Search results for: process model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 11358

Search results for: process model

10608 Nonlinear Model Predictive Control for Solid Oxide Fuel Cell System Based On Wiener Model

Authors: T. H. Lee, J. H. Park, S. M. Lee, S. C. Lee

Abstract:

In this paper, we consider Wiener nonlinear model for solid oxide fuel cell (SOFC). The Wiener model of the SOFC consists of a linear dynamic block and a static output non-linearity followed by the block, in which linear part is approximated by state-space model and the nonlinear part is identified by a polynomial form. To control the SOFC system, we have to consider various view points such as operating conditions, another constraint conditions, change of load current and so on. A change of load current is the significant one of these for good performance of the SOFC system. In order to keep the constant stack terminal voltage by changing load current, the nonlinear model predictive control (MPC) is proposed in this paper. After primary control method is designed to guarantee the fuel utilization as a proper constant, a nonlinear model predictive control based on the Wiener model is developed to control the stack terminal voltage of the SOFC system. Simulation results verify the possibility of the proposed Wiener model and MPC method to control of SOFC system.

Keywords: SOFC, model predictive control, Wiener model.

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10607 Markov Chain Monte Carlo Model Composition Search Strategy for Quantitative Trait Loci in a Bayesian Hierarchical Model

Authors: Susan J. Simmons, Fang Fang, Qijun Fang, Karl Ricanek

Abstract:

Quantitative trait loci (QTL) experiments have yielded important biological and biochemical information necessary for understanding the relationship between genetic markers and quantitative traits. For many years, most QTL algorithms only allowed one observation per genotype. Recently, there has been an increasing demand for QTL algorithms that can accommodate more than one observation per genotypic distribution. The Bayesian hierarchical model is very flexible and can easily incorporate this information into the model. Herein a methodology is presented that uses a Bayesian hierarchical model to capture the complexity of the data. Furthermore, the Markov chain Monte Carlo model composition (MC3) algorithm is used to search and identify important markers. An extensive simulation study illustrates that the method captures the true QTL, even under nonnormal noise and up to 6 QTL.

Keywords: Bayesian hierarchical model, Markov chain MonteCarlo model composition, quantitative trait loci.

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10606 Development of Predictive Model for Surface Roughness in End Milling of Al-SiCp Metal Matrix Composites using Fuzzy Logic

Authors: M. Chandrasekaran, D. Devarasiddappa

Abstract:

Metal matrix composites have been increasingly used as materials for components in automotive and aerospace industries because of their improved properties compared with non-reinforced alloys. During machining the selection of appropriate machining parameters to produce job for desired surface roughness is of great concern considering the economy of manufacturing process. In this study, a surface roughness prediction model using fuzzy logic is developed for end milling of Al-SiCp metal matrix composite component using carbide end mill cutter. The surface roughness is modeled as a function of spindle speed (N), feed rate (f), depth of cut (d) and the SiCp percentage (S). The predicted values surface roughness is compared with experimental result. The model predicts average percentage error as 4.56% and mean square error as 0.0729. It is observed that surface roughness is most influenced by feed rate, spindle speed and SiC percentage. Depth of cut has least influence.

Keywords: End milling, fuzzy logic, metal matrix composites, surface roughness

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10605 Optimal Network of Secondary Warehouses for Production-Distribution Inventory Model

Authors: G. M. Arun Prasath, N. Arthi

Abstract:

This work proposed a multi-objective mathematical programming approach to select the appropriate supply network elements. The multi-item multi-objective production-distribution inventory model is formulated with possible constraints under fuzzy environment. The unit cost has taken under fuzzy environment. The inventory model and warehouse location model has combined to formulate the production-distribution inventory model. Warehouse location is important in supply chain network. Particularly, if a company maintains more selling stores it cannot maintain individual secondary warehouse near to each selling store. Hence, maintaining the optimum number of secondary warehouses is important. Hence, the combined mathematical model is formulated to reduce the total expenditure of the organization by arranging the network of minimum number of secondary warehouses. Numerical example has been taken to illustrate the proposed model.

