Search results for: dynamic panel data models
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 10505

Search results for: dynamic panel data models

9965 Neural Network Models for Actual Cost and Actual Duration Estimation in Construction Projects: Findings from Greece

Authors: Panagiotis Karadimos, Leonidas Anthopoulos

Abstract:

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.

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9964 Optimal Dynamic Economic Load Dispatch Using Artificial Immune System

Authors: I. A. Farhat

Abstract:

The dynamic economic dispatch (DED) problem is one of the complex constrained optimization problems that have nonlinear, con-convex and non-smooth objective functions. The purpose of the DED is to determine the optimal economic operation of the committed units while meeting the load demand.  Associated to this constrained problem there exist highly nonlinear and non-convex practical constraints to be satisfied. Therefore, classical and derivative-based methods are likely not to converge to an optimal or near optimal solution to such a dynamic and large-scale problem. In this paper, an Artificial Immune System technique (AIS) is implemented and applied to solve the DED problem considering the transmission power losses and the valve-point effects in addition to the other operational constraints. To demonstrate the effectiveness of the proposed technique, two case studies are considered. The results obtained using the AIS are compared to those obtained by other methods reported in the literature and found better.

Keywords: Artificial Immune System (AIS), Dynamic Economic Dispatch (DED).

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9963 Developing Islamic Module Project for Preschool Teachers Using Modified Delphi Technique

Authors: Mazeni Ismail, Nurul Aliah, Hasmadi Hassan

Abstract:

The purpose of this study is to gather the consensus of experts regarding the use of moral guidance amongst preschool teachers vis-a-vis the Islamic Project module (I-Project Module). This I-Project Module seeks to provide pertinent data on the assimilation of noble values in subject-matter teaching. To obtain consensus for the various components of the module, the Modified Delphi technique was used to develop the module. 12 subject experts from various educational fields of Islamic education, early childhood education, counselling and language fully participated in the development of this module. The Modified Delphi technique was administered in two mean cycles. The standard deviation value derived from questionnaires completed by the participating panel of experts provided the value of expert consensus reached. This was subsequently analyzed using SPSS version 22. Findings revealed that the panel of experts reached a discernible degree of agreement on five topics outlined in the module, viz; content (mean value 3.36), teaching strategy (mean value 3.28), programme duration (mean value 3.0), staff involved and attention-grabbing strategy of target group participating in the value program (mean value 3.5), and strategy to attract attention of target group to utilize i-project (mean value 3.0). With regard to the strategy to attract the attention of the target group, the experts proposed for creative activities to be added in order to enhance teachers’ creativity.

Keywords: Islamic project, modified Delphi technique, project approach, teacher moral guidance.

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9962 Dynamic-Stochastic Influence Diagrams: Integrating Time-Slices IDs and Discrete Event Systems Modeling

Authors: Xin Zhao, Yin-fan Zhu, Wei-ping Wang, Qun Li

Abstract:

The Influence Diagrams (IDs) is a kind of Probabilistic Belief Networks for graphic modeling. The usage of IDs can improve the communication among field experts, modelers, and decision makers, by showing the issue frame discussed from a high-level point of view. This paper enhances the Time-Sliced Influence Diagrams (TSIDs, or called Dynamic IDs) based formalism from a Discrete Event Systems Modeling and Simulation (DES M&S) perspective, for Exploring Analysis (EA) modeling. The enhancements enable a modeler to specify times occurred of endogenous events dynamically with stochastic sampling as model running and to describe the inter- influences among them with variable nodes in a dynamic situation that the existing TSIDs fails to capture. The new class of model is named Dynamic-Stochastic Influence Diagrams (DSIDs). The paper includes a description of the modeling formalism and the hiberarchy simulators implementing its simulation algorithm, and shows a case study to illustrate its enhancements.

Keywords: Time-sliced influence diagrams, discrete event systems, dynamic-stochastic influence diagrams, modeling formalism, simulation algorithm.

