Search results for: Gaussian process classification model with multiclass
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 12251

Search results for: Gaussian process classification model with multiclass

11141 Analysis of Testing and Operational Software Reliability in SRGM based on NHPP

Authors: S. Thirumurugan, D. R. Prince Williams

Abstract:

Software Reliability is one of the key factors in the software development process. Software Reliability is estimated using reliability models based on Non Homogenous Poisson Process. In most of the literature the Software Reliability is predicted only in testing phase. So it leads to wrong decision-making concept. In this paper, two Software Reliability concepts, testing and operational phase are studied in detail. Using S-Shaped Software Reliability Growth Model (SRGM) and Exponential SRGM, the testing and operational reliability values are obtained. Finally two reliability values are compared and optimal release time is investigated.

Keywords: Error Detection Rate, Estimation of Parameters, Instantaneous Failure Rate, Mean Value Function, Non Homogenous Poisson Process (NHPP), Software Reliability.

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11140 The Multi-objective Optimization for the SLS Process Parameters Based on Analytic Hierarchy Process

Authors: Yang Laixia, Deng Jun, Li Dichen, Bai Yang

Abstract:

The forming process parameters of Selective Laser Sintering(SLS) directly affect the forming efficiency and forming quality. Therefore, to determine reasonable process parameters is particularly important. In this paper, the weight of each target of the forming quality and efficiency is firstly calculated with the Analytic Hierarchy Process. And then the size of each target is measured by orthogonal experiment. Finally, the sum of the product of each target with the weight is compared to the process parameters in each group and obtained the optimal molding process parameters.

Keywords: Analytic Hierarchy Process, Multi-objective optimization, Orthogonal test, Selective Laser Sintering

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11139 Motion-Based Detection and Tracking of Multiple Pedestrians

Authors: A. Harras, A. Tsuji, K. Terada

Abstract:

Tracking of moving people has gained a matter of great importance due to rapid technological advancements in the field of computer vision. The objective of this study is to design a motion based detection and tracking multiple walking pedestrians randomly in different directions. In our proposed method, Gaussian mixture model (GMM) is used to determine moving persons in image sequences. It reacts to changes that take place in the scene like different illumination; moving objects start and stop often, etc. Background noise in the scene is eliminated through applying morphological operations and the motions of tracked people which is determined by using the Kalman filter. The Kalman filter is applied to predict the tracked location in each frame and to determine the likelihood of each detection. We used a benchmark data set for the evaluation based on a side wall stationary camera. The actual scenes from the data set are taken on a street including up to eight people in front of the camera in different two scenes, the duration is 53 and 35 seconds, respectively. In the case of walking pedestrians in close proximity, the proposed method has achieved the detection ratio of 87%, and the tracking ratio is 77 % successfully. When they are deferred from each other, the detection ratio is increased to 90% and the tracking ratio is also increased to 79%.

Keywords: Automatic detection, tracking, pedestrians.

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11138 Analysis of Complexes Pairing Performat Radical and Water

Authors: Sanaz Gharehzadeh Shirazi, Subira Gharehzadeh Shirazi, Fariba Jafari

Abstract:

The present article comprises a theoretical study of structures Performat radical (HCO3) with H2O molecule. We make use of ab initio quantum chemical methods. Unrestricted Hartee-Fock (UHF) with the basis set6-311+g(2df,2p) and density functional theory (B3LYP) with the basis set 6-311+g(2df,2p) and also we done atoms in molecules (AIM) theory for them. We have found four stable geometries the PerformatRadical(HCO3) with H2O.

Keywords: Hydrogen binding, Performat Radical, Water, Gaussian, Atoms in molecules (AIM) theory

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11137 An Improvement of Multi-Label Image Classification Method Based on Histogram of Oriented Gradient

Authors: Ziad Abdallah, Mohamad Oueidat, Ali El-Zaart

Abstract:

Image Multi-label Classification (IMC) assigns a label or a set of labels to an image. The big demand for image annotation and archiving in the web attracts the researchers to develop many algorithms for this application domain. The existing techniques for IMC have two drawbacks: The description of the elementary characteristics from the image and the correlation between labels are not taken into account. In this paper, we present an algorithm (MIML-HOGLPP), which simultaneously handles these limitations. The algorithm uses the histogram of gradients as feature descriptor. It applies the Label Priority Power-set as multi-label transformation to solve the problem of label correlation. The experiment shows that the results of MIML-HOGLPP are better in terms of some of the evaluation metrics comparing with the two existing techniques.

