Search results for: statistical models.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3549

Search results for: statistical models.

2529 Liquidity Risk of Banks in Light of a Dominant Share of Foreign Capital in the Polish Banking Sector

Authors: Karolina Patora

Abstract:

This article investigates liquidity risk management by banks, which has gained significant importance since the global financial crisis of 2008. The issue is of particular interest for countries like Poland, in which foreign capital plays a dominant role. Such an ownership structure poses certain risks to the local banking sector, which faces an increased probability of the withdrawal of funding or assets’ transfers abroad in case of a crisis. Both these factors can have a detrimental influence on the liquidity position of foreign-owned banks and hence negatively affect the financial stability of the whole banking sector. The aim of this study is to evaluate the impact of a dominating share of foreign investors in the Polish banking sector on the liquidity position of commercial banks. The study hypothesizes that the ownership structure of the Polish banking sector, in which there are banks predominantly controlled by foreign investors, does not pose a threat to the liquidity position of Polish banks. A supplementary research hypothesis is that the liquidity risk profile of foreign-owned banks differs from that of domestic banks. The sample consists of 14 foreign-owned banks and 5 domestic banks owned by local investors, which together constitute approximately 87% of the banking sector’s assets. The data covers the period of 2004–2014. The results of the regression models show no evidence of significant differences in terms of the dynamics of changes of the liquidity buffers between the foreign-owned and domestic banks, although the signs of the coefficients might suggest that the foreign-owned banks were decreasing the holdings of liquid assets at a slower pace over the examined period, compared to the domestic banks. However, no proof of the statistical significance of these findings has been found. The supplementary research hypothesis that the liquidity risk profile of foreign-controlled banks differs from that of domestic banks was rejected.

Keywords: Financial stability, foreign-owned banks, liquidity position, liquidity risk.

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2528 Prediction of Compressive Strength of SCC Containing Bottom Ash using Artificial Neural Networks

Authors: Yogesh Aggarwal, Paratibha Aggarwal

Abstract:

The paper presents a comparative performance of the models developed to predict 28 days compressive strengths using neural network techniques for data taken from literature (ANN-I) and data developed experimentally for SCC containing bottom ash as partial replacement of fine aggregates (ANN-II). The data used in the models are arranged in the format of six and eight input parameters that cover the contents of cement, sand, coarse aggregate, fly ash as partial replacement of cement, bottom ash as partial replacement of sand, water and water/powder ratio, superplasticizer dosage and an output parameter that is 28-days compressive strength and compressive strengths at 7 days, 28 days, 90 days and 365 days, respectively for ANN-I and ANN-II. The importance of different input parameters is also given for predicting the strengths at various ages using neural network. The model developed from literature data could be easily extended to the experimental data, with bottom ash as partial replacement of sand with some modifications.

Keywords: Self compacting concrete, bottom ash, strength, prediction, neural network, importance factor.

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2527 Advantages of Fuzzy Control Application in Fast and Sensitive Technological Processes

Authors: Radim Farana, Bogdan Walek, Michal Janosek, Jaroslav Zacek

Abstract:

This paper presents the advantages of fuzzy control use in technological processes control. The paper presents a real application of the Linguistic Fuzzy-Logic Control, developed at the University of Ostrava for the control of physical models in the Intelligent Systems Laboratory. The paper presents an example of a sensitive non-linear model, such as a magnetic levitation model and obtained results which show how modern information technologies can help to solve actual technical problems. A special method based on the LFLC controller with partial components is presented in this paper followed by the method of automatic context change, which is very helpful to achieve more accurate control results. The main advantage of the used system is its robustness in changing conditions demonstrated by comparing with conventional PID controller. This technology and real models are also used as a background for problem-oriented teaching, realized at the department for master students and their collaborative as well as individual final projects.

Keywords: Control, fuzzy logic, sensitive system, technological proves.

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2526 Mathematical modeling of Bi-Substrate Enzymatic Reactions with Ping-Pong Mechanism in the Presence of Competitive Inhibitors

Authors: Rafayel A. Azizyan, Aram E. Gevogyan, Valeri B. Arakelyan, Emil S. Gevorgyan

Abstract:

The mathematical modeling of different biological processes is usually used to predict or assess behavior of systems in which these processes take place. This study deals with mathematical and computer modeling of bi-substrate enzymatic reactions with ping-pong mechanism, which play an important role in different biochemical pathways. Besides that, three models of competitive inhibition were designed using different software packages. The main objective of this study is to represent the results from in silico investigation of bi-substrate enzymatic reactions with ordered pingpong mechanism in the presence of competitive inhibitors, as well as to describe in details the inhibition effects. The simulation of the models with certain kinetic parameters allowed investigating the behavior of reactions as well as determined some interesting aspects concerning influence of different cases of competitive inhibition. Simultaneous presence of two inhibitors, competitive to the S1 and S2 substrates have been studied. Moreover, we have found the pattern of simultaneous influence of both inhibitors.

