Search results for: codebook model

Authors: Zina Benouaret, Djamil Aissani

Abstract:

In this work, we introduce the qualitative and quantitative concept of the strong stability method in the risk process modeling two lines of business of the same insurance company or an insurance and re-insurance companies that divide between them both claims and premiums with a certain proportion. The approach proposed is based on the identification of the ruin probability associate to the model considered, with a stationary distribution of a Markov random process called a reversed process. Our objective, after clarifying the condition and the perturbation domain of parameters, is to obtain the stability inequality of the ruin probability which is applied to estimate the approximation error of a model with disturbance parameters by the considered model. In the stability bound obtained, all constants are explicitly written.

Keywords: Markov chain, risk models, ruin probabilities, strong stability analysis.

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Authors: Areej Babiker Idris Babiker, Rosdiazli Ibrahim

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Gas chromatography (GC) is the most widely used technique in analytical chemistry. However, GC has high initial cost and requires frequent maintenance. This paper examines the feasibility and potential of using a neural network model as an alternative whenever GC is unvailable. It can also be part of system verification on the performance of GC for preventive maintenance activities. It shows the performance of MultiLayer Perceptron (MLP) with Backpropagation structure. Results demonstrate that neural network model when trained using this structure provides an adequate result and is suitable for this purpose. cm.

Keywords: Analyzer, Levenberg-Marquardt, Gas chromatography, Neural network

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

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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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Authors: Yong-Hui Li, Jing-Wen Huang

Abstract:

As the advancement of technology, online shopping channel develops rapidly in recent years. According to the report of Taiwan Network Information Center, there are almost eighty percents of internet population shopping in online channel. Synthesizing insights from the previous research, this study develops the conceptual model to integrate Theory of Perceived Risk (TPR) and Technology Acceptance Model (TAM) to apply in online shopping. Using data collected from 637 respondents from online survey website, we use structural equation modeling to test measurement and structural models. The results suggest the need for consideration of perceived risk as an antecedent in the Technology Acceptance Model. The limitations and implications are discussed.

Keywords: perceived risk, perceived usefulness, perceived ease of use, behavioral intention, actual purchase behavior

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Authors: Y. Lu, X. S. Qin

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Extensive rainfall disaggregation approaches have been developed and applied in climate change impact studies such as flood risk assessment and urban storm water management.In this study, five rainfall models that were capable ofdisaggregating daily rainfall data into hourly one were investigated for the rainfall record in theChangi Airport, Singapore. The objectives of this study were (i) to study the temporal characteristics of hourly rainfall in Singapore, and (ii) to evaluate the performance of variousdisaggregation models. The used models included: (i) Rectangular pulse Poisson model (RPPM), (ii) Bartlett-Lewis Rectangular pulse model (BLRPM), (iii) Bartlett-Lewis model with 2 cell types (BL2C), (iv) Bartlett-Lewis Rectangular with cell depth distribution dependent on duration (BLRD), and (v) Neyman-Scott Rectangular pulse model (NSRPM). All of these models werefitted using hourly rainfall data ranging from 1980 to 2005 (which was obtained from Changimeteorological station).The study results indicated that the weight scheme of inversely proportional variance could deliver more accurateoutputs for fitting rainfall patterns in tropical areas, and BLRPM performedrelatively better than other disaggregation models.

Keywords: Rainfall disaggregation, statistical properties, poisson processed, Bartlett-Lewis model, Neyman-Scott model.

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Authors: Suttipong Boonphadung, Thassanant Unnanantn

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This research focused on comparing the critical thinking of the teacher students before and after using Miller’s Model learning activities and investigating their opinions. The sampling groups were (1) fourth year 33 student teachers majoring in Early Childhood Education and enrolling in semester 1 of academic year 2013 (2) third year 28 student teachers majoring in English and enrolling in semester 2 of academic year 2013 and (3) third year 22 student teachers majoring in Thai and enrolling in semester 2 of academic year 2013. The research instruments were (1) lesson plans where the learning activities were settled based on Miller’s Model (2) critical thinking assessment criteria and (3) a questionnaire on opinions towards Miller’s Model based learning activities. The statistical treatment was mean, deviation, different scores and T-test. The result unfolded that (1) the critical thinking of the students after the assigned activities was better than before and (2) the students’ opinions towards the critical thinking improvement activities based on Miller’s Model ranged from the level of high to highest.