Keywords: Data mining, information retrieval system, multi-label, problem transformation, histogram of gradients.

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11136 AI-Based Techniques for Online Social Media Network Sentiment Analysis: A Methodical Review

Authors: A. M. John-Otumu, M. M. Rahman, O. C. Nwokonkwo, M. C. Onuoha

Abstract:

Online social media networks have long served as a primary arena for group conversations, gossip, text-based information sharing and distribution. The use of natural language processing techniques for text classification and unbiased decision making has not been far-fetched. Proper classification of these textual information in a given context has also been very difficult. As a result, a systematic review was conducted from previous literature on sentiment classification and AI-based techniques. The study was done in order to gain a better understanding of the process of designing and developing a robust and more accurate sentiment classifier that could correctly classify social media textual information of a given context between hate speech and inverted compliments with a high level of accuracy using the knowledge gain from the evaluation of different artificial intelligence techniques reviewed. The study evaluated over 250 articles from digital sources like ACM digital library, Google Scholar, and IEEE Xplore; and whittled down the number of research to 52 articles. Findings revealed that deep learning approaches such as Convolutional Neural Network (CNN), Recurrent Neural Network (RNN), Bidirectional Encoder Representations from Transformer (BERT), and Long Short-Term Memory (LSTM) outperformed various machine learning techniques in terms of performance accuracy. A large dataset is also required to develop a robust sentiment classifier. Results also revealed that data can be obtained from places like Twitter, movie reviews, Kaggle, Stanford Sentiment Treebank (SST), and SemEval Task4 based on the required domain. The hybrid deep learning techniques like CNN+LSTM, CNN+ Gated Recurrent Unit (GRU), CNN+BERT outperformed single deep learning techniques and machine learning techniques. Python programming language outperformed Java programming language in terms of development simplicity and AI-based library functionalities. Finally, the study recommended the findings obtained for building robust sentiment classifier in the future.

Keywords: Artificial Intelligence, Natural Language Processing, Sentiment Analysis, Social Network, Text.

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11135 WPRiMA Tool: Managing Risks in Web Projects

Authors: Thamer Al-Rousan, Shahida Sulaiman, Rosalina Abdul Salam

Abstract:

Risk management is an essential fraction of project management, which plays a significant role in project success. Many failures associated with Web projects are the consequences of poor awareness of the risks involved and lack of process models that can serve as a guideline for the development of Web based applications. To circumvent this problem, contemporary process models have been devised for the development of conventional software. This paper introduces the WPRiMA (Web Project Risk Management Assessment) as the tool, which is used to implement RIAP, the risk identification architecture pattern model, which focuses upon the data from the proprietor-s and vendor-s perspectives. The paper also illustrates how WPRiMA tool works and how it can be used to calculate the risk level for a given Web project, to generate recommendations in order to facilitate risk avoidance in a project, and to improve the prospects of early risk management.

Keywords: Architecture pattern model, risk factors, risk identification, web project, web project risk management assessment.

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11134 MPPT Operation for PV Grid-connected System using RBFNN and Fuzzy Classification

Authors: A. Chaouachi, R. M. Kamel, K. Nagasaka

Abstract:

This paper presents a novel methodology for Maximum Power Point Tracking (MPPT) of a grid-connected 20 kW Photovoltaic (PV) system using neuro-fuzzy network. The proposed method predicts the reference PV voltage guarantying optimal power transfer between the PV generator and the main utility grid. The neuro-fuzzy network is composed of a fuzzy rule-based classifier and three Radial Basis Function Neural Networks (RBFNN). Inputs of the network (irradiance and temperature) are classified before they are fed into the appropriated RBFNN for either training or estimation process while the output is the reference voltage. The main advantage of the proposed methodology, comparing to a conventional single neural network-based approach, is the distinct generalization ability regarding to the nonlinear and dynamic behavior of a PV generator. In fact, the neuro-fuzzy network is a neural network based multi-model machine learning that defines a set of local models emulating the complex and non-linear behavior of a PV generator under a wide range of operating conditions. Simulation results under several rapid irradiance variations proved that the proposed MPPT method fulfilled the highest efficiency comparing to a conventional single neural network.

Keywords: MPPT, neuro-fuzzy, RBFN, grid-connected, photovoltaic.

