Search results for: Stochastic estimation

Authors: Mohammad Heidari

Abstract:

Horizontal wells are proven to be better producers because they can be extended for a long distance in the pay zone. Engineers have the technical means to forecast the well productivity for a given horizontal length. However, experiences have shown that the actual production rate is often significantly less than that of forecasted. It is a difficult task, if not impossible to identify the real reason why a horizontal well is not producing what was forecasted. Often the source of problem lies in the drilling of horizontal section such as permeability reduction in the pay zone due to mud invasion or snaky well patterns created during drilling. Although drillers aim to drill a constant inclination hole in the pay zone, the more frequent outcome is a sinusoidal wellbore trajectory. The two factors, which play an important role in wellbore tortuosity, are the inclination and side force at bit. A constant inclination horizontal well can only be drilled if the bit face is maintained perpendicular to longitudinal axis of bottom hole assembly (BHA) while keeping the side force nil at the bit. This approach assumes that there exists no formation force at bit. Hence, an appropriate BHA can be designed if bit side force and bit tilt are determined accurately. The Artificial Neural Network (ANN) is superior to existing analytical techniques. In this study, the neural networks have been employed as a general approximation tool for estimation of the bit side forces. A number of samples are analyzed with ANN for parameters of bit side force and the results are compared with exact analysis. Back Propagation Neural network (BPN) is used to approximation of bit side forces. Resultant low relative error value of the test indicates the usability of the BPN in this area.

Keywords: Artificial Neural Network, BHA, Horizontal Well, Stabilizer.

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Authors: Rupesh K. Gopal, Saroj K. Meher

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In this report we present a rule-based approach to detect anomalous telephone calls. The method described here uses subscriber usage CDR (call detail record) data sampled over two observation periods: study period and test period. The study period contains call records of customers- non-anomalous behaviour. Customers are first grouped according to their similar usage behaviour (like, average number of local calls per week, etc). For customers in each group, we develop a probabilistic model to describe their usage. Next, we use maximum likelihood estimation (MLE) to estimate the parameters of the calling behaviour. Then we determine thresholds by calculating acceptable change within a group. MLE is used on the data in the test period to estimate the parameters of the calling behaviour. These parameters are compared against thresholds. Any deviation beyond the threshold is used to raise an alarm. This method has the advantage of identifying local anomalies as compared to techniques which identify global anomalies. The method is tested for 90 days of study data and 10 days of test data of telecom customers. For medium to large deviations in the data in test window, the method is able to identify 90% of anomalous usage with less than 1% false alarm rate.

Keywords: Subscription fraud, fraud detection, anomalydetection, maximum likelihood estimation, rule based systems.

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Authors: Shohei Maruyama, Yasuo Matsuyama, Sachiyo Aburatani

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Development of a method to estimate gene functions is an important task in bioinformatics. One of the approaches for the annotation is the identification of the metabolic pathway that genes are involved in. Since gene expression data reflect various intracellular phenomena, those data are considered to be related with genes’ functions. However, it has been difficult to estimate the gene function with high accuracy. It is considered that the low accuracy of the estimation is caused by the difficulty of accurately measuring a gene expression. Even though they are measured under the same condition, the gene expressions will vary usually. In this study, we proposed a feature extraction method focusing on the variability of gene expressions to estimate the genes' metabolic pathway accurately. First, we estimated the distribution of each gene expression from replicate data. Next, we calculated the similarity between all gene pairs by KL divergence, which is a method for calculating the similarity between distributions. Finally, we utilized the similarity vectors as feature vectors and trained the multiclass SVM for identifying the genes' metabolic pathway. To evaluate our developed method, we applied the method to budding yeast and trained the multiclass SVM for identifying the seven metabolic pathways. As a result, the accuracy that calculated by our developed method was higher than the one that calculated from the raw gene expression data. Thus, our developed method combined with KL divergence is useful for identifying the genes' metabolic pathway.

Keywords: Metabolic pathways, gene expression data, microarray, Kullback–Leibler divergence, KL divergence, support vector machines, SVM, machine learning.

