Search results for: failure index

Authors: Abdel-Rahman A., El Okle O. S.

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Fever, bloody diarrhea and high mortality rate were the main clinical finding in a group of fattening calves. Analysis of corn silage revealed presence of aflatoxins at level of 370 ppb. This level of aflatoxins in the feed of cattle is somewhat low to be the main cause of reported signs. Leukocytopenia, anemia, decreased lymphocytic activity and lowered phagocytic index are the main hematological and immunological alterations in diseased calves. Bacteriological investigation revealed isolation of pathogenic Salmonella typhimurium from the rectal swabs of diseased calves. Our results suggested that, long duration of exposure to aflatoxins even at small concentrations may considered as predisposing factor for the incidence of natural infectious outbreaks as salmonellosis due to its immunosuppressive effect. We can conclude that the veterinarians and owners must be given an attention to the relation between aflatoxicosis and salmonellosis under field condition. We are recommended that the treatment program during similar outbreaks must be including anti-aflatoxins preparations beside the antimicrobial therapy.

Keywords: Aflatoxins, Calves, Salmonellosis.

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Authors: I. U. Wickramasinghe, D. J. Hargreaves, D. V. De Pellegrin

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This paper presents a strategy to predict the lifetime of rails subjected to large rolling contact loads that induce ratchetting strains in the rail head. A critical element concept is used to calculate the number of loading cycles needed for crack initiation to occur in the rail head surface. In this technique the finite element method (FEM) is used to determine the maximum equivalent ratchetting strain per load cycle, which is calculated by combining longitudinal and shear stains in the critical element. This technique builds on a previously developed critical plane concept that has been used to calculate the number of cycles to crack initiation in rolling contact fatigue under ratchetting failure conditions. The critical element concept simplifies the analytical difficulties of critical plane analysis. Finite element analysis (FEA) is used to identify the critical element in the mesh, and then the strain values of the critical element are used to calculate the ratchetting rate analytically. Finally, a ratchetting criterion is used to calculate the number of cycles to crack initiation from the ratchetting rate calculated.

Keywords: Critical element analysis, finite element modeling (FEM), wheel/rail contact.

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Authors: Saswata Chakraborty, R.P.Chatterjee, S. Majumder, Anup Kr. Bhattacharjee

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The scattering effect of light in fog improves the difficulty in visibility thus introducing disturbances in transport facilities in urban or industrial areas causing fatal accidents or public harassments, therefore, developing an enhanced fog vision system with radio wave to improvise the way outs of these severe problems is really a big challenge for researchers. Series of experimental studies already been done and more are in progress to know the weather effect on radio frequencies for different ranges. According to Rayleigh scattering Law, the propagating wavelength should be greater than the diameter of the particle present in the penetrating medium. Direct wave RF signal thus have high chance of failure to work in such weather for detection of any object. Therefore an extensive study was required to find suitable region in the RF band that can help us in detecting objects with proper shape. This paper produces some results on object detection using 912 MHz band with successful detection of the persistence of any object coming under the trajectory of a vehicle navigating in indoor and outdoor environment. The developed images are finally transformed to video signal to enable continuous monitoring.

Keywords: RADAR Imaging, Fog vision system, Objectdetection, Jpeg to Mpeg conversion

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Authors: Tushar Vasant Salunkhe, Sariput M. Nawghare, Maheboobsab B. Nadaf, Sushovan Dutta, J. N. Mandal

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The model tests were conducted in the laboratory without and with Plastic recycled polymer in fly ash steep slopes overlaying soft foundation soils like fly ash and powai soil in order to check the stability of steep slope. In this experiment, fly ash is used as a filling material and Plastic Recycled Polymers of diameter = 3mm and length = 4mm were made from waste plastic product (lower grade plastic product). The properties of fly ash and Plastic recycled polymers are determined. From the experiments, load and settlement have measured. From these data, load –settlement curves have reported. It has been observed from test results that load carrying capacity of mixture fly ash with Plastic Recycled Polymers slope is more than that of fly ash slope. The deformation of Plastic Recycled Polymers slope is slightly more than that of fly ash slope. A Finite Element Method (F.E.M.) was also evaluated using PLAXIS 3D version. The failure pattern, deformations and factor of safety are reported based on analytical programme. The results from experimental data and analytical programme are compared and reported.

Keywords: Fly ash, Plastic recycled polymer, Factor of safety, Finite element method (FEM), Bishop’s simplified method.

