Search results for: Order of model reduction
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 12228

Search results for: Order of model reduction

11568 A Location Routing Model for the Logistic System in the Mining Collection Centers of the Northern Region of Boyacá-Colombia

Authors: Erika Ruíz, Luis Amaya, Diego Carreño

Abstract:

The main objective of this study is to design a mathematical model for the logistics of mining collection centers in the northern region of the department of Boyacá (Colombia), determining the structure that facilitates the flow of products along the supply chain. In order to achieve this, it is necessary to define a suitable design of the distribution network, taking into account the products, customer’s characteristics and the availability of information. Likewise, some other aspects must be defined, such as number and capacity of collection centers to establish, routes that must be taken to deliver products to the customers, among others. This research will use one of the operation research problems, which is used in the design of distribution networks known as Location Routing Problem (LRP).

Keywords: Location routing problem, logistic, mining collection, model.

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11567 Support Vector Machine Prediction Model of Early-stage Lung Cancer Based on Curvelet Transform to Extract Texture Features of CT Image

Authors: Guo Xiuhua, Sun Tao, Wu Haifeng, He Wen, Liang Zhigang, Zhang Mengxia, Guo Aimin, Wang Wei

Abstract:

Purpose: To explore the use of Curvelet transform to extract texture features of pulmonary nodules in CT image and support vector machine to establish prediction model of small solitary pulmonary nodules in order to promote the ratio of detection and diagnosis of early-stage lung cancer. Methods: 2461 benign or malignant small solitary pulmonary nodules in CT image from 129 patients were collected. Fourteen Curvelet transform textural features were as parameters to establish support vector machine prediction model. Results: Compared with other methods, using 252 texture features as parameters to establish prediction model is more proper. And the classification consistency, sensitivity and specificity for the model are 81.5%, 93.8% and 38.0% respectively. Conclusion: Based on texture features extracted from Curvelet transform, support vector machine prediction model is sensitive to lung cancer, which can promote the rate of diagnosis for early-stage lung cancer to some extent.

Keywords: CT image, Curvelet transform, Small pulmonary nodules, Support vector machines, Texture extraction.

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11566 Adaptive MPC Using a Recursive Learning Technique

Authors: Ahmed Abbas Helmy, M. R. M. Rizk, Mohamed El-Sayed

Abstract:

A model predictive controller based on recursive learning is proposed. In this SISO adaptive controller, a model is automatically updated using simple recursive equations. The identified models are then stored in the memory to be re-used in the future. The decision for model update is taken based on a new control performance index. The new controller allows the use of simple linear model predictive controllers in the control of nonlinear time varying processes.

Keywords: Adaptive control, model predictive control, dynamic matrix control, online model identification

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11565 Optimal Policy for a Deteriorating Inventory Model with Finite Replenishment Rate and with Price Dependant Demand Rate and Cycle Length Dependant Price

Authors: Hamed Sabahno

Abstract:

In this paper, an inventory model with finite and constant replenishment rate, price dependant demand rate, time value of money and inflation, finite time horizon, lead time and exponential deterioration rate and with the objective of maximizing the present worth of the total system profit is developed. Using a dynamic programming based solution algorithm, the optimal sequence of the cycles can be found and also different optimal selling prices, optimal order quantities and optimal maximum inventories can be obtained for the cycles with unequal lengths, which have never been done before for this model. Also, a numerical example is used to show accuracy of the solution procedure.

Keywords: Deteriorating items, Dynamic programming, Finitereplenishment rate, Inventory control, Operation Research.