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Authors: Mayur Milan Kale, Indu Mehrotra

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Biochemical Oxygen Demand (BOD) is a measure of the oxygen used in bacteria mediated oxidation of organic substances in water and wastewater. Theoretically an infinite time is required for complete biochemical oxidation of organic matter, but the measurement is made over 5-days at 20 0C or 3-days at 27 0C test period with or without dilution. Researchers have worked to further reduce the time of measurement. The objective of this paper is to review advancement made in BOD measurement primarily to minimize the time and negate the measurement difficulties. Survey of literature review in four such techniques namely BOD-BARTTM, Biosensors, Ferricyanidemediated approach, luminous bacterial immobilized chip method. Basic principle, method of determination, data validation and their advantage and disadvantages have been incorporated of each of the methods. In the BOD-BARTTM method the time lag is calculated for the system to change from oxidative to reductive state. BIOSENSORS are the biological sensing element with a transducer which produces a signal proportional to the analyte concentration. Microbial species has its metabolic deficiencies. Co-immobilization of bacteria using sol-gel biosensor increases the range of substrate. In ferricyanidemediated approach, ferricyanide has been used as e-acceptor instead of oxygen. In Luminous bacterial cells-immobilized chip method, bacterial bioluminescence which is caused by lux genes was observed. Physiological responses is measured and correlated to BOD due to reduction or emission. There is a scope to further probe into the rapid estimation of BOD.

Keywords: BOD, Four methods, Rapid estimation

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Authors: J.-H. Moon, D.-O Kim, R.-H. Park

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This paper presents a video matting method, which extracts the foreground and alpha matte from a video sequence. The objective of video matting is finding the foreground and compositing it with the background that is different from the one in the original image. By finding the motion vectors (MVs) using a sliced block matching algorithm (SBMA), we can extract moving regions from the video sequence under the assumption that the foreground is moving and the background is stationary. In practice, foreground areas are not moving through all frames in an image sequence, thus we accumulate moving regions through the image sequence. The boundaries of moving regions are found by Canny edge detector and the foreground region is separated in each frame of the sequence. Remaining regions are defined as background regions. Extracted backgrounds in each frame are combined and reframed as an integrated single background. Based on the estimated background, we compute the frame difference (FD) of each frame. Regions with the FD larger than the threshold are defined as foreground regions, boundaries of foreground regions are defined as unknown regions and the rest of regions are defined as backgrounds. Segmentation information that classifies an image into foreground, background, and unknown regions is called a trimap. Matting process can extract an alpha matte in the unknown region using pixel information in foreground and background regions, and estimate the values of foreground and background pixels in unknown regions. The proposed video matting approach is adaptive and convenient to extract a foreground automatically and to composite a foreground with a background that is different from the original background.

Keywords: Background estimation, Object segmentation, Blockmatching algorithm, Video matting.

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Authors: Reza Nadimi, Fariborz Jolai

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This article combines two techniques: data envelopment analysis (DEA) and Factor analysis (FA) to data reduction in decision making units (DMU). Data envelopment analysis (DEA), a popular linear programming technique is useful to rate comparatively operational efficiency of decision making units (DMU) based on their deterministic (not necessarily stochastic) input–output data and factor analysis techniques, have been proposed as data reduction and classification technique, which can be applied in data envelopment analysis (DEA) technique for reduction input – output data. Numerical results reveal that the new approach shows a good consistency in ranking with DEA.

Keywords: Effectiveness, Decision Making, Data EnvelopmentAnalysis, Factor Analysis

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Authors: Francesco Caputo, Giuseppe Lamanna, Alessandro Soprano

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This work is focused on the numerical prediction of the fracture resistance of a flat stiffened panel made of the aluminium alloy 2024 T3 under a monotonic traction condition. The performed numerical simulations have been based on the micromechanical Gurson-Tvergaard (GT) model for ductile damage. The applicability of the GT model to this kind of structural problems has been studied and assessed by comparing numerical results, obtained by using the WARP 3D finite element code, with experimental data available in literature. In the sequel a home-made procedure is presented, which aims to increase the residual strength of a cracked stiffened aluminum panel and which is based on the stochastic design improvement (SDI) technique; a whole application example is then given to illustrate the said technique.

