Search results for: panel data regression models

Authors: S. Vidhya, S. Sarumathi, N. Shanthi

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Over the past era, there have been a lot of efforts and studies are carried out in growing proficient tools for performing various tasks in big data. Recently big data have gotten a lot of publicity for their good reasons. Due to the large and complex collection of datasets it is difficult to process on traditional data processing applications. This concern turns to be further mandatory for producing various tools in big data. Moreover, the main aim of big data analytics is to utilize the advanced analytic techniques besides very huge, different datasets which contain diverse sizes from terabytes to zettabytes and diverse types such as structured or unstructured and batch or streaming. Big data is useful for data sets where their size or type is away from the capability of traditional relational databases for capturing, managing and processing the data with low-latency. Thus the out coming challenges tend to the occurrence of powerful big data tools. In this survey, a various collection of big data tools are illustrated and also compared with the salient features.

Keywords: Big data, Big data analytics, Business analytics, Data analysis, Data visualization, Data discovery.

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Authors: Hamid R. S. Mojaveri, Seyed S. Mousavi, Mojtaba Heydar, Ahmad Aminian

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The aim of this paper is to present a methodology in three steps to forecast supply chain demand. In first step, various data mining techniques are applied in order to prepare data for entering into forecasting models. In second step, the modeling step, an artificial neural network and support vector machine is presented after defining Mean Absolute Percentage Error index for measuring error. The structure of artificial neural network is selected based on previous researchers' results and in this article the accuracy of network is increased by using sensitivity analysis. The best forecast for classical forecasting methods (Moving Average, Exponential Smoothing, and Exponential Smoothing with Trend) is resulted based on prepared data and this forecast is compared with result of support vector machine and proposed artificial neural network. The results show that artificial neural network can forecast more precisely in comparison with other methods. Finally, forecasting methods' stability is analyzed by using raw data and even the effectiveness of clustering analysis is measured.

Keywords: Artificial Neural Networks (ANN), bullwhip effect, demand forecasting, Support Vector Machine (SVM).

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Authors: Mohamed S. Sasi, Adel M. Mlitan, Abdulfattah M. Alkherraz

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This research project aims to investigate difference in relative rates concerning phosphoryl transfer relevant to biological catalysis of DNA and RNA in the pH-independent reactions. Activated Models of DNA and RNA for alkyl-aryl phosphate diesters (with 4-nitrophenyl as a good leaving group) have successfully been prepared to gather kinetic parameters. Eyring plots for the pH– independent hydrolysis of 1 and 2 were established at different temperatures in the range 100–160 °C. These measurements have been used to provide a better estimate for the difference in relative rates between the reactivity of DNA and RNA cleavage. Eyring plot gave an extrapolated rate of kH2O = 1 × 10-10 s -1 for 1 (RNA model) and 2 (DNA model) at 25°C. Comparing the reactivity of RNA model and DNA model shows that the difference in relative rates in the pH-independent reactions is surprisingly very similar at 25°. This allows us to obtain chemical insights into how biological catalysts such as enzymes may have evolved to perform their current functions.

Keywords: DNA & RNA Models, Relative Rates, Reactivity.

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Authors: Mussa I. Mgwatu, Reuben R. M. Kainkwa

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Wind is among the potential energy resources which can be harnessed to generate wind energy for conversion into electrical power. Due to the variability of wind speed with time and height, it becomes difficult to predict the generated wind energy more optimally. In this paper, an attempt is made to establish a probabilistic model fitting the wind speed data recorded at Makambako site in Tanzania. Wind speeds and direction were respectively measured using anemometer (type AN1) and wind Vane (type WD1) both supplied by Delta-T-Devices at a measurement height of 2 m. Wind speeds were then extrapolated for the height of 10 m using power law equation with an exponent of 0.47. Data were analysed using MINITAB statistical software to show the variability of wind speeds with time and height, and to determine the underlying probability model of the extrapolated wind speed data. The results show that wind speeds at Makambako site vary cyclically over time; and they conform to the Weibull probability distribution. From these results, Weibull probability density function can be used to predict the wind energy.

