Search results for: Mode choice models
2899 3D Point Cloud Model Color Adjustment by Combining Terrestrial Laser Scanner and Close Range Photogrammetry Datasets
Authors: M. Pepe, S. Ackermann, L. Fregonese, C. Achille
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3D models obtained with advanced survey techniques such as close-range photogrammetry and laser scanner are nowadays particularly appreciated in Cultural Heritage and Archaeology fields. In order to produce high quality models representing archaeological evidences and anthropological artifacts, the appearance of the model (i.e. color) beyond the geometric accuracy, is not a negligible aspect. The integration of the close-range photogrammetry survey techniques with the laser scanner is still a topic of study and research. By combining point cloud data sets of the same object generated with both technologies, or with the same technology but registered in different moment and/or natural light condition, could construct a final point cloud with accentuated color dissimilarities. In this paper, a methodology to uniform the different data sets, to improve the chromatic quality and to highlight further details by balancing the point color will be presented.
Keywords: Color models, cultural heritage, laser scanner, photogrammetry, point cloud color.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16312898 Efficient Solution for a Class of Markov Chain Models of Tandem Queueing Networks
Authors: Chun Wen, Tingzhu Huang
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We present a new numerical method for the computation of the steady-state solution of Markov chains. Theoretical analyses show that the proposed method, with a contraction factor α, converges to the one-dimensional null space of singular linear systems of the form Ax = 0. Numerical experiments are used to illustrate the effectiveness of the proposed method, with applications to a class of interesting models in the domain of tandem queueing networks.
Keywords: Markov chains, tandem queueing networks, convergence, effectiveness.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13292897 Applied Actuator Fault Accommodation in Flight Control Systems Using Fault Reconstruction Based FDD and SMC Reconfiguration
Authors: A. Ghodbane, M. Saad, J.-F. Boland, C. Thibeault
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Historically, actuators’ redundancy was used to deal with faults occurring suddenly in flight systems. This technique was generally expensive, time consuming and involves increased weight and space in the system. Therefore, nowadays, the on-line fault diagnosis of actuators and accommodation plays a major role in the design of avionic systems. These approaches, known as Fault Tolerant Flight Control systems (FTFCs) are able to adapt to such sudden faults while keeping avionics systems lighter and less expensive. In this paper, a (FTFC) system based on the Geometric Approach and a Reconfigurable Flight Control (RFC) are presented. The Geometric approach is used for cosmic ray fault reconstruction, while Sliding Mode Control (SMC) based on Lyapunov stability theory is designed for the reconfiguration of the controller in order to compensate the fault effect. Matlab®/Simulink® simulations are performed to illustrate the effectiveness and robustness of the proposed flight control system against actuators’ faulty signal caused by cosmic rays. The results demonstrate the successful real-time implementation of the proposed FTFC system on a non-linear 6 DOF aircraft model.
Keywords: Actuators’ faults, Fault detection and diagnosis, Fault tolerant flight control, Sliding mode control, Geometric approach for fault reconstruction, Lyapunov stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25762896 Developing Pedotransfer Functions for Estimating Some Soil Properties using Artificial Neural Network and Multivariate Regression Approaches
Authors: Fereydoon Sarmadian, Ali Keshavarzi
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Study of soil properties like field capacity (F.C.) and permanent wilting point (P.W.P.) play important roles in study of soil moisture retention curve. Although these parameters can be measured directly, their measurement is difficult and expensive. Pedotransfer functions (PTFs) provide an alternative by estimating soil parameters from more readily available soil data. In this investigation, 70 soil samples were collected from different horizons of 15 soil profiles located in the Ziaran region, Qazvin province, Iran. The data set was divided into two subsets for calibration (80%) and testing (20%) of the models and their normality were tested by Kolmogorov-Smirnov method. Both multivariate regression and artificial neural network (ANN) techniques were employed to develop the appropriate PTFs for predicting soil parameters using easily measurable characteristics of clay, silt, O.C, S.P, B.D and CaCO3. The performance of the multivariate regression and ANN models was evaluated using an independent test data set. In order to evaluate the models, root mean square error (RMSE) and R2 were used. The comparison of RSME for two mentioned models showed that the ANN model gives better estimates of F.C and P.W.P than the multivariate regression model. The value of RMSE and R2 derived by ANN model for F.C and P.W.P were (2.35, 0.77) and (2.83, 0.72), respectively. The corresponding values for multivariate regression model were (4.46, 0.68) and (5.21, 0.64), respectively. Results showed that ANN with five neurons in hidden layer had better performance in predicting soil properties than multivariate regression.
