Search results for: Biogeography based optimization method
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 16771

Search results for: Biogeography based optimization method

15751 Budget Optimization for Maintenance of Bridges in Egypt

Authors: Hesham Abd Elkhalek, Sherif M. Hafez, Yasser M. El Fahham

Abstract:

Allocating limited budget to maintain bridge networks and selecting effective maintenance strategies for each bridge represent challenging tasks for maintenance managers and decision makers. In Egypt, bridges are continuously deteriorating. In many cases, maintenance works are performed due to user complaints. The objective of this paper is to develop a practical and reliable framework to manage the maintenance, repair, and rehabilitation (MR&R) activities of Bridges network considering performance and budget limits. The model solves an optimization problem that maximizes the average condition of the entire network given the limited available budget using Genetic Algorithm (GA). The framework contains bridge inventory, condition assessment, repair cost calculation, deterioration prediction, and maintenance optimization. The developed model takes into account multiple parameters including serviceability requirements, budget allocation, element importance on structural safety and serviceability, bridge impact on network, and traffic. A questionnaire is conducted to complete the research scope. The proposed model is implemented in software, which provides a friendly user interface. The framework provides a multi-year maintenance plan for the entire network for up to five years. A case study of ten bridges is presented to validate and test the proposed model with data collected from Transportation Authorities in Egypt. Different scenarios are presented. The results are reasonable, feasible and within acceptable domain.

Keywords: Bridge Management Systems (BMS), cost optimization condition assessment, fund allocation, Markov chain.

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15750 Optimization of the Aerodynamic Performances of an Unmanned Aerial Vehicle

Authors: Fares Senouci, Bachir Imine

Abstract:

This document provides numerical and experimental optimization of the aerodynamic performance of a drone equipped with three types of horizontal stabilizer. To build this optimal configuration, an experimental and numerical study was conducted on three parameters: the geometry of the stabilizer (horizontal form or reverse V form), the position of the horizontal stabilizer (up or down), and the landing gear position (closed or open). The results show that up-stabilizer position with respect to the horizontal plane of the fuselage provides better aerodynamic performance, and that the landing gear increases the lift in the zone of stability, that is to say where the flow is not separated.

Keywords: Aerodynamics, wind tunnel, turbulence model, lift, drag.

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15749 Grid–SVC: An Improvement in SVC Algorithm, Based On Grid Based Clustering

Authors: Farhad Hadinejad, Hasan Saberi, Saeed Kazem

Abstract:

Support vector clustering (SVC) is an important kernelbased clustering algorithm in multi applications. It has got two main bottle necks, the high computation price and labeling piece. In this paper, we presented a modified SVC method, named Grid–SVC, to improve the original algorithm computationally. First we normalized and then we parted the interval, where the SVC is processing, using a novel Grid–based clustering algorithm. The algorithm parts the intervals, based on the density function of the data set and then applying the cartesian multiply makes multi-dimensional grids. Eliminating many outliers and noise in the preprocess, we apply an improved SVC method to each parted grid in a parallel way. The experimental results show both improvement in time complexity order and the accuracy.

Keywords: Grid–based clustering, SVC, Density function, Radial basis function.

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15748 Study on Carbonation Process of Several Types of Advanced Lime-Based Plasters

Authors: Z. Pavlík, H. Benešová, P. Matiašovský, M. Pavlíková

Abstract:

In this paper, study on carbonation process of several types of advanced plasters on lime basis is presented. The movement of carbonation head was measured by colorimetric method using phenolphtalein. The rate of carbonation was accessed also by gravimetric method. Samples of studied materials were placed into the climatic chamber for simulation of environment with high concentration of CO2. The particular samples were on all lateral sides and on the bottom side provided by epoxy resin in order to arrange 1-D transport of CO2 into the studied samples. The carbonation rates of particular materials pointed to the time dependence of diffusion process of CO2 for all the studied plasters. From the quantitative point of view, the carbonation of advanced modified plasters was much faster than for the reference lime plaster, what is beneficial for the practical application of the tested newly developed materials.

Keywords: Carbonation, colorimetric method, gravimetric method, lime-based plasters, pozzolana admixtures.

