Search results for: kinetic models
2238 Multiple Sensors and JPDA-IMM-UKF Algorithm for Tracking Multiple Maneuvering Targets
Authors: Wissem Saidani, Yacine Morsly, Mohand Saïd Djouadi
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In this paper, we consider the problem of tracking multiple maneuvering targets using switching multiple target motion models. With this paper, we aim to contribute in solving the problem of model-based body motion estimation by using data coming from visual sensors. The Interacting Multiple Model (IMM) algorithm is specially designed to track accurately targets whose state and/or measurement (assumed to be linear) models changes during motion transition. However, when these models are nonlinear, the IMM algorithm must be modified in order to guarantee an accurate track. In this paper we propose to avoid the Extended Kalman filter because of its limitations and substitute it with the Unscented Kalman filter which seems to be more efficient especially according to the simulation results obtained with the nonlinear IMM algorithm (IMMUKF). To resolve the problem of data association, the JPDA approach is combined with the IMM-UKF algorithm, the derived algorithm is noted JPDA-IMM-UKF.Keywords: Estimation, Kalman filtering, Multi-Target Tracking, Visual servoing, data association.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25642237 Quartz Crystal Microbalance Based Hydrophobic Nanosensor for Lysozyme Detection
Authors: F. Yilmaz, Y. Saylan, A. Derazshamshir, S. Atay, A. Denizli
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A quartz crystal microbalance (QCM) nanosensor was developed to detect lysozyme enzyme by functionalizing its gold surface with the attachment of poly(methacroyl-L-phenylalanine) (PMAPA) nanoparticles. PMAPA was chosen as a hydrophobic matrix. The hydrophobic nanoparticles were synthesized by micro-emulsion polymerization method. Hydrophobic QCM nanosensor was tested for real time detection of lysozyme enzyme from aqueous solution. The kinetic and affinity studies were determined by using lysozyme solutions with different concentrations. The responses related with mass (Δm) and frequency (Δf) shifts were used to evaluate adsorption properties.
Keywords: HIC, lysozyme, nanosensor, QCM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21712236 A Graphical Environment for Petri Nets INA Tool Based on Meta-Modelling and Graph Grammars
Authors: Raida El Mansouri, Elhillali Kerkouche, Allaoua Chaoui
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The Petri net tool INA is a well known tool by the Petri net community. However, it lacks a graphical environment to cerate and analyse INA models. Building a modelling tool for the design and analysis from scratch (for INA tool for example) is generally a prohibitive task. Meta-Modelling approach is useful to deal with such problems since it allows the modelling of the formalisms themselves. In this paper, we propose an approach based on the combined use of Meta-modelling and Graph Grammars to automatically generate a visual modelling tool for INA for analysis purposes. In our approach, the UML Class diagram formalism is used to define a meta-model of INA models. The meta-modelling tool ATOM3 is used to generate a visual modelling tool according to the proposed INA meta-model. We have also proposed a graph grammar to automatically generate INA description of the graphically specified Petri net models. This allows the user to avoid the errors when this description is done manually. Then the INA tool is used to perform the simulation and the analysis of the resulted INA description. Our environment is illustrated through an example.Keywords: INA, Meta-modelling, Graph Grammars, AToM3, Automatic Code Generation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18672235 Analysis of the Interference from Risk-Determining Factors of Cooperative and Conventional Construction Contracts
Authors: E. Harrer, M. Mauerhofer, T. Werginz
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As a result of intensive competition, the building sector is suffering from a high degree of rivalry. Furthermore, there can be observed an unbalanced distribution of project risks. Clients are aimed to shift their own risks into the sphere of the constructors or planners. The consequence of this is that the number of conflicts between the involved parties is inordinately high or even increasing; an alternative approach to counter on that developments are cooperative project forms in the construction sector. This research compares conventional contract models and models with partnering agreements to examine the influence on project risks by an early integration of the involved parties. The goal is to show up deviations in different project stages from the design phase to the project transfer phase. These deviations are evaluated by a survey of experts from the three spheres: clients, contractors and planners. By rating the influence of the participants on specific risk factors it is possible to identify factors which are relevant for a smooth project execution.Keywords: Collaborative work, construction industry, contract-models, influence, partnering, project management, risk.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8692234 Validation of Reverse Engineered Web Application Models
Authors: Carlo Bellettini, Alessandro Marchetto, Andrea Trentini
