Search results for: regression models.

Authors: Ljubomir Nikolic, Larisa Trichtchenko

Abstract:

The connection between solar activity and adverse phenomena in the Earth’s environment that can affect space and ground based technologies has spurred interest in Space Weather (SW) research. A great effort has been put on the development of suitable models that can provide advanced forecast of SW events. With the progress in computational technology, it is becoming possible to develop operational large scale physics based models which can incorporate the most important physical processes and domains of the Sun-Earth system. In order to enhance our SW prediction capabilities we are developing advanced numerical tools. With operational requirements in mind, our goal is to develop a modular simulation framework of propagation of the disturbances from the Sun through interplanetary space to the Earth. Here, we report and discuss on the development of coronal field and solar wind components for a large scale MHD code. The model for these components is based on a potential field source surface model and an empirical Wang-Sheeley-Arge solar wind relation. 

Keywords: Space weather, numerical modeling, coronal field, solar wind.

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Authors: Mohammed Salahat, Steve Wade

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This paper presents an application of a “Systematic Soft Domain Driven Design Framework” as a soft systems approach to domain-driven design of information systems development. The framework use SSM as a guiding methodology within which we have embedded a sequence of design tasks based on the UML leading to the implementation of a software system using the Naked Objects framework. This framework have been used in action research projects that have involved the investigation and modelling of business processes using object-oriented domain models and the implementation of software systems based on those domain models. Within this framework, Soft Systems Methodology (SSM) is used as a guiding methodology to explore the problem situation and to develop the domain model using UML for the given business domain. The framework is proposed and evaluated in our previous works, and a real case study “Information Retrieval System for academic research” is used, in this paper, to show further practice and evaluation of the framework in different business domain. We argue that there are advantages from combining and using techniques from different methodologies in this way for business domain modelling. The framework is overviewed and justified as multimethodology using Mingers multimethodology ideas.

Keywords: SSM, UML, domain-driven design, soft domaindriven design, naked objects, soft language, information retrieval, multimethodology.

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Authors: A.S. Sikarwar, S. Ambu, T .H. Wong

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Snake bite cases in Malaysia most often involve the species Naja-naja and Calloselasma rhodostoma. In keeping with the need for a rapid snake venom detection kit in a clinical setting, plate and dot-ELISA test for the venoms of Naja-naja sumatrana, Calloselasma rhodostoma and the cobra venom fraction V antigen was developed. Polyclonal antibodies were raised and further used to prepare the reagents for the dot-ELISA test kit which was tested in mice, rabbit and virtual human models. The newly developed dot- ELISA kit was able to detect a minimum venom concentration of 244ng/ml with cross reactivity of one antibody type. The dot-ELISA system was sensitive and specific for all three snake venom types in all tested animal models. The lowest minimum venom concentration detectable was in the rabbit model, 244ng/ml of the cobra venom fraction V antigen. The highest minimum venom concentration was in mice, 1953ng/ml against a multitude of venoms. The developed dot-ELISA system for the detection of three snake venom types was successful with a sensitivity of 95.8% and specificity of 97.9%.

Keywords: ELISA, Venom, SVDK, Naja-naja sumatrana , Calloselasma rhodostoma.

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Authors: Rawaa H. El-Bidweihy, Hisham M. Abdelsalam, Ihab A. El-Khodary

Abstract:

In an era where machines run and shape our world, the need for a stable, non-ending source of energy emerges. In this study, the focus was on the solar energy in Egypt as a renewable source, the most important factors that could affect the solar energy’s market share throughout its life cycle production were analyzed and filtered, the relationships between them were derived before structuring a Bayesian network. Also, forecasted models were built for multiple factors to predict the states in Egypt by 2035, based on historical data and patterns, to be used as the nodes’ states in the network. 37 factors were found to might have an impact on the use of solar energy and then were deducted to 12 factors that were chosen to be the most effective to the solar energy’s life cycle in Egypt, based on surveying experts and data analysis, some of the factors were found to be recurring in multiple stages. The presented Bayesian network could be used later for scenario and decision analysis of using solar energy in Egypt, as a stable renewable source for generating any type of energy needed.

Keywords: ARIMA, auto correlation, Bayesian network, forecasting models, life cycle, partial correlation, renewable energy, SARIMA, solar energy.

