Search results for: prediction model

Authors: Guoliang Fan, Aiping Li, Xuemei Liu, Liyun Xu

Abstract:

The performance of the tightening equipment will decline with the working process in manufacturing system. The main manifestations are the randomness and discretization degree increasing of the tightening performance. To evaluate the degradation tendency of the tightening performance accurately, a complexity measurement approach based on Kolmogorov entropy is presented. At first, the states of performance index are divided for calibrating the discrete degree. Then the complexity measurement model based on Kolmogorov entropy is built. The model describes the performance degradation tendency of tightening equipment quantitatively. At last, a study case is applied for verifying the efficiency and validity of the approach. The research achievement shows that the presented complexity measurement can effectively evaluate the degradation tendency of the tightening equipment. It can provide theoretical basis for preventive maintenance and life prediction of equipment.

Keywords: Complexity measurement, Kolmogorov entropy, manufacturing system, performance evaluation, tightening equipment.

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Authors: M. S. Meon, M. N. Rao, K-U. Schröder

Abstract:

Mechanical fasteners especially bolting is commonly used in joining carbon-fiber reinforced polymer (CFRP) composite structures due to their good joinability and easy for maintenance characteristics. Since this approach involves with notching, a proper progressive damage model (PDM) need to be implemented and verified to capture existence of damages in the structure. A three dimensional (3D) failure criteria of Puck is established to predict the ultimate bearing failure of such joint. The failure criteria incorporated with degradation scheme are coded based on user subroutine executed in Abaqus. Single lap joint (SLJ) of composite bolted joint is used as target configuration. The results revealed that the PDM adopted here could sufficiently predict the behaviour of composite bolted joint up to ultimate bearing failure. In addition, mesh refinement near holes increased the accuracy of predicted strength as well as computational effort.

Keywords: Bearing strength, bolted joint, degradation scheme, progressive damage model.

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Authors: M. Raciti Castelli, A. Fedrigo, E. Benini

Abstract:

A multiple-option analytical model for the evaluation of the energy performance and distribution of aerodynamic forces acting on a vertical-axis Darrieus wind turbine depending on both rotor architecture and operating conditions is presented. For this purpose, a numerical algorithm, capable of generating the desired rotor conformation depending on design geometric parameters, is coupled to a Single/Double-Disk Multiple-Streamtube Blade Element – Momentum code. Both single and double-disk configurations are analyzed and model predictions are compared to literature experimental data in order to test the capability of the code for predicting rotor performance. Effective airfoil characteristics based on local blade Reynolds number are obtained through interpolation of literature low-Reynolds airfoil databases. Some corrections are introduced inside the original model with the aim of simulating also the effects of blade dynamic stall, rotor streamtube expansion and blade finite aspect ratio, for which a new empirical relationship to better fit the experimental data is proposed. In order to predict also open field rotor operation, a freestream wind shear profile is implemented, reproducing the effect of atmospheric boundary layer.

Keywords: Wind turbine, BE-M, dynamic stall, streamtube expansion, airfoil finite aspect ratio

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Authors: Mohammed Abdalla Osman Mukhtar, Azween Abdullah, Alan Giffin Downe

Abstract:

Model mapping and transformation are important processes in high level system abstractions, and form the cornerstone of model-driven architecture (MDA) techniques. Considerable research in this field has devoted attention to static system abstraction, despite the fact that most systems are dynamic with high frequency changes in behavior. In this paper we provide an overview of work that has been done with regard to behavior model mapping and transformation, based on: (1) the completeness of the platform independent model (PIM); (2) semantics of behavioral models; (3) languages supporting behavior model transformation processes; and (4) an evaluation of model composition to effect the best approach to describing large systems with high complexity.

Keywords: MDA; PIM, PSM, QVT, Model Transformation

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Authors: Bharatendra Rai

Abstract:

Predictive data analysis and modeling involving machine learning techniques become challenging in presence of too many explanatory variables or features. Presence of too many features in machine learning is known to not only cause algorithms to slow down, but they can also lead to decrease in model prediction accuracy. This study involves housing dataset with 79 quantitative and qualitative features that describe various aspects people consider while buying a new house. Boruta algorithm that supports feature selection using a wrapper approach build around random forest is used in this study. This feature selection process leads to 49 confirmed features which are then used for developing predictive random forest models. The study also explores five different data partitioning ratios and their impact on model accuracy are captured using coefficient of determination (r-square) and root mean square error (rsme).