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11564 A Robust and Adaptive Unscented Kalman Filter for the Air Fine Alignment of the Strapdown Inertial Navigation System/GPS

Authors: Jian Shi, Baoguo Yu, Haonan Jia, Meng Liu, Ping Huang

Abstract:

Adapting to the flexibility of war, a large number of guided weapons launch from aircraft. Therefore, the inertial navigation system loaded in the weapon needs to undergo an alignment process in the air. This article proposes the following methods to the problem of inaccurate modeling of the system under large misalignment angles, the accuracy reduction of filtering caused by outliers, and the noise changes in GPS signals: first, considering the large misalignment errors of Strapdown Inertial Navigation System (SINS)/GPS, a more accurate model is made rather than to make a small-angle approximation, and the Unscented Kalman Filter (UKF) algorithms are used to estimate the state; then, taking into account the impact of GPS noise changes on the fine alignment algorithm, the innovation adaptive filtering algorithm is introduced to estimate the GPS’s noise in real-time; at the same time, in order to improve the anti-interference ability of the air fine alignment algorithm, a robust filtering algorithm based on outlier detection is combined with the air fine alignment algorithm to improve the robustness of the algorithm. The algorithm can improve the alignment accuracy and robustness under interference conditions, which is verified by simulation.

Keywords: Air alignment, fine alignment, inertial navigation system, integrated navigation system, UKF.

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11563 Specific Frequency of Globular Clusters in Different Galaxy Types

Authors: Ahmed H. Abdullah, Pavel Kroupa

Abstract:

Globular clusters (GC) are important objects for tracing the early evolution of a galaxy. We study the correlation between the cluster population and the global properties of the host galaxy. We found that the correlation between cluster population (NGC) and the baryonic mass (Mb) of the host galaxy are best described as 10 −5.6038Mb. In order to understand the origin of the U -shape relation between the GC specific frequency (SN) and Mb (caused by the high value of SN for dwarfs galaxies and giant ellipticals and a minimum SN for intermediate mass galaxies≈ 1010M), we derive a theoretical model for the specific frequency (SNth). The theoretical model for SNth is based on the slope of the power-law embedded cluster mass function (β) and different time scale (Δt) of the forming galaxy. Our results show a good agreement between the observation and the model at a certain β and Δt. The model seems able to reproduce higher value of SNth of β = 1.5 at the midst formation time scale.

Keywords: Galaxies, dwarf, globular cluster, specific frequency, formation time scale.

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11562 Iron Recovery from Red Mud as Zero-Valent Iron Metal Powder Using Direct Electrochemical Reduction Method

Authors: Franky Michael Hamonangan Siagian, Affan Maulana, Himawan Tri Bayu Murti Petrus, Panut Mulyono, Widi Astuti

Abstract:

In this study, the feasibility of the direct electrowinning method was used to produce zero-valent iron from red mud. The red mud sample came from the Tayan mine, Indonesia, which contains high hematite (Fe2O3). Before electrolysis, the samples were characterized by various analytical techniques (ICP-AES, SEM, XRD) to determine their chemical composition and mineralogy. The direct electrowinning method of red mud suspended in NaOH was introduced at low temperatures ranging from 30-110 °C. Current density and temperature variations were carried out to determine the optimum operation of the direct electrowinning process. Cathode deposits and residues in electrochemical cells were analyzed using XRD, XRF, and SEM to determine the chemical composition and current recovery. The low-temperature electrolysis current efficiency on Redmud can reach 11.8% recovery at a current density of 796 A/m². The moderate performance of the process was investigated with red mud, which was attributed to the troublesome adsorption of red mud particles on the cathode, making the reduction far less efficient than that with hematite.

Keywords: Alumina, electrochemical reduction, iron production, red mud.

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11561 Reliability Optimization for 3G Cellular Access Networks

Authors: Ekkaluk Eksook, Chutima Prommak

Abstract:

This paper address the network reliability optimization problem in the optical access network design for the 3G cellular systems. We presents a novel 0-1 integer programming model for designing optical access network topologies comprised of multi-rings with common-edge in order to guarantee always-on services. The results show that the proposed model yields access network topologies with the optimal reliablity and satisfies both network cost limitations and traffic demand requirements.

Keywords: Network Reliability, Topological Network Design, 3G Cellular Networks.