Keywords: Probabilistic models, wind speed, wind energy

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Authors: F. F. Howard, I. Yakubu, C. B. Boye, J. S. Y. Kuma

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Natural and human activities, such as mining operations, expose the natural soil to adverse environmental conditions, leading to contamination of soil, groundwater, and surface water, which has negative effects on humans, flora, and fauna. Bare or partly exposed soil is most liable to fluvial erosion. This paper enumerates various methods used to identify, map, and model fluvial erosion in a mining environment. Classical, Artificial Intelligence (AI), and GIS methods have been reviewed. One of the many classical methods used to estimate river erosion is the Revised Universal Soil Loss Equation (RUSLE) model. The RUSLE model is easy to use. Its reliance on empirical relationships that may not always be applicable to specific circumstances or locations is a flaw. Other classical models for estimating fluvial erosion are the Soil and Water Assessment Tool (SWAT) and the Universal Soil Loss Equation (USLE). These models offer a more complete understanding of the underlying physical processes and encompass a wider range of situations. Although more difficult to utilise, they depend on the availability and dependability of input data for correctness. AI can help deal with multivariate and complex difficulties and predict soil loss with higher accuracy than traditional methods, and also be used to build unique models for identifying degraded areas. AI techniques have become popular as an alternative predictor for degraded environments. However, this research proposed a hybrid of classical, AI, and GIS methods for efficient and effective modelling of fluvial erosion.

Keywords: Fluvial erosion, classical methods, Artificial Intelligence, Geographic Information System.

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Authors: S. Makal, L. Ozyilmaz, S. Palavaroglu

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Gene, principal unit of inheritance, is an ordered sequence of nucleotides. The genes of eukaryotic organisms include alternating segments of exons and introns. The region of Deoxyribonucleic acid (DNA) within a gene containing instructions for coding a protein is called exon. On the other hand, non-coding regions called introns are another part of DNA that regulates gene expression by removing from the messenger Ribonucleic acid (RNA) in a splicing process. This paper proposes to determine splice junctions that are exon-intron boundaries by analyzing DNA sequences. A splice junction can be either exon-intron (EI) or intron exon (IE). Because of the popularity and compatibility of the artificial neural network (ANN) in genetic fields; various ANN models are applied in this research. Multi-layer Perceptron (MLP), Radial Basis Function (RBF) and Generalized Regression Neural Networks (GRNN) are used to analyze and detect the splice junctions of gene sequences. 10-fold cross validation is used to demonstrate the accuracy of networks. The real performances of these networks are found by applying Receiver Operating Characteristic (ROC) analysis.

Keywords: Gene, neural networks, ROC analysis, splice junctions.

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Authors: M. Rychlik, R. Roszak, M. Morzynski, M. Nowak, H. Hausa, K. Kotecki

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Article presents the geometry and structure reconstruction procedure of the aircraft model for flatter research (based on the I22-IRYDA aircraft). For reconstruction the Reverse Engineering techniques and advanced surface modeling CAD tools are used. Authors discuss all stages of data acquisition process, computation and analysis of measured data. For acquisition the three dimensional structured light scanner was used. In the further sections, details of reconstruction process are present. Geometry reconstruction procedure transform measured input data (points cloud) into the three dimensional parametric computer model (NURBS solid model) which is compatible with CAD systems. Parallel to the geometry of the aircraft, the internal structure (structural model) are extracted and modeled. In last chapter the evaluation of obtained models are discussed.

Keywords: computer modeling, numerical simulation, Reverse Engineering, structural model

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Authors: José Leandro Melgar Néris, Claudinéia Brazil, Luciane Teresa Salvi, Isabel Cristina Damin

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The impact the climate change is not recent, the main variable in the hydrological cycle is the sequence and shortage of a drought, which has a significant impact on the socioeconomic, agricultural and environmental spheres. This study aims to characterize and quantify, based on precipitation climatic projections, the rainy and dry events in the region of the Uruguay River Basin, through the Standardized Precipitation Index (SPI). The database is the image that is part of the Intercomparison of Model Models, Phase 5 (CMIP5), which provides condition prediction models, organized according to the Representative Routes of Concentration (CPR). Compared to the normal set of climates in the Uruguay River Watershed through precipitation projections, seasonal precipitation increases for all proposed scenarios, with a low climate trend. From the data of this research, the idea is that this article can be used to support research and the responsible bodies can use it as a subsidy for mitigation measures in other hydrographic basins.