Keywords: Residual strength, R-Curve, Gurson model, SDI.

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Authors: Andrey V. Timofeev

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The practical efficient approach is suggested to estimate the high-speed objects instant bounds in C-OTDR monitoring systems. In case of super-dynamic objects (trains, cars) is difficult to obtain the adequate estimate of the instantaneous object localization because of estimation lag. In other words, reliable estimation coordinates of monitored object requires taking some time for data observation collection by means of C-OTDR system, and only if the required sample volume will be collected the final decision could be issued. But it is contrary to requirements of many real applications. For example, in rail traffic management systems we need to get data of the dynamic objects localization in real time. The way to solve this problem is to use the set of statistical independent parameters of C-OTDR signals for obtaining the most reliable solution in real time. The parameters of this type we can call as «signaling parameters» (SP). There are several the SP’s which carry information about dynamic objects instant localization for each of COTDR channels. The problem is that some of these parameters are very sensitive to dynamics of seismoacoustic emission sources, but are non-stable. On the other hand, in case the SP is very stable it becomes insensitive as rule. This report contains describing of the method for SP’s co-processing which is designed to get the most effective dynamic objects localization estimates in the C-OTDR monitoring system framework.

Keywords: C-OTDR-system, co-processing of signaling parameters, high-speed objects localization, multichannel monitoring systems.

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Authors: Petr Gurný

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One of the most important tasks in the risk management is the correct determination of probability of default (PD) of particular financial subjects. In this paper a possibility of determination of financial institution’s PD according to the creditscoring models is discussed. The paper is divided into the two parts. The first part is devoted to the estimation of the three different models (based on the linear discriminant analysis, logit regression and probit regression) from the sample of almost three hundred US commercial banks. Afterwards these models are compared and verified on the control sample with the view to choose the best one. The second part of the paper is aimed at the application of the chosen model on the portfolio of three key Czech banks to estimate their present financial stability. However, it is not less important to be able to estimate the evolution of PD in the future. For this reason, the second task in this paper is to estimate the probability distribution of the future PD for the Czech banks. So, there are sampled randomly the values of particular indicators and estimated the PDs’ distribution, while it’s assumed that the indicators are distributed according to the multidimensional subordinated Lévy model (Variance Gamma model and Normal Inverse Gaussian model, particularly). Although the obtained results show that all banks are relatively healthy, there is still high chance that “a financial crisis” will occur, at least in terms of probability. This is indicated by estimation of the various quantiles in the estimated distributions. Finally, it should be noted that the applicability of the estimated model (with respect to the used data) is limited to the recessionary phase of the financial market.

Keywords: Credit-scoring Models, Multidimensional Subordinated Lévy Model, Probability of Default.

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Authors: Inas E. Darwish, Alia M. Arab, Tarek A. Azeim, Teshreen M. Zeitoun, Wafaa A. Hewedy, Moemen A. Heiba, Iman S. Emara

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Inflammatory bowel disease (IBD) is a chronic relapsing-remitting condition that afflicts millions of people throughout the world and impairs their daily functions and quality of life. Treatment of IBD depends largely on 5-aminosalicylic acid (5- ASA) and corticosteroids. The present study aimed to clarify the effects of 5-aminosalicylic acid, budesonide and currcumin on 90 male albino rats against trinitrobenzene sulfonic acid (TNB) induced colitis. TNB was injected intrarectally to 50 rats. The other 40 rats served as control groups. Both 5-ASA (in a dose of 120 mg/kg) and budesonide (in a dose of 0.1 mg/kg) were administered daily for one week whereas currcumin was injected intraperitonially (in a dose of 30 mg/kg daily) for 14 days after injection of either TNB in the colitis rats (group B) or saline in control groups (group A). The study included estimation of macroscopic score index, histological examination of H&E stained sections of the colonic tissue, biochemical estimation of myeloperoxidase (MPO), nitric oxide (NO), and caspase-3 levels, in addition to studying the effect of tested drugs on colonic motility. It was found that budesonide and curcumin improved mucosal healing, reduced both NO production and caspase- 3 level. They had the best impact on the disturbed colonic motility in TNBS-model of colitis.

