Search results for: Factor analysis model

Authors: Y. Boutiche, N. Ramou, M. Ben Gharsallah

Abstract:

This paper is devoted to present and discuss a model that allows a local segmentation by using statistical information of a given image. It is based on Chan-Vese model, curve evolution, partial differential equations and binary level sets method. The proposed model uses the piecewise constant approximation of Chan-Vese model to compute Signed Pressure Force (SPF) function, this one attracts the curve to the true object(s)-s boundaries. The implemented model is used to extract weld defects from weld radiographic images in the aim to calculate the perimeter and surfaces of those weld defects; encouraged resultants are obtained on synthetic and real radiographic images.

Keywords: Active contour, Chan-Vese Model, local segmentation, weld radiographic images.

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Authors: Guowei Hou, Lixin Yu, Wei Zhuang, Hui Qin, Xue Yang

Abstract:

Formal verification is proposed to ensure the correctness of the design and make functional verification more efficient. As cache plays a vital role in the design of System on Chip (SoC), and cache with Memory Management Unit (MMU) and cache memory unit makes the state space too large for simulation to verify, then a formal verification is presented for such system design. In the paper, a formal model checking verification flow is suggested and a new cache memory model which is called “exhaustive search model” is proposed. Instead of using large size ram to denote the whole cache memory, exhaustive search model employs just two cache blocks. For cache system contains data cache (Dcache) and instruction cache (Icache), Dcache memory model and Icache memory model are established separately using the same mechanism. At last, the novel model is employed to the verification of a cache which is module of a custom-built SoC system that has been applied in practical, and the result shows that the cache system is verified correctly using the exhaustive search model, and it makes the verification much more manageable and flexible.

Keywords: Cache system, formal verification, novel model, System on Chip (SoC).

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Authors: J. Kala, V. Salajka, P. Hradil

Abstract:

Many footbridges have natural frequencies that coincide with the dominant frequencies of the pedestrian-induced load and therefore they have a potential to suffer excessive vibrations under dynamic loads induced by pedestrians. Some of the design standards introduce load models for pedestrian loads applicable for simple structures. Load modeling for more complex structures, on the other hand, is most often left to the designer. The main focus of this paper is on the human induced forces transmitted to a footbridge and on the ways these loads can be modeled to be used in the dynamic design of footbridges. Also design criteria and load models proposed by widely used standards were introduced and a comparison was made. The dynamic analysis of the suspension bridge in Kolin in the Czech Republic was performed on detailed FEM model using the ANSYS program system. An attempt to model the load imposed by a single person and a crowd of pedestrians resulted in displacements and accelerations that are compared with serviceability criteria.

Keywords: Footbridge, Serviceability, Pedestrian action, Numerical analysis.

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Authors: Kejun Zhuang, Hailong Zhu

Abstract:

The dynamics of a delayed mathematical model for Hes1 oscillatory expression are investigated. The linear stability of positive equilibrium and existence of local Hopf bifurcation are studied. Moreover, the global existence of large periodic solutions has been established due to the global bifurcation theorem.

Keywords: Hes1, Hopf bifurcation, time delay, transcriptional repression loop

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Authors: Yanto Santosa, Rozza Tri Kwatrina

Abstract:

High Conservation Value (HCV) is an area with conservation function within oil palm plantation. Despite the important role of HCV area in biodiversity conservation and various studies on HCV, there was a lack of research studying the factors determining its success. A preliminary study was conducted to identify the determinant factor of HCV that affected the diversity. Line transect method was used to calculate the species diversity of butterfly, birds, mammals, and herpetofauna species as well as their richness. Specifically for mammals, camera traps were also used. The research sites comprised of 12 HCV areas in 3 provinces of Indonesia (Central Kalimantan, Riau, and Palembang). The relationship between the HCV biophysical factor with the species number and species diversity for each wildlife class was identified using Chi-Square analysis with Cross tab (contingency table). Results of the study revealed that species diversity varied by research locations. Four factors determining the success of HCV area in relations to the number and diversity of wildlife species are land cover types for mammals, the width of area and distance to rivers for birds, and distance to settlements for butterflies.

