Search results for: predictive modeling
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2291

Search results for: predictive modeling

1631 PM10 Prediction and Forecasting Using CART: A Case Study for Pleven, Bulgaria

Authors: Snezhana G. Gocheva-Ilieva, Maya P. Stoimenova

Abstract:

Ambient air pollution with fine particulate matter (PM10) is a systematic permanent problem in many countries around the world. The accumulation of a large number of measurements of both the PM10 concentrations and the accompanying atmospheric factors allow for their statistical modeling to detect dependencies and forecast future pollution. This study applies the classification and regression trees (CART) method for building and analyzing PM10 models. In the empirical study, average daily air data for the city of Pleven, Bulgaria for a period of 5 years are used. Predictors in the models are seven meteorological variables, time variables, as well as lagged PM10 variables and some lagged meteorological variables, delayed by 1 or 2 days with respect to the initial time series, respectively. The degree of influence of the predictors in the models is determined. The selected best CART models are used to forecast future PM10 concentrations for two days ahead after the last date in the modeling procedure and show very accurate results.

Keywords: Cross-validation, decision tree, lagged variables, short-term forecasting.

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1630 Evaluation of the ANN Based Nonlinear System Models in the MSE and CRLB Senses

Authors: M.V Rajesh, Archana R, A Unnikrishnan, R Gopikakumari, Jeevamma Jacob

Abstract:

The System Identification problem looks for a suitably parameterized model, representing a given process. The parameters of the model are adjusted to optimize a performance function based on error between the given process output and identified process output. The linear system identification field is well established with many classical approaches whereas most of those methods cannot be applied for nonlinear systems. The problem becomes tougher if the system is completely unknown with only the output time series is available. It has been reported that the capability of Artificial Neural Network to approximate all linear and nonlinear input-output maps makes it predominantly suitable for the identification of nonlinear systems, where only the output time series is available. [1][2][4][5]. The work reported here is an attempt to implement few of the well known algorithms in the context of modeling of nonlinear systems, and to make a performance comparison to establish the relative merits and demerits.

Keywords: Multilayer neural networks, Radial Basis Functions, Clustering algorithm, Back Propagation training, Extended Kalmanfiltering, Mean Square Error, Nonlinear Modeling, Cramer RaoLower Bound.

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1629 2D-Modeling with Lego Mindstorms

Authors: Miroslav Popelka, Jakub Nožička

Abstract:

The whole work is based on possibility to use Lego Mindstorms robotics systems to reduce costs. Lego Mindstorms consists of a wide variety of hardware components necessary to simulate, programme and test of robotics systems in practice. To programme algorithm, which simulates space using the ultrasonic sensor, was used development environment supplied with kit. Software Matlab was used to render values afterwards they were measured by ultrasonic sensor. The algorithm created for this paper uses theoretical knowledge from area of signal processing. Data being processed by algorithm are collected by ultrasonic sensor that scans 2D space in front of it. Ultrasonic sensor is placed on moving arm of robot which provides horizontal moving of sensor. Vertical movement of sensor is provided by wheel drive. The robot follows map in order to get correct positioning of measured data. Based on discovered facts it is possible to consider Lego Mindstorm for low-cost and capable kit for real-time modelling.

Keywords: LEGO Mindstorms, ultrasonic sensor, Real-time modeling, 2D object, low-cost robotics systems, sensors, Matlab, EV3 Home Edition Software.