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15747 Graph Cuts Segmentation Approach Using a Patch-Based Similarity Measure Applied for Interactive CT Lung Image Segmentation

Authors: Aicha Majda, Abdelhamid El Hassani

Abstract:

Lung CT image segmentation is a prerequisite in lung CT image analysis. Most of the conventional methods need a post-processing to deal with the abnormal lung CT scans such as lung nodules or other lesions. The simplest similarity measure in the standard Graph Cuts Algorithm consists of directly comparing the pixel values of the two neighboring regions, which is not accurate because this kind of metrics is extremely sensitive to minor transformations such as noise or other artifacts problems. In this work, we propose an improved version of the standard graph cuts algorithm based on the Patch-Based similarity metric. The boundary penalty term in the graph cut algorithm is defined Based on Patch-Based similarity measurement instead of the simple intensity measurement in the standard method. The weights between each pixel and its neighboring pixels are Based on the obtained new term. The graph is then created using theses weights between its nodes. Finally, the segmentation is completed with the minimum cut/Max-Flow algorithm. Experimental results show that the proposed method is very accurate and efficient, and can directly provide explicit lung regions without any post-processing operations compared to the standard method.

Keywords: Graph cuts, lung CT scan, lung parenchyma segmentation, patch based similarity metric.

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15746 Optimization of Unweighted Minimum Vertex Cover

Authors: S. Balaji, V. Swaminathan, K. Kannan

Abstract:

The Minimum Vertex Cover (MVC) problem is a classic graph optimization NP - complete problem. In this paper a competent algorithm, called Vertex Support Algorithm (VSA), is designed to find the smallest vertex cover of a graph. The VSA is tested on a large number of random graphs and DIMACS benchmark graphs. Comparative study of this algorithm with the other existing methods has been carried out. Extensive simulation results show that the VSA can yield better solutions than other existing algorithms found in the literature for solving the minimum vertex cover problem.

Keywords: vertex cover, vertex support, approximation algorithms, NP - complete problem.

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15745 Time Delay Estimation Using Signal Envelopes for Synchronisation of Recordings

Authors: Sergei Aleinik, Mikhail Stolbov

Abstract:

In this work, a method of time delay estimation for  dual-channel acoustic signals (speech, music, etc.) recorded under  reverberant conditions is investigated. Standard methods based on  cross-correlation of the signals show poor results in cases involving  strong reverberation, large distances between microphones and  asynchronous recordings. Under similar conditions, a method based  on cross-correlation of temporal envelopes of the signals delivers a  delay estimation of acceptable quality. This method and its properties  are described and investigated in detail, including its limits of  applicability. The method’s optimal parameter estimation and a  comparison with other known methods of time delay estimation are  also provided.

 

Keywords: Cross-correlation, delay estimation, signal envelope, signal processing.

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15744 Forecasting Enrollment Model Based on First-Order Fuzzy Time Series

Authors: Melike Şah, Konstantin Y.Degtiarev

Abstract:

This paper proposes a novel improvement of forecasting approach based on using time-invariant fuzzy time series. In contrast to traditional forecasting methods, fuzzy time series can be also applied to problems, in which historical data are linguistic values. It is shown that proposed time-invariant method improves the performance of forecasting process. Further, the effect of using different number of fuzzy sets is tested as well. As with the most of cited papers, historical enrollment of the University of Alabama is used in this study to illustrate the forecasting process. Subsequently, the performance of the proposed method is compared with existing fuzzy time series time-invariant models based on forecasting accuracy. It reveals a certain performance superiority of the proposed method over methods described in the literature.

Keywords: Forecasting, fuzzy time series, linguistic values, student enrollment, time-invariant model.

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15743 Web Service Security Method To SOA Development

Authors: Nafise Fareghzadeh

Abstract:

Web services provide significant new benefits for SOAbased applications, but they also expose significant new security risks. There are huge number of WS security standards and processes. At present, there is still a lack of a comprehensive approach which offers a methodical development in the construction of secure WS-based SOA. Thus, the main objective of this paper is to address this needs, presenting a comprehensive method for Web Services Security guaranty in SOA. The proposed method defines three stages, Initial Security Analysis, Architectural Security Guaranty and WS Security Standards Identification. These facilitate, respectively, the definition and analysis of WS-specific security requirements, the development of a WS-based security architecture and the identification of the related WS security standards that the security architecture must articulate in order to implement the security services.