Keywords: Critical thinking, Miller’s model, Opinions.

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Authors: Ling Liu, Yuan Ye

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In this paper, a discrete-time SIR epidemic model with nonlinear incidence rate, time delays and impulses is investigated. Sufficient conditions for the existence and uniqueness of periodic solutions are obtained by using contraction theorem and inequality techniques. An example is employed to illustrate our results.

Keywords: Discrete-time SIR epidemic model, time delay, nonlinear incidence rate, impulse.

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Authors: Kejun Zhuang

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With the help of coincidence degree theory, sufficient conditions for existence of periodic solutions for a food chain model with functional responses on time scales are established.

Keywords: time scales, food chain model, coincidence degree, periodic solutions.

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Authors: Boonlert Watjatrakul

Abstract:

Mobile marketing through mobile messaging service has highly impressive growth as it enables e-business firms to communicate with their customers effectively. Educational institutions hence start using this service to enhance communication with their students. Previous studies, however, have limited understanding of applying mobile messaging service in education. This study proposes a theoretical model to understand the drivers of students- intentions to use the university-s mobile messaging service. The model indicates that social influence, perceived control and attitudes affect students- intention to use the university-s mobile messaging service. It also provides five antecedents of students- attitudes–perceived utility (information utility, entertainment utility, and social utility), innovativeness, information seeking, transaction specificity (content specificity, sender specificity, and time specificity) and privacy concern. The proposed model enables universities to understand what students concern about the use of a mobile messaging service in universities and handle the service more effectively. The paper discusses the model development and concludes with limitations and implications of the proposed model.

Keywords: education, intention, mobile marketing, mobile messaging.

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Authors: H. D. Ibrahim, H. C. Chinwenyi, T. Danjuma

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An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.

Keywords: Option price valuation, Partial Differential Equations, Black-Scholes PDEs, Ito process.

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Authors: Kyu Han Kim, Soon Kyu Kwon, Heung Sun Yoon, Jong Tae Kim

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In this paper, we demonstrate the adaptive least-mean-square (LMS) filter modeling using SystemC. SystemC is a modeling language that allows designer to model both hardware and software component and makes it possible to design from high level system of abstraction to low level system of abstraction. We produced five adaptive least-mean-square filter models that are classed as five abstraction levels using SystemC proceeding from the abstract model to the more concrete model.

Keywords: Adaptive Filter, Least-Mean-Square Algorithm, SystemC, Transversal Fir Filter.

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Authors: Narbada Prasad Gupta, Mithilesh Kumar

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A compact Ultra Wide Band (UWB) antenna with coplanar waveguide feed has been designed and results are verified in this paper. The antenna has been designed on FR4 substrate with dielectric constant (εr) of 4.4 and dimensions of 32mm x 26mm x 0.8mm. The presented antenna shows return loss characteristics in the band of 3.1 to 10.6 GHz as prescribed by FCC, USA. Parametric studies have been done and results thus obtained have been presented. Simulated results have been verified on Rohde & Swartz VNA. The measured results are in good agreement with simulated results which make the presented antenna suitable to be used for wearable applications. Performance analysis of antenna has also been shown in the presence of three layered Human Arm model. Results obtained in presence of Human Arm model has been compared with that in free space.

Keywords: CPW feed, Human Arm model, UWB, wearable antenna.

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Authors: Khaing Win Mar, Thinn Thu Naing

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Nowadays, precipitation prediction is required for proper planning and management of water resources. Prediction with neural network models has received increasing interest in various research and application domains. However, it is difficult to determine the best neural network architecture for prediction since it is not immediately obvious how many input or hidden nodes are used in the model. In this paper, neural network model is used as a forecasting tool. The major aim is to evaluate a suitable neural network model for monthly precipitation mapping of Myanmar. Using 3-layerd neural network models, 100 cases are tested by changing the number of input and hidden nodes from 1 to 10 nodes, respectively, and only one outputnode used. The optimum model with the suitable number of nodes is selected in accordance with the minimum forecast error. In measuring network performance using Root Mean Square Error (RMSE), experimental results significantly show that 3 inputs-10 hiddens-1 output architecture model gives the best prediction result for monthly precipitation in Myanmar.

Keywords: Precipitation prediction, monthly precipitation, neural network models, Myanmar.

