Search results for: hierarchical modeling

Authors: Birol Yildiz, Abdullah Yalama, Metin Coskun

Abstract:

Many studies have shown that Artificial Neural Networks (ANN) have been widely used for forecasting financial markets, because of many financial and economic variables are nonlinear, and an ANN can model flexible linear or non-linear relationship among variables. The purpose of the study was to employ an ANN models to predict the direction of the Istanbul Stock Exchange National 100 Indices (ISE National-100). As a result of this study, the model forecast the direction of the ISE National-100 to an accuracy of 74, 51%.

Keywords: Artificial Neural Networks, Istanbul StockExchange, Non-linear Modeling.

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Authors: Yi-Chun Kuo, Jo-Chieh Lin

Abstract:

The objective of a supply chain strategy is to reduce waste and increase efficiency to attain cost benefits, and to guarantee supply chain flexibility when facing the ever-changing market environment in order to meet customer requirements. Strategy implementation aims to fulfill common goals and attain benefits by integrating upstream and downstream enterprises, sharing information, conducting common planning, and taking part in decision making, so as to enhance the overall performance of the supply chain. With the rise of outsourcing and globalization, the increasing dependence on suppliers and customers and the rapid development of information technology, the complexity and uncertainty of the supply chain have intensified, and supply chain vulnerability has surged, resulting in adverse effects on supply chain performance. Thus, this study aims to use supply chain vulnerability as a moderating variable and apply structural equation modeling (SEM) to determine the relationships among supply chain strategy, supply chain integration, and supply chain performance, as well as the moderating effect of supply chain vulnerability on supply chain performance. The data investigation of this study was questionnaires which were collected from the management level of enterprises in Taiwan and China, 149 questionnaires were received. The result of confirmatory factor analysis shows that the path coefficients of supply chain strategy on supply chain integration and supply chain performance are positive (0.497, t= 4.914; 0.748, t= 5.919), having a significantly positive effect. Supply chain integration is also significantly positively correlated to supply chain performance (0.192, t = 2.273). The moderating effects of supply chain vulnerability on supply chain strategy and supply chain integration to supply chain performance are significant (7.407; 4.687). In Taiwan, 97.73% of enterprises are small- and medium-sized enterprises (SMEs) focusing on receiving original equipment manufacturer (OEM) and original design manufacturer (ODM) orders. In order to meet the needs of customers and to respond to market changes, these enterprises especially focus on supply chain flexibility and their integration with the upstream and downstream enterprises. According to the observation of this research, the effect of supply chain vulnerability on supply chain performance is significant, and so enterprises need to attach great importance to the management of supply chain risk and conduct risk analysis on their suppliers in order to formulate response strategies when facing emergency situations. At the same time, risk management is incorporated into the supply chain so as to reduce the effect of supply chain vulnerability on the overall supply chain performance.

Keywords: Supply chain integration, supply chain performance, supply chain vulnerability, structural equation modeling.

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Authors: Zdravka Aljinović, Branka Marasović, Blanka Škrabić

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The paper provides a discussion of the most relevant aspects of yield curve modeling. Two classes of models are considered: stochastic and parsimonious function based, through the approaches developed by Vasicek (1977) and Nelson and Siegel (1987). Yield curve estimates for Croatia are presented and their dynamics analyzed and finally, a comparative analysis of models is conducted.

Keywords: the term structure of interest rates, Vasicek model, Nelson-Siegel model, Croatian Government market.

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Authors: Thiago M. R Dias, Gray F. Moita

Abstract:

The analysis of scientific collaboration networks has contributed significantly to improving the understanding of how does the process of collaboration between researchers and also to understand how the evolution of scientific production of researchers or research groups occurs. However, the identification of collaborations in large scientific databases is not a trivial task given the high computational cost of the methods commonly used. This paper proposes a method for identifying collaboration in large data base of curriculum researchers. The proposed method has low computational cost with satisfactory results, proving to be an interesting alternative for the modeling and characterization of large scientific collaboration networks.

Keywords: Extraction and data integration, Information Retrieval, Scientific Collaboration.

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Authors: Sajith Sajeev, Brenton McLaury, Siamack Shirazi

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In the petroleum industry, solid particles are often present along with the produced fluids. It is imperative to keep particles from accumulating in flow lines. In this study, various experiments are conducted to study sand particle transport, where critical velocity is defined as the average fluid velocity to keep particles continuously moving. Many parameters related to the fluid, particles and pipe affect the transport process. Experimental results are presented varying the particle concentration. Additionally, CFD simulations using a discrete element modeling (DEM) approach are presented to compare with experimental result.

