Search results for: Parameter estimation

Authors: Anjian Chen, Joseph C. Chen

Abstract:

This paper studies a case where the targeted surface roughness of fused deposition modeling (FDM) additive manufacturing process is improved. The process is designing to reduce or eliminate the defects and improve the process capability index Cp and Cpk for an FDM additive manufacturing process. The baseline Cp is 0.274 and Cpk is 0.654. This research utilizes the Taguchi methodology, to eliminate defects and improve the process. The Taguchi method is used to optimize the additive manufacturing process and printing parameters that affect the targeted surface roughness of FDM additive manufacturing. The Taguchi L9 orthogonal array is used to organize the parameters' (four controllable parameters and one non-controllable parameter) effectiveness on the FDM additive manufacturing process. The four controllable parameters are nozzle temperature [°C], layer thickness [mm], nozzle speed [mm/s], and extruder speed [%]. The non-controllable parameter is the environmental temperature [°C]. After the optimization of the parameters, a confirmation print was printed to prove that the results can reduce the amount of defects and improve the process capability index Cp from 0.274 to 1.605 and the Cpk from 0.654 to 1.233 for the FDM additive manufacturing process. The final results confirmed that the Taguchi methodology is sufficient to improve the surface roughness of FDM additive manufacturing process.

Keywords: Additive manufacturing, fused deposition modeling, surface roughness, Six-Sigma, Taguchi method, 3D printing.

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Authors: Mukesh Kumar Kirar, Ganga Agnihotri

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This paper investigates the preliminary sizing of generator set to design electrical system at the early phase of a project, dynamic behavior of generator-unit, as well as induction motors, during start-up of the induction motor drives fed from emergency generator unit. The information in this paper simplifies generator set selection and eliminates common errors in selection. It covers load estimation, step loading capacity test, transient analysis for the emergency generator set. The dynamic behavior of the generator-unit, power, power factor, voltage, during Direct-on-Line start-up of the induction motor drives fed from stand alone gene-set is also discussed. It is important to ensure that plant generators operate safely and consistently, power system studies are required at the planning and conceptual design stage of the project. The most widely recognized and studied effect of motor starting is the voltage dip that is experienced throughout an industrial power system as the direct online result of starting large motors. Generator step loading capability and transient voltage dip during starting of largest motor is ensured with the help of Electrical Transient Analyzer Program (ETAP).

Keywords: Sizing, induction motor starting, load estimation, Transient Analyzer Program (ETAP).

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Authors: Varsha Shah, Patel Pritesh, Patel Sagar, PrasantaKundu, RanjanMaheshwari

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Performance of vehicle depends on driving patterns and vehicle drive train configuration. Driving patterns depends on traffic condition, road condition and driver behavior. HEV design is carried out under certain constrain like vehicle operating range, acceleration, decelerations, maximum speed and road grades which are directly related to the driving patterns. Therefore the detailed study on HEV performance over a different drive cycle is required for selection and sizing of HEV components. A simple hardware is design to measured velocity v/s time profile of the vehicle by operating vehicle on Indian roads under real traffic conditions. To size the HEV components, a detailed dynamic model of the vehicle is developed considering the effect of inertia of rotating components like wheels, drive chain, engine and electric motor. Using vehicle model and different Indian drive cycles data, total tractive power demanded by vehicle and power supplied by individual components has been calculated.Using above information selection and estimation of component sizing for HEV is carried out so that HEV performs efficiently under hostile driving condition. Complete analysis is carried out in LABVIEW.

Keywords: BLDC motor, Driving cycle, LABVIEW Ultracapacitors, Vehicle Dynamics,

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Authors: Y. Sunecher, N. Mamode Khan, V. Jowaheer

Abstract:

This paper considers the modelling of a non-stationary bivariate integer-valued autoregressive moving average of order one (BINARMA(1,1)) with correlated Poisson innovations. The BINARMA(1,1) model is specified using the binomial thinning operator and by assuming that the cross-correlation between the two series is induced by the innovation terms only. Based on these assumptions, the non-stationary marginal and joint moments of the BINARMA(1,1) are derived iteratively by using some initial stationary moments. As regards to the estimation of parameters of the proposed model, the conditional maximum likelihood (CML) estimation method is derived based on thinning and convolution properties. The forecasting equations of the BINARMA(1,1) model are also derived. A simulation study is also proposed where BINARMA(1,1) count data are generated using a multivariate Poisson R code for the innovation terms. The performance of the BINARMA(1,1) model is then assessed through a simulation experiment and the mean estimates of the model parameters obtained are all efficient, based on their standard errors. The proposed model is then used to analyse a real-life accident data on the motorway in Mauritius, based on some covariates: policemen, daily patrol, speed cameras, traffic lights and roundabouts. The BINARMA(1,1) model is applied on the accident data and the CML estimates clearly indicate a significant impact of the covariates on the number of accidents on the motorway in Mauritius. The forecasting equations also provide reliable one-step ahead forecasts.

Keywords: Non-stationary, BINARMA(1, 1) model, Poisson Innovations, CML

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Authors: M. Ghanbari, S. Hossainpour, G. Rezazadeh

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In this paper, longitudinal vibration of a micro-beam in micro-scale fluid media has been investigated. The proposed mathematical model for this study is made up of a micro-beam and a micro-plate at its free end. An AC voltage is applied to the pair of piezoelectric layers on the upper and lower surfaces of the micro-beam in order to actuate it longitudinally. The whole structure is bounded between two fixed plates on its upper and lower surfaces. The micro-gap between the structure and the fixed plates is filled with fluid. Fluids behave differently in micro-scale than macro, so the fluid field in the gap has been modeled based on micro-polar theory. The coupled governing equations of motion of the micro-beam and the micro-scale fluid field have been derived. Due to having non-homogenous boundary conditions, derived equations have been transformed to an enhanced form with homogenous boundary conditions. Using Galerkin-based reduced order model, the enhanced equations have been discretized over the beam and fluid domains and solve simultaneously in order to obtain force response of the micro-beam. Effects of micro-polar parameters of the fluid as characteristic length scale, coupling parameter and surface parameter on the response of the micro-beam have been studied.

Keywords: Micro-polar theory, Galerkin method, MEMS, micro-fluid.

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Authors: Damien Gondre, Hatem Ben Maad, Abdelkrim Trabelsi, Frédéric Kuznik, Joseph Virgone

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The use of a radiant cooling solution would enable to lower cooling needs which is of great interest when the demand is initially high (hot climate). But, radiant systems are not naturally compatibles with humid climates since a low-temperature surface leads to condensation risks as soon as the surface temperature is close to or lower than the dew point temperature. A radiant cooling system combined to a dehumidification system would enable to remove humidity for the space, thereby lowering the dew point temperature. The humidity removal needs to be especially effective near the cooled surface. This requirement could be fulfilled by a system using a single desiccant fluid for the removal of both excessive heat and moisture. This task aims at providing an estimation of the specification requirements of such system in terms of cooling power and dehumidification rate required to fulfill comfort issues and to prevent any condensation risk on the cool panel surface. The present paper develops a preliminary study on the specification requirements, performances and behavior of a combined dehumidifier/cooling ceiling panel for different operating conditions. This study has been carried using the TRNSYS software which allows nodal calculations of thermal systems. It consists of the dynamic modeling of heat and vapor balances of a 5m x 3m x 2.7m office space. In a first design estimation, this room is equipped with an ideal heating, cooling, humidification and dehumidification system so that the room temperature is always maintained in between 21^◦C and 25^◦C with a relative humidity in between 40% and 60%. The room is also equipped with a ventilation system that includes a heat recovery heat exchanger and another heat exchanger connected to a heat sink. Main results show that the system should be designed to meet a cooling power of 42W.m⁻² and a desiccant rate of 45 g_H2O.h⁻¹. In a second time, a parametric study of comfort issues and system performances has been achieved on a more realistic system (that includes a chilled ceiling) under different operating conditions. It enables an estimation of an acceptable range of operating conditions. This preliminary study is intended to provide useful information for the system design.

Keywords: Dehumidification, nodal calculation, radiant cooling panel, system sizing.