Keywords: Mathematical modeling, bi-substrate enzymatic reactions, ping-pong mechanism, competitive inhibition.

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2525 A Communication Signal Recognition Algorithm Based on Holder Coefficient Characteristics

Authors: Hui Zhang, Ye Tian, Fang Ye, Ziming Guo

Abstract:

Communication signal modulation recognition technology is one of the key technologies in the field of modern information warfare. At present, communication signal automatic modulation recognition methods are mainly divided into two major categories. One is the maximum likelihood hypothesis testing method based on decision theory, the other is a statistical pattern recognition method based on feature extraction. Now, the most commonly used is a statistical pattern recognition method, which includes feature extraction and classifier design. With the increasingly complex electromagnetic environment of communications, how to effectively extract the features of various signals at low signal-to-noise ratio (SNR) is a hot topic for scholars in various countries. To solve this problem, this paper proposes a feature extraction algorithm for the communication signal based on the improved Holder cloud feature. And the extreme learning machine (ELM) is used which aims at the problem of the real-time in the modern warfare to classify the extracted features. The algorithm extracts the digital features of the improved cloud model without deterministic information in a low SNR environment, and uses the improved cloud model to obtain more stable Holder cloud features and the performance of the algorithm is improved. This algorithm addresses the problem that a simple feature extraction algorithm based on Holder coefficient feature is difficult to recognize at low SNR, and it also has a better recognition accuracy. The results of simulations show that the approach in this paper still has a good classification result at low SNR, even when the SNR is -15dB, the recognition accuracy still reaches 76%.

Keywords: Communication signal, feature extraction, holder coefficient, improved cloud model.

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2524 Dynamic Analysis of Nonlinear Models with Infinite Extension by Boundary Elements

Authors: Delfim Soares Jr., Webe J. Mansur

Abstract:

The Time-Domain Boundary Element Method (TDBEM) is a well known numerical technique that handles quite properly dynamic analyses considering infinite dimension media. However, when these analyses are also related to nonlinear behavior, very complex numerical procedures arise considering the TD-BEM, which may turn its application prohibitive. In order to avoid this drawback and model nonlinear infinite media, the present work couples two BEM formulations, aiming to achieve the best of two worlds. In this context, the regions expected to behave nonlinearly are discretized by the Domain Boundary Element Method (D-BEM), which has a simpler mathematical formulation but is unable to deal with infinite domain analyses; the TD-BEM is employed as in the sense of an effective non-reflexive boundary. An iterative procedure is considered for the coupling of the TD-BEM and D-BEM, which is based on a relaxed renew of the variables at the common interfaces. Elastoplastic models are focused and different time-steps are allowed to be considered by each BEM formulation in the coupled analysis.

Keywords: Boundary Element Method, Dynamic Elastoplastic Analysis, Iterative Coupling, Multiple Time-Steps.

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2523 A Procedure to Assess Streamflow Rating Curves and Streamflow Sequences

Authors: Elena Carcano, Mirzi Betasolo

Abstract:

This study aims to provide sub-hourly streamflow predictions and associated rating curves for small catchments of intermittent and torrential flow regime characterized by flash floods occurring especially during April and November. The methodology entails two lumped conceptual hydrological models which work in series. The total model is based upon eleven parameters and shows good flexibility in handling different input sets. Runoff Coefficient has contributed to improving the model’s performances and has been treated as an additional parameter; while Sensitivity Analysis has highlighted how slight changes in the model’s input can lead to changes in model’s output. The adopted procedure is steady and useful to give very practical engineering information at the expense of a parsimonious request both in input data and in the number of adopted parameters. According to the obtained results, the authors encourage the test of this combined procedure on different hydrological scenarios in order to provide information for poorly monitored catchments and not updated sites.

Keywords: Streamflow rating curve, chronological data, streamflow sequences, conceptual models.

