Search results for: Environmental Modeling
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3474

Search results for: Environmental Modeling

2814 Machine Learning Methods for Flood Hazard Mapping

Authors: S. Zappacosta, C. Bove, M. Carmela Marinelli, P. di Lauro, K. Spasenovic, L. Ostano, G. Aiello, M. Pietrosanto

Abstract:

This paper proposes a neural network approach for assessing flood hazard mapping. The core of the model is a machine learning component fed by frequency ratios, namely statistical correlations between flood event occurrences and a selected number of topographic properties. The classification capability was compared with the flood hazard mapping River Basin Plans (Piani Assetto Idrogeologico, acronimed as PAI) designed by the Italian Institute for Environmental Research and Defence, ISPRA (Istituto Superiore per la Protezione e la Ricerca Ambientale), encoding four different increasing flood hazard levels. The study area of Piemonte, an Italian region, has been considered without loss of generality. The frequency ratios may be used as a standalone block to model the flood hazard mapping. Nevertheless, the mixture with a neural network improves the classification power of several percentage points, and may be proposed as a basic tool to model the flood hazard map in a wider scope.

Keywords: flood modeling, hazard map, neural networks, hydrogeological risk, flood risk assessment

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2813 Application of Feed Forward Neural Networks in Modeling and Control of a Fed-Batch Crystallization Process

Authors: Petia Georgieva, Sebastião Feyo de Azevedo

Abstract:

This paper is focused on issues of nonlinear dynamic process modeling and model-based predictive control of a fed-batch sugar crystallization process applying the concept of artificial neural networks as computational tools. The control objective is to force the operation into following optimal supersaturation trajectory. It is achieved by manipulating the feed flow rate of sugar liquor/syrup, considered as the control input. A feed forward neural network (FFNN) model of the process is first built as part of the controller structure to predict the process response over a specified (prediction) horizon. The predictions are supplied to an optimization procedure to determine the values of the control action over a specified (control) horizon that minimizes a predefined performance index. The control task is rather challenging due to the strong nonlinearity of the process dynamics and variations in the crystallization kinetics. However, the simulation results demonstrated smooth behavior of the control actions and satisfactory reference tracking.

Keywords: Feed forward neural network, process modelling, model predictive control, crystallization process.

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2812 Kinematic Parameter-Independent Modeling and Measuring of Three-Axis Machine Tools

Authors: Yung-Yuan Hsu

Abstract:

The primary objective of this paper was to construct a “kinematic parameter-independent modeling of three-axis machine tools for geometric error measurement" technique. Improving the accuracy of the geometric error for three-axis machine tools is one of the machine tools- core techniques. This paper first applied the traditional method of HTM to deduce the geometric error model for three-axis machine tools. This geometric error model was related to the three-axis kinematic parameters where the overall errors was relative to the machine reference coordinate system. Given that the measurement of the linear axis in this model should be on the ideal motion axis, there were practical difficulties. Through a measurement method consolidating translational errors and rotational errors in the geometric error model, we simplified the three-axis geometric error model to a kinematic parameter-independent model. Finally, based on the new measurement method corresponding to this error model, we established a truly practical and more accurate error measuring technique for three-axis machine tools.

Keywords: Three-axis machine tool, Geometric error, HTM, Error measuring

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2811 Development of a Multi-Factorial Instrument for Accident Analysis Based on Systemic Methods

Authors: C. V. Pietreanu, S. E. Zaharia, C. Dinu

Abstract:

The present research is built on three major pillars, commencing by making some considerations on accident investigation methods and pointing out both defining aspects and differences between linear and non-linear analysis. The traditional linear focus on accident analysis describes accidents as a sequence of events, while the latest systemic models outline interdependencies between different factors and define the processes evolution related to a specific (normal) situation. Linear and non-linear accident analysis methods have specific limitations, so the second point of interest is mirrored by the aim to discover the drawbacks of systemic models which becomes a starting point for developing new directions to identify risks or data closer to the cause of incidents/accidents. Since communication represents a critical issue in the interaction of human factor and has been proved to be the answer of the problems made by possible breakdowns in different communication procedures, from this focus point, on the third pylon a new error-modeling instrument suitable for risk assessment/accident analysis will be elaborated.