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Authors: Claudia Camargo, Enrique J. de la Vega, Jesús E. Olguín, Juan A. López, Sandra K. Enríquez

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This study focuses on the application of sensory thermography, as a non-invasive method to evaluate the musculoskeletal injuries that industry workers performing Highly Repetitive Movements (HRM) may acquire. It was made at a wireless company having the target of analyze temperatures in worker’s wrists, elbows and shoulders in workstations during their activities, this thru sensorial thermography with the goal of detecting maximum temperatures (Tmax) that could indicate possible injuries. The tests were applied during 3 hours for only 2 workers that work in workstations where there’s been the highest index of injuries and accidents. We were made comparisons for each part of the body that were study for both because of the similitude between the activities of the workstations; they were requiring both an immediate evaluation. The Tmax was recorder during the test of the worker 2, in the left wrist, reaching a temperature of 35.088ºC and with a maximum increase of 1.856°C

Keywords: Highly Repetitive Movements (HRM), Maximum temperatures (Tmax), Worker.

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Authors: Kyung-Suk Choi, Hyung-Joon Kim

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Modular structural systems are constructed using a method that they are assembled with prefabricated unit modular frames on-site. This provides a benefit that can significantly reduce building construction time. The structural design is usually carried out under the assumption that their load-carrying mechanism is similar to that of traditional steel moment-resisting systems. However, both systems are different in terms of beam-column connection details which may strongly influence the lateral structural behavior. Specially, the presence of access holes in a beam-column joint of a unit modular frame could cause undesirable failure during strong earthquakes. Therefore, this study carried out finite element analyses (FEMs) of unit modular frames to investigate the cyclic behavior of beam-column joints with the access holes. Analysis results show that the unit modular frames present stable cyclic response with large deformation capacities and their joints are classified into semi-rigid connections even if there are access holes.

Keywords: Unit modular frame, steel moment connection, nonlinear analytical model, moment-rotation relation, access holes.

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Authors: Shatha A. Yousif, Qasim M. Zamil, Hasan Y. Al Muhi, Jamal A. Al Shammari

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Potato (Solanum tuberosum L.) is one of the major vegetable crops that are grown world –wide because of its economic importance. This experiment investigated the effect of local sands (River Base, Al-Ekader and Karbala) on number and total weight of minitubers. Statistical analysis revealed that there were no significant differences among sand cultures in number of stem/plant, chlorophyll index and tubers dry weight. River Base sand had the highest plant height (74.9 cm), leaf number/plant number (39.3), leaf area (84.4 dcm2⁄plant), dry weight/plant (26.31), tubers number/plant (8.5), tubers weight/plant (635.53 gm) and potato tuber yields/trove (28.60 kg), whereas the Karbala sand had lower performance. All the characters had positive and significant correlation with yields except the traits number of stem and tuber dry weight.

Keywords: Correlation, Potato, Sand Culture, Yield.

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Authors: A. Mojtaba Aghajani, B. Leila Shavakhi

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Energy intensity(energy consumption intensity) is a global index which computes the required energy for producing a specific value of goods and services in each country. It is computed in terms of initial energy supply or final energy consumption. In this study (research) Divisia method is used to decompose energy consumption and energy intensity. This method decomposes consumption and energy intensity to production effects, structural and net intensity and could be done as time series or two-periodical. This study analytically investigates consumption changes and energy intensity on economical sectors of Iran and more specific on road transportation(rail road and road).Our results show that the contribution of structural effect (change in economical activities combination) is very low and the effect of net energy consumption has the higher contribution in consumption changes and energy intensity. In other words, the high consumption of energy is due to Intensity of energy consumption and is not to structural effect of transportation sector.

Keywords: Divisia Method, Energy Intensity, Net IntensityEffect, Road Transportation , Structural Effect.

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Authors: Ratchasak Suvannatsiri

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The objectives of the research are to find the basic engineering properties of lateritic soil and to predict the impact on community members who live nearby the excavation pits in the area of Amphur Pak Thor, Ratchaburi Province in the western area of Thailand. The research was conducted by collecting soil samples from four excavation pits for basic engineering properties, testing and collecting questionnaire data from 120 community members who live nearby the excavation pits, and applying statistical analysis. The results found that the basic engineering properties of lateritic soil can be classified into silt soil type which is cohesionless as the loess or collapsible soil which is not suitable to be used for a pavement structure for commuting highway because it could lead to structural and functional failure in the long run. In terms of opinion from community members toward the impact, the highest impact was on the dust from excavation activities. The prediction from the logistic regression in terms of impact on community members was at 84.32 which can be adapted and applied onto other areas with the same context as a guideline for risk prevention and risk communication since it could impact the infrastructures and also impact the health of community members.