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Authors: S. Srinivas, N. Ramesh Babu

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This paper presents a model to predict the depth of penetration in polycrystalline ceramic material cut by abrasive waterjet. The proposed model considered the interaction of cylindrical jet with target material in upper region and neglected the role of threshold velocity in lower region. The results predicted with the proposed model are validated with the experimental results obtained with Silicon Carbide (SiC) blocks.

Keywords: Abrasive waterjet cutting, analytical modeling, ceramics, microcutting and intergranular cracking.

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Authors: G. Zahedi, H. Yaghoobi

Abstract:

Modeling of a heterogeneous industrial fixed bed reactor for selective dehydrogenation of heavy paraffin with Pt-Sn- Al2O3 catalyst has been the subject of current study. By applying mass balance, momentum balance for appropriate element of reactor and using pressure drop, rate and deactivation equations, a detailed model of the reactor has been obtained. Mass balance equations have been written for five different components. In order to estimate reactor production by the passage of time, the reactor model which is a set of partial differential equations, ordinary differential equations and algebraic equations has been solved numerically. Paraffins, olefins, dienes, aromatics and hydrogen mole percent as a function of time and reactor radius have been found by numerical solution of the model. Results of model have been compared with industrial reactor data at different operation times. The comparison successfully confirms validity of proposed model.

Keywords: Dehydrogenation, fixed bed reactor, modeling, linear alkyl benzene.

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Authors: Maria Grazia Albanesi, Riccardo Amadeo

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This study presents a new model of the human image quality assessment process: the aim is to highlightthe foundations of the image quality metrics proposed in literature, by identifyingthe cognitive/physiological or mathematical principles of their development and the relation with the actual human quality assessment process. The model allows to createa novel categorization of objective and subjective image quality metrics. Our work includes an overview of the most used or effectiveobjective metrics in literature, and, for each of them, we underline its main characteristics, with reference to the rationale of the proposed model and categorization. From the results of this operation, we underline a problem that affects all the presented metrics: the fact that many aspects of human biasesare not taken in account at all. We then propose a possible methodology to address this issue.

Keywords: Eye-Tracking, image quality assessment metric, MOS, quality of user experience, visual perception.

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Authors: Huei-Fu Lu

Abstract:

This paper is to develop a fuzzy net present value (FNPV) method by taking vague cash flow and imprecise required rate of return into account for evaluating the value of the Build-Operate-Transfer (BOT) sport facilities. In order to clearly manifest a more realistic capital budgeting model based on the classical net present value (NPV) method, some uncertain financial elements in NPV formula will be fuzzified as triangular fuzzy numbers. Through the conscientious manipulation of fuzzy set theory, we will find that the proposed FNPV model is a more explicit extension of classical (crisp) model and could be more practicable for the financial managers to capture the essence of capital budgeting of sport facilities than non-fuzzy model.

Keywords: Fuzzy sets; Capital budgeting, Sport facility, Net present value (NPV), Build-Operate-Transfer (BOT) scheme

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Authors: A. Kablan

Abstract:

The prediction of financial time series is a very complicated process. If the efficient market hypothesis holds, then the predictability of most financial time series would be a rather controversial issue, due to the fact that the current price contains already all available information in the market. This paper extends the Adaptive Neuro Fuzzy Inference System for High Frequency Trading which is an expert system that is capable of using fuzzy reasoning combined with the pattern recognition capability of neural networks to be used in financial forecasting and trading in high frequency. However, in order to eliminate unnecessary input in the training phase a new event based volatility model was proposed. Taking volatility and the scaling laws of financial time series into consideration has brought about the development of the Intraday Seasonality Observation Model. This new model allows the observation of specific events and seasonalities in data and subsequently removes any unnecessary data. This new event based volatility model provides the ANFIS system with more accurate input and has increased the overall performance of the system.

Keywords: Adaptive Neuro-fuzzy Inference system, High Frequency Trading, Intraday Seasonality Observation Model.

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Authors: W. Hasan, H. Farhat

Abstract:

A hybrid quasi-steady thermal lattice Boltzmann model was used to study the combined effects of temperature and contact angle on the movement of slugs and droplets of oil in water (O/W) system flowing between two parallel plates. The model static contact angle due to the deposition of the O/W droplet on a flat surface with simulated hydrophilic characteristic at different fluid temperatures, matched very well the proposed theoretical calculation. Furthermore, the model was used to simulate the dynamic behavior of droplets and slugs deposited on the domain’s upper and lower surfaces, while subjected to parabolic flow conditions. The model accurately simulated the contact angle hysteresis for the dynamic droplets cases. It was also shown that at elevated temperatures the required power to transport the mixture diminished remarkably.

