 25 ºC temperatures for 11 different concentrations using time domain reflectometry technique. The dielectric properties of a solute-solvent mixture of polar liquids in the frequency range of 10 MHz to 30 GHz gives the information regarding formation of monomers and multimers and also an interaction between the molecules of the liquid mixture under study. The dielectric parameters have been obtained by the least squares fit method using the Debye equation characterized by a single relaxation time without relaxation time distribution.

Keywords: Excess properties, relaxation time, static dielectric constant, time domain refelectometry technique.

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Authors: Monika Neda, Elena Nikonova

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We present a numerical study of the sensitivity of the so called time relaxation family of models of fluid motion with respect to the time relaxation parameter χ on the two dimensional cavity problem. The goal of the study is to compute and compare the sensitivity of the model using finite difference method (FFD) and sensitivity equation method (SEM).

Keywords: Sensitivity, time relaxation, deconvolution, Navier- Stokes equations.

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Authors: Zixin Liu, Shu Lü, Shouming Zhong, Mao Ye

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The discrete-time uncertain system with time delay is investigated for bounded input bounded output (BIBO). By constructing an augmented Lyapunov function, three different sufficient conditions are established for BIBO stabilization. These conditions are expressed in the form of linear matrix inequalities (LMIs), whose feasibility can be easily checked by using Matlab LMI Toolbox. Two numerical examples are provided to demonstrate the effectiveness of the derived results.

Keywords: Robust BIBO stabilization, delay-dependent stabilization, discrete-time system, time delay.

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Authors: Ioannis P. Panapakidis, Marios N. Moschakis

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The Greek Energy Market is structured as a mandatory pool where the producers make their bid offers in day-ahead basis. The System Operator solves an optimization routine aiming at the minimization of the cost of produced electricity. The solution of the optimization problem leads to the calculation of the System Marginal Price (SMP). Accurate forecasts of the SMP can lead to increased profits and more efficient portfolio management from the producer`s perspective. Aim of this study is to provide a comparative analysis of various machine learning models such as artificial neural networks and neuro-fuzzy models for the prediction of the SMP of the Greek market. Machine learning algorithms are favored in predictions problems since they can capture and simulate the volatilities of complex time series.

Keywords: Deregulated energy market, forecasting, machine learning, system marginal price, energy efficiency and quality.

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Authors: Guiheng Zhang, Wei Zhang, Jun Fu, Yudong Wang

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A 900 MHz three-stage SiGe power amplifier (PA) with high power gain is presented in this paper. Volterra Series is applied to analyze nonlinearity sources of SiGe HBT device model clearly. Meanwhile, the influence of operating current to IMD3 is discussed. Then a β-helper current mirror bias circuit is applied to improve linearity, since the β-helper current mirror bias circuit can offer stable base biasing voltage. Meanwhile, it can also work as predistortion circuit when biasing voltages of three bias circuits are fine-tuned, by this way, the power gain and operating current of PA are optimized for best linearity. The three power stages which fabricated by 0.18 μm SiGe technology are bonded to the printed circuit board (PCB) to obtain impedances by Load-Pull system, then matching networks are done for best linearity with discrete passive components on PCB. The final measured three-stage PA exhibits 21.1 dBm of output power at 1 dB compression point (OP1dB) with power added efficiency (PAE) of 20.6% and 33 dB power gain under 3.3 V power supply voltage.

Keywords: High gain power amplifier, linearization bias circuit, SiGe HBT model, Volterra Series.

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Authors: Rohit Tripathi, Sumit Tiwari, G. N. Tiwari

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In present study, an approach is adopted where photovoltaic thermal flat plate collector is integrated with compound parabolic concentrator. Analytical expression of temperature dependent electrical efficiency of N number of partially covered Photovoltaic Thermal (PVT) - Compound Parabolic Concentrator (CPC) water collector connected in series has been derived with the help of basic thermal energy balance equations. Analysis has been carried for winter weather condition at Delhi location, India. Energy and exergy performance of N - partially covered Photovoltaic Thermal (PVT) - Compound Parabolic Concentrator (CPC) Water collector system has been compared for two cases: (i) 25% area of water collector covered by PV module, (ii) 75% area of water collector covered by PV module. It is observed that case (i) has been best suited for thermal performance and case (ii) for electrical energy as well as overall exergy.

Keywords: Compound parabolic concentrator, Energy, Photovoltaic thermal, Temperature dependent electrical efficiency.