Keywords: Accident analysis, multi-factorial error modeling, risk, systemic methods.

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2810 European Ecological Network Natura 2000 - Opportunities and Threats

Authors: Adam Niewiadomski

Abstract:

The research objective of the project and article “European Ecological Network Natura 2000 – opportunities and threats” Natura 2000 sites constitute a form of environmental protection, several legal problems are likely to result. Most controversially, certain sites will be subject to two regimes of protection: as national parks and as Natura 2000 sites. This dualism of the legal regulation makes it difficult to perform certain legal obligations related to the regimes envisaged under each form of environmental protection. Which regime and which obligations resulting from the particular form of environmental protection have priority and should prevail? What should be done if these obligations are contradictory? Furthermore, an institutional problem consists in that no public administration authority has the power to resolve legal conflicts concerning the application of a particular regime on a given site. There are also no criteria to decide priority and superiority of one form of environmental protection over the other. Which regulations are more important, those that pertain to national parks or to Natura 2000 sites? In the light of the current regulations, it is impossible to give a decisive answer to these questions. The internal hierarchy of forms of environmental protection has not been determined, and all such forms should be treated equally.

Keywords: Natura 2000, European Ecological Network.

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2809 Modeling Brand Alliance Effects Professional Services

Authors: Kristina Maiksteniene

Abstract:

Various formal and informal brand alliances are being formed in professional service firms. Professional service corporate brand is heavily dependent on brands of professional employees who comprise them, and professional employee brands are in turn dependent on the corporate brand. Prior work provides limited scientific evidence of brand alliance effects in professional service area – i.e., how professional service corporate-employee brand allies are affected by an alliance, what are brand attitude effects after alliance formation and how these effects vary with different strengths of an ally. Scientific literature analysis and theoretical modeling are the main methods of the current study. As a result, a theoretical model is constructed for estimating spillover effects of professional service corporate-employee brand alliances and for comparison among different professional service firm expertise practice models – from “brains" to “procedure" model. The resulting theoretical model lays basis for future experimental studies.

Keywords: Brand alliances, professional services, corporatebrand, employee brand.

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2808 Identification of Regulatory Mechanism of Orthostatic Response

Authors: E. Hlavacova, J. Chrenova, Z. Rausova, M. Vlcek, A. Penesova, L. Dedik

Abstract:

En bloc assumes modeling all phases of the orthostatic test with the only one mathematical model, which allows the complex parametric view of orthostatic response. The work presents the implementation of a mathematical model for processing of the measurements of systolic, diastolic blood pressure and heart rate performed on volunteers during orthostatic test. The original assumption of model hypothesis that every postural change means only one Stressor, did not complying with the measurements of physiological circulation factor-time profiles. Results of the identification support the hypothesis that second postural change of orthostatic test causes induced Stressors, with the observation of a physiological regulation mechanism. Maximal demonstrations are on the heart rate and diastolic blood pressure-time profile, minimal are for the measurements of the systolic blood pressure. Presented study gives a new view on orthostatic test with impact on clinical practice.

Keywords: En bloc modeling, physiological circulatory factor, postural change, stressor

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2807 Finite Element Modeling of two-dimensional Nanoscale Structures with Surface Effects

Authors: Weifeng Wang, Xianwei Zeng, Jianping Ding

Abstract:

Nanomaterials have attracted considerable attention during the last two decades, due to their unusual electrical, mechanical and other physical properties as compared with their bulky counterparts. The mechanical properties of nanostructured materials show strong size dependency, which has been explained within the framework of continuum mechanics by including the effects of surface stress. The size-dependent deformations of two-dimensional nanosized structures with surface effects are investigated in the paper by the finite element method. Truss element is used to evaluate the contribution of surface stress to the total potential energy and the Gurtin and Murdoch surface stress model is implemented with ANSYS through its user programmable features. The proposed approach is used to investigate size-dependent stress concentration around a nanosized circular hole and the size-dependent effective moduli of nanoporous materials. Numerical results are compared with available analytical results to validate the proposed modeling approach.

