Search results for: discrete choice model

Authors: F. Barzegar, M. H. Sheikhi

Abstract:

In the present work we model a Multiquantum Well structure Separate Absorption and Charge Multiplication Avalanche Photodiode (MQW-SACM-APD), while the Absorption region coincide with the MQW. We consider the nonuniformity of electric field using split-step method in active region. This model is based on the carrier rate equations in the different regions of the device. Using the model we obtain the photocurrent, and dark current. As an example, InGaAs/InP SACM-APD and MQW-SACM-APD are simulated. There is a good agreement between the simulation and experimental results.

Keywords: Avalanche Photodiode, Physical Model, MultiquantumWell, Split Step Method.

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Authors: Tea Poklepović, Zdravka Aljinović, Branka Marasović

Abstract:

Due to the importance of yield curve and its estimation it is inevitable to have valid methods for yield curve forecasting in cases when there are scarce issues of securities and/or week trade on a secondary market. Therefore in this paper, after the estimation of weekly yield curves on Croatian financial market from October 2011 to August 2012 using Nelson-Siegel and Svensson models, yield curves are forecasted using Vector autoregressive model and Neural networks. In general, it can be concluded that both forecasting methods have good prediction abilities where forecasting of yield curves based on Nelson Siegel estimation model give better results in sense of lower Mean Squared Error than forecasting based on Svensson model Also, in this case Neural networks provide slightly better results. Finally, it can be concluded that most appropriate way of yield curve prediction is Neural networks using Nelson-Siegel estimation of yield curves.

Keywords: Nelson-Siegel model, Neural networks, Svensson model, Vector autoregressive model, Yield curve.

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Authors: Jyh-Yang Wu, Sheng-Gwo Chen

Abstract:

In this paper, we present a simple effective numerical geometric method to estimate the divergence of a vector field over a curved surface. The conservation law is an important principle in physics and mathematics. However, many well-known numerical methods for solving diffusion equations do not obey conservation laws. Our presented method in this paper combines the divergence theorem with a generalized finite difference method and obeys the conservation law on discrete closed surfaces. We use the similar method to solve the Cahn-Hilliard equations on evolving spherical surfaces and observe stability results in our numerical simulations.

Keywords: Conservation laws, diffusion equations, Cahn-Hilliard Equations, evolving surfaces.

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Authors: Bilal Barakeh

Abstract:

In this paper we discuss the effect of unbounded particle interaction operator on particle growth and we study how this can address the choice of appropriate time steps of the numerical simulation. We provide also rigorous mathematical proofs showing that large particles become dominating with increasing time while small particles contribute negligibly. Second, we discuss the efficiency of the algorithm by performing numerical simulations tests and by comparing the simulated solutions with some known analytic solutions to the Smoluchowski equation.

Keywords: Stochastic processes, coagulation of particles, numerical scheme.

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Authors: S. Wongkoon, M. Pollar, M. Jaroensutasinee, K. Jaroensutasinee

Abstract:

This study aimed at developing a forecasting model on the number of Dengue Haemorrhagic Fever (DHF) incidence in Northern Thailand using time series analysis. We developed Seasonal Autoregressive Integrated Moving Average (SARIMA) models on the data collected between 2003-2006 and then validated the models using the data collected between January-September 2007. The results showed that the regressive forecast curves were consistent with the pattern of actual values. The most suitable model was the SARIMA(2,0,1)(0,2,0)12 model with a Akaike Information Criterion (AIC) of 12.2931 and a Mean Absolute Percent Error (MAPE) of 8.91713. The SARIMA(2,0,1)(0,2,0)12 model fitting was adequate for the data with the Portmanteau statistic Q20 = 8.98644 ( x20,95= 27.5871, P>0.05). This indicated that there was no significant autocorrelation between residuals at different lag times in the SARIMA(2,0,1)(0,2,0)12 model.

Keywords: Dengue, SARIMA, Time Series Analysis, Northern Thailand.