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Authors: Rubén Bãnos, José Arcos, Oscar Bautista, Federico Méndez

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The Oscillatory electroosmotic flow (OEOF) in power law fluids through a microchannel is studied numerically. A time-dependent external electric field (AC) is suddenly imposed at the ends of the microchannel which induces the fluid motion. The continuity and momentum equations in the x and y direction for the flow field were simplified in the limit of the lubrication approximation theory (LAT), and then solved using a numerical scheme. The solution of the electric potential is based on the Debye-H¨uckel approximation which suggest that the surface potential is small,say, smaller than 0.025V and for a symmetric (z : z) electrolyte. Our results suggest that the velocity profiles across the channel-width are controlled by the following dimensionless parameters: the angular Reynolds number, Reω, the electrokinetic parameter, ¯κ, defined as the ratio of the characteristic length scale to the Debye length, the parameter λ which represents the ratio of the Helmholtz-Smoluchowski velocity to the characteristic length scale and the flow behavior index, n. Also, the results reveal that the velocity profiles become more and more non-uniform across the channel-width as the Reω and ¯κ are increased, so oscillatory OEOF can be really useful in micro-fluidic devices such as micro-mixers.

Keywords: Oscillatory electroosmotic flow, Non-Newtonian fluids, power-law model, low zeta potentials.

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Authors: Mohammad Heidari

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

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

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Authors: Joseph C. Chen, Joshua Cox

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This research focuses on the use of the Taguchi method to reduce the surface roughness and improve dimensional accuracy of parts machined by Wire Electrical Discharge Machining (EDM) with S7 heat treated steel material. Due to its high impact toughness, the material is a candidate for a wide variety of tooling applications which require high precision in dimension and desired surface roughness. This paper demonstrates that Taguchi Parameter Design methodology is able to optimize both dimensioning and surface roughness successfully by investigating seven wire-EDM controllable parameters: pulse on time (ON), pulse off time (OFF), servo voltage (SV), voltage (V), servo feed (SF), wire tension (WT), and wire speed (WS). The temperature of the water in the Wire EDM process is investigated as the noise factor in this research. Experimental design and analysis based on L₁₈ Taguchi orthogonal arrays are conducted. This paper demonstrates that the Taguchi-based system enables the wire EDM process to produce (1) high precision parts with an average of 0.6601 inches dimension, while the desired dimension is 0.6600 inches; and (2) surface roughness of 1.7322 microns which is significantly improved from 2.8160 microns.

Keywords: Taguchi parameter design, surface roughness, dimensional accuracy, Wire EDM.

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Authors: Jana Kaděrová, Miroslav Vořechovský

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The presented paper copes with an experimental evaluation of a model based on modified Weibull size effect theory. Classical statistical Weibull theory was modified by introducing a new parameter (correlation length lp) representing the spatial autocorrelation of a random mechanical properties of material. This size effect modification was observed on two different materials used in civil engineering: unreinforced (plain) concrete and multi-filament yarns made of alkaliresistant (AR) glass which are used for textile-reinforced concrete. The behavior under flexural, resp. tensile loading was investigated by laboratory experiments. A high number of specimens of different sizes was tested to obtain statistically significant data which were subsequently corrected and statistically processed. Due to a distortion of the measured displacements caused by the unstiff experiment device, only the maximal load values were statistically evaluated. Results of the experiments showed a decreasing strength with an increasing sample length. Size effect curves were obtained and the correlation length was fitted according to measured data. Results did not exclude the existence of the proposed new parameter lp.

Keywords: Statistical size effect, concrete, multi filaments yarns, experiment, autocorrelation length.

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Authors: Rupesh K. Gopal, Saroj K. Meher

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

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

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Authors: Shohei Maruyama, Yasuo Matsuyama, Sachiyo Aburatani

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

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

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Authors: Kazunori Kojima, Masaaki Ishigame, Goutam Chakraborty, Hiroshi Hatsuo, Shozo Makino