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Authors: Sundara Subramanian Karuppasamy, Che Hua Yang

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In this work, the laser ultrasound technique has been used for analyzing and imaging the inner defects in metal blocks. To detect the defects in blocks, traditionally the researchers used piezoelectric transducers for the generation and reception of ultrasonic signals. These transducers can be configured into the sparse and phased array. But these two configurations have their drawbacks including the requirement of many transducers, time-consuming calculations, limited bandwidth, and provide confined image resolution. Here, we focus on the non-contact method for generating and receiving the ultrasound to examine the inner defects in aluminum blocks. A Q-switched pulsed laser has been used for the generation and the reception is done by using Laser Doppler Vibrometer (LDV). Based on the Doppler effect, LDV provides a rapid and high spatial resolution way for sensing ultrasonic waves. From the LDV, a series of scanning points are selected which serves as the phased array elements. The side-drilled hole of 10 mm diameter with a depth of 25 mm has been introduced and the defect is interrogated by the linear array of scanning points obtained from the LDV. With the aid of the Synthetic Aperture Focusing Technique (SAFT) algorithm, based on the time-shifting principle the inspected images are generated from the A-scan data acquired from the 1-D linear phased array elements. Thus the defect can be precisely detected with good resolution.

Keywords: Laser ultrasonics, linear phased array, nondestructive testing, synthetic aperture focusing technique, ultrasonic imaging.

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Authors: Amir T. Payandeh Najafabadi

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This article considers the problem of evaluating infinite-time (or finite-time) ruin probability under a given compound Poisson surplus process by approximating the claim size distribution by a finite mixture exponential, say Hyperexponential, distribution. It restates the infinite-time (or finite-time) ruin probability as a solvable ordinary differential equation (or a partial differential equation). Application of our findings has been given through a simulation study.

Keywords: Ruin probability, compound Poisson processes, mixture exponential (hyperexponential) distribution, heavy-tailed distributions.

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Authors: Chih-Chun Tang

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Nostalgia, to some people, may seem foolhardy in a way. However, nostalgia is a completely and intensely private but social, collective emotion. It has continuing consequence and outgrowth for our lives as social actions. It leads people to hunt and explore remembrance of persons and places of our past in an effort to confer meaning of persons and places of present. In the ‘Poems of 1912-13’ Thomas Hardy, a British poet, composed a series of poems after the unexpected death of his long-disaffected wife, Emma. The series interprets the cognitive and emotional concussion of Emma’s death on Hardy, concerning his mind and real visit to the landscape in Cornwall, England. Both spaces perform the author’s innermost in thought to his late wife and to the landscape. They present an apparent counterpart of the poet and his afflicted conscience. After Emma had died, Hardy carried her recollections alive by roaming about in the real visit and whimsical land (space) they once had drifted and meandered. This paper highlights the nostalgias and feds that seem endlessly to crop up.

Keywords: Thomas Hardy, remembrance, psychological, poems 1912-13, Fred Davis, nostalgia.

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Authors: Mohammad Aminnia, Mahmood Hosseini

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Environmental and functional conditions, sometimes, necessitate the architectural plan of the building to be asymmetric, and this result in an asymmetric structure. In such cases finding an optimal pattern for locating the components of lateral load bearing system, including shear walls, in the building’s plan is desired. In case of shear wall in addition to the location the shape of the wall cross-section is also an effective factor. Various types of shear walls and their proper layout might come effective in better stiffness distribution and more appropriate seismic response of the building. Several studies have been conducted in the context of analysis and design of shear walls; however, few studies have been performed on making decisions for the location and form of shear walls in multistory buildings, especially those with irregular plan. In this study, an attempt has been made to obtain the most reliable seismic behavior of multi-story reinforced concrete vertically chamfered buildings by using more appropriate shear walls form and arrangement in 7-, 10-, 12-, and 15-stoy buildings. The considered forms and arrangements include common rectangular walls and L-, T-, U- and Z-shaped plan, located as the core or in the outer frames of the building structure. Comparison of seismic behaviors of the buildings, including maximum roof displacement and particularly formation of plastic hinges and their distribution in the buildings’ structures, have been done based on the results of a series of nonlinear time history analyses, by using a set of selected earthquake records. Results show that shear walls with U-shaped cross-section, placed as the building central core, and also walls with Z-shaped cross-section, placed at the corners give the building more reliable seismic behavior.

