Search results for: model reduction.

Authors: Junseok Ham, Chansun Jung, Junhyung Park, Jihye Ryeo, Ilju Ko

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It is hard to express emotion through only speech when we watch a character in a movie or a play because we cannot estimate the size, kind, and quantity of emotion. So this paper proposes an artificial emotion model for visualizing current emotion with color and location in emotion model. The artificial emotion model is designed considering causality of generated emotion, difference of personality, difference of continual emotional stimulus, and co-relation of various emotions. This paper supposed the Emotion Field for visualizing current emotion with location, and current emotion is expressed by location and color in the Emotion Field. For visualizing changes within current emotion, the artificial emotion model is adjusted to characters in Hamlet.

Keywords: Emotion, Artificial Emotion, Visualizing, EmotionModel.

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Authors: C. Hemasundara Rao, M. Madhavi Latha

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Image compression can improve the performance of the digital systems by reducing time and cost in image storage and transmission without significant reduction of the image quality. Furthermore, the discrete cosine transform has emerged as the new state-of-the art standard for image compression. In this paper, a hybrid image compression technique based on reversible blockade transform coding is proposed. The technique, implemented over regions of interest (ROIs), is based on selection of the coefficients that belong to different transforms, depending on the coefficients is proposed. This method allows: (1) codification of multiple kernals at various degrees of interest, (2) arbitrary shaped spectrum,and (3) flexible adjustment of the compression quality of the image and the background. No standard modification for JPEG2000 decoder was required. The method was applied over different types of images. Results show a better performance for the selected regions, when image coding methods were employed for the whole set of images. We believe that this method is an excellent tool for future image compression research, mainly on images where image coding can be of interest, such as the medical imaging modalities and several multimedia applications. Finally VLSI implementation of proposed method is shown. It is also shown that the kernal of Hartley and Cosine transform gives the better performance than any other model.

Keywords: VLSI, Discrete Cosine Transform, JPEG, Hartleytransform, Radon Transform

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Authors: Yanshuang Zhang, Byungho Jeong

Abstract:

In many cases, there are some time lag between the consumption of inputs and the production of outputs. This time lag effect should be considered in evaluating the performance of organizations. Recently, a couple of DEA models were developed for considering time lag effect in efficiency evaluation of research activities. Multi-periods input(MpI) and Multi-periods output(MpO) models are integrate models to calculate simple efficiency considering time lag effect. However, these models can’t discriminate efficient DMUs because of the nature of basic DEA model in which efficiency scores are limited to ‘1’. That is, efficient DMUs can’t be discriminated because their efficiency scores are same. Thus, this paper suggests a super-efficiency model for efficiency evaluation under the consideration of time lag effect based on the MpO model. A case example using a long term research project is given to compare the suggested model with the MpO model.

Keywords: DEA, Super-efficiency, Time Lag.

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Authors: Takashi Sakai, Itaru Kumisawa

Abstract:

Because die drawing requires insertion of a die, a plug, or a mandrel, higher precision and efficiency are demanded for drawing equipment for a tube having smaller diameter. Manufacturing of such tubes is also accompanied by problems such as cracking and fracture. We specifically examine dieless drawing, which is less affected by these drawing-related difficulties. This deformation process is governed by a similar principle to that of reduction in diameter when pulling a heated glass tube. We conducted dieless drawing of SUS304 stainless steel microtubes under various conditions with three factor parameters of heating temperature, area reduction, and drawing speed. We used SEM-EBSD to observe the processing condition effects on microstructural elements. As the result of this study, crystallographic orientation of microtube is clear by using SEM-EBSD analysis.

Keywords: Microtube, dieless drawing, IPF, inverse pole figure, GOS, grain orientation spread, crystallographic analysis.