Keywords: Nanomaterials, finite element method, sizedependency, surface stress

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2806 The Mechanistic Deconvolutive Image Sensor Model for an Arbitrary Pan–Tilt Plane of View

Authors: S. H. Lim, T. Furukawa

Abstract:

This paper presents a generalized form of the mechanistic deconvolution technique (GMD) to modeling image sensors applicable in various pan–tilt planes of view. The mechanistic deconvolution technique (UMD) is modified with the given angles of a pan–tilt plane of view to formulate constraint parameters and characterize distortion effects, and thereby, determine the corrected image data. This, as a result, does not require experimental setup or calibration. Due to the mechanistic nature of the sensor model, the necessity for the sensor image plane to be orthogonal to its z-axis is eliminated, and it reduces the dependency on image data. An experiment was constructed to evaluate the accuracy of a model created by GMD and its insensitivity to changes in sensor properties and in pan and tilt angles. This was compared with a pre-calibrated model and a model created by UMD using two sensors with different specifications. It achieved similar accuracy with one-seventh the number of iterations and attained lower mean error by a factor of 2.4 when compared to the pre-calibrated and UMD model respectively. The model has also shown itself to be robust and, in comparison to pre-calibrated and UMD model, improved the accuracy significantly.

Keywords: Image sensor modeling, mechanistic deconvolution, calibration, lens distortion

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2805 Improved Predictive Models for the IRMA Network Using Nonlinear Optimisation

Authors: Vishwesh Kulkarni, Nikhil Bellarykar

Abstract:

Cellular complexity stems from the interactions among thousands of different molecular species. Thanks to the emerging fields of systems and synthetic biology, scientists are beginning to unravel these regulatory, signaling, and metabolic interactions and to understand their coordinated action. Reverse engineering of biological networks has has several benefits but a poor quality of data combined with the difficulty in reproducing it limits the applicability of these methods. A few years back, many of the commonly used predictive algorithms were tested on a network constructed in the yeast Saccharomyces cerevisiae (S. cerevisiae) to resolve this issue. The network was a synthetic network of five genes regulating each other for the so-called in vivo reverse-engineering and modeling assessment (IRMA). The network was constructed in S. cereviase since it is a simple and well characterized organism. The synthetic network included a variety of regulatory interactions, thus capturing the behaviour of larger eukaryotic gene networks on a smaller scale. We derive a new set of algorithms by solving a nonlinear optimization problem and show how these algorithms outperform other algorithms on these datasets.

Keywords: Synthetic gene network, network identification, nonlinear modeling, optimization.

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2804 System-Level Energy Estimation for SoC based on the Dynamic Behavior of Embedded Software

Authors: Yoshifumi Sakamoto, Kouichi Ono, Takeo Nakada, Yousuke Kubo, Hiroto Yasuura

Abstract:

This paper describes a system-level SoC energy consumption estimation method based on a dynamic behavior of embedded software in the early stages of the SoC development. A major problem of SOC development is development rework caused by unreliable energy consumption estimation at the early stages. The energy consumption of an SoC used in embedded systems is strongly affected by the dynamic behavior of the software. At the early stages of SoC development, modeling with a high level of abstraction is required for both the dynamic behavior of the software, and the behavior of the SoC. We estimate the energy consumption by a UML model-based simulation. The proposed method is applied for an actual embedded system in an MFP. The energy consumption estimation of the SoC is more accurate than conventional methods and this proposed method is promising to reduce the chance of development rework in the SoC development. ∈

Keywords: SoC, Embedded Sytem, Energy Consumption, Dynamic behavior, UML, Modeling, Model-based simulation

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2803 Understanding Physical Activity Behavior of Type 2 Diabetics Using the Theory of Planned Behavior and Structural Equation Modeling

Authors: D. O. Omondi, M. K. Walingo, G. M. Mbagaya, L. O. A. Othuon

Abstract:

