Search results for: World food model.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 9194

Search results for: World food model.

8354 Optimized Calculation of Hourly Price Forward Curve (HPFC)

Authors: Ahmed Abdolkhalig

Abstract:

This paper examines many mathematical methods for molding the hourly price forward curve (HPFC); the model will be constructed by numerous regression methods, like polynomial regression, radial basic function neural networks & a furrier series. Examination the models goodness of fit will be done by means of statistical & graphical tools. The criteria for choosing the model will depend on minimize the Root Mean Squared Error (RMSE), using the correlation analysis approach for the regression analysis the optimal model will be distinct, which are robust against model misspecification. Learning & supervision technique employed to determine the form of the optimal parameters corresponding to each measure of overall loss. By using all the numerical methods that mentioned previously; the explicit expressions for the optimal model derived and the optimal designs will be implemented.

Keywords: Forward curve, furrier series, regression, radial basic function neural networks.

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8353 Cities Simulation and Representation in Locative Games from the Perspective of Cultural Studies

Authors: B. A. A. Paixão, J. V. B. Gomide

Abstract:

This work aims to analyze the locative structure used by the locative games of the company Niantic. To fulfill this objective, a literature review on the representation and simulation of cities was developed; interviews with Ingress players and playing Ingress. Relating these data, it was possible to deepen the relationship between the virtual and the real to create the simulation of cities and their cultural objects in locative games. Cities representation associates geo-location provided by the Global Positioning System (GPS), with augmented reality and digital image, and provides a new paradigm in the city interaction with its parts and real and virtual world elements, homeomorphic to real world. Bibliographic review of papers related to the representation and simulation study and their application in locative games was carried out and is presented in the present paper. The cities representation and simulation concepts in locative games, and how this setting enables the flow and immersion in urban space, are analyzed. Some examples of games are discussed for this new setting development, which is a mix of real and virtual world. Finally, it was proposed a Locative Structure for electronic games using the concepts of heterotrophic representations and isotropic representations conjoined with immediacy and hypermediacy.

Keywords: Cities representation, city simulation, games simulation, locative games.

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8352 A Business Model Design Process for Social Enterprises: The Critical Role of the Environment

Authors: Hadia Abdel Aziz, Raghda El Ebrashi

Abstract:

Business models are shaped by their design space or the environment they are designed to be implemented in. The rapidly changing economic, technological, political, regulatory and market external environment severely affects business logic. This is particularly true for social enterprises whose core mission is to transform their environments, and thus, their whole business logic revolves around the interchange between the enterprise and the environment. The context in which social business operates imposes different business design constraints while at the same time, open up new design opportunities. It is also affected to a great extent by the impact that successful enterprises generate; a continuous loop of interaction that needs to be managed through a dynamic capability in order to generate a lasting powerful impact. This conceptual research synthesizes and analyzes literature on social enterprise, social enterprise business models, business model innovation, business model design, and the open system view theory to propose a new business model design process for social enterprises that takes into account the critical role of environmental factors. This process would help the social enterprise develop a dynamic capability that ensures the alignment of its business model to its environmental context, thus, maximizing its probability of success.

Keywords: Social enterprise, business model, business model design.

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8351 Modeling ICT Adoption Factors for the Preservation of Indigenous Knowledge

Authors: K.M. Ngcobo, S.D. Eyono Obono

Abstract:

Indigenous Knowledge (IK) has many social and economic benefits. However, IK is at the risk of extinction due to the difficulties to preserve it as most of the IK largely remains undocumented. This study aims to design a model of the factors affecting the adoption of Information and Communication Technologies (ICTs) for the preservation of IK. The proposed model is based on theoretical frameworks on ICT adoption. It was designed following a literature review of ICT adoption theories for households, and of the factors affecting ICT adoption for IK. The theory that fitted to the best all factors was then chosen as the basis for the proposed model. This study found that the Model of Adoption of Technology in Households (MATH) is the most suitable theoretical framework for modeling ICT adoption factors for the preservation of IK.

Keywords: Adoption factors, ICT adoption theories, Indigenous knowledge.