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Authors: Huynh Quyet Thang, Le Hai Quan

Abstract:

Interaction Model plays an important role in Modelbased Intelligent Interface Agent Architecture for developing Intelligent User Interface. In this paper we are presenting some improvements in the algorithms for development interaction model of interface agent including: the action segmentation algorithm, the action pair selection algorithm, the final action pair selection algorithm, the interaction graph construction algorithm and the probability calculation algorithm. The analysis of the algorithms also presented. At the end of this paper, we introduce an experimental program called “Personal Transfer System".

Keywords: interface agent, interaction model, user model.

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Authors: Carlos Sanchís-Pedregosa, José A. D. M achuca, María del Mar González-Zamora

Abstract:

The growing outsourcing of logistics services resulting from the ongoing current in firms of costs reduction/increased efficiency means that it is becoming more and more important for the companies doing the outsourcing to carry out a proper evaluation. The multiple definitions and measures of logistics service performance found in research on the topic create a certain degree of confusion and do not clear the way towards the proper measurement of their performance. Do a model and a specific set of indicators exist that can be considered appropriate for measuring the performance of logistics services outsourcing in industrial environments? Are said indicators in keeping with the objectives pursued by outsourcing? We aim to answer these and other research questions in the study we have initiated in the field within the framework of the international High Performance Manufacturing (HPM) project of which this paper forms part. As the first stage of this research, this paper reviews articles dealing with the topic published in the last 15 years with the aim of detecting the models most used to make this measurement and determining which performance indicators are proposed as part of said models and which are most used. The first steps are also taken in determining whether these indicators, financial and operational, cover the aims that are being pursued when outsourcing logistics services. The findings show there is a wide variety of both models and indicators used. This would seem to testify to the need to continue with our research in order to try to propose a model and a set of indicators for measuring the performance of logistics services outsourcing in industrial environments.

Keywords: Logistics, objectives, outsourcing, performancemeasurement systems

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Authors: Muhibul Haque Bhuyan, Quazi D. M. Khosru

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Carrier scatterings in the inversion channel of MOSFET dominates the carrier mobility and hence drain current. This paper presents an analytical model of the subthreshold drain current incorporating the effective electron mobility model of the pocket implanted nano scale n-MOSFET. The model is developed by assuming two linear pocket profiles at the source and drain edges at the surface and by using the conventional drift-diffusion equation. Effective electron mobility model includes three scattering mechanisms, such as, Coulomb, phonon and surface roughness scatterings as well as ballistic phenomena in the pocket implanted n-MOSFET. The model is simulated for various pocket profile and device parameters as well as for various bias conditions. Simulation results show that the subthreshold drain current data matches the experimental data already published in the literature.

Keywords: Linear Pocket Profile, Pocket Implanted n-MOSFET, Subthreshold Drain Current and Effective Mobility Model.

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Authors: Kostas Siozios, Dimitrios Soudris, Antonios Thanailakis

Abstract:

Modern applications realized onto FPGAs exhibit high connectivity demands. Throughout this paper we study the routing constraints of Virtex devices and we propose a systematic methodology for designing a novel general-purpose interconnection network targeting to reconfigurable architectures. This network consists of multiple segment wires and SB patterns, appropriately selected and assigned across the device. The goal of our proposed methodology is to maximize the hardware utilization of fabricated routing resources. The derived interconnection scheme is integrated on a Virtex style FPGA. This device is characterized both for its high-performance, as well as for its low-energy requirements. Due to this, the design criterion that guides our architecture selections was the minimal Energy×Delay Product (EDP). The methodology is fully-supported by three new software tools, which belong to MEANDER Design Framework. Using a typical set of MCNC benchmarks, extensive comparison study in terms of several critical parameters proves the effectiveness of the derived interconnection network. More specifically, we achieve average Energy×Delay Product reduction by 63%, performance increase by 26%, reduction in leakage power by 21%, reduction in total energy consumption by 11%, at the expense of increase of channel width by 20%.

Keywords: Design Methodology, FPGA, Interconnection, Low-Energy, High-Performance, CAD tool.

