Search results for: travel time model

Authors: Sajjad Farashi

Abstract:

Neurons in the nervous system communicate with each other by producing electrical signals called spikes. To investigate the physiological function of nervous system it is essential to study the activity of neurons by detecting and sorting spikes in the recorded signal. In this paper a method is proposed for considering the spike sorting problem which is based on the nonlinear modeling of spikes using exponential autoregressive model. The genetic algorithm is utilized for model parameter estimation. In this regard some selected model coefficients are used as features for sorting purposes. For optimal selection of model coefficients, self-organizing feature map is used. The results show that modeling of spikes with nonlinear autoregressive model outperforms its linear counterpart. Also the extracted features based on the coefficients of exponential autoregressive model are better than wavelet based extracted features and get more compact and well-separated clusters. In the case of spikes different in small-scale structures where principal component analysis fails to get separated clouds in the feature space, the proposed method can obtain well-separated cluster which removes the necessity of applying complex classifiers.

Keywords: Exponential autoregressive model, Neural data, spike sorting, time series modeling.

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Authors: W. Triampo, D. Baowan, I.M. Tang, N. Nuttavut, J. Wong-Ekkabut, G. Doungchawee

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In this work, we consider a deterministic model for the transmission of leptospirosis which is currently spreading in the Thai population. The SIR model which incorporates the features of this disease is applied to the epidemiological data in Thailand. It is seen that the numerical solutions of the SIR equations are in good agreement with real empirical data. Further improvements are discussed.

Keywords: Leptospirosis, SIR Model, Deterministic model, Thailand.

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Authors: Nopparat Pochai

Abstract:

Smoke discharging is a main reason of air pollution problem from industrial plants. The obstacle of a building has an affect with the air pollutant discharge. In this research, a mathematical model of the smoke dispersion from two sources and one source with a structural obstacle is considered. The governing equation of the model is an isothermal mass transfer model in a viscous fluid. The finite element method is used to approximate the solutions of the model. The triangular linear elements have been used for discretising the domain, and time integration has been carried out by semi-implicit finite difference method. The simulations of smoke dispersion in cases of one chimney and two chimneys are presented. The maximum calculated smoke concentration of both cases are compared. It is then used to make the decision for smoke discharging and air pollutant control problems on industrial area.

Keywords: Air pollution, Smoke dispersion, Finite element method, Stream function, Vorticity equation, Convection-diffusion equation, Semi-implicit method

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Authors: E. Hlavacova, J. Chrenova, Z. Rausova, M. Vlcek, A. Penesova, L. Dedik

Abstract:

En bloc assumes modeling all phases of the orthostatic test with the only one mathematical model, which allows the complex parametric view of orthostatic response. The work presents the implementation of a mathematical model for processing of the measurements of systolic, diastolic blood pressure and heart rate performed on volunteers during orthostatic test. The original assumption of model hypothesis that every postural change means only one Stressor, did not complying with the measurements of physiological circulation factor-time profiles. Results of the identification support the hypothesis that second postural change of orthostatic test causes induced Stressors, with the observation of a physiological regulation mechanism. Maximal demonstrations are on the heart rate and diastolic blood pressure-time profile, minimal are for the measurements of the systolic blood pressure. Presented study gives a new view on orthostatic test with impact on clinical practice.

Keywords: En bloc modeling, physiological circulatory factor, postural change, stressor

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Authors: Mario R. Acevedo Amaya, Fernanda M. Martinez Reyes

Abstract:

Through the time, the higher education has changed the learning system since mother tongue to bilingual, and in this new century has been coming develop a multilingual education. All as part of globalization process of the countries and the education. Nevertheless, this change only has been effectively in countries of the first world, the rest have been lagging. Therefore, these countries require strengthen their higher education systems through models that give way to multilingual and bilingual education. In this way, shows a new model adapted from a systemic form to allow a higher bilingual and multilingual education in Latin America. This systematization aims to increase the skills and competencies student’s, decrease the time learning of a second tongue, add to multilingualism in the American Latin Universities, also, contribute to position the region´s countries in a better global status, and stimulate the development of new research in this area.

