Search results for: simulation – based optimization.

Authors: A. J. Regan, F. J. Lidgey, M. Betteridge, P. Georgiou, C. Toumazou, K. Hayatleh, J. R. Dibble

Abstract:

Our goal is development of an algorithm capable of predicting the directional trend of the Standard and Poor’s 500 index (S&P 500). Extensive research has been published attempting to predict different financial markets using historical data testing on an in-sample and trend basis, with many authors employing excessively complex mathematical techniques. In reviewing and evaluating these in-sample methodologies, it became evident that this approach was unable to achieve sufficiently reliable prediction performance for commercial exploitation. For these reasons, we moved to an out-ofsample strategy based on linear regression analysis of an extensive set of financial data correlated with historical closing prices of the S&P 500. We are pleased to report a directional trend accuracy of greater than 55% for tomorrow (t+1) in predicting the S&P 500.

Keywords: Financial algorithm, GPU, S&P 500, stock market prediction.

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Authors: Ishak Hashim, Ammar Alsabery

Abstract:

The problem of conjugate free convection in a square cavity filled with nanofluid and heated from below by spatial wall temperature is studied numerically using the finite difference method. Water-based nanofluid with copper nanoparticles are chosen for the investigation. Governing equations are solved over a wide range of nanoparticle volume fraction (0 ≤ φ ≤ 0.2), wave number ((0 ≤ λ ≤ 4) and thermal conductivity ratio (0.44 ≤ Kr ≤ 6). The results presented for values of the governing parameters in terms of streamlines, isotherms and average Nusselt number. It is found that the flow behavior and the heat distribution are clearly enhanced with the increment of the non-uniform heating.

Keywords: Conjugate free convection, nanofluid, spatial temperature.

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Authors: A. R. Nemati, M. Haddad Zarif, M. M. Fateh

Abstract:

This paper presents an adaptive feedback linearization approach to derive helicopter. Ideal feedback linearization is defined for the cases when the system model is known. Adaptive feedback linearization is employed to get asymptotically exact cancellation for the inherent uncertainty in the knowledge of the given parameters of system. The control algorithm is implemented using the feedback linearization technique and adaptive method. The controller parameters are unknown where an adaptive control law aims to drive them towards their ideal values for providing perfect model matching between the reference model and the closed-loop plant model. The converged parameters of controller would then provide good estimates for the unknown plant parameters.

Keywords: Adaptive control, helicopter, feedback linearization, nonlinear control.

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Authors: Nafaâ Nacereddine, Latifa Hamami, Djemel Ziou

Abstract:

In non destructive testing by radiography, a perfect knowledge of the weld defect shape is an essential step to appreciate the quality of the weld and make decision on its acceptability or rejection. Because of the complex nature of the considered images, and in order that the detected defect region represents the most accurately possible the real defect, the choice of thresholding methods must be done judiciously. In this paper, performance criteria are used to conduct a comparative study of thresholding methods based on gray level histogram, 2-D histogram and locally adaptive approach for weld defect extraction in radiographic images.

Keywords: 1D and 2D histogram, locally adaptive approach, performance criteria, radiographic image, thresholding, weld defect.

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Authors: George M. Nyori, Peter K’Obonyo

Abstract:

Over the past few decades, manufacturing has evolved from a more labor-intensive set of mechanical processes to a sophisticated set of information based technology processes. With the existence of various advanced manufacturing technologies (AMTs), more and more functions or jobs are performed by these machines instead of human labour. This study was undertaken in order to research the extent of AMTs adoption in manufacturing companies in Kenya. In order to investigate a survey was conducted via questionnaires that were sent to 183 selected AMT manufacturing companies in Kenya. 92 companies responded positively. All the surveyed companies were found to have a measure of investment in at least two of the 14 types of AMTs investigated. In general the company surveyed showed that the level of AMT adoption in Kenya is very low with investments levels at a mean of 2.057 and integration levels at a mean of 1.639 in a scale of 1-5.

Keywords: AMT adoption, AMT investments, AMT integration, companies in Kenya.

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Authors: N. Sefiani, L. Chraibi, K. Reklaoui, Y. Sefiani

Abstract:

Currently, business environment is characterized by pressure caused by stiff competition, constant changes (e.g., product/ technological innovations, decreasing product lifecycles, and product proliferation), and a high level of market uncertainty band unpredictability. The agility of the Supply Chain Management (SCM) is clearly identified as a key factor for success and a strategic essential lever. This paper explores the impact of deploying competence management and Supply Chain Operations Reference (SCOR) model on firm performance. Our approach is based on a systemic view by considering the SCOR reference model as the heart of competence management system.