Keywords: Drought index, climatic projections, precipitation of the Uruguay River Basin, Standardized Precipitation Index.

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Authors: Khine Phyu, Aung Myint Aye

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This paper presents results of measurements campaign carried out at a carrier frequency of 24GHz with the help of TPLINK router in indoor line-of-sight (LOS) scenarios. Firstly, the radio wave propagation strategies are analyzed in some rooms with router of point to point Ad hoc network. Then floor attenuation is defined for 3 floors in experimental region. The free space model and dual slope models are modified by considering the influence of corridor conditions on each floor. Using these models, indoor signal attenuation can be estimated in modeling of indoor radio wave propagation. These results and modified models can also be used in planning the networks of future personal communications services.

Keywords: radio wave signal analyzing, LOS radio wavepropagation, indoor radio wave propagation, free space model, tworay model and indoor attenuation.

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Authors: Abbas Vahedian, Rijun Shrestha, Keith Crews

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In recent years, fibre reinforced polymers as applications of strengthening materials have received significant attention by civil engineers and environmentalists because of their excellent characteristics. Currently, these composites have become a mainstream technology for strengthening of infrastructures such as steel, concrete and more recently, timber and masonry structures. However, debonding is identified as the main problem which limit the full utilisation of the FRP material. In this paper, a preliminary analysis of factors affecting bond strength of FRP-to-concrete and timber bonded interface has been conducted. A novel theoretical method through regression analysis has been established to evaluate these factors. Results of proposed model are then assessed with results of pull-out tests and satisfactory comparisons are achieved between measured failure loads (R² = 0.83, P < 0.0001) and the predicted loads (R² = 0.78, P < 0.0001).

Keywords: Debonding, FRP, pull-out test, stepwise regression analysis.

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Authors: Chad Goldsworthy, B. Rajeswari Matam

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The use of deep learning for species identification in camera trap images has revolutionised our ability to study, conserve and monitor species in a highly efficient and unobtrusive manner, with state-of-the-art models achieving accuracies surpassing the accuracy of manual human classification. The high imbalance of camera trap datasets, however, results in poor accuracies for minority (rare or endangered) species due to their relative insignificance to the overall model accuracy. This paper investigates the use of Focal Loss, in comparison to the traditional Cross Entropy Loss function, to improve the identification of minority species in the “255 Bird Species” dataset from Kaggle. The results show that, although Focal Loss slightly decreased the accuracy of the majority species, it was able to increase the F1-score by 0.06 and improve the identification of the bottom two, five and ten (minority) species by 37.5%, 15.7% and 10.8%, respectively, as well as resulting in an improved overall accuracy of 2.96%.

Keywords: Convolutional neural networks, data imbalance, deep learning, focal loss, species classification, wildlife conservation.

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Authors: Costin Pribeanu

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The model-based approach to user interface design relies on developing separate models that are capturing various aspects about users, tasks, application domain, presentation and dialog representations. This paper presents a task modeling approach for user interface design and aims at exploring the mappings between task, domain and presentation models. The basic idea of our approach is to identify typical configurations in task and domain models and to investigate how they relate each other. A special emphasis is put on application-specific functions and mappings between domain objects and operational task structures. In this respect, we will distinguish between three layers in the task decomposition: a functional layer, a planning layer, and an operational layer.