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Authors: Abolfazl Hosseinkhani, Sepehr Sanaye

Abstract:

Different approaches have been used to predict the performance of the vertical axis wind turbines (VAWT), such as experimental, computational fluid dynamics (CFD), and analytical methods. Analytical methods, such as momentum models that use streamtubes, have low computational cost and sufficient accuracy. The double multiple streamtube (DMST) is one of the most commonly used of momentum models, which divide the rotor plane of VAWT into upwind and downwind. In fact, results from the DMST method have shown some discrepancy compared with experiment results; that is because the Darrieus turbine is a complex and aerodynamically unsteady configuration. In this study, analytical-experimental-based corrections, including dynamic stall, streamtube expansion, and finite blade length correction are used to improve the DMST method. Results indicated that using these corrections for a SANDIA 17-m VAWT will lead to improving the results of DMST.

Keywords: Vertical axis wind turbine, analytical, double multiple streamtube, streamtube expansion model, dynamic stall model, finite blade length correction.

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Authors: Sacide Güzin Mazman, Yasemin Koçak Usluel

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Possible advantages of technology in educational context required the defining boundaries of formal and informal learning. Increasing opportunity to ubiquitous learning by technological support has revealed a question of how to discover the potential of individuals in the spontaneous environments such as social networks. This seems to be related with the question of what purposes in social networks have been being used? Social networks provide various advantages in educational context as collaboration, knowledge sharing, common interests, active participation and reflective thinking. As a consequence of these, the purpose of this study is composed of proposing a new model that could determine factors which effect adoption of social network applications for usage in educational context. While developing a model proposal, the existing adoption and diffusion models have been reviewed and they are thought to be suitable on handling an original perspective instead of using completely other diffusion or acceptance models because of different natures of education from other organizations. In the proposed model; social factors, perceived ease of use, perceived usefulness and innovativeness are determined four direct constructs that effect adoption process. Facilitating conditions, image, subjective norms and community identity are incorporated to model as antecedents of these direct four constructs.

Keywords: Adoption of innovation, educational context, social networks.

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Authors: M. S. Mahmoud

Abstract:

This study was conducted to evaluate the manganese removal from aqueous solution using Banana peels activated carbon (BPAC). Batch experiments have been carried out to determine the influence of parameters such as pH, biosorbent dose, initial metal ion concentrations and contact times on the biosorption process. From these investigations, a significant increase in percentage removal of manganese 97.4% is observed at pH value 5.0, biosorbent dose 0.8 g, initial concentration 20 ppm, temperature 25 ± 2°C, stirring rate 200 rpm and contact time 2h. The equilibrium concentration and the adsorption capacity at equilibrium of the experimental results were fitted to the Langmuir and Freundlich isotherm models; the Langmuir isotherm was found to well represent the measured adsorption data implying BPAC had heterogeneous surface. A raw groundwater samples were collected from Baharmos groundwater treatment plant network at Embaba and Manshiet Elkanater City/District-Giza, Egypt, for treatment at the best conditions that reached at first phase by BPAC. The treatment with BPAC could reduce iron and manganese value of raw groundwater by 91.4% and 97.1%, respectively and the effect of the treatment process on the microbiological properties of groundwater sample showed decrease of total bacterial count either at 22°C or at 37°C to 85.7% and 82.4%, respectively. Also, BPAC was characterized using SEM and FTIR spectroscopy.

Keywords: Biosorption, banana peels, isothermal models, manganese.

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Authors: N. P. Tsephe, S. D. Eyono Obono

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Rural tourism is usually associated with rural development because it has strong linkages to rural resources; but it remains underdeveloped compared to urban tourism. This underdevelopment of rural tourism serves as a motivation for this study whose aim is to examine the factors affecting the perceived satisfaction of rural tourists. The objectives of this study are: to identify and design theories and models on rural tourism satisfaction, and to empirically validate these models and theories through a survey of tourists from the Malealea Lodge which is located in the Mafeteng District, in the Mountain Kingdom of Lesotho. Data generated by the collection of questionnaires used by this survey was analyzed quantitatively using descriptive statistics and correlations in SPSS after checking the validity and the reliability of the questionnaire. The main hypothesis behind this study is the relationship between the demographics of rural tourists, their motivation, and their satisfaction, as supported by existing literature; except that motivation is measured in this study according to three dimensions: push factors, pull factors, and perceived usefulness of ICTs in the rural tourism experience. Findings from this study indicate that among the demographics factors, continent of origin and marital status influence the satisfaction of rural tourists; and their occupation affects their perceptions on the use of ICTs in rural tourism. Moreover, only pull factors were found to influence the satisfaction of rural tourists.

Keywords: Digital world, Motivation, Rural tourism, Satisfaction.