Keywords: Bilingual Education, Higher Education, Multilingual Education, Multilingual Education Model

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Authors: S. Cherif, M. Turki-Hadj Alouane

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In this paper, we propose a modified version of the Constant Modulus Algorithm (CMA) tailored for blind Decision Feedback Equalizer (DFE) of first order Markovian time varying channels. The proposed NonStationary CMA (NSCMA) is designed so that it explicitly takes into account the Markovian structure of the channel nonstationarity. Hence, unlike the classical CMA, the NSCMA is not blind with respect to the channel time variations. This greatly helps the equalizer in the case of realistic channels, and avoids frequent transmissions of training sequences. This paper develops a theoretical analysis of the steady state performance of the CMA and the NSCMA for DFEs within a time varying context. Therefore, approximate expressions of the mean square errors are derived. We prove that in the steady state, the NSCMA exhibits better performance than the classical CMA. These new results are confirmed by simulation. Through an experimental study, we demonstrate that the Bit Error Rate (BER) is reduced by the NSCMA-DFE, and the improvement of the BER achieved by the NSCMA-DFE is as significant as the channel time variations are severe.

Keywords: Time varying channel, Markov model, Blind DFE, CMA, NSCMA.

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Authors: Abhijit Mitra, C. Ardil

Abstract:

We investigate sonic cues for binaural sound localization within classrooms and present a structural model for the same. Two of the primary cues for localization, interaural time difference (ITD) and interaural level difference (ILD) created between the two ears by sounds from a particular point in space, are used. Although these cues do not lend any information about the elevation of a sound source, the torso, head, and outer ear carry out elevation dependent spectral filtering of sounds before they reach the inner ear. This effect is commonly captured in head related transfer function (HRTF) which aids in resolving the ambiguity from the ITDs and ILDs alone and helps localize sounds in free space. The proposed structural model of HRTF produces well controlled horizontal as well as vertical effects. The implemented HRTF is a signal processing model which tries to mimic the physical effects of the sounds interacting with different parts of the body. The effectiveness of the method is tested by synthesizing spatial audio, in MATLAB, for use in listening tests with human subjects and is found to yield satisfactory results in comparison with existing models.

Keywords: Auditory localization, Binaural sound, Head related impulse response, Head related transfer function, Interaural level difference, Interaural time difference, Localization cues.

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Authors: Αlexios Kotsakis, Stefanos Katsavounis, Dimitra Alexiou

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Networks can be utilized to represent project planning problems, using nodes for activities and arcs to indicate precedence relationship between them. For fixed activity duration, a simple algorithm calculates the amount of time required to complete a project, followed by the activities that comprise the critical path. Program Evaluation and Review Technique (PERT) generalizes the above model by incorporating uncertainty, allowing activity durations to be random variables, producing nevertheless a relatively crude solution in planning problems. In this paper, based on the findings of the relevant literature, which strongly suggests that a Beta distribution can be employed to model earthmoving activities, we utilize Monte Carlo simulation, to estimate the project completion time distribution and measure the influence of skewness, an element inherent in activities of modern technical projects. We also extract the activity criticality index, with an ultimate goal to produce more accurate planning estimations.

Keywords: Beta distribution, PERT, Monte Carlo Simulation, skewness, project completion time distribution.

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Authors: Kyung Bae Park, Sung Ho Ha

Abstract:

Online user-generated contents (UGC) significantly change the way customers behave (e.g., shop, travel), and a pressing need to handle the overwhelmingly plethora amount of various UGC is one of the paramount issues for management. However, a current approach (e.g., sentiment analysis) is often ineffective for leveraging textual information to detect the problems or issues that a certain management suffers from. In this paper, we employ text mining of Latent Dirichlet Allocation (LDA) on a popular online review site dedicated to complaint from users. We find that the employed LDA efficiently detects customer complaints, and a further inspection with the visualization technique is effective to categorize the problems or issues. As such, management can identify the issues at stake and prioritize them accordingly in a timely manner given the limited amount of resources. The findings provide managerial insights into how analytics on social media can help maintain and improve their reputation management. Our interdisciplinary approach also highlights several insights by applying machine learning techniques in marketing research domain. On a broader technical note, this paper illustrates the details of how to implement LDA in R program from a beginning (data collection in R) to an end (LDA analysis in R) since the instruction is still largely undocumented. In this regard, it will help lower the boundary for interdisciplinary researcher to conduct related research.

