Search results for: Optimization Model Reduction

Authors: Fatemeh Valizadeh Gamchi, Edward L. Boone

Abstract:

This research focuses on Lyme disease, a widespread infectious condition in the United States caused by the bacterium Borrelia burgdorferi sensu stricto. It is critical to identify environmental and economic elements that are contributing to the spread of the disease. This study examined data from Virginia to identify a subset of explanatory variables significant for Lyme disease case numbers. To identify relevant variables and avoid overfitting, linear poisson, and regularization regression methods such as ridge, lasso, and elastic net penalty were employed. Cross-validation was performed to acquire tuning parameters. The methods proposed can automatically identify relevant disease count covariates. The efficacy of the techniques was assessed using four criteria on three simulated datasets. Finally, using the Virginia Department of Health’s Lyme disease dataset, the study successfully identified key factors, and the results were consistent with previous studies.

Keywords: Lyme disease, Poisson generalized linear model, Ridge regression, Lasso Regression, elastic net regression.

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Authors: Emad S. Abouel Nasr, Abdulaziz M. El-Tamimi, Mustufa H. Abidi, Abdulrahman M. Al-Ahmari

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Virtual Assembly (VA) is one of the key technologies in advanced manufacturing field. It is a promising application of virtual reality in design and manufacturing field. It has drawn much interest from industries and research institutes in the last two decades. This paper describes a process for integrating an interactive Virtual Reality-based assembly simulation of a digital mockup with the CAD/CAM infrastructure. The necessary hardware and software preconditions for the process are explained so that it can easily be adopted by non VR experts. The article outlines how assembly simulation can improve the CAD/CAM procedures and structures; how CAD model preparations have to be carried out and which virtual environment requirements have to be fulfilled. The issue of data transfer is also explained in the paper. The other challenges and requirements like anti-aliasing and collision detection have also been explained. Finally, a VA simulation has been carried out for a ball valve assembly and a car door assembly with the help of Vizard virtual reality toolkit in a semi-immersive environment and their performance analysis has been done on different workstations to evaluate the importance of graphical processing unit (GPU) in the field of VA.

Keywords: Collision Detection, Graphical Processing Unit (GPU), Virtual Reality (VR), Virtual Assembly (VA).

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Authors: Elham Serkani, Hossein Gharaee Garakani, Naser Mohammadzadeh, Elaheh Vaezpour

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Intrusion detection systems (IDS) are the main components of network security. These systems analyze the network events for intrusion detection. The design of an IDS is through the training of normal traffic data or attack. The methods of machine learning are the best ways to design IDSs. In the method presented in this article, the pruning algorithm of C5.0 decision tree is being used to reduce the features of traffic data used and training IDS by the least square vector algorithm (LS-SVM). Then, the remaining features are arranged according to the predictor importance criterion. The least important features are eliminated in the order. The remaining features of this stage, which have created the highest level of accuracy in LS-SVM, are selected as the final features. The features obtained, compared to other similar articles which have examined the selected features in the least squared support vector machine model, are better in the accuracy, true positive rate, and false positive. The results are tested by the UNSW-NB15 dataset.

Keywords: Intrusion detection system, decision tree, support vector machine, feature selection.

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Authors: Ayman El-Garem, Riham Adel

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Digital transformation is about identifying the necessary changes of the entire business model, rethinking how to transform the traditional operations into digital ones that can create better value to its customers. Efforts are common across industries, but they often fail due to a lack of understanding of the factors required to focus on and change to be able to embark in digital transformation successfully. Further research is required to bridge the knowledge gap between academia and industry to support companies starting their digital transformation journey. To date there is no consensus on digital transformation key success factors. Therefore, the aim of this paper is to identify the success factors in digital transformation journey, throughout conducting a systematic literature review of 134 peer-reviewed articles to get better insights regarding the research progress in this field.  After completing the systematic literature review it will be followed by Delphi study to get experts consensus on the most significant factors affecting digital transformation implementation. The findings indicate that organizations undergoing digital transformation should focus mainly on (1) well managed digital transformation activities; (2) digital business strategy; (3) supportive culture; (4) top management support; (5) organizational change capabilities.

Keywords: Digital transformation, key success factors, literature review, Delphi study.