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Authors: S. Areerachakul

Abstract:

Nowadays, several techniques such as; Fuzzy Inference System (FIS) and Neural Network (NN) are employed for developing of the predictive models to estimate parameters of water quality. The main objective of this study is to compare between the predictive ability of the Adaptive Neuro-Fuzzy Inference System (ANFIS) model and Artificial Neural Network (ANN) model to estimate the Biochemical Oxygen Demand (BOD) on data from 11 sampling sites of Saen Saep canal in Bangkok, Thailand. The data is obtained from the Department of Drainage and Sewerage, Bangkok Metropolitan Administration, during 2004-2011. The five parameters of water quality namely Dissolved Oxygen (DO), Chemical Oxygen Demand (COD), Ammonia Nitrogen (NH3N), Nitrate Nitrogen (NO3N), and Total Coliform bacteria (T-coliform) are used as the input of the models. These water quality indices affect the biochemical oxygen demand. The experimental results indicate that the ANN model provides a higher correlation coefficient (R=0.73) and a lower root mean square error (RMSE=4.53) than the corresponding ANFIS model.

Keywords: adaptive neuro-fuzzy inference system, artificial neural network, biochemical oxygen demand, surface water.

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Authors: Mohammad Reza Ayatollahzadeh Shirazi, Pooya Jaferian, Golnaz Elahi, Hamid Baghi, Babak Sadeghian

Abstract:

The world is moving rapidly toward the deployment of information and communication systems. Nowadays, computing systems with their fast growth are found everywhere and one of the main challenges for these systems is increasing attacks and security threats against them. Thus, capturing, analyzing and verifying security requirements becomes a very important activity in development process of computing systems, specially in developing systems such as banking, military and e-business systems. For developing every system, a process model which includes a process, methods and tools is chosen. The Rational Unified Process (RUP) is one of the most popular and complete process models which is used by developers in recent years. This process model should be extended to be used in developing secure software systems. In this paper, the Requirement Discipline of RUP is extended to improve RUP for developing secure software systems. These proposed extensions are adding and integrating a number of Activities, Roles, and Artifacts to RUP in order to capture, document and model threats and security requirements of system. These extensions introduce a group of clear and stepwise activities to developers. By following these activities, developers assure that security requirements are captured and modeled. These models are used in design, implementation and test activitie

Keywords:

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Authors: Sushovan Sarkar, Debabrata Mazumder

Abstract:

Hybrid bioreactor having both suspended-growth and attached-growth bacteria is found a novel and excellent bioreactor system for treating the municipal wastewater containing inhibitory substrates too. In this reactor a fraction of substrate is used by suspended biomass and the remaining by attached biomass resulting in the competition between the two growths for the substrate. The combination of suspended and attached growth provides the system with enhanced biomass concentration and sludge age more than those in ASP. Similar to attached growth system, the hybrid bioreactor ensures considerable efficiency for treating toxic and refractory substances in wastewater. For the process design of hybrid bioreactor a suitable mathematical model is required. Although various mathematical models were developed on hybrid bioreactor in due course of time in earlier research works, none of them was found having a specific simplified solution of the corresponding models and without having any drawback. To overcome this drawback authors already developed a simplified mathematical model for process design of a hybrid bioreactor. The present paper briefly highlights on the various aspects of process design of an aerobic hybrid bioreactor for the treatment of municipal wastewater.

Keywords: Hybrid bioreactor, mathematical model, process design, application, municipal wastewater.

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Authors: P. van Tonder, C. C. Kruger

Abstract:

Concrete structures deteriorate over time and degradation escalates due to various factors. The rate of deterioration can be complex and unpredictable in nature. Such deteriorations may be located beneath the surface of the concrete at high elevations. This emphasizes the need for an efficient method of finding such defects to be able to assess the severity thereof. Current methods using thermography to find defects require equipment to reach higher elevations. This could become costly and time consuming not to mention the risks involved in having personnel scaffold or abseiling at such heights. Accordingly, by combining the thermal camera needed for thermography and a remotely piloted aerial system (Drone/RPAS), it could be used to alleviate some of the issues mentioned. Images can be translated into a 3D temperature model to aid concrete diagnostics and with further research can relate back to the mechanical properties of the structure but will not be dealt with in this paper. Such diagnostics includes finding delamination, similar to finding delamination on concrete decks, which resides beneath the surface of the concrete before spalling can occur. Delamination can be caused by reinforcement eroding and causing expansion beneath the concrete surface. This could lead to spalling, where concrete pieces start breaking off from the main concrete structure.

Keywords: Concrete, diagnostic, infrared thermography, 3D thermal models.