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Authors: I. Khutsishvili, G. Sirbiladze, B. Ghvaberidze

Abstract:

This work proposes a fuzzy methodology to support the investment decisions. While choosing among competitive investment projects, the methodology makes ranking of projects using the new aggregation OWA operator – AsPOWA, presented in the environment of possibility uncertainty. For numerical evaluation of the weighting vector associated with the AsPOWA operator the mathematical programming problem is constructed. On the basis of the AsPOWA operator the projects’ group ranking maximum criteria is constructed. The methodology also allows making the most profitable investments into several of the project using the method developed by the authors for discrete possibilistic bicriteria problems. The article provides an example of the investment decision-making that explains the work of the proposed methodology.

Keywords: Expert evaluations, investment decision making, OWA operator, possibility uncertainty.

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Authors: Masato Nishi, Tetsushi Kaburagi, Masashi Kurose, Tei Hirashima, Tetsusei Kurasiki

Abstract:

The process of thermoforming a carbon fiber reinforced thermoplastic (CFRTP) has increased its presence in the automotive industry for its wide applicability to the mass production car. A non-isothermal forming for CFRTP can shorten its cycle time to less than 1 minute. In this paper, the textile reinforcement FE model which the authors proposed in a previous work is extended to the CFRTP model for non-isothermal forming simulation. The effect of thermoplastic is given by adding shell elements which consider thermal effect to the textile reinforcement model. By applying Reuss model to the stress calculation of thermoplastic, the proposed model can accurately predict in-plane shear behavior, which is the key deformation mode during forming, in the range of the process temperature. Using the proposed model, thermoforming simulation was conducted and the results are in good agreement with the experimental results.

Keywords: Carbon fiber reinforced thermoplastic (CFRTP), Finite element analysis (FEA), Pre-impregnated textile composite, Non-isothermal forming.

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Authors: Masato Sasaki, Masayoshi Yamamoto

Abstract:

The majority of wireless power transfer (WPT) systems transfer power in a directional manner. This paper describes a discrete exciting voltage control technique for WPT via magnetic resonant coupling with two orthogonal transmitter coils (2D omni-directional WPT system) which can maximize the power transfer efficiency in response to the change of coupling status. The theory allows the equations of the efficiency of the system to be determined at all the rate of the mutual inductance. The calculated results are included to confirm the advantage to one directional WPT system and the validity of the theory and the equations.

Keywords: Wireless power transfer, orthogonal, omni-directional, efficiency.

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Authors: H. Z. Ulukan, E. Demircioğlu, M. Erol Genevois

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The scope of this paper and the aim of proposed model were to apply monetary Input –Output (I-O) analysis to point out the importance of reusing know-how and other requirements in order to reduce the production costs in a manufacturing process for a laptop computer. I-O approach using the monetary input-output model is employed to demonstrate the impacts of different factors in a manufacturing process. A sensitivity analysis showing the correlation between these different factors is also presented. It is expected that the recommended model would have an advantageous effect in the cost minimization process.

Keywords: Input-Output Analysis, Monetary Input-Output Model, Manufacturing Process, Laptop Computer.

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Authors: Moustafa S. El-Sammany

Abstract:

Flash floods are considered natural disasters that can cause casualties and demolishing of infra structures. The problem is that flash floods, particularly in arid and semi arid zones, take place in very short time. So, it is important to forecast flash floods earlier to its events with a lead time up to 48 hours to give early warning alert to avoid or minimize disasters. The flash flood took place over Wadi Watier - Sinai Peninsula, in October 24th, 2008, has been simulated, investigated and analyzed using the state of the art regional weather model. The Weather Research and Forecast (WRF) model, which is a reliable short term forecasting tool for precipitation events, has been utilized over the study area. The model results have been calibrated with the real data, for the same date and time, of the rainfall measurements recorded at Sorah gauging station. The WRF model forecasted total rainfall of 11.6 mm while the real measured one was 10.8 mm. The calibration shows significant consistency between WRF model and real measurements results.

Keywords: Early warning system, Flash floods forecasting, WadiWatier, WRF model.