Keywords: Vertically chamfered buildings, non-linear time history analyses, L-, T-, U- and Z-shaped plan walls.

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Authors: Amel Abdoullah Ahmed Dghais, Mohd Tahir Ismail

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In this paper the core objective is to apply discrete wavelet transform and maximal overlap discrete wavelet transform functions namely Haar, Daubechies2, Symmlet4, Coiflet2 and discrete approximation of the Meyer wavelets in non stationary financial time series data from Dow Jones index (DJIA30) of US stock market. The data consists of 2048 daily data of closing index from December 17, 2004 to October 23, 2012. Unit root test affirms that the data is non stationary in the level. A comparison between the results to transform non stationary data to stationary data using aforesaid transforms is given which clearly shows that the decomposition stock market index by discrete wavelet transform is better than maximal overlap discrete wavelet transform for original data.

Keywords: Discrete wavelet transform, maximal overlap discrete wavelet transform, stationarity, autocorrelation function.

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Authors: Seema Chopra, R. Mitra, Vijay Kumar

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A neurofuzzy approach for a given set of input-output training data is proposed in two phases. Firstly, the data set is partitioned automatically into a set of clusters. Then a fuzzy if-then rule is extracted from each cluster to form a fuzzy rule base. Secondly, a fuzzy neural network is constructed accordingly and parameters are tuned to increase the precision of the fuzzy rule base. This network is able to learn and optimize the rule base of a Sugeno like Fuzzy inference system using Hybrid learning algorithm, which combines gradient descent, and least mean square algorithm. This proposed neurofuzzy system has the advantage of determining the number of rules automatically and also reduce the number of rules, decrease computational time, learns faster and consumes less memory. The authors also investigate that how neurofuzzy techniques can be applied in the area of control theory to design a fuzzy controller for linear and nonlinear dynamic systems modelling from a set of input/output data. The simulation analysis on a wide range of processes, to identify nonlinear components on-linely in a control system and a benchmark problem involving the prediction of a chaotic time series is carried out. Furthermore, the well-known examples of linear and nonlinear systems are also simulated under the Matlab/Simulink environment. The above combination is also illustrated in modeling the relationship between automobile trips and demographic factors.

Keywords: Fuzzy control, neuro-fuzzy techniques, fuzzy subtractive clustering, extraction of rules, and optimization of membership functions.

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Authors: Wang Xingbo

Abstract:

Computation of determinant in the form |I-X| is primary and fundamental because it can help to compute many other determinants. This article puts forward a time-reducible approach to compute determinant |I-X|. The approach is derived from the Newton’s identity and its time complexity is no more than that to compute the eigenvalues of the square matrix X. Mathematical deductions and numerical example are presented in detail for the approach. By comparison with classical approaches the new approach is proved to be superior to the classical ones and it can naturally reduce the computational time with the improvement of efficiency to compute eigenvalues of the square matrix.

Keywords: Algorithm, determinant, computation, eigenvalue, time complexity.

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Authors: Sofia Ayouche, Rachid Ellaia, Rajae Aboulaich

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Today, insurers may use the yield curve as an indicator evaluation of the profit or the performance of their portfolios; therefore, they modeled it by one class of model that has the ability to fit and forecast the future term structure of interest rates. This class of model is the Nelson-Siegel-Svensson model. Unfortunately, many authors have reported a lot of difficulties when they want to calibrate the model because the optimization problem is not convex and has multiple local optima. In this context, we implement a hybrid Particle Swarm optimization and Nelder Mead algorithm in order to minimize by least squares method, the difference between the zero-coupon curve and the NSS curve.

Keywords: Optimization, zero-coupon curve, Nelson-Siegel- Svensson, Particle Swarm Optimization, Nelder-Mead Algorithm.

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Authors: Abdel-Aziz M. Mohamed, Nermeen Coutry

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Lead time is a critical measure of a supply chain's performance. It impacts both the customer satisfactions as well as the total cost of inventory. This paper presents the result of a study on the analysis of the customer order lead-time for a multinational company. In the study, the lead time was divided into three stages respectively: order entry, order fulfillment, and order delivery. A sample of size 2,425 order lines was extracted from the company's records to use for this study. The sample data entails information regarding customer orders from the time of order entry until order delivery. Data regarding the lead time of each stage for different orders were also provided. Summary statistics on lead time data reveals that about 30% of the orders were delivered later than the scheduled due date. The result of the multiple linear regression analysis technique revealed that component type, logistics parameter, order size and the customer type have significant impacts on lead time. Data analysis on the stages of lead time indicates that stage 2 consumed over 50% of the lead time. Pareto analysis was made to study the reasons for the customer order delay in each stage. Recommendation was given to resolve the problem.