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Authors: J. Mizuno, S. Takahashi

Abstract:

In this paper, design and fabrication of an actuated parallel-plate mirror based on a 3D-printer is described. The mirror and electrode layers are fabricated separately and assembled thereafter. The alignment is performed by dowel pin-hole pairs fabricated on the respective layers. The electrodes are formed on the surface of the electrode layer by Au ion sputtering using a suitable mask, which is also fabricated by a 3D-printer.For grounding the mirror layer, except the contact area with the electrode paths, all the surface is Au ion sputtered. 3D-printers are widely used for creating 3D models or mock-ups. The authors have recently proposed that these models can perform electromechanical functions such as actuators by suitably masking them followed by metallization process. Since the smallest possible fabrication size is in the order of sub-millimeters, these electromechanical devices are named by the authors as SMEMS (Sub-Milli Electro-Mechanical Systems) devices. The proposed mirror described in this paper which consists of parallel-plate electrostatic actuators is also one type of SMEMS devices. In addition, SMEMS is totally environment-clean compared to MEMS (Micro Electro-Mechanical Systems) fabrication processes because any hazardous chemicals or gases are utilized.

Keywords: MEMS, parallel-plate mirror, SMEMS, 3D-printer.

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Authors: Taru Hakanen, Mervi Murtonen

Abstract:

This study aims to increase understanding of the transition of business models in servitization. The significance of service in all business has increased dramatically during the past decades. Service-dominant logic (SDL) describes this change in the economy and questions the goods-dominant logic on which business has primarily been based in the past. A business model canvas is one of the most cited and used tools in defining end developing business models. The starting point of this paper lies in the notion that the traditional business model canvas is inherently goods-oriented and best suits for product-based business. However, the basic differences between goods and services necessitate changes in business model representations when proceeding in servitization. Therefore, new knowledge is needed on how the conception of business model and the business model canvas as its representation should be altered in servitized firms in order to better serve business developers and interfirm co-creation. That is to say, compared to products, services are intangible and they are co-produced between the supplier and the customer. Value is always co-created in interaction between a supplier and a customer, and customer experience primarily depends on how well the interaction succeeds between the actors. The role of service experience is even stronger in service business compared to product business, as services are co-produced with the customer. This paper provides business model developers with a service business model canvas, which takes into account the intangible, interactive, and relational nature of service. The study employs a design science approach that contributes to theory development via design artifacts. This study utilizes qualitative data gathered in workshops with ten companies from various industries. In particular, key differences between Goods-dominant logic (GDL) and SDLbased business models are identified when an industrial firm proceeds in servitization. As the result of the study, an updated version of the business model canvas is provided based on service-dominant logic. The service business model canvas ensures a stronger customer focus and includes aspects salient for services, such as interaction between companies, service co-production, and customer experience. It can be used for the analysis and development of a current service business model of a company or for designing a new business model. It facilitates customer-focused new service design and service development. It aids in the identification of development needs, and facilitates the creation of a common view of the business model. Therefore, the service business model canvas can be regarded as a boundary object, which facilitates the creation of a common understanding of the business model between several actors involved. The study contributes to the business model and service business development disciplines by providing a managerial tool for practitioners in service development. It also provides research insight into how servitization challenges companies’ business models.

Keywords: Boundary object, business model canvas, managerial tool, service-dominant logic.

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Authors: M. Tufekci, C. Guven

Abstract:

In Automotive Industry, sliding door systems that are also used as body closures are safety members. Extreme product tests are realized to prevent failures in design process, but these tests realized experimentally result in high costs. Finite element analysis is an effective tool used for design process. These analyses are used before production of prototype for validation of design according to customer requirement. In result of this, substantial amount of time and cost is saved. Finite element model is created for geometries that are designed in 3D CAD programs. Different element types as bar, shell and solid, can be used for creating mesh model. Cheaper model can be created by selection of element type, but combination of element type that was used in model, number and geometry of element and degrees of freedom affects the analysis result. Sliding door system is a good example which used these methods for this study. Structural analysis was realized for sliding door mechanism by using FE models. As well, physical tests that have same boundary conditions with FE models were realized. Comparison study for these element types, were done regarding test and analyses results then optimum combination was achieved.

Keywords: Finite Element Analysis, Sliding Door Mechanism, Element Type, Structural Analysis.

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Authors: Sandipan Chakroborty, Anindya Roy, Goutam Saha

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A state of the art Speaker Identification (SI) system requires a robust feature extraction unit followed by a speaker modeling scheme for generalized representation of these features. Over the years, Mel-Frequency Cepstral Coefficients (MFCC) modeled on the human auditory system has been used as a standard acoustic feature set for SI applications. However, due to the structure of its filter bank, it captures vocal tract characteristics more effectively in the lower frequency regions. This paper proposes a new set of features using a complementary filter bank structure which improves distinguishability of speaker specific cues present in the higher frequency zone. Unlike high level features that are difficult to extract, the proposed feature set involves little computational burden during the extraction process. When combined with MFCC via a parallel implementation of speaker models, the proposed feature set outperforms baseline MFCC significantly. This proposition is validated by experiments conducted on two different kinds of public databases namely YOHO (microphone speech) and POLYCOST (telephone speech) with Gaussian Mixture Models (GMM) as a Classifier for various model orders.