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In most of the popular implementation of Parallel GAs the whole population is divided into a set of subpopulations, each subpopulation executes GA independently and some individuals are migrated at fixed intervals on a ring topology. In these studies, the migrations usually occur 'synchronously' among subpopulations. Therefore, CPUs are not used efficiently and the communication do not occur efficiently either. A few studies tried asynchronous migration but it is hard to implement and setting proper parameter values is difficult. The aim of our research is to develop a migration method which is easy to implement, which is easy to set parameter values, and which reduces communication traffic. In this paper, we propose a traffic reduction method for the Asynchronous Parallel Distributed GA by migration of elites only. This is a Server-Client model. Every client executes GA on a subpopulation and sends an elite information to the server. The server manages the elite information of each client and the migrations occur according to the evolution of sub-population in a client. This facilitates the reduction in communication traffic. To evaluate our proposed model, we apply it to many function optimization problems. We confirm that our proposed method performs as well as current methods, the communication traffic is less, and setting of the parameters are much easier.

Keywords: Parallel Distributed Genetic Algorithm (PDGA), asynchronousPDGA, Server-Client configuration, Elite Migration

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Authors: N. Mungkung, S. Wongcharoen., Tanes Tanitteerapan, C. Saejao, D. Arunyasot

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The condition of lightning surge causes the traveling waves and the temporary increase in voltage in the transmission line system. Lightning is the most harmful for destroying the transmission line and setting devices so it is necessary to study and analyze the temporary increase in voltage for designing and setting the surge arrester. This analysis describes the figure of the lightning wave in transmission line with 115 kV voltage level in Thailand by using ATP/EMTP program to create the model of the transmission line and lightning surge. Because of the limit of this program, it must be calculated for the geometry of the transmission line and surge parameter and calculation in the manual book for the closest value of the parameter. On the other hand, for the effects on surge protector when the lightning comes, the surge arrester model must be right and standardized as metropolitan electrical authority's standard. The candidate compared the real information to the result from calculation, also. The results of the analysis show that the temporary increase in voltage value will be rise to 326.59 kV at the line which is done by lightning when the surge arrester is not set in the system. On the other hand, the temporary increase in voltage value will be 182.83 kV at the line which is done by lightning when the surge arrester is set in the system and the period of the traveling wave is reduced, also. The distance for setting the surge arrester must be as near to the transformer as possible. Moreover, it is necessary to know the right distance for setting the surge arrester and the size of the surge arrester for preventing the temporary increase in voltage, effectively.

Keywords: Lightning surge, surge arrester, electrical power system, ATP/EMTP program.

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Authors: Gurinder Singh Brar, Sarbjeet Singh, Harry Garg

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Wire Electric Discharge Machining (WEDM) is thermal machining process capable of machining very hard electrically conductive material irrespective of their hardness. WEDM is being widely used to machine micro scale parts with the high dimensional accuracy and surface finish. The objective of this paper is to optimize the process parameters of wire EDM to fabricate the micro channels and to calculate the surface finish and material removal rate of micro channels fabricated using wire EDM. The material used is aluminum 6061 alloy. The experiments were performed using CNC wire cut electric discharge machine. The effect of various parameters of WEDM like pulse on time (TON) with the levels (100, 150, 200), pulse off time (TOFF) with the levels (25, 35, 45) and current (IP) with the levels (105, 110, 115) were investigated to study the effect on output parameter i.e. Surface Roughness and Material Removal Rate (MRR). Each experiment was conducted under different conditions of pulse on time, pulse off time and peak current. For material removal rate, TON and Ip were the most significant process parameter. MRR increases with the increase in TON and Ip and decreases with the increase in TOFF. For surface roughness, TON and Ip have the maximum effect and TOFF was found out to be less effective.

Keywords: Micro Channels, Wire Electric Discharge Machining (WEDM), Metal Removal Rate (MRR), Surface Finish.

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Authors: Mayur Milan Kale, Indu Mehrotra

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

Keywords: BOD, Four methods, Rapid estimation

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

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

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

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Authors: Masamitsu Chikaraishi, Mutsuto Kawahara