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2522 Development of a Multi-Factorial Instrument for Accident Analysis Based on Systemic Methods

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

Abstract:

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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2521 Optimization of Lead Bioremediation by Marine Halomonas sp. ES015 Using Statistical Experimental Methods

Authors: Aliaa M. El-Borai, Ehab A. Beltagy, Eman E. Gadallah, Samy A. ElAssar

Abstract:

Bioremediation technology is now used for treatment instead of traditional metal removal methods. A strain was isolated from Marsa Alam, Red sea, Egypt showed high resistance to high lead concentration and was identified by the 16S rRNA gene sequencing technique as Halomonas sp. ES015. Medium optimization was carried out using Plackett-Burman design, and the most significant factors were yeast extract, casamino acid and inoculums size. The optimized media obtained by the statistical design raised the removal efficiency from 84% to 99% from initial concentration 250 ppm of lead. Moreover, Box-Behnken experimental design was applied to study the relationship between yeast extract concentration, casamino acid concentration and inoculums size. The optimized medium increased removal efficiency to 97% from initial concentration 500 ppm of lead. Immobilized Halomonas sp. ES015 cells on sponge cubes, using optimized medium in loop bioremediation column, showed relatively constant lead removal efficiency when reused six successive cycles over the range of time interval. Also metal removal efficiency was not affected by flow rate changes. Finally, the results of this research refer to the possibility of lead bioremediation by free or immobilized cells of Halomonas sp. ES015. Also, bioremediation can be done in batch cultures and semicontinuous cultures using column technology.

Keywords: Bioremediation, lead, Box–Behnken, Halomonas sp. ES015, loop bioremediation, Plackett-Burman.

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2520 Impact of Interface Soil Layer on Groundwater Aquifer Behaviour

Authors: Hayder H. Kareem, Shunqi Pan

Abstract:

The geological environment where the groundwater is collected represents the most important element that affects the behaviour of groundwater aquifer. As groundwater is a worldwide vital resource, it requires knowing the parameters that affect this source accurately so that the conceptualized mathematical models would be acceptable to the broadest ranges. Therefore, groundwater models have recently become an effective and efficient tool to investigate groundwater aquifer behaviours. Groundwater aquifer may contain aquitards, aquicludes, or interfaces within its geological formations. Aquitards and aquicludes have geological formations that forced the modellers to include those formations within the conceptualized groundwater models, while interfaces are commonly neglected from the conceptualization process because the modellers believe that the interface has no effect on aquifer behaviour. The current research highlights the impact of an interface existing in a real unconfined groundwater aquifer called Dibdibba, located in Al-Najaf City, Iraq where it has a river called the Euphrates River that passes through the eastern part of this city. Dibdibba groundwater aquifer consists of two types of soil layers separated by an interface soil layer. A groundwater model is built for Al-Najaf City to explore the impact of this interface. Calibration process is done using PEST 'Parameter ESTimation' approach and the best Dibdibba groundwater model is obtained. When the soil interface is conceptualized, results show that the groundwater tables are significantly affected by that interface through appearing dry areas of 56.24 km² and 6.16 km² in the upper and lower layers of the aquifer, respectively. The Euphrates River will also leak water into the groundwater aquifer of 7359 m³/day. While these results are changed when the soil interface is neglected where the dry area became 0.16 km², the Euphrates River leakage became 6334 m³/day. In addition, the conceptualized models (with and without interface) reveal different responses for the change in the recharge rates applied on the aquifer through the uncertainty analysis test. The aquifer of Dibdibba in Al-Najaf City shows a slight deficit in the amount of water supplied by the current pumping scheme and also notices that the Euphrates River suffers from stresses applied to the aquifer. Ultimately, this study shows a crucial need to represent the interface soil layer in model conceptualization to be the intended and future predicted behaviours more reliable for consideration purposes.

Keywords: Al-Najaf City, groundwater aquifer behaviour, groundwater modelling, interface soil layer, Visual MODFLOW.

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2519 Comparative Study of the Effects of Process Parameters on the Yield of Oil from Melon Seed (Cococynthis citrullus) and Coconut Fruit (Cocos nucifera)

Authors: Ndidi F. Amulu, Patrick E. Amulu, Gordian O. Mbah, Callistus N. Ude

Abstract:

Comparative analysis of the properties of melon seed, coconut fruit and their oil yield were evaluated in this work using standard analytical technique AOAC. The results of the analysis carried out revealed that the moisture contents of the samples studied are 11.15% (melon) and 7.59% (coconut). The crude lipid content are 46.10% (melon) and 55.15% (coconut).The treatment combinations used (leaching time, leaching temperature and solute: solvent ratio) showed significant difference (p < 0.05) in yield between the samples, with melon oil seed flour having a higher percentage range of oil yield (41.30 – 52.90%) and coconut (36.25 – 49.83%). The physical characterization of the extracted oil was also carried out. The values gotten for refractive index are 1.487 (melon seed oil) and 1.361 (coconut oil) and viscosities are 0.008 (melon seed oil) and 0.002 (coconut oil). The chemical analysis of the extracted oils shows acid value of 1.00mg NaOH/g oil (melon oil), 10.050mg NaOH/g oil (coconut oil) and saponification value of 187.00mg/KOH (melon oil) and 183.26mg/KOH (coconut oil). The iodine value of the melon oil gave 75.00mg I2/g and 81.00mg I2/g for coconut oil. A standard statistical package Minitab version 16.0 was used in the regression analysis and analysis of variance (ANOVA). The statistical software mentioned above was also used to optimize the leaching process. Both samples gave high oil yield at the same optimal conditions. The optimal conditions to obtain highest oil yield ≥ 52% (melon seed) and ≥ 48% (coconut seed) are solute - solvent ratio of 40g/ml, leaching time of 2hours and leaching temperature of 50oC. The two samples studied have potential of yielding oil with melon seed giving the higher yield.

Keywords: Coconut, melon, optimization, processing.

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2518 Simulation of a Multi-Component Transport Model for the Chemical Reaction of a CVD-Process

Authors: J. Geiser, R. Röhle

Abstract:

In this paper we present discretization and decomposition methods for a multi-component transport model of a chemical vapor deposition (CVD) process. CVD processes are used to manufacture deposition layers or bulk materials. In our transport model we simulate the deposition of thin layers. The microscopic model is based on the heavy particles, which are derived by approximately solving a linearized multicomponent Boltzmann equation. For the drift-process of the particles we propose diffusionreaction equations as well as for the effects of heat conduction. We concentrate on solving the diffusion-reaction equation with analytical and numerical methods. For the chemical processes, modelled with reaction equations, we propose decomposition methods and decouple the multi-component models to simpler systems of differential equations. In the numerical experiments we present the computational results of our proposed models.

Keywords: Chemical reactions, chemical vapor deposition, convection-diffusion-reaction equations, decomposition methods, multi-component transport.

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2517 Modeling Ambient Carbon Monoxide Pollutant Due to Road Traffic

Authors: Anjaneyulu M.V.L.R., Harikrishna M., Chenchuobulu S.

Abstract:

Rapid urbanization, industrialization and population growth have led to an increase in number of automobiles that cause air pollution. It is estimated that road traffic contributes 60% of air pollution in urban areas. A case by case assessment is required to predict the air quality in urban situations, so as to evolve certain traffic management measures to maintain the air quality levels with in the tolerable limits. Calicut city in the state of Kerala, India has been chosen as the study area. Carbon Monoxide (CO) concentration was monitored at 15 links in Calicut city and air quality performance was evaluated over each link. The CO pollutant concentration values were compared with the National Ambient Air Quality Standards (NAAQS), and the CO values were predicted by using CALINE4 and IITLS and Linear regression models. The study has revealed that linear regression model performs better than the CALINE4 and IITLS models. The possible association between CO pollutant concentration and traffic parameters like traffic flow, type of vehicle, and traffic stream speed was also evaluated.

Keywords: CO pollution, Modelling, Traffic stream parameters.

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2516 Promoting Complex Systems Learning through the use of Computer Modeling

Authors: Kamel Hashem, David Mioduser

Abstract:

This paper describes part of a project about Learningby- Modeling (LbM). Studying complex systems is increasingly important in teaching and learning many science domains. Many features of complex systems make it difficult for students to develop deep understanding. Previous research indicates that involvement with modeling scientific phenomena and complex systems can play a powerful role in science learning. Some researchers argue with this view indicating that models and modeling do not contribute to understanding complexity concepts, since these increases the cognitive load on students. This study will investigate the effect of different modes of involvement in exploring scientific phenomena using computer simulation tools, on students- mental model from the perspective of structure, behavior and function. Quantitative and qualitative methods are used to report about 121 freshmen students that engaged in participatory simulations about complex phenomena, showing emergent, self-organized and decentralized patterns. Results show that LbM plays a major role in students' concept formation about complexity concepts.