Keywords: Ecological factors, high conservation value area, oil palm plantation, wildlife diversity.

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Authors: Widad Jakjoud, Mohamed Bahaj, Jamal Bakkas

Abstract:

Through this paper we present a method for automatic generation of ontological model from any data source using Model Driven Architecture (MDA), this generation is dedicated to the cooperation of the knowledge engineering and software engineering. Indeed, reverse engineering of a data source generates a software model (schema of data) that will undergo transformations to generate the ontological model. This method uses the meta-models to validate software and ontological models.

Keywords: Meta model, model, ontology, data source.

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Authors: Y. N. Phang, E. F. Loh

Abstract:

Zero inflated strict arcsine model is a newly developed model which is found to be appropriate in modeling overdispersed count data. In this study, we extend zero inflated strict arcsine model to zero inflated strict arcsine regression model by taking into consideration the extra variability caused by extra zeros and covariates in count data. Maximum likelihood estimation method is used in estimating the parameters for this zero inflated strict arcsine regression model.

Keywords: Overdispersed count data, maximum likelihood estimation, simulated annealing.

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Authors: Raza Abdulla Saeed

Abstract:

In this study, the three-dimensional cavitating turbulent flow in a complete Francis turbine is simulated using mixture model for cavity/liquid two-phase flows. Numerical analysis is carried out using ANSYS CFX software release 12, and standard k-ε turbulence model is adopted for this analysis. The computational fluid domain consist of spiral casing, stay vanes, guide vanes, runner and draft tube. The computational domain is discretized with a threedimensional mesh system of unstructured tetrahedron mesh. The finite volume method (FVM) is used to solve the governing equations of the mixture model. Results of cavitation on the runner’s blades under three different boundary conditions are presented and discussed. From the numerical results it has been found that the numerical method was successfully applied to simulate the cavitating two-phase turbulent flow through a Francis turbine, and also cavitation is clearly predicted in the form of water vapor formation inside the turbine. By comparison the numerical prediction results with a real runner; it’s shown that the region of higher volume fraction obtained by simulation is consistent with the region of runner cavitation damage.

Keywords: Computational Fluid Dynamics, Hydraulic Francis Turbine, Numerical Simulation, Two-Phase Mixture Cavitation Model.

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Authors: Dana Lee, Young Chan Kim

Abstract:

The purpose of this paper is to examine the relationship between the fashion corporate social responsibility (CSR) ad framing and consumer purchase behaviours with the focus on consumer’s concern and involvement towards fashion brands. A self-completion questionnaire was administered to 200 respondents. Factor analysis and other statistical analyses were applied to test hypotheses. The results suggested that the quality of the product was the most important factor when consumers purchase fashion brand products with high level of responsibility towards unethical practices but surprisingly favourability for fast fashion. Unexpectedly, it was shown that consumers took the plenty of blame, but not much responsibility on buying fast fashion evading their responsibility to CSR ad, and their purchase intentions remained unchanged. The result, on the other hand, showed that fashion CSR ads can significantly moderate individuals’ emotions even though this had no significant correlation with the purchase intentions. Despite the limited sample size and geographical region, this research has important implications for contemporary fashion brands that use ad framing to understand how consumers’ involvement and concernedness toward the CSR actions in ad, influence their favourability (purchase intention) for fashion brands.

Keywords: Framing effect, CSR advertisements, consumer behaviour, purchase intention.

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Authors: K. A. Sumitra Devi, N. P. Banashree, Annamma Abraham

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Partitioning is a critical area of VLSI CAD. In order to build complex digital logic circuits its often essential to sub-divide multi -million transistor design into manageable Pieces. This paper looks at the various partitioning techniques aspects of VLSI CAD, targeted at various applications. We proposed an evolutionary time-series model and a statistical glitch prediction system using a neural network with selection of global feature by making use of clustering method model, for partitioning a circuit. For evolutionary time-series model, we made use of genetic, memetic & neuro-memetic techniques. Our work focused in use of clustering methods - K-means & EM methodology. A comparative study is provided for all techniques to solve the problem of circuit partitioning pertaining to VLSI design. The performance of all approaches is compared using benchmark data provided by MCNC standard cell placement benchmark net lists. Analysis of the investigational results proved that the Neuro-memetic model achieves greater performance then other model in recognizing sub-circuits with minimum amount of interconnections between them.