Keywords: Lattice Boltzmann method, Gunstensen model, thermal, contact angle, high viscosity ratio.

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Authors: Properties, Approximation Distribution Reductions in Multigranulation Rough Set Model

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Some properties of approximation sets are studied in multi-granulation optimist model in rough set theory using maximal compatible classes. The relationships between or among lower and upper approximations in single and multiple granulation are compared and discussed. Through designing Boolean functions and discernibility matrices in incomplete information systems, the lower and upper approximation sets and reduction in multi-granulation environments can be found. By using examples, the correctness of computation approach is consolidated. The related conclusions obtained are suitable for further investigating in multiple granulation RSM.

Keywords: Incomplete information system, maximal compatible class, multi-granulation rough set model, reduction.

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Authors: Sofia Ayouche, Rachid Ellaia, Rajae Aboulaich

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Today, insurers may use the yield curve as an indicator evaluation of the profit or the performance of their portfolios; therefore, they modeled it by one class of model that has the ability to fit and forecast the future term structure of interest rates. This class of model is the Nelson-Siegel-Svensson model. Unfortunately, many authors have reported a lot of difficulties when they want to calibrate the model because the optimization problem is not convex and has multiple local optima. In this context, we implement a hybrid Particle Swarm optimization and Nelder Mead algorithm in order to minimize by least squares method, the difference between the zero-coupon curve and the NSS curve.

Keywords: Optimization, zero-coupon curve, Nelson-Siegel- Svensson, Particle Swarm Optimization, Nelder-Mead Algorithm.

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Authors: S. Jursová, P. Pustějovská, S. Brožová, J. Bilík

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The paper deals with possibilities of interpretation of iron ore reducibility tests. It presents a mathematical model developed at Centre ENET, VŠB – Technical University of Ostrava, Czech Republic for an evaluation of metallurgical material of blast furnace feedstock such as iron ore, sinter or pellets. According to the data from the test, the model predicts its usage in blast furnace technology and its effects on production parameters of shaft aggregate. At the beginning, the paper sums up the general concept and experience in mathematical modelling of iron ore reduction. It presents basic equation for the calculation and the main parts of the developed model. In the experimental part, there is an example of usage of the mathematical model. The paper describes the usage of data for some predictive calculation. There are presented material, method of carried test of iron ore reducibility. Then there are graphically interpreted effects of used material on carbon consumption, rate of direct reduction and the whole reduction process.

Keywords: Blast furnace technology, iron ore reduction, mathematical model, prediction of iron ore reduction.

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Authors: Thitiporn Supasri, Natanee Vorayos, Piriya Thongchiew

Abstract:

Electrification is a complex process and governed by various parameters.  Modeling of power plant’s target efficiency or target heat rate is often formulated and compared with the actual values. This comparison not only implies the performance of the power plant but also reflects the energy losses possibly inherited in some of related equipment and processes. The current modeling of Coal-fired Mae Moh power plant was formulated at the first commissioning. Some of equipments were replaced due to its life time. Relatively outdated for 20 years, the utilization of the model is not accomplished. This work has focused on the development of the performance analysis model of aforementioned power plant according to the most updated and current working conditions. The model is more appropriate and shows accuracy in its analysis.  Losses are detected and measures are introduced such that reduction in energy consumption, related cost, and also environment impacts can be anticipated.

Keywords: Performance analysis model, Power plant modeling, Target heat rate, Target efficiency.

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Authors: Terezie Bartusková, Jitka Baňařová, Zuzana Kusněřová

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Importance of strategic planning is unquestionable. However, the practical implementation of a strategic plan faces too many obstacles. The aim of the article is explained the importance of strategic planning and to find how companies in Moravian-Silesian Region deal with strategic planning, and to introduce the model, which helps to set strategic goals in financial indicators area. This model should be part of the whole process of strategic planning and can be use to predict the future values of financial indicators of the company with regard to the factor, which influence these indicators.

Keywords: Planning of Potentials, Planning of Strategic Objectives, Portfolio Planning, Significant Factors, Strategic Planning.