Keywords: Housing data, feature selection, random forest, Boruta algorithm, root mean square error.

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Authors: C. Nallusamy, A. Sabari, K. Suganya

Abstract:

Geographical routing protocol requires node physical location information to make forwarding decision. Geographical routing uses location service or position service to obtain the position of a node. The geographical information is a geographic coordinates or can be obtained through reference points on some fixed coordinate system. Link can be formed between two nodes. Link lifetime plays a crucial role in MANET. Link lifetime represent how long the link is stable without any failure between the nodes. Link failure may occur due to mobility and because of link failure energy of nodes can be drained. Thus this paper proposes survey about link lifetime prediction using geographical information.

Keywords: MANET, Geographical routing, Link lifetime, Link stability.

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Authors: Debesh R. Roy

Abstract:

The fundamental issue in understanding the origin and growth mechanism of nanomaterials, from a fundamental unit is a big challenging problem to the scientists. Recently, an immense attention is generated to the researchers for prediction of exceptionally stable atomic cluster units as the building units for future smart materials. The present study is a systematic investigation on the stability and electronic properties of a series of bimetallic (semiconductor-alkaline earth) clusters, viz., BxMg3 (x=1-5) is performed, in search for exceptional and/ or unusual stable motifs. A very popular hybrid exchange-correlation functional, B3LYP along with a higher basis set, viz., 6-31+G[d,p] is employed for this purpose under the density functional formalism. The magic stability among the concerned clusters is explained using the jellium model. It is evident from the present study that the magic stability of B4Mg3 cluster arises due to the jellium shell closure.

Keywords: Atomic Clusters, Density Functional Theory, Jellium Model, Magic Clusters, Smart Nanomaterials.

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Authors: Liang Zhao, Jili Zhang, Chongquan Zhong

Abstract:

Energy consumption data, in particular those involving public buildings, are impacted by many factors: the building structure, climate/environmental parameters, construction, system operating condition, and user behavior patterns. Traditional methods for data analysis are insufficient. This paper delves into the data mining technology to determine its application in the analysis of building energy consumption data including energy consumption prediction, fault diagnosis, and optimal operation. Recent literature are reviewed and summarized, the problems faced by data mining technology in the area of energy consumption data analysis are enumerated, and research points for future studies are given.

Keywords: Data mining, data analysis, prediction, optimization, building operational performance.

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Authors: Omar M. Elmabrouk., Roaa Y. Taha., Najat M. Ebrahim, Sabbreen A. Mohammed

Abstract:

Power transformers are the most crucial part of power electrical system, distribution and transmission grid. This part is maintained using predictive or condition-based maintenance approach. The diagnosis of power transformer condition is performed based on Dissolved Gas Analysis (DGA). There are five main methods utilized for analyzing these gases. These methods are International Electrotechnical Commission (IEC) gas ratio, Key Gas, Roger gas ratio, Doernenburg, and Duval Triangle. Moreover, due to the importance of the transformers, there is a need for an accurate technique to diagnose and hence predict the transformer condition. The main objective of this technique is to avoid the transformer faults and hence to maintain the power electrical system, distribution and transmission grid. In this paper, the DGA was utilized based on the data collected from the transformer records available in the General Electricity Company of Libya (GECOL) which is located in Benghazi-Libya. The Fuzzy Logic (FL) technique was implemented as a diagnostic approach based on IEC gas ratio method. The FL technique gave better results and approved to be used as an accurate prediction technique for power transformer faults. Also, this technique is approved to be a quite interesting for the readers and the concern researchers in the area of FL mathematics and power transformer.

Keywords: Fuzzy logic, dissolved gas-in-oil analysis, DGA, prediction, power transformer.

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Authors: Ikmal Hisyam Mohamad Paris, Lilly Suriani Affendey, Norwati Mustapha

Abstract:

In this paper we compare the accuracy of data mining methods to classifying students in order to predicting student-s class grade. These predictions are more useful for identifying weak students and assisting management to take remedial measures at early stages to produce excellent graduate that will graduate at least with second class upper. Firstly we examine single classifiers accuracy on our data set and choose the best one and then ensembles it with a weak classifier to produce simple voting method. We present results show that combining different classifiers outperformed other single classifiers for predicting student performance.