Keywords: Artificial neural network, Field capacity, Permanentwilting point, Pedotransfer functions.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18202895 A Biomimetic Structural Form: Developing a Paradigm to Attain Vital Sustainability in Tall Architecture
Authors: Osama Al-Sehail
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This paper argues for sustainability as a necessity in the evolution of tall architecture. It provides a different mode for dealing with sustainability in tall architecture, taking into consideration the speciality of its typology. To this end, the article develops a Biomimetic Structural Form as a paradigm to attain Vital Sustainability. A Biomimetic Structural Form, which is derived from the amalgamation of biomimicry as an approach for sustainability defining nature as source of knowledge and inspiration in solving humans’ problems and a Structural Form as a catalyst for evolving tall architecture, is a dynamic paradigm emerging from a conceptualizing and morphological process. A Biomimetic Structural Form is a flow system whose different forces and functions tend to be “better”, more "fit", to “survive”, and to be efficient. Through geometry and function—the two aspects of knowledge extracted from nature—the attributes of the Biomimetic Structural Form are formulated. Vital Sustainability is the survival level of sustainability in natural systems through which a system enhances the performance of its internal working and its interaction with the external environment. A Biomimetic Structural Form, in this context, is a medium for evolving tall architecture to emulate natural models in their ways of coexistence with the environment. As an integral part of this article, the sustainable super tall building 3Ts is discussed as a case study of applying Biomimetic Structural Form.Keywords: Biomimicry, design in nature, high-rise buildings, sustainability, structural form, tall architecture, vital sustainability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15222894 Sentiment Analysis of Fake Health News Using Naive Bayes Classification Models
Authors: Danielle Shackley, Yetunde Folajimi
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As more people turn to the internet seeking health related information, there is more risk of finding false, inaccurate, or dangerous information. Sentiment analysis is a natural language processing technique that assigns polarity scores of text, ranging from positive, neutral and negative. In this research, we evaluate the weight of a sentiment analysis feature added to fake health news classification models. The dataset consists of existing reliably labeled health article headlines that were supplemented with health information collected about COVID-19 from social media sources. We started with data preprocessing, tested out various vectorization methods such as Count and TFIDF vectorization. We implemented 3 Naive Bayes classifier models, including Bernoulli, Multinomial and Complement. To test the weight of the sentiment analysis feature on the dataset, we created benchmark Naive Bayes classification models without sentiment analysis, and those same models were reproduced and the feature was added. We evaluated using the precision and accuracy scores. The Bernoulli initial model performed with 90% precision and 75.2% accuracy, while the model supplemented with sentiment labels performed with 90.4% precision and stayed constant at 75.2% accuracy. Our results show that the addition of sentiment analysis did not improve model precision by a wide margin; while there was no evidence of improvement in accuracy, we had a 1.9% improvement margin of the precision score with the Complement model. Future expansion of this work could include replicating the experiment process, and substituting the Naive Bayes for a deep learning neural network model.
Keywords: Sentiment analysis, Naive Bayes model, natural language processing, topic analysis, fake health news classification model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4892893 Business Model Topology in Emerging Business Ecosystem
Authors: Olga Novikova, Timo Vuori
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This paper describes topology of business models in market ecosystem of the emerging electric mobility industry. The business model topology shows that firm-s participation in the ecosystem is associated with different requirements on resources and capabilities, and different levels of risk. Business model concept is used together with concepts of networked value creation and shows that firms can achieve higher levels of sustainable advantage by cooperation, not competition. Hybrid business models provide companies a viable alternative possibility for participation in the market ecosystem.