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Authors: Matthew Dickinson

Abstract:

A core/trunk exoskeleton design has been produced that is aimed to assist the raise to stand motion. A 3D model was produced to examine the use of additive manufacturing as a core method for producing structural components for the exoskeleton presented. The two materials that were modelled for this simulation work were Polylatic acid (PLA) and polyethylene terephthalate with carbon (PET-C), and the central spinal cord of the design being Nitrile rubber. The aim of this study was to examine the use of 3D printed materials as the main skeletal structure to support the core of a human when moving raising from a resting position. The objective in this work was to identify if the 3D printable materials could be offered as an equivalent alternative to conventional more expensive materials, thus allow for greater access for production for home maintenance. A maximum load of lift force was calculated, and this was incrementally reduced to study the effects on the material. The results showed a total number of 8 simulations were run to study the core in conditions with no muscular support through to 90% of operational support. The study presents work in the form of a core/trunk exoskeleton that presents 3D printing as a possible alternative to conventional manufacturing.

Keywords: 3D printing, Exo-Skeleton, PLA, PETC.

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Authors: R. Senthilkumar

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Most simple nonlinear thresholding rules for wavelet- based denoising assume that the wavelet coefficients are independent. However, wavelet coefficients of natural images have significant dependencies. This paper attempts to give a recipe for selecting one of the popular image-denoising algorithms based on VisuShrink, SureShrink, OracleShrink, BayesShrink and BiShrink and also this paper compares different Bivariate models used for image denoising applications. The first part of the paper compares different Shrinkage functions used for image-denoising. The second part of the paper compares different bivariate models and the third part of this paper uses the Bivariate model with modified marginal variance which is based on Laplacian assumption. This paper gives an experimental comparison on six 512x512 commonly used images, Lenna, Barbara, Goldhill, Clown, Boat and Stonehenge. The following noise powers 25dB,26dB, 27dB, 28dB and 29dB are added to the six standard images and the corresponding Peak Signal to Noise Ratio (PSNR) values are calculated for each noise level.

Keywords: BiShrink, Image-Denoising, PSNR, Shrinkage function

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Authors: K. Bommanna Raja, M.Madheswaran, K.Thyagarajah

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A higher order spline interpolated contour obtained with up-sampling of homogenously distributed coordinates for segmentation of kidney region in different classes of ultrasound kidney images has been developed and presented in this paper. The performance of the proposed method is measured and compared with modified snake model contour, Markov random field contour and expert outlined contour. The validation of the method is made in correspondence with expert outlined contour using maximum coordinate distance, Hausdorff distance and mean radial distance metrics. The results obtained reveal that proposed scheme provides optimum contour that agrees well with expert outlined contour. Moreover this technique helps to preserve the pixels-of-interest which in specific defines the functional characteristic of kidney. This explores various possibilities in implementing computer-aided diagnosis system exclusively for US kidney images.

Keywords: Ultrasound Kidney Image – Kidney Segmentation –Active Contour – Markov Random Field – Higher Order SplineInterpolation

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Authors: L. Khoshnevisan, H. R. Momeni, A. Ashraf-Modarres

Abstract:

One of the robust fault detection filter (RFDF) designing method is based on sliding-mode theory. The main purpose of our study is to introduce an innovative simplified reference residual model generator to formulate the RFDF as a sliding-mode observer without any manipulation package or transformation matrix, through which the generated residual signals can be evaluated. So the proposed design is more explicit and requires less design parameters in comparison with approaches requiring changing coordinates. To the best author's knowledge, this is the first time that the sliding mode technique is applied to detect actuator and sensor faults in a real boiler. The designing procedure is proposed in a drum boiler in Synvendska Kraft AB Plant in Malmo, Sweden as a multivariable and strongly coupled system. It is demonstrated that both sensor and actuator faults can robustly be detected. Also sensor faults can be diagnosed and isolated through this method.

Keywords: Boiler, fault detection, robustness, simplified sliding-mode observer.

