Search results for: Dividend Discount Model

Authors: Won Sup Kim, Xue-Mei Cui, Seung Kee Han

Abstract:

We present on the method of inverse coherence matrix for the estimation of network connectivity from multivariate time series of a complex system. In a model system of coupled chaotic oscillators, it is shown that the inverse coherence matrix defined as the inverse of cross coherence matrix is proportional to the network connectivity. Therefore the inverse coherence matrix could be used for the distinction between the directly connected links from indirectly connected links in a complex network. We compare the result of network estimation using the method of the inverse coherence matrix with the results obtained from the coherence matrix and the partial coherence matrix.

Keywords: Chaotic oscillator, complex network, inverse coherence matrix, network estimation.

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Authors: A. Vasan

Abstract:

Particle swarm optimization (PSO) technique is applied to design the water distribution pipeline network. A simulation-optimization model is formulated with the objective of minimizing cost and is applied to a benchmark water distribution system optimization problem. The benchmark problem taken for the application of PSO technique to optimize the pipe size of the water distribution network is New York City water supply system problem. The results from the analysis infer that PSO is a potential alternative optimization technique when compared to other heuristic techniques for optimal sizing of water distribution systems.

Keywords: Water distribution systems, Optimization, Particle swarm optimization, Swarm intelligence, New York water supply system.

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Authors: Marina Velikova, Hennie Daniels, Ad Feelders

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In many applications, it is a priori known that the target function should satisfy certain constraints imposed by, for example, economic theory or a human-decision maker. Here we consider partially monotone problems, where the target variable depends monotonically on some of the predictor variables but not all. We propose an approach to build partially monotone models based on the convolution of monotone neural networks and kernel functions. The results from simulations and a real case study on house pricing show that our approach has significantly better performance than partially monotone linear models. Furthermore, the incorporation of partial monotonicity constraints not only leads to models that are in accordance with the decision maker's expertise, but also reduces considerably the model variance in comparison to standard neural networks with weight decay.

Keywords: Mixture models, monotone neural networks, partially monotone models, partially monotone problems.

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Authors: Nikolaos Sariannidis, Grigoris Giannarakis, Nikolaos Litinas, Nikos Kartalis

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This study investigates the relationship between 10 year bond value, Yen/U.S dollar exchange rate, non-farm payrolls (all employs) and crude oil to U.S. Dow Jones Sustainability Index. A GARCH model is used to test these relationships for the period January 1st 1999 to January 31st 2008 using monthly data. Results show that an increase of the 10 year bond and non farm payrolls (all employs) lead to an increase of the D.J.S.I returns. On the contrary the volatility of the Yen/U.S dollar exchange rates as well as the increase of crude oil returns has negative effects on the U.S D.J.S.I returns. This study aims at assisting investors to understand the influences certain macroeconomic indicators have on the companies- stock returns as reported by the D.J.S.I.

Keywords: Bond value, Corporate Social Responsibility, Crudeoil, D.J.S.I United States, Exchange rate, GARCH, Non-farmpayrolls.

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Authors: Reza Bazargan Lari, Mohammad H. Fattahi

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Natural resources management including water resources requires reliable estimations of time variant environmental parameters. Small improvements in the estimation of environmental parameters would result in grate effects on managing decisions. Noise reduction using wavelet techniques is an effective approach for preprocessing of practical data sets. Predictability enhancement of the river flow time series are assessed using fractal approaches before and after applying wavelet based preprocessing. Time series correlation and persistency, the minimum sufficient length for training the predicting model and the maximum valid length of predictions were also investigated through a fractal assessment.

Keywords: Wavelet, de-noising, predictability, time series fractal analysis, valid length, ANN.

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Authors: A. Marolleau, F. Salaun, D. Dupont, H. Gidik, S. Ducept.

