Search results for: Mathematical modeling

Authors: Birol Yildiz, Abdullah Yalama, Metin Coskun

Abstract:

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

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

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Authors: R. Rinkeviciene, B. Kundrotas, S. Lisauskas

Abstract:

In this paper, the authors take a look at advantages of multiphase induction motors comparing them with three phase ones and present the applications where six-phase induction motors are used. They elaborate the mathematical model of six-phase induction motor with two similar stator three phase winding, shifted by 30 degrees in space and three phase winding in rotor, in synchronous reference frame for soft starting and scalar control. The authors simulate and discuss results of speed and torque starting transients.

Keywords: Model, scalar control, six-phase induction motor.

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Authors: Yi-Chun Kuo, Jo-Chieh Lin

Abstract:

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

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

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Authors: Zdravka Aljinović, Branka Marasović, Blanka Škrabić

Abstract:

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

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

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Authors: Nilson Barbieri, Renato Barbieri

Abstract:

–In this paper the damage in clamped-free, clampedclamped and free-free beam are analyzed considering samples without and with structural modifications. The damage location is investigated by the use of the bispectrum and wavelet analysis. The mathematical models are obtained using 2D elasticity theory and the Finite Element Method (FEM). The numerical and experimental data are approximated using the Particle Swarm Optimizer (PSO) method and this way is possible to adjust the localization and the severity of the damage. The experimental data are obtained through accelerometers placed along the sample. The system is excited using impact hammer.

Keywords: Damage, beam, PSO, bispectrum, wavelet transform

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

Abstract:

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

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

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Authors: Sajith Sajeev, Brenton McLaury, Siamack Shirazi

Abstract:

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

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

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Authors: N. Veerasamy, JPH Eloff

Abstract:

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

Keywords: Morphological, non-quantitative, network warfare.

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Authors: Elena Carcano, Mirzi Betasolo

Abstract:

This study helps Public Water Bureaus in giving reliable answers to water concession requests. Rapidly increasing water requests can be supported provided that further uses of a river course are not totally compromised, and environmental features are protected as well. Strictly speaking, a water concession can be considered a continuous drawing from the source and causes a mean annual streamflow reduction. Therefore, deciding if a water concession is appropriate or inappropriate seems to be easily solved by comparing the generic demand to the mean annual streamflow value at disposal. Still, the immediate shortcoming for such a comparison is that streamflow data are information available only for few catchments and, most often, limited to specific sites. Subsequently, comparing the generic water demand to mean daily discharge is indeed far from being completely satisfactory since the mean daily streamflow is greater than the water withdrawal for a long period of a year. Consequently, such a comparison appears to be of little significance in order to preserve the quality and the quantity of the river. In order to overcome such a limit, this study aims to complete the information provided by flow duration curves introducing a link between Flow Duration Curves (FDCs) and recession curves and aims to show the chronological sequence of flows with a particular focus on low flow data. The analysis is carried out on 25 catchments located in North-Eastern Italy for which daily data are provided. The results identify groups of catchments as hydrologically homogeneous, having the lower part of the FDCs (corresponding streamflow interval is streamflow Q between 300 and 335, namely: Q(300), Q(335)) smoothly reproduced by a common recession curve. In conclusion, the results are useful to provide more reliable answers to water request, especially for those catchments which show similar hydrological response and can be used for a focused regionalization approach on low flow data. A mathematical link between streamflow duration curves and recession curves is herein provided, thus furnishing streamflow duration curves information upon a temporal sequence of data. In such a way, by introducing assumptions on recession curves, the chronological sequence upon low flow data can also be attributed to FDCs, which are known to lack this information by nature.

Keywords: Chronological sequence of discharges, recession curves, streamflow duration curves, water concession.

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

Abstract:

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

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

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Authors: Livier Serna, Xavier Fischer, Fouad Bennis

Abstract:

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

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

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

Abstract:

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

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

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Authors: Alfred L. Guiffrida

Abstract:

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

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

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

Abstract:

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

Keywords: Aggregate Production Planning, Costs, and Optimization.