Understanding patient factors related to physical activity behavior is important in the management of Type 2 Diabetes. This study applied the Theory of Planned Behavior model to understand physical activity behavior among sampled Type 2 diabetics in Kenya. The study was conducted within the diabetic clinic at Kisii Level 5 Hospital and adopted sequential mixed methods design beginning with qualitative phase and ending with quantitative phase. Qualitative data was analyzed using grounded theory analysis method. Structural equation modeling using maximum likelihood was used to analyze quantitative data. The common fit indices revealed that the theory of planned behavior fitted the data acceptably well among the Type 2 diabetes and within physical activity behavior {¤ç2 = 213, df = 84, n=230, p = .061, ¤ç2/df = 2.53; TLI = .97; CFI =.96; RMSEA (90CI) = .073(.029, .08)}. This theory proved to be useful in understanding physical activity behavior among Type 2 diabetics.

Keywords: Physical activity, Theory of Planned Behavior, Type2 diabetes, Kenya.

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2802 MATLAB-Based Graphical User Interface (GUI) for Data Mining as a Tool for Environment Management

Authors: M. Awawdeh, A. Fedi

Abstract:

The application of data mining to environmental monitoring has become crucial for a number of tasks related to emergency management. Over recent years, many tools have been developed for decision support system (DSS) for emergency management. In this article a graphical user interface (GUI) for environmental monitoring system is presented. This interface allows accomplishing (i) data collection and observation and (ii) extraction for data mining. This tool may be the basis for future development along the line of the open source software paradigm.

Keywords: Data Mining, Environmental data, Mathematical Models, Matlab Graphical User Interface.

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2801 Life Cycle Assessment of Residential Buildings: A Case Study in Canada

Authors: Venkatesh Kumar, Kasun Hewage, Rehan Sadiq

Abstract:

Residential buildings consume significant amounts of energy and produce large amount of emissions and waste. However, there is a substantial potential for energy savings in this sector which needs to be evaluated over the life cycle of residential buildings. Life Cycle Assessment (LCA) methodology has been employed to study the primary energy uses and associated environmental impacts of different phases (i.e., product, construction, use, end of life, and beyond building life) for residential buildings. Four different alternatives of residential buildings in Vancouver (BC, Canada) with a 50-year lifespan have been evaluated, including High Rise Apartment (HRA), Low Rise Apartment (LRA), Single family Attached House (SAH), and Single family Detached House (SDH). Life cycle performance of the buildings is evaluated for embodied energy, embodied environmental impacts, operational energy, operational environmental impacts, total life-cycle energy, and total life cycle environmental impacts. Estimation of operational energy and LCA are performed using DesignBuilder software and Athena Impact estimator software respectively. The study results revealed that over the life span of the buildings, the relationship between the energy use and the environmental impacts are identical. LRA is found to be the best alternative in terms of embodied energy use and embodied environmental impacts; while, HRA showed the best life-cycle performance in terms of minimum energy use and environmental impacts. Sensitivity analysis has also been carried out to study the influence of building service lifespan over 50, 75, and 100 years on the relative significance of embodied energy and total life cycle energy. The life-cycle energy requirements for SDH are found to be a significant component among the four types of residential buildings. The overall disclose that the primary operations of these buildings accounts for 90% of the total life cycle energy which far outweighs minor differences in embodied effects between the buildings.

Keywords: Building simulation, environmental impacts, life cycle assessment, life cycle energy analysis, residential buildings.

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2800 Climatic Change, Drought and Dust Crisis in Iran

Authors: Akram Keramat, Behrouz Marivani, Mehdi Samsami

Abstract:

Drought is a phenomenon caused by environmental and climatic changes. This phenomenon is affected by shortage of rainfall and temperature. Dust is one of important environmental problems caused by climate change and drought. With recent multi-year drought, many environmental crises caused by dust in Iran and Middle East. Dust in the vast areas of the provinces occurs with high frequency. By dust affecting many problems created in terms of health, social and economic. In this study, we tried to study the most important factors causing dust. In this way we have used the satellite images and meteorological data. Finally, strategies to deal with the dust will be mentioned.

Keywords: Drought, Environment, Dust.