Keywords: Particle transport, critical velocity, CFD, DEM.

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Authors: N. Veerasamy, JPH Eloff

Abstract:

Network warfare is an emerging concept that focuses on the network and computer based forms through which information is attacked and defended. Various computer and network security concepts thus play a role in network warfare. Due the intricacy of the various interacting components, a model to better understand the complexity in a network warfare environment would be beneficial. Non-quantitative modeling is a useful method to better characterize the field due to the rich ideas that can be generated based on the use of secular associations, chronological origins, linked concepts, categorizations and context specifications. This paper proposes the use of non-quantitative methods through a morphological analysis to better explore and define the influential conditions in a network warfare environment.

Keywords: Morphological, non-quantitative, network warfare.

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Authors: Li Yuan, Weizhu Wang, Kean Boon Lee, Haifeng Sun, Susai Lawrence Selvaraj, Shane Todd, Guo-Qiang Lo

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In this work, the physical based device model of AlGaN/GaN high electron mobility transistors (HEMTs) has been established and the corresponding device operation behavior has been investigated also by using Sentaurus TCAD from Synopsys. Advanced AlGaN/GaN hetero-structures with GaN cap layer and AlN spacer have been considered and the GaN cap layer and AlN spacer are found taking important roles on the gate leakage blocking and off-state breakdown voltage enhancement.

Keywords: AlGaN/GaN, HEMT, Physical mechanism, TCAD simulation

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Authors: Livier Serna, Xavier Fischer, Fouad Bennis

Abstract:

In this paper, a decision aid method for preoptimization is presented. The method is called “negotiation", and it is based on the identification, formulation, modeling and use of indicators defined as “negotiation indicators". These negotiation indicators are used to explore the solution space by means of a classbased approach. The classes are subdomains for the negotiation indicators domain. They represent equivalent cognitive solutions in terms of the negotiation indictors being used. By this method, we reduced the size of the solution space and the criteria, thus aiding the optimization methods. We present an example to show the method.

Keywords: Optimization Model Reduction, Pre-Optimization, Negotiation Process, Class-Making, Cognition Based VirtualExploration.

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Authors: Kar Foo Chong, Pradeep K. Gopalakrishnan, T. Hui Teo

Abstract:

There are multiple ways to implement a decimator filter. This paper addresses usage of CIC (cascaded-integrator-comb) filter and HB (half band) filter as the decimator filter to reduce the frequency sample rate by factor of 64 and detail of the implementation step to realize this design in hardware. Low power design approach for CIC filter and half band filter will be discussed. The filter design is implemented through MATLAB system modeling, ASIC (application specific integrated circuit) design flow and verified using a FPGA (field programmable gate array) board and MATLAB analysis.

Keywords: CIC filter, decimation filter, half-band filter, lowpower.

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Authors: Alfred L. Guiffrida

Abstract:

A review of the literature on supply chain delivery models which use delivery windows to measure delivery performance is presented. The review herein serves to meet the following objectives: (i) provide a synthesis of previously published literature on supply chain delivery performance models, (ii) provide in one paper a consolidation of research that can serve as a single source to keep researchers up to date with the research developments in supply chain delivery models, and (iii) identify gaps in the modeling of supply chain delivery performance which could stimulate new research agendas.

Keywords: Delivery performance, Delivery window, Supply chain delivery models, Supply chain performance.

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Authors: B. Fahimnia, L.H.S. Luong, R. M. Marian

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The Aggregate Production Plan (APP) is a schedule of the organization-s overall operations over a planning horizon to satisfy demand while minimizing costs. It is the baseline for any further planning and formulating the master production scheduling, resources, capacity and raw material planning. This paper presents a methodology to model the Aggregate Production Planning problem, which is combinatorial in nature, when optimized with Genetic Algorithms. This is done considering a multitude of constraints of contradictory nature and the optimization criterion – overall cost, made up of costs with production, work force, inventory, and subcontracting. A case study of substantial size, used to develop the model, is presented, along with the genetic operators.

Keywords: Aggregate Production Planning, Costs, and Optimization.

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Authors: Juan L. Castro, Maria I. NavarroVictor Lopez, Eduardo M. Eisman, Jose M. Zurita

Abstract:

This paper describes the Multilingual Virtual Simulated Patient framework. It has been created to train the social skills and testing the knowledge of primary health care medical students. The framework generates conversational agents which perform in serveral languages as virtual simulated patients that help to improve the communication and diagnosis skills of the students complementing their training process.

Keywords: Medical training, conversational agents, patient modeling.