Keywords: Complementary Information, Filter Bank, GMM, IMFCC, MFCC, Speaker Identification, Speaker Recognition.

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Authors: Hadia Abdel Aziz, Raghda El Ebrashi

Abstract:

Business models are shaped by their design space or the environment they are designed to be implemented in. The rapidly changing economic, technological, political, regulatory and market external environment severely affects business logic. This is particularly true for social enterprises whose core mission is to transform their environments, and thus, their whole business logic revolves around the interchange between the enterprise and the environment. The context in which social business operates imposes different business design constraints while at the same time, open up new design opportunities. It is also affected to a great extent by the impact that successful enterprises generate; a continuous loop of interaction that needs to be managed through a dynamic capability in order to generate a lasting powerful impact. This conceptual research synthesizes and analyzes literature on social enterprise, social enterprise business models, business model innovation, business model design, and the open system view theory to propose a new business model design process for social enterprises that takes into account the critical role of environmental factors. This process would help the social enterprise develop a dynamic capability that ensures the alignment of its business model to its environmental context, thus, maximizing its probability of success.

Keywords: Social enterprise, business model, business model design.

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Authors: Kazeem K. Adewole, Julia M. Race, Steve J. Bull

Abstract:

The fracture performance of steel wires for civil engineering applications remains a major concern in civil engineering construction and maintenance of wire reinforced structures. The need to employ approaches that simulate micromechanical material processes which characterizes fracture in civil structures has been emphasized recently in the literature. However, choosing from the numerous micromechanics-based fracture models, and identifying their applicability and reliability remains an issue that still needs to be addressed in a greater depth. Laboratory tensile testing and finite element tensile testing simulations with the shear, ductile and Gurson-Tvergaard-Needleman’s micromechanics-based models conducted in this work reveal that the shear fracture model is an appropriate fracture model to predict the fracture performance of steel wires used for civil engineering applications. The need to consider the capability of the micromechanics-based fracture model to predict the “cup and cone” fracture exhibited by the wire in choosing the appropriate fracture model is demonstrated.

Keywords: Fracture performance, FE simulation, Shear fracture model, Ductile fracture model, Gurson-Tvergaard-Needleman fracture model, Wires.

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Authors: V. Agrawal, A. Sharma

Abstract:

High Strength Concrete (HSC) is defined as concrete that meets special combination of performance and uniformity requirements that cannot be achieved routinely using conventional constituents and normal mixing, placing, and curing procedures. It is a highly complex material, which makes modeling its behavior a very difficult task. This paper aimed to show possible applicability of Neural Networks (NN) to predict the slump in High Strength Concrete (HSC). Neural Network models is constructed, trained and tested using the available test data of 349 different concrete mix designs of High Strength Concrete (HSC) gathered from a particular Ready Mix Concrete (RMC) batching plant. The most versatile Neural Network model is selected to predict the slump in concrete. The data used in the Neural Network models are arranged in a format of eight input parameters that cover the Cement, Fly Ash, Sand, Coarse Aggregate (10 mm), Coarse Aggregate (20 mm), Water, Super-Plasticizer and Water/Binder ratio. Furthermore, to test the accuracy for predicting slump in concrete, the final selected model is further used to test the data of 40 different concrete mix designs of High Strength Concrete (HSC) taken from the other batching plant. The results are compared on the basis of error function (or performance function).

Keywords: Artificial Neural Networks, Concrete, prediction ofslump, slump in concrete

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

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Currently, mathematical and computer modeling are widely used in different biological studies to predict or assess behavior of such a complex systems as a biological are. This study deals with mathematical and computer modeling of bi-substrate enzymatic reactions, which play an important role in different biochemical pathways. The main objective of this study is to represent the results from in silico investigation of bi-substrate enzymatic reactions in the presence of uncompetitive inhibitors, as well as to describe in details the inhibition effects. Four models of uncompetitive inhibition were designed using different software packages. Particularly, uncompetitive inhibitor to the first [ES₁] and the second ([ES₁S₂]; [FS₂]) enzyme-substrate complexes have been studied. The simulation, using the same kinetic parameters for all models allowed investigating the behavior of reactions as well as determined some interesting aspects concerning influence of different cases of uncompetitive inhibition. Besides, it has been shown that uncompetitive inhibitors exhibit specific selectivity depending on mechanism of bi-substrate enzymatic reaction. 

