Search results for: statistical model

Authors: Mohsen Ziaee

Abstract:

In this paper, a mixed integer linear programming (MILP) model is presented to solve the flexible job shop scheduling problem (FJSP). This problem is one of the hardest combinatorial problems. The objective considered is the minimization of the makespan. The computational results of the proposed MILP model were compared with those of the best known mathematical model in the literature in terms of the computational time. The results show that our model has better performance with respect to all the considered performance measures including relative percentage deviation (RPD) value, number of constraints, and total number of variables. By this improved mathematical model, larger FJS problems can be optimally solved in reasonable time, and therefore, the model would be a better tool for the performance evaluation of the approximation algorithms developed for the problem.

Keywords: Scheduling, flexible job shop, makespan, mixed integer linear programming.

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Authors: Jouhra Dad, Mohammed Ouali, Yahia Lebbah

Abstract:

Urban road network traffic has become one of the most studied research topics in the last decades. This is mainly due to the enlargement of the cities and the growing number of motor vehicles traveling in this road network. One of the most sensitive problems is to verify if the network is congestion-free. Another related problem is the automatic reconfiguration of the network without building new roads to alleviate congestions. These problems require an accurate model of the traffic to determine the steady state of the system. An alternative is to simulate the traffic to see if there are congestions and when and where they occur. One key issue is to find an adequate model for road intersections. Once the model established, either a large scale model is built or the intersection is represented by its performance measures and simulation for analysis. In both cases, it is important to seek the queueing model to represent the road intersection. In this paper, we propose to model the road intersection as a BCMP queueing network and we compare this analytical model against a simulation model for validation.

Keywords: Queueing theory, transportation systems, BCMPqueueing network, performance measures, modeling, simulation

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Authors: Tiexin Wang, Sebastien Truptil, Frederick Benaben

Abstract:

Model transformation, as a pivotal aspect of Modeldriven engineering, attracts more and more attentions both from researchers and practitioners. Many domains (enterprise engineering, software engineering, knowledge engineering, etc.) use model transformation principles and practices to serve to their domain specific problems; furthermore, model transformation could also be used to fulfill the gap between different domains: by sharing and exchanging knowledge. Since model transformation has been widely used, there comes new requirement on it: effectively and efficiently define the transformation process and reduce manual effort that involved in. This paper presents an automatic model transformation methodology based on semantic and syntactic comparisons, and focuses particularly on granularity issue that existed in transformation process. Comparing to the traditional model transformation methodologies, this methodology serves to a general purpose: crossdomain methodology. Semantic and syntactic checking measurements are combined into a refined transformation process, which solves the granularity issue. Moreover, semantic and syntactic comparisons are supported by software tool; manual effort is replaced in this way.

Keywords: Automatic model transformation, granularity issue, model-driven engineering, semantic and syntactic comparisons.

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Authors: Yuan He, Yupin Luo, Dongcheng Hu

Abstract:

In this paper, we propose a novel variational method for unsupervised texture segmentation. We use a Gabor filter bank to extract texture features. Some of the filtered channels form a multidimensional Gaborian feature space. To avoid deforming contours directly in a vector-valued space we use a Gaussian mixture model to describe the statistical distribution of this space and get the boundary and region probabilities. Then a framework of geodesic active regions is applied based on them. In the end, experimental results are presented, and show that this method can obtain satisfied boundaries between different texture regions.

Keywords: Texture segmentation, Gabor filter, snakes, Geodesicactive regions

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Authors: Gang Liu, Can Wang, Runnan Zhang, Quan Wang, Huimin Song, Shaomin Ji

Abstract:

Biba model can protect information integrity but might deny various non-malicious access requests of the subjects, thereby decreasing the availability in the system. Therefore, a mechanism that allows exceptional access control is needed. Break the Glass (BTG) strategies refer an efficient means for extending the access rights of users in exceptional cases. These strategies help to prevent a system from stagnation. An approach is presented in this work for integrating Break the Glass strategies into the Biba model. This research proposes a model, BTG-Biba, which provides both an original Biba model used in normal situations and a mechanism used in emergency situations. The proposed model is context aware, can implement a fine-grained type of access control and primarily solves cross-domain access problems. Finally, the flexibility and availability improvement with the use of the proposed model is illustrated.

Keywords: Biba model, break the glass, context, cross-domain, fine-grained.