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Authors: J. Cecrdle

Abstract:

This paper deals with the whirl flutter of the turboprop aircraft structures. It is focused on the influence of the blade lift span-wise distribution on the whirl flutter stability. Firstly it gives the overall theoretical background of the whirl flutter phenomenon. After that the propeller blade forces solution and the options of the blade lift modeling are described. The problem is demonstrated on the example of a twin turboprop aircraft structure. There are evaluated the influences with respect to the propeller aerodynamic derivatives and finally the influences to the whirl flutter speed and the whirl flutter margin respectively.

Keywords: Aeroelasticity, flutter, propeller blade force, whirl flutter.

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Authors: Hui-jun Ren, Da-kun ZHang

Abstract:

VRML( The virtual reality modeling language) is a standard language used to build up 3D virtualized models. The quick development of internet technology and computer manipulation has promoted the commercialization of reality virtualization. VRML, thereof, is expected to be the most effective framework of building up virtual reality. This article has studied plans to build virtualized scenes based on the technology of virtual reality and Java programe, and introduced how to execute real-time data transactions of VRML file and Java programe by applying Script Node, in doing so we have the VRML interactivity being strengthened.

Keywords: VRML, Java, Virtual scene, Script.

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Authors: M.Asif, M.R.Arshad, P.A.Wilson

Abstract:

In this paper, a simple active contour based visual tracking algorithm is presented for outdoor AGV application which is currently under development at the USM robotic research group (URRG) lab. The presented algorithm is computationally low cost and able to track road boundaries in an image sequence and can easily be implemented on available low cost hardware. The proposed algorithm used an active shape modeling using the B-spline deformable template and recursive curve fitting method to track the current orientation of the road.

Keywords: Active contour, B-spline, recursive curve fitting.

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Authors: J. G. Batista, K. N. Sousa, J. L. Nunes, R. L. S. Sousa, G. A. P. Thé

Abstract:

This work deals with parameter identification of permanent magnet motors, a class of ac motor which is particularly important in industrial automation due to characteristics like applications high performance, are very attractive for applications with limited space and reducing the need to eliminate because they have reduced size and volume and can operate in a wide speed range, without independent ventilation. By using experimental data and genetic algorithm we have been able to extract values for both the motor inductance and the electromechanical coupling constant, which are then compared to measured and/or expected values.

Keywords: Modeling, AC servomotor, Permanent Magnet Synchronous Motor-PMSM, Genetic Algorithm, Vector Control, Robotic Manipulator, Control.

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Authors: I. Mahdavi, R. Janamiri, A. Sinkakarimi, M. Safdari, M. H. Sedaghat, A. Zamani, A. Hoseini, M. Karimi

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In this work, study the location of interface in a stirred vessel with Rushton impeller by computational fluid dynamic was presented. To modeling rotating the impeller, sliding mesh (SM) technique was used and standard k-ε model was selected for turbulence closure. Mean tangential, radial and axial velocities and also turbulent kinetic energy (k) and turbulent dissipation rate (ε) in various points of tank was investigated. Results show sensitivity of system to location of interface and radius of 7 to 10cm for interface in the vessel with existence characteristics cause to increase the accuracy of simulation.

Keywords: CFD, Interface, Rushton impeller, Turbulence model.

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Authors: S. Woothipatanapan, S. Prakobkit

Abstract:

This paper presents a model for analysis the induced voltage of transmission lines (energized) acting on neighboring distribution lines (de-energized). From environmental restrictions, 22 kV distribution lines need to be installed under 115 kV transmission lines. With the installation of the two parallel circuits like this, they make the induced voltage which can cause harm to operators. This work was performed with the ATP-EMTP modeling to analyze such phenomenon before field testing. Simulation results are used to find solutions to prevent danger to operators who are on the pole.

Keywords: Transmission system, distribution system, induced voltage, off-line operation.

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Authors: Abhishek Soni, Bhagat Singh

Abstract:

Distal femur fractures are the cause of abnormal gloomy. Several types of surgical treatments have been adopted by the practitioners to restore the fractured region of distal femur. Still within this domain of study, unstable fixation remains a challenge for orthopedists. In the present study, a fixation implant is designed and analyzed under physiological loading conditions for cobalt-chromium-molybdenum alloy (Co-Cr-Mo). It has been found that the stresses and deformation developed are quite low. It means that customized fixation plates will provide stable fixation resulting in improved fracture union.

Keywords: Biomechanical evaluations, customized implant, Co-Cr-Mo alloy, reverse engineering.