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11560 A Refined Nonlocal Strain Gradient Theory for Assessing Scaling-Dependent Vibration Behavior of Microbeams

Authors: Xiaobai Li, Li Li, Yujin Hu, Weiming Deng, Zhe Ding

Abstract:

A size-dependent Euler–Bernoulli beam model, which accounts for nonlocal stress field, strain gradient field and higher order inertia force field, is derived based on the nonlocal strain gradient theory considering velocity gradient effect. The governing equations and boundary conditions are derived both in dimensional and dimensionless form by employed the Hamilton principle. The analytical solutions based on different continuum theories are compared. The effect of higher order inertia terms is extremely significant in high frequency range. It is found that there exists an asymptotic frequency for the proposed beam model, while for the nonlocal strain gradient theory the solutions diverge. The effect of strain gradient field in thickness direction is significant in low frequencies domain and it cannot be neglected when the material strain length scale parameter is considerable with beam thickness. The influence of each of three size effect parameters on the natural frequencies are investigated. The natural frequencies increase with the increasing material strain gradient length scale parameter or decreasing velocity gradient length scale parameter and nonlocal parameter.

Keywords: Euler-Bernoulli Beams, free vibration, higher order inertia, nonlocal strain gradient theory, velocity gradient.

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11559 Role of Lemna minor Lin. in Treating the Textile Industry Wastewater

Authors: D. Sivakumar

Abstract:

Textile industry processes are among the most environmentally unfriendly industrial processes; because, they produce color wastewater that is heavily polluted the environment. Therefore, textile industry wastewater has to be treated before being discharged into the environment. In this study, experiments were conducted for different process parameters like nutrient dosage and dilution ratio against the pH and contact time to remove COD and color in a textile industrial wastewater using aquatic macrophytes Lemna minor L. The experimental results showed that the maximum percentage reduction of COD and color in a textile industry wastewater by Lemna minor L. was obtained at an optimum nutrient dosage of 50g, dilution ratio of 8, pH of 8 and contact time of 4 days. Similarly, the results of validation experiments showed that the experiments were able to reproduce the obtained optimum process parameters. The maximum removal percentage of color in an aqueous solution (86.35%) is higher than the removal of color in a textile industry wastewater (82.85). Further, the first order kinetic model was fitted well with the experimental data of this present study. Finally, this study concluded that Lemna minor L. may be used for removing all types of parameters in any type of textile industry wastewater.

Keywords: Aquatic Macrophyte, Process Parameters, Textile Industry Wastewater.

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11558 The Techno-Economic and Environmental Assessments of Grid-Connected Photovoltaic Systems in Bhubaneswar, India

Authors: A. K. Pradhan, M. K. Mohanty, S. K. Kar

Abstract:

The power system utility has started to think about the green power technology in order to have an eco-friendly environment. The green power technology utilizes renewable energy sources for reduction of GHG emissions. Odisha state (India) is very rich in potential of renewable energy sources especially in solar energy (about 300 solar days), for installation of grid connected photovoltaic system. This paper focuses on the utilization of photovoltaic systems in an Institute building of Bhubaneswar city, Odisha. Different data like solar insolation (kW/m2/day), sunshine duration has been collected from metrological stations for Bhubaneswar city. The required electrical power and cost are calculated for daily load of 1.0 kW. The HOMER (Hybrid Optimization Model of Electric Renewable) software is used to estimate system size and its performance analysis. The simulation result shows that the cost of energy (COE) is $ 0.194/kWh, the Operating cost is $63/yr and the net present cost (NPC) is $3,917. The energy produced from PV array is 1,756kWh/yr and energy purchased from grid is 410kWh/yr. The AC primary load consumption is 1314 kWh/yr and the Grid sales are 746 kWh/yr. One battery is connected in parallel with 12V DC Bus and the usable nominal capacity 2.4 kWh with 9.6 h autonomy capacity.

Keywords: Economic assessment, HOMER, Optimization, Photovoltaic (PV), Renewable energy.