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The goal of this study is to analyze the hydric behaviour of textiles which can impact significantly the comfort of the wearer. Indeed, fabrics can be adapted for different climate if hydric and thermal behaviors are known. In this study, fabrics are only submitted to hydric variations. Sorption and desorption isotherms obtained from the dynamic vapour sorption apparatus (DVS) are fitted with the parallel exponential kinetics (PEK), the Hailwood-Horrobin (HH) and the Brunauer-Emmett-Teller (BET) models. One of the major finding is the relationship existing between PEK and HH models. During slow and fast processes, the sorption of water molecules on the polymer can be in monolayer and multilayer form. According to the BET model, moisture regain, a physical property of textiles, show a linear correlation with the total amount of water taken in monolayer. This study provides potential information of the end uses of these fabrics according to the selected activity level.

Keywords: Comfort, hydric properties, modelling, underwear.

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Authors: A. Zolfagharian, M.Z. Md. Zain, A. R. AbuBakar, M. Hussein

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Application of flexible structures has been significantly, increased in industry and aerospace missions due to their contributions and unique advantages over the rigid counterparts. In this paper, vibration analysis of a flexible structure i.e., automobile wiper blade is investigated and controlled. The wiper generates unwanted noise and vibration during the wiping the rain and other particles on windshield which may cause annoying noise in different ranges of frequency. A two dimensional analytical modeled wiper blade whose model accuracy is verified by numerical studies in literature is considered in this study. Particle swarm optimization (PSO) is employed in alliance with input shaping (IS) technique in order to control or to attenuate the amplitude level of unwanted noise/vibration of the wiper blade.

Keywords: Input shaping, noise reduction, particle swarmoptimization, wiper blade

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Authors: Alina Mirza, Sumrin M. Kabir, Shahzad A. Sheikh

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The Orthogonal Frequency Division Multiplexing (OFDM) with high data rate, high spectral efficiency and its ability to mitigate the effects of multipath makes them most suitable in wireless application. Impulsive noise distorts the OFDM transmission and therefore methods must be investigated to suppress this noise. In this paper, a State Space Recursive Least Square (SSRLS) algorithm based adaptive impulsive noise suppressor for OFDM communication system is proposed. And a comparison with another adaptive algorithm is conducted. The state space model-dependent recursive parameters of proposed scheme enables to achieve steady state mean squared error (MSE), low bit error rate (BER), and faster convergence than that of some of existing algorithm.

Keywords: OFDM, Impulsive Noise, SSRLS, BER.

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Authors: Ya-Fen Lee, Yun-Yao Chi

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The study aims to explore the relationship between risk perception of rockfall and revisit intention using a Structural Equation Modeling (SEM) analysis. A total of 573 valid questionnaires are collected from travelers to Taroko National Park, Taiwan. The findings show the majority of travelers have the medium perception of rockfall risk, and are willing to revisit the Taroko National Park. The revisit intention to Taroko National Park is influenced by hazardous preferences, willingness-to-pay, obstruction and attraction. The risk perception has an indirect effect on revisit intention through influencing willingness-to-pay. The study results can be a reference for mitigation the rockfall disaster.

Keywords: Risk perception, rockfall, revisit intention, structural equation modeling.

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Authors: A.G.E. Sutjipto, Jufriadi, R. Muhida, Afzeri, E.Y. Adesta

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Charging and discharging phenomenon on the surface of materials can be found in plasma display panel, spacecraft charging, high voltage insulator, etc. This report gives a simple explanation on this phenomenon. A scanning electron microscope was used not only as a tool to produce energetic electron beam to charge an insulator without metallic coating and to produce a surface discharging (surface breakdown/flashover) but also to observe the visible charging and discharging on the sample surface. A model of electric field distribution on the surface was developed in order to explain charging and discharging phenomena. Since charging and discharging process involves incubation time, therefore this process can be used to evaluate the insulation property of materials under electron bombardment.

Keywords: Flashover, SEM, Electron Bombardment, Electric Field.