Keywords: task modeling, user interface design, unit tasks, basic tasks, operational task model

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Authors: H. Sayyaadi, N. Shokouhi

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In rail vehicles, air springs are very important isolating component, which guarantee good ride comfort for passengers during their trip. In the most new rail–vehicle models, developed by researchers, the thermo–dynamical effects of air springs are ignored and secondary suspension is modeled by simple springs and dampers. As the performance of suspension components have significant effects on rail–vehicle dynamics and ride comfort of passengers, a complete nonlinear thermo–dynamical air spring model, which is a combination of two different models, is introduced. Result from field test shows remarkable agreement between proposed model and experimental data. Effects of air suspension parameters on the system performances are investigated here and then these parameters are tuned to minimize Sperling ride comfort index during the trip. Results showed that by modification of air suspension parameters, passengers comfort is improved and ride comfort index is reduced about 10%.

Keywords: Air spring, Ride comfort improvement, Thermo– dynamical effects.

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Authors: Aiyeloja A.A, Ogunjinmi A.A

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The recurring decimal of rural and urban poverty in Nigeria, resulting from lack of sustainable livelihood activities by the people due to non-diversification of the economy, necessitated this study. One hundred snail farmers were randomly selected in Akure North and Akure South Local Government areas of Ondo State, Southwest Nigeria where snail farming is widely practised. Data collection was through questionnaires administration and onsite observation of farms. Data obtained were subjected to descriptive statistics, Student-s t-test and regression analysis. Cost benefit ratio (CBR) and rate of return on investment (RORI) were calculated in order to determine the poverty alleviation potentials of snail farming in the study areas. Although snail farming was profitable and viable, it was below poverty line. With time and more knowledge in its farming activities, and with more people taking to snail production, its poverty alleviation and reduction potentials will increase.

Keywords: Alleviation, farming, Nigeria, potential, poverty, snail.

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Authors: Konstantinos Perifanos, Eirini Florou, Dionysis Goutsos

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This paper presents and benchmarks a number of end-to-end Deep Learning based models for metaphor detection in Greek. We combine Convolutional Neural Networks and Recurrent Neural Networks with representation learning to bear on the metaphor detection problem for the Greek language. The models presented achieve exceptional accuracy scores, significantly improving the previous state-of-the-art results, which had already achieved accuracy 0.82. Furthermore, no special preprocessing, feature engineering or linguistic knowledge is used in this work. The methods presented achieve accuracy of 0.92 and F-score 0.92 with Convolutional Neural Networks (CNNs) and bidirectional Long Short Term Memory networks (LSTMs). Comparable results of 0.91 accuracy and 0.91 F-score are also achieved with bidirectional Gated Recurrent Units (GRUs) and Convolutional Recurrent Neural Nets (CRNNs). The models are trained and evaluated only on the basis of training tuples, the related sentences and their labels. The outcome is a state-of-the-art collection of metaphor detection models, trained on limited labelled resources, which can be extended to other languages and similar tasks.

Keywords: Metaphor detection, deep learning, representation learning, embeddings.

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Authors: Inna R. Edara, Haw-Lin Wu

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Positive psychology investigates human strengths and virtues and promotes well-being. Relying on this assumption, positive interventions have been continuously designed to build pleasure and happiness, joy and contentment, engagement and meaning, hope and optimism, satisfaction and gratitude, spirituality, and various other positive measures of well-being. In line with this model of positive psychology and interventions, this study investigated certain measures of well-being in a group of 45 students enrolled in an 18-week positive psychology course and simultaneously engaged in service-oriented interventions that they chose for themselves based on the course content and individual interests. Students’ well-being was measured at the beginning and end of the course. The well-being indicators included positive automatic thoughts, optimism and hope, satisfaction with life, and spirituality. A paired-samples t-test conducted to evaluate the impact of class content and service-oriented interventions on students’ scores of well-being indicators indicated statistically significant increase from pre-class to post-class scores. There were also significant gender differences in post-course well-being scores, with females having higher levels of well-being than males. A two-way between groups analysis of variance indicated a significant interaction effect of age by gender on the post-course well-being scores, with females in the age group of 56-65 having the highest scores of well-being in comparison to the males in the same age group. Regression analyses indicated that positive automatic thought significantly predicted hope and satisfaction with life in the pre-course analysis. In the post-course regression analysis, spiritual transcendence made a significant contribution to optimism, and positive automatic thought made a significant contribution to both hope and satisfaction with life. Finally, a significant test between pre-course and post-course regression coefficients indicated that the regression coefficients at pre-course were significantly different from post-course coefficients, suggesting that the positive psychology course and the interventions were helpful in raising the levels of well-being. The overall results suggest a substantial increase in the participants’ well-being scores after engaging in the positive-oriented interventions, implying a need for designing more positive interventions in education to promote well-being.  

