Search results for: network identification

Authors: Samina Elyas Mubeen, R. K. Nema, Gayatri Agnihotri

Abstract:

In this paper the performance of unified power flow controller is investigated in controlling the flow of po wer over the transmission line. Voltage sources model is utilized to study the behaviour of the UPFC in regulating the active, reactive power and voltage profile. This model is incorporated in Newton Raphson algorithm for load flow studies. Simultaneous method is employed in which equations of UPFC and the power balance equations of network are combined in to one set of non-linear algebraic equations. It is solved according to the Newton raphson algorithm. Case studies are carried on standard 5 bus network. Simulation is done in Matlab. The result of network with and without using UPFC are compared in terms of active and reactive power flows in the line and active and reactive power flows at the bus to analyze the performance of UPFC.

Keywords: Newton-Raphson algorithm, Load flow, Unified power flow controller, Voltage source model.

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Authors: Justinian Anatory, N. Theethayi, R. Thottappillil, C. Mwase, N.H. Mvungi

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Power-line networks are widely used today for broadband data transmission. However, due to multipaths within the broadband power line communication (BPLC) systems owing to stochastic changes in the network load impedances, branches, etc., network or channel capacity performances are affected. This paper attempts to investigate the performance of typical medium voltage channels that uses Orthogonal Frequency Division Multiplexing (OFDM) techniques with Quadrature Amplitude Modulation (QAM) sub carriers. It has been observed that when the load impedances are different from line characteristic impedance channel performance decreases. Also as the number of branches in the link between the transmitter and receiver increases a loss of 4dB/branch is found in the signal to noise ratio (SNR). The information presented in the paper could be useful for an appropriate design of the BPLC systems.

Keywords: Communication channel model, Power-line communication, Transfer function, Multipath, Branched network, OFDM, QAM, performance evaluation

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Authors: Asar Khan, Peter D. Widdop, Andrew J. Day, Aliaster S. Wood, Steve, R. Mounce, John Machell

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This paper describes an automated event detection and location system for water distribution pipelines which is based upon low-cost sensor technology and signature analysis by an Artificial Neural Network (ANN). The development of a low cost failure sensor which measures the opacity or cloudiness of the local water flow has been designed, developed and validated, and an ANN based system is then described which uses time series data produced by sensors to construct an empirical model for time series prediction and classification of events. These two components have been installed, tested and verified in an experimental site in a UK water distribution system. Verification of the system has been achieved from a series of simulated burst trials which have provided real data sets. It is concluded that the system has potential in water distribution network management.

Keywords: Detection, leakage, neural networks, sensors, water distribution networks

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Authors: Houshang Taghizadeh, Gholamreza Soltani Fesghandis

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Nowadays, without the awareness of consumer behavior and correct understanding of it, it is not possible for organizations to take appropriate measures to meet the consumer needs and demands. The aim of this paper is the identification and prioritization of the factors affecting the consumer behavior based on the product value. The population of the study includes all the consumers of furniture producing firms in East Azarbaijan province, Iran. The research sample includes 93 people selected by the sampling formula in unlimited population. The data collection instrument was a questionnaire, the validity of which was confirmed through face validity and the reliability of which was determined, using Cronbach's alpha coefficient. The Kolmogorov-Smironov test was used to test data normality, the t-test for identification of factors affecting the product value, and Friedman test for prioritizing the factors. The results show that quality, satisfaction, styling, price, finishing operation, performance, safety, worth, shape, use, and excellence are placed from 1 to 11 priorities, respectively.