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Authors: So-Jeong Youn, Kyung-Whan Oh

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The human friendly interaction is the key function of a human-centered system. Over the years, it has received much attention to develop the convenient interaction through intention recognition. Intention recognition processes multimodal inputs including speech, face images, and body gestures. In this paper, we suggest a novel approach of intention recognition using a graph representation called Intention Graph. A concept of valid intention is proposed, as a target of intention recognition. Our approach has two phases: goal recognition phase and intention recognition phase. In the goal recognition phase, we generate an action graph based on the observed actions, and then the candidate goals and their plans are recognized. In the intention recognition phase, the intention is recognized with relevant goals and user profile. We show that the algorithm has polynomial time complexity. The intention graph is applied to a simple briefcase domain to test our model.

Keywords: Intention recognition, intention, graph, HCI.

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Authors: I. V. Kuzminov

Abstract:

According to its content, the proposed article is a collection of articles with comments and additions. All articles, in one way or another, have a connection with the Second Law of Thermodynamics. The content of the articles is given in a concise form. The articles were published in different journals at different times. Main topics are presented: gravity, biography of the Earth, physics of global warming-cooling cycles, multiverse. The articles are based on the laws of classical physics. Along the way, it should be noted that the Second Law of Thermodynamics can be formulated as the Law of Matter Cooling. As it cools down, the processes of condensation, separation, and changes in the aggregate states of matter occur. In accordance with these changes, a picture of the world is being formed. Also, the main driving force of these processes is the inverse temperature dependence of the forces of gravity. As matter cools, the forces of gravity increase. The actions of these phenomena in the compartment form a picture of the world.

Keywords: Gravitational forces, cooling of matter, second law of thermodynamics, planetary model of the atom.

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Authors: Kamolchanok Panishkan, Kanokporn Swangjang, Natdhera Sanmanee, Daoroong Sungthong

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The objective of this research is to study principal component analysis for classification of 67 soil samples collected from different agricultural areas in the western part of Thailand. Six soil properties were measured on the soil samples and are used as original variables. Principal component analysis is applied to reduce the number of original variables. A model based on the first two principal components accounts for 72.24% of total variance. Score plots of first two principal components were used to map with agricultural areas divided into horticulture, field crops and wetland. The results showed some relationships between soil properties and agricultural areas. PCA was shown to be a useful tool for agricultural areas classification based on soil properties.

Keywords: soil organic matter, soil properties, classification, principal components

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Authors: Samir Brahim Belhaouari

Abstract:

By taking advantage of both k-NN which is highly accurate and K-means cluster which is able to reduce the time of classification, we can introduce Cluster-k-Nearest Neighbor as "variable k"-NN dealing with the centroid or mean point of all subclasses generated by clustering algorithm. In general the algorithm of K-means cluster is not stable, in term of accuracy, for that reason we develop another algorithm for clustering our space which gives a higher accuracy than K-means cluster, less subclass number, stability and bounded time of classification with respect to the variable data size. We find between 96% and 99.7 % of accuracy in the lassification of 6 different types of Time series by using K-means cluster algorithm and we find 99.7% by using the new clustering algorithm.

Keywords: Pattern recognition, Time series, k-Nearest Neighbor, k-means cluster, Gaussian Mixture Model, Classification

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Authors: Galal Elkobrosy, Amr M. Abdelrazek, Bassuny M. Elsouhily, Mohamed E. Khidr

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Crank shaft length, connecting rod length, crank angle, engine rpm, cylinder bore, mass of piston and compression ratio are the inputs that can control the performance of the slider crank mechanism and then its efficiency. Several combinations of these seven inputs are used and compared. The throughput engine torque predicted by the simulation is analyzed through two different regression models, with and without interaction terms, developed according to multi-linear regression using LU decomposition to solve system of algebraic equations. These models are validated. A regression model in seven inputs including their interaction terms lowered the polynomial degree from 3^rd degree to 1^st degree and suggested valid predictions and stable explanations.

Keywords: Design of experiments, regression analysis, SI Engine, statistical modeling.