Keywords: Hope, optimism, positive automatic thoughts, satisfaction with life, spirituality, well-being.

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Authors: Iliana Marinova, Valentin Mateev

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For investigations of electromagnetic field distributions in biological structures by Finite Element Method (FEM), a method for automatic 3D model building of human anatomical objects is developed. Models are made by meshed structures and specific electromagnetic material properties for each tissue type. Mesh is built according to specific FEM criteria for achieving good solution accuracy. Several FEM models of anatomical objects are built. Formulation using magnetic vector potential and scalar electric potential (A-V, A) is used for modeling of electromagnetic fields in human tissue objects. The developed models are suitable for investigations of electromagnetic field distributions in human tissues exposed in external fields during magnetic stimulation, defibrillation, impedance tomography etc.

Keywords: electromagnetic field, finite element method, humantissue.

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Authors: Fatemeh Mosalman Yazdi

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One of the most important requirements for the operation and planning activities of an electrical utility is the prediction of load for the next hour to several days out, known as short term load forecasting. This paper presents the development of an artificial neural network based short-term load forecasting model. The model can forecast daily load profiles with a load time of one day for next 24 hours. In this method can divide days of year with using average temperature. Groups make according linearity rate of curve. Ultimate forecast for each group obtain with considering weekday and weekend. This paper investigates effects of temperature and humidity on consuming curve. For forecasting load curve of holidays at first forecast pick and valley and then the neural network forecast is re-shaped with the new data. The ANN-based load models are trained using hourly historical. Load data and daily historical max/min temperature and humidity data. The results of testing the system on data from Yazd utility are reported.

Keywords: Artificial neural network, Holiday forecasting, pickand valley load forecasting, Short-term load-forecasting.

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

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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: Donglan Zha, Jiansong Si

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Because of its flexibility, CES attracts much interest in economic growth and programming models, and the macroeconomics or micro-macro models. This paper focuses on the development, estimating methods of CES production function considering energy as an input. We leave for future research work of relaxing the assumption of constant returns to scale, the introduction of potential input factors, and the generalization method of the optimal nested form of multi-factor production functions.

Keywords: Bias of technical change, CES production function, elasticity of substitution, energy input.

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Authors: Nermin Sökmen

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An effort estimation model is needed for softwareintensive projects that consist of hardware, embedded software or some combination of the two, as well as high level software solutions. This paper first focuses on functional decomposition techniques to measure functional complexity of a computer system and investigates its impact on system development effort. Later, it examines effects of technical difficulty and design team capability factors in order to construct the best effort estimation model. With using traditional regression analysis technique, the study develops a system development effort estimation model which takes functional complexity, technical difficulty and design team capability factors as input parameters. Finally, the assumptions of the model are tested.

Keywords: Functional complexity, functional decomposition, development effort, technical difficulty, design team capability, regression analysis.