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This paper focuses on a technique for identifying the geological boundary of the ground strata in front of a tunnel excavation site using the first order adjoint method based on the optimal control theory. The geological boundary is defined as the boundary which is different layers of elastic modulus. At tunnel excavations, it is important to presume the ground situation ahead of the cutting face beforehand. Excavating into weak strata or fault fracture zones may cause extension of the construction work and human suffering. A theory for determining the geological boundary of the ground in a numerical manner is investigated, employing excavating blasts and its vibration waves as the observation references. According to the optimal control theory, the performance function described by the square sum of the residuals between computed and observed velocities is minimized. The boundary layer is determined by minimizing the performance function. The elastic analysis governed by the Navier equation is carried out, assuming the ground as an elastic body with linear viscous damping. To identify the boundary, the gradient of the performance function with respect to the geological boundary can be calculated using the adjoint equation. The weighed gradient method is effectively applied to the minimization algorithm. To solve the governing and adjoint equations, the Galerkin finite element method and the average acceleration method are employed for the spatial and temporal discretizations, respectively. Based on the method presented in this paper, the different boundary of three strata can be identified. For the numerical studies, the Suemune tunnel excavation site is employed. At first, the blasting force is identified in order to perform the accuracy improvement of analysis. We identify the geological boundary after the estimation of blasting force. With this identification procedure, the numerical analysis results which almost correspond with the observation data were provided.

Keywords: Parameter identification, finite element method, average acceleration method, first order adjoint equation method, weighted gradient method, geological boundary, navier equation, optimal control theory.

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Authors: Sky Chou, Joseph C. Chen

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This paper focuses on using six sigma methodologies to reach the desired shrinkage of a manufactured high-density polyurethane (HDPE) part produced by the injection molding machine. It presents a case study where the correct shrinkage is required to reduce or eliminate defects and to improve the process capability index Cp and Cpk for an injection molding process. To improve this process and keep the product within specifications, the six sigma methodology, design, measure, analyze, improve, and control (DMAIC) approach, was implemented in this study. The six sigma approach was paired with the Taguchi methodology to identify the optimized processing parameters that keep the shrinkage rate within the specifications by our customer. An L9 orthogonal array was applied in the Taguchi experimental design, with four controllable factors and one non-controllable/noise factor. The four controllable factors identified consist of the cooling time, melt temperature, holding time, and metering stroke. The noise factor is the difference between material brand 1 and material brand 2. After the confirmation run was completed, measurements verify that the new parameter settings are optimal. With the new settings, the process capability index has improved dramatically. The purpose of this study is to show that the six sigma and Taguchi methodology can be efficiently used to determine important factors that will improve the process capability index of the injection molding process.

Keywords: Injection molding, shrinkage, six sigma, Taguchi parameter design.

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Authors: Andrey V. Timofeev

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

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

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Authors: Zeynep İltüzer Samur, Gül Tekin Temur

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Due to the increasing and varying risks that economic units face with, derivative instruments gain substantial importance, and trading volumes of derivatives have reached very significant level. Parallel with these high trading volumes, researchers have developed many different models. Some are parametric, some are nonparametric. In this study, the aim is to analyse the success of artificial neural network in pricing of options with S&P 100 index options data. Generally, the previous studies cover the data of European type call options. This study includes not only European call option but also American call and put options and European put options. Three data sets are used to perform three different ANN models. One only includes data that are directly observed from the economic environment, i.e. strike price, spot price, interest rate, maturity, type of the contract. The others include an extra input that is not an observable data but a parameter, i.e. volatility. With these detail data, the performance of ANN in put/call dimension, American/European dimension, moneyness dimension is analyzed and whether the contribution of the volatility in neural network analysis make improvement in prediction performance or not is examined. The most striking results revealed by the study is that ANN shows better performance when pricing call options compared to put options; and the use of volatility parameter as an input does not improve the performance.

Keywords: Option Pricing, Neural Network, S&P 100 Index, American/European options

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Authors: A. Zahiri, A. A. Dehghani

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Although many researchers have studied the flow hydraulics in compound channels, there are still many complicated problems in determination of their flow rating curves. Many different methods have been presented for these channels but extending them for all types of compound channels with different geometrical and hydraulic conditions is certainly difficult. In this study, by aid of nearly 400 laboratory and field data sets of geometry and flow rating curves from 30 different straight compound sections and using artificial neural networks (ANNs), flow discharge in compound channels was estimated. 13 dimensionless input variables including relative depth, relative roughness, relative width, aspect ratio, bed slope, main channel side slopes, flood plains side slopes and berm inclination and one output variable (flow discharge), have been used in ANNs. Comparison of ANNs model and traditional method (divided channel method-DCM) shows high accuracy of ANNs model results. The results of Sensitivity analysis showed that the relative depth with 47.6 percent contribution, is the most effective input parameter for flow discharge prediction. Relative width and relative roughness have 19.3 and 12.2 percent of importance, respectively. On the other hand, shape parameter, main channel and flood plains side slopes with 2.1, 3.8 and 3.8 percent of contribution, have the least importance.