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Authors: Nicolò Vaiana, Giorgio Serino

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The nonlinear time history analysis of seismically base-isolated structures can require a significant computational effort when the behavior of each seismic isolator is predicted by adopting the widely used differential equation Bouc-Wen model. In this paper, a nonlinear exponential model, able to simulate the response of seismic isolation bearings within a relatively large displacements range, is described and adopted in order to reduce the numerical computations and speed up the nonlinear dynamic analysis. Compared to the Bouc-Wen model, the proposed one does not require the numerical solution of a nonlinear differential equation for each time step of the analysis. The seismic response of a 3d base-isolated structure with a lead rubber bearing system subjected to harmonic earthquake excitation is simulated by modeling each isolator using the proposed analytical model. The comparison of the numerical results and computational time with those obtained by modeling the lead rubber bearings using the Bouc-Wen model demonstrates the good accuracy of the proposed model and its capability to reduce significantly the computational effort of the analysis.

Keywords: Base isolation, computational efficiency, nonlinear exponential model, nonlinear time history analysis.

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Authors: Bi-Huei Tsai

Abstract:

Prior research has not effectively investigated how the profitability of Chinese branches affect FDIs in China [1, 2], so this study for the first time incorporates realistic earnings information to systematically investigate effects of innovation, imitation, and profit factors of FDI diffusions from Taiwan to China. Our nonlinear least square (NLS) model, which incorporates earnings factors, forms a nonlinear ordinary differential equation (ODE) in numerical simulation programs. The model parameters are obtained through a genetic algorithms (GA) technique and then optimized with the collected data for the best accuracy. Particularly, Taiwanese regulatory FDI restrictions are also considered in our modified model to meet the realistic conditions. To validate the model-s effectiveness, this investigation compares the prediction accuracy of modified model with the conventional diffusion model, which does not take account of the profitability factors. The results clearly demonstrate the internal influence to be positive, as early FDI adopters- consistent praises of FDI attract potential firms to make the same move. The former erects a behavior model for the latter to imitate their foreign investment decision. Particularly, the results of modified diffusion models show that the earnings from Chinese branches are positively related to the internal influence. In general, the imitating tendency of potential consumers is substantially hindered by the losses in the Chinese branches, and these firms would invest less into China. The FDI inflow extension depends on earnings of Chinese branches, and companies will adjust their FDI strategies based on the returns. Since this research has proved that earning is an influential factor on FDI dynamics, our revised model explicitly performs superior in prediction ability than conventional diffusion model.

Keywords: diffusion model, genetic algorithms, nonlinear leastsquares (NLS) model, prediction error.

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Authors: Harsh Vikram Singh, S. P. Singh, Anand Mohan

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This paper discusses a new heavy tailed distribution based data hiding into discrete cosine transform (DCT) coefficients of image, which provides statistical security as well as robustness against steganalysis attacks. Unlike other data hiding algorithms, the proposed technique does not introduce much effect in the stegoimage-s DCT coefficient probability plots, thus making the presence of hidden data statistically undetectable. In addition the proposed method does not compromise on hiding capacity. When compared to the generic block DCT based data-hiding scheme, our method found more robust against a variety of image manipulating attacks such as filtering, blurring, JPEG compression etc.

Keywords: Information Security, Robust Steganography, Steganalysis, Pareto Probability Distribution function.

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Authors: Krishnamoorthy R, Rajavijayalakshmi K, Punidha R

Abstract:

In this paper, a near lossless image coding scheme based on Orthogonal Polynomials Transform (OPT) has been presented. The polynomial operators and polynomials basis operators are obtained from set of orthogonal polynomials functions for the proposed transform coding. The image is partitioned into a number of distinct square blocks and the proposed transform coding is applied to each of these individually. After applying the proposed transform coding, the transformed coefficients are rearranged into a sub-band structure. The Embedded Zerotree (EZ) coding algorithm is then employed to quantize the coefficients. The proposed transform is implemented for various block sizes and the performance is compared with existing Discrete Cosine Transform (DCT) transform coding scheme.

Keywords: Near-lossless Coding, Orthogonal Polynomials Transform, Embedded Zerotree Coding

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Authors: XueSong Yu, JiaFeng Liu, XiangLong Tang, JianHua Huang

Abstract:

For improving the efficiency of human 3D tracking, we present an algorithm to track 3D Arm Motion. First, the Hierarchy Limb Model (HLM) is proposed based on the human 3D skeleton model. Second, via graph decomposition, the arm motion state space, modeled by HLM, can be discomposed into two low dimension subspaces: root nodes and leaf nodes. Finally, Rao-Blackwellised Particle Filter is used to estimate the 3D arm motion. The result of experiment shows that our algorithm can advance the computation efficiency.

