Search results for: working time model.

Authors: L. Yu, W. K. Li, S. K. Ong, A. Y. C. Nee

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In this paper, a scalable augmented reality framework for handheld devices is presented. The presented framework is enabled by using a server-client data communication structure, in which the search for tracking targets among a database of images is performed on the server-side while pixel-wise 3D tracking is performed on the client-side, which, in this case, is a handheld mobile device. Image search on the server-side adopts a residual-enhanced image descriptors representation that gives the framework a scalability property. The tracking algorithm on the client-side is based on a gravity-aligned feature descriptor which takes the advantage of a sensor-equipped mobile device and an optimized intensity-based image alignment approach that ensures the accuracy of 3D tracking. Automatic content streaming is achieved by using a key-frame selection algorithm, client working phase monitoring and standardized rules for content communication between the server and client. The recognition accuracy test performed on a standard dataset shows that the method adopted in the presented framework outperforms the Bag-of-Words (BoW) method that has been used in some of the previous systems. Experimental test conducted on a set of video sequences indicated the real-time performance of the tracking system with a frame rate at 15-30 frames per second. The presented framework is exposed to be functional in practical situations with a demonstration application on a campus walk-around.

Keywords: Augmented reality framework, server-client model, vision-based tracking, image search.

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Authors: Romain Bosquet, Pierre-Olivier Vandanjon, Alex Coiret, Tristan Lorino

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In the hardening energy context, the transport sector which constitutes a large worldwide energy demand has to be improving for decrease energy demand and global warming impacts. In a controversial situation where subsists an increasing demand for long-distance and high-speed travels, high-speed trains offer many advantages, as consuming significantly less energy than road or air transports. At the project phase of new rail infrastructures, it is nowadays important to characterize accurately the energy that will be induced by its operation phase, in addition to other more classical criteria as construction costs and travel time. Current literature consumption models used to estimate railways operation phase are obsolete or not enough accurate for taking into account the newest train or railways technologies. In this paper, an updated model of consumption for high-speed is proposed, based on experimental data obtained from full-scale tests performed on a new high-speed line. The assessment of the model is achieved by identifying train parameters and measured power consumptions for more than one hundred train routes. Perspectives are then discussed to use this updated model for accurately assess the energy impact of future railway infrastructures.

Keywords: High-speed train, energy, model, track profile, infrastructure

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Authors: S. N. Deepa, G. Sugumaran

Abstract:

This paper proposes a new algebraic scheme to design a PID controller for higher order linear time invariant continuous systems. Modified PSO (MPSO) based model order formulation techniques have applied to obtain the effective formulated second order system. A controller is tuned to meet the desired performance specification by using pole-zero cancellation method. Proposed PID controller is attached with both higher order system and formulated second order system. The closed loop response is observed for stabilization process and compared with general PSO based formulated second order system. The proposed method is illustrated through numerical example from literature.

Keywords: Higher order systems, model order formulation, modified particle swarm optimization, PID controller, pole-zero cancellation.

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Authors: Souâad Boudebza, Omar Nouali, Faiçal Azouaou

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Social networks have recently gained a growing interest on the web. Traditional formalisms for representing social networks are static and suffer from the lack of semantics. In this paper, we will show how semantic web technologies can be used to model social data. The SemTemp ontology aligns and extends existing ontologies such as FOAF, SIOC, SKOS and OWL-Time to provide a temporal and semantically rich description of social data. We also present a modeling scenario to illustrate how our ontology can be used to model social networks.

Keywords: Ontology, semantic web, social network, temporal modeling.