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Authors: Ratchada Sopakayang, Gerhard A. Holzapfel

Abstract:

In this study, a new constitutive model is developed to describe the hyperelastic behavior of collagenous tissues with a parallel arrangement of collagen fibers such as ligaments and tendons. The model is formulated using a continuum approach incorporating the structural changes of the main tissue components: collagen fibers, proteoglycan-rich matrix and fiber-matrix interaction. The mechanical contribution of the interaction between the fibers and the matrix is simply expressed by a coupling term. The structural change of the collagen fibers is incorporated in the constitutive model to describe the activation of the fibers under tissue straining. Finally, the constitutive model can easily describe the stress-stretch nonlinearity which occurs when a ligament/tendon is axially stretched. This study shows that the interaction between the fibers and the matrix contributes to the mechanical tissue response. Therefore, the model may lead to a better understanding of the physiological mechanisms of ligaments and tendons under axial loading.

Keywords: Hyperelasticity, constitutive model, fiber-matrix interaction, ligament, tendon.

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Authors: Sherin M. Youssef, Ahmed Abouelfarag, Noha M. Ghatwary

Abstract:

An adaptive Fuzzy Inference Perceptual model has been proposed for watermarking of digital images. The model depends on the human visual characteristics of image sub-regions in the frequency multi-resolution wavelet domain. In the proposed model, a multi-variable fuzzy based architecture has been designed to produce a perceptual membership degree for both candidate embedding sub-regions and strength watermark embedding factor. Different sizes of benchmark images with different sizes of watermarks have been applied on the model. Several experimental attacks have been applied such as JPEG compression, noises and rotation, to ensure the robustness of the scheme. In addition, the model has been compared with different watermarking schemes. The proposed model showed its robustness to attacks and at the same time achieved a high level of imperceptibility.

Keywords: Watermarking, The human visual system (HVS), Fuzzy Inference System (FIS), Local Binary Pattern (LBP), Discrete Wavelet Transform (DWT).

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Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke

Abstract:

The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.

Keywords: Generalized autoregressive score model, stock returns, time-varying.

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Authors: Dongxiao Sun-Waterhouse, Shiji Nair, Reginald Wibisono, Sandhya S. Wadhwa, Carl Massarotto, Duncan I. Hedderley, Jing Zhou, Sara R. Jaeger, Virginia Corrigan

Abstract:

Attempts to add fibre and polyphenols (PPs) into popular beverages present challenges related to the properties of finished products such as smoothies. Consumer acceptability, viscosity and phenolic composition of smoothies containing high levels of fruit fibre (2.5-7.5 g per 300 mL serve) and PPs (250-750 mg per 300 mL serve) were examined. The changes in total extractable PP, vitamin C content, and colour of selected smoothies over a storage stability trial (4°C, 14 days) were compared. A set of acidic aqueous model beverages were prepared to further examine the effect of two different heat treatments on the stability and extractability of PPs. Results show that overall consumer acceptability of high fibre and PP smoothies was low, with average hedonic scores ranging from 3.9 to 6.4 (on a 1-9 scale). Flavour, texture and overall acceptability decreased as fibre and polyphenol contents increased, with fibre content exerting a stronger effect. Higher fibre content resulted in greater viscosity, with an elevated PP content increasing viscosity only slightly. The presence of fibre also aided the stability and extractability of PPs after heating. A reduction of extractable PPs, vitamin C content and colour intensity of smoothies was observed after a 14-day storage period at 4°C. Two heat treatments (75°C for 45 min or 85°C for 1 min) that are normally used for beverage production, did not cause significant reduction of total extracted PPs. It is clear that high levels of added fibre and PPs greatly influence the consumer appeal of smoothies, suggesting the need to develop novel formulation and processing methods if a satisfactory functional beverage is to be developed incorporating these ingredients.

Keywords: Apple fibre, apple and blackcurrant polyphenols, consumer acceptability, functional foods, stability.