Keywords: Hierarchy Limb Model; Rao-Blackwellised Particle Filter; 3D tracking

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Authors: Luciana Abednego, Cecilia Nugraheni

Abstract:

There are many approaches proposed for solving Sudoku puzzles. One of them is by modelling the puzzles as block world problems. There have been three model for Sudoku solvers based on this approach. Each model expresses Sudoku solver as a parameterized multi agent systems. In this work, we propose a new model which is an improvement over the existing models. This paper presents the development of a Sudoku solver that implements all the proposed models. Some experiments have been conducted to determine the performance of each model.

Keywords: Sudoku puzzle, Sudoku solver, block world problem, parameterized multi agent systems.

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Authors: Tudor Barbu

Abstract:

We present a robust nonlinear parabolic partial differential equation (PDE)-based denoising scheme in this article. Our approach is based on a second-order anisotropic diffusion model that is described first. Then, a consistent and explicit numerical approximation algorithm is constructed for this continuous model by using the finite-difference method. Finally, our restoration experiments and method comparison, which prove the effectiveness of this proposed technique, are discussed in this paper.

Keywords: Image denoising and restoration, nonlinear PDE model, anisotropic diffusion, numerical approximation scheme, finite differences.

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Authors: Bruno Trstenjak, Dzenana Donko

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Data mining and classification of objects is the process of data analysis, using various machine learning techniques, which is used today in various fields of research. This paper presents a concept of hybrid classification model improved with the expert knowledge. The hybrid model in its algorithm has integrated several machine learning techniques (Information Gain, K-means, and Case-Based Reasoning) and the expert’s knowledge into one. The knowledge of experts is used to determine the importance of features. The paper presents the model algorithm and the results of the case study in which the emphasis was put on achieving the maximum classification accuracy without reducing the number of features.

Keywords: Case based reasoning, classification, expert's knowledge, hybrid model.

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Authors: J. P. Panda, K. Sasmal, H. V. Warrior

Abstract:

Eddy viscosity models in turbulence modeling can be mainly classified as linear and nonlinear models. Linear formulations are simple and require less computational resources but have the disadvantage that they cannot predict actual flow pattern in complex geophysical flows where streamline curvature and swirling motion are predominant. A constitutive equation of Reynolds stress anisotropy is adopted for the formulation of eddy viscosity including all the possible higher order terms quadratic in the mean velocity gradients, and a simplified model is developed for actual oceanic flows where only the vertical velocity gradients are important. The new model is incorporated into the one dimensional General Ocean Turbulence Model (GOTM). Two realistic oceanic test cases (OWS Papa and FLEX' 76) have been investigated. The new model predictions match well with the observational data and are better in comparison to the predictions of the two equation k-epsilon model. The proposed model can be easily incorporated in the three dimensional Princeton Ocean Model (POM) to simulate a wide range of oceanic processes. Practically, this model can be implemented in the coastal regions where trasverse shear induces higher vorticity, and for prediction of flow in estuaries and lakes, where depth is comparatively less. The model predictions of marine turbulence and other related data (e.g. Sea surface temperature, Surface heat flux and vertical temperature profile) can be utilized in short term ocean and climate forecasting and warning systems.

Keywords: Eddy viscosity, turbulence modeling, GOTM, CFD.

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Authors: H. Alaleh, N. Hedayat, A. Alaleh, H. Ayazi, A. Ruhani

Abstract:

Run-offs are considered as important hydrological factors in feasibility studies of river engineering and irrigation-related projects under arid and semi-arid condition. Flood control is one of the crucial factor, the management of which while mitigates its destructive consequences, abstracts considerable volume of renewable water resources. The methodology applied here was based on Mizumura, which applied a mathematical model for simple tank to simulate the rainfall-run-off process in a particular water basin using the data from the observational hydrograph. The model was applied in the Dez River water basin adjacent to Greater Dezful region, Iran in order to simulate and estimate the floods. Results indicated that the calculated hydrographs using the simple tank method, SCS-CN model and the observation hydrographs had a close proximity. It was also found that on average the flood time and discharge peaks in the simple tank were closer to the observational data than the CN method. On the other hand, the calculated flood volume in the CN model was significantly closer to the observational data than the simple tank model.