Keywords: Competence, competence management, performance, SCOR model and agility.

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Authors: Basavaraj Vadavadagi, Satishkumar Shekhawat

Abstract:

Interstitial free steels possess better formability and have many applications in automotive industries. Forming limit diagrams (FLDs) indicate the formability of materials which can be determined by experimental and finite element (FE) simulations. FLDs were determined experimentally by LDH test, utilizing optical strain measurement system for measuring the strains in different width specimens and by FE simulations in Interstitial Free (IF) and Interstitial Free High Strength (IFHS) steels. In this study, the experimental and FE simulated FLDs are compared and also the stress based FLDs were investigated.

Keywords: Forming limit diagram, Limiting Dome Height, optical strain measurement, interstitial

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Authors: C. E. Nugraheni, L. Abednego

Abstract:

This paper introduces a framework based on the collaboration of multi agent and hyper-heuristics to find a solution of the real single machine production problem. There are many techniques used to solve this problem. Each of it has its own advantages and disadvantages. By the collaboration of multi agent system and hyper-heuristics, we can get more optimal solution. The hyper-heuristics approach operates on a search space of heuristics rather than directly on a search space of solutions. The proposed framework consists of some agents, i.e. problem agent, trainer agent, algorithm agent (GPHH, GAHH, and SAHH), optimizer agent, and solver agent. Some low level heuristics used in this paper are MRT, SPT, LPT, EDD, LDD, and MON

Keywords: Hyper-heuristics, multi-agent systems, scheduling problem.

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Authors: Leehter Yao, Kuei-Song Weng, Cherng-Dir Huang

Abstract:

A fuzzy classifier using multiple ellipsoids approximating decision regions for classification is to be designed in this paper. An algorithm called Gustafson-Kessel algorithm (GKA) with an adaptive distance norm based on covariance matrices of prototype data points is adopted to learn the ellipsoids. GKA is able toadapt the distance norm to the underlying distribution of the prototypedata points except that the sizes of ellipsoids need to be determined a priori. To overcome GKA's inability to determine appropriate size ofellipsoid, the genetic algorithm (GA) is applied to learn the size ofellipsoid. With GA combined with GKA, it will be shown in this paper that the proposed method outperforms the benchmark algorithms as well as algorithms in the field.

Keywords: Ellipsoids, genetic algorithm, classification, fuzzyc-means (FCM)

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Authors: Irina E. Sukovataya, Oleg S. Sutormin, Valentina A. Kratasyuk

Abstract:

Effect of viscosity of media on kinetic parameters of the coupled enzyme system NADH:FMN-oxidoreductase–luciferase was investigated with addition of organic solvents (glycerol and sucrose), because bioluminescent enzyme systems based on bacterial luciferases offer a unique and general tool for analysis of the many analytes and enzymes in the environment, research and clinical laboratories and other fields. The possibility of stabilization and increase of activity of the coupled enzyme system NADH:FMN-oxidoreductase–luciferase activity in vicious aqueous-organic mixtures have been shown.

Keywords: The coupled enzyme system of bioluminescence bacteria NAD(P)H:FMN-oxidoreductase–luciferase, glycerol, stabilization of enzymes, sucrose.

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Authors: Boonorm Chomtee, John J. Borkowski

Abstract:

The objective of the research is to study and compare response surface designs: Central composite designs (CCD), Box- Behnken designs (BBD), Small composite designs (SCD), Hybrid designs, and Uniform shell designs (USD) over sets of reduced models when the design is in a spherical region for 3 and 4 design variables. The two optimality criteria ( D and G ) are considered which larger values imply a better design. The comparison of design optimality criteria of the response surface designs across the full second order model and sets of reduced models for 3 and 4 factors based on the two criteria are presented.

Keywords: design optimality criteria, reduced models, response surface design, spherical design region

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Authors: P. Prema, B. Ramadoss

Abstract:

Testing is an activity that is required both in the development and maintenance of the software development life cycle in which Integration Testing is an important activity. Integration testing is based on the specification and functionality of the software and thus could be called black-box testing technique. The purpose of integration testing is testing integration between software components. In function or system testing, the concern is with overall behavior and whether the software meets its functional specifications or performance characteristics or how well the software and hardware work together. This explains the importance and necessity of IT for which the emphasis is on interactions between modules and their interfaces. Software errors should be discovered early during IT to reduce the costs of correction. This paper introduces a new type of integration error, presenting an overview of Integration Testing techniques with comparison of each technique and also identifying which technique detects what type of error.