Keywords: Classification, Data Mining, Prediction, Combination of Multiple Classifiers.

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Authors: Etienne Provencal, David L. St-Pierre

Abstract:

A facility exploiting only electronic gambling machines (EGMs) opened in 2007 in Quebec City, Canada under the name of Salons de Jeux du Québec (SdjQ). This facility is one of the first worldwide to rely on that business model. This paper models the performance of such EGMs. The interest from a managerial point of view is to identify the variables that can be controlled or influenced so that a comprehensive model can help improve the overall performance of the business. The EGM individual performance model contains eight different variables under study (Game Title, Progressive jackpot, Bonus Round, Minimum Coin-in, Maximum Coin-in, Denomination, Slant Top and Position). Using data from Quebec City’s SdjQ, a linear regression analysis explains 90.80% of the EGM performance. Moreover, results show a behavior slightly different than that of a casino. The addition of GameTitle as a factor to predict the EGM performance is one of the main contributions of this paper. The choice of the game (GameTitle) is very important. Games having better position do not have significantly better performance than games located elsewhere on the gaming floor. Progressive jackpots have a positive and significant effect on the individual performance of EGMs. The impact of BonusRound on the dependent variable is significant but negative. The effect of Denomination is significant but weakly negative. As expected, the Language of an EGMS does not impact its individual performance. This paper highlights some possible improvements by indicating which features are performing well. Recommendations are given to increase the performance of the EGMs performance.

Keywords: EGM, linear regression, model prediction, slot operations.

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Authors: Chalermsak Leetrakool, Komson Jirapattarasilp

Abstract:

This research was to study effect of rotational speed and eccentric factors, which were affected on looseness of bearing. The experiment was conducted on three rotational speeds and five eccentric distances with 5 replications. The results showed that influenced factor affected to looseness of bearing was rotational speed and eccentric distance which showed statistical significant. Higher rotational speed would cause on high looseness. Moreover, more eccentric distance, more looseness of bearing. Using bearing at high rotational with high eccentric of shaft would be affected bearing fault more than lower rotational speed. The prediction equation of looseness was generated by regression analysis. The prediction has an effected to the looseness of bearing at 91.5%.

Keywords: Bearing, Looseness, Rotational speed, Eccentric

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Authors: S. Bouharati, F. Allag, M. Belmahdi, M. Bounechada

Abstract:

In terms of ecology forecast effects of desertification, the purpose of this study is to develop a predictive model of growth and adaptation of species in arid environment and bioclimatic conditions. The impact of climate change and the desertification phenomena is the result of combined effects in magnitude and frequency of these phenomena. Like the data involved in the phytopathogenic process and bacteria growth in arid soil occur in an uncertain environment because of their complexity, it becomes necessary to have a suitable methodology for the analysis of these variables. The basic principles of fuzzy logic those are perfectly suited to this process. As input variables, we consider the physical parameters, soil type, bacteria nature, and plant species concerned. The result output variable is the adaptability of the species expressed by the growth rate or extinction. As a conclusion, we prevent the possible strategies for adaptation, with or without shifting areas of plantation and nature adequate vegetation.

Keywords: Climate changes, dry soil, Phytopathogenicity, Predictive model, Fuzzy logic.

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Authors: Joonas Pääkkönen

Abstract:

In sports, individuals and teams are typically interested in final rankings. Final results, such as times or distances, dictate these rankings, also known as places. Places can be further associated with ordered random variables, commonly referred to as order statistics. In this work, we introduce a simple, yet accurate order statistical ordinal regression function that predicts relay race places with changeover-times. We call this function the Fenton-Wilkinson Order Statistics model. This model is built on the following educated assumption: individual leg-times follow log-normal distributions. Moreover, our key idea is to utilize Fenton-Wilkinson approximations of changeover-times alongside an estimator for the total number of teams as in the notorious German tank problem. This original place regression function is sigmoidal and thus correctly predicts the existence of a small number of elite teams that significantly outperform the rest of the teams. Our model also describes how place increases linearly with changeover-time at the inflection point of the log-normal distribution function. With real-world data from Jukola 2019, a massive orienteering relay race, the model is shown to be highly accurate even when the size of the training set is only 5% of the whole data set. Numerical results also show that our model exhibits smaller place prediction root-mean-square-errors than linear regression, mord regression and Gaussian process regression.