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Authors: M. S. Osman, A. A. Tharwat, I. A. El-Khodary, A. G. Chalabi

Abstract:

In this paper, we propose a multiple objective optimization model with respect to portfolio selection problem for investors looking forward to diversify their equity investments in a number of equity markets. Based on Markowitz-s M-V model we developed a Fuzzy Mixed Integer Multi-Objective Nonlinear Programming Problem (FMIMONLP) to maximize the investors- future gains on equity markets, reach the optimal proportion of the budget to be invested in different equities. A numerical example with a comprehensive analysis on artificial data from several equity markets is presented in order to illustrate the proposed model and its solution method. The model performed well compared with the deterministic version of the model.

Keywords: Equity Markets, Future Scenarios, PortfolioSelection, Multiple Criteria Fuzzy Optimization

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Authors: F. L. Motta, M. H. A. Santana

Abstract:

Humic acids (HA) were produced by a Trichoderma viride strain under submerged fermentation in a medium based on the oil palm empty fruit bunch (EFB) and the main variables of the process were optimized by using response surface methodology. A temperature of 40°C and concentrations of 50g/L EFB, 5.7g/L potato peptone and 0.11g/L (NH4)2SO4 were the optimum levels of the variables that maximize the HA production, within the physicochemical and biological limits of the process. The optimized conditions led to an experimental HA concentration of 428.4±17.5 mg/L, which validated the prediction from the statistical model of 412.0mg/L. This optimization increased about 7–fold the HA production previously reported in the literature. Additionally, the time profiles of HA production and fungal growth confirmed our previous findings that HA production preferably occurs during fungal sporulation. The present study demonstrated that T. viride successfully produced HA via the submerged fermentation of EFB and the process parameters were successfully optimized using a statistics-based response surface model. To the best of our knowledge, the present work is the first report on the optimization of HA production from EFB by a biotechnological process, whose feasibility was only pointed out in previous works.

Keywords: Empty fruit bunch, humic acids, submerged fermentation, Trichoderma viride.

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Authors: Eduardo Romero, Marcelo Costamagna, Gabriela Peretti, Carlos Marqués

Abstract:

This work evaluates the ability of OBT for detecting parametric faults in continuous-time filters. To this end, we adopt two filters with quite different topologies as cases of study and a previously reported statistical fault model. In addition, we explore the behavior of the test schemes when a particular test condition is changed. The new data reported here, obtained from a fault simulation process, reveal a lower performance of OBT not observed in previous work using single-deviation faults, even under the change in the test condition.

Keywords: Testing, analog fault simulation, analog filter test, oscillation based test.

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Authors: Pham Thanh Trung, Huynh Quyet Thang

Abstract:

Reliability is one of the most important quality attributes of software. Based on the approach of Reussner and the approach of Cheung, we proposed the reliability prediction model of component-based software architectures. Also, the value of the model is shown through the experimental evaluation on a web server system.

Keywords: component-based architecture, reliability prediction model, software reliability engineering.

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Authors: M. Bruzza, M. Tupia, F. Rodríguez

Abstract:

As part of the regulatory compliance process and the streamlining of public administration, the Peruvian government has implemented the National E-Government Plan in all state institutions with the aim of providing citizens with solid services based on the use of Information and Communications Technologies (ICT). As part of the regulations, the requisites to be met by public institutions have been submitted. However, the lack of an implementation model was detected, one that can serve as a guide to such institutions in order to materialize the organizational and technological structures needed, which allow them to provide the required digital services. This paper develops an implementation model of electronic government (e-government) for Peru’s state institutions, in compliance with current regulations based on a COBIT 5.0 framework. Furthermore, the paper introduces phase 1 of this model: business and IT goals, the goals cascade and the future model of processes.

Keywords: E-government, implementation, model, COBIT 5.0, digital services, u-government, m-government.

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Authors: Rusliza Ahmad, Harun Budin

Abstract:

This paper studies the effect of time delay on stability of mutualism population model with limited resources for both species. First, the stability of the model without time delay is analyzed. The model is then improved by considering a time delay in the mechanism of the growth rate of the population. We analyze the effect of time delay on the stability of the stable equilibrium point. Result showed that the time delay can induce instability of the stable equilibrium point, bifurcation and stability switches.