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Authors: Christhu Raj M. R., Rajeev Sukumaran

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Underwater acoustic networks have attracted great attention in the last few years because of its numerous applications. High data rate can be achieved by efficiently modeling the physical layer in the network protocol stack. In Acoustic medium, propagation speed of the acoustic waves is dependent on many parameters such as temperature, salinity, density, and depth. Acoustic propagation speed cannot be modeled using standard empirical formulas such as Urick and Thorp descriptions. In this paper, we have modeled the acoustic channel using real time data of temperature, salinity, and speed of Bay of Bengal (Indian Coastal Region). We have modeled the acoustic channel by using Mackenzie speed equation and real time data obtained from National Institute of Oceanography and Technology. It is found that acoustic propagation speed varies between 1503 m/s to 1544 m/s as temperature and depth differs. The simulation results show that temperature, salinity, depth plays major role in acoustic propagation and data rate increases with appropriate data sets substituted in the simulated model.

Keywords: Underwater Acoustics, Mackenzie Speed Equation, Temperature, Salinity.

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Authors: A. Pourkamali Anaraki, M. Shahabizadeh, B. Babaee

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The plastic forming process of sheet plate takes an important place in forming metals. The traditional techniques of tool design for sheet forming operations used in industry are experimental and expensive methods. Prediction of the forming results, determination of the punching force, blank holder forces and the thickness distribution of the sheet metal will decrease the production cost and time of the material to be formed. In this paper, multi-stage deep drawing simulation of an Industrial Part has been presented with finite element method. The entire production steps with additional operations such as intermediate annealing and springback has been simulated by ABAQUS software under axisymmetric conditions. The simulation results such as sheet thickness distribution, Punch force and residual stresses have been extracted in any stages and sheet thickness distribution was compared with experimental results. It was found through comparison of results, the FE model have proven to be in close agreement with those of experiment.

Keywords: Deep drawing, Finite element method, Simulation.

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Authors: Artur Krukowski, Emmanouela Vogiatzaki

Abstract:

The article presents an ongoing work in research projects such as SCAN4RECO or ARCH, both funded by the European Commission under Horizon 2020 program. The former one concerns multimodal and multispectral scanning of Cultural Heritage assets for their digitization and conservation via spatiotemporal reconstruction and 3D printing, while the latter one aims to better preserve areas of cultural heritage from hazards and risks. It co-creates tools that would help pilot cities to save cultural heritage from the effects of climate change. It develops a disaster risk management framework for assessing and improving the resilience of historic areas to climate change and natural hazards. Tools and methodologies are designed for local authorities and practitioners, urban population, as well as national and international expert communities, aiding authorities in knowledge-aware decision making. In this article we focus on 3D modelling of object geometry using primarily photogrammetric methods to achieve very high model accuracy using consumer types of devices, attractive both to professions and hobbyists alike.

Keywords: 3D modeling, UAS, cultural heritage, preservation.

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Authors: G. C. Mahata, A. Goswami

Abstract:

This paper deals with infinite time horizon fuzzy Economic Order Quantity (EOQ) models for deteriorating items with  stock dependent demand rate and nonlinear holding costs by taking deterioration rate θ0 as a triangular fuzzy number  (θ0 −δ 1, θ0, θ0 +δ 2), where 1 2 0 0 <δ ,δ <θ are fixed real numbers. The traditional parameters such as unit cost and ordering  cost have been kept constant but holding cost is considered to vary. Two possibilities of variations in the holding cost function namely, a non-linear function of the length of time for which the item is held in stock and a non-linear function of the amount of on-hand inventory have been used in the models. The approximate optimal solution for the fuzzy cost functions in both these cases have been obtained and the effect of non-linearity in holding costs is studied with the help of a numerical example.

Keywords: Inventory Model, Deterioration, Holding Cost, Fuzzy Total Cost, Extension Principle.

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Authors: Rami El-Hajj Mohamad, Mahmoud Skafi, Ali Massoud Haidar

Abstract:

Several meteorological parameters were used for the  prediction of monthly average daily global solar radiation on  horizontal using recurrent neural networks (RNNs). Climatological  data and measures, mainly air temperature, humidity, sunshine  duration, and wind speed between 1995 and 2007 were used to design  and validate a feed forward and recurrent neural network based  prediction systems. In this paper we present our reference system  based on a feed-forward multilayer perceptron (MLP) as well as the  proposed approach based on an RNN model. The obtained results  were promising and comparable to those obtained by other existing  empirical and neural models. The experimental results showed the  advantage of RNNs over simple MLPs when we deal with time series  solar radiation predictions based on daily climatological data.