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11557 Peak-to-Average Power Ratio Reduction in OFDM Systems using Huffman Coding

Authors: Ashraf A. Eltholth, Adel R. Mikhail, A. Elshirbini, Moawad I. Moawad, A. I. Abdelfattah

Abstract:

In this paper we proposed the use of Huffman coding to reduce the PAR of an OFDM system as a distortionless scrambling technique, and we utilize the amount saved in the total bit rate by the Huffman coding to send the encoding table for accurate decoding at the receiver without reducing the effective throughput. We found that the use of Huffman coding reduces the PAR by about 6 dB. Also we have investigated the effect of PAR reduction due to Huffman coding through testing the spectral spreading and the inband distortion due to HPA with different IBO values. We found a complete match of our expectation from the proposed solution with the obtained simulation results.

Keywords: HPA, Huffman coding, OFDM, PAR

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11556 Production of Pre-Reduction of Iron Ore Nuggets with Lesser Sulphur Intake by Devolatisation of Boiler Grade Coal

Authors: Chanchal Biswas, Anrin Bhattacharyya, Gopes Chandra Das, Mahua Ghosh Chaudhuri, Rajib Dey

Abstract:

Boiler coals with low fixed carbon and higher ash content have always challenged the metallurgists to develop a suitable method for their utilization. In the present study, an attempt is made to establish an energy effective method for the reduction of iron ore fines in the form of nuggets by using ‘Syngas’. By devolatisation (expulsion of volatile matter by applying heat) of boiler coal, gaseous product (enriched with reducing agents like CO, CO2, H2, and CH4 gases) is generated. Iron ore nuggets are reduced by this syngas. For that reason, there is no direct contact between iron ore nuggets and coal ash. It helps to control the minimization of the sulphur intake of the reduced nuggets. A laboratory scale devolatisation furnace designed with reduction facility is evaluated after in-depth studies and exhaustive experimentations including thermo-gravimetric (TG-DTA) analysis to find out the volatile fraction present in boiler grade coal, gas chromatography (GC) to find out syngas composition in different temperature and furnace temperature gradient measurements to minimize the furnace cost by applying one heating coil. The nuggets are reduced in the devolatisation furnace at three different temperatures and three different times. The pre-reduced nuggets are subjected to analytical weight loss calculations to evaluate the extent of reduction. The phase and surface morphology analysis of pre-reduced samples are characterized using X-ray diffractometry (XRD), energy dispersive x-ray spectrometry (EDX), scanning electron microscopy (SEM), carbon sulphur analyzer and chemical analysis method. Degree of metallization of the reduced nuggets is 78.9% by using boiler grade coal. The pre-reduced nuggets with lesser sulphur content could be used in the blast furnace as raw materials or coolant which would reduce the high quality of coke rate of the furnace due to its pre-reduced character. These can be used in Basic Oxygen Furnace (BOF) as coolant also.

Keywords: Alternative ironmaking, coal devolatisation, extent of reduction, nugget making, syngas based DRI, solid state reduction.

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11555 Model of MSD Risk Assessment at Workplace

Authors: K. Sekulová, M. Šimon

Abstract:

This article focuses on upper-extremity musculoskeletal disorders risk assessment model at workplace. In this model are used risk factors that are responsible for musculoskeletal system damage. Based on statistic calculations the model is able to define what risk of MSD threatens workers who are under risk factors. The model is also able to say how MSD risk would decrease if these risk factors are eliminated.

 

Keywords: Ergonomics, musculoskeletal disorders, occupational diseases, risk factors.

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11554 Mathematical Modeling to Predict Surface Roughness in CNC Milling

Authors: Ab. Rashid M.F.F., Gan S.Y., Muhammad N.Y.