Keywords: Fuzzy inventory model, warehouse location model, triangular fuzzy number, secondary warehouse, LINGO software.

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10604 Forecasting Materials Demand from Multi-Source Ordering

Authors: Hui Hsin Huang

Abstract:

The downstream manufactures will order their materials from different upstream suppliers to maintain a certain level of the demand. This paper proposes a bivariate model to portray this phenomenon of material demand. We use empirical data to estimate the parameters of model and evaluate the RMSD of model calibration. The results show that the model has better fitness.

Keywords: Farlie-Gumbel-Morgenstern family of bivariate distributions, multi-source ordering, materials demand quantity, recency, ordering time.

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10603 Framework of TAZ_OPT Model for Ambulance Location and Allocation Problem

Authors: Adibah Shuib, Zati Aqmar Zaharudin

Abstract:

Our study is concerned with the development of an Emergency Medical Services (EMS) ambulance location and allocation model called the Time-based Ambulance Zoning Optimization Model (TAZ_OPT). This paper presents the framework of the study. The model is formulated using the goal programming (GP), where the goals are to determine the satellite locations of ambulances and the number of ambulances to be allocated at these locations. The model aims at maximizing the expected demand coverage based on probability of reaching the emergency location within targetted time, and minimizing the ambulance busyness likelihood value. Among the benefits of the model is the increased accessibility and availability of ambulances, thus, enhanced quality of the EMS ambulance services.

Keywords: Optimization, Ambulance Location, Location facilities.

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10602 SiC Merged PiN and Schottky (MPS) Power Diodes Electrothermal Modeling in SPICE

Authors: A. Lakrim, D. Tahri

Abstract:

This paper sets out a behavioral macro-model of a Merged PiN and Schottky (MPS) diode based on silicon carbide (SiC). This model holds good for both static and dynamic electrothermal simulations for industrial applications. Its parameters have been worked out from datasheets curves by drawing on the optimization method: Simulated Annealing (SA) for the SiC MPS diodes made available in the industry. The model also adopts the Analog Behavioral Model (ABM) of PSPICE in which it has been implemented. The thermal behavior of the devices was also taken into consideration by making use of Foster’ canonical network as figured out from electro-thermal measurement provided by the manufacturer of the device.

Keywords: SiC MPS Diode, electro-thermal, SPICE Model.

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10601 Projectification: Using Project Management Methodology to Manage the Academic Program Review

Authors: Adam Marks, Munir Majdalawieh, Maytha Al Ali

Abstract:

While research is rich with what criteria could be included in the academic program review processes, there is rarely any mention of how this significant and complex process should be managed. This paper proposes using project management methodology in alignment with the program review criteria of the Dickeson’s Prioritizing Academic Programs model. Project management and academic program review share two distinct characteristics; one is their life cycle, and the second is the core knowledge areas they use. This aligned and structured approach offers academic administrators a step-by-step guide that can help them manage this process and effectively assess academic programs.

Keywords: Project management, academic program, program review, education, higher education institution, strategic management.

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10600 Parametric and Analysis Study of the Melting in Slabs Heated by a Laminar Heat Transfer Fluid in Downward and Upward Flows

Authors: Radouane Elbahjaoui, Hamid El Qarnia

Abstract:

The present work aims to investigate numerically the thermal and flow characteristics of a rectangular latent heat storage unit (LHSU) during the melting process of a phase change material (PCM). The LHSU consists of a number of vertical and identical plates of PCM separated by rectangular channels. The melting process is initiated when the LHSU is heated by a heat transfer fluid (HTF: water) flowing in channels in a downward or upward direction. The proposed study is motivated by the need to optimize the thermal performance of the LHSU by accelerating the charging process. A mathematical model is developed and a fixed-grid enthalpy formulation is adopted for modeling the melting process coupling with convection-conduction heat transfer. The finite volume method was used for discretization. The obtained numerical results are compared with experimental, analytical and numerical ones found in the literature and reasonable agreement is obtained. Thereafter, the numerical investigations were carried out to highlight the effects of the HTF flow direction and the aspect ratio of the PCM slabs on the heat transfer characteristics and thermal performance enhancement of the LHSU.