Keywords: Complexity, Educational technology, Learning by modeling, Mental models

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2515 Infrastructure Change Monitoring Using Multitemporal Multispectral Satellite Images

Authors: U. Datta

Abstract:

The main objective of this study is to find a suitable approach to monitor the land infrastructure growth over a period of time using multispectral satellite images. Bi-temporal change detection method is unable to indicate the continuous change occurring over a long period of time. To achieve this objective, the approach used here estimates a statistical model from series of multispectral image data over a long period of time, assuming there is no considerable change during that time period and then compare it with the multispectral image data obtained at a later time. The change is estimated pixel-wise. Statistical composite hypothesis technique is used for estimating pixel based change detection in a defined region. The generalized likelihood ratio test (GLRT) is used to detect the changed pixel from probabilistic estimated model of the corresponding pixel. The changed pixel is detected assuming that the images have been co-registered prior to estimation. To minimize error due to co-registration, 8-neighborhood pixels around the pixel under test are also considered. The multispectral images from Sentinel-2 and Landsat-8 from 2015 to 2018 are used for this purpose. There are different challenges in this method. First and foremost challenge is to get quite a large number of datasets for multivariate distribution modelling. A large number of images are always discarded due to cloud coverage. Due to imperfect modelling there will be high probability of false alarm. Overall conclusion that can be drawn from this work is that the probabilistic method described in this paper has given some promising results, which need to be pursued further.

Keywords: Co-registration, GLRT, infrastructure growth, multispectral, multitemporal, pixel-based change detection.

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2514 Factors Affecting M-Government Deployment and Adoption

Authors: Saif Obaid Alkaabi, Nabil Ayad

Abstract:

Governments constantly seek to offer faster, more secure, efficient and effective services for their citizens. Recent changes and developments to communication services and technologies, mainly due the Internet, have led to immense improvements in the way governments of advanced countries carry out their interior operations Therefore, advances in e-government services have been broadly adopted and used in various developed countries, as well as being adapted to developing countries. The implementation of advances depends on the utilization of the most innovative structures of data techniques, mainly in web dependent applications, to enhance the main functions of governments. These functions, in turn, have spread to mobile and wireless techniques, generating a new advanced direction called m-government. This paper discusses a selection of available m-government applications and several business modules and frameworks in various fields. Practically, the m-government models, techniques and methods have become the improved version of e-government. M-government offers the potential for applications which will work better, providing citizens with services utilizing mobile communication and data models incorporating several government entities. Developing countries can benefit greatly from this innovation due to the fact that a large percentage of their population is young and can adapt to new technology and to the fact that mobile computing devices are more affordable. The use of models of mobile transactions encourages effective participation through the use of mobile portals by businesses, various organizations, and individual citizens. Although the application of m-government has great potential, it does have major limitations. The limitations include: the implementation of wireless networks and relative communications, the encouragement of mobile diffusion, the administration of complicated tasks concerning the protection of security (including the ability to offer privacy for information), and the management of the legal issues concerning mobile applications and the utilization of services.

Keywords: E-government, m-government, system dependability, system security, trust.

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2513 A New Shock Model for Systems Subject to Random Threshold Failure

Authors: A. Rangan, A. Tansu

Abstract:

This paper generalizes Yeh Lam-s shock model for renewal shock arrivals and random threshold. Several interesting statistical measures are explicitly obtained. A few special cases and an optimal replacement problem are also discussed.

Keywords: shock model, optimal replacement, random threshold, shocks.

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2512 Enhance the Power of Sentiment Analysis

Authors: Yu Zhang, Pedro Desouza

Abstract:

Since big data has become substantially more accessible and manageable due to the development of powerful tools for dealing with unstructured data, people are eager to mine information from social media resources that could not be handled in the past. Sentiment analysis, as a novel branch of text mining, has in the last decade become increasingly important in marketing analysis, customer risk prediction and other fields. Scientists and researchers have undertaken significant work in creating and improving their sentiment models. In this paper, we present a concept of selecting appropriate classifiers based on the features and qualities of data sources by comparing the performances of five classifiers with three popular social media data sources: Twitter, Amazon Customer Reviews, and Movie Reviews. We introduced a couple of innovative models that outperform traditional sentiment classifiers for these data sources, and provide insights on how to further improve the predictive power of sentiment analysis. The modeling and testing work was done in R and Greenplum in-database analytic tools.

Keywords: Sentiment Analysis, Social Media, Twitter, Amazon, Data Mining, Machine Learning, Text Mining.