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8350 Advanced Model for Calculation of the Neutral Axis Shifting and the Wall Thickness Distribution in Rotary Draw Bending Processes

Authors: B. Engel, H. Hassan

Abstract:

Rotary draw bending is a method which is being used in tube forming. In the tube bending process, the neutral axis moves towards the inner arc and the wall thickness distribution changes for tube’s cross section. Thinning takes place in the outer arc of the tube (extrados) due to the stretching of the material, whereas thickening occurs in the inner arc of the tube (intrados) due to the comparison of the material. The calculations of the wall thickness distribution, neutral axis shifting, and strain distribution have not been accurate enough, so far. The previous model (the geometrical model) describes the neutral axis shifting and wall thickness distribution. The geometrical of the tube, bending radius and bending angle are considered in the geometrical model, while the influence of the material properties of the tube forming are ignored. The advanced model is a modification of the previous model using material properties that depends on the correction factor. The correction factor is a purely empirically determined factor. The advanced model was compared with the Finite element simulation (FE simulation) using a different bending factor (Bf =bending radius/ diameter of the tube), wall thickness (Wf = diameter of the tube/ wall thickness), and material properties (strain hardening exponent). Finite element model of rotary draw bending has been performed in PAM-TUBE program (version: 2012). Results from the advanced model resemble the FE simulation and the experimental test.

Keywords: Rotary draw bending, material properties, neutral axis shifting, wall thickness distribution.

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8349 Modeling Residential Space Heating Energy for Romania

Authors: Ion Smeureanu, Adriana Reveiu, Marian Dardala, Titus Felix Furtuna, Roman Kanala

Abstract:

This paper proposes a linear model for optimizing domestic energy consumption in Romania. The particularity of the model is that it is putting in competition both tangible technologies and thermal insulation projects with different financing modes. The model is optimizing the energy system by minimizing the global discounted cost in household sector, by integrating residential lighting, space heating, hot water, combined space heating – hot water, as well as space cooling, in a monolithic model. Another demand sector included is the passenger transport. This paper focuses on space heating part, analyzing technical and economic issues related to investment decisions to envelope and insulate buildings, in order to minimize energy consumption.

Keywords: Consumer behavior, energy modelling, Open Source Energy Modeling System (OSeMOSYS), MARKAL/TIMES Romanian energy model.

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8348 Phenomenological and Semi-microscopic Analysis for Elastic Scattering of Protons on 6,7Li

Authors: A. Amar, N. Burtebayev, Sh. Hamada, Kerimkulov Zhambul, N. Amangieldy

Abstract:

Analysis of the elastic scattering of protons on 6,7Li nuclei has been done in the framework of the optical model at the beam energies up to 50 MeV. Differential cross sections for the 6,7Li + p scattering were measured over the proton laboratory–energy range from 400 to 1050 keV. The elastic scattering of 6,7Li+p data at different proton incident energies have been analyzed using singlefolding model. In each case the real potential obtained from the folding model was supplemented by a phenomenological imaginary potential, and during the fitting process the real potential was normalized and the imaginary potential optimized. Normalization factor NR is calculated in the range between 0.70 and 0.84.

Keywords: scattering of protons on 6, 7Li nuclei, Esis88 Codesingle-folding model, phenomenological.

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8347 Problems and Possible Solutions with the Development of a Computer Model of Quantum Theory

Authors: Hans H. Diel

Abstract:

A computer model of Quantum Theory (QT) has been developed by the author. Major goal of the computer model was support and demonstration of an as large as possible scope of QT. This includes simulations for the major QT (Gedanken-) experiments such as, for example, the famous double-slit experiment. Besides the anticipated difficulties with (1) transforming exacting mathematics into a computer program, two further types of problems showed up, namely (2) areas where QT provides a complete mathematical formalism, but when it comes to concrete applications the equations are not solvable at all, or only with extremely high effort; (3) QT rules which are formulated in natural language and which do not seem to be translatable to precise mathematical expressions, nor to a computer program. The paper lists problems in all three categories and describes also the possible solutions or circumventions developed for the computer model.

Keywords: Computability, Foundation of Quantum Mechanics, Measurement Process, Modeling.