Keywords: Integration Error, Integration Error Types, Integration Testing Techniques, Software Testing

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Authors: Magdy B. Eteiba, Essam A. Alzahab, Yomna O. Shaker

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In this paper, a thermal model of cast- resin dry type transformer is proposed. The proposed thermal model is solved by finite element technique to get the temperature at any location of the transformer. The basic modes of heat transfer such as conduction; convection and radiation are used to get the steady state temperature distribution of the transformer. The predicted temperatures are compared with experimental results reported in this paper and it is found a good agreement between them. The effects of various parameters such as width of air duct, ambient temperature and emissivity of the outer surface were also studied.

Keywords: Convection, dry type transformer, finite-elementtechnique, thermal model.

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Authors: Piercarlo Dondi, Luca Lombardi, Marco Porta

Abstract:

In the last years numerous applications of Human- Computer Interaction have exploited the capabilities of Time-of- Flight cameras for achieving more and more comfortable and precise interactions. In particular, gesture recognition is one of the most active fields. This work presents a new method for interacting with a virtual object in a 3D space. Our approach is based on the fusion of depth data, supplied by a ToF camera, with color information, supplied by a HD webcam. The hand detection procedure does not require any learning phase and is able to concurrently manage gestures of two hands. The system is robust to the presence in the scene of other objects or people, thanks to the use of the Kalman filter for maintaining the tracking of the hands.

Keywords: Gesture recognition, human-computer interaction, Time-of-Flight camera.

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Authors: Theodosios Tsiakis, George Stephanides, George Pekos

Abstract:

The growth of open networks created the interest to commercialise it. The establishment of an electronic business mechanism must be accompanied by a digital – electronic payment system to transfer the value of transactions. Financial organizations are requested to offer a secure e-payment synthesis with equivalent level of security served in conventional paper-based payment transactions. PKI, which is functioning as a chain of trust in security architecture, can enable security services of cryptography to epayments, in order to take advantage of the wider base either of customer or of trading partners and the reduction of cost transaction achieved by the use of Internet channels. The paper addresses the possibilities and the implementation suggestions of PKI in relevance to electronic payments by suggesting a framework that should be followed.

Keywords: Electronic Payment, Security, Trust

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Authors: Alexander Efremov

Abstract:

A system for market identification (SMI) is presented. The resulting representations are multivariable dynamic demand models. The market specifics are analyzed. Appropriate models and identification techniques are chosen. Multivariate static and dynamic models are used to represent the market behavior. The steps of the first stage of SMI, named data preprocessing, are mentioned. Next, the second stage, which is the model estimation, is considered in more details. Stepwise linear regression (SWR) is used to determine the significant cross-effects and the orders of the model polynomials. The estimates of the model parameters are obtained by a numerically stable estimator. Real market data is used to analyze SMI performance. The main conclusion is related to the applicability of multivariate dynamic models for representation of market systems.

Keywords: market identification, dynamic models, stepwise regression.

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Authors: Eleonora Tudora, Adriana Alexandru

Abstract:

The radio frequency identification (RFID) is a technology for automatic identification of items, particularly in supply chain, but it is becoming increasingly important for industrial applications. Unlike barcode technology that detects the optical signals reflected from barcode labels, RFID uses radio waves to transmit the information from an RFID tag affixed to the physical object. In contrast to today most often use of this technology in warehouse inventory and supply chain, the focus of this paper is an overview of the structure of RFID systems used by RFID technology and it also presents a solution based on the application of RFID for brand authentication, traceability and tracking, by implementing a production management system and extending its use to traders.

Keywords: RFID, RFID Tag, Electronic Product Code (EPC), EPC network, Object Naming Service (ONS), Authentication, Traceability.