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9961 Comparative Study of the Static and Dynamic Analysis of Multi-Storey Irregular Building

Authors: Bahador Bagheri, Ehsan Salimi Firoozabad, Mohammadreza Yahyaei

Abstract:

As the world move to the accomplishment of Performance Based Engineering philosophies in seismic design of Civil Engineering structures, new seismic design provisions require Structural Engineers to perform both static and dynamic analysis for the design of structures. While Linear Equivalent Static Analysis is performed for regular buildings up to 90m height in zone I and II, Dynamic Analysis should be performed for regular and irregular buildings in zone IV and V. Dynamic Analysis can take the form of a dynamic Time History Analysis or a linear Response Spectrum Analysis. In present study, Multi-storey irregular buildings with 20 stories have been modeled using software packages ETABS and SAP 2000 v.15 for seismic zone V in India. This paper also deals with the effect of the variation of the building height on the structural response of the shear wall building. Dynamic responses of building under actual earthquakes, EL-CENTRO 1949 and CHI-CHI Taiwan 1999 have been investigated. This paper highlights the accuracy and exactness of Time History analysis in comparison with the most commonly adopted Response Spectrum Analysis and Equivalent Static Analysis.

Keywords: Equivalent Static Analysis, Time history method, Response spectrum method, Reinforce concrete building, displacement.

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9960 A Comparative Study of Turbulence Models Performance for Turbulent Flow in a Planar Asymmetric Diffuser

Authors: Samy M. El-Behery, Mofreh H. Hamed

Abstract:

This paper presents a computational study of the separated flow in a planer asymmetric diffuser. The steady RANS equations for turbulent incompressible fluid flow and six turbulence closures are used in the present study. The commercial software code, FLUENT 6.3.26, was used for solving the set of governing equations using various turbulence models. Five of the used turbulence models are available directly in the code while the v2-f turbulence model was implemented via User Defined Scalars (UDS) and User Defined Functions (UDF). A series of computational analysis is performed to assess the performance of turbulence models at different grid density. The results show that the standard k-ω, SST k-ω and v2-f models clearly performed better than other models when an adverse pressure gradient was present. The RSM model shows an acceptable agreement with the velocity and turbulent kinetic energy profiles but it failed to predict the location of separation and attachment points. The standard k-ε and the low-Re k- ε delivered very poor results.

Keywords: Turbulence models, turbulent flow, wall functions, separation, reattachment, diffuser.

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9959 JaCoText: A Pretrained Model for Java Code-Text Generation

Authors: Jessica Lòpez Espejel, Mahaman Sanoussi Yahaya Alassan, Walid Dahhane, El Hassane Ettifouri

Abstract:

Pretrained transformer-based models have shown high performance in natural language generation task. However, a new wave of interest has surged: automatic programming language generation. This task consists of translating natural language instructions to a programming code. Despite the fact that well-known pretrained models on language generation have achieved good performance in learning programming languages, effort is still needed in automatic code generation. In this paper, we introduce JaCoText, a model based on Transformers neural network. It aims to generate java source code from natural language text. JaCoText leverages advantages of both natural language and code generation models. More specifically, we study some findings from the state of the art and use them to (1) initialize our model from powerful pretrained models, (2) explore additional pretraining on our java dataset, (3) carry out experiments combining the unimodal and bimodal data in the training, and (4) scale the input and output length during the fine-tuning of the model. Conducted experiments on CONCODE dataset show that JaCoText achieves new state-of-the-art results.

Keywords: Java code generation, Natural Language Processing, Sequence-to-sequence Models, Transformers Neural Networks.

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9958 Human Growth Curve Estimation through a Combination of Longitudinal and Cross-sectional Data

Authors: Sedigheh Mirzaei S., Debasis Sengupta

Abstract:

Parametric models have been quite popular for studying human growth, particularly in relation to biological parameters such as peak size velocity and age at peak size velocity. Longitudinal data are generally considered to be vital for fittinga parametric model to individual-specific data, and for studying the distribution of these biological parameters in a human population. However, cross-sectional data are easier to obtain than longitudinal data. In this paper, we present a method of combining longitudinal and cross-sectional data for the purpose of estimating the distribution of the biological parameters. We demonstrate, through simulations in the special case ofthePreece Baines model, how estimates based on longitudinal data can be improved upon by harnessing the information contained in cross-sectional data.We study the extent of improvement for different mixes of the two types of data, and finally illustrate the use of the method through data collected by the Indian Statistical Institute.