Keywords: Latent Dirichlet allocation, R program, text mining, topic model, user generated contents, visualization.

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Authors: Vinko Vidučić, Ljiljana Vidučić, Damir Boras

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The goals of the research include the determination of the characteristics of SMEs finance in Croatia, as well as the determination of indirect growth rates of the information model of the entrepreneurs` perception of business environment. The research results show that cost of finance and access to finance are most important constraining factor in setting up and running the business of small entrepreneurs in Croatia. Furthermore, small entrepreneurs in Croatia are significantly dissatisfied with the administrative barriers although relatively to a lesser extent than was the case in the pre crisis time. High collateral requirement represents the main characteristic of bank lending concerning SMEs followed by long credit elaboration process. Formulated information model has defined the individual impact of indirect growth rates of the remaining variables on the model’s specific variable.

Keywords: Business environment, information model, indirect growth rates, SME finance.

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Authors: A. Suleng, T. Jelstad Olsen, J. Šindler, P. Bárta

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A dead leg is a typical subsea production system component. CFD is required to model heat transfer within the dead leg. Unfortunately its solution is time demanding and thus not suitable for fast prediction or repeated simulations. Therefore there is a need to create a thermal FEA model, mimicking the heat flows and temperatures seen in CFD cool down simulations. This paper describes the conventional way of tuning and a new automated way using parametric model order reduction (PMOR) together with an optimization algorithm. The tuned FE analyses replicate the steady state CFD parameters within a maximum error in heat flow of 6 % and 3 % using manual and PMOR method respectively. During cool down, the relative error of the tuned FEA models with respect to temperature is below 5% comparing to the CFD. In addition, the PMOR method obtained the correct FEA setup five times faster than the manually tuned FEA.

Keywords: CFD, convective heat, FEA, model tuning, subseaproduction

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Authors: J. Šindler, A. Suleng, T. Jelstad Olsen, P. Bárta

Abstract:

A subsea hydrocarbon production system can undergo planned and unplanned shutdowns during the life of the field. The thermal FEA is used to simulate the cool down to verify the insulation design of the subsea equipment, but it is also used to derive an acceptable insulation design for the cold spots. The driving factors of subsea analyses require fast responding and accurate models of the equipment cool down. This paper presents cool down analysis carried out by a Krylov subspace reduction method, and compares this approach to the commonly used FEA solvers. The model considered represents a typical component of a subsea production system, a closed valve on a dead leg. The results from the Krylov reduction method exhibits the least error and requires the shortest computational time to reach the solution. These findings make the Krylov model order reduction method very suitable for the above mentioned subsea applications.

Keywords: Model order reduction, Krylov subspace, subsea production system, finite element.

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Authors: Jianhua Wang, Yan Yu

Abstract:

This paper presents an intrusion detection system of hybrid neural network model based on RBF and Elman. It is used for anomaly detection and misuse detection. This model has the memory function .It can detect discrete and related aggressive behavior effectively. RBF network is a real-time pattern classifier, and Elman network achieves the memory ability for former event. Based on the hybrid model intrusion detection system uses DARPA data set to do test evaluation. It uses ROC curve to display the test result intuitively. After the experiment it proves this hybrid model intrusion detection system can effectively improve the detection rate, and reduce the rate of false alarm and fail.

Keywords: RBF, Elman, anomaly detection, misuse detection, hybrid neural network.