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8346 A New Hybrid Model with Passive Congregation for Stock Market Indices Prediction

Authors: Tarek Aboueldahab

Abstract:

In this paper, we propose a new hybrid learning model for stock market indices prediction by adding a passive congregation term to the standard hybrid model comprising Particle Swarm Optimization (PSO) with Genetic Algorithm (GA) operators in training Neural Networks (NN). This new passive congregation term is based on the cooperation between different particles in determining new positions rather than depending on the particles selfish thinking without considering other particles positions, thus it enables PSO to perform both the local and global search instead of only doing the local search. Experiment study carried out on the most famous European stock market indices in both long term and short term prediction shows significantly the influence of the passive congregation term in improving the prediction accuracy compared to standard hybrid model.

Keywords: Global Search, Hybrid Model, Passive Congregation, Stock Market Prediction.

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8345 Assessment of Channel Unavailability Effect on the Wireless Networks Teletraffic Modeling and Analysis

Authors: Eman S. El-Din, Hesham M. El-Badawy, Salwa H. Elramly

Abstract:

Whereas cellular wireless communication systems are subject to short-and long-term fading. The effect of wireless channel has largely been ignored in most of the teletraffic assessment researches. In this paper, a mathematical teletraffic model is proposed to estimate blocking and forced termination probabilities of cellular wireless networks as a result of teletraffic behavior as well as the outage of the propagation channel. To evaluate the proposed teletraffic model, gamma inter-arrival and general service time distributions have been considered based on wireless channel fading effect. The performance is evaluated and compared with the classical model. The proposed model is dedicated and investigated in different operational conditions. These conditions will consider not only the arrival rate process, but also, the different faded channels models.

Keywords: Cellular wireless networks, outage probability, traffic model, gamma inter-arrival distribution.

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8344 Decreasing Environmental Pollution in Superphosphate Production Using Apatite and Phosphorite Mixture

Authors: R. Guliyev

Abstract:

The enhanced need for food items is receiving more importance due to a gradual increase in the world population and, in this scenario, fertilizers play a very important role in agriculture. In this study, the production of the normal superphosphate was investigated with a continuous chamber method by adding potassium chloride to a mixture of Hibin apatite and Kingisepp phosphorite. In the experiments, the following parameters were selected: The concentration of sulfuric acid (54–66% (w/w)), the stoichiometric norm of sulfuric acid (100, 107, 110, 114% (w/w)), the ratio of apatite/phosphorite in the mixture of phosphate (95/5, 90/10, 85/15, 80/20, 75/25, 70/30, 65/35,60/40, 55/45, 50/50 (w/w)), potassium chloride/the mixture of phosphate (1/50, 2/50, 3/50,4/50, 5/50 (w/w)), and the reaction time (2–8 min). It was observed that by adding potassium chloride to a low-grade phosphorite and using it to substitute a fraction of high-grade apatite in the normal superphosphate production not only resulted in a high-quality product but also eliminated the waiting period for the maturation of superphosphate in the storage. The objective of this study was to produce a normal superphosphate fertilizer by using a continuous chamber method in order to accelerate the production process and to reduce the environmental pollution caused by fluoride gases by eliminating the maturation time in the storage.

Keywords: Continuous chamber method, environmental pollution, fluoride gases.

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8343 Definition and Implementation of a Simulation Model for the Physical Layer and the Radio Channel in Dedicated Short Range Communication Systems

Authors: Mounir Frikha, Michael Meincke, Semia Barouni

Abstract:

This paper proposes a vehicle-to-vehicle propagation model implemented with SDL. To estimate the channel characteristics for Inter-Vehicle communication, we first define a predicted propagation pathloss between the moving vehicles under three typical scenarios. A Ray-tracing method is used for the simple gamma model performance.

Keywords: Inter-vehicle communication (IVC), propagationmodel, road traffic, road vicinity, pathloss.