Keywords: Preece-Baines growth model, MCMC method, Mixed effect model

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9957 Dynamic Behaviour of Earth Dams for Variation of Earth Material Stiffness

Authors: Y. Parish, F. Najaei Abadi

Abstract:

This paper presents a numerical analysis of the seismic behaviour of earth dams. Analysis is conducted for the solid phase. It may correspond to the response of the dam before water filling. Analysis is conducted for a simple case which concerns the elastic response of the dam. Numerical analyses are conducted using the FLAC3D program. The behaviour of the Shell and core of the dam and the foundation behaviour is assumed to be elastic. Result shows the influence of the variation of the shear modulus of the core and shell on the seismic amplification of the dam. It can be observed that the variation of the shearing modulus of the core leads to a moderate increase in the dynamic amplification and the increase in the shell shearing modulus leads to a significant increase in the dynamic amplification.

Keywords: Numerical, earth dam, seismic, dynamic, core, FLAC3D.

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9956 Dynamic Inverted Index Maintenance

Authors: Leo Galambos

Abstract:

The majority of today's IR systems base the IR task on two main processes: indexing and searching. There exists a special group of dynamic IR systems where both processes (indexing and searching) happen simultaneously; such a system discards obsolete information, simultaneously dealing with the insertion of new in¬formation, while still answering user queries. In these dynamic, time critical text document databases, it is often important to modify index structures quickly, as documents arrive. This paper presents a method for dynamization which may be used for this task. Experimental results show that the dynamization process is possible and that it guarantees the response time for the query operation and index actualization.

Keywords: Search engine, inverted file, index management.

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9955 Evaluation of Linear and Geometrically Nonlinear Static and Dynamic Analysis of Thin Shells by Flat Shell Finite Elements

Authors: Djamel Boutagouga, Kamel Djeghaba

Abstract:

The choice of finite element to use in order to predict nonlinear static or dynamic response of complex structures becomes an important factor. Then, the main goal of this research work is to focus a study on the effect of the in-plane rotational degrees of freedom in linear and geometrically non linear static and dynamic analysis of thin shell structures by flat shell finite elements. In this purpose: First, simple triangular and quadrilateral flat shell finite elements are implemented in an incremental formulation based on the updated lagrangian corotational description for geometrically nonlinear analysis. The triangular element is a combination of DKT and CST elements, while the quadrilateral is a combination of DKQ and the bilinear quadrilateral membrane element. In both elements, the sixth degree of freedom is handled via introducing fictitious stiffness. Secondly, in the same code, the sixth degrees of freedom in these elements is handled differently where the in-plane rotational d.o.f is considered as an effective d.o.f in the in-plane filed interpolation. Our goal is to compare resulting shell elements. Third, the analysis is enlarged to dynamic linear analysis by direct integration using Newmark-s implicit method. Finally, the linear dynamic analysis is extended to geometrically nonlinear dynamic analysis where Newmark-s method is used to integrate equations of motion and the Newton-Raphson method is employed for iterating within each time step increment until equilibrium is achieved. The obtained results demonstrate the effectiveness and robustness of the interpolation of the in-plane rotational d.o.f. and present deficiencies of using fictitious stiffness in dynamic linear and nonlinear analysis.

Keywords: Flat shell, dynamic analysis, nonlinear, Newmark, drilling rotation.

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9954 Dynamic Visualization on Student's Performance, Retention and Transfer of Procedural Learning

Authors: Fauzy M. Wan, Reem S.A. Baragash

Abstract:

This study examined the effects of two dynamic visualizations on 60 Malaysian primary school student-s performance (time on task), retention and transference. The independent variables in this study were the two dynamic visualizations, the video and the animated instructions. The dependent variables were the gain score of performance, retention and transference. The results showed that the students in the animation group significantly outperformed the students in the video group in retention. There were no significant differences in terms of gain scores in the performance and transference among the animation and the video groups, although the scores were slightly higher in the animation group compared to the video group. The conclusion of this study is that the animation visualization is superior compared to the video in the retention for a procedural task.