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2799 Finite Element Analysis and Feasibility of Simple Stochastic Modeling in the Analysis of Fissuring in Grains during Soaking

Authors: Jonathan H. Perez, Fumihiko Tanaka, Daisuke Hamanaka, Toshitaka Uchino

Abstract:

A finite element analysis was conducted to determine the effect of moisture diffusion and hygroscopic swelling in rice. A parallel simple stochastic modeling was performed to predict the number of grains cracked as a result of moisture absorption and hygroscopic swelling. Rice grains were soaked in thermally (25 oC) controlled water and then tested for compressive stress. The destructive compressive stress tests revealed through compressive stress calculation that the peak force required to cause cracking in grains soaked in water reduced with time as soaking duration was extended. Results of the experiment showed that several grains had their value of the predicted compressive stress below the von Mises stress and were interpreted as grains which become cracked and/or broke during soaking. The technique developed in this experiment will facilitate the approximation of the number of grains which will crack during soaking.

Keywords: Cracking, Finite element analysis, hygroscopic swelling, moisture diffusion, von Mises stress.

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2798 Analysis and Modeling of Stresses and Creeps Resulting from Soil Mechanics in Southern Plains of Kerman Province

Authors: Kourosh Nazarian

Abstract:

Many of the engineering materials, such as behavioral metals, have at least a certain level of linear behavior. It means that if the stresses are doubled, the deformations would be also doubled. In fact, these materials have linear elastic properties. Soils do not follow this law, for example, when compressed, soils become gradually tighter. On the surface of the ground, the sand can be easily deformed with a finger, but in high compressive stresses, they gain considerable hardness and strength. This is mainly due to the increase in the forces among the separate particles. Creeps also deform the soils under a constant load over time. Clay and peat soils have creep behavior. As a result of this phenomenon, structures constructed on such soils will continue their collapse over time. In this paper, the researchers analyzed and modeled the stresses and creeps in the southern plains of Kerman province in Iran through library-documentary, quantitative and software techniques, and field survey. The results of the modeling showed that these plains experienced severe stresses and had a collapse of about 26 cm in the last 15 years and also creep evidence was discovered in an area with a gradient of 3-6 degrees.

Keywords: Stress, creep, surface runoff.

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2797 Tension Stiffening Parameter in Composite Concrete Reinforced with Inoxydable Steel: Laboratory and Finite Element Analysis

Authors: S. Alih, A. Khelil

Abstract:

In the present work, behavior of inoxydable steel as reinforcement bar in composite concrete is being investigated. The bar-concrete adherence in reinforced concrete (RC) beam is studied and focus is made on the tension stiffening parameter. This study highlighted an approach to observe this interaction behavior in bending test instead of direct tension as per reported in many references. The approach resembles actual loading condition of the structural RC beam. The tension stiffening properties are then applied to numerical finite element analysis (FEA) to verify their correlation with laboratory results. Comparison with laboratory shows a good correlation between the two. The experimental settings is able to determine tension stiffening parameters in RC beam and the modeling strategies made in ABAQUS can closely represent the actual condition. Tension stiffening model used can represent the interaction properties between inoxydable steel and concrete.

Keywords: Inoxydable steel, Finite element modeling, Reinforced concrete beam, Tension-stiffening.

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2796 Continuous Functions Modeling with Artificial Neural Network: An Improvement Technique to Feed the Input-Output Mapping

Authors: A. Belayadi, A. Mougari, L. Ait-Gougam, F. Mekideche-Chafa

Abstract:

The artificial neural network is one of the interesting techniques that have been advantageously used to deal with modeling problems. In this study, the computing with artificial neural network (CANN) is proposed. The model is applied to modulate the information processing of one-dimensional task. We aim to integrate a new method which is based on a new coding approach of generating the input-output mapping. The latter is based on increasing the neuron unit in the last layer. Accordingly, to show the efficiency of the approach under study, a comparison is made between the proposed method of generating the input-output set and the conventional method. The results illustrated that the increasing of the neuron units, in the last layer, allows to find the optimal network’s parameters that fit with the mapping data. Moreover, it permits to decrease the training time, during the computation process, which avoids the use of computers with high memory usage.