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8342 Transmission Performance Analysis for Live Broadcasting over IPTV Service in Telemedicine Applications

Authors: Jenny K. Ubaque, Edward P. Guillen, Juan S. Solórzano, Leonardo J. Ramírez

Abstract:

The health care must be a right for people around the world, but in order to guarantee the access to all, it is necessary to overcome geographical barriers. Telemedicine take advantage of Information Communication Technologies to deploy health care services around the world. To achieve those goals, it is necessary to use existing last mile solution to create access for home users, which is why is necessary to establish the channel characteristics for those kinds of services. This paper presents an analysis of network performance of last mile solution for the use of IPTV broadcasting with the application of streaming for telemedicine apps.

Keywords: Telemedicine, IPTV, GPON, ADSL2+, COAXIAL, Jumbogram.

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8341 Hybrid Quasi-Steady Thermal Lattice Boltzmann Model for Studying the Behavior of Oil in Water Emulsions Used in Machining Tool Cooling and Lubrication

Authors: W. Hasan, H. Farhat, A. Alhilo, L. Tamimi

Abstract:

Oil in water (O/W) emulsions are utilized extensively for cooling and lubricating cutting tools during parts machining. A robust Lattice Boltzmann (LBM) thermal-surfactants model, which provides a useful platform for exploring complex emulsions’ characteristics under variety of flow conditions, is used here for the study of the fluid behavior during conventional tools cooling. The transient thermal capabilities of the model are employed for simulating the effects of the flow conditions of O/W emulsions on the cooling of cutting tools. The model results show that the temperature outcome is slightly affected by reversing the direction of upper plate (workpiece). On the other hand, an important increase in effective viscosity is seen which supports better lubrication during the work.

Keywords: Hybrid lattice Boltzmann method, Gunstensen model, thermal, surfactant-covered droplet, Marangoni stress.

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8340 Modeling Prices of Electricity Futures at EEX

Authors: Robest Flasza, Milan Rippel, Jan Solc

Abstract:

The main aim of this paper is to develop and calibrate an econometric model for modeling prices of long term electricity futures contracts. The calibration of our model is performed on data from EEX AG allowing us to capture the specific features of German electricity market. The data sample contains several structural breaks which have to be taken into account for modeling. We model the data with an ARIMAX model which reveals high correlation between the price of electricity futures contracts and prices of LT futures contracts of fuels (namely coal, natural gas and crude oil). Besides this, also a share price index of representative electricity companies traded on Xetra, spread between 10Y and 1Y German bonds and exchange rate between EUR and USD appeared to have significant explanatory power over these futures contracts on EEX.

Keywords: electricity futures, EEX, ARIMAX, emissionallowances

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8339 The Application of Adaptive Tabu Search Algorithm and Averaging Model to the Optimal Controller Design of Buck Converters

Authors: T. Sopapirm, K-N. Areerak, K-L. Areerak, A. Srikaew

Abstract:

The paper presents the applications of artificial intelligence technique called adaptive tabu search to design the controller of a buck converter. The averaging model derived from the DQ and generalized state-space averaging methods is applied to simulate the system during a searching process. The simulations using such averaging model require the faster computational time compared with that of the full topology model from the software packages. The reported model is suitable for the work in the paper in which the repeating calculation is needed for searching the best solution. The results will show that the proposed design technique can provide the better output waveforms compared with those designed from the classical method.

Keywords: Buck converter, adaptive tabu search, DQ method, generalized state-space averaging method, modeling and simulation

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8338 Application of Granular Computing Paradigm in Knowledge Induction

Authors: Iftikhar U. Sikder

Abstract:

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

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

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8337 MABENA Strategic Management Model for Local Companies

Authors: Kaveh Mohammad Cyrus, Shadi Sanagoo

Abstract:

MABENA model is a complementary model in comparison with traditional models such as HCMS, CMS and etc. New factors, which have effects on preparation of strategic plans and their sequential order in MABENA model is the platform of presented road map in this paper.Study review shows, factors such as emerging new critical success factors for strategic planning, improvement of international strategic models, increasing the maturity of companies and emerging new needs leading to design a new model which can be responsible for new critical factors and solve the limitations of previous strategic management models. Preparation of strategic planning need more factors than introduced in traditional models. The needed factors includes determining future Critical Success Factors and competencies, defining key processes, determining the maturity of the processes, considering all aspects of the external environment etc. Description of aforementioned requirements, the outcomes and their order is developing and presenting the MABENA model-s road map in this paper. This study presents a road map for strategic planning of the Iranian organizations.