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2511 Stochastic Optimization of a Vendor-Managed Inventory Problem in a Two-Echelon Supply Chain

Authors: Bita Payami-Shabestari, Dariush Eslami

Abstract:

The purpose of this paper is to develop a multi-product economic production quantity model under vendor management inventory policy and restrictions including limited warehouse space, budget, and number of orders, average shortage time and maximum permissible shortage. Since the “costs” cannot be predicted with certainty, it is assumed that data behave under uncertain environment. The problem is first formulated into the framework of a bi-objective of multi-product economic production quantity model. Then, the problem is solved with three multi-objective decision-making (MODM) methods. Then following this, three methods had been compared on information on the optimal value of the two objective functions and the central processing unit (CPU) time with the statistical analysis method and the multi-attribute decision-making (MADM). The results are compared with statistical analysis method and the MADM. The results of the study demonstrate that augmented-constraint in terms of optimal value of the two objective functions and the CPU time perform better than global criteria, and goal programming. Sensitivity analysis is done to illustrate the effect of parameter variations on the optimal solution. The contribution of this research is the use of random costs data in developing a multi-product economic production quantity model under vendor management inventory policy with several constraints.

Keywords: Economic production quantity, random cost, supply chain management, vendor-managed inventory.

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2510 Assamese Numeral Speech Recognition using Multiple Features and Cooperative LVQ -Architectures

Authors: Manash Pratim Sarma, Kandarpa Kumar Sarma

Abstract:

A set of Artificial Neural Network (ANN) based methods for the design of an effective system of speech recognition of numerals of Assamese language captured under varied recording conditions and moods is presented here. The work is related to the formulation of several ANN models configured to use Linear Predictive Code (LPC), Principal Component Analysis (PCA) and other features to tackle mood and gender variations uttering numbers as part of an Automatic Speech Recognition (ASR) system in Assamese. The ANN models are designed using a combination of Self Organizing Map (SOM) and Multi Layer Perceptron (MLP) constituting a Learning Vector Quantization (LVQ) block trained in a cooperative environment to handle male and female speech samples of numerals of Assamese- a language spoken by a sizable population in the North-Eastern part of India. The work provides a comparative evaluation of several such combinations while subjected to handle speech samples with gender based differences captured by a microphone in four different conditions viz. noiseless, noise mixed, stressed and stress-free.

Keywords: Assamese, Recognition, LPC, Spectral, ANN.

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2509 Design of Extremum Seeking Control with PD Accelerator and its Application to Monod and Williams-Otto Models

Authors: Hitoshi Takata, Tomohiro Hachino, Masaki Horai, Kazuo Komatsu

Abstract:

In this paper, we are concerned with the design and its simulation studies of a modified extremum seeking control for nonlinear systems. A standard extremum seeking control has a simple structure, but it takes a long time to reach an optimal operating point. We consider a modification of the standard extremum seeking control which is aimed to reach the optimal operating point more speedily than the standard one. In the modification, PD acceleration term is added before an integrator making a principal control, so that it enables the objects to be regulated to the optimal point smoothly. This proposed method is applied to Monod and Williams-Otto models to investigate its effectiveness. Numerical simulation results show that this modified method can improve the time response to the optimal operating point more speedily than the standard one.

Keywords: Extremum seeking control, Monod model, Williams- Otto model, PD acceleration term, Optimal operating point.

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2508 The Potential of 48V HEV in Real Driving

Authors: Mark Schudeleit, Christian Sieg, Ferit Küçükay

Abstract:

This paper describes how to dimension the electric components of a 48V hybrid system considering real customer use. Furthermore, it provides information about savings in energy and CO2 emissions by a customer-tailored 48V hybrid. Based on measured customer profiles, the electric units such as the electric motor and the energy storage are dimensioned. Furthermore, the CO2 reduction potential in real customer use is determined compared to conventional vehicles. Finally, investigations are carried out to specify the topology design and preliminary considerations in order to hybridize a conventional vehicle with a 48V hybrid system. The emission model results from an empiric approach also taking into account the effects of engine dynamics on emissions. We analyzed transient engine emissions during representative customer driving profiles and created emission meta models. The investigation showed a significant difference in emissions when simulating realistic customer driving profiles using the created verified meta models compared to static approaches which are commonly used for vehicle simulation.

Keywords: Customer use, dimensioning, hybrid electric vehicles, vehicle simulation, 48V hybrid system.

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2507 Motor Imaginary Signal Classification Using Adaptive Recursive Bandpass Filter and Adaptive Autoregressive Models for Brain Machine Interface Designs

Authors: Vickneswaran Jeyabalan, Andrews Samraj, Loo Chu Kiong

Abstract:

The noteworthy point in the advancement of Brain Machine Interface (BMI) research is the ability to accurately extract features of the brain signals and to classify them into targeted control action with the easiest procedures since the expected beneficiaries are of disabled. In this paper, a new feature extraction method using the combination of adaptive band pass filters and adaptive autoregressive (AAR) modelling is proposed and applied to the classification of right and left motor imagery signals extracted from the brain. The introduction of the adaptive bandpass filter improves the characterization process of the autocorrelation functions of the AAR models, as it enhances and strengthens the EEG signal, which is noisy and stochastic in nature. The experimental results on the Graz BCI data set have shown that by implementing the proposed feature extraction method, a LDA and SVM classifier outperforms other AAR approaches of the BCI 2003 competition in terms of the mutual information, the competition criterion, or misclassification rate.