Keywords: Business model, ecosystem, topology.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26482892 Multiple Sensors and JPDA-IMM-UKF Algorithm for Tracking Multiple Maneuvering Targets
Authors: Wissem Saidani, Yacine Morsly, Mohand Saïd Djouadi
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In this paper, we consider the problem of tracking multiple maneuvering targets using switching multiple target motion models. With this paper, we aim to contribute in solving the problem of model-based body motion estimation by using data coming from visual sensors. The Interacting Multiple Model (IMM) algorithm is specially designed to track accurately targets whose state and/or measurement (assumed to be linear) models changes during motion transition. However, when these models are nonlinear, the IMM algorithm must be modified in order to guarantee an accurate track. In this paper we propose to avoid the Extended Kalman filter because of its limitations and substitute it with the Unscented Kalman filter which seems to be more efficient especially according to the simulation results obtained with the nonlinear IMM algorithm (IMMUKF). To resolve the problem of data association, the JPDA approach is combined with the IMM-UKF algorithm, the derived algorithm is noted JPDA-IMM-UKF.Keywords: Estimation, Kalman filtering, Multi-Target Tracking, Visual servoing, data association.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25642891 An Observer-Based Direct Adaptive Fuzzy Sliding Control with Adjustable Membership Functions
Authors: Alireza Gholami, Amir H. D. Markazi
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In this paper, an observer-based direct adaptive fuzzy sliding mode (OAFSM) algorithm is proposed. In the proposed algorithm, the zero-input dynamics of the plant could be unknown. The input connection matrix is used to combine the sliding surfaces of individual subsystems, and an adaptive fuzzy algorithm is used to estimate an equivalent sliding mode control input directly. The fuzzy membership functions, which were determined by time consuming try and error processes in previous works, are adjusted by adaptive algorithms. The other advantage of the proposed controller is that the input gain matrix is not limited to be diagonal, i.e. the plant could be over/under actuated provided that controllability and observability are preserved. An observer is constructed to directly estimate the state tracking error, and the nonlinear part of the observer is constructed by an adaptive fuzzy algorithm. The main advantage of the proposed observer is that, the measured outputs is not limited to the first entry of a canonical-form state vector. The closed-loop stability of the proposed method is proved using a Lyapunov-based approach. The proposed method is applied numerically on a multi-link robot manipulator, which verifies the performance of the closed-loop control. Moreover, the performance of the proposed algorithm is compared with some conventional control algorithms.
Keywords: Adaptive algorithm, fuzzy systems, membership functions, observer.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7792890 A Graphical Environment for Petri Nets INA Tool Based on Meta-Modelling and Graph Grammars
Authors: Raida El Mansouri, Elhillali Kerkouche, Allaoua Chaoui
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The Petri net tool INA is a well known tool by the Petri net community. However, it lacks a graphical environment to cerate and analyse INA models. Building a modelling tool for the design and analysis from scratch (for INA tool for example) is generally a prohibitive task. Meta-Modelling approach is useful to deal with such problems since it allows the modelling of the formalisms themselves. In this paper, we propose an approach based on the combined use of Meta-modelling and Graph Grammars to automatically generate a visual modelling tool for INA for analysis purposes. In our approach, the UML Class diagram formalism is used to define a meta-model of INA models. The meta-modelling tool ATOM3 is used to generate a visual modelling tool according to the proposed INA meta-model. We have also proposed a graph grammar to automatically generate INA description of the graphically specified Petri net models. This allows the user to avoid the errors when this description is done manually. Then the INA tool is used to perform the simulation and the analysis of the resulted INA description. Our environment is illustrated through an example.Keywords: INA, Meta-modelling, Graph Grammars, AToM3, Automatic Code Generation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18672889 Analysis of the Interference from Risk-Determining Factors of Cooperative and Conventional Construction Contracts
Authors: E. Harrer, M. Mauerhofer, T. Werginz
