Search results for: Time series modelling
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7479

Search results for: Time series modelling

6969 Multi-Factor Optimization Method through Machine Learning in Building Envelope Design: Focusing on Perforated Metal Façade

Authors: Jinwooung Kim, Jae-Hwan Jung, Seong-Jun Kim, Sung-Ah Kim

Abstract:

Because the building envelope has a significant impact on the operation and maintenance stage of the building, designing the facade considering the performance can improve the performance of the building and lower the maintenance cost of the building. In general, however, optimizing two or more performance factors confronts the limits of time and computational tools. The optimization phase typically repeats infinitely until a series of processes that generate alternatives and analyze the generated alternatives achieve the desired performance. In particular, as complex geometry or precision increases, computational resources and time are prohibitive to find the required performance, so an optimization methodology is needed to deal with this. Instead of directly analyzing all the alternatives in the optimization process, applying experimental techniques (heuristic method) learned through experimentation and experience can reduce resource waste. This study proposes and verifies a method to optimize the double envelope of a building composed of a perforated panel using machine learning to the design geometry and quantitative performance. The proposed method is to achieve the required performance with fewer resources by supplementing the existing method which cannot calculate the complex shape of the perforated panel.

Keywords: Building envelope, machine learning, perforated metal, multi-factor optimization, façade.

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6968 Effect of Nano-SiO2 Solution on the Strength Characteristics of Kaolinite

Authors: Reza Ziaie Moayed, Hamidreza Rahmani

Abstract:

Today, with developments in science and technology, there is an excessive potential for the use of nanomaterials in various fields of geotechnical project such as soil stabilization. This study investigates the effect of Nano-SiO2 solution on the unconfined compression strength and Young's elastic modulus of Kaolinite. For this purpose, nano-SiO2 was mixed with kaolinite in five different contents: 1, 2, 3, 4 and 5% by weight of the dry soil and a series of the unconfined compression test with curing time of one-day was selected as laboratory test. Analyses of the tests results show that stabilization of kaolinite with Nano-SiO2 solution can improve effectively the unconfined compression strength of modified soil up to 1.43 times compared to  the pure soil.

Keywords: Kaolinite, nano-SiO2, stabilization, unconfined compression test, Young's modulus.

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6967 Jeffrey's Prior for Unknown Sinusoidal Noise Model via Cramer-Rao Lower Bound

Authors: Samuel A. Phillips, Emmanuel A. Ayanlowo, Rasaki O. Olanrewaju, Olayode Fatoki

Abstract:

This paper employs the Jeffrey's prior technique in the process of estimating the periodograms and frequency of sinusoidal model for unknown noisy time variants or oscillating events (data) in a Bayesian setting. The non-informative Jeffrey's prior was adopted for the posterior trigonometric function of the sinusoidal model such that Cramer-Rao Lower Bound (CRLB) inference was used in carving-out the minimum variance needed to curb the invariance structure effect for unknown noisy time observational and repeated circular patterns. An average monthly oscillating temperature series measured in degree Celsius (0C) from 1901 to 2014 was subjected to the posterior solution of the unknown noisy events of the sinusoidal model via Markov Chain Monte Carlo (MCMC). It was not only deduced that two minutes period is required before completing a cycle of changing temperature from one particular degree Celsius to another but also that the sinusoidal model via the CRLB-Jeffrey's prior for unknown noisy events produced a miniature posterior Maximum A Posteriori (MAP) compare to a known noisy events.

Keywords: Cramer-Rao Lower Bound (CRLB), Jeffrey's prior, Sinusoidal, Maximum A Posteriori (MAP), Markov Chain Monte Carlo (MCMC), Periodograms.

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6966 Fault Diagnosis of Nonlinear Systems Using Dynamic Neural Networks

Authors: E. Sobhani-Tehrani, K. Khorasani, N. Meskin

Abstract:

This paper presents a novel integrated hybrid approach for fault diagnosis (FD) of nonlinear systems. Unlike most FD techniques, the proposed solution simultaneously accomplishes fault detection, isolation, and identification (FDII) within a unified diagnostic module. At the core of this solution is a bank of adaptive neural parameter estimators (NPE) associated with a set of singleparameter fault models. The NPEs continuously estimate unknown fault parameters (FP) that are indicators of faults in the system. Two NPE structures including series-parallel and parallel are developed with their exclusive set of desirable attributes. The parallel scheme is extremely robust to measurement noise and possesses a simpler, yet more solid, fault isolation logic. On the contrary, the series-parallel scheme displays short FD delays and is robust to closed-loop system transients due to changes in control commands. Finally, a fault tolerant observer (FTO) is designed to extend the capability of the NPEs to systems with partial-state measurement.