Keywords: Dynamic visualization, Procedural Task, Retention, Transference

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9953 Online Battery Equivalent Circuit Model Estimation on Continuous-Time Domain Using Linear Integral Filter Method

Authors: Cheng Zhang, James Marco, Walid Allafi, Truong Q. Dinh, W. D. Widanage

Abstract:

Equivalent circuit models (ECMs) are widely used in battery management systems in electric vehicles and other battery energy storage systems. The battery dynamics and the model parameters vary under different working conditions, such as different temperature and state of charge (SOC) levels, and therefore online parameter identification can improve the modelling accuracy. This paper presents a way of online ECM parameter identification using a continuous time (CT) estimation method. The CT estimation method has several advantages over discrete time (DT) estimation methods for ECM parameter identification due to the widely separated battery dynamic modes and fast sampling. The presented method can be used for online SOC estimation. Test data are collected using a lithium ion cell, and the experimental results show that the presented CT method achieves better modelling accuracy compared with the conventional DT recursive least square method. The effectiveness of the presented method for online SOC estimation is also verified on test data.

Keywords: Equivalent circuit model, continuous time domain estimation, linear integral filter method, parameter and SOC estimation, recursive least square.

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9952 Influence of Displacement Amplitude and Vertical Load on the Horizontal Dynamic and Static Behavior of Helical Wire Rope Isolators

Authors: Nicolò Vaiana, Mariacristina Spizzuoco, Giorgio Serino

Abstract:

In this paper, the results of experimental tests performed on a Helical Wire Rope Isolator (HWRI) are presented in order to describe the dynamic and static behavior of the selected metal device in three different displacements ranges, namely small, relatively large, and large displacements ranges, without and under the effect of a vertical load. A testing machine, allowing to apply horizontal displacement or load histories to the tested bearing with a constant vertical load, has been adopted to perform the dynamic and static tests. According to the experimental results, the dynamic behavior of the tested device depends on the applied displacement amplitude. Indeed, the HWRI displays a softening and a hardening stiffness at small and relatively large displacements, respectively, and a stronger nonlinear stiffening behavior at large displacements. Furthermore, the experimental tests reveal that the application of a vertical load allows to have a more flexible device with higher damping properties and that the applied vertical load affects much less the dynamic response of the metal device at large displacements. Finally, a decrease in the static to dynamic effective stiffness ratio with increasing displacement amplitude has been observed.

Keywords: Base isolation, earthquake engineering, experimental hysteresis loops, wire rope isolators.

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9951 Dynamic TDMA Slot Reservation Protocol for QoS Provisioning in Cognitive Radio Ad Hoc Networks

Authors: S. M. Kamruzzaman

Abstract:

In this paper, we propose a dynamic TDMA slot reservation (DTSR) protocol for cognitive radio ad hoc networks. Quality of Service (QoS) guarantee plays a critically important role in such networks. We consider the problem of providing QoS guarantee to users as well as to maintain the most efficient use of scarce bandwidth resources. According to one hop neighboring information and the bandwidth requirement, our proposed protocol dynamically changes the frame length and the transmission schedule. A dynamic frame length expansion and shrinking scheme that controls the excessive increase of unassigned slots has been proposed. This method efficiently utilizes the channel bandwidth by assigning unused slots to new neighboring nodes and increasing the frame length when the number of slots in the frame is insufficient to support the neighboring nodes. It also shrinks the frame length when half of the slots in the frame of a node are empty. An efficient slot reservation protocol not only guarantees successful data transmissions without collisions but also enhance channel spatial reuse to maximize the system throughput. Our proposed scheme, which provides both QoS guarantee and efficient resource utilization, be employed to optimize the channel spatial reuse and maximize the system throughput. Extensive simulation results show that the proposed mechanism achieves desirable performance in multichannel multi-rate cognitive radio ad hoc networks.

Keywords: TDMA, cognitive radio, ad hoc networks, QoSguarantee, dynamic frame length.