Keywords: Adaptive autoregressive, adaptive bandpass filter, brain machine Interface, EEG, motor imaginary.

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2506 Evaluation of the Weight-Based and Fat-Based Indices in Relation to Basal Metabolic Rate-to-Weight Ratio

Authors: Orkide Donma, Mustafa M. Donma

Abstract:

Basal metabolic rate is questioned as a risk factor for weight gain. The relations between basal metabolic rate and body composition have not been cleared yet. The impact of fat mass on basal metabolic rate is also uncertain. Within this context, indices based upon total body mass as well as total body fat mass are available. In this study, the aim is to investigate the potential clinical utility of these indices in the adult population. 287 individuals, aged from 18 to 79 years, were included into the scope of the study. Based upon body mass index values, 10 underweight, 88 normal, 88 overweight, 81 obese, and 20 morbid obese individuals participated. Anthropometric measurements including height (m), and weight (kg) were performed. Body mass index, diagnostic obesity notation model assessment index I, diagnostic obesity notation model assessment index II, basal metabolic rate-to-weight ratio were calculated. Total body fat mass (kg), fat percent (%), basal metabolic rate, metabolic age, visceral adiposity, fat mass of upper as well as lower extremities and trunk, obesity degree were measured by TANITA body composition monitor using bioelectrical impedance analysis technology. Statistical evaluations were performed by statistical package (SPSS) for Windows Version 16.0. Scatterplots of individual measurements for the parameters concerning correlations were drawn. Linear regression lines were displayed. The statistical significance degree was accepted as p < 0.05. The strong correlations between body mass index and diagnostic obesity notation model assessment index I as well as diagnostic obesity notation model assessment index II were obtained (p < 0.001). A much stronger correlation was detected between basal metabolic rate and diagnostic obesity notation model assessment index I in comparison with that calculated for basal metabolic rate and body mass index (p < 0.001). Upon consideration of the associations between basal metabolic rate-to-weight ratio and these three indices, the best association was observed between basal metabolic rate-to-weight and diagnostic obesity notation model assessment index II. In a similar manner, this index was highly correlated with fat percent (p < 0.001). Being independent of the indices, a strong correlation was found between fat percent and basal metabolic rate-to-weight ratio (p < 0.001). Visceral adiposity was much strongly correlated with metabolic age when compared to that with chronological age (p < 0.001). In conclusion, all three indices were associated with metabolic age, but not with chronological age. Diagnostic obesity notation model assessment index II values were highly correlated with body mass index values throughout all ranges starting with underweight going towards morbid obesity. This index is the best in terms of its association with basal metabolic rate-to-weight ratio, which can be interpreted as basal metabolic rate unit.

Keywords: Basal metabolic rate, body mass index, children, diagnostic obesity notation model assessment index, obesity.

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2505 Turbine Follower Control Strategy Design Based on Developed FFPP Model

Authors: Ali Ghaffari, Mansour Nikkhah Bahrami, Hesam Parsa

Abstract:

In this paper a comprehensive model of a fossil fueled power plant (FFPP) is developed in order to evaluate the performance of a newly designed turbine follower controller. Considering the drawbacks of previous works, an overall model is developed to minimize the error between each subsystem model output and the experimental data obtained at the actual power plant. The developed model is organized in two main subsystems namely; Boiler and Turbine. Considering each FFPP subsystem characteristics, different modeling approaches are developed. For economizer, evaporator, superheater and reheater, first order models are determined based on principles of mass and energy conservation. Simulations verify the accuracy of the developed models. Due to the nonlinear characteristics of attemperator, a new model, based on a genetic-fuzzy systems utilizing Pittsburgh approach is developed showing a promising performance vis-à-vis those derived with other methods like ANFIS. The optimization constraints are handled utilizing penalty functions. The effect of increasing the number of rules and membership functions on the performance of the proposed model is also studied and evaluated. The turbine model is developed based on the equation of adiabatic expansion. Parameters of all evaluated models are tuned by means of evolutionary algorithms. Based on the developed model a fuzzy PI controller is developed. It is then successfully implemented in the turbine follower control strategy of the plant. In this control strategy instead of keeping control parameters constant, they are adjusted on-line with regard to the error and the error rate. It is shown that the response of the system improves significantly. It is also shown that fuel consumption decreases considerably.