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Authors: M. Chomczyńska

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The studies concerned an effect of six variants of ion exchange substrate (nutrient carriers with a different potential impact on pH of soil solution) on vegetation of orchard grass during two different periods (42 and 84 days). In the pot experiment plants were grown on sand (model of degraded soil) and six mixtures of sand and 2% (v/v) additions of particular variants of ion exchange substrate (with pH ranged from 5.5 to 8.0). The study results showed that the addition of the substrate at pH=6.5 caused the highest increase in plant yield after shorter vegetation period whereas the addition of the substrate at pH=5.5 increased dry stem and root biomass of orchard grass after longer vegetation period. Thus, the ion exchange substrate at pH=6.5 can be recommended for restoration of exhausted soils when shorter vegetation period is planned; the ion exchange substrate at pH=5.5 can be used for the same purpose when longer periods of vegetative growth are considered.

Keywords: ion exchanger, ion exchange substrate, soilrestoration

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Authors: Ruwaida Abdul Rasid, Kevin J. Hughes, Peter J. Heggs, Mohamed Pourkashanian

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Heightened concerns over the amount of carbon emitted from coal-related processes are generating shifts to the application of biomass. In co-gasification, where coal is gasified along with biomass, the biomass may be fed together with coal (cofeeding) or an independent biomass gasifier needs to be integrated with the coal gasifier. The main aim of this work is to evaluate the biomass introduction methods in coal co-gasification. This includes the evaluation of biomass concentration input (B0 to B100) and its gasification performance. A process model is developed and simulated in Aspen HYSYS, where both coal and biomass are modelled according to its ultimate analysis. It was found that the syngas produced increased with increasing biomass content for both co-feeding and independent schemes. However, the heating values and heat duties decreases with biomass concentration as more CO2 are produced from complete combustion.

Keywords: Aspen HYSYS, biomass, coal, co-gasification modelling and simulation.

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Authors: Hadi Adibi-Asl, Alireza Doosthosseini, Amir Taghavipour

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This paper studies the design of an adaptive control strategy to tune an active steering system for better drivability and maneuverability. In the first step, adaptive control strategy is applied to estimate the uncertain parameters on-line (e.g. cornering stiffness), then the estimated parameters are fed into the pole placement controller to generate corrective feedback gain to improve the steering system dynamic’s characteristics. The simulations are evaluated for three types of road conditions (dry, wet, and icy), and the performance of the adaptive pole placement control (APPC) are compared with pole placement control (PPC) and a passive system. The results show that the APPC strategy significantly improves the yaw rate and side slip angle of a bicycle plant model.

Keywords: Adaptive control, active steering, pole placement, vehicle dynamics.

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Authors: Soe Sandar Aung, Han Phyo Wai, Nyein Nyein Soe

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The induction hardening machines are utilized in the industries which modify machine parts and tools needed to achieve high ware resistance. This paper describes the model of induction heating process design of inverter circuit and the results of induction surface hardening of heating coil. In the design of heating coil, the shape and the turn numbers of the coil are very important design factors because they decide the overall operating performance of induction heater including resonant frequency, Q factor, efficiency and power factor. The performance will be tested by experiments in some cases high frequency induction hardening machine.

Keywords: Induction Heating, Resonant Circuit, InverterCircuit, Coil Design, Induction Hardening Machine.

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Authors: B. Chandra, P. Paul Varghese

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Crypto System Identification is one of the challenging tasks in Crypt analysis. The paper discusses the possibility of employing Neural Networks for identification of Cipher Systems from cipher texts. Cascade Correlation Neural Network and Back Propagation Network have been employed for identification of Cipher Systems. Very large collection of cipher texts were generated using a Block Cipher (Enhanced RC6) and a Stream Cipher (SEAL). Promising results were obtained in terms of accuracy using both the Neural Network models but it was observed that the Cascade Correlation Neural Network Model performed better compared to Back Propagation Network.

Keywords: Back Propagation Neural Networks, CascadeCorrelation Neural Network, Crypto systems, Block Cipher, StreamCipher.