Abstract:

Surface roughness (Ra) is one of the most important requirements in machining process. In order to obtain better surface roughness, the proper setting of cutting parameters is crucial before the process take place. This research presents the development of mathematical model for surface roughness prediction before milling process in order to evaluate the fitness of machining parameters; spindle speed, feed rate and depth of cut. 84 samples were run in this study by using FANUC CNC Milling α-Τ14ιE. Those samples were randomly divided into two data sets- the training sets (m=60) and testing sets(m=24). ANOVA analysis showed that at least one of the population regression coefficients was not zero. Multiple Regression Method was used to determine the correlation between a criterion variable and a combination of predictor variables. It was established that the surface roughness is most influenced by the feed rate. By using Multiple Regression Method equation, the average percentage deviation of the testing set was 9.8% and 9.7% for training data set. This showed that the statistical model could predict the surface roughness with about 90.2% accuracy of the testing data set and 90.3% accuracy of the training data set.

Keywords: Surface roughness, regression analysis.

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11553 A Hydro-Mechanical Model for Unsaturated Soils

Authors: A. Uchaipichat

Abstract:

The hydro-mechanical model for unsaturated soils has been presented based on the effective stress principle taking into account effects of drying-wetting process. The elasto-plastic constitutive equations for stress-strain relations of the soil skeleton have been established. A plasticity model is modified from modified Cam-Clay model. The hardening rule has been established by considering the isotropic consolidation paths. The effect of dryingwetting process is introduced through the ¤ç parameter. All model coefficients are identified in terms of measurable parameters. The simulations from the proposed model are compared with the experimental results. The model calibration was performed to extract the model parameter from the experimental results. Good agreement between the results predicted using proposed model and the experimental results was obtained.

Keywords: Drying-wetting process, Effective stress, Elastoplasticmodel, Unsaturated soils

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11552 Pressure Capacity Reduction of X52 Pipeline Steel Damaged by a Semi-Elliptical Pitting Corrosion

Authors: S. M. Kazerouni Sangi, Y. Gholipour

Abstract:

Steel made pipelines with different diameters are used for transmitting oil and gas which in many cases are buried in soil under the sea bed or immersed in sea water. External corrosion of pipes is an important form of deterioration due to the aggressive environment of sea water. Corrosion normally results in pits. Hence, using the finite element method, namely ABAQUS software, this paper estimates the amount of pressure capacity reduction of a pipecontaining a semi-elliptical pitting corrosion and the rate of corrosion during the pipeline life of 25 years.

Keywords: Petroleum Transmission, Pipeline, PressureCapacity, Semi-Elliptical Pitting Corrosion.

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11551 A Robust TVD-WENO Scheme for Conservation Laws

Authors: A. Abdalla, A. Kaltayev

Abstract:

The ultimate goal of this article is to develop a robust and accurate numerical method for solving hyperbolic conservation laws in one and two dimensions. A hybrid numerical method, coupling a cheap fourth order total variation diminishing (TVD) scheme [1] for smooth region and a Robust seventh-order weighted non-oscillatory (WENO) scheme [2] near discontinuities, is considered. High order multi-resolution analysis is used to detect the high gradients regions of the numerical solution in order to capture the shocks with the WENO scheme, while the smooth regions are computed with fourth order total variation diminishing (TVD). For time integration, we use the third order TVD Runge-Kutta scheme. The accuracy of the resulting hybrid high order scheme is comparable with these of WENO, but with significant decrease of the CPU cost. Numerical demonstrates that the proposed scheme is comparable to the high order WENO scheme and superior to the fourth order TVD scheme. Our scheme has the added advantage of simplicity and computational efficiency. Numerical tests are presented which show the robustness and effectiveness of the proposed scheme.

Keywords: WENO scheme, TVD schemes, smoothness indicators, multi-resolution.