Keywords: Kernel, Repository, Security Standards, WS Security Policy, WS specification.

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15742 An Optimal Load Shedding Approach for Distribution Networks with DGs considering Capacity Deficiency Modelling of Bulked Power Supply

Authors: A. R. Malekpour, A.R. Seifi

Abstract:

This paper discusses a genetic algorithm (GA) based optimal load shedding that can apply for electrical distribution networks with and without dispersed generators (DG). Also, the proposed method has the ability for considering constant and variable capacity deficiency caused by unscheduled outages in the bulked generation and transmission system of bulked power supply. The genetic algorithm (GA) is employed to search for the optimal load shedding strategy in distribution networks considering DGs in two cases of constant and variable modelling of bulked power supply of distribution networks. Electrical power distribution systems have a radial network and unidirectional power flows. With the advent of dispersed generations, the electrical distribution system has a locally looped network and bidirectional power flows. Therefore, installed DG in the electrical distribution systems can cause operational problems and impact on existing operational schemes. Introduction of DGs in electrical distribution systems has introduced many new issues in operational and planning level. Load shedding as one of operational issue has no exempt. The objective is to minimize the sum of curtailed load and also system losses within the frame-work of system operational and security constraints. The proposed method is tested on a radial distribution system with 33 load points for more practical applications.

Keywords: DG, Load shedding, Optimization, Capacity Deficiency Modelling.

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15741 Paremaeter Determination of a Vehicle 5-DOF Model to Simulate Occupant Deceleration in a Frontal Crash

Authors: Javad Marzbanrad, Mostafa Pahlavani

Abstract:

This study has investigated a vehicle Lumped Parameter Model (LPM) in frontal crash. There are several ways for determining spring and damper characteristics and type of problem shall be considered as system identification. This study use Genetic Algorithm (GA) procedure, being an effective procedure in case of optimization issues, for optimizing errors, between target data (experimental data) and calculated results (being obtained by analytical solving). In this study analyzed model in 5-DOF then compared our results with 5-DOF serial model. Finally, the response of model due to external excitement is investigated.

Keywords: Vehicle, Lumped-Parameter Model, GeneticAlgorithm, Optimization

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15740 Multiple Job Shop-Scheduling using Hybrid Heuristic Algorithm

Authors: R.A.Mahdavinejad

Abstract:

In this paper, multi-processors job shop scheduling problems are solved by a heuristic algorithm based on the hybrid of priority dispatching rules according to an ant colony optimization algorithm. The objective function is to minimize the makespan, i.e. total completion time, in which a simultanous presence of various kinds of ferons is allowed. By using the suitable hybrid of priority dispatching rules, the process of finding the best solution will be improved. Ant colony optimization algorithm, not only promote the ability of this proposed algorithm, but also decreases the total working time because of decreasing in setup times and modifying the working production line. Thus, the similar work has the same production lines. Other advantage of this algorithm is that the similar machines (not the same) can be considered. So, these machines are able to process a job with different processing and setup times. According to this capability and from this algorithm evaluation point of view, a number of test problems are solved and the associated results are analyzed. The results show a significant decrease in throughput time. It also shows that, this algorithm is able to recognize the bottleneck machine and to schedule jobs in an efficient way.

Keywords: Job shops scheduling, Priority dispatching rules, Makespan, Hybrid heuristic algorithm.

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15739 Feedrate Optimization for Ball-end milling of Sculptured Surfaces using Fuzzy Logic Controller

Authors: Njiri J. G., Ikua B. W., Nyakoe G. N.

Abstract:

Optimization of cutting parameters important in precision machining in regards to efficiency and surface integrity of the machined part. Usually productivity and precision in machining is limited by the forces emanating from the cutting process. Due to the inherent varying nature of the workpiece in terms of geometry and material composition, the peak cutting forces vary from point to point during machining process. In order to increase productivity without compromising on machining accuracy, it is important to control these cutting forces. In this paper a fuzzy logic control algorithm is developed that can be applied in the control of peak cutting forces in milling of spherical surfaces using ball end mills. The controller can adaptively vary the feedrate to maintain allowable cutting force on the tool. This control algorithm is implemented in a computer numerical control (CNC) machine. It has been demonstrated that the controller can provide stable machining and improve the performance of the CNC milling process by varying feedrate.