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Authors: A. Rangan, A. Tansu

Abstract:

This paper generalizes Yeh Lam-s shock model for renewal shock arrivals and random threshold. Several interesting statistical measures are explicitly obtained. A few special cases and an optimal replacement problem are also discussed.

Keywords: shock model, optimal replacement, random threshold, shocks.

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Authors: M. Jouki, N. Khazaei , A. Kalbasi , H. Tavakolipour, S. Rajabifar, F. Motamedi. Sedeh, A. Jouki

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Irradiation is considered one of the most efficient technological processes for the reduction of microorganisms in food. It can be used to improve the safety of food products, and to extend their shelf lives. The aim of this study was to evaluate the effects of gamma irradiation for improvement of saffron shelf life. Samples were treated with 0 (none irradiated), 1.0, 2.0, 3.0 and 4.0 kGy of gamma irradiation and held for 2 months. The control and irradiated samples were underwent microbial analysis, chemical characteristics and sensory evaluation at 30 days intervals. Microbial analysis indicated that irradiation had a significant effect (P < 0.05) on the reduction of microbial loads. There was no significant difference in sensory quality and chemical characteristics during storage in saffron.

Keywords: gamma irradiation, saffron, microbes, contamination.

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Authors: R. Kongnuy, P. Pongsumpun

Abstract:

We used mathematical model to study the transmission of dengue disease. The model is developed in which the human population is separated into two populations, pregnant and non-pregnant humans. The dynamical analysis method is used for analyzing this modified model. Two equilibrium states are found and the conditions for stability of theses two equilibrium states are established. Numerical results are shown for each equilibrium state. The basic reproduction numbers are found and they are compared by using numerical simulations.

Keywords: Basic reproductive number, dengue disease, equilibrium states, pregnancy.

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Authors: Mangesh R. Phate, V. H. Tatwawadi

Abstract:

This paper is intended to develop an artificial neural network (ANN) based model of material removal rate (MRR) in the turning of ferrous and nonferrous material in a Indian small-scale industry. MRR of the formulated model was proved with the testing data and artificial neural network (ANN) model was developed for the analysis and prediction of the relationship between inputs and output parameters during the turning of ferrous and nonferrous materials. The input parameters of this model are operator, work-piece, cutting process, cutting tool, machine and the environment.

The ANN model consists of a three layered feedforward back propagation neural network. The network is trained with pairs of independent/dependent datasets generated when machining ferrous and nonferrous material. A very good performance of the neural network, in terms of contract with experimental data, was achieved. The model may be used for the testing and forecast of the complex relationship between dependent and the independent parameters in turning operations.

Keywords: Field data based model, Artificial neural network, Simulation, Convectional Turning, Material removal rate.

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Authors: Mazhar B. Tayel, Amr H. Yassin

Abstract:

A proposed small-signal model parameters for a pseudomorphic high electron mobility transistor (PHEMT) is presented. Both extrinsic and intrinsic circuit elements of a smallsignal model are determined using genetic algorithm (GA) as a stochastic global search and optimization tool. The parameters extraction of the small-signal model is performed on 200-μm gate width AlGaAs/InGaAs PHEMT. The equivalent circuit elements for a proposed 18 elements model are determined directly from the measured S- parameters. The GA is used to extract the parameters of the proposed small-signal model from 0.5 up to 18 GHz.

Keywords: PHEMT, Genetic Algorithms, small signal modeling, optimization.