Keywords: Fenton-Wilkinson approximation, German tank problem, log-normal distribution, order statistics, ordinal regression, orienteering, sports analytics, sports modeling.

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Authors: A. J. Regan, F. J. Lidgey, M. Betteridge, P. Georgiou, C. Toumazou, K. Hayatleh, J. R. Dibble

Abstract:

Our goal is development of an algorithm capable of predicting the directional trend of the Standard and Poor’s 500 index (S&P 500). Extensive research has been published attempting to predict different financial markets using historical data testing on an in-sample and trend basis, with many authors employing excessively complex mathematical techniques. In reviewing and evaluating these in-sample methodologies, it became evident that this approach was unable to achieve sufficiently reliable prediction performance for commercial exploitation. For these reasons, we moved to an out-ofsample strategy based on linear regression analysis of an extensive set of financial data correlated with historical closing prices of the S&P 500. We are pleased to report a directional trend accuracy of greater than 55% for tomorrow (t+1) in predicting the S&P 500.

Keywords: Financial algorithm, GPU, S&P 500, stock market prediction.

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Authors: Nhu Van NGUYEN, Jean-Marc OGIER, Salvatore TABBONE, Alain BOUCHER

Abstract:

The state-of-the-art Bag of Words model in Content- Based Image Retrieval has been used for years but the relevance feedback strategies for this model are not fully investigated. Inspired from text retrieval, the Bag of Words model has the ability to use the wealth of knowledge and practices available in text retrieval. We study and experiment the relevance feedback model in text retrieval for adapting it to image retrieval. The experiments show that the techniques from text retrieval give good results for image retrieval and that further improvements is possible.

Keywords: Relevance feedback, bag of words model, probabilistic model, vector space model, image retrieval

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

Abstract:

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

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

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Authors: L. A. Muhammad, M. S. Argungu

Abstract:

Educational data mining (EDM) has recorded substantial considerations. Techniques of data mining in one way or the other have been proposed to dig out out-of-sight knowledge in educational data. The result of the study got assists academic institutions in further enhancing their process of learning and methods of passing knowledge to students. Consequently, the performance of students boasts and the educational products are by no doubt enhanced. This study adopted a student performance prediction model premised on techniques of data mining with Students' Essential Features (SEF). SEF are linked to the learner's interactivity with the e-learning management system. The performance of the student's predictive model is assessed by a set of classifiers, viz. Bayes Network, Logistic Regression, and Reduce Error Pruning Tree (REP). Consequently, ensemble methods of Bagging, Boosting, and Random Forest (RF) are applied to improve the performance of these single classifiers. The study reveals that the result shows a robust affinity between learners' behaviors and their academic attainment. Result from the study shows that the REP Tree and its ensemble record the highest accuracy of 83.33% using SEF. Hence, in terms of the Receiver Operating Curve (ROC), boosting method of REP Tree records 0.903, which is the best. This result further demonstrates the dependability of the proposed model.

Keywords: Ensemble, bagging, Random Forest, boosting, data mining, classifiers, machine learning.

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Authors: Byung-kyoo Jung, Weui-bong Jeong

Abstract:

In most cases, it is considerably difficult to directly measure structural vibration with a lot of sensors because of complex geometry, time and equipment cost. For this reason, this paper deals with the problem of locating sensors on a plate model by four advanced sensor placement optimization (S.P.O) techniques. It also suggests the evaluation index representing the characteristic of orthogonal between each of natural modes. The index value provides the assistance to selecting of proper S.P.O technique and optimal positions for monitoring of dynamic systems without the experiment.

Keywords: Genetic algorithm, Modal assurance criterion, Sensor placement optimization.

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Authors: F. Urem, K. Fertalj, Ž. Mikulić

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This paper presents the possibilities of using Weibull statistical distribution in modeling the distribution of defects in ERP systems. There follows a case study, which examines helpdesk records of defects that were reported as the result of one ERP subsystem upgrade. The result of the applied modeling is in modeling the reliability of the ERP system from a user perspective with estimated parameters like expected maximum number of defects in one day or predicted minimum of defects between two upgrades. Applied measurement-based analysis framework is proved to be suitable in predicting future states of the reliability of the observed ERP subsystems.