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Authors: Ivan Živanović, Žužana Vaštag, Senka Popović, Ljiljana Popović, Draginja Peričin

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The present work represents an investigation of the hydrolysis of hull-less pumpkin (Cucurbita Pepo L.) oil cake protein isolate (PuOC PI) by pepsin. To examine the effectiveness and suitability of pepsin towards PuOC PI the kinetic parameters for pepsin on PuOC PI were determined and then, the hydrolysis process was studied using Response Surface Methodology (RSM). The hydrolysis was carried out at temperature of 30°C and pH 3.00. Time and initial enzyme/substrate ratio (E/S) at three levels were selected as the independent parameters. The degree of hydrolysis, DH, was mesuared after 20, 30 and 40 minutes, at initial E/S of 0.7, 1 and 1.3 mA/mg proteins. Since the proposed second-order polynomial model showed good fit with the experimental data (R2 = 0.9822), the obtained mathematical model could be used for monitoring the hydrolysis of PuOC PI by pepsin, under studied experimental conditions, varying the time and initial E/S. To achieve the highest value of DH (39.13 %), the obtained optimum conditions for time and initial E/S were 30 min and 1.024 mA/mg proteins.

Keywords: Enzymatic hydrolysis, Pepsin, Pumpkin (CucurbitaPepo L.) oil cake protein isolate, Response surface methodology.

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Authors: Jia Xin Low, Keng Wah Choo

Abstract:

This paper presents an automatic normal and abnormal heart sound classification model developed based on deep learning algorithm. MITHSDB heart sounds datasets obtained from the 2016 PhysioNet/Computing in Cardiology Challenge database were used in this research with the assumption that the electrocardiograms (ECG) were recorded simultaneously with the heart sounds (phonocardiogram, PCG). The PCG time series are segmented per heart beat, and each sub-segment is converted to form a square intensity matrix, and classified using convolutional neural network (CNN) models. This approach removes the need to provide classification features for the supervised machine learning algorithm. Instead, the features are determined automatically through training, from the time series provided. The result proves that the prediction model is able to provide reasonable and comparable classification accuracy despite simple implementation. This approach can be used for real-time classification of heart sounds in Internet of Medical Things (IoMT), e.g. remote monitoring applications of PCG signal.

Keywords: Convolutional neural network, discrete wavelet transform, deep learning, heart sound classification.

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Authors: M. Pasbani Khiavi, A. R. M. Gharabaghi, K. Abedi

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The mechanical behavior of porous media is governed by the interaction between its solid skeleton and the fluid existing inside its pores. The interaction occurs through the interface of gains and fluid. The traditional analysis methods of porous media, based on the effective stress and Darcy's law, are unable to account for these interactions. For an accurate analysis, the porous media is represented in a fluid-filled porous solid on the basis of the Biot theory of wave propagation in poroelastic media. In Biot formulation, the equations of motion of the soil mixture are coupled with the global mass balance equations to describe the realistic behavior of porous media. Because of irregular geometry, the domain is generally treated as an assemblage of fmite elements. In this investigation, the numerical formulation for the field equations governing the dynamic response of fluid-saturated porous media is analyzed and employed for the study of transient wave motion. A finite element model is developed and implemented into a computer code called DYNAPM for dynamic analysis of porous media. The weighted residual method with 8-node elements is used for developing of a finite element model and the analysis is carried out in the time domain considering the dynamic excitation and gravity loading. Newmark time integration scheme is developed to solve the time-discretized equations which are an unconditionally stable implicit method Finally, some numerical examples are presented to show the accuracy and capability of developed model for a wide variety of behaviors of porous media.

Keywords: Dynamic analysis, Interaction, Porous media, time domain

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Authors: Samia Salah, M’hamed Hadj Sadok, Abderrezak Guessoum

Abstract:

In this paper, we propose a new modular approach called neuroglial consisting of two neural networks slow and fast which emulates a biological reality recently discovered. The implementation is based on complex multi-time scale systems; validation is performed on the model of the asynchronous machine. We applied the geometric approach based on the Gerschgorin circles for the decoupling of fast and slow variables, and the method of singular perturbations for the development of reductions models.

This new architecture allows for smaller networks with less complexity and better performance in terms of mean square error and convergence than the single network model.

Keywords: Gerschgorin’s Circles, Neuroglial Network, Multi time scales systems, Singular perturbation method.