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Web applications have become complex and crucial for many firms, especially when combined with areas such as CRM (Customer Relationship Management) and BPR (Business Process Reengineering). The scientific community has focused attention to Web application design, development, analysis, testing, by studying and proposing methodologies and tools. Static and dynamic techniques may be used to analyze existing Web applications. The use of traditional static source code analysis may be very difficult, for the presence of dynamically generated code, and for the multi-language nature of the Web. Dynamic analysis may be useful, but it has an intrinsic limitation, the low number of program executions used to extract information. Our reverse engineering analysis, used into our WAAT (Web Applications Analysis and Testing) project, applies mutational techniques in order to exploit server side execution engines to accomplish part of the dynamic analysis. This paper studies the effects of mutation source code analysis applied to Web software to build application models. Mutation-based generated models may contain more information then necessary, so we need a pruning mechanism.Keywords: Validation, Dynamic Analysis, MutationAnalysis, Reverse Engineering, Web Applications
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16232233 Building a Service-Centric Business Model in SMEs in the Business-to-Business Context
Authors: Päivi J. Tossavainen , Leena Alakoski, Katri Ojasalo
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Building a service-centric business model requires new knowledge and capabilities in companies. This paper enlightens the challenges small and medium sized firms (SMEs) face when developing their service-centric business models. This paper examines the premise for knowledge transfer and capability development required. The objective of this paper is to increase knowledge about SME-s transformation to service-centric business models.This paper reports an action research based case study. The paper provides empirical evidence from three case companies. The empirical data was collected through multiple methods. The findings of the paper are: First, the developed model to analyze the current state in companies. Second, the process of building the service – centric business models. Third, the selection of suitable service development methods. The lack of a holistic understanding on service logic suggests that SMEs need practical and easy to use methods to improve their businessKeywords: service-centric business model, service development, action research, case study
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17802232 Strategic Management Accounting: Implementation and Control
Authors: Alireza Azimi Sani
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This paper discusses the design characteristics management accounting systems should have to be useful for strategic planning and control and provides brief introductions to strategic variance analysis, profit-linked performance measurement models and balanced scorecard. It shows two multi-period, multiproduct models are specified, can be related to Porter's strategy framework and cost and revenue drivers, and can be used to support strategic planning, control and cost management.
Keywords: Accounting, balanced scorecard, profit-linked, strategic management, variance analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 50212231 Neural Network Models for Actual Cost and Actual Duration Estimation in Construction Projects: Findings from Greece
Authors: Panagiotis Karadimos, Leonidas Anthopoulos
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Predicting the actual cost and duration in construction projects concern a continuous and existing problem for the construction sector. This paper addresses this problem with modern methods and data available from past public construction projects. 39 bridge projects, constructed in Greece, with a similar type of available data were examined. Considering each project’s attributes with the actual cost and the actual duration, correlation analysis is performed and the most appropriate predictive project variables are defined. Additionally, the most efficient subgroup of variables is selected with the use of the WEKA application, through its attribute selection function. The selected variables are used as input neurons for neural network models through correlation analysis. For constructing neural network models, the application FANN Tool is used. The optimum neural network model, for predicting the actual cost, produced a mean squared error with a value of 3.84886e-05 and it was based on the budgeted cost and the quantity of deck concrete. The optimum neural network model, for predicting the actual duration, produced a mean squared error with a value of 5.89463e-05 and it also was based on the budgeted cost and the amount of deck concrete.
Keywords: Actual cost and duration, attribute selection, bridge projects, neural networks, predicting models, FANN TOOL, WEKA.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12292230 Effect of Soil Corrosion in Failures of Buried Gas Pipelines
Authors: Saima Ali, Pathamanathan Rajeev, Imteaz A. Monzur
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In this paper, a brief review of the corrosion mechanism in buried pipe and modes of failure is provided together with the available corrosion models. Moreover, the sensitivity analysis is performed to understand the influence of corrosion model parameters on the remaining life estimation. Further, the probabilistic analysis is performed to propagate the uncertainty in the corrosion model on the estimation of the renaming life of the pipe. Finally, the comparison among the corrosion models on the basis of the remaining life estimation will be provided to improve the renewal plan.
