Search results for: Selection of risk measures

Authors: Edward Guillén, Jhordany Rodriguez, Rafael Páez

Abstract:

Anomaly detection techniques have been focused on two main components: data extraction and selection and the second one is the analysis performed over the obtained data. The goal of this paper is to analyze the influence that each of these components has over the system performance by evaluating detection over network scenarios with different setups. The independent variables are as follows: the number of system inputs, the way the inputs are codified and the complexity of the analysis techniques. For the analysis, some approaches of artificial neural networks are implemented with different number of layers. The obtained results show the influence that each of these variables has in the system performance.

Keywords: Network Intrusion Detection, Machine learning, Artificial Neural Network.

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Authors: Rana Khalid Naeem, Asif Mansoor

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The hydrologic time series data display periodic structure and periodic autoregressive process receives considerable attention in modeling of such series. In this communication long term record of monthly waste flow of Lyari river is utilized to quantify by using PAR modeling technique. The parameters of model are estimated by using Frances & Paap methodology. This study shows that periodic autoregressive model of order 2 is the most parsimonious model for assessing periodicity in waste flow of the river. A careful statistical analysis of residuals of PAR (2) model is used for establishing goodness of fit. The forecast by using proposed model confirms significance and effectiveness of the model.

Keywords: Diagnostic checks, Lyari river, Model selection, Monthly waste flow, Periodicity, Periodic autoregressive model.

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Authors: H. El Fadili, K. Zenkouar, H. Qjidaa

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This paper proposes a neural network weights and topology optimization using genetic evolution and the backpropagation training algorithm. The proposed crossover and mutation operators aims to adapt the networks architectures and weights during the evolution process. Through a specific inheritance procedure, the weights are transmitted from the parents to their offsprings, which allows re-exploitation of the already trained networks and hence the acceleration of the global convergence of the algorithm. In the preprocessing phase, a new feature extraction method is proposed based on Legendre moments with the Maximum entropy principle MEP as a selection criterion. This allows a global search space reduction in the design of the networks. The proposed method has been applied and tested on the well known MNIST database of handwritten digits.

Keywords: Genetic algorithm, Legendre Moments, MEP, Neural Network.

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Authors: Kari Björn

Abstract:

Introduction of games has expanded the application area of computer-aided learning tools to wide variety of age groups of learners. Serious games engage the learners into a real-world -type of simulation and potentially enrich the learning experience. Institutional background of a Bachelor’s level engineering program in Information and Communication Technology is introduced, with detailed focus on one of its majors, Health Technology. As part of a Customer Oriented Software Application thematic semester, one particular course of “eHealth Business and Solutions” is described and reflected in a gamified framework. Learning a consistent view into vast literature of business management, strategies, marketing and finance in a very limited time enforces selection of topics relevant to the industry. Health Technology is a novel and growing industry with a growing sector in consumer wearable devices and homecare applications. The business sector is attracting new entrepreneurs and impatient investor funds. From engineering education point of view the sector is driven by miniaturizing electronics, sensors and wireless applications. However, the market is highly consumer-driven and usability, safety and data integrity requirements are extremely high. When the same technology is used in analysis or treatment of patients, very strict regulatory measures are enforced. The paper introduces a course structure using gamification as a tool to learn the most essential in a new market: customer value proposition design, followed by a market entry game. Students analyze the existing market size and pricing structure of eHealth web-service market and enter the market as a steering group of their company, competing against the legacy players and with each other. The market is growing but has its rules of demand and supply balance. New products can be developed with an R&D-investment, and targeted to market with unique quality- and price-combinations. Product cost structure can be improved by investing to enhanced production capacity. Investments can be funded optionally by foreign capital. Students make management decisions and face the dynamics of the market competition in form of income statement and balance sheet after each decision cycle. The focus of the learning outcome is to understand customer value creation to be the source of cash flow. The benefit of gamification is to enrich the learning experience on structure and meaning of financial statements. The paper describes the gamification approach and discusses outcomes after two course implementations. Along the case description of learning challenges, some unexpected misconceptions are noted. Improvements of the game or the semi-gamified teaching pedagogy are discussed. The case description serves as an additional support to new game coordinator, as well as helps to improve the method. Overall, the gamified approach has helped to engage engineering student to business studies in an energizing way.