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Authors: Peter Odero Akuon

Abstract:

A rain cell ratio model is proposed that computes attenuation of the smallest rain cell which represents the maximum rain rate value i.e. the cell size when rainfall rate is exceeded 0.01% of the time, R_0.01 and predicts attenuation for other cells as the ratio with this maximum. This model incorporates the dependence of the path factor r on the ellipsoidal path variation of the Fresnel zone at different frequencies. In addition, the inhomogeneity of rainfall is modeled by a rain drop packing density factor. In order to derive the model, two empirical methods that can be used to find rain cell size distribution D_c are presented. Subsequently, attenuation measurements from different climatic zones for terrestrial radio links with frequencies F in the range 7-38 GHz are used to test the proposed model. Prediction results show that the path factor computed from the rain cell ratio technique has improved reliability when compared with other path factor and effective rain rate models, including the current ITU-R 530-15 model of 2013.

Keywords: Packing density of rain drops, prediction model, rain attenuation, rain cell ratio technique.

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Authors: Hadia Abdel Aziz, Raghda El Ebrashi

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Business models are shaped by their design space or the environment they are designed to be implemented in. The rapidly changing economic, technological, political, regulatory and market external environment severely affects business logic. This is particularly true for social enterprises whose core mission is to transform their environments, and thus, their whole business logic revolves around the interchange between the enterprise and the environment. The context in which social business operates imposes different business design constraints while at the same time, open up new design opportunities. It is also affected to a great extent by the impact that successful enterprises generate; a continuous loop of interaction that needs to be managed through a dynamic capability in order to generate a lasting powerful impact. This conceptual research synthesizes and analyzes literature on social enterprise, social enterprise business models, business model innovation, business model design, and the open system view theory to propose a new business model design process for social enterprises that takes into account the critical role of environmental factors. This process would help the social enterprise develop a dynamic capability that ensures the alignment of its business model to its environmental context, thus, maximizing its probability of success.

Keywords: Social enterprise, business model, business model design.

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Authors: H. C. Chinwenyi, H. D. Ibrahim, J. O. Adekunle

Abstract:

The incubation period is defined as the time from infection with a microorganism to development of symptoms. In this research, two disease models: one with incubation period and another without incubation period were studied. The study involves the use of a  mathematical model with a single incubation period. The test for the existence and stability of the disease free and the endemic equilibrium states for both models were carried out. The fourth order Runge-Kutta method was used to solve both models numerically. Finally, a computer program in MATLAB was developed to run the numerical experiments. From the results, we are able to show that the endemic equilibrium state of the model with incubation period is locally asymptotically stable whereas the endemic equilibrium state of the model without incubation period is unstable under certain conditions on the given model parameters. It was also established that the disease free equilibrium states of the model with and without incubation period are locally asymptotically stable. Furthermore, results from numerical experiments using empirical data obtained from Nigeria Centre for Disease Control (NCDC) showed that the overall population of the infected people for the model with incubation period is higher than that without incubation period. We also established from the results obtained that as the transmission rate from susceptible to infected population increases, the peak values of the infected population for the model with incubation period decrease and are always less than those for the model without incubation period.

Keywords: Asymptotic stability, incubation period, Routh-Hurwitz criterion, Runge Kutta method.

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Authors: Preeyaphorn Kosa, Thanutch Sukwimolseree

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The climate change is a main parameter which affects the element of hydrological cycle especially runoff. Then, the purpose of this study is to determine the impact of the climate change on surface runoff using land use map on 2008 and daily weather data during January 1, 1979 to September 30, 2010 for SWAT model. SWAT continuously simulate time model and operates on a daily time step at basin scale. The results present that the effect of temperature change cannot be clearly presented on the change of runoff while the rainfall, relative humidity and evaporation are the parameters for the considering of runoff change. If there are the increasing of rainfall and relative humidity, there is also the increasing of runoff. On the other hand, if there is the increasing of evaporation, there is the decreasing of runoff.