Keywords: Consumer Behavior, Consumer Satisfaction, Product, Value

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Authors: K. Rajasekaran, Kannan Balasubramanian

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A sensory network consists of multiple detection locations called sensor nodes, each of which is tiny, featherweight and portable. A single path routing protocols in wireless sensor network can lead to holes in the network, since only the nodes present in the single path is used for the data transmission. Apart from the advantages like reduced computation, complexity and resource utilization, there are some drawbacks like throughput, increased traffic load and delay in data delivery. Therefore, multipath routing protocols are preferred for WSN. Distributing the traffic among multiple paths increases the network lifetime. We propose a scheme, for the data to be transmitted through a dominant path to save energy. In order to obtain a high delivery ratio, a basic route reconstruction protocol is utilized to reconstruct the path whenever a failure is detected. A basic reconstruction routing (BRR) algorithm is proposed, in which a node can leap over path failure by using the already existing routing information from its neighbourhood while the composed data is transmitted from the source to the sink. In order to save the energy and attain high data delivery ratio, data is transmitted along a multiple path, which is achieved by BRR algorithm whenever a failure is detected. Further, the analysis of how the proposed protocol overcomes the drawback of the existing protocols is presented. The performance of our protocol is compared to AOMDV and energy efficient node-disjoint multipath routing protocol (EENDMRP). The system is implemented using NS-2.34. The simulation results show that the proposed protocol has high delivery ratio with low energy consumption.

Keywords: Multipath routing, WSN, energy efficient routing, alternate route, assured data delivery.

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Authors: B. Golchin, N. Riahi

Abstract:

One of the most significant issues as attended a lot in recent years is that of recognizing the sentiments and emotions in social media texts. The analysis of sentiments and emotions is intended to recognize the conceptual information such as the opinions, feelings, attitudes and emotions of people towards the products, services, organizations, people, topics, events and features in the written text. These indicate the greatness of the problem space. In the real world, businesses and organizations are always looking for tools to gather ideas, emotions, and directions of people about their products, services, or events related to their own. This article uses the Twitter social network, one of the most popular social networks with about 420 million active users, to extract data. Using this social network, users can share their information and opinions about personal issues, policies, products, events, etc. It can be used with appropriate classification of emotional states due to the availability of its data. In this study, supervised learning and deep neural network algorithms are used to classify the emotional states of Twitter users. The use of deep learning methods to increase the learning capacity of the model is an advantage due to the large amount of available data. Tweets collected on various topics are classified into four classes using a combination of two Bidirectional Long Short Term Memory network and a Convolutional network. The results obtained from this study with an average accuracy of 93%, show good results extracted from the proposed framework and improved accuracy compared to previous work.

Keywords: emotion classification, sentiment analysis, social networks, deep neural networks

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Authors: Zukisa Nante, Wang Zenghui

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Face recognition is the problem of identifying or recognizing individuals in an image. This paper investigates a possible method to bring a solution to this problem. The method proposes an amalgamation of Principal Component Analysis (PCA), K-Means clustering, and Convolutional Neural Network (CNN) for a face recognition system. It is trained and evaluated using the ORL dataset. This dataset consists of 400 different faces with 40 classes of 10 face images per class. Firstly, PCA enabled the usage of a smaller network. This reduces the training time of the CNN. Thus, we get rid of the redundancy and preserve the variance with a smaller number of coefficients. Secondly, the K-Means clustering model is trained using the compressed PCA obtained data which select the K-Means clustering centers with better characteristics. Lastly, the K-Means characteristics or features are an initial value of the CNN and act as input data. The accuracy and the performance of the proposed method were tested in comparison to other Face Recognition (FR) techniques namely PCA, Support Vector Machine (SVM), as well as K-Nearest Neighbour (kNN). During experimentation, the accuracy and the performance of our suggested method after 90 epochs achieved the highest performance: 99% accuracy F1-Score, 99% precision, and 99% recall in 463.934 seconds. It outperformed the PCA that obtained 97% and KNN with 84% during the conducted experiments. Therefore, this method proved to be efficient in identifying faces in the images.

Keywords: Face recognition, Principal Component Analysis, PCA, Convolutional Neural Network, CNN, Rectified Linear Unit, ReLU, feature extraction.