Keywords: Engineering education, integrated curriculum, learning experience, learning outcomes.

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Authors: Yacine Ait Ali Yahia, Abderazak Guessoum

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In this paper, a new method of image edge-detection and characterization is presented. “Parametric Filtering method" uses a judicious defined filter, which preserves the signal correlation structure as input in the autocorrelation of the output. This leads, showing the evolution of the image correlation structure as well as various distortion measures which quantify the deviation between two zones of the signal (the two Hamming signals) for the protection of an image edge.

Keywords: Edge detection, parametrable recursive filter, autocorrelation structure, distortion measurements.

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Authors: Aiswaria Ramachandran, Balaji Haiharan

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The importance of our country-s communication system is noticeable when a disaster occurs. The communication system in our country includes wired and wireless telephone networks, radio, satellite system and more increasingly internet. Even though our communication system is most extensive and dependable, extreme conditions can put a strain on them. Interoperability between heterogeneous wireless networks can be used to provide efficient communication for emergency first response. IEEE 802.21 specifies Media Independent Handover (MIH) services to enhance the mobile user experience by optimizing handovers between heterogeneous access networks. This paper presents an algorithm to improve congestion control in MIH framework. It is analytically shown that by including time factor in network selection we can optimize congestion in the network.

Keywords: Vertical Handoff, Heterogeneous Networks, MIH

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Authors: Gamze Ozel, Selen Cakmakyapan

Abstract:

We introduce a new model called the Marshall-Olkin Rayleigh distribution which extends the Rayleigh distribution using Marshall-Olkin transformation and has increasing and decreasing shapes for the hazard rate function. Various structural properties of the new distribution are derived including explicit expressions for the moments, generating and quantile function, some entropy measures, and order statistics are presented. The model parameters are estimated by the method of maximum likelihood and the observed information matrix is determined. The potentiality of the new model is illustrated by means of a simulation study. 

Keywords: Marshall-Olkin distribution, Rayleigh distribution, estimation, maximum likelihood.

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Authors: Xueqin Shan, Wenhua Hou, Xiaosu Ye, Chuanming Wu

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Any decision-making is based on certain theory. Taking the public rental housing in Chongqing municipality as an example, this essay states that the stakeholder theory can provide innovative criteria and evaluation methods for Public Private Partnership (PPP) projects. It gives an analysis of how to choose decision-making criteria for different stakeholders in the PPP model and what measures to take to meet the criteria to form “symbiotic" decision-making mode through contracts and to boost the application of PPP model in large-scale public programs in China.

Keywords: PPP, Stakeholder Theory, Stakeholders, Decision- making Criteria

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Authors: Neethu S., Shinoy K.S., A.S. Shajilal

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This paper presents the optimal design and development of an axial flux motor for blood pump application. With the design objective of maximizing the motor efficiency and torque, different topologies of AFPM machine has been examined. Selection of optimal magnet fraction, Halbach arrangement of rotor magnets and the use of Soft Magnetic Composite (SMC) material for the stator core results in a novel motor with improved efficiency and torque profile. The results of the 3D Finite element analysis for the novel motor have been shown.

Keywords: Axial flux motor, Finite Element Methods, Halbach array, Left Ventricular Assist Device, Soft magnetic composite.

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Authors: Maria E. de Boyrie, Darlene Nelson, James A. Nelson

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The history of money is described in relationship to the history of computing. With the transformation and acceptance of money as information, major challenges to the security of money have involved engineering, computer science, and management. Research opportunities and challenges are described as money continues its transformation into information.

Keywords: Electronic, information, money, risk.

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Authors: Bogdan Walek, Jiri Bartos, Cyril Klimes

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This article deals with the conceptual modeling under uncertainty. First, the division of information systems with their definition will be described, focusing on those where the construction of a conceptual model is suitable for the design of future information system database. Furthermore, the disadvantages of the traditional approach in creating a conceptual model and database design will be analyzed. A comprehensive methodology for the creation of a conceptual model based on analysis of client requirements and the selection of a suitable domain model is proposed here. This article presents the expert system used for the construction of a conceptual model and is a suitable tool for database designers to create a conceptual model.