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Authors: Ju Peng Poh, Jun Yu Charles Lee, Jonathan Chew Hoe Khoo

Abstract:

The emergence of digital twin technology, a digital replica of physical world, has improved the real-time access to data from sensors about the performance of buildings. This digital transformation has opened up many opportunities to improve the management of the building by using the data collected to help monitor consumption patterns and energy leakages. One example is the integration of predictive models for anomaly detection. In this paper, we use the GAM (Generalised Additive Model) for the anomaly detection of Air Handling Units (AHU) power consumption pattern. There is ample research work on the use of GAM for the prediction of power consumption at the office building and nation-wide level. However, there is limited illustration of its anomaly detection capabilities, prescriptive analytics case study, and its integration with the latest development of digital twin technology. In this paper, we applied the general GAM modelling framework on the historical data of the AHU power consumption and cooling load of the building between Jan 2018 to Aug 2019 from an education campus in Singapore to train prediction models that, in turn, yield predicted values and ranges. The historical data are seamlessly extracted from the digital twin for modelling purposes. We enhanced the utility of the GAM model by using it to power a real-time anomaly detection system based on the forward predicted ranges. The magnitude of deviation from the upper and lower bounds of the uncertainty intervals is used to inform and identify anomalous data points, all based on historical data, without explicit intervention from domain experts. Notwithstanding, the domain expert fits in through an optional feedback loop through which iterative data cleansing is performed. After an anomalously high or low level of power consumption detected, a set of rule-based conditions are evaluated in real-time to help determine the next course of action for the facilities manager. The performance of GAM is then compared with other approaches to evaluate its effectiveness. Lastly, we discuss the successfully deployment of this approach for the detection of anomalous power consumption pattern and illustrated with real-world use cases.

Keywords: Anomaly detection, digital twin, Generalised Additive Model, Power Consumption Model.

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Authors: Senthilkumar R, Vaidyanathan S, Sivaraman B

Abstract:

This study presents the improvement of thermal performance of heat pipe using copper nanofluid with aqueous solution of n-Butanol. The nanofluids kept in the suspension of conventional fluids have the potential of superior heat transfer capability than the conventional fluids due to their improved thermal conductivity. In this work, the copper nanofluid which has a 40 nm size with a concentration of 100 mg/lit is kept in the suspension of the de-ionized (DI) water and an aqueous solution of n-Butanol and these fluids are used as a working medium in the heat pipe. The study discusses about the effect of heat pipe inclination, type of working fluid and heat input on the thermal efficiency and thermal resistance. The experimental results are evaluated in terms of its performance metrics and are compared with that of DI water.

Keywords: copper nanofluid with aqueous solution of n-Butanol, heat pipe, thermal efficiency, thermal resistance

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Authors: Igor Astrov, Andrus Pedai

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This paper focuses on a critical component of the situational awareness (SA), the neural control of depth flight of an autonomous underwater vehicle (AUV). Constant depth flight is a challenging but important task for AUVs to achieve high level of autonomy under adverse conditions. With the SA strategy, we proposed a multirate neural control of an AUV trajectory for a nontrivial mid-small size AUV “r2D4" stochastic model. This control system has been demonstrated and evaluated by simulation of diving maneuvers using software package Simulink. From the simulation results it can be seen that the chosen AUV model is stable in the presence of noises, and also can be concluded that the proposed research technique will be useful for fast SA of similar AUV systems in real-time search-and-rescue operations.

Keywords: Autonomous underwater vehicles, multirate systems, neurocontrollers, situational awareness.

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Authors: Sofia Stoica

Abstract:

In this paper, we use historical data to predict the stock price of a tech company. To this end, we use a dataset consisting of the stock prices over the past five years of 10 major tech companies: Adobe, Amazon, Apple, Facebook, Google, Microsoft, Netflix, Oracle, Salesforce, and Tesla. We implemented and tested three models – a linear regressor model, a k-nearest neighbor model (KNN), and a sequential neural network – and two algorithms – Multiplicative Weight Update and AdaBoost. We found that the sequential neural network performed the best, with a testing error of 0.18%. Interestingly, the linear model performed the second best with a testing error of 0.73%. These results show that using historical data is enough to obtain high accuracies, and a simple algorithm like linear regression has a performance similar to more sophisticated models while taking less time and resources to implement.

Keywords: Finance, machine learning, opening price, stock market.