Keywords: Hybrid fault diagnosis, Dynamic neural networks, Nonlinear systems.

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6965 Circadian Clock and Subjective Time Perception: A Simple Open Source Application for the Analysis of Induced Time Perception in Humans

Authors: Agata M. Kołodziejczyk, Mateusz Harasymczuk, Pierre-Yves Girardin, Lucie Davidová

Abstract:

Subjective time perception implies connection to cognitive functions, attention, memory and awareness, but a little is known about connections with homeostatic states of the body coordinated by circadian clock. In this paper, we present results from experimental study of subjective time perception in volunteers performing physical activity on treadmill in various phases of their circadian rhythms. Subjects were exposed to several time illusions simulated by programmed timing systems. This study brings better understanding for further improvement of of work quality in isolated areas. 

Keywords: Biological clock, light, time illusions, treadmill.

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6964 Effect of TCSR on Measured Impedance by Distance Protection in Presence Single Phase to Earth Fault

Authors: Mohamed Zellagui, Abdelaziz Chaghi

Abstract:

This paper presents the impact study of apparent reactance injected by series Flexible AC Transmission System (FACTS) i.e. Thyristor Controlled Series Reactor (TCSR) on the measured impedance of a 400 kV single electrical transmission line in the presence of phase to earth fault with fault resistance. The study deals with an electrical transmission line of Eastern Algerian transmission networks at Group Sonelgaz (Algerian Company of Electrical and Gas) compensated by TCSR connected at midpoint of the line. This compensator used to inject active and reactive powers is controlled by three TCSR-s. The simulations results investigate the impacts of the TCSR on the parameters of short circuit calculation and parameters of measured impedance by distance relay in the presence of earth fault for three cases study.

Keywords: TCSR, Transmission line, Apparent reactance, Earth fault, Symmetrical components, Distance protection, Measured impedance.

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6963 Can Exams Be Shortened? Using a New Empirical Approach to Test in Finance Courses

Authors: Eric S. Lee, Connie Bygrave, Jordan Mahar, Naina Garg, Suzanne Cottreau

Abstract:

Marking exams is universally detested by lecturers. Final exams in many higher education courses often last 3.0 hrs. Do exams really need to be so long? Can we justifiably reduce the number of questions on them? Surprisingly few have researched these questions, arguably because of the complexity and difficulty of using traditional methods. To answer these questions empirically, we used a new approach based on three key elements: Use of an unusual variation of a true experimental design, equivalence hypothesis testing, and an expanded set of six psychometric criteria to be met by any shortened exam if it is to replace a current 3.0-hr exam (reliability, validity, justifiability, number of exam questions, correspondence, and equivalence). We compared student performance on each official 3.0-hr exam with that on five shortened exams having proportionately fewer questions (2.5, 2.0, 1.5, 1.0, and 0.5 hours) in a series of four experiments conducted in two classes in each of two finance courses (224 students in total). We found strong evidence that, in these courses, shortening of final exams to 2.0 hrs was warranted on all six psychometric criteria. Shortening these exams by one hour should result in a substantial one-third reduction in lecturer time and effort spent marking, lower student stress, and more time for students to prepare for other exams. Our approach provides a relatively simple, easy-to-use methodology that lecturers can use to examine the effect of shortening their own exams.

Keywords: Exam length, psychometric criteria, synthetic experimental designs, test length.

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6962 A Dual Model for Efficiency Evaluation Considering Time Lag Effect

Authors: Yan Shuang Zhang, Taehan Lee, Byung Ho Jeong

Abstract:

A DEA model can generally evaluate the performance using multiple inputs and outputs for the same period. However, it is hard to avoid the production lead time phenomenon some times, such as long-term project or marketing activity. A couple of models have been suggested to capture this time lag issue in the context of DEA. This paper develops a dual-MPO model to deal with time lag effect in evaluating efficiency. A numerical example is also given to show that the proposed model can be used to get efficiency and reference set of inefficient DMUs and to obtain projected target value of input attributes for inefficient DMUs to be efficient.