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11133 Simulation of Kinetic Friction in L-Bending of Sheet Metals

Authors: Maziar Ramezani, Thomas Neitzert, Timotius Pasang

Abstract:

This paper aims at experimental and numerical investigation of springback behavior of sheet metals during L-bending process with emphasis on Stribeck-type friction modeling. The coefficient of friction in Stribeck curve depends on sliding velocity and contact pressure. The springback behavior of mild steel and aluminum alloy 6022-T4 sheets was studied experimentally and using numerical simulations with ABAQUS software with two types of friction model: Coulomb friction and Stribeck friction. The influence of forming speed on springback behavior was studied experimentally and numerically. The results showed that Stribeck-type friction model has better results in predicting springback in sheet metal forming. The FE prediction error for mild steel and 6022-T4 AA is 23.8%, 25.5% respectively, using Coulomb friction model and 11%, 13% respectively, using Stribeck friction model. These results show that Stribeck model is suitable for simulation of sheet metal forming especially at higher forming speed.

Keywords: Friction, L-bending, Springback, Stribeck curves.

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11132 Optimisation of Structural Design by Integrating Genetic Algorithms in the Building Information Modelling Environment

Authors: Tofigh Hamidavi, Sepehr Abrishami, Pasquale Ponterosso, David Begg

Abstract:

Structural design and analysis is an important and time-consuming process, particularly at the conceptual design stage. Decisions made at this stage can have an enormous effect on the entire project, as it becomes ever costlier and more difficult to alter the choices made early on in the construction process. Hence, optimisation of the early stages of structural design can provide important efficiencies in terms of cost and time. This paper suggests a structural design optimisation (SDO) framework in which Genetic Algorithms (GAs) may be used to semi-automate the production and optimisation of early structural design alternatives. This framework has the potential to leverage conceptual structural design innovation in Architecture, Engineering and Construction (AEC) projects. Moreover, this framework improves the collaboration between the architectural stage and the structural stage. It will be shown that this SDO framework can make this achievable by generating the structural model based on the extracted data from the architectural model. At the moment, the proposed SDO framework is in the process of validation, involving the distribution of an online questionnaire among structural engineers in the UK.

Keywords: Building Information Modelling, BIM, Genetic Algorithm, GA, architecture-engineering-construction, AEC, Optimisation, structure, design, population, generation, selection, mutation, crossover, offspring.

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11131 Dynamic Model of a Buck Converter with a Sliding Mode Control

Authors: S. Chonsatidjamroen , K-N. Areerak, K-L. Areerak

Abstract:

This paper presents the averaging model of a buck converter derived from the generalized state-space averaging method. The sliding mode control is used to regulate the output voltage of the converter and taken into account in the model. The proposed model requires the fast computational time compared with those of the full topology model. The intensive time-domain simulations via the exact topology model are used as the comparable model. The results show that a good agreement between the proposed model and the switching model is achieved in both transient and steady-state responses. The reported model is suitable for the optimal controller design by using the artificial intelligence techniques.

Keywords: Generalized state-space averaging method, buck converter, sliding mode control, modeling, simulation.

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11130 Non-negative Principal Component Analysis for Face Recognition

Authors: Zhang Yan, Yu Bin

Abstract:

Principle component analysis is often combined with the state-of-art classification algorithms to recognize human faces. However, principle component analysis can only capture these features contributing to the global characteristics of data because it is a global feature selection algorithm. It misses those features contributing to the local characteristics of data because each principal component only contains some levels of global characteristics of data. In this study, we present a novel face recognition approach using non-negative principal component analysis which is added with the constraint of non-negative to improve data locality and contribute to elucidating latent data structures. Experiments are performed on the Cambridge ORL face database. We demonstrate the strong performances of the algorithm in recognizing human faces in comparison with PCA and NREMF approaches.

