Search results for: a diagonally dominant matrix.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1256

Search results for: a diagonally dominant matrix.

596 Effect of Friction Stir Welding on Microstructural and Mechanical Properties of Copper Alloy

Authors: Dhananjayulu Avula, Ratnesh Kumar Raj Singh, D.K.Dwivedi, N.K.Mehta

Abstract:

This study demonstrates the feasibility of joining the commercial pure copper plates by friction stir welding (FSW). Microstructure, microhardness and tensile properties in terms of the joint efficiency were found 94.03 % compare to as receive base material (BM). The average hardness at the top was higher than bottom. Hardness of weld zone was higher than the base material. Different microstructure zones were revealed by optical microscopy and scanning electron microscopy. The stirred zone (SZ) exhibited primary two phases namely, recrystallized grains and fine precipitates in matrix of copper.

Keywords: Welding; FSW, Commercial Copper, Mechanical properties

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595 Investigation of the Effectiveness of Siloxane Hydrophobic Injection for Renovation of Damp Brick Masonry

Authors: Z. Pavlík, M. Keppert, M. Pavlíková, R. Černý

Abstract:

Experimental investigation of the effect of hydrophobic injection on siloxane basis on the properties of oldfashioned type of ceramic brick is presented in the paper. At the experimental testing, the matrix density, total open porosity, pore size distribution, sorptivity, water absorption coefficient, sorption and desorption isotherms are measured for the original, as well as the hydrophobic-injection treated brick. On the basis of measured data, the functionality of the hydrophobic injection for the moisture ingress prevention into the studied ceramic brick is assessed.

Keywords: Brick masonry, siloxane hydrophobic injection, moisture ingress, functionality testing.

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594 Study of Aluminum, Copper and Molybdenum Pollution in Groundwater Sources Surrounding (Miduk) Shahr-E- Babak Copper Complex Tailings Dam

Authors: Maryam Kargar, Neamatolah Khorasani, Mahmoud Karami, Gholam-Reza Rafiee, Reza Naseh

Abstract:

Interpolated contour maps drawn for aluminum, copper and molybdenum in downstream monitoring boreholes of water dam in Miduk Copper Complex and the values of pH, redox potential (Eh) and distance from water dam indicate different trends of variation and behavior of these three elements in downward groundwater resources. As these maps exhibit, aluminum is dominant in the most alkaline (pH = 9-11) borehole (MB5) to water dam. The highest concentration of molybdenum is found in the nearest borehole (MB6) to water dam. Main concentration of copper is observed in the most oxidized borehole (MB3 with Eh=293.2mV). The spatial difference among sampling stations can be attributed to the existence of faults and diaclases in the geologic structure of Miduk region which causes the groundwater sampling sites to be impressed by different contamination sources (toe seepage and upper seepage water originated from different zones of tailings dump).

Keywords: Contour maps, Monitoring borehole, Toe seepage, Upper seepage.

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593 Investigating the Effect of Velocity Inlet and Carrying Fluid on the Flow inside Coronary Artery

Authors: Mohammadreza Nezamirad, Nasim Sabetpour, Azadeh Yazdi, Amirmasoud Hamedi

Abstract:

In this study OpenFOAM 4.4.2 was used to investigate flow inside the coronary artery of the heart. This step is the first step of our future project, which is to include conjugate heat transfer of the heart with three main coronary arteries. Three different velocities were used as inlet boundary conditions to see the effect of velocity increase on velocity, pressure, and wall shear of the coronary artery. Also, three different fluids, namely the University of Wisconsin solution, gelatin, and blood was used to investigate the effect of different fluids on flow inside the coronary artery. A code based on Reynolds Stress Navier Stokes (RANS) equations was written and implemented with the real boundary condition that was calculated based on MRI images. In order to improve the accuracy of the current numerical scheme, hex dominant mesh is utilized. When the inlet velocity increases to 0.5 m/s, velocity, wall shear stress, and pressure increase at the narrower parts.