Keywords: Lateritic soil, excavation pits, engineering properties, impact on community members

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Authors: Shen Weishou, Ji Di, Zhang Hui, Yan Shouguang, Li Haidong, Lin Naifeng

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Based on a long-term vegetation index dataset of NDVI and meteorological data from 68 meteorological stations in the Qinghai-Tibet plateau and their relations with major climate factors were analyzed. The results show the following: 1) The linear trends of temperature in the Qinghai-Tibet plateau indicate that the temperature in the plateau generally increased, but it rose faster in the last 20 years. 2) The most significant NDVI increase occurred in the eastern and southern plateau. However, the western and northern plateau demonstrate a decreasing trend. 3) There is a significant positive linear correlation between NDVI and temperature and a negative correlation between NDVI and mean wind speed. However, no significant statistical relationship was found between NDVI and relative humidity, precipitation or sunshine duration.4) The changes in NDVI for the plateau are driven by temperature-precipitation, but for the desert and forest areas, the relation changes to precipitation-temperature-wind velocity and wind velocity-temperature-precipitation.

Keywords: Qinghai-Tibet plateau, NDVI, climate warming.

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Authors: Madi Rafik, Guenfoud Mohamed

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In recent years, rehabilitation has been the subject of extensive research due to increased spending on building work and repair of built works. In all cases, it is absolutely essential to carry out methods of strengthening or repair of structural elements, and that following an inspection analysis and methodology of a correct diagnosis. The reinforced concrete columns are important elements in building structures. They support the vertical loads and provide bracing against the horizontal loads. This research about the behavior of reinforced concrete rectangular columns, rehabilitated by concrete liner, confinement FRP fabric, steel liner or cage formed by metal corners. It allows comparing the contributions of different processes used perspective section resistance elements rehabilitated compared to that is not reinforced or repaired. The different results obtained revealed a considerable gain in bearing capacity failure of reinforced sections cladding concrete, metal bracket, steel plates and a slight improvement to the section reinforced with fabric FRP. The use of FRP does not affect the weight of the structures, but the use of different techniques cladding increases the weight of elements rehabilitated and therefore the weight of the building which requires resizing foundations.

Keywords: cladding, Rehabilitation, reinforced concrete columns, confinement, composite materials.

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Authors: R. Sarathi, G. Koperundevi

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Design of Converter transformer insulation is a major challenge. The insulation of these transformers is stressed by both AC and DC voltages. Particle contamination is one of the major problems in insulation structures, as they generate partial discharges leading it to major failure of insulation. Similarly corona discharges occur in transformer insulation. This partial discharge due to particle movement / corona formation in insulation structure under different voltage wave shapes, are different. In the present study, UHF technique is adopted to understand the discharge activity and could be realized that the characteristics of UHF signal generated under low and high fields are different. In the case of corona generated signal, the frequency content of the UHF sensor output lies in the range 0.3-1.2 GHz and is not much varied except for its increase in magnitude of discharge with the increase in applied voltage. It is realized that the current signal injected due to partial discharges/corona is about 4ns duration measured for first one half cycle. Wavelet technique is adopted in the present study. It allows one to identify the frequency content present in the signal at different instant of time. The STD-MRA analysis helps one to identify the frequency band in which the energy content of the UHF signal is maximum.

Keywords: Contamination, Insulation, Partial Discharges, Transformer oil, UHF sensors.

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Authors: Nan Li, Ying Wang

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Using entropy weight and TOPSIS method, a comprehensive evaluation is done on the development level of Chinese regional service industry in this paper. Firstly, based on existing research results, an evaluation index system is constructed from the scale of development, the industrial structure and the economic benefits. An evaluation model is then built up based on entropy weight and TOPSIS, and an empirical analysis is conducted on the development level of service industries in 31 Chinese provinces during 2006 and 2009 from the two dimensions or time series and cross section, which provides new idea for assessing regional service industry. Furthermore, the 31 provinces are classified into four categories based on the evaluation results, and deep analysis is carried out on the evaluation results.

