Search results for: Automatic model transformation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8296

Search results for: Automatic model transformation

7096 Further Investigation of α+12C and α+16O Elastic Scattering

Authors: Sh. Hamada

Abstract:

The current work aims to study the rainbow like-structure observed in the elastic scattering of alpha particles on both 12C and 16O nuclei. We reanalyzed the experimental elastic scattering angular distributions data for α+12C and α+16O nuclear systems at different energies using both optical model and double folding potential of different interaction models such as: CDM3Y1, DDM3Y1, CDM3Y6 and BDM3Y1. Potential created by BDM3Y1 interaction model has the shallowest depth which reflects the necessity to use higher renormalization factor (Nr). Both optical model and double folding potential of different interaction models fairly reproduce the experimental data.

Keywords: Nuclear rainbow, elastic scattering, optical model, double folding, density distribution.

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7095 IMM based Kalman Filter for Channel Estimation in MB OFDM Systems

Authors: C.Ramesh, V.Vaidehi

Abstract:

Ultra-wide band (UWB) communication is one of the most promising technologies for high data rate wireless networks for short range applications. This paper proposes a blind channel estimation method namely IMM (Interactive Multiple Model) Based Kalman algorithm for UWB OFDM systems. IMM based Kalman filter is proposed to estimate frequency selective time varying channel. In the proposed method, two Kalman filters are concurrently estimate the channel parameters. The first Kalman filter namely Static Model Filter (SMF) gives accurate result when the user is static while the second Kalman filter namely the Dynamic Model Filter (DMF) gives accurate result when the receiver is in moving state. The static transition matrix in SMF is assumed as an Identity matrix where as in DMF, it is computed using Yule-Walker equations. The resultant filter estimate is computed as a weighted sum of individual filter estimates. The proposed method is compared with other existing channel estimation methods.

Keywords: Channel estimation, Kalman filter, UWB, Channel model, AR model

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7094 Calcification Classification in Mammograms Using Decision Trees

Authors: S. Usha, S. Arumugam

Abstract:

Cancer affects people globally with breast cancer being a leading killer. Breast cancer is due to the uncontrollable multiplication of cells resulting in a tumour or neoplasm. Tumours are called ‘benign’ when cancerous cells do not ravage other body tissues and ‘malignant’ if they do so. As mammography is an effective breast cancer detection tool at an early stage which is the most treatable stage it is the primary imaging modality for screening and diagnosis of this cancer type. This paper presents an automatic mammogram classification technique using wavelet and Gabor filter. Correlation feature selection is used to reduce the feature set and selected features are classified using different decision trees.

Keywords: Breast Cancer, Mammogram, Symlet Wavelets, Gabor Filters, Decision Trees

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7093 Design Channel Non-Persistent CSMA MAC Protocol Model for Complex Wireless Systems Based on SoC

Authors: Ibrahim A. Aref, Tarek El-Mihoub, Khadiga Ben Musa

Abstract:

This paper presents Carrier Sense Multiple Access (CSMA) communication models based on SoC design methodology. Such a model can be used to support the modeling of the complex wireless communication systems. Therefore, the use of such communication model is an important technique in the construction of high-performance communication. SystemC has been chosen because it provides a homogeneous design flow for complex designs (i.e. SoC and IP-based design). We use a swarm system to validate CSMA designed model and to show how advantages of incorporating communication early in the design process. The wireless communication created through the modeling of CSMA protocol that can be used to achieve communication between all the agents and to coordinate access to the shared medium (channel).

Keywords: SystemC, modeling, simulation, CSMA.

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7092 Spherical Harmonic Based Monostatic Anisotropic Point Scatterer Model for RADAR Applications

Authors: Eric Huang, Coleman DeLude, Justin Romberg, Saibal Mukhopadhyay, Madhavan Swaminathan

Abstract:

High-performance computing (HPC) based emulators can be used to model the scattering from multiple stationary and moving targets for RADAR applications. These emulators rely on the RADAR Cross Section (RCS) of the targets being available in complex scenarios. Representing the RCS using tables generated from EM simulations is oftentimes cumbersome leading to large storage requirements. In this paper, we proposed a spherical harmonic based anisotropic scatterer model to represent the RCS of complex targets. The problem of finding the locations and reflection profiles of all scatterers can be formulated as a linear least square problem with a special sparsity constraint. We solve this problem using a modified Orthogonal Matching Pursuit algorithm. The results show that the spherical harmonic based scatterer model can effectively represent the RCS data of complex targets.