Keywords: ANN model, compound channels, divided channel method (DCM), flow rating curve

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Authors: Petr Gurný

Abstract:

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

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

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

Abstract:

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

Keywords: Colitis, curcumin, nitric oxide.

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

Abstract:

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

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

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Authors: Mehdi Moayyedian, Kazem Abhary, Romeo Marian

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This paper presents an evaluation of a plastic defect in injection molding before it occurs in the process; it is known as the short shot defect. The evaluation of different parameters which affect the possibility of short shot defect is the aim of this paper. The analysis of short shot possibility is conducted via SolidWorks Plastics and Taguchi method to determine the most significant parameters. Finite Element Method (FEM) is employed to analyze two circular flat polypropylene plates of 1 mm thickness. Filling time, part cooling time, pressure holding time, melt temperature and gate type are chosen as process and geometric parameters, respectively. A methodology is presented herein to predict the possibility of the short-shot occurrence. The analysis determined melt temperature is the most influential parameter affecting the possibility of short shot defect with a contribution of 74.25%, and filling time with a contribution of 22%, followed by gate type with a contribution of 3.69%. It was also determined the optimum level of each parameter leading to a reduction in the possibility of short shot are gate type at level 1, filling time at level 3 and melt temperature at level 3. Finally, the most significant parameters affecting the possibility of short shot were determined to be melt temperature, filling time, and gate type.

Keywords: Injection molding, plastic defects, short shot, Taguchi method.

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Authors: Nassier A. Nassir, Robert Birch, D. Rico Sierra, S. P. Edwardson, G. Dearden, Zhongwei Guan

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The effect of laser surface treatment parameters on the residual strength of titanium alloy has been investigated. The influence of the laser surface treatment on the bonding strength between the titanium and poly-ether-ketone-ketone (PEKK) surfaces was also evaluated and compared to those offered by titanium foils without surface treatment to optimize the laser parameters. Material characterization using an optical microscope was carried out to study the microstructure and to measure the mean roughness value of the titanium surface. The results showed that the surface roughness shows a significant dependency on the laser power parameters in which surface roughness increases with the laser power increment. Moreover, the results of the tensile tests have shown that there is no significant dropping in tensile strength for the treated samples comparing to the virgin ones. In order to optimize the laser parameter as well as the corresponding surface roughness, single-lap shear tests were conducted on pairs of the laser treated titanium stripes. The results showed that the bonding shear strength between titanium alloy and PEKK film increased with the surface roughness increment to a specific limit. After this point, it is interesting to note that there was no significant effect for the laser parameter on the bonding strength. This evidence suggests that it is not necessary to use very high power of laser to treat titanium surface to achieve a good bonding strength between titanium alloy and the PEKK film.

Keywords: Bonding strength, laser surface treatment, PEKK, titanium alloy.

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Authors: Lina Wu, Jia Liu, Ye Li

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The goal of this project is to investigate constant properties (called the Liouville-type Problem) for a p-stable map as a local or global minimum of a p-energy functional where the domain is a Euclidean space and the target space is a closed half-ellipsoid. The First and Second Variation Formulas for a p-energy functional has been applied in the Calculus Variation Method as computation techniques. Stokes’ Theorem, Cauchy-Schwarz Inequality, Hardy-Sobolev type Inequalities, and the Bochner Formula as estimation techniques have been used to estimate the lower bound and the upper bound of the derived p-Harmonic Stability Inequality. One challenging point in this project is to construct a family of variation maps such that the images of variation maps must be guaranteed in a closed half-ellipsoid. The other challenging point is to find a contradiction between the lower bound and the upper bound in an analysis of p-Harmonic Stability Inequality when a p-energy minimizing map is not constant. Therefore, the possibility of a non-constant p-energy minimizing map has been ruled out and the constant property for a p-energy minimizing map has been obtained. Our research finding is to explore the constant property for a p-stable map from a Euclidean space into a closed half-ellipsoid in a certain range of p. The certain range of p is determined by the dimension values of a Euclidean space (the domain) and an ellipsoid (the target space). The certain range of p is also bounded by the curvature values on an ellipsoid (that is, the ratio of the longest axis to the shortest axis). Regarding Liouville-type results for a p-stable map, our research finding on an ellipsoid is a generalization of mathematicians’ results on a sphere. Our result is also an extension of mathematicians’ Liouville-type results from a special ellipsoid with only one parameter to any ellipsoid with (n+1) parameters in the general setting.