Keywords: Competitive Advantage, Process Maturity, StrategicPlanning, Strategic potential

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8336 Non-Circular Carbon Fiber Reinforced Polymers Chainring Failure Analysis

Authors: A. Elmikaty, Z. Thanawarothon, L. Mezeix

Abstract:

This paper presents a finite element model to simulate the teeth failure of non-circular composite chainring. Model consists of the chainring and a part of the chain. To reduce the size of the model, only the first 11 rollers are simulated. In order to validate the model, it is firstly applied to a circular aluminum chainring and evolution of the stress in the teeth is compared with the literature. Then, effect of the non-circular shape is studied through three different loading positions. Strength of non-circular composite chainring and failure scenario is investigated. Moreover, two composite lay-ups are proposed to observe the influence of the stacking. Results show that composite material can be used but the lay-up has a large influence on the strength. Finally, loading position does not have influence on the first composite failure that always occurs in the first tooth.

Keywords: CFRP, composite failure, FEA, non-circular chainring.

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8335 Solvent Effect on Antioxidant Activity and Total Phenolic Content of Betula alba and Convolvulus arvensi

Authors: Mohd Azman A. Nurul, Husni Shafik, Almajano P. Maria, Gallego G. Maria

Abstract:

The potential of using herbal Betula alba (BA) and Convolvulus arvensis (CA) as a natural antioxidant for food applications were investigated. Each plant extract was prepared by using pure ethanol, different concentration of ethanol aqueous solutions, including 50% and 75%, 50% methanol aqueous and water. Total phenolic content (TPC) was determined using Folin–Ciocalteau method and antioxidant activity were analyzed by 2,2-diphenyl-1-picrylhydrazyl (DPPH) radicals, trolox equivalent antioxidant capacity (TEAC), Oxygen radical absorbance capacity (ORAC) and ferric reducing antioxidant power (FRAP) respectively. Ethanol extract of CA exhibited the highest TPC and antioxidant activity; however BA showed varies of antioxidant activity value in each assay. The BA and CA exhibit the potential sources of natural antioxidant for food commodities.

Keywords: Solvent effect, Antioxidant activity, Betula Alba, Convolvulus arvensis, Total Phenolic Content.

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8334 Constructing a Suitable Model of Distance Training for Community Leader in the Upper Northeastern Region

Authors: Teerawach Khamkorn, Laongtip Mathurasa, Savittree Rochanasmita Arnold, Witthaya Mekhum

Abstract:

The objective of this research intends to create a suitable model of distance training for community leaders in the upper northeastern region of Thailand. The implementation of the research process is divided into four steps: The first step is to analyze relevant documents. The second step deals with an interview in depth with experts. The third step is concerned with constructing a model. And the fourth step takes aim at model validation by expert assessments. The findings reveal the two important components for constructing an appropriate model of distance training for community leaders in the upper northeastern region. The first component consists of the context of technology management, e.g., principle, policy and goals. The second component can be viewed in two ways. Firstly, there are elements comprising input, process, output and feedback. Secondly, the sub-components include steps and process in training. The result of expert assessments informs that the researcher-s constructed model is consistent and suitable and overall the most appropriate.

Keywords: Constructing, Distance Training, Management, Technology.

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8333 Mathematical Modeling of Human Cardiovascular System: A Lumped Parameter Approach and Simulation

Authors: Ketan Naik, P. H. Bhathawala

Abstract:

The purpose of this work is to develop a mathematical model of Human Cardiovascular System using lumped parameter method. The model is divided in three parts: Systemic Circulation, Pulmonary Circulation and the Heart. The established mathematical model has been simulated by MATLAB software. The innovation of this study is in describing the system based on the vessel diameters and simulating mathematical equations with active electrical elements. Terminology of human physical body and required physical data like vessel’s radius, thickness etc., which are required to calculate circuit parameters like resistance, inductance and capacitance, are proceeds from well-known medical books. The developed model is useful to understand the anatomic of human cardiovascular system and related syndromes. The model is deal with vessel’s pressure and blood flow at certain time.