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11550 Adsorption of Lead from Synthetic Solution using Luffa Charcoal

Authors: C. Umpuch, N. Bunmanan, U. Kueasing, P. Kaewsan

Abstract:

This work was to study batch biosorption of Pb(II) ions from aqueous solution by Luffa charcoal. The effect of operating parameters such as adsorption contact time, initial pH solution and different initial Pb(II) concentration on the sorption of Pb(II) were investigated. The results showed that the adsorption of Pb(II) ions was initially rapid and the equilibrium time was 10 h. Adsorption kinetics of Pb(II) ions onto Luffa charcoal could be best described by the pseudo-second order model. At pH 5.0 was favorable for the adsorption and removal of Pb(II) ions. Freundlich adsorption isotherm model was better fitted for the adsorption of Pb(II) ions than Langmuir and Timkin isotherms, respectively. The highest monolayer adsorption capacity obtained from Langmuir isotherm model was 51.02 mg/g. This study demonstrated that Luffa charcoal could be used for the removal of Pb(II) ions in water treatment.

Keywords: Lead (II), Luffa charcoal, Biosorption, initial pHsolution, contact time, adsorption isotherm.

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11549 3D Numerical Simulation of Scouring around Bridge Piers (Case Study: Bridge 524 Crosses the Tanana River)

Authors: T. Esmaeili, A. A. Dehghani, A. R. Zahiri, K. Suzuki

Abstract:

Due to the three- dimensional flow pattern interacting with bed material, the process of local scour around bridge piers is complex. Modeling 3D flow field and scour hole evolution around a bridge pier is more feasible nowadays because the computational cost and computational time have significantly decreased. In order to evaluate local flow and scouring around a bridge pier, a completely three-dimensional numerical model, SSIIM program, was used. The model solves 3-D Navier-Stokes equations and a bed load conservation equation. The model was applied to simulate local flow and scouring around a bridge pier in a large natural river with four piers. Computation for 1 day of flood condition was carried out to predict the maximum local scour depth. The results show that the SSIIM program can be used efficiently for simulating the scouring in natural rivers. The results also showed that among the various turbulence models, the k-ω model gives more reasonable results.

Keywords: Bridge piers, flood, numerical simulation, SSIIM.

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11548 Application of Model Free Adaptive Control in Main Steam Temperature System of Thermal Power Plant

Authors: Khaing Yadana Swe, Lillie Dewan

Abstract:

At present, the cascade PID control is widely used to control the superheating temperature (main steam temperature). As Main Steam Temperature has the characteristics of large inertia, large time-delay and time varying, etc., conventional PID control strategy cannot achieve good control performance. In order to overcome the bad performance and deficiencies of main steam temperature control system, Model Free Adaptive Control (MFAC) - P cascade control system is proposed in this paper. By substituting MFAC in PID of the main control loop of the main steam temperature control, it can overcome time delays, non-linearity, disturbance and time variation.

Keywords: Model free Adaptive Control, Cascade Control, Adaptive Control, PID.

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11547 Interactive Concept-based Search using MOEA:The Hierarchical Preferences Case

Authors: Gideon Avigad, Amiram Moshaiov, Neima Brauner

Abstract:

An IEC technique is described for a multi-objective search of conceptual solutions. The survivability of solutions is influenced by both model-based fitness and subjective human preferences. The concepts- preferences are articulated via a hierarchy of sub-concepts. The suggested method produces an objectivesubjective front. Academic example is employed to demonstrate the proposed approach.

Keywords: Conceptual solution, engineering design, hierarchical planning, multi-objective search, problem reduction.

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11546 Construct Pairwise Test Suites Based on the Bak-Sneppen Model of Biological Evolution

Authors: Jianjun Yuan, Changjun Jiang

Abstract:

Pairwise testing, which requires that every combination of valid values of each pair of system factors be covered by at lease one test case, plays an important role in software testing since many faults are caused by unexpected 2-way interactions among system factors. Although meta-heuristic strategies like simulated annealing can generally discover smaller pairwise test suite, they may cost more time to perform search, compared with greedy algorithms. We propose a new method, improved Extremal Optimization (EO) based on the Bak-Sneppen (BS) model of biological evolution, for constructing pairwise test suites and define fitness function according to the requirement of improved EO. Experimental results show that improved EO gives similar size of resulting pairwise test suite and yields an 85% reduction in solution time over SA.