Keywords: Ball-end mill, feedrate, fuzzy logic controller, machining optimization, spherical surface.

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15738 Dynamic Analysis of Offshore 2-HUS/U Parallel Platform

Authors: Xie Kefeng, Zhang He

Abstract:

For the stability and control demand of offshore small floating platform, a 2-HUS/U parallel mechanism was presented as offshore platform. Inverse kinematics was obtained by institutional constraint equation, and the dynamic model of offshore 2-HUS/U parallel platform was derived based on rigid body’s Lagrangian method. The equivalent moment of inertia, damping and driving force/torque variation of offshore 2-HUS/U parallel platform were analyzed. A numerical example shows that, for parallel platform of given motion, system’s equivalent inertia changes 1.25 times maximally. During the movement of platform, they change dramatically with the system configuration and have coupling characteristics. The maximum equivalent drive torque is 800 N. At the same time, the curve of platform’s driving force/torque is smooth and has good sine features. The control system needs to be adjusted according to kinetic equation during stability and control and it provides a basis for the optimization of control system.

Keywords: 2-HUS/U platform, Dynamics, Lagrange, Parallel platform.

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15737 Application of Residual Correction Method on Hyperbolic Thermoelastic Response of Hollow Spherical Medium in Rapid Transient Heat Conduction

Authors: Po-Jen Su, Huann-Ming Chou

Abstract:

In this article, we used the residual correction method to deal with transient thermoelastic problems with a hollow spherical region when the continuum medium possesses spherically isotropic thermoelastic properties. Based on linear thermoelastic theory, the equations of hyperbolic heat conduction and thermoelastic motion were combined to establish the thermoelastic dynamic model with consideration of the deformation acceleration effect and non-Fourier effect under the condition of transient thermal shock. The approximate solutions of temperature and displacement distributions are obtained using the residual correction method based on the maximum principle in combination with the finite difference method, making it easier and faster to obtain upper and lower approximations of exact solutions. The proposed method is found to be an effective numerical method with satisfactory accuracy. Moreover, the result shows that the effect of transient thermal shock induced by deformation acceleration is enhanced by non-Fourier heat conduction with increased peak stress. The influence on the stress increases with the thermal relaxation time.

Keywords: Maximum principle, non-Fourier heat conduction, residual correction method, thermo-elastic response.

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15736 Comparative study of the Genetic Algorithms and Hessians Method for Minimization of the Electric Power Production Cost

Authors: L. Abdelmalek, M. Zerikat, M. Rahli

Abstract:

In this paper, we present a comparative study of the genetic algorithms and Hessian-s methods for optimal research of the active powers in an electric network of power. The objective function which is the performance index of production of electrical energy is minimized by satisfying the constraints of the equality type and inequality type initially by the Hessian-s methods and in the second time by the genetic Algorithms. The results found by the application of AG for the minimization of the electric production costs of power are very encouraging. The algorithms seem to be an effective technique to solve a great number of problems and which are in constant evolution. Nevertheless it should be specified that the traditional binary representation used for the genetic algorithms creates problems of optimization of management of the large-sized networks with high numerical precision.

Keywords: Genetic algorithm, Flow of optimum loadimpedances, Hessians method, Optimal distribution.

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15735 Simplified Models to Determine Nodal Voltagesin Problems of Optimal Allocation of Capacitor Banks in Power Distribution Networks

Authors: A. Pereira, S. Haffner, L. V. Gasperin

Abstract:

This paper presents two simplified models to determine nodal voltages in power distribution networks. These models allow estimating the impact of the installation of reactive power compensations equipments like fixed or switched capacitor banks. The procedure used to develop the models is similar to the procedure used to develop linear power flow models of transmission lines, which have been widely used in optimization problems of operation planning and system expansion. The steady state non-linear load flow equations are approximated by linear equations relating the voltage amplitude and currents. The approximations of the linear equations are based on the high relationship between line resistance and line reactance (ratio R/X), which is valid for power distribution networks. The performance and accuracy of the models are evaluated through comparisons with the exact results obtained from the solution of the load flow using two test networks: a hypothetical network with 23 nodes and a real network with 217 nodes.