Keywords: Cardiovascular system, lumped parameter method, mathematical modeling, simulation.

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8332 Novel Hybrid Method for Gene Selection and Cancer Prediction

Authors: Liping Jing, Michael K. Ng, Tieyong Zeng

Abstract:

Microarray data profiles gene expression on a whole genome scale, therefore, it provides a good way to study associations between gene expression and occurrence or progression of cancer. More and more researchers realized that microarray data is helpful to predict cancer sample. However, the high dimension of gene expressions is much larger than the sample size, which makes this task very difficult. Therefore, how to identify the significant genes causing cancer becomes emergency and also a hot and hard research topic. Many feature selection algorithms have been proposed in the past focusing on improving cancer predictive accuracy at the expense of ignoring the correlations between the features. In this work, a novel framework (named by SGS) is presented for stable gene selection and efficient cancer prediction . The proposed framework first performs clustering algorithm to find the gene groups where genes in each group have higher correlation coefficient, and then selects the significant genes in each group with Bayesian Lasso and important gene groups with group Lasso, and finally builds prediction model based on the shrinkage gene space with efficient classification algorithm (such as, SVM, 1NN, Regression and etc.). Experiment results on real world data show that the proposed framework often outperforms the existing feature selection and prediction methods, say SAM, IG and Lasso-type prediction model.

Keywords: Gene Selection, Cancer Prediction, Lasso, Clustering, Classification.

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8331 Acausal and Causal Model Construction with FEM Approach Using Modelica

Authors: Oke Oktavianty, Tadayuki Kyoutani, Shigeyuki Haruyama, Junji Kaneko, Ken Kaminishi

Abstract:

Modelica has many advantages and it is very useful in modeling and simulation especially for the multi-domain with a complex technical system. However, the big obstacle for a beginner is to understand the basic concept and to build a new system model for a real system. In order to understand how to solve the simple circuit model by hand translation and to get a better understanding of how modelica works, we provide a detailed explanation about solver ordering system in horizontal and vertical sorting and make some proposals for improvement. In this study, some difficulties in using modelica software with the original concept and the comparison with Finite Element Method (FEM) approach is discussed. We also present our textual modeling approach using FEM concept for acausal and causal model construction. Furthermore, simulation results are provided that demonstrate the comparison between using textual modeling with original coding in modelica and FEM concept.

Keywords: FEM, acausal model, modelica, horizontal and vertical sorting.

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8330 Optimal Grid Scheduling Using Improved Artificial Bee Colony Algorithm

Authors: T. Vigneswari, M. A. Maluk Mohamed

Abstract:

Job Scheduling plays an important role for efficient utilization of grid resources available across different domains and geographical zones. Scheduling of jobs is challenging and NPcomplete. Evolutionary / Swarm Intelligence algorithms have been extensively used to address the NP problem in grid scheduling. Artificial Bee Colony (ABC) has been proposed for optimization problems based on foraging behaviour of bees. This work proposes a modified ABC algorithm, Cluster Heterogeneous Earliest First Min- Min Artificial Bee Colony (CHMM-ABC), to optimally schedule jobs for the available resources. The proposed model utilizes a novel Heterogeneous Earliest Finish Time (HEFT) Heuristic Algorithm along with Min-Min algorithm to identify the initial food source. Simulation results show the performance improvement of the proposed algorithm over other swarm intelligence techniques.

Keywords: Grid Computing, Grid Scheduling, Heterogeneous Earliest Finish Time (HEFT), Artificial Bee colony (ABC) Algorithm, Resource Management.

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8329 New Approach for the Modeling and the Implementation of the Object-Relational Databases

Authors: Amel Grissa-Touzi, Minyar Sassi

Abstract:

Conception is the primordial part in the realization of a computer system. Several tools have been used to help inventors to describe their software. These tools knew a big success in the relational databases domain since they permit to generate SQL script modeling the database from an Entity/Association model. However, with the evolution of the computer domain, the relational databases proved their limits and object-relational model became used more and more. Tools of present conception don't support all new concepts introduced by this model and the syntax of the SQL3 language. We propose in this paper a tool of help to the conception and implementation of object-relational databases called «NAVIGTOOLS" that allows the user to generate script modeling its database in SQL3 language. This tool bases itself on the Entity/Association and navigational model for modeling the object-relational databases.