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Authors: Bita Mashayekhi, Hamid Kalhornia

Abstract:

One of the most important roles of financial reporting is improving the firms’ investment decisions; however, there is not much supporting evidence for this claim in emerging markets like Iran. In this study, the effect of financial reporting transparency in investment efficiency of Iranian firms has been investigated. In order to do this, 336 listed companies on Tehran Stock Exchange (TSE) has been selected for time period 2012 to 2015 as research sample. For testing our main hypothesis, we classified sample firms into two groups based on their deviation from expected investment: under-investment and over-investment cases. The results indicate that there is positive significant relationship between financial transparency and investment efficiency. In the other words, transparency can mitigate both underinvestment and overinvestment situations.

Keywords: Corporate governance, disclosure, investment decisions, investment efficiency, transparency.

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Authors: E. Halawa

Abstract:

Solar water heating (SWH) systems are gaining popularity in ASEAN in the midst of increasing number of affluent population in society and environmental concerns from seemingly unchanged reliance on fossil-based fuels. The penetration of these systems and technologies into ASEAN markets is a welcome development; however there is a need for the method of assessment of their thermal performances. This paper discusses the reasons for this need and a suitable method for thermal performance evaluation of SWH systems in ASEAN. The paper also calls on research to be focused on the establishment of reliable data to be entered into the performance rating software. The establishment of accredited solar systems testing facilities can help boost the competitiveness of ASEAN solar industry.

Keywords: ASEAN, solar industry, solar water heating systems, thermal performance rating.

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Authors: Sharjeel Aslam, Vassil Vassilev, Karim Ouazzane

Abstract:

Ontologies and various semantic repositories became a convenient approach for implementing model-driven architectures of distributed systems on the Web. SPARQL is the standard query language for querying such. However, although SPARQL is well-established standard for querying semantic repositories in RDF and OWL format and there are commonly used APIs which supports it, like Jena for Java, its parallel option is not incorporated in them. This article presents a complete framework consisting of an object algebra for parallel RDF and an index-based implementation of the parallel query engine capable of dealing with the distributed RDF ontologies which share common vocabulary. It has been implemented in Java, and for validation of the algorithms has been applied to the problem of organizing virtual exhibitions on the Web.

Keywords: Distributed ontologies, parallel querying, semantic indexing, shared vocabulary, SPARQL.

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Authors: Mohammad H. Fattahi

Abstract:

Chaotic analysis has been performed on the river flow time series before and after applying the wavelet based de-noising techniques in order to investigate the noise content effects on chaotic nature of flow series. In this study, 38 years of monthly runoff data of three gauging stations were used. Gauging stations were located in Ghar-e-Aghaj river basin, Fars province, Iran. Noise level of time series was estimated with the aid of Gaussian kernel algorithm. This step was found to be crucial in preventing removal of the vital data such as memory, correlation and trend from the time series in addition to the noise during de-noising process.

Keywords: Chaotic behavior, wavelet, noise reduction, river flow.

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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: Sudip K. Ganguly

Abstract:

In order to meet environmental norms, Indian fuel policy aims at producing ultra low sulphur diesel (ULSD) in near future. A catalyst for meeting such requirements has been developed and kinetics of this catalytic process is being looked into. In the present investigations, effect of mass transfer on kinetics of ultra deep hydrodesulphurization (UDHDS) to produce ULSD has been studied to determine intrinsic kinetics over a pre-sulphided catalyst. Experiments have been carried out in a continuous flow micro reactor operated in the temperature range of 330 to 3600C, whsv of 1 hr-1 at a pressure of 35 bar, and its parameters estimated. Based on the derived rate expression and estimated parameters optimum operation range has been determined for this UDHDS catalyst to obtain ULSD product.

Keywords: Diesel, hydrodesulphurization, kinetics, mass transfer.

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Authors: H. Elbehiery, A. Hefnawy, M. Elewa

Abstract:

Quality control in ceramic tile manufacturing is hard, labor intensive and it is performed in a harsh industrial environment with noise, extreme temperature and humidity. It can be divided into color analysis, dimension verification, and surface defect detection, which is the main purpose of our work. Defects detection is still based on the judgment of human operators while most of the other manufacturing activities are automated so, our work is a quality control enhancement by integrating a visual control stage using image processing and morphological operation techniques before the packing operation to improve the homogeneity of batches received by final users.