Keywords: Recurrent Neural Networks, Global Solar Radiation, Multi-layer perceptron, gradient, Root Mean Square Error.

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Authors: Md R. Bashar, Yan Li, Peng Wen

Abstract:

This study is to investigate the electroencephalogram (EEG) differences generated from a normal and Alzheimer-s disease (AD) sources. We also investigate the effects of brain tissue distortions due to AD on EEG. We develop a realistic head model from T1 weighted magnetic resonance imaging (MRI) using finite element method (FEM) for normal source (somatosensory cortex (SC) in parietal lobe) and AD sources (right amygdala (RA) and left amygdala (LA) in medial temporal lobe). Then, we compare the AD sourced EEGs to the SC sourced EEG for studying the nature of potential changes due to sources and 5% to 20% brain tissue distortions. We find an average of 0.15 magnification errors produced by AD sourced EEGs. Different brain tissue distortion models also generate the maximum 0.07 magnification. EEGs obtained from AD sources and different brain tissue distortion levels vary scalp potentials from normal source, and the electrodes residing in parietal and temporal lobes are more sensitive than other electrodes for AD sourced EEG.

Keywords: Alzheimer's disease (AD), brain tissue distortion, electroencephalogram, finite element method.

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Authors: M. Gooroochurn, M. Ovinis, D. Kerr, K. Bouazza-Marouf, M. Vloeberghs

Abstract:

A registration framework for image-guided robotic surgery is proposed for three emergency neurosurgical procedures, namely Intracranial Pressure (ICP) Monitoring, External Ventricular Drainage (EVD) and evacuation of a Chronic Subdural Haematoma (CSDH). The registration paradigm uses CT and white light as modalities. This paper presents two simulation studies for a preliminary evaluation of the registration protocol: (1) The loci of the Target Registration Error (TRE) in the patient-s axial, coronal and sagittal views were simulated based on a Fiducial Localisation Error (FLE) of 5 mm and (2) Simulation of the actual framework using projected views from a surface rendered CT model to represent white light images of the patient. Craniofacial features were employed as the registration basis to map the CT space onto the simulated intraoperative space. Photogrammetry experiments on an artificial skull were also performed to benchmark the results obtained from the second simulation. The results of both simulations show that the proposed protocol can provide a 5mm accuracy for these neurosurgical procedures.

Keywords: Image-guided Surgery, Multimodality Registration, Photogrammetry, Preoperative to Intraoperative Registration.

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Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. However, most of the option pricing models have no analytical solution. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.

Keywords: Integral differential equations, American options, jump–diffusion model, rational approximation.

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Authors: A. J. Sanda, O. Olowofeso, M. A. Adeleke, A. O Oso, S. O. Durosaro, M. O. Sanda

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A total of 150 meat type chickens comprising 50 each of Arbor Acre, Marshall and Ross were used for this study which lasted for 10 weeks at the Federal University of Agriculture, Abeokuta, Nigeria. Growth performance data were collected from the third week through week 10 and data obtained were analysed using the Generalized Linear Model Procedure. Heritability estimates (h2) for body dimensions carried out on the chicken strains ranged from low to high. Marshall broiler chicken strain had the highest h2 for body weight 0.46±0.04, followed by Arbor Acre and Ross with h2 being 0.38±0.12 and 0.26±0.06, respectively. The repeatability estimates for body weight in the three broiler strains were high, and it ranged from 0.70 at week 4 to 0.88 at week 10. Relationships between the body weight and linear body measurements in the broiler chicken strains were positive and highly significant (p > 0.05).

Keywords: Broiler chicken strains, heritability, repeatability, traits.