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1628 Study on the Variation Effects of Diverging Angleon Characteristics of Flow in Converging and Diverging Ducts by Numerical Method

Authors: Moghiman Mohammad, Amiri Maryam, Amiri Amirhosein

Abstract:

The present paper develops and validates a numerical procedure for the calculation of turbulent combustive flow in converging and diverging ducts and throuh simulation of the heat transfer processes, the amount of production and spread of Nox pollutant has been measured. A marching integration solution procedure employing the TDMA is used to solve the discretized equations. The turbulence model is the Prandtl Mixing Length method. Modeling the combustion process is done by the use of Arrhenius and Eddy Dissipation method. Thermal mechanism has been utilized for modeling the process of forming the nitrogen oxides. Finite difference method and Genmix numerical code are used for numerical solution of equations. Our results indicate the important influence of the limiting diverging angle of diffuser on the coefficient of recovering of pressure. Moreover, due to the intense dependence of Nox pollutant to the maximum temperature in the domain with this feature, the Nox pollutant amount is also in maximum level.

Keywords: Converging and Diverging Duct, Combustion, Diffuser, Diverging Angle, Nox

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1627 Kinematic Parameter-Independent Modeling and Measuring of Three-Axis Machine Tools

Authors: Yung-Yuan Hsu

Abstract:

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

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

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1626 Development of a Multi-Factorial Instrument for Accident Analysis Based on Systemic Methods

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

Abstract:

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

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

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1625 Modeling Brand Alliance Effects Professional Services

Authors: Kristina Maiksteniene

Abstract:

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

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

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1624 High Capacity Data Hiding based on Predictor and Histogram Modification

Authors: Hui-Yu Huang, Shih-Hsu Chang

Abstract:

In this paper, we propose a high capacity image hiding technology based on pixel prediction and the difference of modified histogram. This approach is used the pixel prediction and the difference of modified histogram to calculate the best embedding point. This approach can improve the predictive accuracy and increase the pixel difference to advance the hiding capacity. We also use the histogram modification to prevent the overflow and underflow. Experimental results demonstrate that our proposed method within the same average hiding capacity can still keep high quality of image and low distortion

Keywords: data hiding, predictor

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1623 Identification of Regulatory Mechanism of Orthostatic Response

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

Abstract:

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

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

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1622 Finite Element Modeling of two-dimensional Nanoscale Structures with Surface Effects

Authors: Weifeng Wang, Xianwei Zeng, Jianping Ding

Abstract:

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

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

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1621 Is School Misbehavior a Decision? Implications for School Guidance

Authors: Rachel C. F. Sun

Abstract:

This study examined the predictive effects of moral competence, prosocial norms and positive behavior recognition on school misbehavior among Chinese junior secondary school students. Results of multiple regression analysis showed that students were more likely to misbehave in school when they had lower levels of moral competence and prosocial norms, and when they perceived their positive behavior being less likely recognized. Practical implications were discussed on how to guide students to make the right choices to behave appropriately in school. Implications for future research were also discussed.

Keywords: Moral competence, positive behavior recognition, prosocial norms, school misbehavior.

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1620 The Mechanistic Deconvolutive Image Sensor Model for an Arbitrary Pan–Tilt Plane of View

Authors: S. H. Lim, T. Furukawa

Abstract:

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

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

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1619 System-Level Energy Estimation for SoC based on the Dynamic Behavior of Embedded Software

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

Abstract:

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

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

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1618 Understanding Physical Activity Behavior of Type 2 Diabetics Using the Theory of Planned Behavior and Structural Equation Modeling

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

Abstract:

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

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

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1617 Finite Element Analysis and Feasibility of Simple Stochastic Modeling in the Analysis of Fissuring in Grains during Soaking

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

Abstract:

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

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

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1616 Analysis and Modeling of Stresses and Creeps Resulting from Soil Mechanics in Southern Plains of Kerman Province

Authors: Kourosh Nazarian

Abstract:

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

Keywords: Stress, creep, surface runoff.