Keywords: Conceptual model, conceptual modeling, database, methodology, uncertainty, information system, entity, attribute, relationship, conceptual domain model, fuzzy.

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Authors: A. van Onselen, C. M. Walsh, F. J. Veldman, C. Brand

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Objectives: To determine the nutritional status and risk factors associated with women practicing geophagia in QwaQwa, South Africa. Materials and Methods: An observational epidemiological study design was adopted which included an exposed (geophagia) and nonexposed (control) group. A food frequency questionnaire, anthropometric measurements and blood sampling were applied to determine nutritional status of participants. Logistic regression analysis was performed in order to identify factors that were likely to be associated with the practice of geophagia. Results: The mean total energy intake for the geophagia group (G) and control group (C) were 10324.31 ± 2755.00 kJ and 10763.94 ± 2556.30 kJ respectively. Both groups fell within the overweight category according to the mean Body Mass Index (BMI) of each group (G= 25.59 kg/m2; C= 25.14 kg/m2). The mean serum iron levels of the geophagia group (6.929 μmol/l) were significantly lower than that of the control group (13.75 μmol/l) (p = 0.000). Serum transferrin (G=3.23g/l; C=2.7054g/l) and serum transferrin saturation (G=8.05%; C=18.74%) levels also differed significantly between groups (p=0.00). Factors that were associated with the practice of geophagia included haemoglobin (Odds ratio (OR):14.50), serumiron (OR: 9.80), serum-ferritin (OR: 3.75), serum-transferrin (OR: 6.92) and transferrin saturation (OR: 14.50). A significant negative association (p=0.014) was found between women who were wageearners and those who were not wage-earners and the practice of geophagia (OR: 0.143; CI: 0.027; 0.755). These findings seem to indicate that a permanent income may decrease the likelihood of practising geophagia. Key Findings: Geophagia was confirmed to be a risk factor for iron deficiency in this community. The significantly strong association between geophagia and iron deficiency emphasizes the importance of identifying the practice of geophagia in women, especially during their child bearing years.

Keywords: Anaemia, anthropometry, dietary intake, geophagia, iron deficiency.

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Authors: C. Ardil

Abstract:

In this paper, a neutrosophic multiple criteria decision analysis method is proposed to select stealth fighter aircraft. Neutrosophic multiple criteria decision analysis methods are used to analyze the neutrosophic environment and give results under uncertainty and incompleteness. Neutrosophic numbers are used to evaluate alternatives over a set of evaluation criteria in decision making problems. Finally, the proposed model is applied to a practical decision problem for selecting stealth fighter aircraft.

Keywords: neutrosophic sets, multiple criteria decision making analysis, stealth fighter aircraft, aircraft selection, MCDMA, SVNNs

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Authors: Sasho Guergov

Abstract:

The purpose of the paper is to develop an informationcontrol environment for overall management and self-reconfiguration of the reconfigurable multifunctional machine tool for machining both rotation and prismatic parts and high concentration of different technological operations - turning, milling, drilling, grinding, etc. For the realization of this purpose on the basis of defined sub-processes for the implementation of the technological process, architecture of the information-search system for machine control is suggested. By using the object-oriented method, a structure and organization of the search system based on agents and manager with central control are developed. Thus conditions for identification of available information in DBs, self-reconfiguration of technological system and entire control of the reconfigurable multifunctional machine tool are created.

Keywords: Information system, multifunctional machine tool, reconfigurable machine tool, search system.

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Authors: K. Djellabi, M. E. H. Latreche

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Induction heating computer simulation is a powerful tool for process design and optimization, induction coil design, equipment selection, as well as education and business presentations. The authors share their vast experience in the practical use of computer simulation for different induction heating and heat treating processes. In this paper treated with mathematical modeling and numerical simulation of induction heating furnaces with axisymmetric geometries for the numerical solution, we propose finite element methods combined with boundary (FEM) for the electromagnetic model using COMSOL® Multiphysics Software. Some numerical results for an industrial furnace are shown with high frequency.