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Authors: K. N. Penna, J. P. English

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The destruction of the Juukan Gorge rock shelters in 2020 has catalysed impetus within Australian society for a significant change in engagement with Indigenous Peoples, and the approach to Indigenous cultural heritage, both within the Pilbara region and more broadly across Australia. Culture-based and people-centred approaches are inherent to inclusive sustainable development and Free, Prior, Informed Consent, outcomes encouraged by international and local recommendations on the human rights and cultural heritage preservation of Indigenous peoples. In this paper, we present an interpretive model of an evolved process for mining project development, incorporating culture-based and people-centred approaches, based on the Theory U system change method. The evolved process advocates a change in organisational mindset and culture, and a comprehensive understanding of Indigenous Peoples’ culture and values, as the foundations for increasing their influence and achieving mutually beneficial developments.

Keywords: Indigenous Engagement, mining industry, culture-based approach, people-centred approach, Theory U.

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Authors: Somenath Mukherjee, Raj Kumar Samanta, Gautam Sanyal

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Different services based on different switching techniques in wireless networks leads to drastic changes in the properties of network traffic. Because of these diversities in services, network traffic is expected to undergo qualitative and quantitative variations. Hence, assumption of traffic characteristics and the prediction of network events become more complex for the wireless networks. In this paper, the traffic characteristics have been studied by collecting traces from the mobile switching centre (MSC). The traces include initiation and termination time, originating node, home station id, foreign station id. Traffic parameters namely, call interarrival and holding times were estimated statistically. The results show that call inter-arrival and distribution time in this wireless network is heavy-tailed and follow gamma distributions. They are asymptotically long-range dependent. It is also found that the call holding times are best fitted with lognormal distribution. Based on these observations, an analytical model for performance estimation is also proposed.

Keywords: Wireless networks, traffic analysis, long-range dependence, heavy-tailed distribution.

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Authors: Mohamed Aymen Slim, Afef Abdelkrim, Mohamed Benrejeb

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The handwriting is a physical demonstration of a complex cognitive process learnt by man since his childhood. People with disabilities or suffering from various neurological diseases are facing so many difficulties resulting from problems located at the muscle stimuli (EMG) or signals from the brain (EEG) and which arise at the stage of writing. The handwriting velocity of the same writer or different writers varies according to different criteria: age, attitude, mood, writing surface, etc. Therefore, it is interesting to reconstruct an experimental basis records taking, as primary reference, the writing speed for different writers which would allow studying the global system during handwriting process. This paper deals with a new approach of the handwriting system modeling based on the velocity criterion through the concepts of artificial neural networks, precisely the Radial Basis Functions (RBF) neural networks. The obtained simulation results show a satisfactory agreement between responses of the developed neural model and the experimental data for various letters and forms then the efficiency of the proposed approaches.

Keywords: ElectroMyoGraphic (EMG) signals, Experimental approach, Handwriting process, Radial Basis Functions (RBF) neural networks, Velocity Modeling.

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Authors: Abdurrahim Bolukbasi, Hassan Athari, Dogan Ciloglu

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The modeling lung respiratory system that has complex anatomy and biophysics presents several challenges including tissue-driven flow patterns and wall motion. Also, the pulmonary lung system because of that they stretch and recoil with each breath, has not static walls and structures. The direct relationship between air flow and tissue motion in the lung structures naturally prefers an FSI simulation technique. Therefore, in order to toward the realistic simulation of pulmonary breathing mechanics the development of a coupled FSI computational model is an important step. A simple but physiologically relevant three-dimensional deep long geometry is designed and fluid-structure interaction (FSI) coupling technique is utilized for simulating the deformation of the lung parenchyma tissue that produces airflow fields. The real understanding of respiratory tissue system as a complex phenomenon have been investigated with respect to respiratory patterns, fluid dynamics and tissue viscoelasticity and tidal breathing period. 

Keywords: Lung deformation and mechanics, tissue mechanics, viscoelasticity, fluid-structure interactions, ANSYS.

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Authors: H. Dardour, S. Mazouz, A. Bellagi

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For many industrial applications plate heat exchangers are demonstrating a large superiority over the other types of heat exchangers. The efficiency of such a device depends on numerous factors the effect of which needs to be analysed and accurately evaluated. In this paper we present a theoretical analysis of a cocurrent plate heat exchanger and the results of its numerical simulation. Knowing the hot and the cold fluid streams inlet temperatures, the respective heat capacities mCp and the value of the overall heat transfer coefficient, a 1-D mathematical model based on the steady flow energy balance for a differential length of the device is developed resulting in a set of N first order differential equations with boundary conditions where N is the number of channels.For specific heat exchanger geometry and operational parameters, the problem is numerically solved using the shooting method. The simulation allows the prediction of the temperature map in the heat exchanger and hence, the evaluation of its performances. A parametric analysis is performed to evaluate the influence of the R-parameter on the e-NTU values. For practical purposes effectiveness-NTU graphs are elaborated for specific heat exchanger geometry and different operating conditions.