Keywords: DEA, efficiency, time lag, dual problem.

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6961 Manufacturing Process and Cost Estimation through Process Detection by Applying Image Processing Technique

Authors: Chalakorn Chitsaart, Suchada Rianmora, Noppawat Vongpiyasatit

Abstract:

In order to reduce the transportation time and cost for direct interface between customer and manufacturer, the image processing technique has been introduced in this research where designing part and defining manufacturing process can be performed quickly. A3D virtual model is directly generated from a series of multi-view images of an object, and it can be modified, analyzed, and improved the structure, or function for the further implementations, such as computer-aided manufacturing (CAM). To estimate and quote the production cost, the user-friendly platform has been developed in this research where the appropriate manufacturing parameters and process detections have been identified and planned by CAM simulation.

Keywords: Image processing technique, Feature detections, Surface registrations, Capturing multi-view images, Production costs, and Manufacturing processes.

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6960 Predicting Residence Time of Pollutants in Transient Storage Zones of Rivers by Genetic Programming

Authors: Rajeev R. Sahay

Abstract:

Rivers have transient storage or dead zones where injected pollutants or solutes are entrapped for considerable period of time, known as residence time, before being released into the main flowing zones of rivers. In this study, a new empirical expression for residence time, implementing genetic programming on published dispersion data, has been derived. The proposed expression uses few hydraulic and geometric characteristics of rivers which are normally known to the authorities. When compared with some reported expressions, based on various statistical indices, it can be concluded that the proposed expression predicts the residence time of pollutants in natural rivers more accurately.

Keywords: Parameter estimation, pollutant transport, residence time, rivers, transient storage.

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6959 Towards Real-Time Classification of Finger Movement Direction Using Encephalography Independent Components

Authors: Mohamed Mounir Tellache, Hiroyuki Kambara, Yasuharu Koike, Makoto Miyakoshi, Natsue Yoshimura

Abstract:

This study explores the practicality of using electroencephalographic (EEG) independent components to predict eight-direction finger movements in pseudo-real-time. Six healthy participants with individual-head MRI images performed finger movements in eight directions with two different arm configurations. The analysis was performed in two stages. The first stage consisted of using independent component analysis (ICA) to separate the signals representing brain activity from non-brain activity signals and to obtain the unmixing matrix. The resulting independent components (ICs) were checked, and those reflecting brain-activity were selected. Finally, the time series of the selected ICs were used to predict eight finger-movement directions using Sparse Logistic Regression (SLR). The second stage consisted of using the previously obtained unmixing matrix, the selected ICs, and the model obtained by applying SLR to classify a different EEG dataset. This method was applied to two different settings, namely the single-participant level and the group-level. For the single-participant level, the EEG dataset used in the first stage and the EEG dataset used in the second stage originated from the same participant. For the group-level, the EEG datasets used in the first stage were constructed by temporally concatenating each combination without repetition of the EEG datasets of five participants out of six, whereas the EEG dataset used in the second stage originated from the remaining participants. The average test classification results across datasets (mean ± S.D.) were 38.62 ± 8.36% for the single-participant, which was significantly higher than the chance level (12.50 ± 0.01%), and 27.26 ± 4.39% for the group-level which was also significantly higher than the chance level (12.49% ± 0.01%). The classification accuracy within [–45°, 45°] of the true direction is 70.03 ± 8.14% for single-participant and 62.63 ± 6.07% for group-level which may be promising for some real-life applications. Clustering and contribution analyses further revealed the brain regions involved in finger movement and the temporal aspect of their contribution to the classification. These results showed the possibility of using the ICA-based method in combination with other methods to build a real-time system to control prostheses.

Keywords: Brain-computer interface, BCI, electroencephalography, EEG, finger motion decoding, independent component analysis, pseudo-real-time motion decoding.