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

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The identification and evaluation of organic and inorganic pollutants were performed in a flexographic facility in Novi Sad, Serbia. Air samples were collected and analyzed in situ, during 4-hours working time at five sampling points by the mobile gas chromatograph and ozonometer at the printing of collagen casing. Experimental results showed that the concentrations of isopropyl alcohol, acetone, total volatile organic compounds and ozone varied during the sampling times. The highest average concentrations of 94.80 ppm and 102.57 ppm were achieved at 200 minutes from starting the production for isopropyl alcohol and total volatile organic compounds, respectively. The mutual dependences between target hazardous and microclimate parameters were confirmed using a multiple linear regression model with software package STATISTICA 10. Obtained multiple coefficients of determination in the case of ozone and acetone (0.507 and 0.589) with microclimate parameters indicated a moderate correlation between the observed variables. However, a strong positive correlation was obtained for isopropyl alcohol and total volatile organic compounds (0.760 and 0.852) with microclimate parameters. Higher values of parameter F than F_critical for all examined dependences indicated the existence of statistically significant difference between the concentration levels of target pollutants and microclimates parameters. Given that, the microclimate parameters significantly affect the emission of investigated gases and the application of eco-friendly materials in production process present a necessity.

Keywords: Flexographic printing, indoor air, multiple regression analysis, pollution emission.

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Authors: Entisar A. Elgmati

Abstract:

Martingale model diagnostic for assessing the fit of logistic regression model to recurrent events data are studied. One way of assessing the fit is by plotting the empirical standard deviation of the standardized martingale residual processes. Here we used another diagnostic plot based on martingale residual covariance. We investigated the plot performance under several types of model misspecification. Clearly the method has correctly picked up the wrong model. Also we present a test statistic that supplement the inspection of the two diagnostic. The test statistic power agrees with what we have seen in the plots of the estimated martingale covariance.

Keywords: Covariance, logistic model, misspecification, recurrent events.

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Authors: Ajay Shekhar Pandey, D. Singh, S. K. Sinha

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A clustering based technique has been developed and implemented for Short Term Load Forecasting, in this article. Formulation has been done using Mean Absolute Percentage Error (MAPE) as an objective function. Data Matrix and cluster size are optimization variables. Model designed, uses two temperature variables. This is compared with six input Radial Basis Function Neural Network (RBFNN) and Fuzzy Inference Neural Network (FINN) for the data of the same system, for same time period. The fuzzy inference system has the network structure and the training procedure of a neural network which initially creates a rule base from existing historical load data. It is observed that the proposed clustering based model is giving better forecasting accuracy as compared to the other two methods. Test results also indicate that the RBFNN can forecast future loads with accuracy comparable to that of proposed method, where as the training time required in the case of FINN is much less.

Keywords: Load forecasting, clustering, fuzzy inference.

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Authors: Hitoshi Takata, Tomohiro Hachino, Masaki Horai, Kazuo Komatsu

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In this paper, we are concerned with the design and its simulation studies of a modified extremum seeking control for nonlinear systems. A standard extremum seeking control has a simple structure, but it takes a long time to reach an optimal operating point. We consider a modification of the standard extremum seeking control which is aimed to reach the optimal operating point more speedily than the standard one. In the modification, PD acceleration term is added before an integrator making a principal control, so that it enables the objects to be regulated to the optimal point smoothly. This proposed method is applied to Monod and Williams-Otto models to investigate its effectiveness. Numerical simulation results show that this modified method can improve the time response to the optimal operating point more speedily than the standard one.

Keywords: Extremum seeking control, Monod model, Williams- Otto model, PD acceleration term, Optimal operating point.

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Authors: Naiqin Feng, Yuhui Qiu, Yingshan Zhang, Fang Wang

Abstract:

A logic model for analyzing complex systems- stability is very useful to many areas of sciences. In the real world, we are enlightened from some natural phenomena such as “biosphere", “food chain", “ecological balance" etc. By research and practice, and taking advantage of the orthogonality and symmetry defined by the theory of multilateral matrices, we put forward a logic analysis model of stability of complex systems with three relations, and prove it by means of mathematics. This logic model is usually successful in analyzing stability of a complex system. The structure of the logic model is not only clear and simple, but also can be easily used to research and solve many stability problems of complex systems. As an application, some examples are given.