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Authors: R. Kongnuy, P. Pongsumpun

Abstract:

We used mathematical model to study the transmission of dengue disease. The model is developed in which the human population is separated into two populations, pregnant and non-pregnant humans. The dynamical analysis method is used for analyzing this modified model. Two equilibrium states are found and the conditions for stability of theses two equilibrium states are established. Numerical results are shown for each equilibrium state. The basic reproduction numbers are found and they are compared by using numerical simulations.

Keywords: Basic reproductive number, dengue disease, equilibrium states, pregnancy.

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

Abstract:

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

Keywords: Medical training, conversational agents, patient modeling.

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Authors: J. Cecrdle

Abstract:

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

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

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Authors: Hui-jun Ren, Da-kun ZHang

Abstract:

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

Keywords: VRML, Java, Virtual scene, Script.

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

Abstract:

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

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

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Authors: Mohamed Akrout, Douglas Tweed

Abstract:

The great success of deep learning relies on efficient optimizers, which are the algorithms that decide how to adjust network weights and biases based on gradient information. One of the most effective and widely used optimizers in recent years has been the method of adaptive moments, or Adam, but the mathematical reasons behind its effectiveness are still unclear. Attempts to analyse its behaviour have remained incomplete, in part because they hinge on a conjecture which has never been proven, regarding ratios of powers of the first and second moments of the gradient. Here we show that this conjecture is in fact false, but that a modified version of it is true, and can take its place in analyses of Adam.

Keywords: Adam optimizer, Bock’s conjecture, stochastic optimization, average regret.

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

Abstract:

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

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

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

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

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

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Authors: S. Woothipatanapan, S. Prakobkit

Abstract:

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

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

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Authors: Abhishek Soni, Bhagat Singh

Abstract:

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

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

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Authors: George E. Tsekouras, Evi Sampanikou

Abstract:

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

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

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Authors: S. Kopylov, C. Z. Bo

Abstract:

This study is aimed at exploring the possibility of energy recovery through the suppression of vibrations. The article describes design of electromagnetic dynamic damper. The magnetic part of the device performs the function of a tuned mass damper, thereby providing both energy regeneration and damping properties to the protected mass. According to the theory of tuned mass damper, equations of mathematical models were obtained. Then, under given properties of current system, amplitude frequency response was investigated. Therefore, main ideas and methods for further research were defined.

Keywords: Electromagnetic damper, oscillations with two degrees of freedom, regeneration systems, tuned mass damper.

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

Abstract:

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

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

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Authors: C. Kumjeera, T. Unchim, B. Marungsri, A. Oonsivilai

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The study of piezoelectric material in the past was in T-Domain form; however, no one has studied piezoelectric material in the S-Domain form. This paper will present the piezoelectric material in the transfer function or S-Domain model. S-Domain is a well known mathematical model, used for analyzing the stability of the material and determining the stability limits. By using S-Domain in testing stability of piezoelectric material, it will provide a new tool for the scientific world to study this material in various forms.

Keywords: Hard disk drive, failure analysis, tool, time

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

Abstract:

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

Keywords: Information System, Risk, Control, FMECA.

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Authors: S. Gómez, G. Sánchez, J. Zarama, M. Castañeda Ramos, J. Escoto Alcántar, J. Torres, A. Núñez, S. Santana, F. Nájera, J. A. Lopez

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This paper shows in detail the mathematical model of direct and inverse kinematics for a robot manipulator (welding type) with four degrees of freedom. Using the D-H parameters, screw theory, numerical, geometric and interpolation methods, the theoretical and practical values of the position of robot were determined using an optimized algorithm for inverse kinematics obtaining the values of the particular joints in order to determine the virtual paths in a relatively short time.

Keywords: Kinematics, degree of freedom, optimization, robot manipulator.

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