Keywords: VLSI, circuit partitioning, memetic algorithm, genetic algorithm.

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Authors: Hidehiko Okada

Abstract:

The author previously proposed an extension of differential evolution. The proposed method extends the processes of DE to handle interval numbers as genotype values so that DE can be applied to interval-valued optimization problems. The interval DE can employ either of two interval models, the lower and upper model or the center and width model, for specifying genotype values. Ability of the interval DE in searching for solutions may depend on the model. In this paper, the author compares the two models to investigate which model contributes better for the interval DE to find better solutions. Application of the interval DE is evolutionary training of interval-valued neural networks. A result of preliminary study indicates that the CW model is better than the LU model: the interval DE with the CW model could evolve better neural networks. 

Keywords: Evolutionary algorithms, differential evolution, neural network, neuroevolution, interval arithmetic.

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Authors: M. Cermak, T. Karasek, J. Rojicek

Abstract:

The key role in phenomenological modelling of cyclic plasticity is good understanding of stress-strain behaviour of given material. There are many models describing behaviour of materials using numerous parameters and constants. Combination of individual parameters in those material models significantly determines whether observed and predicted results are in compliance. Parameter identification techniques such as random gradient, genetic algorithm and sensitivity analysis are used for identification of parameters using numerical modelling and simulation. In this paper genetic algorithm and sensitivity analysis are used to study effect of 4 parameters of modified AbdelKarim-Ohno cyclic plasticity model. Results predicted by Finite Element (FE) simulation are compared with experimental data from biaxial ratcheting test with semi-elliptical loading path.

Keywords: Genetic algorithm, sensitivity analysis, inverse approach, finite element method, cyclic plasticity, ratcheting.

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Authors: Josiel Delgadillo, Johnson Kinyua, Charles Mutigwe

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The purpose of sentiment analysis is to determine the sentiment strength (e.g., positive, negative, neutral) from a textual source for good decision-making. Natural Language Processing (NLP) in domains such as financial markets requires knowledge of domain ontology, and pre-trained language models, such as BERT, have made significant breakthroughs in various NLP tasks by training on large-scale un-labeled generic corpora such as Wikipedia. However, sentiment analysis is a strong domain-dependent task. The rapid growth of social media has given users a platform to share their experiences and views about products, services, and processes, including financial markets. StockTwits and Twitter are social networks that allow the public to express their sentiments in real time. Hence, leveraging the success of unsupervised pre-training and a large amount of financial text available on social media platforms could potentially benefit a wide range of financial applications. This work is focused on sentiment analysis using social media text on platforms such as StockTwits and Twitter. To meet this need, SkyBERT, a domain-specific language model pre-trained and fine-tuned on financial corpora, has been developed. The results show that SkyBERT outperforms current state-of-the-art models in financial sentiment analysis. Extensive experimental results demonstrate the effectiveness and robustness of SkyBERT.

Keywords: BERT, financial markets, Twitter, sentiment analysis.

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Authors: Tianlai Yu, Zhengguo Yuan, Sidi Shan

Abstract:

Adopting the measured constitutive relationship of stress-strain of river ice, the finite element analysis model of percussive force of river ice and pier is established, by the explicit dynamical analysis software package LS-DYNA. Effects of element types, contact method and arithmetic of ice and pier, coupled modes between different elements, mesh density of pier, and ice sheet in contact area on the collision force are studied. Some of measures for the collision force analysis of river ice and pier are proposed as follows: bridge girder can adopt beam161 element with 3-node; pier below the line of 1.30m above ice surface and ice sheet use solid164 element with 8-node; in order to accomplish the connection of different elements, the rigid body with 0.01-0.05m thickness is defined between solid164 and beam161; the contact type of ice and pier adopts AUTOMATIC_SURFACE_TO_SURFACE, using symmetrical penalty function algorithms; meshing size of pier below the line of 1.30m above ice surface should not less than 0.25×0.25×0.5m3. The simulation results have the advantage of high precision by making a comparison between measured and computed data. The research results can be referred for collision force study between river ice and pier.