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Authors: Nabli L., Dhouibi H., Collart Dutilleul S., Craye E.

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The indistinctness of the manufacturing processes makes that a parts cannot be realized in an absolutely exact way towards the specifications on the dimensions. It is thus necessary to assume that the effectively realized product has to belong in a very strict way to compatible intervals with a correct functioning of the parts. In this paper we present an approach based on mixing tow different characteristics theories, the fuzzy system and Petri net system. This tool has been proposed to model and control the quality in an assembly system. A robust command of a mechanical assembly process is presented as an application. This command will then have to maintain the specifications interval of parts in front of the variations. It also illustrates how the technique reacts when the product quality is high, medium, or low.

Keywords: Petri nets, production rate, performance evaluation, tolerant system, fuzzy sets.

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Authors: Sirous Panahi , Jason Watson , Helen Partridge

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With the advent of social web initiatives, some argued that these new emerging tools might be useful in tacit knowledge sharing through providing interactive and collaborative technologies. However, there is still a poverty of literature to understand how and what might be the contributions of social media in facilitating tacit knowledge sharing. Therefore, this paper is intended to theoretically investigate and map social media concepts and characteristics with tacit knowledge creation and sharing requirements. By conducting a systematic literature review, five major requirements found that need to be present in an environment that involves tacit knowledge sharing. These requirements have been analyzed against social media concepts and characteristics to see how they map together. The results showed that social media have abilities to comply some of the main requirements of tacit knowledge sharing. The relationships have been illustrated in a conceptual framework, suggesting further empirical studies to acknowledge findings of this study.

Keywords: Knowledge sharing, Tacit knowledge, Social media, Web 2.0

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Authors: Weifeng Wang, Hengbin Zheng, Xianwei Zeng

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The launching nose plays an important role in the incremental launching construction. The parameters of the launching nose essentially affect the internal forces of the girder during the construction. The appropriate parameters can decrease the internal forces in the girder and save the material and reduce the cost. The simplified structural model, which is made with displacement method according to the characteristic of incremental launching construction and the variation rule of the internal forces, calculates and analyzes the effect of the length, the rigidity and weight of launch nose on the internal forces of girder during the incremental launching construction. The method, which can calculate the launching nose parameters for the optimum incremental launching construction, is achieved. This method is simple, reliable and easy for practical use.

Keywords: incremental launching, launching nose, optimumanalysis, displacement method

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Authors: Thorben Kuprat, Julian Becker, Jonas Mayer, Peter Nyhuis

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For years now, it has been recognized that logistic performance capability contributes enormously to a production enterprise’s competitiveness and as such is a critical control lever. In doing so, the orientation on customer wishes (e.g. delivery dates) represents a key parameter not only in the value-adding production but also in product regeneration. Since production and regeneration processes have different characteristics, production planning and control measures cannot be directly transferred to regeneration processes. As part of a special research project, the Institute of Production Systems and Logistics Hannover is focused on increasing the logistic performance capability of regeneration processes for complex capital goods. The aim is to ensure logistic targets are met by implementing a model specifically designed to align the capacities and load in regeneration processes.

Keywords: Capacity planning, complex capital goods, logistic performance, regeneration process.

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Authors: M. Mourad, K. Mahmoud

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Recently hybrid vehicles have become a major concern as one alternative vehicles. This type of hybrid vehicle contributes greatly to reducing pollution. Therefore, this work studies the influence of electrification phase of hybrid electric vehicle on emission of vehicle at different road conditions. To accomplish this investigation, a simulation model was used to evaluate the external characteristics of the hybrid electric vehicle according to variant conditions of road resistances. Therefore, this paper reports a methodology to decrease the vehicle emission especially greenhouse gas emission inside cities. The results show the effect of electrification on vehicle performance characteristics. The results show that CO₂ emission of vehicle decreases up to 50.6% according to an urban driving cycle due to applying the electrification strategy for hybrid electric vehicle.