Keywords: ERP, reliability, Weibull

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Authors: Benjamin D. Leiby, Darryl K. Ahner

Abstract:

This study demonstrates an alternative stochastic imputation approach for large datasets when preferred commercial packages struggle to iterate due to numerical problems. A large country conflict dataset motivates the search to impute missing values well over a common threshold of 20% missingness. The methodology capitalizes on correlation while using model residuals to provide the uncertainty in estimating unknown values. Examination of the methodology provides insight toward choosing linear or nonlinear modeling terms. Static tolerances common in most packages are replaced with tailorable tolerances that exploit residuals to fit each data element. The methodology evaluation includes observing computation time, model fit, and the comparison of known  values to replaced values created through imputation. Overall, the country conflict dataset illustrates promise with modeling first-order interactions, while presenting a need for further refinement that mimics predictive mean matching.

Keywords: Correlation, country conflict, imputation, stochastic regression.

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Authors: Hesham Abd Elkhalek, Sherif M. Hafez, Yasser M. El Fahham

Abstract:

Allocating limited budget to maintain bridge networks and selecting effective maintenance strategies for each bridge represent challenging tasks for maintenance managers and decision makers. In Egypt, bridges are continuously deteriorating. In many cases, maintenance works are performed due to user complaints. The objective of this paper is to develop a practical and reliable framework to manage the maintenance, repair, and rehabilitation (MR&R) activities of Bridges network considering performance and budget limits. The model solves an optimization problem that maximizes the average condition of the entire network given the limited available budget using Genetic Algorithm (GA). The framework contains bridge inventory, condition assessment, repair cost calculation, deterioration prediction, and maintenance optimization. The developed model takes into account multiple parameters including serviceability requirements, budget allocation, element importance on structural safety and serviceability, bridge impact on network, and traffic. A questionnaire is conducted to complete the research scope. The proposed model is implemented in software, which provides a friendly user interface. The framework provides a multi-year maintenance plan for the entire network for up to five years. A case study of ten bridges is presented to validate and test the proposed model with data collected from Transportation Authorities in Egypt. Different scenarios are presented. The results are reasonable, feasible and within acceptable domain.

Keywords: Bridge Management Systems (BMS), cost optimization condition assessment, fund allocation, Markov chain.

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Authors: Asar Khan, Peter D. Widdop, Andrew J. Day, Aliaster S. Wood, Steve, R. Mounce, John Machell

Abstract:

This paper describes an automated event detection and location system for water distribution pipelines which is based upon low-cost sensor technology and signature analysis by an Artificial Neural Network (ANN). The development of a low cost failure sensor which measures the opacity or cloudiness of the local water flow has been designed, developed and validated, and an ANN based system is then described which uses time series data produced by sensors to construct an empirical model for time series prediction and classification of events. These two components have been installed, tested and verified in an experimental site in a UK water distribution system. Verification of the system has been achieved from a series of simulated burst trials which have provided real data sets. It is concluded that the system has potential in water distribution network management.

Keywords: Detection, leakage, neural networks, sensors, water distribution networks

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Authors: Marco Actis Grande, Somlak Wannarumon

Abstract:

This paper proposes the numerical simulation of the investment casting of gold jewelry. It aims to study the behavior of fluid flow during mould filling and solidification and to optimize the process parameters, which lead to predict and control casting defects such as gas porosity and shrinkage porosity. A finite difference method, computer simulation software FLOW-3D was used to simulate the jewelry casting process. The simplified model was designed for both numerical simulation and real casting production. A set of sensor acquisitions were allocated on the different positions of the wax tree of the model to detect filling times, while a set of thermocouples were allocated to detect the temperature during casting and cooling. Those detected data were applied to validate the results of the numerical simulation to the results of the real casting. The resulting comparisons signify that the numerical simulation can be used as an effective tool in investment-casting-process optimization and casting-defect prediction.

Keywords: Computer fluid dynamic, Investment casting, Jewelry, Mould filling, Simulation.