Keywords: Corrosion, pit depth, sensitivity analysis, exposure period.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17292229 A Numerical Study on the Influence of CO2 Dilution on Combustion Characteristics of a Turbulent Diffusion Flame
Authors: Yasaman Tohidi, Rouzbeh Riazi, Shidvash Vakilipour, Masoud Mohammadi
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The objective of the present study is to numerically investigate the effect of CO2 replacement of N2 in air stream on the flame characteristics of the CH4 turbulent diffusion flame. The Open source Field Operation and Manipulation (OpenFOAM) has been used as the computational tool. In this regard, laminar flamelet and modified k-ε models have been utilized as combustion and turbulence models, respectively. Results reveal that the presence of CO2 in air stream changes the flame shape and maximum flame temperature. Also, CO2 dilution causes an increment in CO mass fraction.Keywords: CH4 diffusion flame, CO2 dilution, OpenFOAM, turbulent flame.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7712228 Masonry CSEB Building Models under Shaketable Testing-An Experimental Study
Authors: Lakshmi Keshav, V. G. Srisanthi
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In this experimental investigation shake table tests were conducted on two reduced models that represent normal single room building constructed by Compressed Stabilized Earth Block (CSEB) from locally available soil. One model was constructed with earthquake resisting features (EQRF) having sill band, lintel band and vertical bands to control the building vibration and another one was without Earthquake Resisting Features. To examine the seismic capacity of the models particularly when it is subjected to long-period ground motion by large amplitude by many cycles of repeated loading, the test specimen was shaken repeatedly until the failure. The test results from Hi-end Data Acquisition system show that model with EQRF behave better than without EQRF. This modified masonry model with new material combined with new bands is used to improve the behavior of masonry building.Keywords: Earth Quake Resisting Features, Compressed Stabilized Earth Blocks, Masonry structures, Shake table testing, Horizontal and vertical bands.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27352227 An Improved Prediction Model of Ozone Concentration Time Series Based On Chaotic Approach
Authors: N. Z. A. Hamid, M. S. M. Noorani
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This study is focused on the development of prediction models of the Ozone concentration time series. Prediction model is built based on chaotic approach. Firstly, the chaotic nature of the time series is detected by means of phase space plot and the Cao method. Then, the prediction model is built and the local linear approximation method is used for the forecasting purposes. Traditional prediction of autoregressive linear model is also built. Moreover, an improvement in local linear approximation method is also performed. Prediction models are applied to the hourly Ozone time series observed at the benchmark station in Malaysia. Comparison of all models through the calculation of mean absolute error, root mean squared error and correlation coefficient shows that the one with improved prediction method is the best. Thus, chaotic approach is a good approach to be used to develop a prediction model for the Ozone concentration time series.
Keywords: Chaotic approach, phase space, Cao method, local linear approximation method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17822226 Modeling Default Probabilities of the Chosen Czech Banks in the Time of the Financial Crisis
Authors: Petr Gurný
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One of the most important tasks in the risk management is the correct determination of probability of default (PD) of particular financial subjects. In this paper a possibility of determination of financial institution’s PD according to the creditscoring models is discussed. The paper is divided into the two parts. The first part is devoted to the estimation of the three different models (based on the linear discriminant analysis, logit regression and probit regression) from the sample of almost three hundred US commercial banks. Afterwards these models are compared and verified on the control sample with the view to choose the best one. The second part of the paper is aimed at the application of the chosen model on the portfolio of three key Czech banks to estimate their present financial stability. However, it is not less important to be able to estimate the evolution of PD in the future. For this reason, the second task in this paper is to estimate the probability distribution of the future PD for the Czech banks. So, there are sampled randomly the values of particular indicators and estimated the PDs’ distribution, while it’s assumed that the indicators are distributed according to the multidimensional subordinated Lévy model (Variance Gamma model and Normal Inverse Gaussian model, particularly). Although the obtained results show that all banks are relatively healthy, there is still high chance that “a financial crisis” will occur, at least in terms of probability. This is indicated by estimation of the various quantiles in the estimated distributions. Finally, it should be noted that the applicability of the estimated model (with respect to the used data) is limited to the recessionary phase of the financial market.