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Authors: Wafa' S.Al-Sharafat, Reyadh Naoum

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Society has grown to rely on Internet services, and the number of Internet users increases every day. As more and more users become connected to the network, the window of opportunity for malicious users to do their damage becomes very great and lucrative. The objective of this paper is to incorporate different techniques into classier system to detect and classify intrusion from normal network packet. Among several techniques, Steady State Genetic-based Machine Leaning Algorithm (SSGBML) will be used to detect intrusions. Where Steady State Genetic Algorithm (SSGA), Simple Genetic Algorithm (SGA), Modified Genetic Algorithm and Zeroth Level Classifier system are investigated in this research. SSGA is used as a discovery mechanism instead of SGA. SGA replaces all old rules with new produced rule preventing old good rules from participating in the next rule generation. Zeroth Level Classifier System is used to play the role of detector by matching incoming environment message with classifiers to determine whether the current message is normal or intrusion and receiving feedback from environment. Finally, in order to attain the best results, Modified SSGA will enhance our discovery engine by using Fuzzy Logic to optimize crossover and mutation probability. The experiments and evaluations of the proposed method were performed with the KDD 99 intrusion detection dataset.

Keywords: MSSGBML, Network Intrusion Detection, SGA, SSGA.

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Authors: Jamal Fathi Abu Hasna

Abstract:

There are two common methodologies to verify signatures: the functional approach and the parametric approach. This paper presents a new approach for dynamic handwritten signature verification (HSV) using the Neural Network with verification by the Conjugate Gradient Neural Network (NN). It is yet another avenue in the approach to HSV that is found to produce excellent results when compared with other methods of dynamic. Experimental results show the system is insensitive to the order of base-classifiers and gets a high verification ratio.

Keywords: Signature Verification, MATLAB Software, Conjugate Gradient, Segmentation, Skilled Forgery, and Genuine.

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Authors: Mahanijah Md Kamal., Dingli Yu

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This paper presents a new method of fault detection and isolation (FDI) for polymer electrolyte membrane (PEM) fuel cell (FC) dynamic systems under an open-loop scheme. This method uses a radial basis function (RBF) neural network to perform fault identification, classification and isolation. The novelty is that the RBF model of independent mode is used to predict the future outputs of the FC stack. One actuator fault, one component fault and three sensor faults have been introduced to the PEMFC systems experience faults between -7% to +10% of fault size in real-time operation. To validate the results, a benchmark model developed by Michigan University is used in the simulation to investigate the effect of these five faults. The developed independent RBF model is tested on MATLAB R2009a/Simulink environment. The simulation results confirm the effectiveness of the proposed method for FDI under an open-loop condition. By using this method, the RBF networks able to detect and isolate all five faults accordingly and accurately.

Keywords: Polymer electrolyte membrane fuel cell, radial basis function neural networks, fault detection, fault isolation.

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Authors: J. Moshtagh, L. Eslami

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Various studies have showed that about 90% of single line to ground faults occurred on High voltage transmission lines have transient nature. This type of faults is cleared by temporary outage (by the single phase auto-reclosure). The interval between opening and reclosing of the faulted phase circuit breakers is named “Dead Time” that is varying about several hundred milliseconds. For adjustment of traditional single phase auto-reclosures that usually are not intelligent, it is necessary to calculate the dead time in the off-line condition precisely. If the dead time used in adjustment of single phase auto-reclosure is less than the real dead time, the reclosing of circuit breakers threats the power systems seriously. So in this paper a novel approach for precise calculation of dead time in power transmission lines based on the network equivalencing in time domain is presented. This approach has extremely higher precision in comparison with the traditional method based on Thevenin equivalent circuit. For comparison between the proposed approach in this paper and the traditional method, a comprehensive simulation by EMTP-ATP is performed on an extensive power network.

Keywords: Dead Time, Network Equivalencing, High Voltage Transmission Lines, Single Phase Auto-Reclosure.

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Authors: Ali Payan

Abstract:

The aim of this paper is to evaluate the performance of the faculties of Islamic Azad University of Zahedan Branch based on two-component (teaching and research) decision making units (DMUs) in data envelopment analysis (DEA). Nowadays it is obvious that most of the systems as DMUs do not act as a simple inputoutput structure. Instead, if they have been studied more delicately, they include network structure. University is such a network in which different sections i.e. teaching, research, students and office work as a parallel structure. They consume some inputs of university commonly and some others individually. Then, they produce both dependent and independent outputs. These DMUs are called two-component DMUs with network structure. In this paper, performance of the faculties of Zahedan branch is calculated by using relative efficiency model and also, a formula to compute relative efficiencies teaching and research components based on DEA are offered.