Keywords: Simple tank, Dez River, run-off, lag time, excess rainfall.

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Authors: Asif Mansoor, Nasiruddin Khan, Noreen Jamil

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In this communication a quantitative modeling approach is applied to construct model for the exchange of gases from open sewer channel to the atmosphere. The data for the exchange of gases of the open sewer channel for the year January 1979 to December 2006 is utilized for the construction of the model. The study reveals that stream flow of the open sewer channel exchanges the toxic gases continuously with time varying scale. We find that the quantitative modeling approach is more parsimonious model for these exchanges. The usual diagnostic tests are applied for the model adequacy. This model is beneficial for planner and managerial bodies for the improvement of implemented policies to overcome future environmental problems.

Keywords: Open sewer channel, Industrial waste, Municipalwaste, Gases exchange, Atmosphere, Stochastic models, Diagnosticschecks.

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Authors: Xiu Liu, Shouming Zhong, Xiuyong Ding

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This paper focuses on the problem of a common linear copositive Lyapunov function(CLCLF) existence for discrete-time switched positive linear systems(SPLSs) with bounded time-varying delays. In particular, applying system matrices, a special class of matrices are constructed in an appropriate manner. Our results reveal that the existence of a common copositive Lyapunov function can be related to the Schur stability of such matrices. A simple example is provided to illustrate the implication of our results.

Keywords: Common linear co-positive Lyapunov functions, positive systems, switched systems, delays.

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Authors: José Julio de C. Pituba

Abstract:

This work deals with the initial applications and formulation of an anisotropic plastic-damage constitutive model proposed for non-linear analysis of reinforced concrete structures submitted to a loading with change of the sign. The original constitutive model is based on the fundamental hypothesis of energy equivalence between real and continuous medium following the concepts of the Continuum Damage Mechanics. The concrete is assumed as an initial elastic isotropic medium presenting anisotropy, permanent strains and bimodularity (distinct elastic responses whether traction or compression stress states prevail) induced by damage evolution. In order to take into account the bimodularity, two damage tensors governing the rigidity in tension or compression regimes are introduced. Then, some conditions are introduced in the original version of the model in order to simulate the damage unilateral effect. The three-dimensional version of the proposed model is analyzed in order to validate its formulation when compared to micromechanical theory. The one-dimensional version of the model is applied in the analyses of a reinforced concrete beam submitted to a loading with change of the sign. Despite the parametric identification problems, the initial applications show the good performance of the model.

Keywords: Damage model, plastic strain, unilateral effect.

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Authors: Seong-Su Jeon, Seong-Jin Kim, Goon-Cherl Park

Abstract:

In this study, direct numerical simulation for the bubble condensation in the subcooled boiling flow was performed. The main goal was to develop the CFD modeling for the bubble condensation and to evaluate the accuracy of the VOF model with the developed CFD modeling. CFD modeling for the bubble condensation was developed by modeling the source terms in the governing equations of VOF model using UDF. In the modeling, the amount of condensation was determined using the interfacial heat transfer coefficient obtained from the bubble velocity, liquid temperature and bubble diameter every time step. To evaluate the VOF model using the CFD modeling for the bubble condensation, CFD simulation results were compared with SNU experimental results such as bubble volume and shape, interfacial area, bubble diameter and bubble velocity. Simulation results predicted well the behavior of the actual condensing bubble. Therefore, it can be concluded that the VOF model using the CFD modeling for the bubble condensation will be a useful computational fluid dynamics tool for analyzing the behavior of the condensing bubble in a wide range of the subcooled boiling flow.

Keywords: Bubble condensation, CFD modeling, Subcooled boiling flow, VOF model.