Keywords: Bochner Formula, Stokes’ Theorem, Cauchy-Schwarz Inequality, first and second variation formulas, Hardy-Sobolev type inequalities, Liouville-type problem, p-harmonic map.

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Authors: Kiurski S. Jelena, Kecić S. Vesna, Aksentijević M. Snežana

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Samples of tap and wastewater were collected in three offset printing facilities in Novi Sad, Serbia. Ten physicochemical parameters were analyzed within all collected samples: pH, conductivity, m - alkalinity, p - alkalinity, acidity, carbonate concentration, hydrogen carbonate concentration, active oxygen content, chloride concentration and total alkali content. All measurements were conducted using the standard analytical and instrumental methods. Comparing the obtained results for tap water and wastewater, a clear quality difference was noticeable, since all physicochemical parameters were significantly higher within wastewater samples. The study also involves the application of simple linear regression analysis on the obtained dataset. By using software package ORIGIN 5 the pH value was mutually correlated with other physicochemical parameters. Based on the obtained values of Pearson coefficient of determination a strong positive correlation between chloride concentration and pH (r = -0.943), as well as between acidity and pH (r = -0.855) was determined. In addition, statistically significant difference was obtained only between acidity and chloride concentration with pH values, since the values of parameter F (247.634 and 182.536) were higher than F_critical (5.59). In this way, results of statistical analysis highlighted the most influential parameter of water contamination in offset printing, in the form of acidity and chloride concentration. The results showed that variable dependence could be represented by the general regression model: y = a₀ + a₁x+ k, which further resulted with matching graphic regressions.

Keywords: Pollution, printing industry, simple linear regression analysis, wastewater.

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Authors: Worakrit Worananthakij, Kamonchanok Doungtadum, Nattagan Mingkwan, Supatsorn Chupong

Abstract:

Natural products from herb have been used in different aspects of life as a result of their various biological activities. Generally, plant growth and production of secondary compounds largely depend on environmental conditions. To better understand this correlation, study on biological activity and soil parameter is necessary. This research aims to study the soil parameters which affect the efficiency of the antioxidant activity of essential oils extracted from the Zingiber zerumbet in three areas of Thailand, including Min Buri district, Bangkok province; Muang district, Chiang Mai province and Kaeng Sanam Nang district, Nakhon Ratchasima province. The soil samples in each area were collected and analyzed in the laboratory. The essential oil of Z. zerumbet in each province was extracted and tested for antioxidant activity by hydrodistillation method and DPPH (2,2-diphenyl-1-picrylhydrazyl radical) assay, respectively. The results showed that, the soil parameters such as pH, nitrogen, potassium and phosphorus elements and exchange of cations of soil specimen from Nakhon Ratchasima province were the highest (P<0.05) (6.10 ±0.03, 0.15 ± 0.04 percent of total nitrogen, 16.67 ± 0.46 mg/L, 3.35 ± 0.65 mg/kg and 12.87 ± 0.11 cmol/kg, respectively). In addition, IC50 (Inhibition Concentrtion of antioxidant at 50%) of Z. zerumbet essential oil collected from Nakhon Ratchasima showed the highest value (P<0.05) (1,400 µg/mL). In conclusion, the soil parameters are once important factor for the efficiency of essential oils extract from Z. zerumbet.

Keywords: Antioxidant, essential oil, herb, soil parameter, Zingiber zerumbet.

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