Keywords: River ice, collision force, simulation analysis, ANSYS/LS-DYNA

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Authors: Alexander Buhr, Klaus Ehrenfried

Abstract:

Trackside induced airflow velocities, also known as slipstream velocities, are an important criterion for the design of high-speed trains. The maximum permitted values are given by the Technical Specifications for Interoperability (TSI) and have to be checked in the approval process. For train manufactures it is of great interest to know in advance, how new train geometries would perform in TSI tests. The Reynolds number in moving model experiments is lower compared to full-scale. Especially the limited model length leads to a thinner boundary layer at the rear end. The hypothesis is that the boundary layer rolls up to characteristic flow structures in the train wake, in which the maximum flow velocities can be observed. The idea is to enlarge the boundary layer using roughness elements at the train model head so that the ratio between the boundary layer thickness and the car width at the rear end is comparable to a full-scale train. This may lead to similar flow structures in the wake and better prediction accuracy for TSI tests. In this case, the design of the roughness elements is limited by the moving model rig. Small rectangular roughness shapes are used to get a sufficient effect on the boundary layer, while the elements are robust enough to withstand the high accelerating and decelerating forces during the test runs. For this investigation, High-Speed Particle Image Velocimetry (HS-PIV) measurements on an ICE3 train model have been realized in the moving model rig of the DLR in Göttingen, the so called tunnel simulation facility Göttingen (TSG). The flow velocities within the boundary layer are analysed in a plain parallel to the ground. The height of the plane corresponds to a test position in the EN standard (TSI). Three different shapes of roughness elements are tested. The boundary layer thickness and displacement thickness as well as the momentum thickness and the form factor are calculated along the train model. Conditional sampling is used to analyse the size and dynamics of the flow structures at the time of maximum velocity in the train wake behind the train. As expected, larger roughness elements increase the boundary layer thickness and lead to larger flow velocities in the boundary layer and in the wake flow structures. The boundary layer thickness, displacement thickness and momentum thickness are increased by using larger roughness especially when applied in the height close to the measuring plane. The roughness elements also cause high fluctuations in the form factors of the boundary layer. Behind the roughness elements, the form factors rapidly are approaching toward constant values. This indicates that the boundary layer, while growing slowly along the second half of the train model, has reached a state of equilibrium.

Keywords: Boundary layer, high-speed PIV, ICE3, moving train model, roughness elements.

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Authors: Mohd.F.Shabir, P. Tamilporai, B. Rajendra Prasath

Abstract:

The fundamental aim of extended expansion concept is to achieve higher work done which in turn leads to higher thermal efficiency. This concept is compatible with the application of turbocharger and LHR engine. The Low Heat Rejection engine was developed by coating the piston crown, cylinder head inside with valves and cylinder liner with partially stabilized zirconia coating of 0.5 mm thickness. Extended expansion in diesel engines is termed as Miller cycle in which the expansion ratio is increased by reducing the compression ratio by modifying the inlet cam for late inlet valve closing. The specific fuel consumption reduces to an appreciable level and the thermal efficiency of the extended expansion turbocharged LHR engine is improved. In this work, a thermodynamic model was formulated and developed to simulate the LHR based extended expansion turbocharged direct injection diesel engine. It includes a gas flow model, a heat transfer model, and a two zone combustion model. Gas exchange model is modified by incorporating the Miller cycle, by delaying inlet valve closing timing which had resulted in considerable improvement in thermal efficiency of turbocharged LHR engines. The heat transfer model, calculates the convective and radiative heat transfer between the gas and wall by taking into account of the combustion chamber surface temperature swings. Using the two-zone combustion model, the combustion parameters and the chemical equilibrium compositions were determined. The chemical equilibrium compositions were used to calculate the Nitric oxide formation rate by assuming a modified Zeldovich mechanism. The accuracy of this model is scrutinized against actual test results from the engine. The factors which affect thermal efficiency and exhaust emissions were deduced and their influences were discussed. In the final analysis it is seen that there is an excellent agreement in all of these evaluations.

Keywords: Low Heat Rejection, Miller cycle.