Keywords: Complex system, logic model, relation, stability.

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Authors: S. Khamtree, T. Ratanawilai, C. Nuntadusit

Abstract:

Rubberwood is a crucial commercial timber in Southern Thailand. All processes in a rubberwood production depend on the knowledge and expertise of the technicians, especially the drying process. This research aims to develop an empirical model for drying kinetics in rubberwood. During the experiment, the temperature of the hot air and the average air flow velocity were kept at 80-100 °C and 1.75 m/s, respectively. The moisture content in the samples was determined less than 12% in the achievement of drying basis. The drying kinetic was simulated using an empirical solver. The experimental results illustrated that the moisture content was reduced whereas the drying temperature and time were increased. The coefficient of the moisture ratio between the empirical and the experimental model was tested with three statistical parameters, R-square (R²), Root Mean Square Error (RMSE) and Chi-square (χ²) to predict the accuracy of the parameters. The experimental moisture ratio had a good fit with the empirical model. Additionally, the results indicated that the drying of rubberwood using the Henderson and Pabis model revealed the suitable level of agreement. The result presented an excellent estimation (R² = 0.9963) for the moisture movement compared to the other models. Therefore, the empirical results were valid and can be implemented in the future experiments.

Keywords: Empirical models, hot air, moisture ratio, rubberwood.

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Authors: Daniela Elena Marinescu, Ioana Manafi, Dumitru Marin

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We consider a Principal-Agent model with the Principal being a seller who does not know perfectly how much the buyer (the Agent) is willing to pay for the good. The buyer-s preferences are hence his private information. The model corresponds to the nonlinear pricing problem of Maskin and Riley. We assume there are three types of Agents. The model is solved using “informational rents" as variables. In the last section we present the main characteristics of the optimal contracts in asymmetric information and some possible extensions of the model.

Keywords: Adverse selection, asymmetric information, informational rent, nonlinear pricing, optimal contract

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Authors: Fernando Miguel Campos, Carlos Ferreira, João Pestana, Pedro Campos, Nils Ehrenberg, Wojciech Hydzik

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The current trend of organizations offering their workers open-office spaces and co-working offices has been primed for stimulating teamwork and collaboration. However, this is not always valid as these kinds of spaces bring other types of challenges that compromise workers productivity and creativity. We present an approach for improving creativity and productivity at the workspace by redesigning an office chair that incorporates subtle technological elements that help users focus, relax and being more productive and creative. This sheds light on how we can better design interactive furniture for such popular contexts, as we develop this new chair through a multidisciplinary approach using ergonomics, interior design, interaction design, hardware and software engineering and psychology.

Keywords: Creativity, co-working, ergonomics, human-computer interaction, interaction, interactive furniture, productivity.

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Authors: Youngjae Jin, Daeshik Kim

Abstract:

This paper describes a cycle accurate simulation results of weight values learned by an auto-encoder behavior model in terms of pre-route simulation. Given the results we visualized the first layer representations with natural images. Many common deep learning threads have focused on learning high-level abstraction of unlabeled raw data by unsupervised feature learning. However, in the process of handling such a huge amount of data, the learning method’s computation complexity and time limited advanced research. These limitations came from the fact these algorithms were computed by using only single core CPUs. For this reason, parallel-based hardware, FPGAs, was seen as a possible solution to overcome these limitations. We adopted and simulated the ready-made auto-encoder to design a behavior model in VerilogHDL before designing hardware. With the auto-encoder behavior model pre-route simulation, we obtained the cycle accurate results of the parameter of each hidden layer by using MODELSIM. The cycle accurate results are very important factor in designing a parallel-based digital hardware. Finally this paper shows an appropriate operation of behavior model based pre-route simulation. Moreover, we visualized learning latent representations of the first hidden layer with Kyoto natural image dataset.

Keywords: Auto-encoder, Behavior model simulation, Digital hardware design, Pre-route simulation, Unsupervised feature learning.