Keywords: Climate, Runoff, SWAT, Upper Mun River Basin

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Authors: Gugyong Kim, Sugnsu Kang, Yongjun Lee, Sooncheol Park, Wonwook Jung

Abstract:

When cars are released from the factory, strut noises are very small and therefore it is difficult to perceive them. As the use time and travel distance increase, however, strut noises get larger so as to cause users much uneasiness. The noises generated at the field include engine noises and flow noises and therefore it is difficult to clearly discern the noises generated from struts. This study developed a test method which can reproduce field strut noises in the lab. Using the newly developed noise evaluation test, this study analyzed the effects that insulator performance degradation and failure can have on car noises. The study also confirmed that the insulator durability test by the simple back-and-forth motion cannot completely reflect the state of the parts failure in the field. Based on this, the study also confirmed that field noises can be reproduced through a durability test that considers heat aging.

Keywords: Insulator, noise, performance degradation, strut

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Authors: Bassma Aldahlan, Zongming Fei

Abstract:

Recently, there is a great interest in smart parking application. Theses applications are enhanced by a vehicular ad-hoc network, which helps drivers find and reserve satiable packing spaces for a period of time ahead of time. Named Data Networking (NDN) is a future Internet architecture that benefits vehicular ad-hoc networks because of its clean-slate design and pure communication model. In this paper, we proposed an NDN-based frame-work for smart parking that involved a fog computing architecture. The proposed application had two main directions: First, we allowed drivers to query the number of parking spaces in a particular parking lot. Second, we introduced a technique that enabled drivers to make intelligent reservations before their arrival time. We also introduced a “push-based” model supporting the NDN-based framework for smart parking applications. To evaluate the proposed solution’s performance, we analyzed the function for finding parking lots with available parking spaces and the function for reserving a parking space. Our system showed high performance results in terms of response time and push overhead. The proposed reservation application performed better than the baseline approach.

Keywords: Cloud Computing, Vehicular Named Data Networking, Smart Parking Applications, Fog Computing.

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Authors: Roengruen P., Tipsuwanporn V., Puawade P., Numsomran A.

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Smith Predictor control is theoretically a good solution to the problem of controlling the time delay systems. However, it seldom gets use because it is almost impossible to find out a precise mathematical model of the practical system and very sensitive to uncertain system with variable time-delay. In this paper is concerned with a design method of smith predictor for temperature control system by Coefficient Diagram Method (CDM). The simulation results show that the control system with smith predictor design by CDM is stable and robust whilst giving the desired time domain system performance.

Keywords: CDM, Smith Predictor, temperature process

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Authors: P. Ruttanee, K-N. Areerak, K-L. Areerak

Abstract:

Dynamic models of power converters are normally time-varying because of their switching actions. Several approaches are applied to analyze the power converters to achieve the timeinvariant models suitable for system analysis and design via the classical control theory. The paper presents how to derive dynamic models of the power system consisting of a three-phase controlled rectifier feeding an uncontrolled buck converter by using the combination between the well known techniques called the DQ and the generalized state-space averaging methods. The intensive timedomain simulations of the exact topology model are used to support the accuracies of the reported model. The results show that the proposed model can provide good accuracies in both transient and steady-state responses.

Keywords: DQ method, Generalized state-space averaging method, Three-phase controlled rectifier, Uncontrolled buck converter, Averaging model, Modeling, Simulation.

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Authors: C.Ramesh, V.Vaidehi

Abstract:

Ultra-wide band (UWB) communication is one of the most promising technologies for high data rate wireless networks for short range applications. This paper proposes a blind channel estimation method namely IMM (Interactive Multiple Model) Based Kalman algorithm for UWB OFDM systems. IMM based Kalman filter is proposed to estimate frequency selective time varying channel. In the proposed method, two Kalman filters are concurrently estimate the channel parameters. The first Kalman filter namely Static Model Filter (SMF) gives accurate result when the user is static while the second Kalman filter namely the Dynamic Model Filter (DMF) gives accurate result when the receiver is in moving state. The static transition matrix in SMF is assumed as an Identity matrix where as in DMF, it is computed using Yule-Walker equations. The resultant filter estimate is computed as a weighted sum of individual filter estimates. The proposed method is compared with other existing channel estimation methods.