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9950 Membrane Distillation Process Modeling: Dynamical Approach

Authors: Fadi Eleiwi, Taous Meriem Laleg-Kirati

Abstract:

This paper presents a complete dynamic modeling of a membrane distillation process. The model contains two consistent dynamic models. A 2D advection-diffusion equation for modeling the whole process and a modified heat equation for modeling the membrane itself. The complete model describes the temperature diffusion phenomenon across the feed, membrane, permeate containers and boundary layers of the membrane. It gives an online and complete temperature profile for each point in the domain. It explains heat conduction and convection mechanisms that take place inside the process in terms of mathematical parameters, and justify process behavior during transient and steady state phases. The process is monitored for any sudden change in the performance at any instance of time. In addition, it assists maintaining production rates as desired, and gives recommendations during membrane fabrication stages. System performance and parameters can be optimized and controlled using this complete dynamic model. Evolution of membrane boundary temperature with time, vapor mass transfer along the process, and temperature difference between membrane boundary layers are depicted and included. Simulations were performed over the complete model with real membrane specifications. The plots show consistency between 2D advection-diffusion model and the expected behavior of the systems as well as literature. Evolution of heat inside the membrane starting from transient response till reaching steady state response for fixed and varying times is illustrated.

Keywords: Membrane distillation, Dynamical modeling, Advection-diffusion equation, Thermal equilibrium, Heat equation.

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9949 Approaches and Schemes for Storing DTD-Independent XML Data in Relational Databases

Authors: Mehdi Emadi, Masoud Rahgozar, Adel Ardalan, Alireza Kazerani, Mohammad Mahdi Ariyan

Abstract:

The volume of XML data exchange is explosively increasing, and the need for efficient mechanisms of XML data management is vital. Many XML storage models have been proposed for storing XML DTD-independent documents in relational database systems. Benchmarking is the best way to highlight pros and cons of different approaches. In this study, we use a common benchmarking scheme, known as XMark to compare the most cited and newly proposed DTD-independent methods in terms of logical reads, physical I/O, CPU time and duration. We show the effect of Label Path, extracting values and storing in another table and type of join needed for each method's query answering.

Keywords: XML Data Management, XPath, DTD-IndependentXML Data

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9948 Approaches and Schemes for Storing DTDIndependent XML Data in Relational Databases

Authors: Mehdi Emadi, Masoud Rahgozar, Adel Ardalan, Alireza Kazerani, Mohammad Mahdi Ariyan

Abstract:

The volume of XML data exchange is explosively increasing, and the need for efficient mechanisms of XML data management is vital. Many XML storage models have been proposed for storing XML DTD-independent documents in relational database systems. Benchmarking is the best way to highlight pros and cons of different approaches. In this study, we use a common benchmarking scheme, known as XMark to compare the most cited and newly proposed DTD-independent methods in terms of logical reads, physical I/O, CPU time and duration. We show the effect of Label Path, extracting values and storing in another table and type of join needed for each method-s query answering.

Keywords: XML Data Management, XPath, DTD-Independent XML Data.

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9947 Integration of Fixed and Variable Speed Wind Generator Dynamics with Multimachine AC Systems

Authors: A.H.M.A.Rahim

Abstract:

The impact of fixed speed squirrel cage type as well as variable speed doubly fed induction generators (DFIG) on dynamic performance of a multimachine power system has been investigated. Detailed models of the various components have been presented and the integration of asynchronous and synchronous generators has been carried out through a rotor angle based transform. Simulation studies carried out considering the conventional dynamic model of squirrel cage asynchronous generators show that integration, as such, could degrade to the AC system performance transiently. This article proposes a frequency or power controller which can effectively control the transients and restore normal operation of fixed speed induction generator quickly. Comparison of simulation results between classical cage and doubly-fed induction generators indicate that the doubly fed induction machine is more adaptable to multimachine AC system. Frequency controller installed in the DFIG system can also improve its transient profile.

Keywords: Doubly-fed generator, Induction generator, Multimachine system modeling, Wind energy systems

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9946 The Use of Performance Indicators for Evaluating Models of Drying Jackfruit (Artocarpus heterophyllus L.): Page, Midilli, and Lewis

Authors: D. S. C. Soares, D. G. Costa, J. T. S., A. K. S. Abud, T. P. Nunes, A. M. Oliveira Júnior

Abstract:

Mathematical models of drying are used for the purpose of understanding the drying process in order to determine important parameters for design and operation of the dryer. The jackfruit is a fruit with high consumption in the Northeast and perishability. It is necessary to apply techniques to improve their conservation for longer in order to diffuse it by regions with low consumption. This study aimed to analyze several mathematical models (Page, Lewis, and Midilli) to indicate one that best fits the conditions of convective drying process using performance indicators associated with each model: accuracy (Af) and noise factors (Bf), mean square error (RMSE) and standard error of prediction (% SEP). Jackfruit drying was carried out in convective type tray dryer at a temperature of 50°C for 9 hours. It is observed that the model Midili was more accurate with Af: 1.39, Bf: 1.33, RMSE: 0.01%, and SEP: 5.34. However, the use of the Model Midilli is not appropriate for purposes of control process due to need four tuning parameters. With the performance indicators used in this paper, the Page model showed similar results with only two parameters. It is concluded that the best correlation between the experimental and estimated data is given by the Page’s model.

Keywords: Drying, models, jackfruit.

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9945 A Robust Visual SLAM for Indoor Dynamic Environment

Authors: Xiang Zhang, Daohong Yang, Ziyuan Wu, Lei Li, Wanting Zhou

Abstract:

Visual Simultaneous Localization and Mapping (VSLAM) uses cameras to gather information in unknown environments to achieve simultaneous localization and mapping of the environment. This technology has a wide range of applications in autonomous driving, virtual reality, and other related fields. Currently, the research advancements related to VSLAM can maintain high accuracy in static environments. But in dynamic environments, the presence of moving objects in the scene can reduce the stability of the VSLAM system, leading to inaccurate localization and mapping, or even system failure. In this paper, a robust VSLAM method was proposed to effectively address the challenges in dynamic environments. We proposed a dynamic region removal scheme based on a semantic segmentation neural network and geometric constraints. Firstly, a semantic segmentation neural network is used to extract the prior active motion region, prior static region, and prior passive motion region in the environment. Then, the lightweight frame tracking module initializes the transform pose between the previous frame and the current frame on the prior static region. A motion consistency detection module based on multi-view geometry and scene flow is used to divide the environment into static regions and dynamic regions. Thus, the dynamic object region was successfully eliminated. Finally, only the static region is used for tracking thread. Our research is based on the ORBSLAM3 system, which is one of the most effective VSLAM systems available. We evaluated our method on the TUM RGB-D benchmark and the results demonstrate that the proposed VSLAM method improves the accuracy of the original ORBSLAM3 by 70%˜98.5% under a high dynamic environment.

Keywords: Dynamic scene, dynamic visual SLAM, semantic segmentation, scene flow, VSLAM.

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9944 The Use of Artificial Neural Network in Option Pricing: The Case of S and P 100 Index Options

Authors: Zeynep İltüzer Samur, Gül Tekin Temur

Abstract:

Due to the increasing and varying risks that economic units face with, derivative instruments gain substantial importance, and trading volumes of derivatives have reached very significant level. Parallel with these high trading volumes, researchers have developed many different models. Some are parametric, some are nonparametric. In this study, the aim is to analyse the success of artificial neural network in pricing of options with S&P 100 index options data. Generally, the previous studies cover the data of European type call options. This study includes not only European call option but also American call and put options and European put options. Three data sets are used to perform three different ANN models. One only includes data that are directly observed from the economic environment, i.e. strike price, spot price, interest rate, maturity, type of the contract. The others include an extra input that is not an observable data but a parameter, i.e. volatility. With these detail data, the performance of ANN in put/call dimension, American/European dimension, moneyness dimension is analyzed and whether the contribution of the volatility in neural network analysis make improvement in prediction performance or not is examined. The most striking results revealed by the study is that ANN shows better performance when pricing call options compared to put options; and the use of volatility parameter as an input does not improve the performance.

Keywords: Option Pricing, Neural Network, S&P 100 Index, American/European options

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9943 Early Warning System of Financial Distress Based On Credit Cycle Index

Authors: Bi-Huei Tsai

Abstract:

Previous studies on financial distress prediction choose the conventional failing and non-failing dichotomy; however, the distressed extent differs substantially among different financial distress events. To solve the problem, “non-distressed”, “slightlydistressed” and “reorganization and bankruptcy” are used in our article to approximate the continuum of corporate financial health. This paper explains different financial distress events using the two-stage method. First, this investigation adopts firm-specific financial ratios, corporate governance and market factors to measure the probability of various financial distress events based on multinomial logit models. Specifically, the bootstrapping simulation is performed to examine the difference of estimated misclassifying cost (EMC). Second, this work further applies macroeconomic factors to establish the credit cycle index and determines the distressed cut-off indicator of the two-stage models using such index. Two different models, one-stage and two-stage prediction models are developed to forecast financial distress, and the results acquired from different models are compared with each other, and with the collected data. The findings show that the one-stage model has the lower misclassification error rate than the two-stage model. The one-stage model is more accurate than the two-stage model.