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6958 Effect of Magnetic Field on Seed Germination of Two Wheat Cultivars

Authors: Ahmad Gholami , Saeed Sharafi, Hamid Abbasdokht

Abstract:

The effect of magnetic field on germination characteristics of two wheat Seeds has been studied under laboratory conditions. Seeds were magnetically exposed to magnetic field strengths, 125 or 250mT for different periods of time. Mean germination time and the time required to obtain 10, 25, 50, 75 and 90%of seeds to germinate were calculated. The germination time for each treatment were in general, higher than corresponding control values, in the other word in treated seeds time required for mean seed germination time increased nearly 3 hours in compared non treated control seeds. T10 for doses D5, D6, D11 and D12 significantly higher than the control values for both cultivars. Mean germination time (MGT) in both cultivars significantly increased when the time of seed exposed at magnetic field treatments increased , about 3 and 2 hour respectively for Omid and BCR cultivars.

Keywords: wheat, cultivar, germination test, magnetic field

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6957 Gravitational and Centrifugal Forces in the Nut-Kerr-Newman Space-Time

Authors: Atikur Rahman Baizid, Md. Elias Uddin Biswas, Ahsan Habib

Abstract:

Nayak et al have discussed in detail the inertial forces such as Gravitational, Coriolis-Lense-Thirring and Centrifugal forces in the Kerr-Newman Space-time in the Kerr-Newman Space-time. The main theme of this paper is to study the Gravitational and Centrifugal forces in the NUT-Kerr-Newman Space-time.

Keywords: Gravitational Forces, Centrifugal Forces, Nut-Kerr-Newman, Space time.

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6956 Fast High Voltage Solid State Switch Using Insulated Gate Bipolar Transistor for Discharge-Pumped Lasers

Authors: Nur Syarafina Binti Othman, Tsubasa Jindo, Makato Yamada, Miho Tsuyama, Hitoshi Nakano

Abstract:

A novel method to produce a fast high voltage solid states switch using Insulated Gate Bipolar Transistors (IGBTs) is presented for discharge-pumped gas lasers. The IGBTs are connected in series to achieve a high voltage rating. An avalanche transistor is used as the gate driver. The fast pulse generated by the avalanche transistor quickly charges the large input capacitance of the IGBT, resulting in a switch out of a fast high-voltage pulse. The switching characteristic of fast-high voltage solid state switch has been estimated in the multi-stage series-connected IGBT with the applied voltage of several tens of kV. Electrical circuit diagram and the mythology of fast-high voltage solid state switch as well as experimental results obtained are presented.

Keywords: High voltage, IGBT, Solid states switch.

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6955 Modelling and Analysis of a Robust Control of Manufacturing Systems: Flow-Quality Approach

Authors: Lotfi Nabli, Achraf Jabeur Telmoudi, Radhi M'hiri

Abstract:

This paper proposes a modeling method of the laws controlling manufacturing systems with temporal and non temporal constraints. A methodology of robust control construction generating the margins of passive and active robustness is being elaborated. Indeed, two paramount models are presented in this paper. The first utilizes the P-time Petri Nets which is used to manage the flow type disturbances. The second, the quality model, exploits the Intervals Constrained Petri Nets (ICPN) tool which allows the system to preserve its quality specificities. The redundancy of the robustness of the elementary parameters between passive and active is also used. The final model built allows the correlation of temporal and non temporal criteria by putting two paramount models in interaction. To do so, a set of definitions and theorems are employed and affirmed by applicator examples.

Keywords: Manufacturing systems control, flow, quality, robustness, redundancy, Petri Nets.

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6954 Identification of Key Parameters for Benchmarking of Combined Cycle Power Plants Retrofit

Authors: S. Sabzchi Asl, N. Tahouni, M. H. Panjeshahi

Abstract:

Benchmarking of a process with respect to energy consumption, without accomplishing a full retrofit study, can save both engineering time and money. In order to achieve this goal, the first step is to develop a conceptual-mathematical model that can easily be applied to a group of similar processes. In this research, we have aimed to identify a set of key parameters for the model which is supposed to be used for benchmarking of combined cycle power plants. For this purpose, three similar combined cycle power plants were studied. The results showed that ambient temperature, pressure and relative humidity, number of HRSG evaporator pressure levels and relative power in part load operation are the main key parameters. Also, the relationships between these parameters and produced power (by gas/ steam turbine), gas turbine and plant efficiency, temperature and mass flow rate of the stack flue gas were investigated.