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As a result of intensive competition, the building sector is suffering from a high degree of rivalry. Furthermore, there can be observed an unbalanced distribution of project risks. Clients are aimed to shift their own risks into the sphere of the constructors or planners. The consequence of this is that the number of conflicts between the involved parties is inordinately high or even increasing; an alternative approach to counter on that developments are cooperative project forms in the construction sector. This research compares conventional contract models and models with partnering agreements to examine the influence on project risks by an early integration of the involved parties. The goal is to show up deviations in different project stages from the design phase to the project transfer phase. These deviations are evaluated by a survey of experts from the three spheres: clients, contractors and planners. By rating the influence of the participants on specific risk factors it is possible to identify factors which are relevant for a smooth project execution.Keywords: Collaborative work, construction industry, contract-models, influence, partnering, project management, risk.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8702888 A Study on Removal of Toluidine Blue Dye from Aqueous Solution by Adsorption onto Neem Leaf Powder
Authors: Himanshu Patel, R. T. Vashi
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Adsorption of Toluidine blue dye from aqueous solutions onto Neem Leaf Powder (NLP) has been investigated. The surface characterization of this natural material was examined by Particle size analysis, Scanning Electron Microscopy (SEM), Fourier Transform Infrared (FTIR) spectroscopy and X-Ray Diffraction (XRD). The effects of process parameters such as initial concentration, pH, temperature and contact duration on the adsorption capacities have been evaluated, in which pH has been found to be most effective parameter among all. The data were analyzed using the Langmuir and Freundlich for explaining the equilibrium characteristics of adsorption. And kinetic models like pseudo first- order, second-order model and Elovich equation were utilized to describe the kinetic data. The experimental data were well fitted with Langmuir adsorption isotherm model and pseudo second order kinetic model. The thermodynamic parameters, such as Free energy of adsorption (AG"), enthalpy change (AH') and entropy change (AS°) were also determined and evaluated.
Keywords: Adsorption, isotherm models, kinetic models, temperature, toluidine blue dye, surface chemistry.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17972887 Validation of Reverse Engineered Web Application Models
Authors: Carlo Bellettini, Alessandro Marchetto, Andrea Trentini
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Web applications have become complex and crucial for many firms, especially when combined with areas such as CRM (Customer Relationship Management) and BPR (Business Process Reengineering). The scientific community has focused attention to Web application design, development, analysis, testing, by studying and proposing methodologies and tools. Static and dynamic techniques may be used to analyze existing Web applications. The use of traditional static source code analysis may be very difficult, for the presence of dynamically generated code, and for the multi-language nature of the Web. Dynamic analysis may be useful, but it has an intrinsic limitation, the low number of program executions used to extract information. Our reverse engineering analysis, used into our WAAT (Web Applications Analysis and Testing) project, applies mutational techniques in order to exploit server side execution engines to accomplish part of the dynamic analysis. This paper studies the effects of mutation source code analysis applied to Web software to build application models. Mutation-based generated models may contain more information then necessary, so we need a pruning mechanism.Keywords: Validation, Dynamic Analysis, MutationAnalysis, Reverse Engineering, Web Applications
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16242886 Building a Service-Centric Business Model in SMEs in the Business-to-Business Context
Authors: Päivi J. Tossavainen , Leena Alakoski, Katri Ojasalo
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Building a service-centric business model requires new knowledge and capabilities in companies. This paper enlightens the challenges small and medium sized firms (SMEs) face when developing their service-centric business models. This paper examines the premise for knowledge transfer and capability development required. The objective of this paper is to increase knowledge about SME-s transformation to service-centric business models.This paper reports an action research based case study. The paper provides empirical evidence from three case companies. The empirical data was collected through multiple methods. The findings of the paper are: First, the developed model to analyze the current state in companies. Second, the process of building the service – centric business models. Third, the selection of suitable service development methods. The lack of a holistic understanding on service logic suggests that SMEs need practical and easy to use methods to improve their businessKeywords: service-centric business model, service development, action research, case study
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17812885 Enhanced Efficacy of Kinetic Power Transform for High-Speed Wind Field
Authors: Nan-Chyuan Tsai, Chao-Wen Chiang, Bai-Lu Wang