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Authors: Atena Sajedin, Shokoufeh Zakernejad, Soheil Faridi, Mehrdad Javadi, Reza Ebrahimpour

Abstract:

This paper illustrates the use of a combined neural network model for classification of electrocardiogram (ECG) beats. We present a trainable neural network ensemble approach to develop customized electrocardiogram beat classifier in an effort to further improve the performance of ECG processing and to offer individualized health care. We process a three stage technique for detection of premature ventricular contraction (PVC) from normal beats and other heart diseases. This method includes a denoising, a feature extraction and a classification. At first we investigate the application of stationary wavelet transform (SWT) for noise reduction of the electrocardiogram (ECG) signals. Then feature extraction module extracts 10 ECG morphological features and one timing interval feature. Then a number of multilayer perceptrons (MLPs) neural networks with different topologies are designed. The performance of the different combination methods as well as the efficiency of the whole system is presented. Among them, Stacked Generalization as a proposed trainable combined neural network model possesses the highest recognition rate of around 95%. Therefore, this network proves to be a suitable candidate in ECG signal diagnosis systems. ECG samples attributing to the different ECG beat types were extracted from the MIT-BIH arrhythmia database for the study.

Keywords: ECG beat Classification; Combining Classifiers;Premature Ventricular Contraction (PVC); Multi Layer Perceptrons;Wavelet Transform

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Authors: Anamika Gupta, Naveen Kumar, Vasudha Bhatnagar

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This paper focuses on analyzing medical diagnostic data using classification rules in data mining and context reduction in formal concept analysis. It helps in finding redundancies among the various medical examination tests used in diagnosis of a disease. Classification rules have been derived from positive and negative association rules using the Concept lattice structure of the Formal Concept Analysis. Context reduction technique given in Formal Concept Analysis along with classification rules has been used to find redundancies among the various medical examination tests. Also it finds out whether expensive medical tests can be replaced by some cheaper tests.

Keywords: Data Mining, Formal Concept Analysis, Medical Data, Negative Classification Rules.

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Authors: Ei Ei Phyu, Kyaw Myo Lin, Thin Thin Moe

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The paper presents an approach to improve the reliability and reduce line losses of practical distribution system applying network reconfiguration. The change of the topology redirects the power flow within the distribution network to obtain better performance of the system. Practical distribution network (Pyigyitagon Industrial Zone (I)) is used as the case study network. The detailed calculations of the reliability indices are done by using analytical method and power flow calculation is performed by Newton-Rephason solver. The comparison of various network reconfiguration techniques are described with respect to power loss and reliability index levels. Finally, the optimal reconfigured network is selected among difference cases based on the two factors: the most reliable network and the least loss minimization.

Keywords: Distribution system reliability, loss reduction, network reconfiguration, reliability enhancement, reliability indices.

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Authors: Yung C. Ho, Hui C. Fang, Ming J. Hsieh

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When consistently innovative business-models can give companies a competitive advantage, longitudinal empirical research, which can reflect dynamic business-model changes, has yet to prove a definitive connection. This study consequently employs a dynamic perspective in conjunction with innovation theory to examine the relationship between the types of business-model innovation and firm value. This study tries to examine various types of business-model innovation in high-end and low-end technology industries such as HTC and the 7-Eleven chain stores with research periods of 14 years and 32 years, respectively. The empirical results suggest that adopting radical business-model innovation in addition to expanding new target markets can successfully lead to a competitive advantage. Sustained advanced technological competences and service/product innovation are the key successful factors in high-end and low-end technology industry business-models respectively. In sum up, the business-model innovation can yield a higher market value and financial value in high-end technology industries than low-end ones.

Keywords: Business-model, Dynamic Perspective, Firm Value, Innovation

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Authors: Karel Frajtak, Miroslav Bures, Ivan Jelinek

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Software testing is important stage of software development cycle. Current testing process involves tester and electronic documents with test case scenarios. In this paper we focus on new approach to testing process using automated test case generation and tester guidance through the system based on the model of the system. Test case generation and model-based testing is not possible without proper system model. We aim on providing better feedback from the testing process thus eliminating the unnecessary paper work.

Keywords: Model based testing, test automation, test generating, tester support.