Keywords: Phase change material, thermal energy storage, latent heat storage unit, melting.

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10599 Implementing a Database from a Requirement Specification

Authors: M. Omer, D. Wilson

Abstract:

Creating a database scheme is essentially a manual process. From a requirement specification the information contained within has to be analyzed and reduced into a set of tables, attributes and relationships. This is a time consuming process that has to go through several stages before an acceptable database schema is achieved. The purpose of this paper is to implement a Natural Language Processing (NLP) based tool to produce a relational database from a requirement specification. The Stanford CoreNLP version 3.3.1 and the Java programming were used to implement the proposed model. The outcome of this study indicates that a first draft of a relational database schema can be extracted from a requirement specification by using NLP tools and techniques with minimum user intervention. Therefore this method is a step forward in finding a solution that requires little or no user intervention.

Keywords: Information Extraction, Natural Language Processing, Relation Extraction.

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10598 Construction and Validation of a Hybrid Lumbar Spine Model for the Fast Evaluation of Intradiscal Pressure and Mobility

Authors: Ali Hamadi Dicko, Nicolas Tong-Yette, Benjamin Gilles, François Faure, Olivier Palombi

Abstract:

A novel hybrid model of the lumbar spine, allowing fast static and dynamic simulations of the disc pressure and the spine mobility, is introduced in this work. Our contribution is to combine rigid bodies, deformable finite elements, articular constraints, and springs into a unique model of the spine. Each vertebra is represented by a rigid body controlling a surface mesh to model contacts on the facet joints and the spinous process. The discs are modeled using a heterogeneous tetrahedral finite element model. The facet joints are represented as elastic joints with six degrees of freedom, while the ligaments are modeled using non-linear one-dimensional elastic elements. The challenge we tackle is to make these different models efficiently interact while respecting the principles of Anatomy and Mechanics. The mobility, the intradiscal pressure, the facet joint force and the instantaneous center of rotation of the lumbar spine are validated against the experimental and theoretical results of the literature on flexion, extension, lateral bending as well as axial rotation. Our hybrid model greatly simplifies the modeling task and dramatically accelerates the simulation of pressure within the discs, as well as the evaluation of the range of motion and the instantaneous centers of rotation, without penalizing precision. These results suggest that for some types of biomechanical simulations, simplified models allow far easier modeling and faster simulations compared to usual full-FEM approaches without any loss of accuracy.

Keywords: Hybrid, modeling, fast simulation, lumbar spine.

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10597 An Experimental Design Approach to Determine Effects of The Operating Parameters on The Rate of Ru promoted Ir Carbonylation of Methanol

Authors: Vahid Hosseinpour, Mohammad Kazemini, Alireza Mohammadrezaee

Abstract:

carbonylation of methanol in homogenous phase is one of the major routesfor production of acetic acid. Amongst group VIII metal catalysts used in this process iridium has displayed the best capabilities. To investigate effect of operating parameters like: temperature, pressure, methyl iodide, methyl acetate, iridium, ruthenium, and water concentrations on the reaction rate, experimental design for this system based upon central composite design (CCD) was utilized. Statistical rate equation developed by this method contained individual, interactions and curvature effects of parameters on the reaction rate. The model with p-value less than 0.0001 and R2 values greater than 0.9; confirmeda satisfactory fitness of the experimental and theoretical studies. In other words, the developed model and experimental data obtained passed all diagnostic tests establishing this model as a statistically significant.

Keywords: Acetic Acid, Carbonylation of Methanol, Central Composite Design, Experimental Design, Iridium/Ruthenium

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10596 Experimental Investigation of Drying Behavior of Rosehip in a Cyclone-Type Dryer

Authors: Ayse Bicer, Filiz Kar

Abstract:

This paper describes an experimental investigation of the drying behavior and conditions of rosehip in a convective cyclone-type dryer. Drying experiments were conducted at air inlet temperatures of 50, 60 and 70 o C and air velocities of 0.5, 1 and 1.5 ms–1. The parametric values obtained from the experiments were fitted to the Newton mathematical models. Consequently, the drying model developed by Newton model showed good agreement with the data obtained from the experiments. Concluding, it was obtained that; (i) the temperature is the major effect on the drying process, (ii) air velocity has low effect on the drying of rosehip, (iii) the C-vitamin is observed to change according to the temperature, moisture, drying time and flow types. The changing ratio is found to be in the range of 0.70-0.74.