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The three-time-scale plant model of a wind power generator, including a wind turbine, a flexible vertical shaft, a Variable Inertia Flywheel (VIF) module, an Active Magnetic Bearing (AMB) unit and the applied wind sequence, is constructed. In order to make the wind power generator be still able to operate as the spindle speed exceeds its rated speed, the VIF is equipped so that the spindle speed can be appropriately slowed down once any stronger wind field is exerted. To prevent any potential damage due to collision by shaft against conventional bearings, the AMB unit is proposed to regulate the shaft position deviation. By singular perturbation order-reduction technique, a lower-order plant model can be established for the synthesis of feedback controller. Two major system parameter uncertainties, an additive uncertainty and a multiplicative uncertainty, are constituted by the wind turbine and the VIF respectively. Frequency Shaping Sliding Mode Control (FSSMC) loop is proposed to account for these uncertainties and suppress the unmodeled higher-order plant dynamics. At last, the efficacy of the FSSMC is verified by intensive computer and experimental simulations for regulation on position deviation of the shaft and counter-balance of unpredictable wind disturbance.Keywords: Sliding Mode Control, Singular Perturbation, Variable Inertia Flywheel.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14572884 Strategic Management Accounting: Implementation and Control
Authors: Alireza Azimi Sani
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This paper discusses the design characteristics management accounting systems should have to be useful for strategic planning and control and provides brief introductions to strategic variance analysis, profit-linked performance measurement models and balanced scorecard. It shows two multi-period, multiproduct models are specified, can be related to Porter's strategy framework and cost and revenue drivers, and can be used to support strategic planning, control and cost management.
Keywords: Accounting, balanced scorecard, profit-linked, strategic management, variance analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 50212883 A Neural Network Approach for an Automatic Detection and Localization of an Open Phase Circuit of a Five-Phase Induction Machine Used in a Drivetrain of an Electric Vehicle
Authors: S. Chahba, R. Sehab, A. Akrad, C. Morel
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Nowadays, the electric machines used in urban electric vehicles are, in most cases, three-phase electric machines with or without a magnet in the rotor. Permanent Magnet Synchronous Machine (PMSM) and Induction Machine (IM) are the main components of drive trains of electric and hybrid vehicles. These machines have very good performance in healthy operation mode, but they are not redundant to ensure safety in faulty operation mode. Faced with the continued growth in the demand for electric vehicles in the automotive market, improving the reliability of electric vehicles is necessary over the lifecycle of the electric vehicle. Multiphase electric machines respond well to this constraint because, on the one hand, they have better robustness in the event of a breakdown (opening of a phase, opening of an arm of the power stage, intern-turn short circuit) and, on the other hand, better power density. In this work, a diagnosis approach using a neural network for an open circuit fault or more of a five-phase induction machine is developed. Validation on the simulator of the vehicle drivetrain, at reduced power, is carried out, creating one and more open circuit stator phases showing the efficiency and the reliability of the new approach to detect and to locate on-line one or more open phases of a five-induction machine.
Keywords: Electric vehicle drivetrain, multiphase drives, induction machine, control, open circuit fault diagnosis, artificial neural network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4512882 Neural Network Models for Actual Cost and Actual Duration Estimation in Construction Projects: Findings from Greece
Authors: Panagiotis Karadimos, Leonidas Anthopoulos
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Predicting the actual cost and duration in construction projects concern a continuous and existing problem for the construction sector. This paper addresses this problem with modern methods and data available from past public construction projects. 39 bridge projects, constructed in Greece, with a similar type of available data were examined. Considering each project’s attributes with the actual cost and the actual duration, correlation analysis is performed and the most appropriate predictive project variables are defined. Additionally, the most efficient subgroup of variables is selected with the use of the WEKA application, through its attribute selection function. The selected variables are used as input neurons for neural network models through correlation analysis. For constructing neural network models, the application FANN Tool is used. The optimum neural network model, for predicting the actual cost, produced a mean squared error with a value of 3.84886e-05 and it was based on the budgeted cost and the quantity of deck concrete. The optimum neural network model, for predicting the actual duration, produced a mean squared error with a value of 5.89463e-05 and it also was based on the budgeted cost and the amount of deck concrete.