Keywords: Neural network computing, information processing, input-output mapping, training time, computers with high memory.

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2795 Modeling and Simulation of Acoustic Link Using Mackenize Propagation Speed Equation

Authors: Christhu Raj M. R., Rajeev Sukumaran

Abstract:

Underwater acoustic networks have attracted great attention in the last few years because of its numerous applications. High data rate can be achieved by efficiently modeling the physical layer in the network protocol stack. In Acoustic medium, propagation speed of the acoustic waves is dependent on many parameters such as temperature, salinity, density, and depth. Acoustic propagation speed cannot be modeled using standard empirical formulas such as Urick and Thorp descriptions. In this paper, we have modeled the acoustic channel using real time data of temperature, salinity, and speed of Bay of Bengal (Indian Coastal Region). We have modeled the acoustic channel by using Mackenzie speed equation and real time data obtained from National Institute of Oceanography and Technology. It is found that acoustic propagation speed varies between 1503 m/s to 1544 m/s as temperature and depth differs. The simulation results show that temperature, salinity, depth plays major role in acoustic propagation and data rate increases with appropriate data sets substituted in the simulated model.

Keywords: Underwater Acoustics, Mackenzie Speed Equation, Temperature, Salinity.

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2794 Collision Detection Algorithm Based on Data Parallelism

Authors: Zhen Peng, Baifeng Wu

Abstract:

Modern computing technology enters the era of parallel computing with the trend of sustainable and scalable parallelism. Single Instruction Multiple Data (SIMD) is an important way to go along with the trend. It is able to gather more and more computing ability by increasing the number of processor cores without the need of modifying the program. Meanwhile, in the field of scientific computing and engineering design, many computation intensive applications are facing the challenge of increasingly large amount of data. Data parallel computing will be an important way to further improve the performance of these applications. In this paper, we take the accurate collision detection in building information modeling as an example. We demonstrate a model for constructing a data parallel algorithm. According to the model, a complex object is decomposed into the sets of simple objects; collision detection among complex objects is converted into those among simple objects. The resulting algorithm is a typical SIMD algorithm, and its advantages in parallelism and scalability is unparalleled in respect to the traditional algorithms.

Keywords: Data parallelism, collision detection, single instruction multiple data, building information modeling, continuous scalability.

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2793 Environmental Interference Cancellation of Speech with the Radial Basis Function Networks: An Experimental Comparison

Authors: Nima Hatami

Abstract:

In this paper, we use Radial Basis Function Networks (RBFN) for solving the problem of environmental interference cancellation of speech signal. We show that the Second Order Thin- Plate Spline (SOTPS) kernel cancels the interferences effectively. For make comparison, we test our experiments on two conventional most used RBFN kernels: the Gaussian and First order TPS (FOTPS) basis functions. The speech signals used here were taken from the OGI Multi-Language Telephone Speech Corpus database and were corrupted with six type of environmental noise from NOISEX-92 database. Experimental results show that the SOTPS kernel can considerably outperform the Gaussian and FOTPS functions on speech interference cancellation problem.

Keywords: Environmental interference, interference cancellation of speech, Radial Basis Function networks, Gaussian and TPS kernels.

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2792 The Application of FSI Techniques in Modeling of Realist Pulmonary Systems

Authors: Abdurrahim Bolukbasi, Hassan Athari, Dogan Ciloglu

Abstract:

The modeling lung respiratory system that has complex anatomy and biophysics presents several challenges including tissue-driven flow patterns and wall motion. Also, the pulmonary lung system because of that they stretch and recoil with each breath, has not static walls and structures. The direct relationship between air flow and tissue motion in the lung structures naturally prefers an FSI simulation technique. Therefore, in order to toward the realistic simulation of pulmonary breathing mechanics the development of a coupled FSI computational model is an important step. A simple but physiologically relevant three-dimensional deep long geometry is designed and fluid-structure interaction (FSI) coupling technique is utilized for simulating the deformation of the lung parenchyma tissue that produces airflow fields. The real understanding of respiratory tissue system as a complex phenomenon have been investigated with respect to respiratory patterns, fluid dynamics and tissue viscoelasticity and tidal breathing period. 