Keywords: Data envelopment analysis, faculties of Islamic Azad University of Zahedan branch, two-component DMUs.

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Authors: Kyoung-Mi Lee, Youn-Mi Lee

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This paper proposes a way to track persons by making use of multiple non-overlapping cameras. Tracking persons on multiple non-overlapping cameras enables data communication among cameras through the network connection between a camera and a computer, while at the same time transferring human feature data captured by a camera to another camera that is connected via the network. To track persons with a camera and send the tracking data to another camera, the proposed system uses a hierarchical human model that comprises a head, a torso, and legs. The feature data of the person being modeled are transferred to the server, after which the server sends the feature data of the human model to the cameras connected over the network. This enables a camera that captures a person's movement entering its vision to keep tracking the recognized person with the use of the feature data transferred from the server.

Keywords: Person tracking, human model, networked cameras, vision-based surveillance.

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Authors: A. Statkus, S. Paulikas

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With increasing number of wireless devices like laptops, Wi-Fi Web Cams, network extenders, etc., a new kind of problems appeared, mostly related to poor Wi-Fi throughput or communication problems. In this paper an investigation on wireless networks and it-s saturation in Vilnius City and its surrounding is presented, covering the main problems of wireless saturation and network load during day. Also an investigation on wireless channel selection and noise levels were made, showing the impact of neighbor AP to signal and noise levels and how it changes during the day.

Keywords: IEEE 802.11b/g/n, wireless saturation, client activity, channel selection.

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Authors: H. Nouri, I. E. Achouri, A. Grimes, H. Ait Said, M. Aissou, Y. Zebboudj

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This paper aims to analysis the behavior of DC corona discharge in wire-to-plate electrostatic precipitators (ESP). Currentvoltage curves are particularly analyzed. Experimental results show that discharge current is strongly affected by the applied voltage. The proposed method of current identification is to use the method of least squares. Least squares problems that of into two categories: linear or ordinary least squares and non-linear least squares, depending on whether or not the residuals are linear in all unknowns. The linear least-squares problem occurs in statistical regression analysis; it has a closed-form solution. A closed-form solution (or closed form expression) is any formula that can be evaluated in a finite number of standard operations. The non-linear problem has no closed-form solution and is usually solved by iterative.

Keywords: Electrostatic precipitator, current-voltage characteristics, Least Squares method, electric field, magnetic field.

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Authors: Alexandre Boum, Salomon Madinatou

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This paper aims at bringing a scientific contribution to the cardiac arrhythmia biomedical diagnosis systems; more precisely to the study of the amelioration of cardiac arrhythmia classification performance using artificial neural network, adaptive neuro-fuzzy and fuzzy inference systems classifiers. The purpose of this amelioration is to enable cardiologists to make reliable diagnosis through automatic cardiac arrhythmia analyzes and classifications based on high confidence classifiers. In this study, six classes of the most commonly encountered arrhythmias are considered: the Right Bundle Branch Block, the Left Bundle Branch Block, the Ventricular Extrasystole, the Auricular Extrasystole, the Atrial Fibrillation and the Normal Cardiac rate beat. From the electrocardiogram (ECG) extracted parameters, we constructed a matrix (360x360) serving as an input data sample for the classifiers based on neural networks and a matrix (1x6) for the classifier based on fuzzy logic. By varying three parameters (the quality of the neural network learning, the data size and the quality of the input parameters) the automatic classification permitted us to obtain the following performances: in terms of correct classification rate, 83.6% was obtained using the fuzzy logic based classifier, 99.7% using the neural network based classifier and 99.8% for the adaptive neuro-fuzzy based classifier. These results are based on signals containing at least 360 cardiac cycles. Based on the comparative analysis of the aforementioned three arrhythmia classifiers, the classifiers based on neural networks exhibit a better performance.

Keywords: Adaptive neuro-fuzzy, artificial neural network, cardiac arrythmias, fuzzy inference systems.