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

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Authors: Yi Chao Ma, Cheng Siong Chin, Wai Lok Woo

Abstract:

Since the last decade, there has been a rapid growth in digital multimedia, such as high-resolution media files and threedimentional movies. Hence, there is a need for large digital storage such as Hard Disk Drive (HDD). As such, users expect to have a quieter HDD in their laptop. In this paper, a jury test has been conducted on a group of 34 people where 17 of them are students who are the potential consumer, and the remaining are engineers who know the HDD. A total 13 HDD sound samples have been selected from over hundred HDD noise recordings. These samples are selected based on an agreed subjective feeling. The samples are played to the participants using head acoustic playback system, which enabled them to experience as similar as possible the same environment as have been recorded. Analysis has been conducted and the obtained results have indicated different group has different perception over the noises. Two neural network-based acoustic annoyance models are established based on back propagation neural network. Four psychoacoustic metrics, loudness, sharpness, roughness and fluctuation strength, are used as the input of the model, and the subjective evaluation results are taken as the output. The developed models are reasonably accurate in simulating both training and test samples.

Keywords: Hard disk drive noise, jury test, neural network model, psychoacoustic annoyance.

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Authors: Siddhant Rao

Abstract:

Studies estimate that there will be 266,120 new cases of invasive breast cancer and 40,920 breast cancer induced deaths in the year of 2018 alone. Despite the pervasiveness of this affliction, the current process to obtain an accurate breast cancer prognosis is tedious and time consuming. It usually requires a trained pathologist to manually examine histopathological images and identify the features that characterize various cancer severity levels. We propose MITOS-RCNN: a region based convolutional neural network (RCNN) geared for small object detection to accurately grade one of the three factors that characterize tumor belligerence described by the Nottingham Grading System: mitotic count. Other computational approaches to mitotic figure counting and detection do not demonstrate ample recall or precision to be clinically viable. Our models outperformed all previous participants in the ICPR 2012 challenge, the AMIDA 2013 challenge and the MITOS-ATYPIA-14 challenge along with recently published works. Our model achieved an F- measure score of 0.955, a 6.11% improvement in accuracy from the most accurate of the previously proposed models.

Keywords: Object detection, histopathology, breast cancer, mitotic count, deep learning, computer vision.

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Authors: Karim Hamidi Machekposhti, Hossein Sedghi

Abstract:

This study was designed to find the best stochastic model (using of time series analysis) for annual extreme streamflow (peak and maximum streamflow) of Karkheh River at Iran. The Auto-regressive Integrated Moving Average (ARIMA) model used to simulate these series and forecast those in future. For the analysis, annual extreme streamflow data of Jelogir Majin station (above of Karkheh dam reservoir) for the years 1958–2005 were used. A visual inspection of the time plot gives a little increasing trend; therefore, series is not stationary. The stationarity observed in Auto-Correlation Function (ACF) and Partial Auto-Correlation Function (PACF) plots of annual extreme streamflow was removed using first order differencing (d=1) in order to the development of the ARIMA model. Interestingly, the ARIMA(4,1,1) model developed was found to be most suitable for simulating annual extreme streamflow for Karkheh River. The model was found to be appropriate to forecast ten years of annual extreme streamflow and assist decision makers to establish priorities for water demand. The Statistical Analysis System (SAS) and Statistical Package for the Social Sciences (SPSS) codes were used to determinate of the best model for this series.

Keywords: Stochastic models, ARIMA, extreme streamflow, Karkheh River.

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Authors: Cristian Păuna

Abstract:

In the first decades of the 21st century, in the electronic trading environment, algorithmic capital investments became the primary tool to make a profit by speculations in financial markets. A significant number of traders, private or institutional investors are participating in the capital markets every day using automated algorithms. The autonomous trading software is today a considerable part in the business intelligence system of any modern financial activity. The trading decisions and orders are made automatically by computers using different mathematical models. This paper will present one of these models called Price Prediction Line. A mathematical algorithm will be revealed to build a reliable trend line, which is the base for limit conditions and automated investment signals, the core for a computerized investment system. The paper will guide how to apply these tools to generate entry and exit investment signals, limit conditions to build a mathematical filter for the investment opportunities, and the methodology to integrate all of these in automated investment software. The paper will also present trading results obtained for the leading German financial market index with the presented methods to analyze and to compare different automated investment algorithms. It was found that a specific mathematical algorithm can be optimized and integrated into an automated trading system with good and sustained results for the leading German Market. Investment results will be compared in order to qualify the presented model. In conclusion, a 1:6.12 risk was obtained to reward ratio applying the trigonometric method to the DAX Deutscher Aktienindex on 24 months investment. These results are superior to those obtained with other similar models as this paper reveal. The general idea sustained by this paper is that the Price Prediction Line model presented is a reliable capital investment methodology that can be successfully applied to build an automated investment system with excellent results.