Keywords: Colitis, curcumin, nitric oxide.

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Authors: V. T. S. Dao, T. G. Etoh, C. Vo Le, H. D. Nguyen, K. Takehara, T. Akino, K. Nishi

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Since 2004, we have been developing an in-situ storage image sensor (ISIS) that captures more than 100 consecutive images at a frame rate of 10 Mfps with ultra-high sensitivity as well as the video camera for use with this ISIS. Currently, basic research is continuing in an attempt to increase the frame rate up to 100 Mfps and above. In order to suppress electro-magnetic noise at such high frequency, a digital-noiseless imaging transfer scheme has been developed utilizing solely sinusoidal driving voltages. This paper presents highly efficient-yet-accurate expressions to estimate attenuation as well as phase delay of driving voltages through RC networks of an ultra-high-speed image sensor. Elmore metric for a fundamental RC chain is employed as the first-order approximation. By application of dimensional analysis to SPICE data, we found a simple expression that significantly improves the accuracy of the approximation. Similarly, another simple closed-form model to estimate phase delay through fundamental RC networks is also obtained. Estimation error of both expressions is much less than previous works, only less 2% for most of the cases . The framework of this analysis can be extended to address similar issues of other VLSI structures.

Keywords: Dimensional Analysis, ISIS, Digital-noiseless, RC network, Attenuation, Phase Delay, Elmore model

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Authors: Dimitris Georgoutsos, Petros M. Migiakis

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The concurrent era is characterised by strengthened interactions among financial markets and increased capital mobility globally. In this frames we examine the effects the international financial integration process has on the European bond markets. We perform a comparative study of the interactions of the European and international bond markets and exploit Cointegration analysis results on the elimination of stochastic trends and the decomposition of the underlying long run equilibria and short run causal relations. Our investigation provides evidence on the relation between the European integration process and that of globalisation, viewed through the bond markets- sector. Additionally the structural formulation applied, offers significant implications of the findings. All in all our analysis offers a number of answers on crucial queries towards the European bond markets integration process.

Keywords: financial integration, bond markets, cointegration

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Authors: Sandeep Singh Gill, Rajeevan Chandel, Ashwani Chandel

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This paper presents a comparative study of Ant Colony and Genetic Algorithms for VLSI circuit bi-partitioning. Ant colony optimization is an optimization method based on behaviour of social insects [27] whereas Genetic algorithm is an evolutionary optimization technique based on Darwinian Theory of natural evolution and its concept of survival of the fittest [19]. Both the methods are stochastic in nature and have been successfully applied to solve many Non Polynomial hard problems. Results obtained show that Genetic algorithms out perform Ant Colony optimization technique when tested on the VLSI circuit bi-partitioning problem.

Keywords: Partitioning, genetic algorithm, ant colony optimization, non-polynomial hard, netlist, mutation.

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Authors: A. A. Khan, M. Naeem, S. Bashir, S. I. Shah

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In this paper we propose a Particle Swarm heuristic optimized Multi-Antenna (MA) system. Efficient MA systems detection is performed using a robust stochastic evolutionary computation algorithm based on movement and intelligence of swarms. This iterative particle swarm optimized (PSO) detector significantly reduces the computational complexity of conventional Maximum Likelihood (ML) detection technique. The simulation results achieved with this proposed MA-PSO detection algorithm show near optimal performance when compared with ML-MA receiver. The performance of proposed detector is convincingly better for higher order modulation schemes and large number of antennas where conventional ML detector becomes non-practical.

Keywords: Multi Antenna (MA), Multi-input Multi-output(MIMO), Particle Swarm Optimization (PSO), ML detection.