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Authors: Mouna Hamed, Ammar B. Brahim

Abstract:

The objective of this work was to develop a theoretical model to study the dynamic thermal behavior of a flat plate solar collector integrated with a phase change material (PCM). The PCM acted as a heat source for the solar system during low intensity solar radiation and night. The energy balance equations for the various components of the collector as well as for the PCM were formulated and numerically solved using Matlab computational program. The effect of natural convection on heat during the melting process was taken into account by using an effective thermal conductivity. The model was used to investigate the effect of inlet water temperature, water mass flow rate, and PCM thickness on the outlet water temperature and the melt fraction during charging and discharging modes. A comparison with a collector without PCM was made. Results showed that charging and discharging processes of PCM have six stages. The adding of PCM caused a decrease in temperature during charge and an increase during discharge. The rise was most enhanced for higher inlet water temperature, PCM thickness and for lower mass flow rate. Analysis indicated that the complete melting time was shorter than the solidification time due to the high heat transfer coefficient during melting. The increases in PCM height and mass flow rate were not linear with the melting and solidification times.

Keywords: Thermal energy storage, phase change material, melting, solidification.

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Authors: Mouna Hamed, Ammar B. Brahim

Abstract:

The objective of this work was to develop a theoretical model to study the dynamic thermal behavior of a flat plate solar collector integrated with a phase change material (PCM). The PCM acted as a heat source for the solar system during low intensity solar radiation and night. The energy balance equations for the various components of the collector as well as for the PCM were formulated and numerically solved using MATLAB computational program. The effect of natural convection on heat during the melting process was taken into account by using an effective thermal conductivity. The model was used to investigate the effect of inlet water temperature, water mass flow rate, and PCM thickness on the outlet water temperature and the melt fraction during charging and discharging modes. A comparison with a collector without PCM was made. Results showed that charging and discharging processes of PCM have six stages. The adding of PCM caused a decrease in temperature during charge and an increase during discharge. The rise was most enhanced for higher inlet water temperature, PCM thickness and for lower mass flow rate. Analysis indicated that the complete melting time was shorter than the solidification time due to the high heat transfer coefficient during melting. The increases in PCM height and mass flow rate were not linear with the melting and solidification times.

Keywords: Thermal energy storage, phase change material, melting, solidification.

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Authors: Hani Shafeek, Muhammed Marsudi

Abstract:

The purpose of this work is examining the multiproduct multi-stage in a battery production line. To improve the performances of an assembly production line by determine the efficiency of each workstation. Data collected from every workstation. The data are throughput rate, number of operator, and number of parts that arrive and leaves during part processing. Data for the number of parts that arrives and leaves are collected at least at the amount of ten samples to make the data is possible to be analyzed by Chi-Squared Goodness Test and queuing theory. Measures of this model served as the comparison with the standard data available in the company. Validation of the task time value resulted by comparing it with the task time value based on the company database. Some performance factors for the multi-product multi-stage in a battery production line in this work are shown. The efficiency in each workstation was also shown. Total production time to produce each part can be determined by adding the total task time in each workstation. To reduce the queuing time and increase the efficiency based on the analysis any probably improvement should be done. One probably action is by increasing the number of operators how manually operate this workstation.

Keywords: Production line, manufacturing, performance measurement, queuing theory.

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Authors: Peter Sabev, Katalina Grigorova

Abstract:

Test automation allows performing difficult and time consuming manual software testing tasks efficiently, quickly and repeatedly. However, development and maintenance of automated tests is expensive, so it needs a proper prioritization what to automate first. This paper describes a simple yet efficient approach for such prioritization of test cases based on the effort needed for both manual execution and software test automation. The suggested approach is very flexible because it allows working with a variety of assessment methods, and adding or removing new candidates at any time. The theoretical ideas presented in this article have been successfully applied in real world situations in several software companies by the authors and their colleagues including testing of real estate websites, cryptographic and authentication solutions, OSGi-based middleware framework that has been applied in various systems for smart homes, connected cars, production plants, sensors, home appliances, car head units and engine control units (ECU), vending machines, medical devices, industry equipment and other devices that either contain or are connected to an embedded service gateway.

Keywords: Automated Testing, Manual Testing, Test Automation, Software testing, Test Prioritization.