Keywords: CFD, heart, simulation, OpenFOAM.

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592 Optimal Design of the Power Generation Network in California: Moving towards 100% Renewable Electricity by 2045

Authors: Wennan Long, Yuhao Nie, Yunan Li, Adam Brandt

Abstract:

To fight against climate change, California government issued the Senate Bill No. 100 (SB-100) in 2018 September, which aims at achieving a target of 100% renewable electricity by the end of 2045. A capacity expansion problem is solved in this case study using a binary quadratic programming model. The optimal locations and capacities of the potential renewable power plants (i.e., solar, wind, biomass, geothermal and hydropower), the phase-out schedule of existing fossil-based (nature gas) power plants and the transmission of electricity across the entire network are determined with the minimal total annualized cost measured by net present value (NPV). The results show that the renewable electricity contribution could increase to 85.9% by 2030 and reach 100% by 2035. Fossil-based power plants will be totally phased out around 2035 and solar and wind will finally become the most dominant renewable energy resource in California electricity mix.

Keywords: 100% renewable electricity, California, capacity expansion, binary quadratic programming.

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591 Research of Linear Camera Calibration Based on Planar Pattern

Authors: Jin Sun, Hongbin Gu

Abstract:

An important step in three-dimensional reconstruction and computer vision is camera calibration, whose objective is to estimate the intrinsic and extrinsic parameters of each camera. In this paper, two linear methods based on the different planes are given. In both methods, the general plane is used to replace the calibration object with very good precision. In the first method, after controlling the camera to undergo five times- translation movements and taking pictures of the orthogonal planes, a set of linear constraints of the camera intrinsic parameters is then derived by means of homography matrix. The second method is to get all camera parameters by taking only one picture of a given radius circle. experiments on simulated data and real images,indicate that our method is reasonable and is a good supplement to camera calibration.

Keywords: camera calibration, 3D reconstruction, computervision

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590 A Low Noise Microwave Filter with Minimum Distortion

Authors: Cheng Yuan Hung, Min Hang Weng, Siang Wen Lan, Wei Yu Chen, Hung Wei Wu, Chun Yueh Huang

Abstract:

In this paper, a low noise microwave bandpass filter (BPF) is presented. This filter is fabricated by modifying the conventional cross-coupled structure. The spurious response is improved by using the end open coupled lines, and the influence of the noise is minimized. Impedance matrix of the open end coupled circuit clarifies the characteristic of the suppression of the spurious response. The rejection of spurious suppression region of the proposed filter is greater than 20 dB from 3-13 GHz. The measured results of the fabricated filter confirm the concepts of the proposed design and exhibits high performance.

Keywords: Low noise, signal transmission, bandpass filter, end open coupled line, communication system.

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589 Rhetorical Communication in the CogSci Discourse Community: The Cognitive Neurosciences (2004) in the Context of Scientific Dissemination

Authors: Lucia Abbamonte, Olimpia Matarazzo

Abstract:

In recent years linguistic research has turned increasing attention to covert/overt strategies to modulate authorial stance and positioning in scientific texts, and to the recipients' response. This study discussed some theoretical implications of the use of rhetoric in scientific communication and analysed qualitative data from the authoritative The Cognitive Neurosciences III (2004) volume. Its genre-identity, status and readability were considered, in the social interactive context of contemporary disciplinary discourses – in their polyphony of traditional and new, emerging genres. Evidence was given of the ways its famous authors negotiate and shape knowledge and research results – explicitly appraising team work and promoting faith in the fast-paced progress of Cognitive Neuroscience, also through experiential metaphors – by presenting a set of examples, ordered according to their dominant rhetorical quality.

Keywords: Appraisal, disciplinary discourses, experientialmetaphors, genre, identity, knowledge, readability, rhetoric, strategies, theoretical implications.