Keywords: Bifurcation, Delay margin, Mutualism population model, Time delay

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Authors: Şaban Çetin, Özgür Demir

Abstract:

In this study, Fuzzy PID Control scheme is designed for an active suspension system. The main goal of an active suspension system for using in a vehicle model is reducing body deflections and handling high comfort for a passenger car. The present system was modelled as a two-degree-of-freedom (2-DOF) nonlinear vehicle model.

Keywords: Active suspension system, Fuzzy PID controller, a nonlinear quarter car model.

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Authors: Yusuke Uchiyama, Hidetoshi Konno

Abstract:

We have investigated statistical properties of the defect turbulence in 1D CGLE wherein many body interaction is involved between local depressing wave (LDW) and local standing wave (LSW). It is shown that the counting number fluctuation of LDW is subject to the sub-Poisson statistics (SUBP). The physical origin of the SUBP can be ascribed to pair extinction of LDWs based on the master equation approach. It is also shown that the probability density function (pdf) of inter-LDW distance can be identified by the hyper gamma distribution. Assuming a superstatistics of the exponential distribution (Poisson configuration), a plausible explanation is given. It is shown further that the pdf of amplitude of LDW has a fattail. The underlying mechanism of its fluctuation is examined by introducing a generalized fractional Poisson configuration.

Keywords: sub-Poisson statistics, hyper gamma distribution, fractional Poisson configuration.

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Authors: Filiz Ersoz, Taner Ersoz, Tugrul Bayraktar

Abstract:

Renewable energy is referred to as "clean energy" and common popular support for the use of renewable energy (RE) is to provide electricity with zero carbon dioxide emissions. This study provides useful insight into the European Union (EU) RE, especially, into electricity generation obtained from renewables, and their targets. The objective of this study is to identify groups of European countries, using multivariate statistical analysis and selected indicators. The hierarchical clustering method is used to decide the number of clusters for EU countries. The conducted statistical hierarchical cluster analysis is based on the Ward’s clustering method and squared Euclidean distances. Hierarchical cluster analysis identified eight distinct clusters of European countries. Then, non-hierarchical clustering (k-means) method was applied. Discriminant analysis was used to determine the validity of the results with data normalized by Z score transformation. To explore the relationship between the selected indicators, correlation coefficients were computed. The results of the study reveal the current situation of RE in European Union Member States.

Keywords: Share of electricity generation, CO2 emission, targets, multivariate methods, hierarchical clustering, K-means clustering, discriminant analyzed, correlation, EU member countries.

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Authors: M. Kumpugdee-Vollrath, T. G. D. Phu, M. Helmis

Abstract:

A suitable model membrane to study the pharmacological effect of pharmaceutical products is human stratum corneum because this layer of human skin is the outermost layer and it is an important barrier to be passed through. Other model membranes which were also used are for example skins from pig, mouse, reptile or fish. We are interested in fish skins in this project. The advantages of the fish skins are, that they can be obtained from the supermarket or fish shop. However, the fish skins should be freshly prepared and used directly without storage. In order to understand the effect of different model drugs e.g. lidocaine HCl, resveratrol, paracetamol, ibuprofen, acetyl salicylic acid on the properties of the model membrane from various types of fishes e.g. trout, salmon, cod, plaice permeation tests were performed and differential scanning calorimetry was applied.

Keywords: Fish skin, model membrane, permeation, DSC, lidocaine HCl, resveratrol, paracetamol, ibuprofen, acetyl salicylic acid.

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Authors: Seyed Habib A. Rahmati, Arash Haji Karimi, Reza Saffari, Zeeya Rashvand

Abstract:

An important official knowledge in each country is to have a comprehensive knowledge about markets of each group of products. Drink markets are one the most important markets of each country as a sub-group of nourishment markets. This paper is going to study these markets in Iran. To do so, first, two drink products are selected as pilot, including milk and concentrate. Then, for each product, two groups of information are estimated for the last five years, including 1) total consumption (demand) and 2) total production. Finally, the two groups of productions are compared statistically by means of two statistical tests called t test and Mann- Whitney test. The implemented Different related tables and figures are also illustrated to show the method more explicitly.

Keywords: Market evaluation, Drink, Estimation, Mann- Whitney test

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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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Authors: Miloš Šeda

Abstract:

In this paper, mathematical models for permutation flow shop scheduling and job shop scheduling problems are proposed. The first problem is based on a mixed integer programming model. As the problem is NP-complete, this model can only be used for smaller instances where an optimal solution can be computed. For large instances, another model is proposed which is suitable for solving the problem by stochastic heuristic methods. For the job shop scheduling problem, a mathematical model and its main representation schemes are presented.