Keywords: Algorithmic trading, automated investment system, DAX Deutscher Aktienindex.

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Authors: Cecilia Nugraheni, Luciana Abednego

Abstract:

Sudoku is a kind of logic puzzles. Each puzzle consists of a board, which is a 9×9 cells, divided into nine 3×3 subblocks and a set of numbers from 1 to 9. The aim of this puzzle is to fill in every cell of the board with a number from 1 to 9 such that in every row, every column, and every subblock contains each number exactly one. Sudoku puzzles belong to combinatorial problem (NP complete). Sudoku puzzles can be solved by using a variety of techniques/algorithms such as genetic algorithms, heuristics, integer programming, and so on. In this paper, we propose a new approach for solving Sudoku which is by modelling them as block-world problems. In block-world problems, there are a number of boxes on the table with a particular order or arrangement. The objective of this problem is to change this arrangement into the targeted arrangement with the help of two types of robots. In this paper, we present three models for Sudoku. We modellized Sudoku as parameterized multi-agent systems. A parameterized multi-agent system is a multi-agent system which consists of several uniform/similar agents and the number of the agents in the system is stated as the parameter of this system. We use Temporal Logic of Actions (TLA) for formalizing our models.

Keywords: Sudoku puzzle, block world problem, parameterized multi agent systems modelling, Temporal Logic of Actions.

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Authors: M. Zeydan, G. Toğa

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This study deals with a multi-criteria optimization problem which has been transformed into a single objective optimization problem using Response Surface Methodology (RSM), Artificial Neural Network (ANN) and Grey Relational Analyses (GRA) approach. Grey-RSM and Grey-ANN are hybrid techniques which can be used for solving multi-criteria optimization problem. There have been two main purposes of this research as follows. 1. To determine optimum and robust fiber dyeing process conditions by using RSM and ANN based on GRA, 2. To obtain the best suitable model by comparing models developed by different methodologies. The design variables for fiber dyeing process in textile are temperature, time, softener, anti-static, material quantity, pH, retarder, and dispergator. The quality characteristics to be evaluated are nominal color consistency of fiber, maximum strength of fiber, minimum color of dyeing solution. GRA-RSM with exact level value, GRA-RSM with interval level value and GRA-ANN models were compared based on GRA output value and MSE (Mean Square Error) performance measurement of outputs with each other. As a result, GRA-ANN with interval value model seems to be suitable reducing the variation of dyeing process for GRA output value of the model.

Keywords: Artificial Neural Network, Grey Relational Analysis, Optimization, Response Surface Methodology

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Authors: Carine Moussaed, Stephen Wornom, Bruno Koobus, Maria Vittoria Salvetti, Alain Dervieux,

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The effects of dynamic subgrid scale (SGS) models are investigated in variational multiscale (VMS) LES simulations of bluff body flows. The spatial discretization is based on a mixed finite element/finite volume formulation on unstructured grids. In the VMS approach used in this work, the separation between the largest and the smallest resolved scales is obtained through a variational projection operator and a finite volume cell agglomeration. The dynamic version of Smagorinsky and WALE SGS models are used to account for the effects of the unresolved scales. In the VMS approach, these effects are only modeled in the smallest resolved scales. The dynamic VMS-LES approach is applied to the simulation of the flow around a circular cylinder at Reynolds numbers 3900 and 20000 and to the flow around a square cylinder at Reynolds numbers 22000 and 175000. It is observed as in previous studies that the dynamic SGS procedure has a smaller impact on the results within the VMS approach than in LES. But improvements are demonstrated for important feature like recirculating part of the flow. The global prediction is improved for a small computational extra cost.

Keywords: variational multiscale LES, dynamic SGS model, unstructured grids, circular cylinder, square cylinder.