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Authors: A. Pedram, M. R. Jamali, T. Pedram, S. M. Fakhraie, C. Lucas

Abstract:

Local Linear Neuro-Fuzzy Models (LLNFM) like other neuro- fuzzy systems are adaptive networks and provide robust learning capabilities and are widely utilized in various applications such as pattern recognition, system identification, image processing and prediction. Local linear model tree (LOLIMOT) is a type of Takagi-Sugeno-Kang neuro fuzzy algorithm which has proven its efficiency compared with other neuro fuzzy networks in learning the nonlinear systems and pattern recognition. In this paper, a dedicated reconfigurable and parallel processing hardware for LOLIMOT algorithm and its applications are presented. This hardware realizes on-chip learning which gives it the capability to work as a standalone device in a system. The synthesis results on FPGA platforms show its potential to improve the speed at least 250 of times faster than software implemented algorithms.

Keywords: LOLIMOT, hardware, neurofuzzy systems, reconfigurable, parallel.

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Authors: Çiğdem Bakır, Mecit Yüzkat

Abstract:

With the increasing emphasis on water quality worldwide, the search for and expanding the market for new and intelligent monitoring systems has increased. The current method is the laboratory process, where samples are taken from bodies of water, and tests are carried out in laboratories. This method is time-consuming, a waste of manpower and uneconomical. To solve this problem, we used machine learning methods to detect water pollution in our study. We created decision trees with the Orange3 software used in the study and tried to determine all the factors that cause water pollution. An automatic prediction model based on water quality was developed by taking many model inputs such as water temperature, pH, transparency, conductivity, dissolved oxygen, and ammonia nitrogen with machine learning methods. The proposed approach consists of three stages: Preprocessing of the data used, feature detection and classification. We tried to determine the success of our study with different accuracy metrics and the results were presented comparatively. In addition, we achieved approximately 98% success with the decision tree.

Keywords: Decision tree, water quality, water pollution, machine learning.

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Authors: Farhad Alizadeh, Alireza Faregh Gharamaleki, Mojtaba Jalilzadeh, Houshang Gholami, Ali Akhoundzadeh

Abstract:

This study presented hybrid pre-processing approach along with a conceptual model to enhance the accuracy of river discharge prediction. In order to achieve this goal, Ensemble Empirical Mode Decomposition algorithm (EEMD), Discrete Wavelet Transform (DWT) and Mutual Information (MI) were employed as a hybrid pre-processing approach conjugated to Least Square Support Vector Machine (LSSVM). A conceptual strategy namely multi-station model was developed to forecast the Souris River discharge more accurately. The strategy used herein was capable of covering uncertainties and complexities of river discharge modeling. DWT and EEMD was coupled, and the feature selection was performed for decomposed sub-series using MI to be employed in multi-station model. In the proposed feature selection method, some useless sub-series were omitted to achieve better performance. Results approved efficiency of the proposed DWT-EEMD-MI approach to improve accuracy of multi-station modeling strategies.

Keywords: River stage-discharge process, LSSVM, discrete wavelet transform (DWT), ensemble empirical decomposition mode (EEMD), multi-station modeling.

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Authors: S. Chonsatidjamroen , K-N. Areerak, K-L. Areerak

Abstract:

This paper presents the averaging model of a buck converter derived from the generalized state-space averaging method. The sliding mode control is used to regulate the output voltage of the converter and taken into account in the model. The proposed model requires the fast computational time compared with those of the full topology model. The intensive time-domain simulations via the exact topology model are used as the comparable model. The results show that a good agreement between the proposed model and the switching model is achieved in both transient and steady-state responses. The reported model is suitable for the optimal controller design by using the artificial intelligence techniques.

Keywords: Generalized state-space averaging method, buck converter, sliding mode control, modeling, simulation.

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

Abstract:

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

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

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Authors: Fatih Kagnici

Abstract:

Improvement in CAE methods has an important role for shortening of the vehicle product development time. It is provided that validation of the design and improvements in terms of durability can be done without hardware prototype production. In recent years, several different methods have been developed in order to investigate fatigue damage of the vehicle. The intended goal among these methods is prediction of fatigue damage in a short time with reduced costs. This study developed a new fatigue damage prediction method in the automotive sector using power spectrum densities of accelerations. This study also confirmed that the weak region in vehicle can be easily detected with the method developed in this study which results were compared with conventional method.

Keywords: Fatigue damage, Power spectrum density, Vibration induced fatigue, Vehicle development

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