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588 Study of Effect Different of Ozone Doses on Sugars Content in Tomatoes at Different Stages of Ripening

Authors: Milad. A. Shalluf

Abstract:

The determination of sugars in foods is very significant. Their relation in fact, can affect the chemical and sensorial quality of the matrix (e.g., sweetness, pH, total acidity, microbial stability, global acceptability) and can provide information on food to optimize several selected technological processes. Three stages of ripeness (green, yellow and red) of tomatoes (Lycopersicon Esculentum cv. Elegance) at different harvest dates were evaluated. Fruit from all harvests were exposed to different of ozone doses (0.25, 0.50 and 1 mg O3/g tomatoes) and clean air for 5 day at 15 °C±2 and 90-95 % relative humidity. Then, fruits were submitted for extraction and analysis after a day from the finish of exposure of each stage. The concentrations of the glucose and fructose increased in the tomatoes which were subjected to ozone treatments.

Keywords: Post-harvest Treatment, Controlled Atmosphere Storage, Ozone, Tomatoes, Glucose, Fructose

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587 Topological Properties of an Exponential Random Geometric Graph Process

Authors: Yilun Shang

Abstract:

In this paper we consider a one-dimensional random geometric graph process with the inter-nodal gaps evolving according to an exponential AR(1) process. The transition probability matrix and stationary distribution are derived for the Markov chains concerning connectivity and the number of components. We analyze the algorithm for hitting time regarding disconnectivity. In addition to dynamical properties, we also study topological properties for static snapshots. We obtain the degree distributions as well as asymptotic precise bounds and strong law of large numbers for connectivity threshold distance and the largest nearest neighbor distance amongst others. Both exact results and limit theorems are provided in this paper.

Keywords: random geometric graph, autoregressive process, degree, connectivity, Markovian, wireless network.

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586 New Delay-Dependent Stability Criteria for Neural Networks With Two Additive Time-varying Delay Components

Authors: Xingyuan Qu, Shouming Zhong

Abstract:

In this paper, the problem of stability criteria of neural networks (NNs) with two-additive time-varying delay compenents is investigated. The relationship between the time-varying delay and its lower and upper bounds is taken into account when estimating the upper bound of the derivative of Lyapunov functional. As a result, some improved delay stability criteria for NNs with two-additive time-varying delay components are proposed. Finally, a numerical example is given to illustrate the effectiveness of the proposed method.

Keywords: Delay-dependent stability, time-varying delays, Lyapunov functional, linear matrix inequality (LMI).

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585 An Eigen-Approach for Estimating the Direction-of Arrival of Unknown Number of Signals

Authors: Dia I. Abu-Al-Nadi, M. J. Mismar, T. H. Ismail

Abstract:

A technique for estimating the direction-of-arrival (DOA) of unknown number of source signals is presented using the eigen-approach. The eigenvector corresponding to the minimum eigenvalue of the autocorrelation matrix yields the minimum output power of the array. Also, the array polynomial with this eigenvector possesses roots on the unit circle. Therefore, the pseudo-spectrum is found by perturbing the phases of the roots one by one and calculating the corresponding array output power. The results indicate that the DOAs and the number of source signals are estimated accurately in the presence of a wide range of input noise levels.

Keywords: Array signal processing, direction-of-arrival, antenna arrays, eigenvalues, eigenvectors.

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584 A New Pattern for Handwritten Persian/Arabic Digit Recognition

Authors: A. Harifi, A. Aghagolzadeh

Abstract:

The main problem for recognition of handwritten Persian digits using Neural Network is to extract an appropriate feature vector from image matrix. In this research an asymmetrical segmentation pattern is proposed to obtain the feature vector. This pattern can be adjusted as an optimum model thanks to its one degree of freedom as a control point. Since any chosen algorithm depends on digit identity, a Neural Network is used to prevail over this dependence. Inputs of this Network are the moment of inertia and the center of gravity which do not depend on digit identity. Recognizing the digit is carried out using another Neural Network. Simulation results indicate the high recognition rate of 97.6% for new introduced pattern in comparison to the previous models for recognition of digits.