Keywords: Combined cycle power plant, energy benchmarking, modelling, Retrofit.

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6953 Development of Total Maximum Daily Load Using Water Quality Modelling as an Approach for Watershed Management in Malaysia

Authors: S. A. Che Osmi, W. M. F. Wan Ishak, H. Kim, M. A. Azman, M. A. Ramli

Abstract:

River is one of important water sources for many activities including industrial and domestic usage such as daily usage, transportation, power supply and recreational activities. However, increasing activities in a river has grown the sources of pollutant enters the water bodies, and degraded the water quality of the river. It becomes a challenge to develop an effective river management to ensure the water sources of the river are well managed and regulated. In Malaysia, several approaches for river management have been implemented such as Integrated River Basin Management (IRBM) program for coordinating the management of resources in a natural environment based on river basin to ensure their sustainability lead by Department of Drainage and Irrigation (DID), Malaysia. Nowadays, Total Maximum Daily Load (TMDL) is one of the best approaches for river management in Malaysia. TMDL implementation is regulated and implemented in the United States. A study on the development of TMDL in Malacca River has been carried out by doing water quality monitoring, the development of water quality model by using Environmental Fluid Dynamic Codes (EFDC), and TMDL implementation plan. The implementation of TMDL will help the stakeholders and regulators to control and improve the water quality of the river. It is one of the good approaches for river management in Malaysia.

Keywords: EFDC, river management, TMDL, water quality modelling.

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6952 Connectivity Estimation from the Inverse Coherence Matrix in a Complex Chaotic Oscillator Network

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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6951 Mobile Qibla and Prayer Time Finder using PDA and External Digital Compass

Authors: M.Z. Ibrahim, M.Z. Norashikin

Abstract:

These days people love to travel around the world. Regardless of their location and time, they especially Muslims still need to perform their prayers. Normally for travelers, they need to bring maps, compass and for Muslim, they even have to bring Qibla pointer when they travel. It is slightly difficult to determine the Qibla direction and to know the time for each prayer. As the technology grows, many PDA equip with maps and GPS to locate their location. In this paper we present a new electronic device called Mobile Qibla and Prayer Time Finder to locate the Qibla direction and to determine each prayer time based on the current user-s location using PDA. This device use PIC microcontroller equipped with digital compass where it will communicate with PDA using Bluetooth technology and display the exact Qibla direction and prayer time automatically at any place in the world. This device is reliable and accurate in determining the Qibla direction and prayer time.

Keywords: Bluetooth, digital compass, PDA, prayer time, Qibla.

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6950 Comparative Dielectric Properties of 1,2-Dichloroethane with n-Methylformamide and n,n-Dimethylformamide Using Time Domain Reflectometry Technique in Microwave Frequency

Authors: Shagufta Tabassum, V. P. Pawar, jr., G. N. Shinde

Abstract:

The study of dielectric relaxation properties of polar liquids in the binary mixture has been carried out at 10, 15, 20 and 25 ºC temperatures for 11 different concentrations using time domain reflectometry technique. The dielectric properties of a solute-solvent mixture of polar liquids in the frequency range of 10 MHz to 30 GHz gives the information regarding formation of monomers and multimers and also an interaction between the molecules of the liquid mixture under study. The dielectric parameters have been obtained by the least squares fit method using the Debye equation characterized by a single relaxation time without relaxation time distribution.

Keywords: Excess properties, relaxation time, static dielectric constant, time domain refelectometry technique.

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6949 Sensitivity Computations of Time Relaxation Model with an Application in Cavity Computation

Authors: Monika Neda, Elena Nikonova

Abstract:

We present a numerical study of the sensitivity of the so called time relaxation family of models of fluid motion with respect to the time relaxation parameter χ on the two dimensional cavity problem. The goal of the study is to compute and compare the sensitivity of the model using finite difference method (FFD) and sensitivity equation method (SEM).

Keywords: Sensitivity, time relaxation, deconvolution, Navier- Stokes equations.