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Authors: T. T. Olugbenga, A. I. Augie

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This research proposes an interpretation of the Bouguer’ gravity anomaly data of some parts of Sokoto basin for the estimation of crustal thickness. The study area is bounded between latitudes 11⁰0′0″N and 13⁰0′0″N, and longitudes 4⁰0′0″E and 6⁰0′0″E that covered Koko, Jega, B/Kebbi, Argungu, Lema, Bodinga, Tamgaza, Gunmi,Daki Takwas, Dange, Sokoto, Ilella, T/Mafara, Anka, Maru, Gusau, K/Namoda, and Sabon Birni within Sokoto, Kebbi and Zamfara state respectively. The established map of the study area was digitized in X, Y and Z format using excel software package and the digitized data were processed using Surfer version 13 software. The Moho and Conrad depths based on a relationship between Bouguer’ gravity anomaly determined crustal thickness were estimated as 35 to 37 km and 19 to 21 km, respectively. The crustal region has been categorized into: Crustal thinning zone that is the region with high gravity anomaly value due to its greater geothermal energy and also Crustal thickening zone which the region with low anomaly values due to its lower geothermal energy. Birnin kebbi, Jega, Sokoto were identified as the region of hydrocarbon potential with an estimate of 35 km thickness within the crustal region which is referred to as crustal thickening as a result of its low but sufficient geothermal energy to decompose organic matter within the region to form hydrocarbons.

Keywords: Bouguer gravity anomaly, crustal thickness, geothermal energy, hydrocarbons, Moho and Conrad Depths.

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Authors: V. Pizarro-Carmona, S. Castano-Solis, M. Cortés-Carmona, J. Fraile-Ardanuy, D. Jimenez-Bermejo

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The purpose of this article is to optimize the Equivalent Electric Circuit Model (EECM) of different orders to obtain greater precision in the modeling of Li-ion battery packs. Optimization includes considering circuits based on 1RC, 2RC and 3RC networks, with a dependent voltage source and a series resistor. The parameters are obtained experimentally using tests in the time domain and in the frequency domain. Due to the high non-linearity of the behavior of the battery pack, Genetic Algorithm (GA) was used to solve and optimize the parameters of each EECM considered (1RC, 2RC and 3RC). The objective of the estimation is to minimize the mean square error between the measured impedance in the real battery pack and those generated by the simulation of different proposed circuit models. The results have been verified by comparing the Nyquist graphs of the estimation of the complex impedance of the pack. As a result of the optimization, the 2RC and 3RC circuit alternatives are considered as viable to represent the battery behavior. These battery pack models are experimentally validated using a hardware-in-the-loop (HIL) simulation platform that reproduces the well-known New York City cycle (NYCC) and Federal Test Procedure (FTP) driving cycles for electric vehicles. The results show that using GA optimization allows obtaining EECs with 2RC or 3RC networks, with high precision to represent the dynamic behavior of a battery pack in vehicular applications.

Keywords: Li-ion battery packs modeling optimized, EECM, GA, electric vehicle applications.

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Authors: M. Mokhtar, A. Shuib, D. Mohamad

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Portfolio optimization problem has received a lot of attention from both researchers and practitioners over the last six decades. This paper provides an overview of the current state of research in portfolio optimization with the support of mathematical programming techniques. On top of that, this paper also surveys the solution algorithms for solving portfolio optimization models classifying them according to their nature in heuristic and exact methods. To serve these purposes, 40 related articles appearing in the international journal from 2003 to 2013 have been gathered and analyzed. Based on the literature review, it has been observed that stochastic programming and goal programming constitute the highest number of mathematical programming techniques employed to tackle the portfolio optimization problem. It is hoped that the paper can meet the needs of researchers and practitioners for easy references of portfolio optimization.

Keywords: Portfolio optimization, Mathematical programming, Multi-objective programming, Solution approaches.

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Authors: Martha Liliana Reina Usuga, Wilson Adarme Jaimes, Oscar Eduardo Suarez

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Coordinated supply chain represents major challenges for the different actors involved in it, because each agent responds to individual interests. The paper presents a framework with the reviewed literature regarding the system's decision structure and nature of demand. Later, it characterizes an agri food supply chain in the Central Region of Colombia, it responds to a decentralized distribution system and a stochastic demand. Finally, the paper recommends coordinating the chain based on shared information, and mechanisms for each agent, as VMI (vendor-managed inventory) strategy for farmer-buyer relationship, information system for farmers and contracts for transportation service providers.