Keywords: Credit-scoring Models, Multidimensional Subordinated Lévy Model, Probability of Default.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19192225 Data Collection with Bounded-Sized Messages in Wireless Sensor Networks
Authors: Min Kyung An
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In this paper, we study the data collection problem in Wireless Sensor Networks (WSNs) adopting the two interference models: The graph model and the more realistic physical interference model known as Signal-to-Interference-Noise-Ratio (SINR). The main issue of the problem is to compute schedules with the minimum number of timeslots, that is, to compute the minimum latency schedules, such that data from every node can be collected without any collision or interference to a sink node. While existing works studied the problem with unit-sized and unbounded-sized message models, we investigate the problem with the bounded-sized message model, and introduce a constant factor approximation algorithm. To the best known of our knowledge, our result is the first result of the data collection problem with bounded-sized model in both interference models.Keywords: Data collection, collision-free, interference-free, physical interference model, SINR, approximation, bounded-sized message model, wireless sensor networks, WSN.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12202224 Myotonometry Method for Assessment Muscle Performance
Authors: Rusu Ligia, Cosma Germina, Lica Eliana, Marin Mihnea, Cernăianu Sorina, Copilusi Petre Cristian, Rusu Petre Florinel
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The aim of this paper is to present the role of myotonometry in assessment muscle viscoelasticity by measurement of force index (IF) and stiffness (S) at thigh muscle groups. The results are used for improve the muscle training. The method is based on mechanic impulse on the muscle group, that involve a muscle response like acceleration, speed and amplitude curves. From these we have information about elasticity, stiffness beginning from mechanic oscillations of muscle tissue. Using this method offer the possibility for monitoring the muscle capacity for produce mechanic energy, that allows a efficiency of movement with a minimal tissue deformation.Keywords: assessment, infraspinatus syndrome, kinetic therapy, rehabilitation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21802223 Facilitating Cooperative Knowledge Support by Role-Based Knowledge-Flow Views
Authors: Chih-Wei Lin, Duen-Ren Liu, Hui-Fang Chen
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Effective knowledge support relies on providing operation-relevant knowledge to workers promptly and accurately. A knowledge flow represents an individual-s or a group-s knowledge-needs and referencing behavior of codified knowledge during operation performance. The flow has been utilized to facilitate organizational knowledge support by illustrating workers- knowledge-needs systematically and precisely. However, conventional knowledge-flow models cannot work well in cooperative teams, which team members usually have diverse knowledge-needs in terms of roles. The reason is that those models only provide one single view to all participants and do not reflect individual knowledge-needs in flows. Hence, we propose a role-based knowledge-flow view model in this work. The model builds knowledge-flow views (or virtual knowledge flows) by creating appropriate virtual knowledge nodes and generalizing knowledge concepts to required concept levels. The customized views could represent individual role-s knowledge-needs in teamwork context. The novel model indicates knowledge-needs in condensed representation from a roles perspective and enhances the efficiency of cooperative knowledge support in organizations.Keywords: cooperative knowledge support, knowledge flow, knowledge-flow view, role-based models
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13032222 Meta Model Based EA for Complex Optimization
Authors: Maumita Bhattacharya
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Evolutionary Algorithms are population-based, stochastic search techniques, widely used as efficient global optimizers. However, many real life optimization problems often require finding optimal solution to complex high dimensional, multimodal problems involving computationally very expensive fitness function evaluations. Use of evolutionary algorithms in such problem domains is thus practically prohibitive. An attractive alternative is to build meta models or use an approximation of the actual fitness functions to be evaluated. These meta models are order of magnitude cheaper to evaluate compared to the actual function evaluation. Many regression and interpolation tools are available to build such meta models. This paper briefly discusses the architectures and use of such meta-modeling tools in an evolutionary optimization context. We further present two evolutionary algorithm frameworks which involve use of meta models for fitness function evaluation. The first framework, namely the Dynamic Approximate Fitness based Hybrid EA (DAFHEA) model [14] reduces computation time by controlled use of meta-models (in this case approximate model generated by Support Vector Machine regression) to partially replace the actual function evaluation by approximate function evaluation. However, the underlying assumption in DAFHEA is that the training samples for the metamodel are generated from a single uniform model. This does not take into account uncertain scenarios involving noisy fitness functions. The second model, DAFHEA-II, an enhanced version of the original DAFHEA framework, incorporates a multiple-model based learning approach for the support vector machine approximator to handle noisy functions [15]. Empirical results obtained by evaluating the frameworks using several benchmark functions demonstrate their efficiencyKeywords: Meta model, Evolutionary algorithm, Stochastictechnique, Fitness function, Optimization, Support vector machine.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20672221 Application of Transportation Models for Analysing Future Intercity and Intracity Travel Patterns in Kuwait
Authors: Srikanth Pandurangi, Basheer Mohammed, Nezar Al Sayegh