Keywords: Numerical methods, Induction furnaces, Induction Heating, Finite element method, Comsol Multiphysics software.

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Authors: C. Clements, M. Hasenohr, A. Anvar

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A glider is in essence an unpowered vehicle and in this project we designed and built an oceanic glider, designed to operate underwater. This Glider was designed to collect ocean data such as temperature, pressure and (in future measures physical dimensions of the operating environment) and output this data to an external source. Development of the Oceanic Glider required research into various actuation systems that control buoyancy, pitch and yaw and the dynamics of these systems. It also involved the design and manufacture of the Glider and the design and implementation of a controller that enabled the Glider to navigate and move in an appropriate manner.

Keywords: Ocean Glider, Robot, Automation, Command, Control, Navigation.

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Authors: Awadhesh Pachauri, Manabendra Bhuyan

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Electrocardiogram (ECG) is considered to be the backbone of cardiology. ECG is composed of P, QRS & T waves and information related to cardiac diseases can be extracted from the intervals and amplitudes of these waves. The first step in extracting ECG features starts from the accurate detection of R peaks in the QRS complex. We have developed a robust R wave detector using wavelets. The wavelets used for detection are Daubechies and Symmetric. The method does not require any preprocessing therefore, only needs the ECG correct recordings while implementing the detection. The database has been collected from MIT-BIH arrhythmia database and the signals from Lead-II have been analyzed. MatLab 7.0 has been used to develop the algorithm. The ECG signal under test has been decomposed to the required level using the selected wavelet and the selection of detail coefficient d4 has been done based on energy, frequency and cross-correlation analysis of decomposition structure of ECG signal. The robustness of the method is apparent from the obtained results.

Keywords: ECG, P-QRS-T waves, Wavelet Transform, Hard Thresholding, R-wave Detection.

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Authors: Majid Tolouei-Rad, Anurag Dhull

Abstract:

This paper describes various stages of design and prototyping of a modular robot for use in various industrial applications. The major goal of current research has been to design and make different robotic joints at low cost capable of being assembled together in any given order for achieving various robot configurations. Five different types of joins were designed and manufactured where extensive research has been carried out on the design of each joint in order to achieve optimal strength, size, modularity, and price. This paper presents various stages of research and development undertaken to engineer these joints that include material selection, manufacturing, and strength analysis. The outcome of this research addresses the birth of a new generation of modular industrial robots with a wider range of applications and greater efficiency.

Keywords: Actuator, control system, configuration, robot.

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Authors: Anastasia Katsamaki, Nikolaos Bilalis, Vassilis Dedoussis

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This work proposes a set of actions to assist redesign procedure in existing products of Electric and Electronic Equipment (EEE). The aim is to improve their environmental behavior after their withdrawal in the End-of-Life (EOL) phase. In the beginning data collection takes place. Then follows selection and implementation of the optimal EOL Treatment Strategy (EOL_TS) and its results- evaluation concerning the environment. In parallel, product design characteristics that can be altered are selected based on their significance for the environment in the EOL stage. All results from the previous stages are combined and possible redesign actions are formulated for further examination and afterwards configuration in the design stage. The applied method to perform these tasks is Lean Thinking (LT). At the end, results concerning the application of the proposed method on a distribution transformer are presented.

Keywords: End-of-life treatment, Lean thinking, WEEE

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Authors: M. S. Osman, A. A. Tharwat, I. A. El-Khodary, A. G. Chalabi

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In this paper, we propose a multiple objective optimization model with respect to portfolio selection problem for investors looking forward to diversify their equity investments in a number of equity markets. Based on Markowitz-s M-V model we developed a Fuzzy Mixed Integer Multi-Objective Nonlinear Programming Problem (FMIMONLP) to maximize the investors- future gains on equity markets, reach the optimal proportion of the budget to be invested in different equities. A numerical example with a comprehensive analysis on artificial data from several equity markets is presented in order to illustrate the proposed model and its solution method. The model performed well compared with the deterministic version of the model.