Keywords: classification, face recognition, non-negativeprinciple component analysis (NPCA)

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11129 Comparison of Stochastic Point Process Models of Rainfall in Singapore

Authors: Y. Lu, X. S. Qin

Abstract:

Extensive rainfall disaggregation approaches have been developed and applied in climate change impact studies such as flood risk assessment and urban storm water management.In this study, five rainfall models that were capable ofdisaggregating daily rainfall data into hourly one were investigated for the rainfall record in theChangi Airport, Singapore. The objectives of this study were (i) to study the temporal characteristics of hourly rainfall in Singapore, and (ii) to evaluate the performance of variousdisaggregation models. The used models included: (i) Rectangular pulse Poisson model (RPPM), (ii) Bartlett-Lewis Rectangular pulse model (BLRPM), (iii) Bartlett-Lewis model with 2 cell types (BL2C), (iv) Bartlett-Lewis Rectangular with cell depth distribution dependent on duration (BLRD), and (v) Neyman-Scott Rectangular pulse model (NSRPM). All of these models werefitted using hourly rainfall data ranging from 1980 to 2005 (which was obtained from Changimeteorological station).The study results indicated that the weight scheme of inversely proportional variance could deliver more accurateoutputs for fitting rainfall patterns in tropical areas, and BLRPM performedrelatively better than other disaggregation models.

Keywords: Rainfall disaggregation, statistical properties, poisson processed, Bartlett-Lewis model, Neyman-Scott model.

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11128 Software Engineering Interoperable Environment for University Process Workflow and Document Management

Authors: Bekim Fetaji, Majlinda Fetaji, Mirlinda Ebibi

Abstract:

The objective of the research was focused on the design, development and evaluation of a sustainable web based network system to be used as an interoperable environment for University process workflow and document management. In this manner the most of the process workflows in Universities can be entirely realized electronically and promote integrated University. Definition of the most used University process workflows enabled creating electronic workflows and their execution on standard workflow execution engines. Definition or reengineering of workflows provided increased work efficiency and helped in having standardized process through different faculties. The concept and the process definition as well as the solution applied as Case study are evaluated and findings are reported.

Keywords: design process workflows, workflow and documentmanagement, Business Process, software engineering

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11127 Intercultural Mediation Training and the Training Process of Common Sense Leaders by the Leadership of Universities Communication and Artistic Campaigns

Authors: Bilgehan Gültekin, Tuba Gültekin

Abstract:

It is quite essential to form dialogue mechanisms and dialogue channels to solve intercultural communication issues. Therefore, every country should develop a intercultural education project which aims to resolve international communication issues. For proper mediation training, the first step is to reach an agreement on the actors to run the project. The strongest mediation mechanisms in the world should be analyzed and initiated within the educational policies. A communication-based mediation model should be developed for international mediation training. Mediators can use their convincing communication skills as a part of this model. At the first, fundamental stages of the mediation training should be specified within the scope of the model. Another important topic at this point is common sence and peace leaders to act as an ombudsman in this process. Especially for solving some social issues and conflicts, common sense leaders acting as an ombudsman would lead to effective communication. In mediation training that is run by universities and non-governmental organizations, another phase is to focus on conducting the meetings. In intercultural mediation training, one of the most critical topics is to conduct the meeting traffic and performing a shuttle diplomacy. Meeting traffic is where the mediator organizes meetings with the parties with initiative powers, in order to contribute to the solution of the issue, and schedule these meetings. In this notice titled “ Intercultural mediation training and the training process of common sense leaders by the leadership of universities communication and artistic campaigns" , communication models and strategies about this topic will be constructed and an intercultural art activities and perspectives will be presented.

Keywords: Intercultural communication, mediation education, common sense leaders, artistic sensitivity

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11126 A Maximum Parsimony Model to Reconstruct Phylogenetic Network in Honey Bee Evolution

Authors: Usha Chouhan, K. R. Pardasani

Abstract:

Phylogenies ; The evolutionary histories of groups of species are one of the most widely used tools throughout the life sciences, as well as objects of research with in systematic, evolutionary biology. In every phylogenetic analysis reconstruction produces trees. These trees represent the evolutionary histories of many groups of organisms, bacteria due to horizontal gene transfer and plants due to process of hybridization. The process of gene transfer in bacteria and hybridization in plants lead to reticulate networks, therefore, the methods of constructing trees fail in constructing reticulate networks. In this paper a model has been employed to reconstruct phylogenetic network in honey bee. This network represents reticulate evolution in honey bee. The maximum parsimony approach has been used to obtain this reticulate network.

Keywords: Hybridization, HGT, Reticulate networks, Recombination, Species, Parsimony.