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In order to meet the increasing demand for housing care for Kuwaiti citizens, the government authorities in Kuwait are undertaking a series of projects in the form of new large cities, outside the current urban area. Al Mutlaa City located to the north-west of the Kuwait Metropolitan Area is one such project out of the 15 planned new cities. The city accommodates a wide variety of residential developments, employment opportunities, commercial, recreational, health care and institutional uses. This paper examines the application of comprehensive transportation demand modeling works undertaken in VISUM platform to understand the future intracity and intercity travel distribution patterns in Kuwait. The scope of models developed varied in levels of detail: strategic model update, sub-area models representing future demand of Al Mutlaa City, sub-area models built to estimate the demand in the residential neighborhoods of the city. This paper aims at offering model update framework that facilitates easy integration between sub-area models and strategic national models for unified traffic forecasts. This paper presents the transportation demand modeling results utilized in informing the planning of multi-modal transportation system for Al Mutlaa City. This paper also presents the household survey data collection efforts undertaken using GPS devices (first time in Kuwait) and notebook computer based digital survey forms for interviewing representative sample of citizens and residents. The survey results formed the basis of estimating trip generation rates and trip distribution coefficients used in the strategic base year model calibration and validation process.Keywords: GPS based household surveys, transportation infrastructure, origin-destination trip matrices, traffic forecasts, transportation demand modeling, travel behavior patterns.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17072220 Performance Improvement in the Bivariate Models by using Modified Marginal Variance of Noisy Observations for Image-Denoising Applications
Authors: R. Senthilkumar
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Most simple nonlinear thresholding rules for wavelet- based denoising assume that the wavelet coefficients are independent. However, wavelet coefficients of natural images have significant dependencies. This paper attempts to give a recipe for selecting one of the popular image-denoising algorithms based on VisuShrink, SureShrink, OracleShrink, BayesShrink and BiShrink and also this paper compares different Bivariate models used for image denoising applications. The first part of the paper compares different Shrinkage functions used for image-denoising. The second part of the paper compares different bivariate models and the third part of this paper uses the Bivariate model with modified marginal variance which is based on Laplacian assumption. This paper gives an experimental comparison on six 512x512 commonly used images, Lenna, Barbara, Goldhill, Clown, Boat and Stonehenge. The following noise powers 25dB,26dB, 27dB, 28dB and 29dB are added to the six standard images and the corresponding Peak Signal to Noise Ratio (PSNR) values are calculated for each noise level.Keywords: BiShrink, Image-Denoising, PSNR, Shrinkage function
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13472219 Fuzzy EOQ Models for Deteriorating Items with Stock Dependent Demand and Non-Linear Holding Costs
Authors: G. C. Mahata, A. Goswami
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This paper deals with infinite time horizon fuzzy Economic Order Quantity (EOQ) models for deteriorating items with stock dependent demand rate and nonlinear holding costs by taking deterioration rate θ0 as a triangular fuzzy number (θ0 −δ 1, θ0, θ0 +δ 2), where 1 2 0 0 <δ ,δ <θ are fixed real numbers. The traditional parameters such as unit cost and ordering cost have been kept constant but holding cost is considered to vary. Two possibilities of variations in the holding cost function namely, a non-linear function of the length of time for which the item is held in stock and a non-linear function of the amount of on-hand inventory have been used in the models. The approximate optimal solution for the fuzzy cost functions in both these cases have been obtained and the effect of non-linearity in holding costs is studied with the help of a numerical example.
Keywords: Inventory Model, Deterioration, Holding Cost, Fuzzy Total Cost, Extension Principle.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18142218 Estimation of Natural Frequency of the Bearing System under Periodic Force Based on Principal of Hydrodynamic Mass of Fluid
Authors: M. H. Pol, A. Bidi, A. V. Hoseini
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Estimation of natural frequency of structures is very important and isn-t usually calculated simply and sometimes complicated. Lack of knowledge about that caused hard damage and hazardous effects. In this paper, with using from two different models in FEM method and based on hydrodynamic mass of fluids, natural frequency of an especial bearing (Fig. 1) in an electric field (or, a periodic force) is calculated in different stiffness and different geometric. In final, the results of two models and analytical solution are compared.Keywords: Natural frequency of the bearing, Hydrodynamic mass of fluid method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26462217 Application of Differential Transformation Method for Solving Dynamical Transmission of Lassa Fever Model
Authors: M. A. Omoloye, M. I. Yusuff, O. K. S. Emiola
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The use of mathematical models for solving biological problems varies from simple to complex analyses, depending on the nature of the research problems and applicability of the models. The method is more common nowadays. Many complex models become impractical when transmitted analytically. However, alternative approach such as numerical method can be employed. It appropriateness in solving linear and non-linear model equation in Differential Transformation Method (DTM) which depends on Taylor series make it applicable. Hence this study investigates the application of DTM to solve dynamic transmission of Lassa fever model in a population. The mathematical model was formulated using first order differential equation. Firstly, existence and uniqueness of the solution was determined to establish that the model is mathematically well posed for the application of DTM. Numerically, simulations were conducted to compare the results obtained by DTM and that of fourth-order Runge-Kutta method. As shown, DTM is very effective in predicting the solution of epidemics of Lassa fever model.