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Authors: Tae Kyung Kim, Hee Suk Seo

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Adapting various sensor devices to communicate within sensor networks empowers us by providing range of possibilities. The sensors in sensor networks need to know their measurable belief of trust for efficient and safe communication. In this paper, we suggested a trust model using fuzzy logic in sensor network. Trust is an aggregation of consensus given a set of past interaction among sensors. We applied our suggested model to sensor networks in order to show how trust mechanisms are involved in communicating algorithm to choose the proper path from source to destination.

Keywords: Fuzzy, Sensor Networks, Trust.

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Authors: Brenden M. Shutt, Lubjana Beshaj, Paul L. Goethals, Ambrose Kam

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Communication security is of particular interest to military data networks. A relatively novel approach to network security is blockchain, a cryptographically secured distribution ledger with a decentralized consensus mechanism for data transaction processing. Recent advances in blockchain technology have proposed new techniques for both data validation and trust management, as well as different frameworks for managing dataflow. The purpose of this work is to test the feasibility of different blockchain architectures as applied to military command and control networks. Various architectures are tested through discrete-event simulation and the feasibility is determined based upon a blockchain design’s ability to maintain long-term stable performance at industry standards of throughput, network latency, and security. This work proposes a consortium blockchain architecture with a computationally inexpensive consensus mechanism, one that leverages a Proof-of-Identity (PoI) concept and a reputation management mechanism.

Keywords: Blockchain, command & control network, discrete-event simulation, reputation management.

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Authors: Ajoy Kumar Das, Prasenjit Dey

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Heat transfer due to forced convection of copper water based nanofluid has been predicted by Artificial Neural network (ANN). The present nanofluid is formed by mixing copper nanoparticles in water and the volume fractions are considered here are 0% to 15% and the Reynolds number are kept constant at 100. The back propagation algorithm is used to train the network. The present ANN is trained by the input and output data which has been obtained from the numerical simulation, performed in finite volume based Computational Fluid Dynamics (CFD) commercial software Ansys Fluent. The numerical simulation based results are compared with the back propagation based ANN results. It is found that the forced convection heat transfer of water based nanofluid can be predicted correctly by ANN. It is also observed that the back propagation ANN can predict the heat transfer characteristics of nanofluid very quickly compared to standard CFD method.

Keywords: Forced convection, Square cylinder, nanofluid, neural network.

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Authors: Anant Oonsivilai, Sanom Saichoomdee

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To determine the presence and location of faults in a transmission by the adaptation of protective distance relay based on the measurement of fixed settings as line impedance is achieved by several different techniques. Moreover, a fast, accurate and robust technique for real-time purposes is required for the modern power systems. The appliance of radial basis function neural network in transmission line protection is demonstrated in this paper. The method applies the power system via voltage and current signals to learn the hidden relationship presented in the input patterns. It is experiential that the proposed technique is competent to identify the particular fault direction more speedily. System simulations studied show that the proposed approach is able to distinguish the direction of a fault on a transmission line swiftly and correctly, therefore suitable for the real-time purposes.

Keywords: radial basis function neural network, transmission lines protection, relaying, power system.

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Authors: R. A. Temah, L. A. Nkengla-Asi

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Planning for future disasters sets the stage for a variety of activities that may trigger multiple recurring operations and expose the community to opportunities to minimize risks. Local communities are increasingly embracing the necessity for planning based on local risks, but are also significantly challenged to effectively plan and response to disasters. This research examines basic risk-based disaster planning model and compares it with advanced risk-based planning that introduces the identification and alignment of varieties of local capabilities within and out of the local community that can be pivotal to facilitate the management of local risks and cascading effects prior to a disaster. A critical review shows that the identification and alignment of capabilities can potentially enhance risk-based disaster planning. A tailored holistic approach to risk based disaster planning is pivotal to enhance collective action and a reduction in disaster collective cost.

Keywords: Capabilities, disaster planning, hazards, local community, risk-based.