Keywords: Multinomial logit model, corporate governance, company failure, reorganization, bankruptcy.

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9942 Static and Dynamic Load on Hip Contact of Hip Prosthesis and Thai Femoral Bones

Authors: K. Chalernpon, P. Aroonjarattham, K. Aroonjarattham

Abstract:

Total hip replacement had been one of the most successful operations in hip arthritis surgery. The purpose of this research had been to develop a dynamic hip contact of Thai femoral bone to analyze the stress distribution on the implant and the strain distribution on the bone model under daily activities and compared with the static load simulation. The results showed the different of maximum von Mises stress 0.14 percent under walking and 0.03 percent under climbing stair condition and the different of equivalent total strain 0.52 percent under walking and 0.05 percent under climbing stair condition. The muscular forces should be evaluated with dynamic condition to reduce the maximum von Mises stress and equivalent total strain.

Keywords: Dynamic loading, Static Load, Hip prosthesis, Thai femur, Femoral bone, Finite Element Analysis.

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9941 Improving 99mTc-tetrofosmin Myocardial Perfusion Images by Time Subtraction Technique

Authors: Yasuyuki Takahashi, Hayato Ishimura, Masao Miyagawa, Teruhito Mochizuki

Abstract:

Quantitative measurement of myocardium perfusion is possible with single photon emission computed tomography (SPECT) using a semiconductor detector. However, accumulation of 99mTc-tetrofosmin in the liver may make it difficult to assess that accurately in the inferior myocardium. Our idea is to reduce the high accumulation in the liver by using dynamic SPECT imaging and a technique called time subtraction. We evaluated the performance of a new SPECT system with a cadmium-zinc-telluride solid-state semi- conductor detector (Discovery NM 530c; GE Healthcare). Our system acquired list-mode raw data over 10 minutes for a typical patient. From the data, ten SPECT images were reconstructed, one for every minute of acquired data. Reconstruction with the semiconductor detector was based on an implementation of a 3-D iterative Bayesian reconstruction algorithm. We studied 20 patients with coronary artery disease (mean age 75.4 ± 12.1 years; range 42-86; 16 males and 4 females). In each subject, 259 MBq of 99mTc-tetrofosmin was injected intravenously. We performed both a phantom and a clinical study using dynamic SPECT. An approximation to a liver-only image is obtained by reconstructing an image from the early projections during which time the liver accumulation dominates (0.5~2.5 minutes SPECT image-5~10 minutes SPECT image). The extracted liver-only image is then subtracted from a later SPECT image that shows both the liver and the myocardial uptake (5~10 minutes SPECT image-liver-only image). The time subtraction of liver was possible in both a phantom and the clinical study. The visualization of the inferior myocardium was improved. In past reports, higher accumulation in the myocardium due to the overlap of the liver is un-diagnosable. Using our time subtraction method, the image quality of the 99mTc-tetorofosmin myocardial SPECT image is considerably improved.

Keywords: 99mTc-tetrofosmin, dynamic SPECT, time subtraction, semiconductor detector.

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9940 Solving Partially Monotone Problems with Neural Networks

Authors: Marina Velikova, Hennie Daniels, Ad Feelders

Abstract:

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

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

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9939 A Systematic Review on the Integration of Project Management with Organizational Flows

Authors: Maurício Covolan Rosito, Ricardo Melo Bastos

Abstract:

Software projects are very dynamic and require recurring adjustments of their project plans. These settings can be understood as reconfigurations in the schedule, in the resources allocation and other design elements. Yet, during the planning and execution of a software project, the integration of specific activities in the projects with the activities that take part in the organization-s common activity flow should be considered. This article presents the results from a systematic review of aspects related to software projects- dynamic reconfiguration emphasizing the integration of project management with the organizational flows. A series of studies was analyzed from the year 2000 to the present. The results of this work show that there is a diversity of techniques and strategies for dynamic reconfiguration of software projects-. However, few approaches consider the integration of software project activities with the activities that take part in the organization-s common workflow.