Keywords: Flow shop, job shop, mixed integer model, representation scheme.

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Authors: Ming-Ta Yang, Jin-Lung Guan, Jhy-Cherng Gu

Abstract:

The purpose of this paper is to solve the problem of protecting aerial lines from high impedance faults (HIFs) in distribution systems. This investigation successfully applies 3I0 zero sequence current to solve HIF problems. The feature extraction system based on discrete wavelet transform (DWT) and the feature identification technique found on statistical confidence are then applied to discriminate effectively between the HIFs and the switch operations. Based on continuous wavelet transform (CWT) pattern recognition of HIFs is proposed, also. Staged fault testing results demonstrate that the proposed wavelet based algorithm is feasible performance well.

Keywords: Continuous wavelet transform, discrete wavelet transform, high impedance faults, statistical confidence.

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Authors: N. Fuad, M. N. Taib, R. Jailani, M. E. Marwan

Abstract:

In this paper, the comparison between k-Nearest Neighbor (kNN) algorithms for classifying the 3D EEG model in brain balancing is presented. The EEG signal recording was conducted on 51 healthy subjects. Development of 3D EEG models involves pre-processing of raw EEG signals and construction of spectrogram images. Then, maximum PSD values were extracted as features from the model. There are three indexes for balanced brain; index 3, index 4 and index 5. There are significant different of the EEG signals due to the brain balancing index (BBI). Alpha-α (8–13 Hz) and beta-β (13–30 Hz) were used as input signals for the classification model. The k-NN classification result is 88.46% accuracy. These results proved that k-NN can be used in order to predict the brain balancing application.

Keywords: Brain balancing, kNN, power spectral density, 3D EEG model.

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Authors: W. Fethallah, L. Chraibi, N. Sefiani

Abstract:

The present paper is concerned with a statistical approach involving latent and manifest variables applied in order to assess the organization's social responsibility performance. The main idea is to develop an assessment tool and a measurement of the Social Responsibility Performance, enabling the company to characterize her performance regarding to the ISO 26000 standard's seven core subjects. For this, we conceptualize a structural equation modeling (SEM) which describes various causal connections between the Social Responsibility’s components. The SEM’s resolution is based on the Partial Least squares (PLS) method and the implementation is running in the XLSTAT software.

Keywords: Corporate social responsibility, latent and manifest variable, partial least squares, structural equation model.

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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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Authors: Christian P. Crisostomo, Chrysline Margus N. Piñol

Abstract:

A zero-field ferromagnetic Ising model is utilized to simulate the propagation of infection in a population that assumes a square lattice structure. The rate of infection increases with temperature. The disease spreads faster among individuals with low J values. Such effect, however, diminishes at higher temperatures.

Keywords: Epidemiology, Ising model, lattice models

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Authors: Abdullah E. Al-Mazrooei

Abstract:

In this paper, we present a new kind of the bilinear systems in the form of state space model. The evolution of this system depends on the product of state vector by its self. The well known Lotak Volterra and Lorenz models are special cases of this new model. We also present here a generalization of Kalman filter which is suitable to work with the new bilinear model. An application to real measurements is introduced to illustrate the efficiency of the proposed algorithm.

Keywords: Bilinear systems, state space model, Kalman filter.

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Authors: Hadi Farhadian, Homayoon Katibeh

Abstract:

Groundwater inflow to the tunnels is one of the most important problems in tunneling operation. The objective of this study is the investigation of model dimension effects on tunnel inflow assessment in discontinuous rock masses using numerical modeling. In the numerical simulation, the model dimension has an important role in prediction of water inflow rate. When the model dimension is very small, due to low distance to the tunnel border, the model boundary conditions affect the estimated amount of groundwater flow into the tunnel and results show a very high inflow to tunnel. Hence, in this study, the two-dimensional universal distinct element code (UDEC) used and the impact of different model parameters, such as tunnel radius, joint spacing, horizontal and vertical model domain extent has been evaluated. Results show that the model domain extent is a function of the most significant parameters, which are tunnel radius and joint spacing.

Keywords: Water inflow, Tunnel, Discontinues rock, Numerical simulation.