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Authors: Tebogo Emma Makaba, Barnabas Ndlovu Gatsheni

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The cities of Johannesburg and Pretoria both located in the Gauteng province are separated by a distance of 58 km. The traffic queues on the Ben Schoeman freeway which connects these two cities can stretch for almost 1.5 km. Vehicle traffic congestion impacts negatively on the business and the commuter’s quality of life. The goal of this paper is to identify variables that influence the flow of traffic and to design a vehicle traffic prediction model, which will predict the traffic flow pattern in advance. The model will unable motorist to be able to make appropriate travel decisions ahead of time. The data used was collected by Mikro’s Traffic Monitoring (MTM). Multi-Layer perceptron (MLP) was used individually to construct the model and the MLP was also combined with Bagging ensemble method to training the data. The cross—validation method was used for evaluating the models. The results obtained from the techniques were compared using predictive and prediction costs. The cost was computed using combination of the loss matrix and the confusion matrix. The predicted models designed shows that the status of the traffic flow on the freeway can be predicted using the following parameters travel time, average speed, traffic volume and day of month. The implications of this work is that commuters will be able to spend less time travelling on the route and spend time with their families. The logistics industry will save more than twice what they are currently spending.

Keywords: Bagging ensemble methods, confusion matrix, multi-layer perceptron, vehicle traffic flow.

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Authors: Wanida Suwunniponth

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The purpose of this research was to study the factors of characteristic of business, website quality and trust affected intention to use electronic payment systems for online purchasing. This survey research used questionnaire as a tool to collect the data of 300 customers who purchased online products and used an electronic payment system. The descriptive statistics and multiple regression analysis were used to analyze data. The results revealed that customers had a good opinion towards the characteristic of the business and website quality. However, they have a moderate opinion towards trust and intention to repurchase. In addition, the characteristics of the business affected the purchase intention the most, followed by website quality and the trust with statistical significance at 0.05 level. For particular, the terms of reputation, communication, information quality, perceived risk and word of mouth affected the intention to use the electronic payment system. In contrast, the terms of size, system quality and service quality did not affect intention to use an electronic payment system.

Keywords: Electronic payment, intention, online purchasing, trust.

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Authors: Tetsuya Furukawa, Masahiro Kuzunishi

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Collected data must be organized to be utilized efficiently, and hierarchical classification of data is efficient approach to organize data. When data is classified to multiple categories or annotated with a set of labels, users request multi-labeled data by giving a set of labels. There are several interpretations of the data expressed by a set of labels. This paper discusses which data is expressed by a set of labels by introducing orders for sets of labels and shows that there are four types of orders, which are characterized by whether the labels of expressed data includes every label of the given set of labels within the range of the set. Desirable properties of the orders, data is also expressed by the higher set of labels and different sets of labels express different data, are discussed for the orders.

Keywords: Classification Hierarchies, Multi-labeled Data, Multiple Classificaiton, Orders of Sets of Labels

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Authors: F. Rahnamay Roodposhti, M. Falah Shams, H. Kordlouie

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The aim of the article is extending and developing econometrics and network structure based methods which are able to distinguish price manipulation in Tehran stock exchange. The principal goal of the present study is to offer model for approximating price manipulation in Tehran stock exchange. In order to do so by applying separation method a sample consisting of 397 companies accepted at Tehran stock exchange were selected and information related to their price and volume of trades during years 2001 until 2009 were collected and then through performing runs test, skewness test and duration correlative test the selected companies were divided into 2 sets of manipulated and non manipulated companies. In the next stage by investigating cumulative return process and volume of trades in manipulated companies, the date of starting price manipulation was specified and in this way the logit model, artificial neural network, multiple discriminant analysis and by using information related to size of company, clarity of information, ratio of P/E and liquidity of stock one year prior price manipulation; a model for forecasting price manipulation of stocks of companies present in Tehran stock exchange were designed. At the end the power of forecasting models were studied by using data of test set. Whereas the power of forecasting logit model for test set was 92.1%, for artificial neural network was 94.1% and multi audit analysis model was 90.2%; therefore all of the 3 aforesaid models has high power to forecast price manipulation and there is no considerable difference among forecasting power of these 3 models.