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11125 Identity Verification Using k-NN Classifiers and Autistic Genetic Data

Authors: Fuad M. Alkoot

Abstract:

DNA data have been used in forensics for decades. However, current research looks at using the DNA as a biometric identity verification modality. The goal is to improve the speed of identification. We aim at using gene data that was initially used for autism detection to find if and how accurate is this data for identification applications. Mainly our goal is to find if our data preprocessing technique yields data useful as a biometric identification tool. We experiment with using the nearest neighbor classifier to identify subjects. Results show that optimal classification rate is achieved when the test set is corrupted by normally distributed noise with zero mean and standard deviation of 1. The classification rate is close to optimal at higher noise standard deviation reaching 3. This shows that the data can be used for identity verification with high accuracy using a simple classifier such as the k-nearest neighbor (k-NN). 

Keywords: Biometrics, identity verification, genetic data, k-nearest neighbor.

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11124 On the Combination of Patient-Generated Data with Data from a Secure Clinical Network Environment – A Practical Example

Authors: Jeroen S. de Bruin, Karin Schindler, Christian Schuh

Abstract:

With increasingly more mobile health applications appearing due to the popularity of smartphones, the possibility arises that these data can be used to improve the medical diagnostic process, as well as the overall quality of healthcare, while at the same time lowering costs. However, as of yet there have been no reports of a successful combination of patient-generated data from smartphones with data from clinical routine. In this paper we describe how these two types of data can be combined in a secure way without modification to hospital information systems, and how they can together be used in a medical expert system for automatic nutritional classification and triage.

Keywords: Data integration, disease-related malnutrition, expert systems, mobile health.

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11123 Roof Material Detection Based on Object-Based Approach Using WorldView-2 Satellite Imagery

Authors: Ebrahim Taherzadeh, Helmi Z. M. Shafri, Kaveh Shahi

Abstract:

One of the most important tasks in urban remote sensing is the detection of impervious surfaces (IS), such as roofs and roads. However, detection of IS in heterogeneous areas still remains one of the most challenging tasks. In this study, detection of concrete roof using an object-based approach was proposed. A new rule-based classification was developed to detect concrete roof tile. This proposed rule-based classification was applied to WorldView-2 image and results showed that the proposed rule has good potential to predict concrete roof material from WorldView-2 images, with 85% accuracy.

Keywords: Urban remote sensing, impervious surface, Object- Based, Roof Material, Concrete tile, WorldView-2.

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11122 Video Classification by Partitioned Frequency Spectra of Repeating Movements

Authors: Kahraman Ayyildiz, Stefan Conrad

Abstract:

In this paper we present a system for classifying videos by frequency spectra. Many videos contain activities with repeating movements. Sports videos, home improvement videos, or videos showing mechanical motion are some example areas. Motion of these areas usually repeats with a certain main frequency and several side frequencies. Transforming repeating motion to its frequency domain via FFT reveals these frequencies. Average amplitudes of frequency intervals can be seen as features of cyclic motion. Hence determining these features can help to classify videos with repeating movements. In this paper we explain how to compute frequency spectra for video clips and how to use them for classifying. Our approach utilizes series of image moments as a function. This function again is transformed into its frequency domain.

Keywords: action recognition, frequency feature, motion recognition, repeating movement, video classification

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11121 Hybrid Knowledge Approach for Determining Health Care Provider Specialty from Patient Diagnoses

Authors: Erin Lynne Plettenberg, Jeremy Vickery

Abstract:

In an access-control situation, the role of a user determines whether a data request is appropriate. This paper combines vetted web mining and logic modeling to build a lightweight system for determining the role of a health care provider based only on their prior authorized requests. The model identifies provider roles with 100% recall from very little data. This shows the value of vetted web mining in AI systems, and suggests the impact of the ICD classification on medical practice.

Keywords: Ontology, logic modeling, electronic medical records, information extraction, vetted web mining.

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11120 A Dynamic Hybrid Option Pricing Model by Genetic Algorithm and Black- Scholes Model

Authors: Yi-Chang Chen, Shan-Lin Chang, Chia-Chun Wu

Abstract:

Unlike this study focused extensively on trading behavior of option market, those researches were just taken their attention to model-driven option pricing. For example, Black-Scholes (B-S) model is one of the most famous option pricing models. However, the arguments of B-S model are previously mentioned by some pricing models reviewing. This paper following suggests the importance of the dynamic character for option pricing, which is also the reason why using the genetic algorithm (GA). Because of its natural selection and species evolution, this study proposed a hybrid model, the Genetic-BS model which combining GA and B-S to estimate the price more accurate. As for the final experiments, the result shows that the output estimated price with lower MAE value than the calculated price by either B-S model or its enhanced one, Gram-Charlier garch (G-C garch) model. Finally, this work would conclude that the Genetic-BS pricing model is exactly practical.