Keywords: Actual cost and duration, attribute selection, bridge projects, neural networks, predicting models, FANN TOOL, WEKA.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12362881 Effect of Soil Corrosion in Failures of Buried Gas Pipelines
Authors: Saima Ali, Pathamanathan Rajeev, Imteaz A. Monzur
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In this paper, a brief review of the corrosion mechanism in buried pipe and modes of failure is provided together with the available corrosion models. Moreover, the sensitivity analysis is performed to understand the influence of corrosion model parameters on the remaining life estimation. Further, the probabilistic analysis is performed to propagate the uncertainty in the corrosion model on the estimation of the renaming life of the pipe. Finally, the comparison among the corrosion models on the basis of the remaining life estimation will be provided to improve the renewal plan.
Keywords: Corrosion, pit depth, sensitivity analysis, exposure period.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17302880 A Numerical Study on the Influence of CO2 Dilution on Combustion Characteristics of a Turbulent Diffusion Flame
Authors: Yasaman Tohidi, Rouzbeh Riazi, Shidvash Vakilipour, Masoud Mohammadi
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The objective of the present study is to numerically investigate the effect of CO2 replacement of N2 in air stream on the flame characteristics of the CH4 turbulent diffusion flame. The Open source Field Operation and Manipulation (OpenFOAM) has been used as the computational tool. In this regard, laminar flamelet and modified k-ε models have been utilized as combustion and turbulence models, respectively. Results reveal that the presence of CO2 in air stream changes the flame shape and maximum flame temperature. Also, CO2 dilution causes an increment in CO mass fraction.Keywords: CH4 diffusion flame, CO2 dilution, OpenFOAM, turbulent flame.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7722879 Masonry CSEB Building Models under Shaketable Testing-An Experimental Study
Authors: Lakshmi Keshav, V. G. Srisanthi
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In this experimental investigation shake table tests were conducted on two reduced models that represent normal single room building constructed by Compressed Stabilized Earth Block (CSEB) from locally available soil. One model was constructed with earthquake resisting features (EQRF) having sill band, lintel band and vertical bands to control the building vibration and another one was without Earthquake Resisting Features. To examine the seismic capacity of the models particularly when it is subjected to long-period ground motion by large amplitude by many cycles of repeated loading, the test specimen was shaken repeatedly until the failure. The test results from Hi-end Data Acquisition system show that model with EQRF behave better than without EQRF. This modified masonry model with new material combined with new bands is used to improve the behavior of masonry building.Keywords: Earth Quake Resisting Features, Compressed Stabilized Earth Blocks, Masonry structures, Shake table testing, Horizontal and vertical bands.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27362878 An Improved Prediction Model of Ozone Concentration Time Series Based On Chaotic Approach
Authors: N. Z. A. Hamid, M. S. M. Noorani
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This study is focused on the development of prediction models of the Ozone concentration time series. Prediction model is built based on chaotic approach. Firstly, the chaotic nature of the time series is detected by means of phase space plot and the Cao method. Then, the prediction model is built and the local linear approximation method is used for the forecasting purposes. Traditional prediction of autoregressive linear model is also built. Moreover, an improvement in local linear approximation method is also performed. Prediction models are applied to the hourly Ozone time series observed at the benchmark station in Malaysia. Comparison of all models through the calculation of mean absolute error, root mean squared error and correlation coefficient shows that the one with improved prediction method is the best. Thus, chaotic approach is a good approach to be used to develop a prediction model for the Ozone concentration time series.
Keywords: Chaotic approach, phase space, Cao method, local linear approximation method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17842877 Modeling Default Probabilities of the Chosen Czech Banks in the Time of the Financial Crisis
Authors: Petr Gurný
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19192876 Financing Decision and Productivity Growth for the Venture Capital Industry Using High-Order Fuzzy Time Series
Authors: Shang-En Yu
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Human society, there are many uncertainties, such as economic growth rate forecast of the financial crisis, many scholars have, since the the Song Chissom two scholars in 1993 the concept of the so-called fuzzy time series (Fuzzy Time Series)different mode to deal with these problems, a previous study, however, usually does not consider the relevant variables selected and fuzzy process based solely on subjective opinions the fuzzy semantic discrete, so can not objectively reflect the characteristics of the data set, in addition to carrying outforecasts are often fuzzy rules as equally important, failed to consider the importance of each fuzzy rule. For these reasons, the variable selection (Factor Selection) through self-organizing map (Self-Organizing Map, SOM) and proposed high-end weighted multivariate fuzzy time series model based on fuzzy neural network (Fuzzy-BPN), and using the the sequential weighted average operator (Ordered Weighted Averaging operator, OWA) weighted prediction. Therefore, in order to verify the proposed method, the Taiwan stock exchange (Taiwan Stock Exchange Corporation) Taiwan Weighted Stock Index (Taiwan Stock Exchange Capitalization Weighted Stock Index, TAIEX) as experimental forecast target, in order to filter the appropriate variables in the experiment Finally, included in other studies in recent years mode in conjunction with this study, the results showed that the predictive ability of this study further improve.