Keywords: Distribution network models, distribution systems, optimization, power system planning.

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15734 Process Optimization and Automation of Information Technology Services in a Heterogenic Digital Environment

Authors: Tasneem Halawani, Yamen Khateeb

Abstract:

With customers’ ever-increasing expectations for fast services provisioning for all their business needs, information technology (IT) organizations, as business partners, have to cope with this demanding environment and deliver their services in the most effective and efficient way. The purpose of this paper is to identify optimization and automation opportunities for the top requested IT services in a heterogenic digital environment and widely spread customer base. In collaboration with systems, processes, and subject matter experts (SMEs), the processes in scope were approached by analyzing four-year related historical data, identifying and surveying stakeholders, modeling the as-is processes, and studying systems integration/automation capabilities. This effort resulted in identifying several pain areas, including standardization, unnecessary customer and IT involvement, manual steps, systems integration, and performance measurement. These pain areas were addressed by standardizing the top five requested IT services, eliminating/automating 43 steps, and utilizing a single platform for end-to-end process execution. In conclusion, the optimization of IT service request processes in a heterogenic digital environment and widely spread customer base is challenging, yet achievable without compromising the service quality and customers’ added value. Further studies can focus on measuring the value of the eliminated/automated process steps to quantify the enhancement impact. Moreover, a similar approach can be utilized to optimize other IT service requests, with a focus on business criticality.

Keywords: Automation, customer value, heterogenic, integration, IT services, optimization, processes.

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15733 Method of Parameter Calibration for Error Term in Stochastic User Equilibrium Traffic Assignment Model

Authors: Xiang Zhang, David Rey, S. Travis Waller

Abstract:

Stochastic User Equilibrium (SUE) model is a widely used traffic assignment model in transportation planning, which is regarded more advanced than Deterministic User Equilibrium (DUE) model. However, a problem exists that the performance of the SUE model depends on its error term parameter. The objective of this paper is to propose a systematic method of determining the appropriate error term parameter value for the SUE model. First, the significance of the parameter is explored through a numerical example. Second, the parameter calibration method is developed based on the Logit-based route choice model. The calibration process is realized through multiple nonlinear regression, using sequential quadratic programming combined with least square method. Finally, case analysis is conducted to demonstrate the application of the calibration process and validate the better performance of the SUE model calibrated by the proposed method compared to the SUE models under other parameter values and the DUE model.

Keywords: Parameter calibration, sequential quadratic programming, Stochastic User Equilibrium, traffic assignment, transportation planning.

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15732 Dynamic Network Routing Method Based on Chromosome Learning

Authors: Xun Liang

Abstract:

In this paper, we probe into the traffic assignment problem by the chromosome-learning-based path finding method in simulation, which is to model the driver' behavior in the with-in-a-day process. By simply making a combination and a change of the traffic route chromosomes, the driver at the intersection chooses his next route. The various crossover and mutation rules are proposed with extensive examples.

Keywords: Chromosome learning, crossover, mutation, traffic path finding.

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15731 An Online Mastery Learning Method Based On a Dynamic Formative Evaluation

Authors: Jeongim Kang, Moon Hee Kim, Seong Baeg Kim

Abstract:

This paper proposes a novel e-learning model that is  based on a dynamic formative evaluation. On evaluating the existing  format of e-learning, conditions regarding repetitive learning to  achieve mastery, causes issues for learners to lose tension and become  neglectful of learning. The dynamic formative evaluation proposed is  able to supplement limitation of the existing approaches. Since a  repetitive learning method does not provide a perfect feedback, this  paper puts an emphasis on the dynamic formative evaluation that is  able to maximize learning achievement. Through the dynamic  formative evaluation, the instructor is able to refer to the evaluation  result when making an estimation about the learner. To show the flow  chart of learning, based on the dynamic formative evaluation, the  model proves its effectiveness and validity.

 

Keywords: Online learning, dynamic formative evaluation, mastery learning, repetitive learning method, learning achievement.