Keywords: Attemperator, Evolutionary algorithms, Fossil fuelled power plant (FFPP), Fuzzy set theory, Gain scheduling

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2504 Malaria Parasite Detection Using Deep Learning Methods

Authors: Kaustubh Chakradeo, Michael Delves, Sofya Titarenko

Abstract:

Malaria is a serious disease which affects hundreds of millions of people around the world, each year. If not treated in time, it can be fatal. Despite recent developments in malaria diagnostics, the microscopy method to detect malaria remains the most common. Unfortunately, the accuracy of microscopic diagnostics is dependent on the skill of the microscopist and limits the throughput of malaria diagnosis. With the development of Artificial Intelligence tools and Deep Learning techniques in particular, it is possible to lower the cost, while achieving an overall higher accuracy. In this paper, we present a VGG-based model and compare it with previously developed models for identifying infected cells. Our model surpasses most previously developed models in a range of the accuracy metrics. The model has an advantage of being constructed from a relatively small number of layers. This reduces the computer resources and computational time. Moreover, we test our model on two types of datasets and argue that the currently developed deep-learning-based methods cannot efficiently distinguish between infected and contaminated cells. A more precise study of suspicious regions is required.

Keywords: Malaria, deep learning, DL, convolution neural network, CNN, thin blood smears.

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2503 In Vivo Evaluation of Stable Cream Containing Flavonoids on Hydration and TEWL of Human Skin

Authors: Haji M Shoaib Khan, Naveed Akhtar, Fatima Rasool, Barkat Ali Khan, Tariq Mahmood, Muhammad Shuaib Khan

Abstract:

Antioxidants contribute to endogenous photoprotection and are important for the maintenance of skin health. The study was carried out to compare the skin hydration and transepidermal water loss (TEWL) effects of a stable cosmetic preparation containing flavonoids, following two applications a day over a period of tenth week. The skin trans-epidermal water loss and skin hydration effect was measured at the beginning and up to the end of study period of ten weeks. Any effect produced was measured by Corneometer and TEWA meter (Non-invasive probe). Two formulations were developed for this study design. Formulation one the control formulation in which no apple juice extract( Flavonoids) was incorporated while second one was the active formulation in which the apple juice extract (3%) containing flavonoids was incorporated into water in oil emulsion using Abil EM 90 as an emulsifier. Stable formulations (control and Active) were applied on human cheeks (n = 12) for a study period of 10 weeks. Result of each volunteer of skin hydration and TEWL was measured by corneometer and TEWA meter. By using ANOVA and Paired sample t test as a statistical evaluation, result of both base and formulation were compared. Statistical significant results (p≤0.05) were observed regarding skin hydration and TEWL when two creams, control and Formulation were compared. It showed that desired formulation (Active) may have interesting application as an active moisturizing cream on healthy skin.

Keywords: Apple juice extract, TEWL, Corneometer, flavonoids.

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2502 On λ− Summable of Orlicz Space of Gai Sequences of Fuzzy Numbers

Authors: N.Subramanian, S.Krishnamoorthy, S. Balasubramanian

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In this paper the concept of strongly (λM)p - Ces'aro summability of a sequence of fuzzy numbers and strongly λM- statistically convergent sequences of fuzzy numbers is introduced.

Keywords: Fuzzy numbers, statistical convergence, Orlicz space, gai sequence.

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2501 Value-Relevance of Accounting Information:Evidence from Iranian Emerging Stock Exchange

Authors: Ali Faal Ghayoumi, Mahmoud Dehghan Nayeri, Manouchehre Ansari, Taha Raeesi

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This study aims to investigate empirically the valuerelevance of accounting information to domestic investors in Tehran stock exchange from 1999 to 2006. During the present research impacts of two factors, including positive vs. negative earnings and the firm size are considered as well. The authors used earnings per share and annual change of earnings per share as the income statement indices, and book value of equity per share as the balance sheet index. Return and Price models through regression analysis are deployed in order to test the research hypothesis. Results depicted that accounting information is value-relevance to domestic investors in Tehran Stock Exchange according to both studied models. However, income statement information has more value-relevance than the balance sheet information. Furthermore, positive vs. negative earnings and firm size seems to have significant impact on valuerelevance of accounting information.

Keywords: Value-Relevance of Accounting Information, Iranianstock exchange, Return Model, Price Model

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2500 Performance Evaluation of Data Mining Techniques for Predicting Software Reliability

Authors: Pradeep Kumar, Abdul Wahid

Abstract:

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

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

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