Keywords: Lung deformation and mechanics, tissue mechanics, viscoelasticity, fluid-structure interactions, ANSYS.

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2791 Environmental Performance of the United States Energy Sector: A DEA Model with Non-Discretionary Factors and Perfect Object

Authors: Alexander Y. Vaninsky

Abstract:

It is suggested to evaluate environmental performance of energy sector using Data Envelopment Analysis with nondiscretionary factors (DEA-ND) with relative indicators as inputs and outputs. The latter allows for comparison of the objects essentially different in size. Inclusion of non-discretionary factors serves separation of the indicators that are beyond the control of the objects. A virtual perfect object comprised of maximal outputs and minimal inputs was added to the group of actual ones. In this setting, explicit solution of the DEA-ND problem was obtained. Energy sector of the United States was analyzed using suggested approach for the period of 1980 – 2006 with expected values of economic indicators for 2030 used for forming the perfect object. It was obtained that environmental performance has been increasing steadily for the period from 7.7% through 50.0% but still remains well below the prospected level

Keywords: DEA with Non Discretionary Factors, Environmental Performance, Energy Sector, Explicit Solution, Perfect Object.

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2790 Operational Risk – Scenario Analysis

Authors: Milan Rippel, Petr Teply

Abstract:

This paper focuses on operational risk measurement techniques and on economic capital estimation methods. A data sample of operational losses provided by an anonymous Central European bank is analyzed using several approaches. Loss Distribution Approach and scenario analysis method are considered. Custom plausible loss events defined in a particular scenario are merged with the original data sample and their impact on capital estimates and on the financial institution is evaluated. Two main questions are assessed – What is the most appropriate statistical method to measure and model operational loss data distribution? and What is the impact of hypothetical plausible events on the financial institution? The g&h distribution was evaluated to be the most suitable one for operational risk modeling. The method based on the combination of historical loss events modeling and scenario analysis provides reasonable capital estimates and allows for the measurement of the impact of extreme events on banking operations.

Keywords: operational risk, scenario analysis, economic capital, loss distribution approach, extreme value theory, stress testing

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2789 Combining the Description Features of UMLRT and CSP+T Specifications Applied to a Complete Design of Real-Time Systems

Authors: Kawtar Benghazi Akhlaki, Manuel I. Capel-Tuñón

Abstract:

UML is a collection of notations for capturing a software system specification. These notations have a specific syntax defined by the Object Management Group (OMG), but many of their constructs only present informal semantics. They are primarily graphical, with textual annotation. The inadequacies of standard UML as a vehicle for complete specification and implementation of real-time embedded systems has led to a variety of competing and complementary proposals. The Real-time UML profile (UML-RT), developed and standardized by OMG, defines a unified framework to express the time, scheduling and performance aspects of a system. We present in this paper a framework approach aimed at deriving a complete specification of a real-time system. Therefore, we combine two methods, a semiformal one, UML-RT, which allows the visual modeling of a realtime system and a formal one, CSP+T, which is a design language including the specification of real-time requirements. As to show the applicability of the approach, a correct design of a real-time system with hard real time constraints by applying a set of mapping rules is obtained.

Keywords: CSP+T, formal software specification, process algebras, real-time systems, unified modeling language.

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2788 Development of Manufacturing Simulation Model for Semiconductor Fabrication

Authors: Syahril Ridzuan Ab Rahim, Ibrahim Ahmad, Mohd Azizi Chik, Ahmad Zafir Md. Rejab, and U. Hashim

Abstract:

This research presents the development of simulation modeling for WIP management in semiconductor fabrication. Manufacturing simulation modeling is needed for productivity optimization analysis due to the complex process flows involved more than 35 percent re-entrance processing steps more than 15 times at same equipment. Furthermore, semiconductor fabrication required to produce high product mixed with total processing steps varies from 300 to 800 steps and cycle time between 30 to 70 days. Besides the complexity, expansive wafer cost that potentially impact the company profits margin once miss due date is another motivation to explore options to experiment any analysis using simulation modeling. In this paper, the simulation model is developed using existing commercial software platform AutoSched AP, with customized integration with Manufacturing Execution Systems (MES) and Advanced Productivity Family (APF) for data collections used to configure the model parameters and data source. Model parameters such as processing steps cycle time, equipment performance, handling time, efficiency of operator are collected through this customization. Once the parameters are validated, few customizations are made to ensure the prior model is executed. The accuracy for the simulation model is validated with the actual output per day for all equipments. The comparison analysis from result of the simulation model compared to actual for achieved 95 percent accuracy for 30 days. This model later was used to perform various what if analysis to understand impacts on cycle time and overall output. By using this simulation model, complex manufacturing environment like semiconductor fabrication (fab) now have alternative source of validation for any new requirements impact analysis.

Keywords: Advanced Productivity Family (APF), Complementary Metal Oxide Semiconductor (CMOS), Manufacturing Execution Systems (MES), Work In Progress (WIP).

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2787 Environmental Efficiency of Electric Power Industry of the United States: A Data Envelopment Analysis Approach

Authors: Alexander Y. Vaninsky

Abstract:

Importance of environmental efficiency of electric power industry stems from high demand for energy combined with global warming concerns. It is especially essential for the world largest economies like that of the United States. The paper introduces a Data Envelopment Analysis (DEA) model of environmental efficiency using indicators of fossil fuels utilization, emissions rate, and electric power losses. Using DEA is advantageous in this situation over other approaches due to its nonparametric nature. The paper analyzes data for the period of 1990 - 2006 by comparing actual yearly levels in each dimension with the best values of partial indicators for the period. As positive factors of efficiency, tendency to the decline in emissions rates starting 2000, and in electric power losses starting 2004 may be mentioned together with increasing trend of fuel utilization starting 1999. As a result, dynamics of environmental efficiency is positive starting 2002. The main concern is the decline in fossil fuels utilization in 2006. This negative change should be reversed to comply with ecological and economic requirements.

Keywords: Environmental efficiency, electric power industry, DEA, United States.

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2786 Scenario Analysis of Indonesia's Energy Security by using a System-Dynamics Approach

Authors: Yudha Prambudia, Masaru Nakano

Abstract:

Due to rapid economic growth, Indonesia's energy needs is rapidly increasing. Indonesia-s primary energy consumption has doubled in 2007 compared to 2003. Indonesia's status change from oil net-exporter to oil net-importer country recently has increased Indonesia's concern over energy security. Due to this, oil import becomes center of attention in the dynamics of Indonesia's energy security. Conventional studies addressing Indonesia's energy security have focused on energy production sector. This study explores Indonesia-s energy security considering energy import sector by modeling and simulating Indonesia-s energy-related policies using system dynamics. Simulation result of Indonesia's energy security in 2020 in Business-As-Usual scenario shows that in term of supply demand ratio, energy security will be very high, but also it poses high dependence on energy import. The Alternative scenario result shows lower energy security in term of supply demand ratio and much lower dependence on energy import. It is also found that the Alternative scenario produce lower GDP growth.

Keywords: Energy security, modeling, simulation, system dynamics.

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2785 Face Detection in Color Images using Color Features of Skin

Authors: Fattah Alizadeh, Saeed Nalousi, Chiman Savari

Abstract:

Because of increasing demands for security in today-s society and also due to paying much more attention to machine vision, biometric researches, pattern recognition and data retrieval in color images, face detection has got more application. In this article we present a scientific approach for modeling human skin color, and also offer an algorithm that tries to detect faces within color images by combination of skin features and determined threshold in the model. Proposed model is based on statistical data in different color spaces. Offered algorithm, using some specified color threshold, first, divides image pixels into two groups: skin pixel group and non-skin pixel group and then based on some geometric features of face decides which area belongs to face. Two main results that we received from this research are as follow: first, proposed model can be applied easily on different databases and color spaces to establish proper threshold. Second, our algorithm can adapt itself with runtime condition and its results demonstrate desirable progress in comparison with similar cases.

Keywords: face detection, skin color modeling, color, colorfulimages, face recognition.

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