Keywords: RADAR, RCS, high performance computing, point scatterer model

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7091 A Novel Algorithm for Parsing IFC Models

Authors: Raninder Kaur Dhillon, Mayur Jethwa, Hardeep Singh Rai

Abstract:

Information technology has made a pivotal progress across disparate disciplines, one of which is AEC (Architecture, Engineering and Construction) industry. CAD is a form of computer-aided building modulation that architects, engineers and contractors use to create and view two- and three-dimensional models. The AEC industry also uses building information modeling (BIM), a newer computerized modeling system that can create four-dimensional models; this software can greatly increase productivity in the AEC industry. BIM models generate open source IFC (Industry Foundation Classes) files which aim for interoperability for exchanging information throughout the project lifecycle among various disciplines. The methods developed in previous studies require either an IFC schema or MVD and software applications, such as an IFC model server or a Building Information Modeling (BIM) authoring tool, to extract a partial or complete IFC instance model. This paper proposes an efficient algorithm for extracting a partial and total model from an Industry Foundation Classes (IFC) instance model without an IFC schema or a complete IFC model view definition (MVD).

Keywords: BIM, CAD, IFC, MVD.

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7090 A Computer Model of Quantum Field Theory

Authors: Hans H. Diel

Abstract:

This paper describes a computer model of Quantum Field Theory (QFT), referred to in this paper as QTModel. After specifying the initial configuration for a QFT process (e.g. scattering) the model generates the possible applicable processes in terms of Feynman diagrams, the equations for the scattering matrix, and evaluates probability amplitudes for the scattering matrix and cross sections. The computations of probability amplitudes are performed numerically. The equations generated by QTModel are provided for demonstration purposes only. They are not directly used as the base for the computations of probability amplitudes. The computer model supports two modes for the computation of the probability amplitudes: (1) computation according to standard QFT, and (2) computation according to a proposed functional interpretation of quantum theory.

Keywords: Computational Modeling, Simulation of Quantum Theory, Quantum Field Theory, Quantum Electrodynamics

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7089 Efficient STAKCERT KDD Processes in Worm Detection

Authors: Madihah Mohd Saudi, Andrea J Cullen, Mike E Woodward

Abstract:

This paper presents a new STAKCERT KDD processes for worm detection. The enhancement introduced in the data-preprocessing resulted in the formation of a new STAKCERT model for worm detection. In this paper we explained in detail how all the processes involved in the STAKCERT KDD processes are applied within the STAKCERT model for worm detection. Based on the experiment conducted, the STAKCERT model yielded a 98.13% accuracy rate for worm detection by integrating the STAKCERT KDD processes.

Keywords: data mining, incident response, KDD processes, security metrics and worm detection.

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7088 A Multigranular Linguistic Additive Ratio Assessment Model in Group Decision Making

Authors: Wiem Daoud Ben Amor, Luis Martínez López, Jr., Hela Moalla Frikha

Abstract:

Most of the multi-criteria group decision making (MCGDM) problems dealing with qualitative criteria require consideration of the large background of expert information. It is common that experts have different degrees of knowledge for giving their alternative assessments according to criteria. So, it seems logical that they use different evaluation scales to express their judgment, i.e., multi granular linguistic scales. In this context, we propose the extension of the classical additive ratio assessment (ARAS) method to the case of a hierarchical linguistics term for managing multi granular linguistic scales in uncertain context where uncertainty is modeled by means in linguistic information. The proposed approach is called the extended hierarchical linguistics-ARAS method (ELH-ARAS). Within the ELH-ARAS approach, the decision maker (DMs) can diagnose the results (the ranking of the alternatives) in a decomposed style i.e., not only at one level of the hierarchy but also at the intermediate ones. Also, the developed approach allows a feedback transformation i.e., the collective final results of all experts are able to be transformed at any level of the extended linguistic hierarchy that each expert has previously used. Therefore, the ELH-ARAS technique makes it easier for decision-makers to understand the results. Finally, an MCGDM case study is given to illustrate the proposed approach.

Keywords: Additive ratio assessment, extended hierarchical linguistic, multi-criteria group decision making problems, multi granular linguistic contexts.