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15730 Modeling Method and Application in Digital Mockup System towards Mechanical Product

Authors: Huaiyu Zhang

Abstract:

The method of modeling is the key technology for digital mockup (DMU). Based upon the developing for mechanical product DMU, the theory, method and approach for virtual environment (VE) and virtual object (VO) were studied. This paper has expounded the design goal and architecture of DMU system, analyzed the method of DMU application, and researched the general process of physics modeling and behavior modeling.

Keywords: DMU, VR, virtual environment, virtual object, physics modeling, behavior modeling

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15729 Implementation of On-Line Cutting Stock Problem on NC Machines

Authors: Jui P. Hung, Hsia C. Chang, Yuan L. Lai

Abstract:

Introduction applicability of high-speed cutting stock problem (CSP) is presented in this paper. Due to the orders continued coming in from various on-line ways for a professional cutting company, to stay competitive, such a business has to focus on sustained production at high levels. In others words, operators have to keep the machine running to stay ahead of the pack. Therefore, the continuous stock cutting problem with setup is proposed to minimize the cutting time and pattern changing time to meet the on-line given demand. In this paper, a novel method is proposed to solve the problem directly by using cutting patterns directly. A major advantage of the proposed method in series on-line production is that the system can adjust the cutting plan according to the floating orders. Examples with multiple items are demonstrated. The results show considerable efficiency and reliability in high-speed cutting of CSP.

Keywords: Cutting stock, Optimization, Heuristics

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15728 Minimizing Risk Costs through Optimal Responses in NPD Projects

Authors: Chan-Sik Kim, Jong-Seong Kim, Se Won Lee, Hoo-Gon Choi

Abstract:

In rapidly changing market environment, firms are investing a lot of time and resources into new product development (NPD) projects to make profit and to obtain competitive advantage. However, failure rate of NPD projects is becoming high due to various internal and external risks which hinder successful NPD projects. To reduce the failure rate, it is critical that risks have to be managed effectively and efficiently through good strategy, and treated by optimal responses to minimize risk cost. Four strategies are adopted to handle the risks in this study. The optimal responses are characterized by high reduction of risk costs with high efficiency. This study suggests a framework to decide the optimal responses considering the core risks, risk costs, response efficiency and response costs for successful NPD projects. Both binary particles warm optimization (BPSO) and multi-objective particle swarm optimization (MOPSO) methods are mainly used in the framework. Although several limitations exist in use for real industries, the frame work shows good strength for handling the risks with highly scientific ways through an example.

Keywords: NPD projects, risk cost, strategy, optimal responses, Particle Swarm Optimization.

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15727 Analytical Based Truncation Principle of Higher-Order Solution for a x1/3 Force Nonlinear Oscillator

Authors: Md. Alal Hosen

Abstract:

In this paper, a modified harmonic balance method based an analytical technique has been developed to determine higher-order approximate periodic solutions of a conservative nonlinear oscillator for which the elastic force term is proportional to x1/3. Usually, a set of nonlinear algebraic equations is solved in this method. However, analytical solutions of these algebraic equations are not always possible, especially in the case of a large oscillation. In this article, different parameters of the same nonlinear problems are found, for which the power series produces desired results even for the large oscillation. We find a modified harmonic balance method works very well for the whole range of initial amplitudes, and the excellent agreement of the approximate frequencies and periodic solutions with the exact ones has been demonstrated and discussed. Besides these, a suitable truncation formula is found in which the solution measures better results than existing solutions. The method is mainly illustrated by the x1/3 force nonlinear oscillator but it is also useful for many other nonlinear problems.

Keywords: Approximate solutions, Harmonic balance method, Nonlinear oscillator, Perturbation.