Keywords: Plate heat exchanger, thermal performance, NTU, effectiveness.

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Authors: Hiroyuki Nishida, Taku Nonomura, Takashi Abe

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Wall-surface jet induced by the dielectric barrier discharge (DBD) has been proposed as an actuator for active flow control in aerodynamic applications. Discharge plasma evolution of the DBD plasma actuator was simulated based on a simple fluid model, in which the electron, one type of positive ion and negative ion were taken into account. Two-dimensional simulation was conducted, and the results are in agreement with the insights obtained from experimental studies. The simulation results indicate that the discharge mode changes depending on applied voltage slope; when the applied voltage is positive-going with high applied voltage slope, the corona-type discharge mode turns into the streamer-type discharge mode and the threshold voltage slope is around 300 kV/ms in this simulation. The characteristics of the electrohydrodynamic (EHD) force, which is the source of the wall-surface jet, also change depending on the discharge mode; the tentative peak value of the EHD force during the positive-going voltage phase is saturated by the periodical formation of the streamer-type discharge.

Keywords: Dielectric barrier discharge, Plasma actuator, Fluid simulation.

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Authors: S. Dan'azumi, S. Shamsudin, A. A. Rahman

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Rainfall data at fine resolution and knowledge of its characteristics plays a major role in the efficient design and operation of agricultural, telecommunication, runoff and erosion control as well as water quality control systems. The paper is aimed to study the statistical distribution of hourly rainfall depth for 12 representative stations spread across Peninsular Malaysia. Hourly rainfall data of 10 to 22 years period were collected and its statistical characteristics were estimated. Three probability distributions namely, Generalized Pareto, Exponential and Gamma distributions were proposed to model the hourly rainfall depth, and three goodness-of-fit tests, namely, Kolmogorov-Sminov, Anderson-Darling and Chi-Squared tests were used to evaluate their fitness. Result indicates that the east cost of the Peninsular receives higher depth of rainfall as compared to west coast. However, the rainfall frequency is found to be irregular. Also result from the goodness-of-fit tests show that all the three models fit the rainfall data at 1% level of significance. However, Generalized Pareto fits better than Exponential and Gamma distributions and is therefore recommended as the best fit.

Keywords: Goodness-of-fit test, Hourly rainfall, Malaysia, Probability distribution.

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Authors: Nur Aisyah Jalalludin, Arwindra Rizqiawan, Goro Fujita

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In this study, we aim to demonstrate a microgrid system experimental simulation for an easy understanding of a large-scale microgrid system. This model is required for industrial training and learning environments. However, in order to create an exact representation of a microgrid system, the laboratory-scale system must fulfill the requirements of a grid-connected inverter, in which power values are assigned to the system to cope with the intermittent output from renewable energy sources. Aside from that, during fluctuations in load capacity, the grid-connected system must be able to supply power from the utility grid side and microgrid side in a balanced manner. Therefore, droop control is installed in the inverter’s control board to maintain a balanced power sharing in both sides. This power control in a stand-alone condition and droop control in a grid-connected condition must be implemented in order to maintain a stabilized system. Based on the experimental results, power control and droop control can both be applied in the system by comparing the experimental and reference values.

Keywords: Droop control, droop characteristic, grid-connected inverter, microgrid, power control.

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Authors: Milan Rippel, Petr Teply

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This paper focuses on operational risk measurement techniques and on economic capital estimation methods. A data sample of operational losses provided by an anonymous Central European bank is analyzed using several approaches. Loss Distribution Approach and scenario analysis method are considered. Custom plausible loss events defined in a particular scenario are merged with the original data sample and their impact on capital estimates and on the financial institution is evaluated. Two main questions are assessed – What is the most appropriate statistical method to measure and model operational loss data distribution? and What is the impact of hypothetical plausible events on the financial institution? The g&h distribution was evaluated to be the most suitable one for operational risk modeling. The method based on the combination of historical loss events modeling and scenario analysis provides reasonable capital estimates and allows for the measurement of the impact of extreme events on banking operations.