Keywords: Pattern recognition, Persian digits, NeuralNetwork.

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583 Periodic Solutions of Recurrent Neural Networks with Distributed Delays and Impulses on Time Scales

Authors: Yaping Ren, Yongkun Li

Abstract:

In this paper, by using the continuation theorem of coincidence degree theory, M-matrix theory and constructing some suitable Lyapunov functions, some sufficient conditions are obtained for the existence and global exponential stability of periodic solutions of recurrent neural networks with distributed delays and impulses on time scales. Without assuming the boundedness of the activation functions gj, hj , these results are less restrictive than those given in the earlier references.

Keywords: Recurrent neural networks, global exponential stability, periodic solutions, distributed delays, impulses, time scales.

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582 Existence and Global Exponential Stability of Periodic Solutions of Cellular Neural Networks with Distributed Delays and Impulses on Time Scales

Authors: Daiming Wang

Abstract:

In this paper, by using Mawhin-s continuation theorem of coincidence degree and a method based on delay differential inequality, some sufficient conditions are obtained for the existence and global exponential stability of periodic solutions of cellular neural networks with distributed delays and impulses on time scales. The results of this paper generalized previously known results.

Keywords: Periodic solutions, global exponential stability, coincidence degree, M-matrix.

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581 Learning Styles Difference in Difficulties of Generating Idea

Authors: M. H. Yee, J. Md Yunos, W. Othman, R. Hassan, T. K. Tee, M. M. Mohamad

Abstract:

The generation of an idea that goes through several  phases is affected by individual factors, interests, preferences and  motivation. The purpose of this research was to analyze the  difference in difficulties of generating ideas according to individual  learning styles. A total of 375 technical students from four technical  universities in Malaysia were randomly selected as samples. The  Kolb Learning Styles Inventory and a set of developed questionnaires  were used in this research. The results showed that the most dominant  learning style among technical students is Doer. A total of 319  (85.1%) technical students faced difficulties in solving individual  assignments. Most of the problem faced by technical students is the  difficulty of generating ideas for solving individual assignments.  There was no significant difference in difficulties of generating ideas  according to students’ learning styles. Therefore, students need to  learn higher order thinking skills enabling students to generate ideas  and consequently complete assignments.

 

Keywords: Difference, difficulties, generating idea, learning styles.

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580 Delay-Distribution-Dependent Stability Criteria for BAM Neural Networks with Time-Varying Delays

Authors: J.H. Park, S. Lakshmanan, H.Y. Jung, S.M. Lee

Abstract:

This paper is concerned with the delay-distributiondependent stability criteria for bidirectional associative memory (BAM) neural networks with time-varying delays. Based on the Lyapunov-Krasovskii functional and stochastic analysis approach, a delay-probability-distribution-dependent sufficient condition is derived to achieve the globally asymptotically mean square stable of the considered BAM neural networks. The criteria are formulated in terms of a set of linear matrix inequalities (LMIs), which can be checked efficiently by use of some standard numerical packages. Finally, a numerical example and its simulation is given to demonstrate the usefulness and effectiveness of the proposed results.

Keywords: BAM neural networks, Probabilistic time-varying delays, Stability criteria.

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579 New Scheme in Determining nth Order Diagrams for Cross Multiplication Method via Combinatorial Approach

Authors: Sharmila Karim, Haslinda Ibrahim, Zurni Omar

Abstract:

In this paper, a new recursive strategy is proposed for determining $\frac{(n-1)!}{2}$ of $n$th order diagrams. The generalization of $n$th diagram for cross multiplication method were proposed by Pavlovic and Bankier but the specific rule of determining $\frac{(n-1)!}{2}$ of the $n$th order diagrams for square matrix is yet to be discovered. Thus using combinatorial approach, $\frac{(n-1)!}{2}$ of the $n$th order diagrams will be presented as $\frac{(n-1)!}{2}$ starter sets. These starter sets will be generated based on exchanging one element. The advantages of this new strategy are the discarding process was eliminated and the sign of starter set is alternated to each others.