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Authors: George E. Tsekouras, Evi Sampanikou

Abstract:

We compare three categorical data clustering algorithms with respect to the problem of classifying cultural data related to the aesthetic judgment of comics artists. Such a classification is very important in Comics Art theory since the determination of any classes of similarities in such kind of data will provide to art-historians very fruitful information of Comics Art-s evolution. To establish this, we use a categorical data set and we study it by employing three categorical data clustering algorithms. The performances of these algorithms are compared each other, while interpretations of the clustering results are also given.

Keywords: Aesthetic judgment, comics artists, cluster analysis, categorical data.

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Authors: Darby Tien-Hao Chang, Guan-Yu Shiu, You-Jie Sun

Abstract:

Various cis-regulatory module (CRM) predictors have been proposed in the last decade. Several well-established CRM predictors adopted different categories of prediction strategies, including window clustering, probabilistic modeling and phylogenetic footprinting. Appropriate integration of them has a potential to achieve high quality CRM prediction. This study analyzed four existing CRM predictors (ClusterBuster, MSCAN, CisModule and MultiModule) to seek a predictor combination that delivers a higher accuracy than individual CRM predictors. 465 CRMs across 140 Drosophila melanogaster genes from the RED fly database were used to evaluate the integrated CRM predictor proposed in this study. The results show that four predictor combinations achieved superior performance than the best individual CRM predictor.

Keywords: Cis-regulatory module, transcription factor binding site.

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Authors: M. Ndaw, G. Mendy, S. Ouya

Abstract:

Information system risk management helps to reduce or eliminate risk by implementing appropriate controls. In this paper, we propose a quantification model of controls impact on information system risks by automatizing the residual criticality estimation step of FMECA which is based on a inductive reasoning. For this, we defined three equations based on type and maturity of controls. For testing, the values obtained with the model were compared to estimated values given by interlocutors during different working sessions and the result is satisfactory. This model allows an optimal assessment of controls maturity and facilitates risk analysis of information system.

Keywords: Information System, Risk, Control, FMECA.

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Authors: Sin Yin Teh, Abdul Rahman Othman, Michael Boon Chong Khoo

Abstract:

In this paper, the concepts of dichotomous logistic regression (DLR) with leave-one-out (L-O-O) were discussed. To illustrate this, the L-O-O was run to determine the importance of the simulation conditions for robust test of spread procedures with good Type I error rates. The resultant model was then evaluated. The discussions included 1) assessment of the accuracy of the model, and 2) parameter estimates. These were presented and illustrated by modeling the relationship between the dichotomous dependent variable (Type I error rates) with a set of independent variables (the simulation conditions). The base SAS software containing PROC LOGISTIC and DATA step functions can be making used to do the DLR analysis.

Keywords: Dichotomous logistic regression, leave-one-out, testof spread.

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Authors: Krzysztof J. Czarnocki, F. Silveira, E. Czarnocka, K. Szaniawska

Abstract:

Research background: Problems related to the occupational health and decreasing level of safety occur commonly in the construction industry. Important factor in the occupational safety in construction industry is scaffold use. All scaffolds used in construction, renovation, and demolition shall be erected, dismantled and maintained in accordance with safety procedure. Increasing demand for new construction projects unfortunately still is linked to high level of occupational accidents. Therefore, it is crucial to implement concrete actions while dealing with scaffolds and risk assessment in construction industry, the way on doing assessment and liability of assessment is critical for both construction workers and regulatory framework. Unfortunately, professionals, who tend to rely heavily on their own experience and knowledge when taking decisions regarding risk assessment, may show lack of reliability in checking the results of decisions taken. Purpose of the article: The aim was to indicate crucial parameters that could be modeling with Risk Assessment Model (RAM) use for improving both building enterprise productivity and/or developing potential and safety climate. The developed RAM could be a benefit for predicting high-risk construction activities and thus preventing accidents occurred based on a set of historical accident data. Methodology/Methods: A RAM has been developed for assessing risk levels as various construction process stages with various work trades impacting different spheres of enterprise activity. This project includes research carried out by teams of researchers on over 60 construction sites in Poland and Portugal, under which over 450 individual research cycles were carried out. The conducted research trials included variable conditions of employee exposure to harmful physical and chemical factors, variable levels of stress of employees and differences in behaviors and habits of staff. Genetic modeling tool has been used for developing the RAM. Findings and value added: Common types of trades, accidents, and accident causes have been explored, in addition to suitable risk assessment methods and criteria. We have found that the initial worker stress level is more direct predictor for developing the unsafe chain leading to the accident rather than the workload, or concentration of harmful factors at the workplace or even training frequency and management involvement.

Keywords: Civil engineering, occupational health, productivity, safety climate.