Keywords: Equity Markets, Future Scenarios, PortfolioSelection, Multiple Criteria Fuzzy Optimization

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Authors: Dahlila Kamat, Ismail Mohd Saaid, Iskandar Dzulkarnain

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This paper presents a review on published literature and experimental works on local sands for possible use as proppant, specifically those from Terengganu coastal area. This includes examination on characteristics of sand samples and selection of experiments for proppant testing. Sand samples from identified areas were tested according to particle size distribution, density, roundness and sphericity, turbidity and mineralogy. Results from sand samples were compared against proppant specifications set by API RP 56 and selected commercial proppants. The present study found that the size distribution, sphericity, turbidity and bulk density of Terengganu sands are at par with some of commercial proppants. Nevertheless, Terengganu sand samples do not completely surpass the required roundness for use as proppant.

Keywords: Hydraulic fracturing, Malaysia sand, proppant, wellstimulation.

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Authors: Aziza S. Zhuparova

Abstract:

The innovation performance of nations has been repeatedly measured in the literature. We argue that while the literature offers many suggestions, their theoretical foundation is often weak and the underlying assumptions are rarely discussed. In this paper, we systematize various mechanisms by which spatial units influence nation and firms' innovation activities. On the basis of this, common innovation performance measures and analyses are discussed and evaluated. It is concluded that there is no general best way of measuring the innovation performance of spatial units. In fact, the most interesting insights can be obtained using a multitude of different approaches at the same time.

Keywords: Innovation performance, firms effectiveness of innovation, national innovativeness, innovation effectiveness, national innovation activity's measurement

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Authors: Ewa Dostatni, Jacek Diakun, Damian Grajewski, Radosław Wichniarek, Anna Karwasz

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In the paper the method of product analysis from recycling point of view has been described. The analysis bases on set of measures that assess a product from the point of view of final stages of its lifecycle. It was assumed that such analysis will be performed at the design phase – in order to conduct such analysis the computer system that aids the designer during the design process has been developed. The structure of the computer tool, based on agent technology, and example results has been also included in the paper.

Keywords: Agent technology, PLM, design for environment, ecodesign.

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Authors: Ali Q. S., Farid A. J., Kabeir B. M., Zamberi S., Shuhaimi M., Ghazali H. M., Yazid A. M.

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Adhesion to the human intestinal cell is considered as one of the main selection criteria of lactic acid bacteria for probiotic use. The adhesion ability of two Bifidobacteriums strains Bifidobacterium longum BB536 and Bifidobacterium psudocatenulatum G4 was done using HT-29 human epithelium cell line as in vitro study. Four different level of pH were used 5.6, 5.7, 6.6, and 6.8 with four different times 15, 30, 60, and 120 min. Adhesion was quantified by counting the adhering bacteria after Gram staining. The adhesion of B. longum BB536 was higher than B. psudocatenulatum G4. Both species showed significant different in the adhesion properties at the factors tested. The highest adhesion for both Bifidobacterium was observed at 120 min and the low adhesion was in 15 min. The findings of this study will contribute to the introduction of new effective probiotic strain for future utilization.

Keywords: Bifidobacterium, Adhesion, HT-29 human epithelium cells.

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Authors: Surat Srinoy, Werasak Kurutach, Witcha Chimphlee, Siriporn Chimphlee

Abstract:

One main drawback of intrusion detection system is the inability of detecting new attacks which do not have known signatures. In this paper we discuss an intrusion detection method that proposes independent component analysis (ICA) based feature selection heuristics and using rough fuzzy for clustering data. ICA is to separate these independent components (ICs) from the monitored variables. Rough set has to decrease the amount of data and get rid of redundancy and Fuzzy methods allow objects to belong to several clusters simultaneously, with different degrees of membership. Our approach allows us to recognize not only known attacks but also to detect activity that may be the result of a new, unknown attack. The experimental results on Knowledge Discovery and Data Mining- (KDDCup 1999) dataset.

Keywords: Network security, intrusion detection, rough set, ICA, anomaly detection, independent component analysis, rough fuzzy .