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6948 Chaotic Properties of Hemodynamic Responsein Functional Near Infrared Spectroscopic Measurement of Brain Activity

Authors: Ni Ni Soe , Masahiro Nakagawa

Abstract:

Functional near infrared spectroscopy (fNIRS) is a practical non-invasive optical technique to detect characteristic of hemoglobin density dynamics response during functional activation of the cerebral cortex. In this paper, fNIRS measurements were made in the area of motor cortex from C4 position according to international 10-20 system. Three subjects, aged 23 - 30 years, were participated in the experiment. The aim of this paper was to evaluate the effects of different motor activation tasks of the hemoglobin density dynamics of fNIRS signal. The chaotic concept based on deterministic dynamics is an important feature in biological signal analysis. This paper employs the chaotic properties which is a novel method of nonlinear analysis, to analyze and to quantify the chaotic property in the time series of the hemoglobin dynamics of the various motor imagery tasks of fNIRS signal. Usually, hemoglobin density in the human brain cortex is found to change slowly in time. An inevitable noise caused by various factors is to be included in a signal. So, principle component analysis method (PCA) is utilized to remove high frequency component. The phase pace is reconstructed and evaluated the Lyapunov spectrum, and Lyapunov dimensions. From the experimental results, it can be conclude that the signals measured by fNIRS are chaotic.

Keywords: Chaos, hemoglobin, Lyapunov spectrum, motorimagery, near infrared spectroscopy (NIRS), principal componentanalysis (PCA).

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6947 Robust BIBO Stabilization Analysis for Discrete-time Uncertain System

Authors: Zixin Liu, Shu Lü, Shouming Zhong, Mao Ye

Abstract:

The discrete-time uncertain system with time delay is investigated for bounded input bounded output (BIBO). By constructing an augmented Lyapunov function, three different sufficient conditions are established for BIBO stabilization. These conditions are expressed in the form of linear matrix inequalities (LMIs), whose feasibility can be easily checked by using Matlab LMI Toolbox. Two numerical examples are provided to demonstrate the effectiveness of the derived results.

Keywords: Robust BIBO stabilization, delay-dependent stabilization, discrete-time system, time delay.

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6946 The Effect of Entrepreneurship on Foreign Direct Investment

Authors: Wissam B. Fahed

Abstract:

Entrepreneurship has become an important and extensively researched concept in business studies. Research on foreign direct investment (FDI) has become widespread due to the growth of FDI and its importance in globalization. Most entrepreneurship studies examined the importance and influence of entrepreneurial orientation in a micro-level context. On the other hand, studies and research concerning FDI used statistical techniques to analyze the effect, determinants, and motives of FDI on a macroeconomic level, ignoring empirical studies on other noneconomic determinants. In order to bridge the gap between the theory and empirical evidence on FDI and the theory and research on entrepreneurship, this study examines the impact of entrepreneurship on inward foreign direct investment. The relationship between entrepreneurship and foreign direct investment is investigated through regression analysis of pooled time-series and cross-sectional data. The results suggest that entrepreneurship has a significant effect on FDI.

Keywords: Entrepreneurship, foreign direct investment, globalization, economic freedom.

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6945 A Biomimetic Approach for the Multi-Objective Optimization of Kinetic Façade Design

Authors: Do-Jin Jang, Sung-Ah Kim

Abstract:

A kinetic façade responds to user requirements and environmental conditions.  In designing a kinetic façade, kinetic patterns play a key role in determining its performance. This paper proposes a biomimetic method for the multi-objective optimization for kinetic façade design. The autonomous decentralized control system is combined with flocking algorithm. The flocking agents are autonomously reacting to sensor values and bring about kinetic patterns changing over time. A series of experiments were conducted to verify the potential and limitations of the flocking based decentralized control. As a result, it could show the highest performance balancing multiple objectives such as solar radiation and openness among the comparison group.

Keywords: Biomimicry, flocking algorithm, autonomous decentralized control, multi-objective optimization.

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6944 Small Sample Bootstrap Confidence Intervals for Long-Memory Parameter

Authors: Josu Arteche, Jesus Orbe

Abstract:

The log periodogram regression is widely used in empirical applications because of its simplicity, since only a least squares regression is required to estimate the memory parameter, d, its good asymptotic properties and its robustness to misspecification of the short term behavior of the series. However, the asymptotic distribution is a poor approximation of the (unknown) finite sample distribution if the sample size is small. Here the finite sample performance of different nonparametric residual bootstrap procedures is analyzed when applied to construct confidence intervals. In particular, in addition to the basic residual bootstrap, the local and block bootstrap that might adequately replicate the structure that may arise in the errors of the regression are considered when the series shows weak dependence in addition to the long memory component. Bias correcting bootstrap to adjust the bias caused by that structure is also considered. Finally, the performance of the bootstrap in log periodogram regression based confidence intervals is assessed in different type of models and how its performance changes as sample size increases.