Keywords: Covering Arrays, Extremal Optimization, Simulated Annealing, Software Testing.

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11545 Seismic Analysis of a S-Curved Viaduct using Stick and Finite Element Models

Authors: Sourabh Agrawal, Ashok K. Jain

Abstract:

Stick models are widely used in studying the behaviour of straight as well as skew bridges and viaducts subjected to earthquakes while carrying out preliminary studies. The application of such models to highly curved bridges continues to pose challenging problems. A viaduct proposed in the foothills of the Himalayas in Northern India is chosen for the study. It is having 8 simply supported spans @ 30 m c/c. It is doubly curved in horizontal plane with 20 m radius. It is inclined in vertical plane as well. The superstructure consists of a box section. Three models have been used: a conventional stick model, an improved stick model and a 3D finite element model. The improved stick model is employed by making use of body constraints in order to study its capabilities. The first 8 frequencies are about 9.71% away in the latter two models. Later the difference increases to 80% in 50th mode. The viaduct was subjected to all three components of the El Centro earthquake of May 1940. The numerical integration was carried out using the Hilber- Hughes-Taylor method as implemented in SAP2000. Axial forces and moments in the bridge piers as well as lateral displacements at the bearing levels are compared for the three models. The maximum difference in the axial forces and bending moments and displacements vary by 25% between the improved and finite element model. Whereas, the maximum difference in the axial forces, moments, and displacements in various sections vary by 35% between the improved stick model and equivalent straight stick model. The difference for torsional moment was as high as 75%. It is concluded that the stick model with body constraints to model the bearings and expansion joints is not desirable in very sharp S curved viaducts even for preliminary analysis. This model can be used only to determine first 10 frequency and mode shapes but not for member forces. A 3D finite element analysis must be carried out for meaningful results.

Keywords: Bearing, body constraint, box girder, curved viaduct, expansion joint, finite element, link element, seismic, stick model, time history analysis.

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11544 The Impact of Transaction Costs on Rebalancing an Investment Portfolio in Portfolio Optimization

Authors: B. Marasović, S. Pivac, S. V. Vukasović

Abstract:

Constructing a portfolio of investments is one of the most significant financial decisions facing individuals and institutions. In accordance with the modern portfolio theory maximization of return at minimal risk should be the investment goal of any successful investor. In addition, the costs incurred when setting up a new portfolio or rebalancing an existing portfolio must be included in any realistic analysis. In this paper rebalancing an investment portfolio in the presence of transaction costs on the Croatian capital market is analyzed. The model applied in the paper is an extension of the standard portfolio mean-variance optimization model in which transaction costs are incurred to rebalance an investment portfolio. This model allows different costs for different securities, and different costs for buying and selling. In order to find efficient portfolio, using this model, first, the solution of quadratic programming problem of similar size to the Markowitz model, and then the solution of a linear programming problem have to be found. Furthermore, in the paper the impact of transaction costs on the efficient frontier is investigated. Moreover, it is shown that global minimum variance portfolio on the efficient frontier always has the same level of the risk regardless of the amount of transaction costs. Although efficient frontier position depends of both transaction costs amount and initial portfolio it can be concluded that extreme right portfolio on the efficient frontier always contains only one stock with the highest expected return and the highest risk.

Keywords: Croatian capital market, Fractional quadratic programming, Markowitz model, Portfolio optimization, Transaction costs.

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11543 A Generator from Cascade Markov Model for Packet Loss and Subsequent Bit Error Description

Authors: Jaroslav Polec, Viliam Hirner, Michal Martinovič, Kvetoslava Kotuliaková

Abstract:

In this paper we present a novel error model for packet loss and subsequent error description. The proposed model simulates the error performance of wireless communication link. The model is designed as two independent Markov chains, where the first one is used for packet generation and the second one generates correctly and incorrectly transmitted bits for received packets from the first chain. The statistical analyses of real communication on the wireless link are used for determination of model-s parameters. Using the obtained parameters and the implementation of the generator, we collected generated traffic. The obtained results generated by proposed model are compared with the real data collection.