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1615 Tension Stiffening Parameter in Composite Concrete Reinforced with Inoxydable Steel: Laboratory and Finite Element Analysis

Authors: S. Alih, A. Khelil

Abstract:

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

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

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1614 Continuous Functions Modeling with Artificial Neural Network: An Improvement Technique to Feed the Input-Output Mapping

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

Abstract:

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

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

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1613 Agreement between Basal Metabolic Rate Measured by Bioelectrical Impedance Analysis and Estimated by Prediction Equations in Obese Groups

Authors: Orkide Donma, Mustafa M. Donma

Abstract:

Basal metabolic rate (BMR) is widely used and an accepted measure of energy expenditure. Its principal determinant is body mass. However, this parameter is also correlated with a variety of other factors. The objective of this study is to measure BMR and compare it with the values obtained from predictive equations in adults classified according to their body mass index (BMI) values. 276 adults were included into the scope of this study. Their age, height and weight values were recorded. Five groups were designed based on their BMI values. First group (n = 85) was composed of individuals with BMI values varying between 18.5 and 24.9 kg/m2. Those with BMI values varying from 25.0 to 29.9 kg/m2 constituted Group 2 (n = 90). Individuals with 30.0-34.9 kg/m2, 35.0-39.9 kg/m2, > 40.0 kg/m2 were included in Group 3 (n = 53), 4 (n = 28) and 5 (n = 20), respectively. The most commonly used equations to be compared with the measured BMR values were selected. For this purpose, the values were calculated by the use of four equations to predict BMR values, by name, introduced by Food and Agriculture Organization (FAO)/World Health Organization (WHO)/United Nations University (UNU), Harris and Benedict, Owen and Mifflin. Descriptive statistics, ANOVA, post-Hoc Tukey and Pearson’s correlation tests were performed by a statistical program designed for Windows (SPSS, version 16.0). p values smaller than 0.05 were accepted as statistically significant. Mean ± SD of groups 1, 2, 3, 4 and 5 for measured BMR in kcal were 1440.3 ± 210.0, 1618.8 ± 268.6, 1741.1 ± 345.2, 1853.1 ± 351.2 and 2028.0 ± 412.1, respectively. Upon evaluation of the comparison of means among groups, differences were highly significant between Group 1 and each of the remaining four groups. The values were increasing from Group 2 to Group 5. However, differences between Group 2 and Group 3, Group 3 and Group 4, Group 4 and Group 5 were not statistically significant. These insignificances were lost in predictive equations proposed by Harris and Benedict, FAO/WHO/UNU and Owen. For Mifflin, the insignificance was limited only to Group 4 and Group 5. Upon evaluation of the correlations of measured BMR and the estimated values computed from prediction equations, the lowest correlations between measured BMR and estimated BMR values were observed among the individuals within normal BMI range. The highest correlations were detected in individuals with BMI values varying between 30.0 and 34.9 kg/m2. Correlations between measured BMR values and BMR values calculated by FAO/WHO/UNU as well as Owen were the same and the highest. In all groups, the highest correlations were observed between BMR values calculated from Mifflin and Harris and Benedict equations using age as an additional parameter. In conclusion, the unique resemblance of the FAO/WHO/UNU and Owen equations were pointed out. However, mean values obtained from FAO/WHO/UNU were much closer to the measured BMR values. Besides, the highest correlations were found between BMR calculated from FAO/WHO/UNU and measured BMR. These findings suggested that FAO/WHO/UNU was the most reliable equation, which may be used in conditions when the measured BMR values are not available.

Keywords: Adult, basal metabolic rate, FAO/WHO/UNU, obesity, prediction equations.

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1612 Modeling and Simulation of Acoustic Link Using Mackenize Propagation Speed Equation

Authors: Christhu Raj M. R., Rajeev Sukumaran

Abstract:

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

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

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1611 Collision Detection Algorithm Based on Data Parallelism

Authors: Zhen Peng, Baifeng Wu

Abstract:

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

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

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1610 The Application of FSI Techniques in Modeling of Realist Pulmonary Systems

Authors: Abdurrahim Bolukbasi, Hassan Athari, Dogan Ciloglu

Abstract:

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

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

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1609 CAD Based Predictive Models of the Undeformed Chip Geometry in Drilling