Keywords: Lead time reduction, customer satisfaction, service quality, statistical analysis.

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Authors: A. Bessam, M. T. Kimour

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Real-time embedded systems should benefit from component-based software engineering to handle complexity and deal with dependability. In these systems, applications should not only be logically correct but also behave within time windows. However, in the current component based software engineering approaches, a few of component models handles time properties in a manner that allows efficient analysis and checking at the architectural level. In this paper, we present a meta-model for component-based software description that integrates timing issues. To achieve a complete functional model of software components, our meta-model focuses on four functional aspects: interface, static behavior, dynamic behavior, and interaction protocol. With each aspect we have explicitly associated a time model. Such a time model can be used to check a component-s design against certain properties and to compute the timing properties of component assemblies.

Keywords: Real-time systems, Software architecture, software component, dependability, time properties, ADL, metamodeling.

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Authors: Jinhwan Yu, Jooyeon Yook

Abstract:

After Apple's first introduction its smart phone, iPhone in the end of 2009 in Korea, the number of Korean smarphone users had been rapidly increasing so that the half of Korean population became smart phone users as of February, 2012. Currently, smart phones are positioned as a major digital media with powerful influences in Korea. And, now, Koreans are leaning new information, enjoying games and communicating other people every time and everywhere. As smart phone devices' performances increased, the number of usable services became more while adequate GUI developments are required to implement various functions with smart phones. The strategy to provide similar experiences on smart phones through familiar features based on employment of existing media's functions mostly contributed to smart phones' popularization in connection with smart phone devices' iconic GUIs. The spread of Smart phone increased mobile web accesses. Therefore, the attempts to implement PC's web in the smart phone's web are continuously made. The mobile web GUI provides familiar experiences to users through designs adequately utilizing the smart phone's GUIs. As the number of users familiarized to smart phones and mobile web GUIs, opposite to reversed remediation from many parts of PCs, PCs are starting to adapt smart phone GUIs. This study defines this phenomenon as the reversed remediation, and reviews the reversed remediation cases of Smart phone GUI' characteristics of PCs. For this purpose, the established study issues are as under: · what is the reversed remediation? · what are the smart phone GUI's characteristics? · what kind of interrelationship exist s between the smart phone and PC's web site? It is meaningful in the forecast of the future GUI's change by understanding of characteristics in the paradigm changes of PC and smart phone's GUI designs. This also will be helpful to establish strategies for digital devices' development and design.

Keywords: Graphic User Interface, Remediation, Smart Phone, South Korea, Web Site

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Authors: B. Skrabic, N. Tomic-Plazibat

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In this paper real money demand function is analyzed within multivariate time-series framework. Cointegration approach is used (Johansen procedure) assuming interdependence between money demand determinants, which are nonstationary variables. This will help us to understand the behavior of money demand in Croatia, revealing the significant influence between endogenous variables in vector autoregrression system (VAR), i.e. vector error correction model (VECM). Exogeneity of the explanatory variables is tested. Long-run money demand function is estimated indicating slow speed of adjustment of removing the disequilibrium. Empirical results provide the evidence that real industrial production and exchange rate explains the most variations of money demand in the long-run, while interest rate is significant only in short-run.

Keywords: Cointegration, Long-run equilibrium, Money demand function, Vector error correction model.

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Authors: Yanshuang Zhang, Byungho Jeong

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There exists some time lag between the consumption of inputs and the production of outputs. This time lag effect should be considered in calculating efficiency of decision making units (DMU). Recently, a couple of DEA models were developed for considering time lag effect in efficiency evaluation of research activities. However, these models can’t discriminate efficient DMUs because of the nature of basic DEA model in which efficiency scores are limited to ‘1’. This problem can be resolved a super-efficiency model. However, a super efficiency model sometimes causes infeasibility problem. This paper suggests an output oriented super-efficiency model for efficiency evaluation under the consideration of time lag effect. A case example using a long term research project is given to compare the suggested model with the MpO model.

Keywords: DEA, Super-efficiency, Time Lag.

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