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7087 Sequential Partitioning Brainbow Image Segmentation Using Bayesian

Authors: Yayun Hsu, Henry Horng-Shing Lu

Abstract:

This paper proposes a data-driven, biology-inspired neural segmentation method of 3D drosophila Brainbow images. We use Bayesian Sequential Partitioning algorithm for probabilistic modeling, which can be used to detect somas and to eliminate crosstalk effects. This work attempts to develop an automatic methodology for neuron image segmentation, which nowadays still lacks a complete solution due to the complexity of the image. The proposed method does not need any predetermined, risk-prone thresholds, since biological information is inherently included inside the image processing procedure. Therefore, it is less sensitive to variations in neuron morphology; meanwhile, its flexibility would be beneficial for tracing the intertwining structure of neurons.

Keywords: Brainbow, 3D imaging, image segmentation, neuron morphology, biological data mining, non-parametric learning.

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7086 Involving Action Potential Morphology on a New Cellular Automata Model of Cardiac Action Potential Propagation

Authors: F. Pourhasanzade, S. H. Sabzpoushan

Abstract:

Computer modeling has played a unique role in understanding electrocardiography. Modeling and simulating cardiac action potential propagation is suitable for studying normal and pathological cardiac activation. This paper presents a 2-D Cellular Automata model for simulating action potential propagation in cardiac tissue. We demonstrate a novel algorithm in order to use minimum neighbors. This algorithm uses the summation of the excitability attributes of excited neighboring cells. We try to eliminate flat edges in the result patterns by inserting probability to the model. We also preserve the real shape of action potential by using linear curve fitting of one well known electrophysiological model.

Keywords: Cellular Automata, Action Potential Propagation, cardiac tissue, Isotropic Pattern, accurate shape of cardiac actionpotential.

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7085 A Survey on Facial Feature Points Detection Techniques and Approaches

Authors: Rachid Ahdid, Khaddouj Taifi, Said Safi, Bouzid Manaut

Abstract:

Automatic detection of facial feature points plays an important role in applications such as facial feature tracking, human-machine interaction and face recognition. The majority of facial feature points detection methods using two-dimensional or three-dimensional data are covered in existing survey papers. In this article chosen approaches to the facial features detection have been gathered and described. This overview focuses on the class of researches exploiting facial feature points detection to represent facial surface for two-dimensional or three-dimensional face. In the conclusion, we discusses advantages and disadvantages of the presented algorithms.

Keywords: Facial feature points, face recognition, facial feature tracking, two-dimensional data, three-dimensional data.

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7084 A Simulation Model and Parametric Study of Triple-Effect Desalination Plant

Authors: Maha BenHamad, Ali Snoussi, Ammar Ben Brahim

Abstract:

A steady-state analysis of triple-effect thermal vapor compressor desalination unit was performed. A mathematical model based on mass, salinity and energy balances is developed. The purpose of this paper is to develop a connection between process simulator and process optimizer in order to study the influence of several operating variables on the performance and the produced water cost of the unit. A MATLAB program is used to solve the model equations, and Aspen HYSYS is used to model the plant. The model validity is examined against a commercial plant and showed a good agreement between industrial data and simulations results. Results show that the pressures of the last effect and the compressed vapor have an important influence on the produced cost, and the increase of the difference temperature in the condenser decreases the specific heat area about 22%.

Keywords: Steady-state, triple effect, thermal vapor compressor, MATLAB, Aspen HYSYS.

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7083 Application of Smooth Ergodic Hidden Markov Model in Text to Speech Systems

Authors: Armin Ghayoori, Faramarz Hendessi, Asrar Sheikh

Abstract:

In developing a text-to-speech system, it is well known that the accuracy of information extracted from a text is crucial to produce high quality synthesized speech. In this paper, a new scheme for converting text into its equivalent phonetic spelling is introduced and developed. This method is applicable to many applications in text to speech converting systems and has many advantages over other methods. The proposed method can also complement the other methods with a purpose of improving their performance. The proposed method is a probabilistic model and is based on Smooth Ergodic Hidden Markov Model. This model can be considered as an extension to HMM. The proposed method is applied to Persian language and its accuracy in converting text to speech phonetics is evaluated using simulations.

Keywords: Hidden Markov Models, text, synthesis.