Keywords: Agri-food supply chain, Coordination mechanisms, Decentralized distribution system, Supply chain coordination.

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Authors: M. A. Tayfun

Abstract:

Occurrences of spurious crests on the troughs of large, relatively steep second-order Stokes waves are anomalous and not an inherent characteristic of real waves. Here, the effects of such occurrences on the statistics described by the standard second-order stochastic model are examined theoretically and by way of simulations. Theoretical results and simulations indicate that when spurious occurrences are sufficiently large, the standard model leads to physically unrealistic surface features and inaccuracies in the statistics of various surface features, in particular, the troughs and thus zero-crossing heights of large waves. Whereas inaccuracies can be fairly noticeable for long-crested waves in both deep and shallower depths, they tend to become relatively insignificant in directional waves.

Keywords: Large waves, non-linear effects, simulation, spectra, spurious crests, Stokes waves, wave breaking, wave statistics.

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Authors: Farhad Asadi, S. Hossein Sadati

Abstract:

Bayesian approach can be used for parameter identification and extraction in state space models and its ability for analyzing sequence of data in dynamical system is proved in different literatures. In this paper, adaptive Kalman filter with Bayesian approach for identification of variances in measurement parameter noise is developed. Next, it is applied for estimation of the dynamical state and measurement data in discrete linear dynamical system. This algorithm at each step time estimates noise variance in measurement noise and state of system with Kalman filter. Next, approximation is designed at each step separately and consequently sufficient statistics of the state and noise variances are computed with a fixed-point iteration of an adaptive Kalman filter. Different simulations are applied for showing the influence of noise variance in measurement data on algorithm. Firstly, the effect of noise variance and its distribution on detection and identification performance is simulated in Kalman filter without Bayesian formulation. Then, simulation is applied to adaptive Kalman filter with the ability of noise variance tracking in measurement data. In these simulations, the influence of noise distribution of measurement data in each step is estimated, and true variance of data is obtained by algorithm and is compared in different scenarios. Afterwards, one typical modeling of nonlinear state space model with inducing noise measurement is simulated by this approach. Finally, the performance and the important limitations of this algorithm in these simulations are explained. 

Keywords: adaptive filtering, Bayesian approach Kalman filtering approach, variance tracking

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Authors: Oshmita Dey, Debjani Chakraborty

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In this paper, a single period inventory model with resalable returns has been analyzed in an imprecise and uncertain mixed environment. Demand has been introduced as a fuzzy random variable. In this model, a single order is placed before the start of the selling season. The customer, for a full refund, may return purchased products within a certain time interval. Returned products are resalable, provided they arrive back before the end of the selling season and are found to be undamaged. Products remaining at the end of the season are salvaged. All demands not met directly are lost. The probabilities that a sold product is returned and that a returned product is resalable, both imprecise in a real situation, have been assumed to be fuzzy in nature.

Keywords: Fuzzy random variable, Modified graded meanintegration, Internet mail order, Inventory.

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Authors: F. C. Amadi, G. C. Enyi, G. Nasr

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Relative permeabilities are practical factors that are used to correct the single phase Darcy’s law for application to multiphase flow. For effective characterisation of large-scale multiphase flow in hydrocarbon recovery, relative permeability and capillary pressures are used. These parameters are acquired via special core flooding experiments. Special core analysis (SCAL) module of reservoir simulation is applied by engineers for the evaluation of these parameters. But, core flooding experiments in shale core sample are expensive and time consuming before various flow assumptions are achieved for instance Darcy’s law. This makes it imperative for the application of coreflooding simulations in which various analysis of relative permeabilities and capillary pressures of multiphase flow can be carried out efficiently and effectively at a relative pace. This paper presents a Sendra software simulation of core flooding to achieve to relative permeabilities and capillary pressures using different correlations. The approach used in this study was three steps. The first step, the basic petrophysical parameters of Marcellus shale sample such as porosity was determined using laboratory techniques. Secondly, core flooding was simulated for particular scenario of injection using different correlations. And thirdly the best fit correlations for the estimation of relative permeability and capillary pressure was obtained. This research approach saves cost and time and very reliable in the computation of relative permeability and capillary pressures at steady or unsteady state, drainage or imbibition processes in oil and gas industry when compared to other methods.