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Authors: Seyed Hossein Iranmanesh, Mansoureh Zarezadeh

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This paper presents an application of Artificial Neural Network (ANN) to forecast actual cost of a project based on the earned value management system (EVMS). For this purpose, some projects randomly selected based on the standard data set , and it is produced necessary progress data such as actual cost ,actual percent complete , baseline cost and percent complete for five periods of project. Then an ANN with five inputs and five outputs and one hidden layer is trained to produce forecasted actual costs. The comparison between real and forecasted data show better performance based on the Mean Absolute Percentage Error (MAPE) criterion. This approach could be applicable to better forecasting the project cost and result in decreasing the risk of project cost overrun, and therefore it is beneficial for planning preventive actions.

Keywords: Earned Value Management System (EVMS), Artificial Neural Network (ANN), Estimate At Completion, Forecasting Methods, Project Performance Measurement.

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Authors: A.K. Tangirala, S. Babji

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In the last few years, three multivariate spectral analysis techniques namely, Principal Component Analysis (PCA), Independent Component Analysis (ICA) and Non-negative Matrix Factorization (NMF) have emerged as effective tools for oscillation detection and isolation. While the first method is used in determining the number of oscillatory sources, the latter two methods are used to identify source signatures by formulating the detection problem as a source identification problem in the spectral domain. In this paper, we present a critical drawback of the underlying linear (mixing) model which strongly limits the ability of the associated source separation methods to determine the number of sources and/or identify the physical source signatures. It is shown that the assumed mixing model is only valid if each unit of the process gives equal weighting (all-pass filter) to all oscillatory components in its inputs. This is in contrast to the fact that each unit, in general, acts as a filter with non-uniform frequency response. Thus, the model can only facilitate correct identification of a source with a single frequency component, which is again unrealistic. To overcome this deficiency, an iterative post-processing algorithm that correctly identifies the physical source(s) is developed. An additional issue with the existing methods is that they lack a procedure to pre-screen non-oscillatory/noisy measurements which obscure the identification of oscillatory sources. In this regard, a pre-screening procedure is prescribed based on the notion of sparseness index to eliminate the noisy and non-oscillatory measurements from the data set used for analysis.

Keywords: non-negative matrix factorization, PCA, source separation, plant-wide diagnosis

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Authors: Mehdi Seifbarghy, Keyvan Roshan

Abstract:

Main goal of preventive healthcare problems are at decreasing the likelihood and severity of potentially life-threatening illnesses by protection and early detection. The levels of establishment and staffing costs along with summation of the travel and waiting time that clients spent are considered as objectives functions of the proposed nonlinear integer programming model. In this paper, we have proposed a bi-objective mathematical model for designing a network of preventive healthcare facilities so as to minimize aforementioned objectives, simultaneously. Moreover, each facility acts as M/M/1 queuing system. The number of facilities to be established, the location of each facility, and the level of technology for each facility to be chosen are provided as the main determinants of a healthcare facility network. Finally, to demonstrate performance of the proposed model, four multi-objective decision making techniques are presented to solve the model.

Keywords: Preventive healthcare problems, Non-linear integer programming models, Multi-objective decision making techniques

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Authors: Marios N. Moschakis

Abstract:

The increasing penetration of Distributed Generation and storage connected to the distribution network via PWM converters increases the possibility of a DC-component (offset) in voltage or current flowing into the grid. This occurs when even harmonics are present in the network voltage. DC-components can affect the operation and safety of several grid components. Therefore, an investigation of the way they are produced is important in order to take appropriate measures for their elimination. Further research on DC-components that appear on output voltage of converters is performed for different parameters of PWM technique and characteristics of even harmonics.

Keywords: Asymmetric even harmonics, DC-offsets, distributed generation, electric machine drive systems, power quality.

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Authors: Helyane B. Borges, Julio Cesar Nievola

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Hierarchical classification is a problem with applications in many areas as protein function prediction where the dates are hierarchically structured. Therefore, it is necessary the development of algorithms able to induce hierarchical classification models. This paper presents experimenters using the algorithm for hierarchical classification called Multi-label Hierarchical Classification using a Competitive Neural Network (MHC-CNN). It was tested in ten datasets the Gene Ontology (GO) Cellular Component Domain. The results are compared with the Clus-HMC and Clus-HSC using the hF-Measure.

Keywords: Hierarchical Classification, Competitive Neural Network, Global Classifier.