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Authors: M. Graus, K. Westhoff, X. Xu

Abstract:

The climate change causes a change in all aspects of society. While the expansion of renewable energies proceeds, industry could not be convinced based on general studies about the potential of demand side management to reinforce smart grid considerations in their operational business. In this article, a procedure model for a case-specific data-driven decision support for industrial energy management based on a holistic data analytics approach is presented. The model is executed on the example of the strategic decision problem, to integrate the aspect of renewable energies into industrial energy management. This question is induced due to considerations of changing the electricity contract model from a standard rate to volatile energy prices corresponding to the energy spot market which is increasingly more affected by renewable energies. The procedure model corresponds to a data analytics process consisting on a data model, analysis, simulation and optimization step. This procedure will help to quantify the potentials of sustainable production concepts based on the data from a factory. The model is validated with data from a printer in analogy to a simple production machine. The overall goal is to establish smart grid principles for industry via the transformation from knowledge-driven to data-driven decisions within manufacturing companies.

Keywords: Data analytics, green production, industrial energy management, optimization, renewable energies, simulation.

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Authors: Batin Latif Aylak, Bernd Noche

Abstract:

Nowadays there are lots of applications of power and free conveyors in logistics. They are the most frequently used conveyor systems worldwide. Overhead conveyor technologies like power and free systems are used in the most intra-logistics applications in trade and industry. The automotive, food, beverage and textile industry as well as aeronautic catering or engineering are among the applications. Power and free systems employ different manufacturing intervals in manufacturing as well as in production as temporary store and buffer. Depending on the application area, power and free conveyors are equipped with target controls enabling complex distribution-and sorting tasks. This article introduces a new power and free conveyor design in intra-logistics and explains its components. According to the explanation of the components, a model is created by means of their technical characteristics. Through the CAD software, the model is visualized. After that, the static analysis is evaluated. This analysis helps the calculation of the mandatory state of structures under force action. This powerful model helps companies achieve lower development costs as well as quicker market maturity.

Keywords: Intra-logistics, material flow, power and free conveyor.

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Authors: S. K. Fasogbon, T. M. Oladosu, O. S. Osasuyi

Abstract:

Plastic extrusion has been an important process of plastic production since 19^th century. Meanwhile, in plastic extrusion process, wide variation in temperature along the extrudate usually leads to scraps formation on the side of finished products. To avoid this situation, there is a need to deeply understand temperature distribution along the extrudate in plastic extrusion process. This work developed an analytical model that predicts the temperature distribution over the billet (the polymers melt) along the extrudate during extrusion process with the limitation that the polymer in question does not cover biopolymer such as DNA. The model was solved and simulated. Results for two different plastic materials (polyvinylchloride and polycarbonate) using self-developed MATLAB code and a commercially developed software (ANSYS) were generated and ultimately compared. It was observed that there is a thermodynamic heat transfer from the entry level of the billet into the die down to the end of it. The graph plots indicate a natural exponential decay of temperature with time and along the die length, with the temperature being 413 K and 474 K for polyvinylchloride and polycarbonate respectively at the entry level and 299.3 K and 328.8 K at the exit when the temperature of the surrounding was 298 K. The extrusion model was validated by comparison of MATLAB code simulation with a commercially available ANSYS simulation and the results favourably agree. This work concludes that the developed mathematical model and the self-generated MATLAB code are reliable tools in predicting temperature distribution along the extrudate in plastic extrusion process.

Keywords: ANSYS, extrusion process, MATLAB, plastic making, thermal analysis.

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Authors: Kyoungwoo Park, Chol-Ho Hong, Ji-Won Han, Byeong-Sam Kim, Cha-Sik Park, Oh Kyung Kwon

Abstract:

Numerical analysis of flow characteristics and separation efficiency in a high-efficiency cyclone has been performed. Several models based on the experimental observation for a design purpose were proposed. However, the model is only estimated the cyclone's performance under the limited environments; it is difficult to obtain a general model for all types of cyclones. The purpose of this study is to find out the flow characteristics and separation efficiency numerically. The Reynolds stress model (RSM) was employed instead of a standard k-ε or a k-ω model which was suitable for isotropic turbulence and it could predict the pressure drop and the Rankine vortex very well. For small particles, there were three significant components (entrance of vortex finder, cone, and dust collector) for the particle separation. In the present work, the particle re-entraining phenomenon from the dust collector to the cyclone body was observed after considerable time. This re-entrainment degraded the separation efficiency and was one of the significant factors for the separation efficiency of the cyclone.