Authors: Panagiotis Kyratsis, Dr. Ing. Nikolaos Bilalis, Dr. Ing. Aristomenis Antoniadis

Abstract:

Twist drills are geometrical complex tools and thus various researchers have adopted different mathematical and experimental approaches for their simulation. The present paper acknowledges the increasing use of modern CAD systems and using the API (Application Programming Interface) of a CAD system, drilling simulations are carried out. The developed DRILL3D software routine, creates parametrically controlled tool geometries and using different cutting conditions, achieves the generation of solid models for all the relevant data involved (drilling tool, cut workpiece, undeformed chip). The final data derived, consist a platform for further direct simulations regarding the determination of cutting forces, tool wear, drilling optimizations etc.

Keywords: Drilling, CAD based simulation, 3D-modelling.

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1608 Operational Risk – Scenario Analysis

Authors: Milan Rippel, Petr Teply

Abstract:

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

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

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1607 Application of Granular Computing Paradigm in Knowledge Induction

Authors: Iftikhar U. Sikder

Abstract:

This paper illustrates an application of granular computing approach, namely rough set theory in data mining. The paper outlines the formalism of granular computing and elucidates the mathematical underpinning of rough set theory, which has been widely used by the data mining and the machine learning community. A real-world application is illustrated, and the classification performance is compared with other contending machine learning algorithms. The predictive performance of the rough set rule induction model shows comparative success with respect to other contending algorithms.

Keywords: Concept approximation, granular computing, reducts, rough set theory, rule induction.

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1606 Combining the Description Features of UMLRT and CSP+T Specifications Applied to a Complete Design of Real-Time Systems

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

Abstract:

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

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

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1605 Development of Manufacturing Simulation Model for Semiconductor Fabrication

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

Abstract:

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

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

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1604 Scenario Analysis of Indonesia's Energy Security by using a System-Dynamics Approach

Authors: Yudha Prambudia, Masaru Nakano

Abstract:

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

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

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1603 Face Detection in Color Images using Color Features of Skin

Authors: Fattah Alizadeh, Saeed Nalousi, Chiman Savari

Abstract:

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

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

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1602 dynr.mi: An R Program for Multiple Imputation in Dynamic Modeling

Authors: Yanling Li, Linying Ji, Zita Oravecz, Timothy R. Brick, Michael D. Hunter, Sy-Miin Chow

Abstract:

Assessing several individuals intensively over time yields intensive longitudinal data (ILD). Even though ILD provide rich information, they also bring other data analytic challenges. One of these is the increased occurrence of missingness with increased study length, possibly under non-ignorable missingness scenarios. Multiple imputation (MI) handles missing data by creating several imputed data sets, and pooling the estimation results across imputed data sets to yield final estimates for inferential purposes. In this article, we introduce dynr.mi(), a function in the R package, Dynamic Modeling in R (dynr). The package dynr provides a suite of fast and accessible functions for estimating and visualizing the results from fitting linear and nonlinear dynamic systems models in discrete as well as continuous time. By integrating the estimation functions in dynr and the MI procedures available from the R package, Multivariate Imputation by Chained Equations (MICE), the dynr.mi() routine is designed to handle possibly non-ignorable missingness in the dependent variables and/or covariates in a user-specified dynamic systems model via MI, with convergence diagnostic check. We utilized dynr.mi() to examine, in the context of a vector autoregressive model, the relationships among individuals’ ambulatory physiological measures, and self-report affect valence and arousal. The results from MI were compared to those from listwise deletion of entries with missingness in the covariates. When we determined the number of iterations based on the convergence diagnostics available from dynr.mi(), differences in the statistical significance of the covariate parameters were observed between the listwise deletion and MI approaches. These results underscore the importance of considering diagnostic information in the implementation of MI procedures.

Keywords: Dynamic modeling, missing data, multiple imputation, physiological measures.

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