Keywords: Abstract Data Table, Navigational model, Objectrelational databases, References.

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8328 Data Collection with Bounded-Sized Messages in Wireless Sensor Networks

Authors: Min Kyung An

Abstract:

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.

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8327 Hybrid Equity Warrants Pricing Formulation under Stochastic Dynamics

Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim

Abstract:

A warrant is a financial contract that confers the right but not the obligation, to buy or sell a security at a certain price before expiration. The standard procedure to value equity warrants using call option pricing models such as the Black–Scholes model had been proven to contain many flaws, such as the assumption of constant interest rate and constant volatility. In fact, existing alternative models were found focusing more on demonstrating techniques for pricing, rather than empirical testing. Therefore, a mathematical model for pricing and analyzing equity warrants which comprises stochastic interest rate and stochastic volatility is essential to incorporate the dynamic relationships between the identified variables and illustrate the real market. Here, the aim is to develop dynamic pricing formulations for hybrid equity warrants by incorporating stochastic interest rates from the Cox-Ingersoll-Ross (CIR) model, along with stochastic volatility from the Heston model. The development of the model involves the derivations of stochastic differential equations that govern the model dynamics. The resulting equations which involve Cauchy problem and heat equations are then solved using partial differential equation approaches. The analytical pricing formulas obtained in this study comply with the form of analytical expressions embedded in the Black-Scholes model and other existing pricing models for equity warrants. This facilitates the practicality of this proposed formula for comparison purposes and further empirical study.

Keywords: Cox-Ingersoll-Ross model, equity warrants, Heston model, hybrid models, stochastic.

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8326 The Profit Trend of Cosmetics Products Using Bootstrap Edgeworth Approximation

Authors: Edlira Donefski, Lorenc Ekonomi, Tina Donefski

Abstract:

Edgeworth approximation is one of the most important statistical methods that has a considered contribution in the reduction of the sum of standard deviation of the independent variables’ coefficients in a Quantile Regression Model. This model estimates the conditional median or other quantiles. In this paper, we have applied approximating statistical methods in an economical problem. We have created and generated a quantile regression model to see how the profit gained is connected with the realized sales of the cosmetic products in a real data, taken from a local business. The Linear Regression of the generated profit and the realized sales was not free of autocorrelation and heteroscedasticity, so this is the reason that we have used this model instead of Linear Regression. Our aim is to analyze in more details the relation between the variables taken into study: the profit and the finalized sales and how to minimize the standard errors of the independent variable involved in this study, the level of realized sales. The statistical methods that we have applied in our work are Edgeworth Approximation for Independent and Identical distributed (IID) cases, Bootstrap version of the Model and the Edgeworth approximation for Bootstrap Quantile Regression Model. The graphics and the results that we have presented here identify the best approximating model of our study.

Keywords: Bootstrap, Edgeworth approximation, independent and Identical distributed, quantile.

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8325 Large-Eddy Simulation of Hypersonic Configuration Aerodynamics

Authors: Huang Shengqin, Xiao Hong

Abstract:

LES with mixed subgrid-scale model has been used to simulate aerodynamic performance of hypersonic configuration. The simulation was conducted to replicate conditions and geometry of a model which has been previously tested. LES Model has been successful in predict pressure coefficient with the max error 1.5% besides afterbody. But in the high Mach number condition, it is poor in predict ability and product 12.5% error. The calculation error are mainly conducted by the distribution swirling. The fact of poor ability in the high Mach number and afterbody region indicated that the mixed subgrid-scale model should be improved in large eddied especially in hypersonic separate region. In the condition of attach and sideslip flight, the calculation results have waves. LES are successful in the prediction the pressure wave in hypersonic flow.

Keywords: Hypersonic, LES, mixed Subgrid-scale model, experiment.

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