Keywords: operational risk, scenario analysis, economic capital, loss distribution approach, extreme value theory, stress testing

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Authors: Pradeep Kumar, Abdul Wahid

Abstract:

Accurate software reliability prediction not only enables developers to improve the quality of software but also provides useful information to help them for planning valuable resources. This paper examines the performance of three well-known data mining techniques (CART, TreeNet and Random Forest) for predicting software reliability. We evaluate and compare the performance of proposed models with Cascade Correlation Neural Network (CCNN) using sixteen empirical databases from the Data and Analysis Center for Software. The goal of our study is to help project managers to concentrate their testing efforts to minimize the software failures in order to improve the reliability of the software systems. Two performance measures, Normalized Root Mean Squared Error (NRMSE) and Mean Absolute Errors (MAE), illustrate that CART model is accurate than the models predicted using Random Forest, TreeNet and CCNN in all datasets used in our study. Finally, we conclude that such methods can help in reliability prediction using real-life failure datasets.

Keywords: Classification, Cascade Correlation Neural Network, Random Forest, Software reliability, TreeNet.

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Authors: A.H.M.A.Rahim

Abstract:

The impact of fixed speed squirrel cage type as well as variable speed doubly fed induction generators (DFIG) on dynamic performance of a multimachine power system has been investigated. Detailed models of the various components have been presented and the integration of asynchronous and synchronous generators has been carried out through a rotor angle based transform. Simulation studies carried out considering the conventional dynamic model of squirrel cage asynchronous generators show that integration, as such, could degrade to the AC system performance transiently. This article proposes a frequency or power controller which can effectively control the transients and restore normal operation of fixed speed induction generator quickly. Comparison of simulation results between classical cage and doubly-fed induction generators indicate that the doubly fed induction machine is more adaptable to multimachine AC system. Frequency controller installed in the DFIG system can also improve its transient profile.

Keywords: Doubly-fed generator, Induction generator, Multimachine system modeling, Wind energy systems

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Authors: Sung-Chul Hwang, Di Ren, Sang-Moon Yoon, Jong-Chun Park, Abbas Khayyer, Hitoshi Gotoh

Abstract:

This paper presents a fully Lagrangian coupled Fluid-Structure Interaction (FSI) solver for simulations of fluid-structure interactions, which is based on the Moving Particle Semi-implicit (MPS) method to solve the governing equations corresponding to incompressible flows as well as elastic structures. The developed solver is verified by reproducing the high velocity impact loads of deformable thin wedges with three different materials such as mild steel, aluminium and tin during water entry. The present simulation results for aluminium are compared with analytical solution derived from the hydrodynamic Wagner model and linear Wan’s theory. And also, the impact pressure and strain on the water entry wedge with three different materials, such as mild steel, aluminium and tin, are simulated and the effects of hydro-elasticity are discussed.

Keywords: Fluid-structure interaction (FSI), Moving Particle Semi-implicit (MPS) method, Elastic structure, Incompressible fluid Wedge slamming impact.

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Authors: Kristjan Kuhi, Kati K. Kaare, Ott Koppel

Abstract:

Modern management in most fields is performance based; both planning and implementation of maintenance and operational activities are driven by appropriately defined performance indicators. Continuous real-time data collection for management is becoming feasible due to technological advancements. Outdated and insufficient input data may result in incorrect decisions. When using deterministic models the uncertainty of the object state is not visible thus applying the deterministic models are more likely to give false diagnosis. Constructing structured probabilistic models of the performance indicators taking into consideration the surrounding indicator environment enables to estimate the trustworthiness of the indicator values. It also assists to fill gaps in data to improve the quality of the performance analysis and management decisions. In this paper authors discuss the application of probabilistic graphical models in the road performance measurement and propose a high-level conceptual model that enables analyzing and predicting more precisely future pavement deterioration based on road utilization.

Keywords: Probabilistic graphical models, performance indicators, road performance management, data collection

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