Keywords: Rosehip, drying, food quality.

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10595 Residual Life Prediction for a System Subject to Condition Monitoring and Two Failure Modes

Authors: Akram Khaleghei Ghosheh Balagh, Viliam Makis

Abstract:

In this paper, we investigate the residual life prediction problem for a partially observable system subject to two failure modes, namely a catastrophic failure and a failure due to the system degradation. The system is subject to condition monitoring and the degradation process is described by a hidden Markov model with unknown parameters. The parameter estimation procedure based on an EM algorithm is developed and the formulas for the conditional reliability function and the mean residual life are derived, illustrated by a numerical example.

Keywords: Partially observable system, hidden Markov model, competing risks, residual life prediction.

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10594 Power Reduction by Automatic Monitoring and Control System in Active Mode

Authors: Somaye Abdollahi Pour, Mohsen Saneei

Abstract:

This paper describes a novel monitoring scheme to minimize total active power in digital circuits depend on the demand frequency, by adjusting automatically both supply voltage and threshold voltages based on circuit operating conditions such as temperature, process variations, and desirable frequency. The delay monitoring results, will be control and apply so as to be maintained at the minimum value at which the chip is able to operate for a given clock frequency. Design details of power monitor are examined using simulation framework in 32nm BTPM model CMOS process. Experimental results show the overhead of proposed circuit in terms of its power consumption is about 40 μW for 32nm technology; moreover the results show that our proposed circuit design is not far sensitive to the temperature variations and also process variations. Besides, uses the simple blocks which offer good sensitivity, high speed, the continuously feedback loop. This design provides up to 40% reduction in power consumption in active mode.

Keywords: active mode, delay monitor, body biasing, VDD scaling, low power.

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10593 A Numerical Model for Studying Convectional Lifting Processes in the Tropics

Authors: Chantawan Noisri, Robert Harold Buchanan Exell

Abstract:

A simple model for studying convectional lifting processes in the tropics is described in this paper with some tests of the model in dry air. The model consists of the density equation, the wind equation, the vertical velocity equation, and the temperature equation. The model domain is two-dimensional with length 100 km and height 17.5 km. Plan for experiments to investigate the effects of the heating surface, the deep convection approximation and the treatment of velocities at the boundaries are discussed. Equations for the simplified treatment of moisture in the atmosphere in future numerical experiments are also given.

Keywords: Numerical weather prediction, Finite differences, Convection lifting.

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10592 Validity Domains of Beams Behavioural Models: Efficiency and Reduction with Artificial Neural Networks

Authors: Keny Ordaz-Hernandez, Xavier Fischer, Fouad Bennis

Abstract:

In a particular case of behavioural model reduction by ANNs, a validity domain shortening has been found. In mechanics, as in other domains, the notion of validity domain allows the engineer to choose a valid model for a particular analysis or simulation. In the study of mechanical behaviour for a cantilever beam (using linear and non-linear models), Multi-Layer Perceptron (MLP) Backpropagation (BP) networks have been applied as model reduction technique. This reduced model is constructed to be more efficient than the non-reduced model. Within a less extended domain, the ANN reduced model estimates correctly the non-linear response, with a lower computational cost. It has been found that the neural network model is not able to approximate the linear behaviour while it does approximate the non-linear behaviour very well. The details of the case are provided with an example of the cantilever beam behaviour modelling.

Keywords: artificial neural network, validity domain, cantileverbeam, non-linear behaviour, model reduction.