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Authors: Mustafa M. Donma, Orkide Donma

Abstract:

Metabolic syndrome (MetS) is a severe health problem caused by morbid obesity, the severest form of obesity. The components of MetS are rather stable in adults. However, the diagnosis of MetS in morbid obese (MO) children still constitutes a matter of discussion. The aim of this study was to develop a formula, which facilitated the diagnosis of MetS in MO children and was capable of discriminating MO children with and without MetS findings. The study population comprised MO children. Age and sex-dependent body mass index (BMI) percentiles of the children were above 99. Increased blood pressure, elevated fasting blood glucose (FBG), elevated triglycerides (TRG) and/or decreased high density lipoprotein cholesterol (HDL-C) in addition to central obesity were listed as MetS components for each child. Two groups were constituted. In the first group, there were 42 MO children without MetS components. Second group was composed of 44 MO children with at least two MetS components. Anthropometric measurements including weight, height, waist and hip circumferences were performed during physical examination. BMI and homeostatic model assessment of insulin resistance (HOMA-IR) values were calculated. Informed consent forms were obtained from the parents of the children. Institutional Non-Interventional Clinical Studies Ethics Committee approved the study design. Routine biochemical analyses including FBG, insulin (INS), TRG, HDL-C were performed. The performance and the clinical utility of Diagnostic Obesity Notation Model Assessment Metabolic Syndrome Index (DONMA MetS index) [(INS/FBG)/(HDL-C/TRG)*100] was tested. Appropriate statistical tests were applied to the study data. p value smaller than 0.05 was defined as significant. MetS index values were 41.6 ± 5.1 in MO group and 104.4 ± 12.8 in MetS group. Corresponding values for HDL-C values were 54.5 ± 13.2 mg/dl and 44.2 ± 11.5 mg/dl. There was a statistically significant difference between the groups (p < 0.001). Upon evaluation of the correlations between MetS index and HDL-C values, a much stronger negative correlation was found in MetS group (r = -0.515; p = 0.001) in comparison with the correlation detected in MO group (r = -0.371; p = 0.016). From these findings, it was concluded that the statistical significance degree of the difference between MO and MetS groups was highly acceptable for this recently introduced MetS index. This was due to the involvement of all of the biochemically defined MetS components into the index. This is particularly important because each of these four parameters used in the formula is a cardiac risk factor. Aside from discriminating MO children with and without MetS findings, MetS index introduced in this study is important from the cardiovascular risk point of view in MetS group of children.

Keywords: Fasting blood glucose, high density lipoprotein cholesterol, insulin, metabolic syndrome, morbid obesity, triglycerides.

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Authors: Peter Podbreznik, Božidar Potocnik

Abstract:

A camera in the building site is exposed to different weather conditions. Differences between images of the same scene captured with the same camera arise also due to temperature variations. The influence of temperature changes on camera parameters were modelled and integrated into existing analytical camera model. Modified camera model enables quantitatively assessing the influence of temperature variations.

Keywords: camera calibration, analytical model, intrinsic parameters, extrinsic parameters, temperature variations.

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Authors: Sylvester A. Aye, Philippus S. Heyns

Abstract:

The effect of the rotational speed and axial torque on the diagnostics of tapered rolling element bearing defects was investigated. The accelerometer was mounted on the bearing housing and connected to Sound and Vibration Analyzer (SVAN 958) and was used to measure the accelerations from the bearing housing. The data obtained from the bearing was processed to detect damage of the bearing using statistical tools and the results were subsequently analyzed to see if bearing damage had been captured. From this study it can be seen that damage is more evident when the bearing is loaded. Also, at the incipient stage of damage the crest factor and kurtosis values are high but as time progresses the crest factors and kurtosis values decrease whereas the peak and RMS values are low at the incipient stage but increase with damage.

Keywords: crest factor, damage detection, kurtosis, RMS, tapered roller bearing.

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Authors: S. Chumkiew, W. Srisang, M. Jaroensutasinee, K. Jaroensutasinee

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This study investigated the climatic factors associated with Influenza incidence in Nakhon Si Thammarat, Southern Thailand. Climatic factors comprised of the amount of rainfall, percent of rainy days, relative humidity, wind speed, maximum, minimum temperatures and temperature difference. A multiple stepwise regression technique was used to fit the statistical model. The result showed that the temperature difference and percent of rainy days were positively associated with Influenza incidence in Nakhon Si Thammarat.

Keywords: Influenza, Climatic Factor, Relative Humidity, Rainy day, Wind Speed.

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

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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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