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Authors: Omid Heydarnia, Akbar Allahverdizadeh, Behnam Dadashzadeh, M. R. Sayyed Noorani

Abstract:

Underactuated biped robots control is one of the interesting topics in robotics. The main difficulties are its highly nonlinear dynamics, open-loop instability, and discrete event at the end of the gait. One of the methods to control underactuated systems is the partial feedback linearization, but it is not robust against uncertainties and disturbances that restrict its performance to control biped walking and running. In this paper, fuzzy partial feedback linearization is presented to overcome its drawback. Numerical simulations verify the effectiveness of the proposed method to generate stable and robust biped walking and running gaits.

Keywords: Underactuated system, biped robot, fuzzy control, partial feedback linearization.

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Authors: Jin Sung Kim, Hoon Huh

Abstract:

The material properties of OFHC copper film was investigated with the High-Speed Material Micro Testing Machine (HSMMTM) at the high strain rates. The rate-dependent stress-strain curves from the experiment and the Johnson−Cook curve fitting showed large discrepancies as the plastic strain increases since the constitutive model implies no rate-dependent strain hardening effect. A new constitutive model was proposed in consideration of rate-dependent strain hardening effect. The strain rate hardening term in the new constitutive model consists of the strain rate sensitivity coefficients of the yield strength and strain hardening.

Keywords: Rate dependent material properties, Dynamic constitutive model, OFHC copper film, Strain rate.

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Authors: Elangeshwaran Pathmanathan, Rosdiazli Ibrahim, Vijanth Sagayan Asirvadam

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This paper aims to develop a NOx emission model of an acid gas incinerator using Nelder-Mead least squares support vector regression (LS-SVR). Malaysia DOE is actively imposing the Clean Air Regulation to mandate the installation of analytical instrumentation known as Continuous Emission Monitoring System (CEMS) to report emission level online to DOE . As a hardware based analyzer, CEMS is expensive, maintenance intensive and often unreliable. Therefore, software predictive technique is often preferred and considered as a feasible alternative to replace the CEMS for regulatory compliance. The LS-SVR model is built based on the emissions from an acid gas incinerator that operates in a LNG Complex. Simulated Annealing (SA) is first used to determine the initial hyperparameters which are then further optimized based on the performance of the model using Nelder-Mead simplex algorithm. The LS-SVR model is shown to outperform a benchmark model based on backpropagation neural networks (BPNN) in both training and testing data.

Keywords: artificial neural networks, industrial pollution, predictive algorithms, support vector machines

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Authors: H. Rafiei, M. Rabbani

Abstract:

A novel concept to balance and tradeoff between make-to-stock and make-to-order has been hybrid MTS/MTO production context. One of the most important decisions involved in the hybrid MTS/MTO environment is determining whether a product is manufactured to stock, to order, or hybrid MTS/MTO strategy. In this paper, a model based on analytic network process is developed to tackle the addressed decision. Since the regarded decision deals with the uncertainty and ambiguity of data as well as experts- and managers- linguistic judgments, the proposed model is equipped with fuzzy sets theory. An important attribute of the model is its generality due to diverse decision factors which are elicited from the literature and developed by the authors. Finally, the model is validated by applying to a real case study to reveal how the proposed model can actually be implemented.

Keywords: Fuzzy analytic network process, Hybrid make-tostock/ make-to-order, Order partitioning, Production planning.

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Authors: M. S. Al-Qurashi

Abstract:

This work examines thermal convection in two porous layers. Flow in the upper layer is governed by Brinkman-s equations model and in the lower layer is governed by Darcy-s model. Legendre polynomials are used to obtain numerical solution when the lower layer is heated from below.

Keywords: Brinkman's law, Darcy's law, porous layers, Legendre polynomials, the Oberbeck-Boussineq approximation.

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Authors: Aymen Rhouma, Khaled Hcheichi, Sami Hafsi

Abstract:

The article presents an application of Fractional Model Predictive Control (FMPC) to a fractional order thermal system using Controlled Auto Regressive Integrated Moving Average (CARIMA) model obtained by discretization of a continuous fractional differential equation. Moreover, the output deviation approach is exploited to design the K -step ahead output predictor, and the corresponding control law is obtained by solving a quadratic cost function. Experiment results onto a thermal system are presented to emphasize the performances and the effectiveness of the proposed predictive controller.

Keywords: Fractional model predictive control, fractional order systems, thermal system.

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