Keywords: genetic algorithm, Genetic-BS, option pricing model.

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11119 An Assessment of Software Process Optimization Compared to International Best Practice in Bangladesh

Authors: Mohammad Shahadat Hossain Chowdhury, Tania Taharima Chowdhary, Hasan Sarwar

Abstract:

The challenge for software development house in Bangladesh is to find a path of using minimum process rather than CMMI or ISO type gigantic practice and process area. The small and medium size organization in Bangladesh wants to ensure minimum basic Software Process Improvement (SPI) in day to day operational activities. Perhaps, the basic practices will ensure to realize their company's improvement goals. This paper focuses on the key issues in basic software practices for small and medium size software organizations, who are unable to effort the CMMI, ISO, ITIL etc. compliance certifications. This research also suggests a basic software process practices model for Bangladesh and it will show the mapping of our suggestions with international best practice. In this IT competitive world for software process improvement, Small and medium size software companies that require collaboration and strengthening to transform their current perspective into inseparable global IT scenario. This research performed some investigations and analysis on some projects- life cycle, current good practice, effective approach, reality and pain area of practitioners, etc. We did some reasoning, root cause analysis, comparative analysis of various approach, method, practice and justifications of CMMI and real life. We did avoid reinventing the wheel, where our focus is for minimal practice, which will ensure a dignified satisfaction between organizations and software customer.

Keywords: Compare with CMMI practices, Key success factors, Small and medium software house, Software process improvement; Software process optimization.

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11118 Integration GIS–SCADA Power Systems to Enclosure Air Dispersion Model

Authors: Ibrahim Shaker, Amr El Hossany, Moustafa Osman, Mohamed El Raey

Abstract:

This paper will explore integration model between GIS–SCADA system and enclosure quantification model to approach the impact of failure-safe event. There are real demands to identify spatial objects and improve control system performance. Nevertheless, the employed methodology is predicting electro-mechanic operations and corresponding time to environmental incident variations. Open processing, as object systems technology, is presented for integration enclosure database with minimal memory size and computation time via connectivity drivers such as ODBC:JDBC during main stages of GIS–SCADA connection. The function of Geographic Information System is manipulating power distribution in contrast to developing issues. In other ward, GIS-SCADA systems integration will require numerical objects of process to enable system model calibration and estimation demands, determine of past events for analysis and prediction of emergency situations for response training.

Keywords: Air dispersion model, integration power system, SCADA systems, GIS system, environmental management.

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11117 The Model of Blended Learning and Its Use at Foreign Language Teaching

Authors: A. A. Kudysheva, A. N. Kudyshev

Abstract:

In present article the model of Blended Learning, its advantage at foreign language teaching, and also some problems that can arise during its use are considered. The Blended Learning is a special organization of learning, which allows to combine classroom work and modern technologies in electronic distance teaching environment. Nowadays a lot of European educational institutions and companies use such technology. Through this method: student gets the opportunity to learn in a group (classroom) with a teacher and additionally at home at a convenient time; student himself sets the optimal speed and intensity of the learning process; this method helps student to discipline himself and learn to work independently.

Keywords: Foreign language, information and communication technology (ICT), model of Blended Learning, virtual cool room, technophobia

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11116 Adaptive Neuro-Fuzzy Inference System for Financial Trading using Intraday Seasonality Observation Model

Authors: A. Kablan

Abstract:

The prediction of financial time series is a very complicated process. If the efficient market hypothesis holds, then the predictability of most financial time series would be a rather controversial issue, due to the fact that the current price contains already all available information in the market. This paper extends the Adaptive Neuro Fuzzy Inference System for High Frequency Trading which is an expert system that is capable of using fuzzy reasoning combined with the pattern recognition capability of neural networks to be used in financial forecasting and trading in high frequency. However, in order to eliminate unnecessary input in the training phase a new event based volatility model was proposed. Taking volatility and the scaling laws of financial time series into consideration has brought about the development of the Intraday Seasonality Observation Model. This new model allows the observation of specific events and seasonalities in data and subsequently removes any unnecessary data. This new event based volatility model provides the ANFIS system with more accurate input and has increased the overall performance of the system.