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10591 MPC of Single Phase Inverter for PV System

Authors: Irtaza M. Syed, Kaamran Raahemifar

Abstract:

This paper presents a model predictive control (MPC) of a utility interactive (UI) single phase inverter (SPI) for a photovoltaic (PV) system at residential/distribution level. The proposed model uses single-phase phase locked loop (PLL) to synchronize SPI with the grid and performs MPC control in a dq reference frame. SPI model consists of boost converter (BC), maximum power point tracking (MPPT) control, and a full bridge (FB) voltage source inverter (VSI). No PI regulators to tune and carrier and modulating waves are required to produce switching sequence. Instead, the operational model of VSI is used to synthesize sinusoidal current and track the reference. Model is validated using a three kW PV system at the input of UI-SPI in Matlab/Simulink. Implementation and results demonstrate simplicity and accuracy, as well as reliability of the model.

Keywords: Matlab/Simulink, Model Predictive Control, Phase Locked Loop, Single Phase Inverter, Voltage Source Inverter.

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10590 Modeling of Electrokinetic Mixing in Lab on Chip Microfluidic Devices

Authors: Virendra J. Majarikar, Harikrishnan N. Unni

Abstract:

This paper sets to demonstrate a modeling of electrokinetic mixing employing electroosmotic stationary and time-dependent microchannel using alternate zeta patches on the lower surface of the micromixer in a lab on chip microfluidic device. Electroosmotic flow is amplified using different 2D and 3D model designs with alternate and geometric zeta potential values such as 25, 50, and 100 mV, respectively, to achieve high concentration mixing in the electrokinetically-driven microfluidic system. The enhancement of electrokinetic mixing is studied using Finite Element Modeling, and simulation workflow is accomplished with defined integral steps. It can be observed that the presence of alternate zeta patches can help inducing microvortex flows inside the channel, which in turn can improve mixing efficiency. Fluid flow and concentration fields are simulated by solving Navier-Stokes equation (implying Helmholtz-Smoluchowski slip velocity boundary condition) and Convection-Diffusion equation. The effect of the magnitude of zeta potential, the number of alternate zeta patches, etc. are analysed thoroughly. 2D simulation reveals that there is a cumulative increase in concentration mixing, whereas 3D simulation differs slightly with low zeta potential as that of the 2D model within the T-shaped micromixer for concentration 1 mol/m3 and 0 mol/m3, respectively. Moreover, 2D model results were compared with those of 3D to indicate the importance of the 3D model in a microfluidic design process.

Keywords: COMSOL, electrokinetic, electroosmotic, microfluidics, zeta potential.

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10589 Self-Tuning Robot Control Based on Subspace Identification

Authors: Mathias Marquardt, Peter Dünow, Sandra Baßler

Abstract:

The paper describes the use of subspace based identification methods for auto tuning of a state space control system. The plant is an unstable but self balancing transport robot. Because of the unstable character of the process it has to be identified from closed loop input-output data. Based on the identified model a state space controller combined with an observer is calculated. The subspace identification algorithm and the controller design procedure is combined to a auto tuning method. The capability of the approach was verified in a simulation experiments under different process conditions.

Keywords: Auto tuning, balanced robot, closed loop identification, subspace identification.

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10588 A Multiple-Objective Environmental Rationalization and Optimization for Material Substitution in the Production of Stone-Washed Jeans- Garments

Authors: Nabil A. Ibrahim, Nabil M. Abdel Moneim, Mohamed A. Ramadan, Marwa M. Hosni

Abstract:

As the Textile Industry is the second largest industry in Egypt and as small and medium-sized enterprises (SMEs) make up a great portion of this industry therein it is essential to apply the concept of Cleaner Production for the purpose of reducing pollution. In order to achieve this goal, a case study concerned with ecofriendly stone-washing of jeans-garments was investigated. A raw material-substitution option was adopted whereby the toxic potassium permanganate and sodium sulfide were replaced by the environmentally compatible hydrogen peroxide and glucose respectively where the concentrations of both replaced chemicals together with the operating time were optimized. In addition, a process-rationalization option involving four additional processes was investigated. By means of criteria such as product quality, effluent analysis, mass and heat balance; and cost analysis with the aid of a statistical model, a process optimization treatment revealed that the superior process optima were 50%, 0.15% and 50min for H2O2 concentration, glucose concentration and time, respectively. With these values the superior process ought to reduce the annual cost by about EGP 105 relative to the currently used conventional method.