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Authors: Simon B. Cooper, Stephan Bandelow, Maria L. Nute, John G. Morris, Mary E. Nevill

Abstract:

Previous research has indicated a variable effect of exercise on adolescents’ cognitive function. However, comparisons between studies are difficult to make due to differences in: the mode, intensity and duration of exercise employed; the components of cognitive function measured (and the tests used to assess them); and the timing of the cognitive function tests in relation to the exercise. Therefore, the aim of the present study was to assess the time course (10 and 60min post-exercise) of the effects of 15min intermittent exercise on cognitive function in adolescents. 45 adolescents were recruited to participate in the study and completed two main trials (exercise and resting) in a counterbalanced crossover design. Participants completed 15min of intermittent exercise (in cycles of 1 min exercise, 30s rest). A battery of computer based cognitive function tests (Stroop test, Sternberg paradigm and visual search test) were completed 30 min pre- and 10 and 60min post-exercise (to assess attention, working memory and perception respectively).The findings of the present study indicate that on the baseline level of the Stroop test, 10min following exercise response times were slower than at any other time point on either trial (trial by session time interaction, p = 0.0308). However, this slowing of responses also tended to produce enhanced accuracy 10min post-exercise on the baseline level of the Stroop test (trial by session time interaction, p = 0.0780). Similarly, on the complex level of the visual search test there was a slowing of response times 10 min post-exercise (trial by session time interaction, p = 0.0199). However, this was not coupled with an improvement in accuracy (trial by session time interaction, p = 0.2349). The mid-morning bout of exercise did not affect response times or accuracy across the morning on the Sternberg paradigm. In conclusion, the findings of the present study suggest an equivocal effect of exercise on adolescents' cognitive function. The mid-morning bout of exercise appears to cause a speed-accuracy trade off immediately following exercise on the Stroop test (participants become slower but more accurate), whilst slowing response times on the visual search test and having no effect on performance on the Sternberg paradigm. Furthermore, this work highlights the importance of the timing of the cognitive function tests relative to the exercise and the components of cognitive function examined in future studies. 

Keywords: Adolescents, cognitive function, exercise.

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Authors: Mark Watson, J.-F. Bousquet, Adam Forget

Abstract:

A magnetic induction based underwater communication link is evaluated using an analytical model and a custom Finite-Difference Time-Domain (FDTD) simulation tool. The analytical model is based on the Sommerfeld integral, and a full-wave simulation tool evaluates Maxwell’s equations using the FDTD method in cylindrical coordinates. The analytical model and FDTD simulation tool are then compared and used to predict the system performance for various transmitter depths and optimum frequencies of operation. To this end, the system bandwidth, signal to noise ratio, and the magnitude of the induced voltage are used to estimate the expected channel capacity. The models show that in seawater, a relatively low-power and small coils may be capable of obtaining a throughput of 40 to 300 kbps, for the case where a transmitter is at depths of 1 to 3 m and a receiver is at a height of 1 m.

Keywords: Magnetic Induction, FDTD, Underwater Communication, Sommerfeld.

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Authors: A. M. Qahtani, G. B. Wills, A. M. Gravell

Abstract:

Communicating and managing customers’ requirements in software development projects play a vital role in the software development process. While it is difficult to do so locally, it is even more difficult to communicate these requirements over distributed boundaries and to convey them to multiple distribution customers. This paper discusses the communication of multiple distribution customers’ requirements in the context of customised software products. The main purpose is to understand the challenges of communicating and managing customisation requirements across distributed boundaries. We propose a model for Communicating Customisation Requirements of Multi-Clients in a Distributed Domain (CCRD). Thereafter, we evaluate that model by presenting the findings of a case study conducted with a company with customisation projects for 18 distributed customers. Then, we compare the outputs of the real case process and the outputs of the CCRD model using simulation methods. Our conjecture is that the CCRD model can reduce the challenge of communication requirements over distributed organisational boundaries, and the delay in decision making and in the entire customisation process time.