Keywords: Quality control, Defects detection, Visual control, Image processing, Morphological operation

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Authors: Farag Azzedin, Ahmad Ridha, Ali Rizvi

Abstract:

Trust management is one of the drawbacks in Peer-to-Peer (P2P) system. Lack of centralized control makes it difficult to control the behavior of the peers. Reputation system is one approach to provide trust assessment in P2P system. In this paper, we use fuzzy logic to model trust in a P2P environment. Our trust model combines first-hand (direct experience) and second-hand (reputation)information to allow peers to represent and reason with uncertainty regarding other peers' trustworthiness. Fuzzy logic can help in handling the imprecise nature and uncertainty of trust. Linguistic labels are used to enable peers assign a trust level intuitively. Our fuzzy trust model is flexible such that inference rules are used to weight first-hand and second-hand accordingly.

Keywords: P2P Systems; Trust, Reputation, Fuzzy Logic.

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Authors: A.A.Andaleeb, Rozhan.M.Idrus, Issham Ismail, A.K. Mokaram

Abstract:

This paper reports the findings of a research conducted to evaluate the ownership and usage of technology devices within Distance Education students- according to their age. This research involved 45 Distance Education students from USM Universiti Sains Malaysia (DEUSM) as its respondents. Data was collected through questionnaire that had been developed by the researchers based on some literature review. The data was analyzed to find out the frequencies of respondents agreements towards ownership of technology devices and the use of technology devices. The findings shows that all respondents own mobile phone and majority of them reveal that they use mobile on regular basis. The student in the age 30-39 has the heist ownership of the technology devices.

Keywords: technology devices, mobile phone, distance learners, techno readiness Index, Age

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Authors: A. Hossein Sahoolizadeh, B. Zargham Heidari, C. Hamid Dehghani

Abstract:

In this paper, a new face recognition method based on PCA (principal Component Analysis), LDA (Linear Discriminant Analysis) and neural networks is proposed. This method consists of four steps: i) Preprocessing, ii) Dimension reduction using PCA, iii) feature extraction using LDA and iv) classification using neural network. Combination of PCA and LDA is used for improving the capability of LDA when a few samples of images are available and neural classifier is used to reduce number misclassification caused by not-linearly separable classes. The proposed method was tested on Yale face database. Experimental results on this database demonstrated the effectiveness of the proposed method for face recognition with less misclassification in comparison with previous methods.

Keywords: Face recognition Principal component analysis, Linear discriminant analysis, Neural networks.

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Authors: Sebastian Tschöpe, Konja Knüppel, Peter Nyhuis

Abstract:

In times when product life cycles are decreasing, while market demands are increasing, manufacturing enterprises are confronted with the challenge of more frequent and more complex ramp-ups. Thus it becomes obvious that ramp-up management is going to be a topic enterprises have to focus on in the future. Since each ramp-up is unique concerning the product, the process, the technology, the circumstances and the coaction of these four factors, the knowledge of the ramp-up situation and the current ramp-up capability of the enterprise are fundamental requirements for the subsequent improvement of the ramp-up capability of the production system.

In this article a methodology is going to be presented which can be used to define typical production ramp-up situations, to identify the current ramp-up capability of a production system and to improve it with respect to a specific situation. Additionally there will be a description of the functionality of a software-tool developed based on this methodology.

Keywords: Assessment methodology, ramp-up, ramp-up capability, software-tool.

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Authors: Said Boularouk, Didier Josselin, Eitan Altman

Abstract:

In this paper, we present a vocal ontology of OpenStreetMap data for the apprehension of space by visually impaired people. Indeed, the platform based on produsage gives a freedom to data producers to choose the descriptors of geocoded locations. Unfortunately, this freedom, called also folksonomy leads to complicate subsequent searches of data. We try to solve this issue in a simple but usable method to extract data from OSM databases in order to send them to visually impaired people using Text To Speech technology. We focus on how to help people suffering from visual disability to plan their itinerary, to comprehend a map by querying computer and getting information about surrounding environment in a mono-modal human-computer dialogue.

Keywords: Ontology, OpenStreetMap, visually impaired people, TTS, taxonomy.

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Authors: O. Poleshchuk, E.Komarov

Abstract:

This paper presents a regression model for interval type-2 fuzzy sets based on the least squares estimation technique. Unknown coefficients are assumed to be triangular fuzzy numbers. The basic idea is to determine aggregation intervals for type-1 fuzzy sets, membership functions of whose are low membership function and upper membership function of interval type-2 fuzzy set. These aggregation intervals were called weighted intervals. Low and upper membership functions of input and output interval type-2 fuzzy sets for developed regression models are considered as piecewise linear functions.

Keywords: Interval type-2 fuzzy sets, fuzzy regression, weighted interval.

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