Keywords: starter sets, permutation, exchanging one element, determinant

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578 Delaunay Triangulations Efficiency for Conduction-Convection Problems

Authors: Bashar Albaalbaki, Roger E. Khayat

Abstract:

This work is a comparative study on the effect of Delaunay triangulation algorithms on discretization error for conduction-convection conservation problems. A structured triangulation and many unstructured Delaunay triangulations using three popular algorithms for node placement strategies are used. The numerical method employed is the vertex-centered finite volume method. It is found that when the computational domain can be meshed using a structured triangulation, the discretization error is lower for structured triangulations compared to unstructured ones for only low Peclet number values, i.e. when conduction is dominant. However, as the Peclet number is increased and convection becomes more significant, the unstructured triangulations reduce the discretization error. Also, no statistical correlation between triangulation angle extremums and the discretization error is found using 200 samples of randomly generated Delaunay and non-Delaunay triangulations. Thus, the angle extremums cannot be an indicator of the discretization error on their own and need to be combined with other triangulation quality measures, which is the subject of further studies.

Keywords: Conduction-convection problems, Delaunay triangulation, discretization error, finite volume method.

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577 Sampled-Data Model Predictive Tracking Control for Mobile Robot

Authors: Wookyong Kwon, Sangmoon Lee

Abstract:

In this paper, a sampled-data model predictive tracking control method is presented for mobile robots which is modeled as constrained continuous-time linear parameter varying (LPV) systems. The presented sampled-data predictive controller is designed by linear matrix inequality approach. Based on the input delay approach, a controller design condition is derived by constructing a new Lyapunov function. Finally, a numerical example is given to demonstrate the effectiveness of the presented method.

Keywords: Model predictive control, sampled-data control, linear parameter varying systems, LPV.

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576 On Convergence Property of MINRES Method for Solving a Complex Shifted Hermitian Linear System

Authors: Guiding Gu, Guo Liu

Abstract:

We discuss the convergence property of the minimum residual (MINRES) method for the solution of complex shifted Hermitian system (αI + H)x = f. Our convergence analysis shows that the method has a faster convergence than that for real shifted Hermitian system (Re(α)I + H)x = f under the condition Re(α) + λmin(H) > 0, and a larger imaginary part of the shift α has a better convergence property. Numerical experiments show such convergence properties.

Keywords: complex shifted linear system, Hermitian matrix, MINRES method.

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575 Simulation of Large Deformations of Rubbers by the RKPM Method

Authors: M. Foroutan, H. Dalayeli, M. Sadeghian

Abstract:

In this paper processes including large deformations of a rubber with hyperelastic material behavior are simulated by the RKPM method. Due to the loss of kronecker delta properties in the mesh less shape functions, the imposition of essential boundary conditions consumes significant CPU time in mesh free computations. In this work transformation method is used for imposition of essential boundary conditions. A RKPM material shape function is used in this analysis. The support of the material shape functions covers the same set of particles during material deformation and hence the transformation matrix is formed only once at the initial stages. A computer program in MATLAB is developed for simulations.

Keywords: RKPM, large deformations, transformation, essentialboundary conditions.

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574 Performance Evaluation of Purely Mechanical Wireless In-Mould Sensor for Injection Moulding

Authors: Florian Müller, Christian Kukla, Thomas Lucyshyn, Clemens Holzer

Abstract:

In this paper, the influencing parameters of a novel purely mechanical wireless in-mould injection moulding sensor were investigated. The sensor is capable of detecting the melt front at predefined locations inside the mould. The sensor comprises a movable pin which acts as the sensor element generating structure-borne sound triggered by the passing melt front. Due to the sensor design, melt pressure is the driving force. For pressure level measurement during pin movement a pressure transducer located at the same position as the movable pin. By deriving a mathematical model for the mechanical movement, dominant process parameters could be investigated towards their impact on the melt front detection characteristic. It was found that the sensor is not affected by the investigated parameters enabling it for reliable melt front detection. In addition, it could be proved that the novel sensor is in comparable range to conventional melt front detection sensors.