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7082 Torque Based Selection of ANN for Fault Diagnosis of Wound Rotor Asynchronous Motor-Converter Association

Authors: Djalal Eddine Khodja, Boukhemis Chetate

Abstract:

In this paper, an automatic system of diagnosis was developed to detect and locate in real time the defects of the wound rotor asynchronous machine associated to electronic converter. For this purpose, we have treated the signals of the measured parameters (current and speed) to use them firstly, as indicating variables of the machine defects under study and, secondly, as inputs to the Artificial Neuron Network (ANN) for their classification in order to detect the defect type in progress. Once a defect is detected, the interpretation system of information will give the type of the defect and its place of appearance.

Keywords: Artificial Neuron Networks (ANN), Effective Value (RMS), Experimental results, Failure detection Indicating values, Motor-converter unit.

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7081 Mathematical Modeling of Surface Roughness in Surface Grinding Operation

Authors: M.A. Kamely, S.M. Kamil, C.W. Chong

Abstract:

A mathematical model of the surface roughness has been developed by using response surface methodology (RSM) in grinding of AISI D2 cold work tool steels. Analysis of variance (ANOVA) was used to check the validity of the model. Low and high value for work speed and feed rate are decided from design of experiment. The influences of all machining parameters on surface roughness have been analyzed based on the developed mathematical model. The developed prediction equation shows that both the feed rate and work speed are the most important factor that influences the surface roughness. The surface roughness was found to be the lowers with the used of low feed rate and low work speed. Accuracy of the best model was proved with the testing data.

Keywords: Mathematical Modeling, Response surfacemethodology, Surface roughness, Cylindrical Grinding.

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7080 A Content Vector Model for Text Classification

Authors: Eric Jiang

Abstract:

As a popular rank-reduced vector space approach, Latent Semantic Indexing (LSI) has been used in information retrieval and other applications. In this paper, an LSI-based content vector model for text classification is presented, which constructs multiple augmented category LSI spaces and classifies text by their content. The model integrates the class discriminative information from the training data and is equipped with several pertinent feature selection and text classification algorithms. The proposed classifier has been applied to email classification and its experiments on a benchmark spam testing corpus (PU1) have shown that the approach represents a competitive alternative to other email classifiers based on the well-known SVM and naïve Bayes algorithms.

Keywords: Feature Selection, Latent Semantic Indexing, Text Classification, Vector Space Model.

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7079 A Refined Energy-Based Model for Friction-Stir Welding

Authors: Samir A. Emam, Ali El Domiaty

Abstract:

Friction-stir welding has received a huge interest in the last few years. The many advantages of this promising process have led researchers to present different theoretical and experimental explanation of the process. The way to quantitatively and qualitatively control the different parameters of the friction-stir welding process has not been paved. In this study, a refined energybased model that estimates the energy generated due to friction and plastic deformation is presented. The effect of the plastic deformation at low energy levels is significant and hence a scale factor is introduced to control its effect. The predicted heat energy and the obtained maximum temperature using our model are compared to the theoretical and experimental results available in the literature and a good agreement is obtained. The model is applied to AA6000 and AA7000 series.

Keywords: Friction-stir welding, Energy, Aluminum Alloys.

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7078 3D Liver Segmentation from CT Images Using a Level Set Method Based on a Shape and Intensity Distribution Prior

Authors: Nuseiba M. Altarawneh, Suhuai Luo, Brian Regan, Guijin Tang

Abstract:

Liver segmentation from medical images poses more challenges than analogous segmentations of other organs. This contribution introduces a liver segmentation method from a series of computer tomography images. Overall, we present a novel method for segmenting liver by coupling density matching with shape priors. Density matching signifies a tracking method which operates via maximizing the Bhattacharyya similarity measure between the photometric distribution from an estimated image region and a model photometric distribution. Density matching controls the direction of the evolution process and slows down the evolving contour in regions with weak edges. The shape prior improves the robustness of density matching and discourages the evolving contour from exceeding liver’s boundaries at regions with weak boundaries. The model is implemented using a modified distance regularized level set (DRLS) model. The experimental results show that the method achieves a satisfactory result. By comparing with the original DRLS model, it is evident that the proposed model herein is more effective in addressing the over segmentation problem. Finally, we gauge our performance of our model against matrices comprising of accuracy, sensitivity, and specificity.

Keywords: Bhattacharyya distance, distance regularized level set (DRLS) model, liver segmentation, level set method.