Keywords: Adaptive Neuro-fuzzy Inference system, High Frequency Trading, Intraday Seasonality Observation Model.

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11115 Decision Support System for Suppliers

Authors: Babak Tashakori Bafghi, Laleh Tashakori, Reza Allahyari Soeini, Mohammad Mokhtari

Abstract:

Supplier selection is a multi criteria decision-making process that comprises tangible and intangible factors. The majority of previous supplier selection techniques do not consider strategic perspective. Besides, uncertainty is one of the most important obstacles in supplier selection. For the first, time in this paper, the idea of the algorithm " Knapsack " is used to select suppliers Moreover, an attempt has to be made to take the advantage of a simple numerical method for solving model .This is an innovation to resolve any ambiguity in choosing suppliers. This model has been tried in the suppliers selected in a competitive environment and according to all desired standards of quality and quantity to show the efficiency of the model, an industry sample has been uses.

Keywords: Knapsack, linear programming, supplier select, supply chain management.

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11114 Evaluation of Low-Reducible Sinter in Blast Furnace Technology by Mathematical Model Developed at Centre ENET, VSB – Technical University of Ostrava

Authors: S. Jursová, P. Pustějovská, S. Brožová, J. Bilík

Abstract:

The paper deals with possibilities of interpretation of iron ore reducibility tests. It presents a mathematical model developed at Centre ENET, VŠB – Technical University of Ostrava, Czech Republic for an evaluation of metallurgical material of blast furnace feedstock such as iron ore, sinter or pellets. According to the data from the test, the model predicts its usage in blast furnace technology and its effects on production parameters of shaft aggregate. At the beginning, the paper sums up the general concept and experience in mathematical modelling of iron ore reduction. It presents basic equation for the calculation and the main parts of the developed model. In the experimental part, there is an example of usage of the mathematical model. The paper describes the usage of data for some predictive calculation. There are presented material, method of carried test of iron ore reducibility. Then there are graphically interpreted effects of used material on carbon consumption, rate of direct reduction and the whole reduction process.

Keywords: Blast furnace technology, iron ore reduction, mathematical model, prediction of iron ore reduction.

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11113 Many-Sided Self Risk Analysis Model for Information Asset to Secure Stability of the Information and Communication Service

Authors: Jin-Tae Lee, Jung-Hoon Suh, Sang-Soo Jang, Jae-Il Lee

Abstract:

Information and communication service providers (ICSP) that are significant in size and provide Internet-based services take administrative, technical, and physical protection measures via the information security check service (ISCS). These protection measures are the minimum action necessary to secure the stability and continuity of the information and communication services (ICS) that they provide. Thus, information assets are essential to providing ICS, and deciding the relative importance of target assets for protection is a critical procedure. The risk analysis model designed to decide the relative importance of information assets, which is described in this study, evaluates information assets from many angles, in order to choose which ones should be given priority when it comes to protection. Many-sided risk analysis (MSRS) grades the importance of information assets, based on evaluation of major security check items, evaluation of the dependency on the information and communication facility (ICF) and influence on potential incidents, and evaluation of major items according to their service classification, in order to identify the ISCS target. MSRS could be an efficient risk analysis model to help ICSPs to identify their core information assets and take information protection measures first, so that stability of the ICS can be ensured.

Keywords: Information Asset, Information CommunicationFacility, Evaluation, ISCS (Information Security Check Service), Evaluation, Grade.

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11112 A Data Mining Model for Detecting Financial and Operational Risk Indicators of SMEs

Authors: Ali Serhan Koyuncugil, Nermin Ozgulbas

Abstract:

In this paper, a data mining model to SMEs for detecting financial and operational risk indicators by data mining is presenting. The identification of the risk factors by clarifying the relationship between the variables defines the discovery of knowledge from the financial and operational variables. Automatic and estimation oriented information discovery process coincides the definition of data mining. During the formation of model; an easy to understand, easy to interpret and easy to apply utilitarian model that is far from the requirement of theoretical background is targeted by the discovery of the implicit relationships between the data and the identification of effect level of every factor. In addition, this paper is based on a project which was funded by The Scientific and Technological Research Council of Turkey (TUBITAK).

Keywords: Risk Management, Financial Risk, Operational Risk, Financial Early Warning System, Data Mining, CHAID Decision Tree Algorithm, SMEs.

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