Keywords: Special core analysis (SCAL), relative permeability, capillary pressures, drainage, imbibition.

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Authors: H K Lakshminarayana, J S Bhat, H M Mahesh

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A new estimator for evolutionary spectrum (ES) based on short time Fourier transform (STFT) and modified group delay function (MGDF) by signal decomposition (SD) is proposed. The STFT due to its built-in averaging, suppresses the cross terms and the MGDF preserves the frequency resolution of the rectangular window with the reduction in the Gibbs ripple. The present work overcomes the magnitude distortion observed in multi-component non-stationary signals with STFT and MGDF estimation of ES using SD. The SD is achieved either through discrete cosine transform based harmonic wavelet transform (DCTHWT) or perfect reconstruction filter banks (PRFB). The MGDF also improves the signal to noise ratio by removing associated noise. The performance of the present method is illustrated for cross chirp and frequency shift keying (FSK) signals, which indicates that its performance is better than STFT-MGDF (STFT-GD) alone. Further its noise immunity is better than STFT. The SD based methods, however cannot bring out the frequency transition path from band to band clearly, as there will be gap in the contour plot at the transition. The PRFB based STFT-SD shows good performance than DCTHWT decomposition method for STFT-GD.

Keywords: Evolutionary Spectrum, Modified Group Delay, Discrete Cosine Transform, Harmonic Wavelet Transform, Perfect Reconstruction Filter Banks, Short Time Fourier Transform.

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Authors: Oulad Naoui Noureddine, Cherif ELAmine, Djehiche Abdelkader

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Water resources management includes several disciplines; the modeling of rainfall-runoff relationship is the most important discipline to prevent natural risks. There are several models to study rainfall-runoff relationship in watersheds. However, the majority of these models are not applicable in all basins of the world.  In this study, a new stochastic method called The Only Corresponding Competitor method (OCC) was used for the hydrological modeling of M’ZAB   Watershed (South East of Algeria) to adapt a few empirical models for any hydrological regime.  The results obtained allow to authorize a certain number of visions, in which it would be interesting to experiment with hydrological models that improve collectively or separately the data of a catchment by the OCC method.

Keywords: Empirical model, modeling, OCC, rainfall-runoff relationship.

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Authors: S. J. Matlan, M. Mukhlisin, M. R. Taha

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Characterization of the engineering behavior of unsaturated soil is dependent on the soil-water characteristic curve (SWCC), a graphical representation of the relationship between water content or degree of saturation and soil suction. A reasonable description of the SWCC is thus important for the accurate prediction of unsaturated soil parameters. The measurement procedures for determining the SWCC, however, are difficult, expensive, and timeconsuming. During the past few decades, researchers have laid a major focus on developing empirical equations for predicting the SWCC, with a large number of empirical models suggested. One of the most crucial questions is how precisely existing equations can represent the SWCC. As different models have different ranges of capability, it is essential to evaluate the precision of the SWCC models used for each particular soil type for better SWCC estimation. It is expected that better estimation of SWCC would be achieved via a thorough statistical analysis of its distribution within a particular soil class. With this in view, a statistical analysis was conducted in order to evaluate the reliability of the SWCC prediction models against laboratory measurement. Optimization techniques were used to obtain the best-fit of the model parameters in four forms of SWCC equation, using laboratory data for relatively coarse-textured (i.e., sandy) soil. The four most prominent SWCCs were evaluated and computed for each sample. The result shows that the Brooks and Corey model is the most consistent in describing the SWCC for sand soil type. The Brooks and Corey model prediction also exhibit compatibility with samples ranging from low to high soil water content in which subjected to the samples that evaluated in this study.