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7077 The Discriminate Analysis and Relevant Model for Mapping Export Potential

Authors: Jana Gutierrez Chvalkovská, Michal Mejstřík, Matěj Urban

Abstract:

There are pending discussions over the mapping of country export potential in order to refocus export strategy of firms and its evidence-based promotion by the Export Credit Agencies (ECAs) and other permitted vehicles of governments. In this paper we develop our version of an applied model that offers “stepwise” elimination of unattractive markets. We modify and calibrate the model for the particular features of the Czech Republic and specific pilot cases where we apply an individual approach to each sector.

Keywords: Export strategy, Modeling export, Calibration, Export promotion.

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7076 A Cohesive Lagrangian Swarm and Its Application to Multiple Unicycle-like Vehicles

Authors: Jito Vanualailai, Bibhya Sharma

Abstract:

Swarm principles are increasingly being used to design controllers for the coordination of multi-robot systems or, in general, multi-agent systems. This paper proposes a two-dimensional Lagrangian swarm model that enables the planar agents, modeled as point masses, to swarm whilst effectively avoiding each other and obstacles in the environment. A novel method, based on an extended Lyapunov approach, is used to construct the model. Importantly, the Lyapunov method ensures a form of practical stability that guarantees an emergent behavior, namely, a cohesive and wellspaced swarm with a constant arrangement of individuals about the swarm centroid. Computer simulations illustrate this basic feature of collective behavior. As an application, we show how multiple planar mobile unicycle-like robots swarm to eventually form patterns in which their velocities and orientations stabilize.

Keywords: Attractive-repulsive swarm model, individual-based swarm model, Lagrangian swarm model, Lyapunov stability, Lyapunov-like function, practical stability, unicycle.

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7075 Evolutionary Algorithm Based Centralized Congestion Management for Multilateral Transactions

Authors: T. Mathumathi, S. Ganesh, R. Gunabalan

Abstract:

This work presents an approach for AC load flow based centralized model for congestion management in the forward markets. In this model, transaction maximizes its profit under the limits of transmission line capacities allocated by Independent System Operator (ISO). The voltage and reactive power impact of the system are also incorporated in this model. Genetic algorithm is used to solve centralized congestion management problem for multilateral transactions. Results obtained for centralized model using genetic algorithm is compared with Sequential Quadratic Programming (SQP) technique. The statistical performances of various algorithms such as best, worst, mean and standard deviations of social welfare are given. Simulation results clearly demonstrate the better performance of genetic algorithm over SQP.

Keywords: Congestion management, Genetic algorithm, Sequential quadratic programming.

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7074 Practical Simulation Model of Floating-Gate MOS Transistor in Sub 100nm Technologies

Authors: Zina Saheb, Ezz El-Masry

Abstract:

As the Silicon oxide scaled down in MOSFET technology to few nanometers, gate Direct Tunneling (DT) in Floating gate (FGMOSFET) devices has become a major concern for analog designers. FGMOSFET has been used in many low-voltage and low-power applications, however, there is no accurate model that account for DT gate leakage in nano-scale. This paper studied and analyzed different simulation models for FGMOSFET using TSMC 90-nm technology. The simulation results for FGMOSFET cascade current mirror shows the impact of DT on circuit performance in terms of current and voltage without the need for fabrication. This works shows the significance of using an accurate model for FGMOSFET in nan-scale technologies.

Keywords: CMOS transistor, direct-tunneling current, floatinggate, gate-leakage current, simulation model.

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7073 A Comparison between Heterogeneous and Homogeneous Gas Flow Model in Slurry Bubble Column Reactor for Direct Synthesis of DME

Authors: Sadegh Papari, Mohammad Kazemeini, Moslem Fattahi

Abstract:

In the present study, a heterogeneous and homogeneous gas flow dispersion model for simulation and optimisation of a large-scale catalytic slurry reactor for the direct synthesis of dimethyl ether (DME) from syngas and CO2, using a churn-turbulent regime was developed. In the heterogeneous gas flow model the gas phase was distributed into two bubble phases: small and large, however in the homogeneous one, the gas phase was distributed into only one large bubble phase. The results indicated that the heterogeneous gas flow model was in more agreement with experimental pilot plant data than the homogeneous one.