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Authors: H. L. Yim, S. H. Lee, S. K. Yoo, J. J. Kim

Abstract:

This study proposes a materials procurement contracts model to which the zero-cost collar option is applied for heading price fluctuation risks in construction.The material contract model based on the collar option that consists of the call option striking zone of the construction company(the buyer) following the materials price increase andthe put option striking zone of the material vendor(the supplier) following a materials price decrease. This study first determined the call option strike price Xc of the construction company by a simple approach: it uses the predicted profit at the project starting point and then determines the strike price of put option Xp that has an identical option value, which completes the zero-cost material contract.The analysis results indicate that the cost saving of the construction company increased as Xc decreased. This was because the critical level of the steel materials price increasewas set at a low level. However, as Xc decreased, Xpof a put option that had an identical option value gradually increased. Cost saving increased as Xc decreased. However, as Xp gradually increased, the risk of loss from a construction company increased as the steel materials price decreased. Meanwhile, cost saving did not occur for the construction company, because of volatility. This result originated in the zero-cost features of the two-way contract of the collar option. In the case of the regular one-way option, the transaction cost had to be subtracted from the cost saving. The transaction cost originated from an option value that fluctuated with the volatility. That is, the cost saving of the one-way option was affected by the volatility. Meanwhile, even though the collar option with zero transaction cost cut the connection between volatility and cost saving, there was a risk of exercising the put option.

Keywords: Construction materials, Supply chain management, Procurement, Payment, Collar option

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Authors: H. Naciba, C. Le Bas, C. Mothe, T.U. Nguyen-Thi

Abstract:

Organizational innovation favors technological innovation, but does it also influence technological innovation persistence? This article investigates empirically the pattern of technological innovation persistence and tests the potential impact of organizational innovation using firm-level data from three waves of the French Community Innovation Surveys. Evidence shows a positive effect of organizational innovation on technological innovation persistence, according to various measures of organizational innovation. Moreover, this impact is more significant for complex innovators (i.e., those who innovate in both products and processes). These results highlight the complexity of managing organizational practices with regard to the firm-s technological innovation. They also add to comprehension of the drivers of innovation persistence, through a focus on an often forgotten dimension of innovation in a broader sense.

Keywords: Organizational Innovation, Technological Innovation, Persistence

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Authors: Michael R. Johnson, Ian P. McCarthy

Abstract:

There is a growing body of evidence to support the proposition of product take back for remanufacturing particularly within the context of Extended Producer Responsibility (EPR). Remanufacturing however presents challenges unlike that of traditional manufacturing environments due to its high levels of uncertainty which may further distract organizations from considering its potential benefits. This paper presents a novel modeling approach for evaluating the uncertainty of part failures within the remanufacturing process and its impact on economic and environmental performance measures. This paper presents both the theoretical modeling approach and an example of its use in application.

Keywords: Remanufacturing, Demanufacturing, Extended Producer Responsibility, Sustainability, Uncertainty.

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Authors: Firouz Parvizian Ganje, Emad Hezbkhah, Behbood Maashkar

Abstract:

Climate change could lead to changes in cultural environments and landscapes as we know them.Climate change presents an immediate and significant threat to our natural and built environments and to the ways of life which co-exist with these environments. In most traditional buildings, the harmony of texture with nature and environment has been ever considered; so houses and cities have been mixed with their natural environment so astonishingly and the selection and usage of materials have been in such a way that they have provided the utmost conformity with the environment, as the result the created areas have a unique beauty and attraction.The extent to which climate change contributes to destruction procedure on Iran-s historic buildings.is a subject of current discussion. Cities, towns and built-up areas also have their own characteristics that might make them particularly vulnerable to climate change.

Keywords: Climate Change, historic buildings, Iran

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Authors: Elle Hilke Dominski

Abstract:

This paper explores the impact of intersectional bullying of lesbian, gay, bisexual, transgender (LGBT) youth from a multi-layered experience perspective within bullying incidents at school. Present inclusionary measures at school may not be designed as a continuous process of finding better methods for responding to diversity, rather remain ‘fixed’ as singular solutions applied universally. This paper argues recognizing education through a lens of inclusion begins to realize most educational systems are poorly equipped to handle diversity.

Keywords: Education, inclusion and exclusion, bullying, intersectional bullying, LGBT, power paradigms.

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