Keywords: Wireless channel, error model, Markov chain, Elliot model, Gilbert model, generator, IEEE 802.11.

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11542 Effective Charge Coupling in Low Dimensional Doped Quantum Antiferromagnets

Authors: Suraka Bhattacharjee, Ranjan Chaudhury

Abstract:

The interaction between the charge degrees of freedom for itinerant antiferromagnets is investigated in terms of generalized charge stiffness constant corresponding to nearest neighbour t-J model and t1-t2-t3-J model. The low dimensional hole doped antiferromagnets are the well known systems that can be described by the t-J-like models. Accordingly, we have used these models to investigate the fermionic pairing possibilities and the coupling between the itinerant charge degrees of freedom. A detailed comparison between spin and charge couplings highlights that the charge and spin couplings show very similar behaviour in the over-doped region, whereas, they show completely different trends in the lower doping regimes. Moreover, a qualitative equivalence between generalized charge stiffness and effective Coulomb interaction is also established based on the comparisons with other theoretical and experimental results. Thus it is obvious that the enhanced possibility of fermionic pairing is inherent in the reduction of Coulomb repulsion with increase in doping concentration. However, the increased possibility can not give rise to pairing without the presence of any other pair producing mechanism outside the t-J model. Therefore, one can conclude that the t-J-like models themselves solely are not capable of producing conventional momentum-based superconducting pairing on their own.

Keywords: Generalized charge stiffness constant, charge coupling, effective Coulomb interaction, t-J-like models, momentum-space pairing.

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11541 A Formulation of the Latent Class Vector Model for Pairwise Data

Authors: Tomoya Okubo, Kuninori Nakamura, Shin-ichi Mayekawa

Abstract:

In this research, a latent class vector model for pairwise data is formulated. As compared to the basic vector model, this model yields consistent estimates of the parameters since the number of parameters to be estimated does not increase with the number of subjects. The result of the analysis reveals that the model was stable and could classify each subject to the latent classes representing the typical scales used by these subjects.

Keywords: finite mixture models, latent class analysis, Thrustone's paired comparison method, vector model

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11540 A Design and Implementation Model for Web Caching Using Server “URL Rewriting“

Authors: Mostafa E. Saleh, A. Abdel Nabi, A. Baith Mohamed

Abstract:

In order to make surfing the internet faster, and to save redundant processing load with each request for the same web page, many caching techniques have been developed to reduce latency of retrieving data on World Wide Web. In this paper we will give a quick overview of existing web caching techniques used for dynamic web pages then we will introduce a design and implementation model that take advantage of “URL Rewriting" feature in some popular web servers, e.g. Apache, to provide an effective approach of caching dynamic web pages.

Keywords: Web Caching, URL Rewriting, Optimizing Web Performance, Dynamic Web Pages Loading Time.

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11539 A Superior Delay Estimation Model for VLSI Interconnect in Current Mode Signaling

Authors: Sunil Jadav, Rajeevan Chandel Munish Vashishath

Abstract:

Today’s VLSI networks demands for high speed. And in this work the compact form mathematical model for current mode signalling in VLSI interconnects is presented.RLC interconnect line is modelled using characteristic impedance of transmission line and inductive effect. The on-chip inductance effect is dominant at lower technology node is emulated into an equivalent resistance. First order transfer function is designed using finite difference equation, Laplace transform and by applying the boundary conditions at the source and load termination. It has been observed that the dominant pole determines system response and delay in the proposed model. The novel proposed current mode model shows superior performance as compared to voltage mode signalling. Analysis shows that current mode signalling in VLSI interconnects provides 2.8 times better delay performance than voltage mode. Secondly the damping factor of a lumped RLC circuit is shown to be a useful figure of merit.

Keywords: Current Mode, Voltage Mode, VLSI Interconnect.

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