Keywords: bootstrap, confidence interval, log periodogram regression, long memory.

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6943 A Hyperexponential Approximation to Finite-Time and Infinite-Time Ruin Probabilities of Compound Poisson Processes

Authors: Amir T. Payandeh Najafabadi

Abstract:

This article considers the problem of evaluating infinite-time (or finite-time) ruin probability under a given compound Poisson surplus process by approximating the claim size distribution by a finite mixture exponential, say Hyperexponential, distribution. It restates the infinite-time (or finite-time) ruin probability as a solvable ordinary differential equation (or a partial differential equation). Application of our findings has been given through a simulation study.

Keywords: Ruin probability, compound Poisson processes, mixture exponential (hyperexponential) distribution, heavy-tailed distributions.

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6942 Conventional Design and Simulation of an Urban Hybrid Bus

Authors: A. Khanipour, K. M. Ebrahimi, W. J. Seale

Abstract:

Due to heightened concerns over environmental and economic issues the growing important of air pollution, and the importance of conserving fossil fuel resources in the world, the automotive industry is now forced to produce more fuel efficient, low emission vehicles and new drive system technologies. One of the most promising technologies to receive attention is the hybrid electric vehicle (HEV), which consists of two or more energy sources that supply energy to electric traction motors that in turn drive the wheels. This paper presents the various structures of HEV systems, the basic theoretical knowledge for describing their operation and the general behaviour of the HEV in acceleration, cruise and deceleration phases. The conventional design and sizing of a series HEV is studied. A conventional bus and its series configuration are defined and evaluated using the ADVISOR. In this section the simulation of a standard driving cycle and prediction of its fuel consumption and emissions of the HEV are discussed. Finally the bus performance is investigated to establish whether it can satisfy the performance, fuel consumption and emissions requested. The validity of the simulation has been established by the close conformity between the fuel consumption of the conventional bus reported by the manufacturer to what has achieved from the simulation.

Keywords: Hybrid Electric Vehicle, Hybridization, LEV, HEV.

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6941 A Time-Reducible Approach to Compute Determinant |I-X|

Authors: Wang Xingbo

Abstract:

Computation of determinant in the form |I-X| is primary and fundamental because it can help to compute many other determinants. This article puts forward a time-reducible approach to compute determinant |I-X|. The approach is derived from the Newton’s identity and its time complexity is no more than that to compute the eigenvalues of the square matrix X. Mathematical deductions and numerical example are presented in detail for the approach. By comparison with classical approaches the new approach is proved to be superior to the classical ones and it can naturally reduce the computational time with the improvement of efficiency to compute eigenvalues of the square matrix.

Keywords: Algorithm, determinant, computation, eigenvalue, time complexity.

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6940 Analysis of Lead Time Delays in Supply Chain: A Case Study

Authors: Abdel-Aziz M. Mohamed, Nermeen Coutry

Abstract:

Lead time is a critical measure of a supply chain's performance. It impacts both the customer satisfactions as well as the total cost of inventory. This paper presents the result of a study on the analysis of the customer order lead-time for a multinational company. In the study, the lead time was divided into three stages respectively: order entry, order fulfillment, and order delivery. A sample of size 2,425 order lines was extracted from the company's records to use for this study. The sample data entails information regarding customer orders from the time of order entry until order delivery. Data regarding the lead time of each stage for different orders were also provided. Summary statistics on lead time data reveals that about 30% of the orders were delivered later than the scheduled due date. The result of the multiple linear regression analysis technique revealed that component type, logistics parameter, order size and the customer type have significant impacts on lead time. Data analysis on the stages of lead time indicates that stage 2 consumed over 50% of the lead time. Pareto analysis was made to study the reasons for the customer order delay in each stage. Recommendation was given to resolve the problem.

Keywords: Lead time reduction, customer satisfaction, service quality, statistical analysis.

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