Keywords: Heterogeneity, residential mortgage loans, foreclosure.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13892875 Data Collection with Bounded-Sized Messages in Wireless Sensor Networks
Authors: Min Kyung An
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In this paper, we study the data collection problem in Wireless Sensor Networks (WSNs) adopting the two interference models: The graph model and the more realistic physical interference model known as Signal-to-Interference-Noise-Ratio (SINR). The main issue of the problem is to compute schedules with the minimum number of timeslots, that is, to compute the minimum latency schedules, such that data from every node can be collected without any collision or interference to a sink node. While existing works studied the problem with unit-sized and unbounded-sized message models, we investigate the problem with the bounded-sized message model, and introduce a constant factor approximation algorithm. To the best known of our knowledge, our result is the first result of the data collection problem with bounded-sized model in both interference models.Keywords: Data collection, collision-free, interference-free, physical interference model, SINR, approximation, bounded-sized message model, wireless sensor networks, WSN.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12202874 Facilitating Cooperative Knowledge Support by Role-Based Knowledge-Flow Views
Authors: Chih-Wei Lin, Duen-Ren Liu, Hui-Fang Chen
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Effective knowledge support relies on providing operation-relevant knowledge to workers promptly and accurately. A knowledge flow represents an individual-s or a group-s knowledge-needs and referencing behavior of codified knowledge during operation performance. The flow has been utilized to facilitate organizational knowledge support by illustrating workers- knowledge-needs systematically and precisely. However, conventional knowledge-flow models cannot work well in cooperative teams, which team members usually have diverse knowledge-needs in terms of roles. The reason is that those models only provide one single view to all participants and do not reflect individual knowledge-needs in flows. Hence, we propose a role-based knowledge-flow view model in this work. The model builds knowledge-flow views (or virtual knowledge flows) by creating appropriate virtual knowledge nodes and generalizing knowledge concepts to required concept levels. The customized views could represent individual role-s knowledge-needs in teamwork context. The novel model indicates knowledge-needs in condensed representation from a roles perspective and enhances the efficiency of cooperative knowledge support in organizations.Keywords: cooperative knowledge support, knowledge flow, knowledge-flow view, role-based models
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13032873 Meta Model Based EA for Complex Optimization
Authors: Maumita Bhattacharya
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Evolutionary Algorithms are population-based, stochastic search techniques, widely used as efficient global optimizers. However, many real life optimization problems often require finding optimal solution to complex high dimensional, multimodal problems involving computationally very expensive fitness function evaluations. Use of evolutionary algorithms in such problem domains is thus practically prohibitive. An attractive alternative is to build meta models or use an approximation of the actual fitness functions to be evaluated. These meta models are order of magnitude cheaper to evaluate compared to the actual function evaluation. Many regression and interpolation tools are available to build such meta models. This paper briefly discusses the architectures and use of such meta-modeling tools in an evolutionary optimization context. We further present two evolutionary algorithm frameworks which involve use of meta models for fitness function evaluation. The first framework, namely the Dynamic Approximate Fitness based Hybrid EA (DAFHEA) model [14] reduces computation time by controlled use of meta-models (in this case approximate model generated by Support Vector Machine regression) to partially replace the actual function evaluation by approximate function evaluation. However, the underlying assumption in DAFHEA is that the training samples for the metamodel are generated from a single uniform model. This does not take into account uncertain scenarios involving noisy fitness functions. The second model, DAFHEA-II, an enhanced version of the original DAFHEA framework, incorporates a multiple-model based learning approach for the support vector machine approximator to handle noisy functions [15]. Empirical results obtained by evaluating the frameworks using several benchmark functions demonstrate their efficiencyKeywords: Meta model, Evolutionary algorithm, Stochastictechnique, Fitness function, Optimization, Support vector machine.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20672872 Application of Transportation Models for Analysing Future Intercity and Intracity Travel Patterns in Kuwait