Keywords: Customisation Software Products, Global Software Engineering, Local Decision Making, Requirement Engineering, Simulation Model.

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Authors: Sathya Narayanan V., Sidharth P., Sanal Kumar. V. R.

Abstract:

The success of any retail business is predisposed by its swift response and its knack in understanding the constraints and the requirements of customers. In this paper a conceptual design model of an automated customer-friendly supermarket has been proposed. In this model a 10-sided, space benefited, regular polygon shaped gravity shelves have been designed for goods storage and effective customer-specific algorithms have been built-in for quick automatic delivery of the randomly listed goods. The algorithm is developed with two main objectives, viz., delivery time and priority. For meeting these objectives the randomly listed items are reorganized according to the critical-path of the robotic arm specific to the identified shop and its layout and the items are categorized according to the demand, shape, size, similarity and nature of the product for an efficient pick-up, packing and delivery process. We conjectured that the proposed automated supermarket model reduces business operating costs with much customer satisfaction warranting a winwin situation.

Keywords: Automated Supermarket, Electronic Shopping, Polygon-shaped Rack, Shortest Path Algorithm for Shopping.

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Authors: Petr Gurný

Abstract:

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

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

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Authors: Muhammad Sheikh Sadi, D. G. Myers, Cesar Ortega Sanchez

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This paper proposes the use of metrics in design space exploration that highlight where in the structure of the model and at what point in the behaviour, prevention is needed against transient faults. Previous approaches to tackle transient faults focused on recovery after detection. Almost no research has been directed towards preventive measures. But in real-time systems, hard deadlines are performance requirements that absolutely must be met and a missed deadline constitutes an erroneous action and a possible system failure. This paper proposes the use of metrics to assess the system design to flag where transient faults may have significant impact. These tools then allow the design to be changed to minimize that impact, and they also flag where particular design techniques – such as coding of communications or memories – need to be applied in later stages of design.

Keywords: Criticality, Metrics, Real-Time Systems, Transient Faults.

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Authors: Namal A. Senanayake, A. Beg, Withana C. Prasad

Abstract:

This paper analyzes the patterns of the Monte Carlo data for a large number of variables and minterms, in order to characterize the circuit path length behavior. We propose models that are determined by training process of shortest path length derived from a wide range of binary decision diagram (BDD) simulations. The creation of the model was done use of feed forward neural network (NN) modeling methodology. Experimental results for ISCAS benchmark circuits show an RMS error of 0.102 for the shortest path length complexity estimation predicted by the NN model (NNM). Use of such a model can help reduce the time complexity of very large scale integrated (VLSI) circuitries and related computer-aided design (CAD) tools that use BDDs.

Keywords: Monte Carlo data, Binary decision diagrams, Neural network modeling, Shortest path length estimation.

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Authors: F.B. Georgise, K. D. Thoben, M. Seifert

Abstract:

This paper presents a research agenda on the SCOR model adaptation. SCOR model is designated to measure supply chain performance and logistics impact across the boundaries of individual organizations. It is at its growing stage of its life cycle and is enjoying the leverage of becoming the industry standard. The SCOR model has been developed and used widely in developed countries context. This research focuses on the SCOR model adaptation for the manufacturing industry in developing countries. With a necessary understanding of the characteristics, difficulties and problems of the manufacturing industry in developing countries- supply chain; consequently, we will try to designs an adapted model with its building blocks: business process model, performance measures and best practices.

Keywords: developing countries, manufacturing industry, SCOR model adaptation

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Authors: Rajeev Kaula

Abstract:

Business rules and data warehouse are concepts and technologies that impact a wide variety of organizational tasks. In general, each area has evolved independently, impacting application development and decision-making. Generating knowledge from data warehouse is a complex process. This paper outlines an approach to ease import of information and knowledge from a data warehouse star schema through an inference class of business rules. The paper utilizes the Oracle database for illustrating the working of the concepts. The star schema structure and the business rules are stored within a relational database. The approach is explained through a prototype in Oracle-s PL/SQL Server Pages.

Keywords: Business Rules, Data warehouse, PL/SQL ServerPages, Relational model, Web Application.

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