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Authors: K. Jayakumar, S. Thangavel

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In this paper proposed the effective fault detection of industrial drives by using Biorthogonal Posterior Vibration Signal-Data Probabilistic Wavelet Neural Network (BPPVS-WNN) system. This system was focused to reducing the current flow and to identify faults with lesser execution time with harmonic values obtained through fifth derivative. Initially, the construction of Biorthogonal vibration signal-data based wavelet transform in BPPVS-WNN system localizes the time and frequency domain. The Biorthogonal wavelet approximates the broken bearing using double scaling and factor, identifies the transient disturbance due to fault on induction motor through approximate coefficients and detailed coefficient. Posterior Probabilistic Neural Network detects the final level of faults using the detailed coefficient till fifth derivative and the results obtained through it at a faster rate at constant frequency signal on the industrial drive. Experiment through the Simulink tool detects the healthy and unhealthy motor on measuring parametric factors such as fault detection rate based on time, current flow rate, and execution time.

Keywords: Biorthogonal Wavelet Transform, Posterior Probabilistic Neural Network, Induction Motor.

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Authors: Zeynep İltüzer Samur, Gül Tekin Temur

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Due to the increasing and varying risks that economic units face with, derivative instruments gain substantial importance, and trading volumes of derivatives have reached very significant level. Parallel with these high trading volumes, researchers have developed many different models. Some are parametric, some are nonparametric. In this study, the aim is to analyse the success of artificial neural network in pricing of options with S&P 100 index options data. Generally, the previous studies cover the data of European type call options. This study includes not only European call option but also American call and put options and European put options. Three data sets are used to perform three different ANN models. One only includes data that are directly observed from the economic environment, i.e. strike price, spot price, interest rate, maturity, type of the contract. The others include an extra input that is not an observable data but a parameter, i.e. volatility. With these detail data, the performance of ANN in put/call dimension, American/European dimension, moneyness dimension is analyzed and whether the contribution of the volatility in neural network analysis make improvement in prediction performance or not is examined. The most striking results revealed by the study is that ANN shows better performance when pricing call options compared to put options; and the use of volatility parameter as an input does not improve the performance.

Keywords: Option Pricing, Neural Network, S&P 100 Index, American/European options

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Authors: Taneli Eisto, Venlakaisa Hölttä, Katrine Mahlamäki, Janne Kollanus, Marko Nieminen

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Early supplier involvement (ESI) benefits new product development projects several ways. Nevertheless, many castuser companies do not know the advantages of ESI and therefore do not utilize it. This paper presents reasons why to utilize ESI in casting industry and how that can be done. Further, this paper presents advantages and challenges related to ESI in casting industry, and introduces a Casting-Network Collaboration Model. The model presents practices for companies to build advantageous collaborative relationships. More detailed, the model describes three levels for company-network relationships in casting industry with different degrees of collaboration, and requirements for operating in each level. In our research, ESI was found to influence, for example, on project time, component cost, and quality. In addition, challenges related to ESI, such as, a lack of mutual trust and unawareness about the advantages were found. Our research approach was a case study including four cases.

Keywords: Casting Industry, Collaboration Model, EarlySupplier Involvement, New Product Development.

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Authors: Noman Khan, B. S. Chowdhry, A.Q.K Rajput

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Integrated fiber-wireless (FiWi) access networks are a viable solution that can deliver the high profile quadruple play services. Passive optical networks (PON) networks integrated with wireless access networks provide ubiquitous characteristics for high bandwidth applications. Operation of PON improves by employing a variety of multiplexing techniques. One of it is time division/wavelength division multiplexed (TDM/WDM) architecture that improves the performance of optical-wireless access networks. This paper proposes a novel feedback-based TDM/WDM-PON architecture and introduces a model of integrated PON-FiWi networks. Feedback-based link architecture is an efficient solution to improves the performance of optical-line-terminal (OLT) and interlink optical-network-units (ONUs) communication. Furthermore, the feedback-based WDM/TDM-PON architecture is compared with existing architectures in terms of capacity of network throughput.

Keywords: Fiber-wireless (FiWi), Passive Optical Network (PON), TDM/WDM architecture

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