Keywords: Injection Moulding, In-Mould Sensor, Structure-Borne Sound, Wireless Sensor

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573 The Theory and Practice of the State Model of Corporate Governance

Authors: Asaiel Alohaly

Abstract:

A theoretical framework for corporate governance is needed to bridge the gap between the corporate governance of private companies and State-Owned Enterprises (SOEs). The two dominant models, being shareholder and stakeholder, do not always address the specific requirements and challenges posed by ‘hybrid’ companies; namely, previously national bodies that have been privatised while the government retains significant control or holds a majority of shares. Thus, an exploratory theoretical study is needed to identify how ‘hybrid’ companies should be defined and why the state model should be acknowledged since it is the less conspicuous model in comparison with the shareholder and stakeholder models. This research focuses on the state model of corporate governance to understand the complex ownership, control pattern, goals, and corporate governance of these hybrid companies. The significance of this research lies in the fact that there is a limited available publication on the state model. This research argues for the state model, which proceeds from an understanding of the institutionally embedded characteristics of hybrid companies, where the government as a shareholder, is either a majority of the total shares, or has been granted power based on the rule of law; the company bylaws.

Keywords: Corporate governance, control, shareholders, state model.

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572 Digital filters for Hot-Mix Asphalt Complex Modulus Test Data Using Genetic Algorithm Strategies

Authors: Madhav V. Chitturi, Anshu Manik, Kasthurirangan Gopalakrishnan

Abstract:

The dynamic or complex modulus test is considered to be a mechanistically based laboratory test to reliably characterize the strength and load-resistance of Hot-Mix Asphalt (HMA) mixes used in the construction of roads. The most common observation is that the data collected from these tests are often noisy and somewhat non-sinusoidal. This hampers accurate analysis of the data to obtain engineering insight. The goal of the work presented in this paper is to develop and compare automated evolutionary computational techniques to filter test noise in the collection of data for the HMA complex modulus test. The results showed that the Covariance Matrix Adaptation-Evolutionary Strategy (CMA-ES) approach is computationally efficient for filtering data obtained from the HMA complex modulus test.

Keywords: HMA, dynamic modulus, GA, evolutionarycomputation.

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571 Sampling Effects on Secondary Voltage Control of Microgrids Based on Network of Multiagent

Authors: M. J. Park, S. H. Lee, C. H. Lee, O. M. Kwon

Abstract:

This paper studies a secondary voltage control framework of the microgrids based on the consensus for a communication network of multiagent. The proposed control is designed by the communication network with one-way links. The communication network is modeled by a directed graph. At this time, the concept of sampling is considered as the communication constraint among each distributed generator in the microgrids. To analyze the sampling effects on the secondary voltage control of the microgrids, by using Lyapunov theory and some mathematical techniques, the sufficient condition for such problem will be established regarding linear matrix inequality (LMI). Finally, some simulation results are given to illustrate the necessity of the consideration of the sampling effects on the secondary voltage control of the microgrids.

Keywords: Microgrids, secondary control, multiagent, sampling, LMI.

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570 Molecular Characterization of Echinococcus granulosus through Amplification of 12S rRNA Gene and Cox1 Gene Fragments from Cattle in Chittagong, Bangladesh

Authors: M. Omer Faruk, A. M. A. M. Zonaed Siddiki, M. Fazal Karim, Md. Masuduzzaman, S. Chowdhury, Md. Shafiqul Islam, M. Alamgir Hossain

Abstract:

The dog tapeworms Echinococcus granulosus develop hydatid cysts in various organs in human and domestic animals worldwide including Bangladesh. The aim of this study was to identify and characterize the genotype of E. granulosus isolated from cattle using 12S rRNA and Cytochrome oxidase 1 (COX 1) genes. A total of 43 hydatid cyst samples were collected from 390 examined cattle samples derived from slaughterhouses. Among them, three cysts were fertile. Genomic DNA was extracted from germinal membrane and/or protoscoleces followed by PCR amplification of mitochondrial 12S rRNA and Cytochrome oxidase 1 gene fragments. The sequence data revealed existence of G1 (64.28%) and possible G3 (21.43%) genotypes for the first time in Bangladesh. The study indicates that common sheep strain G1 is the dominant subtype of E. granulosus in Chittagong region of Bangladesh. This will increase our understanding of the epidemiology of hydatidosis in the southern part of the country and will be useful to plan suitable control measures in the long run.

Keywords: Echinococcus granulosus, molecular characterization, cattle, Bangladesh.

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569 New Iterative Algorithm for Improving Depth Resolution in Ionic Analysis: Effect of Iterations Number

Authors: N. Dahraoui, M. Boulakroune, D. Benatia

Abstract:

In this paper, the improvement by deconvolution of the depth resolution in Secondary Ion Mass Spectrometry (SIMS) analysis is considered. Indeed, we have developed a new Tikhonov- Miller deconvolution algorithm where a priori model of the solution is included. This is a denoisy and pre-deconvoluted signal obtained from: firstly, by the application of wavelet shrinkage algorithm, secondly by the introduction of the obtained denoisy signal in an iterative deconvolution algorithm. In particular, we have focused the light on the effect of the iterations number on the evolution of the deconvoluted signals. The SIMS profiles are multilayers of Boron in Silicon matrix.

Keywords: DRF, in-depth resolution, multiresolution deconvolution, SIMS, wavelet shrinkage.

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568 Fuzzy Numbers and MCDM Methods for Portfolio Optimization

Authors: Thi T. Nguyen, Lee N. Gordon-Brown

Abstract:

A new deployment of the multiple criteria decision making (MCDM) techniques: the Simple Additive Weighting (SAW), and the Technique for Order Preference by Similarity to Ideal Solution (TOPSIS) for portfolio allocation, is demonstrated in this paper. Rather than exclusive reference to mean and variance as in the traditional mean-variance method, the criteria used in this demonstration are the first four moments of the portfolio distribution. Each asset is evaluated based on its marginal impacts to portfolio higher moments that are characterized by trapezoidal fuzzy numbers. Then centroid-based defuzzification is applied to convert fuzzy numbers to the crisp numbers by which SAW and TOPSIS can be deployed. Experimental results suggest the similar efficiency of these MCDM approaches to selecting dominant assets for an optimal portfolio under higher moments. The proposed approaches allow investors flexibly adjust their risk preferences regarding higher moments via different schemes adapting to various (from conservative to risky) kinds of investors. The other significant advantage is that, compared to the mean-variance analysis, the portfolio weights obtained by SAW and TOPSIS are consistently well-diversified.

Keywords: Fuzzy numbers, SAW, TOPSIS, portfolio optimization, higher moments, risk management.

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567 On the outlier Detection in Nonlinear Regression

Authors: Hossein Riazoshams, Midi Habshah, Jr., Mohamad Bakri Adam

Abstract:

The detection of outliers is very essential because of their responsibility for producing huge interpretative problem in linear as well as in nonlinear regression analysis. Much work has been accomplished on the identification of outlier in linear regression, but not in nonlinear regression. In this article we propose several outlier detection techniques for nonlinear regression. The main idea is to use the linear approximation of a nonlinear model and consider the gradient as the design matrix. Subsequently, the detection techniques are formulated. Six detection measures are developed that combined with three estimation techniques such as the Least-Squares, M and MM-estimators. The study shows that among the six measures, only the studentized residual and Cook Distance which combined with the MM estimator, consistently capable of identifying the correct outliers.

Keywords: Nonlinear Regression, outliers, Gradient, LeastSquare, M-estimate, MM-estimate.

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