Keywords: CFD, High-efficiency cyclone, Pressure drop, Rankine vortex, Reynolds stress model (RSM), Separation efficiency.

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

Abstract:

Objective: This study explored the possibility of integrating Health Belief Concepts as additional predictors of intention to adopt a recommended diet-category within the Theory of Planned Behavior (TPB). Methods: The study adopted a Sequential Exploratory Mixed Methods approach. Qualitative data were generated on attitude, subjective norm, perceived behavioral control and perceptions on predetermined diet-categories including perceived susceptibility, perceived benefits, perceived severity and cues to action. Synthesis of qualitative data was done using constant comparative approach during phase 1. A survey tool developed from qualitative results was used to collect information on the same concepts across 237 legible Type 2 diabetics. Data analysis included use of Structural Equation Modeling in Analysis of Moment Structures to explore the possibility of including perceived susceptibility, perceived benefits, perceived severity and cues to action as additional intention predictors in a single nested model. Results: Two models-one nested based on the traditional TPB model {χ2=223.3, df = 77, p = .02, χ2/df = 2.9; TLI = .93; CFI =.91; RMSEA (90CI) = .090(.039, .146)} and the newly proposed Planned Behavior Health Belief Model (PBHB) {χ2 = 743.47, df = 301, p = .019; TLI = .90; CFI=.91; RMSEA (90CI) = .079(.031, .14)} passed the goodness of fit tests based on common fit indicators used. Conclusion: The newly developed PBHB Model ranked higher than the traditional TPB model with reference made to chi-square ratios (PBHB: χ2/df = 2.47; p=0.19 against TPB: χ2/df = 2.9, p=0.02). The integrated model can be used to motivate Type 2 diabetics towards healthy eating.

Keywords: Theory, intention, predictors, mixed methods design.

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Authors: Changjin Xu, Peiluan Li

Abstract:

In this paper, we study the stability of a fractional order delayed predator-prey model. By using the Laplace transform, we introduce a characteristic equation for the above system. It is shown that if all roots of the characteristic equation have negative parts, then the equilibrium of the above fractional order predator-prey system is Lyapunov globally asymptotical stable. An example is given to show the effectiveness of the approach presented in this paper.

Keywords: Fractional predator-prey model, laplace transform, characteristic equation.

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Authors: Y. T. Ku, S. W. Chen, J. R. Wang, C. Shih, Y. F. Chang

Abstract:

In order to respond the policy decision of non-nuclear homes, Tai Power Company (TPC) will provide the decommissioning project of Kuosheng Nuclear power plant (KSNPP) to meet the regulatory requirement in near future. In this study, the computational fluid dynamics (CFD) methodology has been employed to develop a flow prediction model for boiling water reactor (BWR) with upper pool under decommissioning stage. The model can be utilized to investigate the flow behavior as the vessel combined with upper pool and continuity cooling system. At normal operating condition, different parameters are obtained for the full fluid area, including velocity, mass flow, and mixing phenomenon in the reactor pressure vessel (RPV) and upper pool. Through the efforts of the study, an integrated simulation model will be developed for flow field analysis of decommissioning KSNPP under normal operating condition. It can be expected that a basis result for future analysis application of TPC can be provide from this study.

Keywords: CFD, BWR, decommissioning, upper pool.

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Authors: Mansour Al Qubeissi, Sergei S. Sazhin, Cyril Crua, Morgan R. Heikal

Abstract:

This paper presents the application of the Discrete Component Model for heating and evaporation to multi-component biodiesel fuel droplets in direct injection internal combustion engines. This model takes into account the effects of temperature gradient, recirculation and species diffusion inside droplets. A distinctive feature of the model used in the analysis is that it is based on the analytical solutions to the temperature and species diffusion equations inside the droplets. Nineteen types of biodiesel fuels are considered. It is shown that a simplistic model, based on the approximation of biodiesel fuel by a single component or ignoring the diffusion of components of biodiesel fuel, leads to noticeable errors in predicted droplet evaporation time and time evolution of droplet surface temperature and radius.