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Authors: F.A. Chandio-A.G. Soomro, A.H. Memon, M.A.Talpur

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In order to monitor the water table depth on soil profile salinity buildup, a field study was carried out during 2006-07. Wheat (Rabi) and Sorghum (Kharif) fodder were sown in with three treatments. The results showed that watertable depth lowered from 1.15m to 2.89 m depth at the end of experiment. With lower of watertable depth, pH, ECe and SAR decreased under crops both without and with gypsum and increased in fallowing. Soil moisture depletion was directly proportional to lowering of watertable. With the application of irrigation water (58cm) pH, ECe and SAR were reduced in cropped plots, reduction was higher in gypsum applied plots than non-gypsum plots. In case of fallowing, there was increase in pH, EC, while slight reduction occurred in SAR values. However, soil salinity showed an increasing upward trend under fallowing and its value in 0-30 cm soil layer was the highest amongst the treatments.

Keywords: Aquifer, Soil Salinity, Soil sodicity, Water table

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Authors: Jānis Zuters

Abstract:

There are a lot of extensions made to the classic model of multi-layer perceptron (MLP). A notable amount of them has been designed to hasten the learning process without considering the quality of generalization. The paper proposes a new MLP extension based on exploiting topology of the input layer of the network. Experimental results show the extended model to improve upon generalization capability in certain cases. The new model requires additional computational resources to compare to the classic model, nevertheless the loss in efficiency isn-t regarded to be significant.

Keywords: Learning algorithm, multi-layer perceptron, topology.

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Authors: Dima Stopel, Zvi Boger, Robert Moskovitch, Yuval Shahar, Yuval Elovici

Abstract:

Computer worm detection is commonly performed by antivirus software tools that rely on prior explicit knowledge of the worm-s code (detection based on code signatures). We present an approach for detection of the presence of computer worms based on Artificial Neural Networks (ANN) using the computer's behavioral measures. Identification of significant features, which describe the activity of a worm within a host, is commonly acquired from security experts. We suggest acquiring these features by applying feature selection methods. We compare three different feature selection techniques for the dimensionality reduction and identification of the most prominent features to capture efficiently the computer behavior in the context of worm activity. Additionally, we explore three different temporal representation techniques for the most prominent features. In order to evaluate the different techniques, several computers were infected with five different worms and 323 different features of the infected computers were measured. We evaluated each technique by preprocessing the dataset according to each one and training the ANN model with the preprocessed data. We then evaluated the ability of the model to detect the presence of a new computer worm, in particular, during heavy user activity on the infected computers.

Keywords: Artificial Neural Networks, Feature Selection, Temporal Analysis, Worm Detection.

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Authors: Mohamed M. El-Gendy, Ibrahim A. El-Arabi, Rafik W. Abdel-Missih, Omar A. Kandil

Abstract:

In the present research, a finite element model is presented to study the geometrical and material nonlinear behavior of reinforced concrete plane frames considering soil-structure interaction. The nonlinear behaviors of concrete and reinforcing steel are considered both in compression and tension up to failure. The model takes account also for the number, diameter, and distribution of rebar along every cross section. Soil behavior is taken into consideration using four different models; namely: linear-, nonlinear Winkler's model, and linear-, nonlinear continuum model. A computer program (NARC) is specially developed in order to perform the analysis. The results achieved by the present model show good agreement with both theoretical and experimental published literature. The nonlinear behavior of a rectangular frame resting on soft soil up to failure using the proposed model is introduced for demonstration.

Keywords: Nonlinear analysis, Geometric nonlinearity, Material nonlinearity, Reinforced concrete, Finite element method, Soilstructure interaction, Winkler's soil model, Continuum soil model

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Authors: F. Achouri, K. Chouicha

Abstract:

The main parameters affecting the workability are the water content, particle size, and the total surface of the grains, as long as the mixing water begins by wetting the surface of the grains and then fills the voids between the grains to form entrapped water, the quantity of water remaining is called free water. The aim of this study is to undertake a fractal approach through the relationship between the concrete formulation parameters and workability. To develop this approach a series of concrete taken from the literature was investigated by varying formulation parameters such as G/S, the quantity of cement C and the quantity of water W. We also call another model as the model of water layer thickness and model of paste layer thickness to judge their relevance, hence the following results: the relevance of the water layer thickness model is considered as a relevant when there is a variation in the water quantity. The model of the paste layer thickness is only applicable if we considered that the paste is made with the grain value Dmax = 2.85: value from which we see a stability of the model.