Authors: Srikanth Pandurangi, Basheer Mohammed, Nezar Al Sayegh
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In order to meet the increasing demand for housing care for Kuwaiti citizens, the government authorities in Kuwait are undertaking a series of projects in the form of new large cities, outside the current urban area. Al Mutlaa City located to the north-west of the Kuwait Metropolitan Area is one such project out of the 15 planned new cities. The city accommodates a wide variety of residential developments, employment opportunities, commercial, recreational, health care and institutional uses. This paper examines the application of comprehensive transportation demand modeling works undertaken in VISUM platform to understand the future intracity and intercity travel distribution patterns in Kuwait. The scope of models developed varied in levels of detail: strategic model update, sub-area models representing future demand of Al Mutlaa City, sub-area models built to estimate the demand in the residential neighborhoods of the city. This paper aims at offering model update framework that facilitates easy integration between sub-area models and strategic national models for unified traffic forecasts. This paper presents the transportation demand modeling results utilized in informing the planning of multi-modal transportation system for Al Mutlaa City. This paper also presents the household survey data collection efforts undertaken using GPS devices (first time in Kuwait) and notebook computer based digital survey forms for interviewing representative sample of citizens and residents. The survey results formed the basis of estimating trip generation rates and trip distribution coefficients used in the strategic base year model calibration and validation process.Keywords: GPS based household surveys, transportation infrastructure, origin-destination trip matrices, traffic forecasts, transportation demand modeling, travel behavior patterns.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17072871 Performance Improvement in the Bivariate Models by using Modified Marginal Variance of Noisy Observations for Image-Denoising Applications
Authors: R. Senthilkumar
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Most simple nonlinear thresholding rules for wavelet- based denoising assume that the wavelet coefficients are independent. However, wavelet coefficients of natural images have significant dependencies. This paper attempts to give a recipe for selecting one of the popular image-denoising algorithms based on VisuShrink, SureShrink, OracleShrink, BayesShrink and BiShrink and also this paper compares different Bivariate models used for image denoising applications. The first part of the paper compares different Shrinkage functions used for image-denoising. The second part of the paper compares different bivariate models and the third part of this paper uses the Bivariate model with modified marginal variance which is based on Laplacian assumption. This paper gives an experimental comparison on six 512x512 commonly used images, Lenna, Barbara, Goldhill, Clown, Boat and Stonehenge. The following noise powers 25dB,26dB, 27dB, 28dB and 29dB are added to the six standard images and the corresponding Peak Signal to Noise Ratio (PSNR) values are calculated for each noise level.Keywords: BiShrink, Image-Denoising, PSNR, Shrinkage function
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13472870 Fuzzy EOQ Models for Deteriorating Items with Stock Dependent Demand and Non-Linear Holding Costs
Authors: G. C. Mahata, A. Goswami
Abstract:
This paper deals with infinite time horizon fuzzy Economic Order Quantity (EOQ) models for deteriorating items with stock dependent demand rate and nonlinear holding costs by taking deterioration rate θ0 as a triangular fuzzy number (θ0 −δ 1, θ0, θ0 +δ 2), where 1 2 0 0 <δ ,δ <θ are fixed real numbers. The traditional parameters such as unit cost and ordering cost have been kept constant but holding cost is considered to vary. Two possibilities of variations in the holding cost function namely, a non-linear function of the length of time for which the item is held in stock and a non-linear function of the amount of on-hand inventory have been used in the models. The approximate optimal solution for the fuzzy cost functions in both these cases have been obtained and the effect of non-linearity in holding costs is studied with the help of a numerical example.
Keywords: Inventory Model, Deterioration, Holding Cost, Fuzzy Total Cost, Extension Principle.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1814