Keywords: Heat/Mass Transfer, Biodiesel, Multi-component Fuel, Droplet, Evaporation.

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Authors: D. A. Farinde

Abstract:

One of the most significant threats to the economy of a nation is the bankruptcy of its banks. This study evaluates the susceptibility of Nigerian banks to failure with a view to identifying ratios and financial data that are sensitive to solvency of the bank. Further, a predictive model is generated to guide all stakeholders in the industry. Thirty quoted banks that had published Annual Reports for the year preceding the consolidation i.e. year 2004 were selected. They were examined for distress using the Multilayer Perceptron Neural Network Analysis. The model was used to analyze further reforms by the Central Bank of Nigeria using published Annual Reports of twenty quoted banks for the year 2008 and 2011. The model can thus be used for future prediction of failure in the Nigerian banking system.

Keywords: Bank, Bankruptcy, Financial Ratios, Neural Network, Multilayer Perceptron, Predictive Model

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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: M. Klimavicius

Abstract:

This paper proposes a modeling methodology for the development of data analysis solution. The Author introduce the approach to address data warehousing issues at the at enterprise level. The methodology covers the process of the requirements eliciting and analysis stage as well as initial design of data warehouse. The paper reviews extended business process model, which satisfy the needs of data warehouse development. The Author considers that the use of business process models is necessary, as it reflects both enterprise information systems and business functions, which are important for data analysis. The Described approach divides development into three steps with different detailed elaboration of models. The Described approach gives possibility to gather requirements and display them to business users in easy manner.

Keywords: Data warehouse, data analysis, business processmanagement.

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Authors: Yanshuang Zhang, Byungho Jeong

Abstract:

Data Envelopment Analysis (DEA) is a methodology that computes efficiency values for decision making units (DMU) in a given period by comparing the outputs with the inputs. In many cases, there are some time lag between the consumption of inputs and the production of outputs. For a long-term research project, it is hard to avoid the production lead time phenomenon. This time lag effect should be considered in evaluating the performance of organizations. This paper suggests a model to calculate efficiency values for the performance evaluation problem with time lag. In the experimental part, the proposed methods are compared with the CCR and an existing time lag model using the data set of the 21st century frontier R&D program which is a long-term national R&D program of Korea.

Keywords: DEA, Efficiency, Time Lag

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Authors: M. K. Pradhan, C. K. Biswas

Abstract:

In this research, Response Surface Methodology (RSM) is used to investigate the effect of four controllable input variables namely: discharge current, pulse duration, pulse off time and applied voltage Surface Roughness (SR) of on Electrical Discharge Machined surface. To study the proposed second-order polynomial model for SR, a Central Composite Design (CCD) is used to estimation the model coefficients of the four input factors, which are alleged to influence the SR in Electrical Discharge Machining (EDM) process. Experiments were conducted on AISI D2 tool steel with copper electrode. The response is modeled using RSM on experimental data. The significant coefficients are obtained by performing Analysis of Variance (ANOVA) at 5% level of significance. It is found that discharge current, pulse duration, and pulse off time and few of their interactions have significant effect on the SR. The model sufficiency is very satisfactory as the Coefficient of Determination (R2) is found to be 91.7% and adjusted R2-statistic (R2 adj ) 89.6%.

Keywords: Electrical discharge machining, surface roughness, response surface methodology, ANOVA, central composite design.

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Authors: Nuraini Yusoff, Harun Budin, Salemah Ismail

Abstract:

Identifying parameters in an epidemic model is one of the important aspect of modeling. In this paper, we suggest a method to identify the transmission rate by using the multistage Adomian decomposition method. As a case study, we use the data of the reported dengue fever cases in the city of Shah Alam, Malaysia. The result obtained fairly represents the actual situation. However, in the SIR model, this method serves as an alternative in parameter identification and enables us to make necessary analysis for a smaller interval.

Keywords: dengue fever, multistage Adomian decomposition method, Shah Alam, SIR model

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