Keywords: Channel estimation, Kalman filter, UWB, Channel model, AR model

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Authors: O. Hassanein, Sreenatha G. Anavatti, Tapabrata Ray

Abstract:

The dynamics of the Autonomous Underwater Vehicles (AUVs) are highly nonlinear and time varying and the hydrodynamic coefficients of vehicles are difficult to estimate accurately because of the variations of these coefficients with different navigation conditions and external disturbances. This study presents the on-line system identification of AUV dynamics to obtain the coupled nonlinear dynamic model of AUV as a black box. This black box has an input-output relationship based upon on-line adaptive fuzzy model and adaptive neural fuzzy network (ANFN) model techniques to overcome the uncertain external disturbance and the difficulties of modelling the hydrodynamic forces of the AUVs instead of using the mathematical model with hydrodynamic parameters estimation. The models- parameters are adapted according to the back propagation algorithm based upon the error between the identified model and the actual output of the plant. The proposed ANFN model adopts a functional link neural network (FLNN) as the consequent part of the fuzzy rules. Thus, the consequent part of the ANFN model is a nonlinear combination of input variables. Fuzzy control system is applied to guide and control the AUV using both adaptive models and mathematical model. Simulation results show the superiority of the proposed adaptive neural fuzzy network (ANFN) model in tracking of the behavior of the AUV accurately even in the presence of noise and disturbance.

Keywords: AUV, AUV dynamic model, fuzzy control, fuzzy modelling, adaptive fuzzy control, back propagation, system identification, neural fuzzy model, FLNN.

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Authors: Yi-Chang Chen, Shan-Lin Chang, Chia-Chun Wu

Abstract:

Unlike this study focused extensively on trading behavior of option market, those researches were just taken their attention to model-driven option pricing. For example, Black-Scholes (B-S) model is one of the most famous option pricing models. However, the arguments of B-S model are previously mentioned by some pricing models reviewing. This paper following suggests the importance of the dynamic character for option pricing, which is also the reason why using the genetic algorithm (GA). Because of its natural selection and species evolution, this study proposed a hybrid model, the Genetic-BS model which combining GA and B-S to estimate the price more accurate. As for the final experiments, the result shows that the output estimated price with lower MAE value than the calculated price by either B-S model or its enhanced one, Gram-Charlier garch (G-C garch) model. Finally, this work would conclude that the Genetic-BS pricing model is exactly practical.

Keywords: genetic algorithm, Genetic-BS, option pricing model.

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Authors: Ho Young Son, Bu Seog Ju, Woo Young Jung

Abstract:

This study presents the seismic safety evaluation of weir structure subjected to strong earthquake ground motions, as a flood defense structure in civil engineering structures. The seismic safety analysis procedure was illustrated through development of Finite Element (FE) and InFinite Element (IFE) method in ABAQUS platform. The IFE model was generated by CINPS4, 4-node linear one-way infinite model as a sold continuum infinite element in foundation areas of the weir structure and then nonlinear FE model using friction model for soil-structure interactions was applied in this study. In order to understand the complex behavior of weir structures, nonlinear time history analysis was carried out. Consequently, it was interesting to note that the compressive stress gave more vulnerability to the weir structure, in comparison to the tensile stress, during an earthquake. The stress concentration of the weir structure was shown at the connection area between the weir body and stilling basin area. The stress both tension and compression was reduced in IFE model rather than FE model of weir structures.

Keywords: Weir, Finite Element, Infinite Element, Nonlinear, Earthquake.

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Authors: Siliang Wang, Minghui Wang

Abstract:

Many exist studies always use Markov decision processes (MDPs) in modeling optimal route choice in stochastic, time-varying networks. However, taking many variable traffic data and transforming them into optimal route decision is a computational challenge by employing MDPs in real transportation networks. In this paper we model finite horizon MDPs using directed hypergraphs. It is shown that the problem of route choice in stochastic, time-varying networks can be formulated as a minimum cost hyperpath problem, and it also can be solved in linear time. We finally demonstrate the significant computational advantages of the introduced methods.

Keywords: Markov decision processes (MDPs), stochastictime-varying networks, hypergraphs, route choice.

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