Keywords: Electrification strategy, hybrid electric vehicle, CO2 emission.

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Authors: Ek Ngoy, A F Mulaba-Bafubiandi

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Cobalt was acid nitric leached from a mixed cobaltcopper oxide with variable acid concentration. Resulting experimental data were used to analyze effects of increase in acid concentration, based on a shrinking core model of the process. The mathematical simulation demonstrated that the time rate of the dissolution mechanism is an increasing function of acid concentration. It was also shown that the magnitude of the acid concentration effect is time dependent and the increase in acid concentration is more effective at earlier stage of the dissolution than at later stage. The remaining process parameters are comprehensively affected by acid concentration and their interaction is synergetic.

Keywords: Acid effect, Cobalt, Cobalt-copper oxide, Leaching, Simulation

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Authors: Mahdi Esmaeili, Mansour Tarafdar

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The goal of data mining algorithms is to discover useful information embedded in large databases. One of the most important data mining problems is discovery of frequently occurring patterns in sequential data. In a multidimensional sequence each event depends on more than one dimension. The search space is quite large and the serial algorithms are not scalable for very large datasets. To address this, it is necessary to study scalable parallel implementations of sequence mining algorithms. In this paper, we present a model for multidimensional sequence and describe a parallel algorithm based on data parallelism. Simulation experiments show good load balancing and scalable and acceptable speedup over different processors and problem sizes and demonstrate that our approach can works efficiently in a real parallel computing environment.

Keywords: Sequential Patterns, Data Mining, ParallelAlgorithm, Multidimensional Sequence Data

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Authors: Peng He

Abstract:

Imprecision is a long-standing problem in CAD design and high accuracy image-based reconstruction applications. The visual hull which is the closed silhouette equivalent shape of the objects of interest is an important concept in image-based reconstruction. We extend the domain-theoretic framework, which is a robust and imprecision capturing geometric model, to analyze the imprecision in the output shape when the input vertices are given with imprecision. Under this framework, we show an efficient algorithm to generate the 2D partial visual hull which represents the exact information of the visual hull with only basic imprecision assumptions. We also show how the visual hull from polyhedra problem can be efficiently solved in the context of imprecise input.

Keywords: Geometric Domain, Computer Vision, Computational Geometry, Visual Hull, Image-Based reconstruction, Imprecise Input, CAD object

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Authors: Sherly Ferro Lensun

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Strategies influence the language abilities of both male and female learners in the learning process. Therefore, learning strategies are one of the critical factors for improving language learning and are essential as part of the initial learning effort. In general, language learning strategies differ between boys and girls. Therefore, this research aims to obtain a model that investigates the relationship between the selection of learning strategies, their frequency of use, and the learner's gender. In addition, we found differences in strategy use and their impact on language ability between males and females. 137 students participated and completed the questionnaire. There were 48 males (35%) and 90 females (65.7%). It was clear that most of the Japanese learners were women. Findings show that most Japanese learners in North Sulawesi used cognitive and social strategies and methods of involving others in learning Japanese.

Keywords: Learning strategies, Japanese Language, Gender by Japanese Learners, North sulawesi.

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Authors: Somayeh Sobati Moghadam

Abstract:

Business processes are crucial for organizations and help businesses to evaluate and optimize their performance and processes against current and future-state business goals. Outsourcing business processes to the cloud becomes popular due to a wide varsity of benefits and cost-saving. However, cloud outsourcing raises enterprise data security concerns, which must be incorporated in Business Process Model and Notation (BPMN). This paper, presents SeCloudBPMN, a lightweight extension for BPMN which extends the BPMN to explicitly support the security threats in the cloud as an outsourcing environment. SeCloudBPMN helps business’s security experts to outsource business processes to the cloud considering different threats from inside and outside the cloud. In this way, appropriate security countermeasures could be considered to preserve data security in business processes outsourcing to the cloud.

Keywords: BPMN, security threats, cloud computing, graphical representation.

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