Keywords: Soil-water characteristic curve (SWCC), statistical analysis, unsaturated soil.

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Authors: Yucai Ding, Hong Zhu, Shouming Zhong, Yuping Zhang

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This paper considers ­H∞ performance for Markovian jump systems with Time-varying delays. The systems under consideration involve disturbance signal, Markovian switching and timevarying delays. By using a new Lyapunov-Krasovskii functional and a convex optimization approach, a delay-dependent stability condition in terms of linear matrix inequality (LMI) is addressed, which guarantee asymptotical stability in mean square and a prescribed ­H∞ performance index for the considered systems. Two numerical examples are given to illustrate the effectiveness and the less conservatism of the proposed main results. All these results are expected to be of use in the study of stochastic systems with time-varying delays.

Keywords: ­H∞ performance, Markovian switching, Delaydependent stability, Linear matrix inequality (LMI)

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Authors: Ahmad Thanyan Al-Sultan

Abstract:

The check-in area of airport terminal is one of the busiest sections at airports at certain periods. The passengers are subjected to queues and delays during the check-in process. These delays and queues are due to constraints in the capacity of service facilities. In this project, the airport terminal is decomposed into several check-in areas. The airport check-in scheduling problem requires both a deterministic (integer programming) and stochastic (simulation) approach. Integer programming formulations are provided to minimize the total number of counters in each check-in area under the realistic constraint that counters for one and the same flight should be adjacent and the desired number of counters remaining in each area should be fixed during check-in operations. By using simulation, the airport system can be modeled to study the effects of various parameters such as number of passengers on a flight and check-in counter opening and closing time.

Keywords: Airport terminal, Integer programming, Scheduling, Simulation.

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Authors: Ioan Popa, Cristiana Tudor, Radu Lupu

Abstract:

The interdependences among stock market indices were studied for a long while by academics in the entire world. The current financial crisis opened the door to a wide range of opinions concerning the understanding and measurement of the connections considered to provide the controversial phenomenon of market integration. Using data on the log-returns of 17 stock market indices that include most of the CEE markets, from 2005 until 2009, our paper studies the problem of these dependences using a new methodological tool that takes into account both the volatility clustering effect and the stochastic properties of these linkages through a Dynamic Conditional System of Simultaneous Equations. We find that the crisis is well captured by our model as it provides evidence for the high volatility – high dependence effect.

Keywords: Stock market interdependences, Dynamic System ofSimultaneous Equations, financial crisis

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Authors: Wahyudin P. Syam, Ibrahim M. Al-Harkan

Abstract:

This study compares three meta heuristics to minimize makespan (Cmax) for Hybrid Flow Shop (HFS) Scheduling Problem with Parallel Machines. This problem is known to be NP-Hard. This study proposes three algorithms among improvement heuristic searches which are: Genetic Algorithm (GA), Simulated Annealing (SA), and Tabu Search (TS). SA and TS are known as deterministic improvement heuristic search. GA is known as stochastic improvement heuristic search. A comprehensive comparison from these three improvement heuristic searches is presented. The results for the experiments conducted show that TS is effective and efficient to solve HFS scheduling problems.

Keywords: Flow shop, genetic algorithm, simulated annealing, tabu search.

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Authors: Alluri Swaroopa, Lakkakula Venkata Narasimha Prasad

Abstract:

Alone with fast urbanization in world, traffic control became a big issue in urban construction. Having an efficient and reliable traffic control system is crucial to macro-traffic control. Traffic signal is used to manage conflicting requirement by allocating different sets of mutually compatible traffic movement during distinct time interval. Many approaches have been made proposed to solve this discrete stochastic problem. Recognizing the need to minimize right-of-way impacts while efficiently handling the anticipated high traffic volumes, the proposed alternative system gives effective design. This model allows for increased traffic capacity and reduces delays by eliminating a step in maneuvering through the freeway interchange. The concept proposed in this paper involves construction of bridges and ramps at intersection of four roads to control the vehicular congestion and to prevent traffic breakdown.

Keywords: Bridges, junctions, ramps, urban traffic control.

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