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Authors: P. Parvasi, R. Janamiri, A. Sinkakarimi, I. Mahdavi, M. Safdari, M. H. Sedaghat, A. Hosseini, M. Karimi

Abstract:

In this work study the location of interface in a stirred vessel with a Concave impeller by computational fluid dynamic was presented. To modeling rotating the impeller, sliding mesh (SM) technique was used and standard k-ε model was selected for turbulence closure. Mean tangential, radial and axial velocities and also turbulent kinetic energy (k) and turbulent dissipation rate (ε) in various points of tank was investigated. Results show sensitivity of system to location of interface and radius of 7 to 10cm for interface in the vessel with existence characteristics cause to increase the accuracy of simulation.

Keywords: CFD, Interface, Concave impeller, turbulence model.

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Authors: Alia Alghosoun, Nabil El Moçayd, Mohammed Seaid

Abstract:

Modeling dam-break flows over non-flat beds requires an accurate representation of the topography which is the main source of uncertainty in the model. Therefore, developing robust and accurate techniques for reconstructing topography in this class of problems would reduce the uncertainty in the flow system. In many hydraulic applications, experimental techniques have been widely used to measure the bed topography. In practice, experimental work in hydraulics may be very demanding in both time and cost. Meanwhile, computational hydraulics have served as an alternative for laboratory and field experiments. Unlike the forward problem, the inverse problem is used to identify the bed parameters from the given experimental data. In this case, the shallow water equations used for modeling the hydraulics need to be rearranged in a way that the model parameters can be evaluated from measured data. However, this approach is not always possible and it suffers from stability restrictions. In the present work, we propose an adaptive optimal control technique to numerically identify the underlying bed topography from a given set of free-surface observation data. In this approach, a minimization function is defined to iteratively determine the model parameters. The proposed technique can be interpreted as a fractional-stage scheme. In the first stage, the forward problem is solved to determine the measurable parameters from known data. In the second stage, the adaptive control Ensemble Kalman Filter is implemented to combine the optimality of observation data in order to obtain the accurate estimation of the topography. The main features of this method are on one hand, the ability to solve for different complex geometries with no need for any rearrangements in the original model to rewrite it in an explicit form. On the other hand, its achievement of strong stability for simulations of flows in different regimes containing shocks or discontinuities over any geometry. Numerical results are presented for a dam-break flow problem over non-flat bed using different solvers for the shallow water equations. The robustness of the proposed method is investigated using different numbers of loops, sensitivity parameters, initial samples and location of observations. The obtained results demonstrate high reliability and accuracy of the proposed techniques.

Keywords: Optimal control, ensemble Kalman Filter, topography reconstruction, data assimilation, shallow water equations.

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Authors: F. Barzegar, M. H. Sheikhi

Abstract:

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

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

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Authors: S. Yessengabulov, A. Uyzbayeva

Abstract:

Residential buildings fund of Kazakhstan was built in the Soviet time about 35-60 years ago without considering energy efficiency measures. Currently, most of these buildings are in a rundown condition and fail to meet the minimum of hygienic, sanitary and comfortable living requirements. The paper aims to examine the reports of recent building energy survey activities in the country and provide a possible solution for retrofitting existing housing stock built before 1989 which could be applicable for building envelope in cold climate. Methodology also includes two-dimensional modeling of possible practical solutions and further recommendations.

Keywords: Energy audit, energy efficient buildings in Kazakhstan, retrofit, two-dimensional conduction heat transfer analysis

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Authors: Sheng-Min Cheng

Abstract:

The purpose of this study was to investigate the relationship between parent involvement and preschool disabled children’s development. Parents of 3 year old disabled children (N=440) and 5 year old disabled children (N=937) participating in the Special Needs Education Longitudinal Study were interviewed or answered the web design questionnaire about their actions in parenting their disabled children. These children’s developments were also evaluated by their teachers. Data were analyzed using Structural Equation Modeling. Results were showed by tables and figures. Based on the results, the researcher made some suggestions for future studies.

Keywords: Child development, longitudinal data analysis, parent involvement, preschool disabled children.

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Authors: Seyed Ali Sedigh Zyabari, A. Zarifkar

Abstract:

Single photon detectors have been fabricated NbN nano wire. These detectors are fabricated from high quality, ultra high vacuum sputtered NbN thin films on a sapphire substrate. In this work a typical schematic of the nanowire Single Photon Detector structure and then driving and measurement electronic circuit are shown. The response of superconducting nanowire single photon detectors during a photo detection event, is modeled by a special electrical circuits (two circuit). Finally, current through the wire is calculated by solving equations of models.

Keywords: NbN, nanowire meander, superconducting single photon detector, kinetic inductance.

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