Keywords: Cleaner Production, Eco-friendly of jeans garments, Stone washing, Textile Industry, Textile Wet Processing.

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10587 Model of Appropriate Science Teaching for Mathayomsuksa 3 (Grade 9) in Ang-Thong Province

Authors: Lertlop, W

Abstract:

This research aims to study the appropriate model of Science teaching for students, academic achievement and to survey students- attitudes toward using appropriate for students in Mathayomsuksa 3 in Ang-Thong province. The research results were as follows: 1. The appropriate model of Science teaching for Mathayomsuksa 3 students in Ang-Thong province including these following five steps: Step 1. The introduction of the lessons. Step 2. Setting the hypothesis. Step 3. Doing the experiment /survey. Step 4. Making conclusion. Step 5. Applying to daily life or other subjects. 2. There is no significant difference between using appropriate model teaching and regular teaching at 0.05 level significant difference. 3. There is a significant difference between before and after teaching using appropriate model of Science teaching at 0.05 level. 4. The satisfaction of students- attitudes to using the appropriate model of Science teaching for students was in intermediate level.

Keywords: Pedagogy, science teaching model, Ang-Thong province.

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10586 Optimization of Surface Roughness in Additive Manufacturing Processes via Taguchi Methodology

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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10585 Bit Model Based Key Management Scheme for Secure Group Communication

Authors: R. Varalakshmi

Abstract:

For the last decade, researchers have started to focus their interest on Multicast Group Key Management Framework. The central research challenge is secure and efficient group key distribution. The present paper is based on the Bit model based Secure Multicast Group key distribution scheme using the most popular absolute encoder output type code named Gray Code. The focus is of two folds. The first fold deals with the reduction of computation complexity which is achieved in our scheme by performing fewer multiplication operations during the key updating process. To optimize the number of multiplication operations, an O(1) time algorithm to multiply two N-bit binary numbers which could be used in an N x N bit-model of reconfigurable mesh is used in this proposed work. The second fold aims at reducing the amount of information stored in the Group Center and group members while performing the update operation in the key content. Comparative analysis to illustrate the performance of various key distribution schemes is shown in this paper and it has been observed that this proposed algorithm reduces the computation and storage complexity significantly. Our proposed algorithm is suitable for high performance computing environment.

Keywords: Multicast Group key distribution, Bit model, Integer Multiplications, reconfigurable mesh, optimal algorithm, Gray Code, Computation Complexity, Storage Complexity.

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10584 Mathematical Expression for Machining Performance

Authors: Md. Ashikur Rahman Khan, M. M. Rahman

Abstract:

In electrical discharge machining (EDM), a complete and clear theory has not yet been established. The developed theory (physical models) yields results far from reality due to the complexity of the physics. It is difficult to select proper parameter settings in order to achieve better EDM performance. However, modelling can solve this critical problem concerning the parameter settings. Therefore, the purpose of the present work is to develop mathematical model to predict performance characteristics of EDM on Ti-5Al-2.5Sn titanium alloy. Response surface method (RSM) and artificial neural network (ANN) are employed to develop the mathematical models. The developed models are verified through analysis of variance (ANOVA). The ANN models are trained, tested, and validated utilizing a set of data. It is found that the developed ANN and mathematical model can predict performance of EDM effectively. Thus, the model has found a precise tool that turns EDM process cost-effective and more efficient.

Keywords: Analysis of variance, artificial neural network, material removal rate, modelling, response surface method, surface finish.