Keywords: Concrete, fractal method, paste layer thickness, water layer thickness, workability.

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Authors: Zita Šereš, Dragana Šoronja Simović, Ljubica Dokić, Lidietta Giorno, Biljana Pajin, Cecilia Hodur, Nikola Maravić

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Membrane technology is convenient for separation of suspended solids, colloids and high molecular weight materials that are present. The idea is that the waste stream from edible oil industry, after the separation of oil by using skimmers is subjected to microfiltration and the obtained permeate can be used again in the production process. The wastewater from edible oil industry was used for the microfiltration. For the microfiltration of this effluent a tubular membrane was used with a pore size of 200 nm at transmembrane pressure in range up to 3 bar and in range of flow rate up to 300 L/h. Box–Behnken design was selected for the experimental work and the responses considered were permeate flux and chemical oxygen demand (COD) reduction. The reduction of the permeate COD was in the range 40-60% according to the feed. The highest permeate flux achieved during the process of microfiltration was 160 L/m²h.

Keywords: Ceramic membrane, edible oil, microfiltration, wastewater.

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Authors: Iqbal Hossain, Dr. Monzur Imteaz, Dr. Shirley Gato-Trinidad, Prof. Abdallah Shanableh

Abstract:

Estimation of runoff water quality parameters is required to determine appropriate water quality management options. Various models are used to estimate runoff water quality parameters. However, most models provide event-based estimates of water quality parameters for specific sites. The work presented in this paper describes the development of a model that continuously simulates the accumulation and wash-off of water quality pollutants in a catchment. The model allows estimation of pollutants build-up during dry periods and pollutants wash-off during storm events. The model was developed by integrating two individual models; rainfall-runoff model, and catchment water quality model. The rainfall-runoff model is based on the time-area runoff estimation method. The model allows users to estimate the time of concentration using a range of established methods. The model also allows estimation of the continuing runoff losses using any of the available estimation methods (i.e., constant, linearly varying or exponentially varying). Pollutants build-up in a catchment was represented by one of three pre-defined functions; power, exponential, or saturation. Similarly, pollutants wash-off was represented by one of three different functions; power, rating-curve, or exponential. The developed runoff water quality model was set-up to simulate the build-up and wash-off of total suspended solids (TSS), total phosphorus (TP) and total nitrogen (TN). The application of the model was demonstrated using available runoff and TSS field data from road and roof surfaces in the Gold Coast, Australia. The model provided excellent representation of the field data demonstrating the simplicity yet effectiveness of the proposed model.

Keywords: Catchment, continuous pollutants build-up, pollutants wash-off, runoff, runoff water quality model.

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Authors: Svetlana Saksonova

Abstract:

Every commercial bank optimises its asset portfolio depending on the profitability of assets and chosen or imposed constraints. This paper proposes and applies a stylized model for optimising banks' asset and liability structure, reflecting profitability of different asset categories and their risks as well as costs associated with different liability categories and reserve requirements. The level of detail for asset and liability categories is chosen to create a suitably parsimonious model and to include the most important categories in the model. It is shown that the most appropriate optimisation criterion for the model is the maximisation of the ratio of net interest income to assets. The maximisation of this ratio is subject to several constraints. Some are accounting identities or dictated by legislative requirements; others vary depending on the market objectives for a particular bank. The model predicts variable amount of assets allocated to loan provision.

Keywords: asset structure, commercial bank, model, optimisation

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