Keywords: Differential Transform Method, Existence and uniqueness, Lassa fever, Runge-Kutta Method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4892216 Classifying and Predicting Efficiencies Using Interval DEA Grid Setting
Authors: Yiannis G. Smirlis
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The classification and the prediction of efficiencies in Data Envelopment Analysis (DEA) is an important issue, especially in large scale problems or when new units frequently enter the under-assessment set. In this paper, we contribute to the subject by proposing a grid structure based on interval segmentations of the range of values for the inputs and outputs. Such intervals combined, define hyper-rectangles that partition the space of the problem. This structure, exploited by Interval DEA models and a dominance relation, acts as a DEA pre-processor, enabling the classification and prediction of efficiency scores, without applying any DEA models.Keywords: Data envelopment analysis, interval DEA, efficiency classification, efficiency prediction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9372215 Prediction of Computer and Video Game Playing Population: An Age Structured Model
Authors: T. K. Sriram, Joydip Dhar
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Models based on stage structure have found varied applications in population models. This paper proposes a stage structured model to study the trends in the computer and video game playing population of US. The game paying population is divided into three compartments based on their age group. After simulating the mathematical model, a forecast of the number of game players in each stage as well as an approximation of the average age of game players in future has been made.
Keywords: Age structure, Forecasting, Mathematical modeling, Stage structure.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19012214 Hybrid Equity Warrants Pricing Formulation under Stochastic Dynamics
Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim
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A warrant is a financial contract that confers the right but not the obligation, to buy or sell a security at a certain price before expiration. The standard procedure to value equity warrants using call option pricing models such as the Black–Scholes model had been proven to contain many flaws, such as the assumption of constant interest rate and constant volatility. In fact, existing alternative models were found focusing more on demonstrating techniques for pricing, rather than empirical testing. Therefore, a mathematical model for pricing and analyzing equity warrants which comprises stochastic interest rate and stochastic volatility is essential to incorporate the dynamic relationships between the identified variables and illustrate the real market. Here, the aim is to develop dynamic pricing formulations for hybrid equity warrants by incorporating stochastic interest rates from the Cox-Ingersoll-Ross (CIR) model, along with stochastic volatility from the Heston model. The development of the model involves the derivations of stochastic differential equations that govern the model dynamics. The resulting equations which involve Cauchy problem and heat equations are then solved using partial differential equation approaches. The analytical pricing formulas obtained in this study comply with the form of analytical expressions embedded in the Black-Scholes model and other existing pricing models for equity warrants. This facilitates the practicality of this proposed formula for comparison purposes and further empirical study.
Keywords: Cox-Ingersoll-Ross model, equity warrants, Heston model, hybrid models, stochastic.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5842213 Specialized Reduced Models of Dynamic Flows in 2-Stroke Engines
Authors: S. Cagin, X. Fischer, E. Delacourt, N. Bourabaa, C. Morin, D. Coutellier, B. Carré, S. Loumé
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The complexity of scavenging by ports and its impact on engine efficiency create the need to understand and to model it as realistically as possible. However, there are few empirical scavenging models and these are highly specialized. In a design optimization process, they appear very restricted and their field of use is limited. This paper presents a comparison of two methods to establish and reduce a model of the scavenging process in 2-stroke diesel engines. To solve the lack of scavenging models, a CFD model has been developed and is used as the referent case. However, its large size requires a reduction. Two techniques have been tested depending on their fields of application: The NTF method and neural networks. They both appear highly appropriate drastically reducing the model’s size (over 90% reduction) with a low relative error rate (under 10%). Furthermore, each method produces a reduced model which can be used in distinct specialized fields of application: the distribution of a quantity (mass fraction for example) in the cylinder at each time step (pseudo-dynamic model) or the qualification of scavenging at the end of the process (pseudo-static model).