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10583 Optimal Allocation Between Subprime Structured Mortgage Products and Treasuries

Authors: MP. Mulaudzi, MA. Petersen, J. Mukuddem-Petersen , IM. Schoeman, B. de Waal, JM. Manale

Abstract:

This conference paper discusses a risk allocation problem for subprime investing banks involving investment in subprime structured mortgage products (SMPs) and Treasuries. In order to solve this problem, we develop a L'evy process-based model of jump diffusion-type for investment choice in subprime SMPs and Treasuries. This model incorporates subprime SMP losses for which credit default insurance in the form of credit default swaps (CDSs) can be purchased. In essence, we solve a mean swap-at-risk (SaR) optimization problem for investment which determines optimal allocation between SMPs and Treasuries subject to credit risk protection via CDSs. In this regard, SaR is indicative of how much protection investors must purchase from swap protection sellers in order to cover possible losses from SMP default. Here, SaR is defined in terms of value-at-risk (VaR). Finally, we provide an analysis of the aforementioned optimization problem and its connections with the subprime mortgage crisis (SMC).

Keywords: Investors; Jump Diffusion Process, Structured Mortgage Products, Treasuries, Credit Risk, Credit Default Swaps, Tranching Risk, Counterparty Risk, Value-at-Risk, Swaps-at-Risk, Subprime Mortgage Crisis.

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10582 Knowledge Management Model for Research Projects Masters Program

Authors: Víctor Hugo Medina García, Darío Alejandro Segura Torres

Abstract:

This paper presents the adaptation of the knowledge management model and intellectual capital measurement NOVA to the needs of work or research project must be developed when conducting a program of graduate-level master. Brackets are added in each of the blocks which is represented in the original model NOVA and which allows to represent those involved in each of these.

Keywords: Knowledge management, masters programs, Nova model, research projects

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10581 Toward a Risk Assessment Model Based On Multi-Agent System for Cloud Consumer

Authors: Saadia Drissi, Siham Benhadou, Hicham Medromi

Abstract:

The cloud computing is an innovative paradigm that introduces several changes in technology that have resulted a new ways for cloud providers to deliver their services to cloud consumers mainly in term of security risk assessment, thus, adapting a current risk assessment tools to cloud computing is a very difficult task due to its several characteristics that challenge the effectiveness of risk assessment approaches. As consequence, there is a need of risk assessment model adapted to cloud computing. This paper requires a new risk assessment model based on multi-agent system and AHP model as fundamental steps towards the development of flexible risk assessment approach regarding cloud consumers.

Keywords: Cloud computing, risk assessment model, multi-agent system, AHP model, cloud consumer.

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10580 GMDH Modeling Based on Polynomial Spline Estimation and Its Applications

Authors: LI qiu-min, TIAN yi-xiang, ZHANG gao-xun

Abstract:

GMDH algorithm can well describe the internal structure of objects. In the process of modeling, automatic screening of model structure and variables ensure the convergence rate.This paper studied a new GMDH model based on polynomial spline  stimation. The polynomial spline function was used to instead of the transfer function of GMDH to characterize the relationship between the input variables and output variables. It has proved that the algorithm has the optimal convergence rate under some conditions. The empirical results show that the algorithm can well forecast Consumer Price Index (CPI).

Keywords: spline, GMDH, nonparametric, bias, forecast.

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10579 Depth Controls of an Autonomous Underwater Vehicle by Neurocontrollers for Enhanced Situational Awareness

Authors: Igor Astrov, Andrus Pedai

Abstract:

This paper focuses on a critical component of the situational awareness (SA), the neural control of autonomous constant depth flight of an autonomous underwater vehicle (AUV). Autonomous constant depth flight is a challenging but important task for AUVs to achieve high level of autonomy under adverse conditions. The fundamental requirement for constant depth flight is the knowledge of the depth, and a properly designed controller to govern the process. The AUV, named VORAM, is used as a model for the verification of the proposed hybrid control algorithm. Three neural network controllers, named NARMA-L2 controllers, are designed for fast and stable diving maneuvers of chosen AUV model. This hybrid control strategy for chosen AUV model has been verified by simulation of diving maneuvers using software package Simulink and demonstrated good performance for fast SA in real-time searchand- rescue operations.

Keywords: Autonomous underwater vehicles, depth control, neurocontrollers, situational awareness.

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