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Authors: Zhenzhen Xu, Chunfu Shao, Shengyou Wang, Chunjiao Dong

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To improve the satisfaction of residents' travel, this paper analyzes the characteristics and influencing factors of urban residents' travel behavior. First, a Multinominal Logit Model (MNL) model is built to analyze the characteristics of residents' travel behavior, reveal the influence of individual attributes, family attributes and travel characteristics on the choice of travel mode, and identify the significant factors. Then put forward suggestions for policy improvement. Finally, Support Vector Machine (SVM) and Multi-Layer Perceptron (MLP) models are introduced to evaluate the policy effect. This paper selects Futian Street in Futian District, Shenzhen City for investigation and research. The results show that gender, age, education, income, number of cars owned, travel purpose, departure time, journey time, travel distance and times all have a significant influence on residents' choice of travel mode. Based on the above results, two policy improvement suggestions are put forward from reducing public transportation and non-motor vehicle travel time, and the policy effect is evaluated. Before the evaluation, the prediction effect of MNL, SVM and MLP models was evaluated. After parameter optimization, it was found that the prediction accuracy of the three models was 72.80%, 71.42%, and 76.42%, respectively. The MLP model with the highest prediction accuracy was selected to evaluate the effect of policy improvement. The results showed that after the implementation of the policy, the proportion of public transportation in plan 1 and plan 2 increased by 14.04% and 9.86%, respectively, while the proportion of private cars decreased by 3.47% and 2.54%, respectively. The proportion of car trips decreased obviously, while the proportion of public transport trips increased. It can be considered that the measures have a positive effect on promoting green trips and improving the satisfaction of urban residents, and can provide a reference for relevant departments to formulate transportation policies.

Keywords: Travel characteristics analysis, transportation choice, travel sharing rate, neural network model, traffic resource allocation.

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Authors: Chrysoula Karathanasi, Senad Karavdic, Angela Odero, Michèle Baumann

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It is not only the economic determinants that impact on life conditions, but maintaining a good level of life satisfaction (LS) may also be an important challenge currently. In Luxembourg, university students receive financial aid from the government. They are then registered at the Centre for Documentation and Information on Higher Education (CEDIES). Luxembourg is built on migration with almost half its population consisting of foreigners. It is upon this basis that our research aims to analyze the associations with mental health factors (health satisfaction, psychological quality of life, worry), perceived financial situation, career attitudes (adaptability, optimism, knowledge, planning) and LS, for non-Luxembourgish and native postgraduate students. Between 2012 and 2013, postgraduates registered at CEDIES were contacted by post and asked to participate in an online survey with either the option of English or French. The study population comprised of 644 respondents. Our statistical analysis excluded: those born abroad who had Luxembourgish citizenship, or those born in Luxembourg who did not have citizenship. Two groups were formed one consisting 147 non-Luxembourgish and the other 284 natives. A single item measured LS (1=not at all satisfied to 10=very satisfied). Bivariate tests, correlations and multiple linear regression models were used in which only significant relationships (p<0.05) were integrated. Among the two groups no differences were found between LS indicators (7.8/10 non-Luxembourgish; 8.0/10 natives) as both were higher than the European indicator of 7.2/10 (for 25-34 years). In the case of non-Luxembourgish students, they were older than natives (29.3 years vs. 26.3 years) perceived their financial situation as more difficult, and a higher percentage of their parents had an education level higher than a Bachelor's degree (father 59.2% vs 44.6% for natives; mother 51.4% vs 33.7% for natives). In addition, the father’s education was related to the LS of postgraduates and the higher was the score, the greater was the contribution to LS. Whereas for native students, when their scores of health satisfaction and career optimism were higher, their LS’ score was higher. For both groups their LS was linked to mental health-related factors, perception of their financial situation, career optimism, adaptability and planning. The higher the psychological quality of life score was, the greater the LS of postgraduates’ was. Good health and positive attitudes related to the job market enhanced their LS indicator.

Keywords: Career attitudes, fathers’ education level, life satisfaction, mental health.

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Authors: František Šebek, Petr Kubík, Jindřich Petruška, Jiří Hůlka

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Present study is aimed on the cutting process of circular cross-section rods where the fracture is used to separate one rod into two pieces. Incorporating the phenomenological ductile fracture model into the explicit formulation of finite element method, the process can be analyzed without the necessity of realizing too many real experiments which could be expensive in case of repetitive testing in different conditions. In the present paper, the steel AISI 1045 was examined and the tensile tests of smooth and notched cylindrical bars were conducted together with biaxial testing of the notched tube specimens to calibrate material constants of selected phenomenological ductile fracture models. These were implemented into the Abaqus/Explicit through user subroutine VUMAT and used for cutting process simulation. As the calibration process is based on variables which cannot be obtained directly from experiments, numerical simulations of fracture tests are inevitable part of the calibration. Finally, experiments regarding the cutting process were carried out and predictive capability of selected fracture models is discussed. Concluding remarks then make the summary of gained experience both with the calibration and application of particular ductile fracture criteria.

Keywords: Ductile fracture, phenomenological criteria, cutting process, explicit formulation, AISI 1045 steel.

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