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15726 Design Parameters Selection and Optimization of Weld Zone Development in Resistance Spot Welding

Authors: Norasiah Muhammad, Yupiter HP Manurung

Abstract:

This paper investigates the development of weld zone in Resistance Spot Welding (RSW) which focuses on weld nugget and Heat Affected Zone (HAZ). The effects of four factors namely weld current, weld time, electrode force and hold time were studied using a general 24 factorial design augmented by five centre points. The results of the analysis showed that all selected factors except hold time exhibit significant effect on weld nugget radius and HAZ size. Optimization of the welding parameters (weld current, weld time and electrode force) to normalize weld nugget and to minimize HAZ size was then conducted using Central Composite Design (CCD) in Response Surface Methodology (RSM) and the optimum parameters were determined. A regression model for radius of weld nugget and HAZ size was developed and its adequacy was evaluated. The experimental results obtained under optimum operating conditions were then compared with the predicted values and were found to agree satisfactorily with each other

Keywords: Factorial design, Optimization, Resistance Spot Welding (RSW), Response Surface Methodology (RSM).

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15725 Image Segmentation Based on Graph Theoretical Approach to Improve the Quality of Image Segmentation

Authors: Deepthi Narayan, Srikanta Murthy K., G. Hemantha Kumar

Abstract:

Graph based image segmentation techniques are considered to be one of the most efficient segmentation techniques which are mainly used as time & space efficient methods for real time applications. How ever, there is need to focus on improving the quality of segmented images obtained from the earlier graph based methods. This paper proposes an improvement to the graph based image segmentation methods already described in the literature. We contribute to the existing method by proposing the use of a weighted Euclidean distance to calculate the edge weight which is the key element in building the graph. We also propose a slight modification of the segmentation method already described in the literature, which results in selection of more prominent edges in the graph. The experimental results show the improvement in the segmentation quality as compared to the methods that already exist, with a slight compromise in efficiency.

Keywords: Graph based image segmentation, threshold, Weighted Euclidean distance.

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15724 Dynamic Correlations and Portfolio Optimization between Islamic and Conventional Equity Indexes: A Vine Copula-Based Approach

Authors: Imen Dhaou

Abstract:

This study examines conditional Value at Risk by applying the GJR-EVT-Copula model, and finds the optimal portfolio for eight Dow Jones Islamic-conventional pairs. Our methodology consists of modeling the data by a bivariate GJR-GARCH model in which we extract the filtered residuals and then apply the Peak over threshold model (POT) to fit the residual tails in order to model marginal distributions. After that, we use pair-copula to find the optimal portfolio risk dependence structure. Finally, with Monte Carlo simulations, we estimate the Value at Risk (VaR) and the conditional Value at Risk (CVaR). The empirical results show the VaR and CVaR values for an equally weighted portfolio of Dow Jones Islamic-conventional pairs. In sum, we found that the optimal investment focuses on Islamic-conventional US Market index pairs because of high investment proportion; however, all other index pairs have low investment proportion. These results deliver some real repercussions for portfolio managers and policymakers concerning to optimal asset allocations, portfolio risk management and the diversification advantages of these markets.

Keywords: CVaR, Dow Jones Islamic index, GJR-GARCH-EVT-pair copula, portfolio optimization.

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15723 Towards a Framework for Evaluating Scientific Efficiency of World-Class Universities

Authors: Veljko Jeremic, Milica Kostic-Stankovic, Aleksandar Markovic, Milan Martic

Abstract:

Evaluating the efficiency of decision making units has been frequently elaborated on in numerous publications. In this paper, the theoretical framework for a novel method of Distance Based Analysis (DBA) is presented. In addition, the method is performed on a sample of the ARWU’s top 54 Universities of the United States; the findings of which clearly demonstrate that the best ranked Universities are far from also being the most efficient.

Keywords: Evaluating Efficiency, Distance Based Analysis, Ranking of Universities, ARWU.

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15722 Some Computational Results on MPI Parallel Implementation of Dense Simplex Method

Authors: El-Said Badr, Mahmoud Moussa, Konstantinos Paparrizos, Nikolaos Samaras, Angelo Sifaleras

Abstract:

There are two major variants of the Simplex Algorithm: the revised method and the standard, or tableau method. Today, all serious implementations are based on the revised method because it is more efficient for sparse linear programming problems. Moreover, there are a number of applications that lead to dense linear problems so our aim in this paper is to present some computational results on parallel implementation of dense Simplex Method. Our implementation is implemented on a SMP cluster using C programming language and the Message Passing Interface MPI. Preliminary computational results on randomly generated dense linear programs support our results.

Keywords: Linear Programming, MPI, Parallel Implementation, Simplex Algorithm.

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