Keywords: Dynamic Reconfiguration, Organizational workflows, Project Management, Systematic Review

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9938 Bayesian Network Model for Students- Laboratory Work Performance Assessment: An Empirical Investigation of the Optimal Construction Approach

Authors: Ifeyinwa E. Achumba, Djamel Azzi, Rinat Khusainov

Abstract:

There are three approaches to complete Bayesian Network (BN) model construction: total expert-centred, total datacentred, and semi data-centred. These three approaches constitute the basis of the empirical investigation undertaken and reported in this paper. The objective is to determine, amongst these three approaches, which is the optimal approach for the construction of a BN-based model for the performance assessment of students- laboratory work in a virtual electronic laboratory environment. BN models were constructed using all three approaches, with respect to the focus domain, and compared using a set of optimality criteria. In addition, the impact of the size and source of the training, on the performance of total data-centred and semi data-centred models was investigated. The results of the investigation provide additional insight for BN model constructors and contribute to literature providing supportive evidence for the conceptual feasibility and efficiency of structure and parameter learning from data. In addition, the results highlight other interesting themes.

Keywords: Bayesian networks, model construction, parameterlearning, structure learning, performance index, model comparison.

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9937 Digital Marketing Maturity Models: Overview and Comparison

Authors: Elina Bakhtieva

Abstract:

The variety of available digital tools, strategies and activities might confuse and disorient even an experienced marketer. This applies in particular to B2B companies, which are usually less flexible in uptaking of digital technology than B2C companies. B2B companies are lacking a framework that corresponds to the specifics of the B2B business, and which helps to evaluate a company’s capabilities and to choose an appropriate path. A B2B digital marketing maturity model helps to fill this gap. However, modern marketing offers no widely approved digital marketing maturity model, and thus, some marketing institutions provide their own tools. The purpose of this paper is building an optimized B2B digital marketing maturity model based on a SWOT (strengths, weaknesses, opportunities, and threats) analysis of existing models. The current study provides an analytical review of the existing digital marketing maturity models with open access. The results of the research are twofold. First, the provided SWOT analysis outlines the main advantages and disadvantages of existing models. Secondly, the strengths of existing digital marketing maturity models, helps to identify the main characteristics and the structure of an optimized B2B digital marketing maturity model. The research findings indicate that only one out of three analyzed models could be used as a separate tool. This study is among the first examining the use of maturity models in digital marketing. It helps businesses to choose between the existing digital marketing models, the most effective one. Moreover, it creates a base for future research on digital marketing maturity models. This study contributes to the emerging B2B digital marketing literature by providing a SWOT analysis of the existing digital marketing maturity models and suggesting a structure and main characteristics of an optimized B2B digital marketing maturity model.

Keywords: B2B digital marketing strategy, digital marketing, digital marketing maturity model, SWOT analysis.

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9936 Second Order Statistics of Dynamic Response of Structures Using Gamma Distributed Damping Parameters

Authors: B. Chemali, B. Tiliouine

Abstract:

This article presents the main results of a numerical investigation on the uncertainty of dynamic response of structures with statistically correlated random damping Gamma distributed. A computational method based on a Linear Statistical Model (LSM) is implemented to predict second order statistics for the response of a typical industrial building structure. The significance of random damping with correlated parameters and its implications on the sensitivity of structural peak response in the neighborhood of a resonant frequency are discussed in light of considerable ranges of damping uncertainties and correlation coefficients. The results are compared to those generated using Monte Carlo simulation techniques. The numerical results obtained show the importance of damping uncertainty and statistical correlation of damping coefficients when obtaining accurate probabilistic estimates of dynamic response of structures. Furthermore, the effectiveness of the LSM model to efficiently predict uncertainty propagation for structural dynamic problems with correlated damping parameters is demonstrated.

Keywords: Correlated random damping, linear statistical model, Monte Carlo simulation, uncertainty of dynamic response.

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