Keywords: Price Manipulation, Liquidity, Size of Company, Floating Stock, Information Clarity

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Authors: Engin Yesil, Leon Urbas

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Modeling of complex dynamic systems, which are very complicated to establish mathematical models, requires new and modern methodologies that will exploit the existing expert knowledge, human experience and historical data. Fuzzy cognitive maps are very suitable, simple, and powerful tools for simulation and analysis of these kinds of dynamic systems. However, human experts are subjective and can handle only relatively simple fuzzy cognitive maps; therefore, there is a need of developing new approaches for an automated generation of fuzzy cognitive maps using historical data. In this study, a new learning algorithm, which is called Big Bang-Big Crunch, is proposed for the first time in literature for an automated generation of fuzzy cognitive maps from data. Two real-world examples; namely a process control system and radiation therapy process, and one synthetic model are used to emphasize the effectiveness and usefulness of the proposed methodology.

Keywords: Big Bang-Big Crunch optimization, Dynamic Systems, Fuzzy Cognitive Maps, Learning.

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Authors: Salah Alrabeei, Mohammad Yousuf

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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. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. 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, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.

Keywords: Integral differential equations, L-stable methods, pricing European options, Jump–diffusion model.

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Authors: Jamuna Konda, Umamaheswara Reddy Karumuri, Sriramya Muthugi, Varun Pishati, Ravi Shakya,

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This paper investigates the challenges involved in mathematical modeling of plant simulation models ensuring the performance of the plant models much closer to the real time physical model. The paper includes the analysis performed and investigation on different methods of modeling, design and development for plant model. Issues which impact the design time, model accuracy as real time model, tool dependence are analyzed. The real time hardware plant would be a combination of multiple physical models. It is more challenging to test the complete system with all possible test scenarios. There are possibilities of failure or damage of the system due to any unwanted test execution on real time.

Keywords: Model Based Design, MATLAB, Simulink, Stateflow, plant model, real time model, real-time workshop, target language compiler.

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Authors: C. V. Pietreanu, S. E. Zaharia, C. Dinu

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The present research is built on three major pillars, commencing by making some considerations on accident investigation methods and pointing out both defining aspects and differences between linear and non-linear analysis. The traditional linear focus on accident analysis describes accidents as a sequence of events, while the latest systemic models outline interdependencies between different factors and define the processes evolution related to a specific (normal) situation. Linear and non-linear accident analysis methods have specific limitations, so the second point of interest is mirrored by the aim to discover the drawbacks of systemic models which becomes a starting point for developing new directions to identify risks or data closer to the cause of incidents/accidents. Since communication represents a critical issue in the interaction of human factor and has been proved to be the answer of the problems made by possible breakdowns in different communication procedures, from this focus point, on the third pylon a new error-modeling instrument suitable for risk assessment/accident analysis will be elaborated.

Keywords: Accident analysis, multi-factorial error modeling, risk, systemic methods.

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Authors: Julio Manuel de Luis Ruiz, Javier Sedano Cibrián, Rubén Pérez Álvarez, Raúl Pereda García, Felipe Piña García

Abstract:

Nowadays it is common to resort to aerial photography to carry out the prospection and/or exploration of archaeological sites. In recent years, Unmanned Aerial Vehicles (UAVs) have been applied as the vehicles that carry the sensor. This implies certain advantages, such as the possibility of including low-cost sensors, given that these vehicles can carry the sensor at relatively low altitudes. Due to this, low-cost dual sensors have recently begun to be used. This new equipment can collaborate with classic Digital Elevation Models (DEMs) in the exploration of archaeological sites, but this entails the need for a methodological setting to optimize the acquisition, processing and exploitation of the information provided by low-cost dual sensors. This research focuses on the design of an appropriate workflow to obtain 3D models with low-cost sensors carried on UAVs, both in the RGB and thermal domains. All the foregoing has been applied to the archaeological site of Juliobriga, located in Cantabria (Spain). To this end, a flight with this type of sensors has been planned, developed and analyzed. It has been applied to the archaeological site of Juliobriga (Cantabria, Spain). A strong dependence of the thermal sensor on the GSD, and the capability of this technique to interpret underground materials. This research allows to state that the thermal nature of the site does not provide main information about the site itself, but with combination with other types of information, such as the DEM, the typology of materials, etc., can produce very positive results with respect to the exploration and knowledge of the site. 

Keywords: process optimization, RGB models, thermal models, UAV, workflow

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