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Authors: B. Sir, M. Podhoranyi, S. Kuchar, T. Kocyan

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Rainfall runoff models play important role in hydrological predictions. However, the model is only one part of the process for creation of flood prediction. The aim of this paper is to show the process of successful prediction for flood event (May 15 – May 18 2014). Prediction was performed by rainfall runoff model HEC–HMS, one of the models computed within Floreon+ system. The paper briefly evaluates the results of automatic hydrologic prediction on the river Olše catchment and its gages Český Těšín and Věřňovice.

Keywords: Flood, HEC-HMS, Prediction, Rainfall – Runoff.

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Authors: Zhanli Zhang, Wei Chen, Xin Jiang, Lili Ma, Shaoting Tang, Zhiming Zheng

Abstract:

A new class of percolation model in complex networks, in which nodes are characterized by hidden variables reflecting the properties of nodes and the occupied probability of each link is determined by the hidden variables of the end nodes, is studied in this paper. By the mean field theory, the analytical expressions for the phase of percolation transition is deduced. It is determined by the distribution of the hidden variables for the nodes and the occupied probability between pairs of them. Moreover, the analytical expressions obtained are checked by means of numerical simulations on a particular model. Besides, the general model can be applied to describe and control practical diffusion models, such as disease diffusion model, scientists cooperation networks, and so on.

Keywords: complex networks, percolation transition, hidden variable, occupied probability.

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Authors: Khaled S. Abdallah, Abdel-Aziz M. Mohamed

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Moving industries consume numerous resources and dispose masses of used packaging materials. Proper sorting, recycling and disposing the packaging materials is necessary to avoid a sever pollution disaster. This research paper presents a conceptual model to propose sustainable truck rental operations instead of the regular one. An optimization model was developed to select the locations of truck rental centers, collection sites, maintenance and repair sites, and identify the rental fees to be charged for all routes that maximize the total closed supply chain profits. Fixed costs of vehicle purchasing, costs of constructing collection centers and repair centers, as well as the fixed costs paid to use disposal and recycling centers are considered. Operating costs include the truck maintenance, repair costs as well as the cost of recycling and disposing the packing materials, and the costs of relocating the truck are presented in the model. A mixed integer model is developed followed by a simulation model to examine the factors affecting the operation of the model.

Keywords: Modeling, truck rental, supply chains management, simulation.

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Authors: E. Al Daoud

Abstract:

In many cases, theoretical treatments are available for models for which there is no perfect physical realization. In this situation, the only possible test for an approximate theoretical solution is to compare with data generated from a computer simulation. In this paper, Monte Carlo tools are used to study and compare the elementary particles models. All the experiments are implemented using 10000 events, and the simulated energy is 13 TeV. The mean and the curves of several variables are calculated for each model using MadAnalysis 5. Anomalies in the results can be seen in the muons masses of the minimal supersymmetric standard model and the two Higgs doublet model.

Keywords: Feynman rules, hadrons, Lagrangian, Monte Carlo, simulation.

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Authors: Hee Suk Seo, Tae Kyung Kim

Abstract:

As network components grow larger and more diverse, and as securing them on a host-by-host basis grow more difficult, more sites are turning to a network security model. We concentrate on controlling network access to various hosts and the services they offer, rather than on securing them one by one with a network security model. We present how the policy rules from vulnerabilities stored in SVDB (Simulation based Vulnerability Data Base) are inducted, and how to be used in PBN. In the network security environment, each simulation model is hierarchically designed by DEVS (Discrete EVent system Specification) formalism.

Keywords: SVDB, PBN, DEVS, Network security.

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Authors: Parham Azimi, Hamid Reza Charmchi

Abstract:

In this research, we have developed a new efficient heuristic algorithm for the dynamic facility layout problem with budget constraint (DFLPB). This heuristic algorithm combines two mathematical programming methods such as discrete event simulation and linear integer programming (IP) to obtain a near optimum solution. In the proposed algorithm, the non-linear model of the DFLP has been changed to a pure integer programming (PIP) model. Then, the optimal solution of the PIP model has been used in a simulation model that has been designed in a similar manner as the DFLP for determining the probability of assigning a facility to a location. After a sufficient number of runs, the simulation model obtains near optimum solutions. Finally, to verify the performance of the algorithm, several test problems have been solved. The results show that the proposed algorithm is more efficient in terms of speed and accuracy than other heuristic algorithms presented in previous works found in the literature.

Keywords: Budget constraint, Dynamic facility layout problem, Integer programming, Simulation

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