Keywords: Modelling, Slurry bubble column, Dimethyl ether synthesis, Homogeneous gas flow, Heterogeneous gas flow

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7072 Model of Controled Six Phase Induction Motor

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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7071 Interoperability Maturity Models for Consideration When Using School Management Systems in South Africa: A Scoping Review

Authors: Keneilwe Maremi, Marlien Herselman, Adele Botha

Abstract:

The main purpose and focus of this paper are to determine the Interoperability Maturity Models to consider when using School Management Systems (SMS). The importance of this is to inform and help schools with knowing which Interoperability Maturity Model is best suited for their SMS. To address the purpose, this paper will apply a scoping review to ensure that all aspects are provided. The scoping review will include papers written from 2012-2019 and a comparison of the different types of Interoperability Maturity Models will be discussed in detail, which includes the background information, the levels of interoperability, and area for consideration in each Maturity Model. The literature was obtained from the following databases: IEEE Xplore and Scopus, the following search engines were used: Harzings, and Google Scholar. The topic of the paper was used as a search term for the literature and the term ‘Interoperability Maturity Models’ was used as a keyword. The data were analyzed in terms of the definition of Interoperability, Interoperability Maturity Models, and levels of interoperability. The results provide a table that shows the focus area of concern for each Maturity Model (based on the scoping review where only 24 papers were found to be best suited for the paper out of 740 publications initially identified in the field). This resulted in the most discussed Interoperability Maturity Model for consideration (Information Systems Interoperability Maturity Model (ISIMM) and Organizational Interoperability Maturity Model for C2 (OIM)).

Keywords: Interoperability, Interoperability Maturity Model, School Management System, scoping review.

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7070 Knowledge Relationship Model among User in Virtual Community

Authors: Fariba Haghbin, Othman Bin Ibrahim, Mohammad Reza Attarzadeh Niaki

Abstract:

With the development of virtual communities, there is an increase in the number of members in Virtual Communities (VCs). Many join VCs with the objective of sharing their knowledge and seeking knowledge from others. Despite the eagerness of sharing knowledge and receiving knowledge through VCs, there is no standard of assessing ones knowledge sharing capabilities and prospects of knowledge sharing. This paper developed a vector space model to assess the knowledge sharing prospect of VC users.

Keywords: Knowledge sharing network, Virtual community, knowledge relationship, Vector Space Model.

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7069 Comparison of Fundamental Frequency Model and PWM Based Model of UPFC

Authors: S.A. Al-Qallaf, S.A. Al-Mawsawi, A. Haider

Abstract:

Among all FACTS devices, the unified power flow controller (UPFC) is considered to be the most versatile device. This is due to its capability to control all the transmission system parameters (impedance, voltage magnitude, and phase angle). With the growing interest in UPFC, the attention to develop a mathematical model has increased. Several models were introduced for UPFC in literature for different type of studies in power systems. In this paper a novel comparison study between two dynamic models of UPFC with their proposed control strategies.

Keywords: FACTS, UPFC, Dynamic Modeling, PWM, Fundamental Frequency.

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7068 Parameter Estimation using Maximum Likelihood Method from Flight Data at High Angles of Attack

Authors: Rakesh Kumar, A. K. Ghosh

Abstract:

The paper presents the modeling of nonlinear longitudinal aerodynamics using flight data of Hansa-3 aircraft at high angles of attack near stall. The Kirchhoff-s quasi-steady stall model has been used to incorporate nonlinear aerodynamic effects in the aerodynamic model used to estimate the parameters, thereby, making the aerodynamic model nonlinear. The Maximum Likelihood method has been applied to the flight data (at high angles of attack) for the estimation of parameters (aerodynamic and stall characteristics) using the nonlinear aerodynamic model. To improve the accuracy level of the estimates, an approach of fixing the strong parameters has also been presented.

Keywords: Maximum Likelihood, nonlinear, parameters, stall.

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7067 Stability Bound of Ruin Probability in a Reduced Two-Dimensional Risk Model

Authors: Zina Benouaret, Djamil Aissani

Abstract:

In this work, we introduce the qualitative and quantitative concept of the strong stability method in the risk process modeling two lines of business of the same insurance company or an insurance and re-insurance companies that divide between them both claims and premiums with a certain proportion. The approach proposed is based on the identification of the ruin probability associate to the model considered, with a stationary distribution of a Markov random process called a reversed process. Our objective, after clarifying the condition and the perturbation domain of parameters, is to obtain the stability inequality of the ruin probability which is applied to estimate the approximation error of a model with disturbance parameters by the considered model. In the stability bound obtained, all constants are explicitly written.

Keywords: Markov chain, risk models, ruin probabilities, strong stability analysis.

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