Keywords: Diesel engine, Design optimization, Model reduction, Neural network, NTF algorithm, Scavenging.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13302212 On the Performance of Information Criteria in Latent Segment Models
Authors: Jaime R. S. Fonseca
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Nevertheless the widespread application of finite mixture models in segmentation, finite mixture model selection is still an important issue. In fact, the selection of an adequate number of segments is a key issue in deriving latent segments structures and it is desirable that the selection criteria used for this end are effective. In order to select among several information criteria, which may support the selection of the correct number of segments we conduct a simulation study. In particular, this study is intended to determine which information criteria are more appropriate for mixture model selection when considering data sets with only categorical segmentation base variables. The generation of mixtures of multinomial data supports the proposed analysis. As a result, we establish a relationship between the level of measurement of segmentation variables and some (eleven) information criteria-s performance. The criterion AIC3 shows better performance (it indicates the correct number of the simulated segments- structure more often) when referring to mixtures of multinomial segmentation base variables.Keywords: Quantitative Methods, Multivariate Data Analysis, Clustering, Finite Mixture Models, Information Theoretical Criteria, Simulation experiments.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15192211 Mapping Knowledge Model Onto Java Codes
Authors: B.A.Gobin, R.K.Subramanian
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This paper gives an overview of the mapping mechanism of SEAM-a methodology for the automatic generation of knowledge models and its mapping onto Java codes. It discusses the rules that will be used to map the different components in the knowledge model automatically onto Java classes, properties and methods. The aim of developing this mechanism is to help in the creation of a prototype which will be used to validate the knowledge model which has been generated automatically. It will also help to link the modeling phase with the implementation phase as existing knowledge engineering methodologies do not provide for proper guidelines for the transition from the knowledge modeling phase to development phase. This will decrease the development overheads associated to the development of Knowledge Based Systems.Keywords: KBS, OWL, ontology, knowledge models
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13842210 Feature Analysis of Predictive Maintenance Models
Authors: Zhaoan Wang
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Research in predictive maintenance modeling has improved in the recent years to predict failures and needed maintenance with high accuracy, saving cost and improving manufacturing efficiency. However, classic prediction models provide little valuable insight towards the most important features contributing to the failure. By analyzing and quantifying feature importance in predictive maintenance models, cost saving can be optimized based on business goals. First, multiple classifiers are evaluated with cross-validation to predict the multi-class of failures. Second, predictive performance with features provided by different feature selection algorithms are further analyzed. Third, features selected by different algorithms are ranked and combined based on their predictive power. Finally, linear explainer SHAP (SHapley Additive exPlanations) is applied to interpret classifier behavior and provide further insight towards the specific roles of features in both local predictions and global model behavior. The results of the experiments suggest that certain features play dominant roles in predictive models while others have significantly less impact on the overall performance. Moreover, for multi-class prediction of machine failures, the most important features vary with type of machine failures. The results may lead to improved productivity and cost saving by prioritizing sensor deployment, data collection, and data processing of more important features over less importance features.
Keywords: Automated supply chain, intelligent manufacturing, predictive maintenance machine learning, feature engineering, model interpretation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20042209 Identification, Prediction and Detection of the Process Fault in a Cement Rotary Kiln by Locally Linear Neuro-Fuzzy Technique
Authors: Masoud Sadeghian, Alireza Fatehi
Abstract:
In this paper, we use nonlinear system identification method to predict and detect process fault of a cement rotary kiln. After selecting proper inputs and output, an input-output model is identified for the plant. To identify the various operation points in the kiln, Locally Linear Neuro-Fuzzy (LLNF) model is used. This model is trained by LOLIMOT algorithm which is an incremental treestructure algorithm. Then, by using this method, we obtained 3 distinct models for the normal and faulty situations in the kiln. One of the models is for normal condition of the kiln with 15 minutes prediction horizon. The other two models are for the two faulty situations in the kiln with 7 minutes prediction horizon are presented. At the end, we detect these faults in validation data. The data collected from White Saveh Cement Company is used for in this study.Keywords: Cement Rotary Kiln, Fault Detection, Delay Estimation Method, Locally Linear Neuro Fuzzy Model, LOLIMOT.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1673