Keywords: Chinese regional service industry, Development level, Entropy weight, TOPSIS Evaluation Method

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Authors: M. Aminu Sanda, K. Ewontumah

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This paper explored the challenges faced by the management of a Ghanaian state enterprise in managing conflicts and disturbances associated with its attempt to implement new work practices to enhance its capability to operate as a commercial entity. The purpose was to understand the extent to which organizational involvement, consistency and adaptability influence employees’ consumption of new work practices in transforming the organization’s organizational activity system. Using selfadministered questionnaires, data were collected from one hundred and eighty (180) employees and analyzed using both descriptive and inferential statistics. The results showed that constraints in organizational involvement and adaptability prevented the positive consumption of new work practices by employees in the organization. It is also found that the organization’s employees failed to consume the new practices being implemented, because they perceived the process as non-involving, and as such, did not encourage the development of employee capability, empowerment, and teamwork. The study concluded that the failure of the organization’s management to create opportunities for organizational learning constrained its ability to get employees consume the new work practices, which situation could have facilitated the organization’s capabilities of operating as a commercial entity.

Keywords: Organizational transformation, new work practices, work practice consumption, organizational involvement, state-owned enterprise, Ghana.

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Authors: Seyed Alireza Valadabadi, Hossein Aliabadi Farahani

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This experiment was carried out to study the effect of AMF, drought stress and phosphorus on physiological growth indices of basil at Iran using by a split-plot design with three replications. The main-plot factor included: two levels of irrigation regimes (control=no drought stress and irrigation after 80 evaporation= drought stress condition) while the sub-plot factors included phosphorus (0, 35 and 70 kg/ha) and application and non-application of Glomus fasciculatum. The results showed that total dry matter (TDM), life area index (LAI), relative growth rate (RGR) and crop growth rate (CGR) were all highly significantly different among the phosphorus, whereas drought stress had effect of practical significance on TDM, LAI, RGR and CGR. The results also showed that the highest TDM, LAI, RGR and CGR were obtained from application of Glomus fasciculatum under no-drought condition.

Keywords: Drought stress, Glomus fasciculatum, physiological growth indices

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Authors: Masoud Abedini, Azrul A. Mutalib, Shahrizan Baharom, Hong Hao

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This study was conducted published to investigate there liability of the equation pressure-impulse (PI) reinforced concrete column inprevious studies. Equation involves three different levels of damage criteria known as D =0. 2, D =0. 5 and D =0. 8.The damage criteria known as a minor when 0-0.2, 0.2-0.5is known as moderate damage, high damage known as 0.5-0.8, and 0.8-1 of the structure is considered a failure. In this study, two types of reliability analyzes conducted. First, using pressure-impulse equation with different parameters. The parameters involved are the concrete strength, depth, width, and height column, the ratio of longitudinal reinforcement and transverse reinforcement ratio. In the first analysis of the reliability of this new equation is derived to improve the previous equations. The second reliability analysis involves three types of columns used to derive the PI curve diagram using the derived equation to compare with the equation derived from other researchers and graph minimum standoff versus weapon yield Federal Emergency Management Agency (FEMA). The results showed that the derived equation is more accurate with FEMA standards than previous researchers.

Keywords: Blast load, RC column, P-I curve, Analytical formulae, Standard FEMA.

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Authors: Haider M. Giasuddin, Jay G. Sanjayan, P. G. Ranjith

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Geopolymer cement was evaluated as wellbore sealing material for carbon dioxide geosequestration application. Curing of cement system in saline water and strength testing in triaxial stress state condition under lateral confinement is relevant to primary cementing in CO2 geosequestration wellbore in saline aquifer. Geopolymer cement was cured in saline water (both at ambient conditions for 28 days and heated (60°C) conditions for 12 hours) and tested for triaxial strength at different levels of lateral confinement. Normal water and few other curing techniques were also studied both for geopolymer and API ‘G’ cement. Results reported were compared to evaluate the suitability of saline water for curing of geopolymer cement. Unconfined compression test results showed higher strength for curing in saline water than normal water. Besides, testing strength under lateral confinement demonstrated the material failure behavior from brittle to plastic.

Keywords: Fly ash, Geopolymer, Geosequestration, Saline water, Strength, Traiaxial test.

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Authors: M. Fathi, M. J. Alvarez, V. Rodríguez

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Assembly line balancing is a very important issue in mass production systems due to production cost. Although many studies have been done on this topic, but because assembly line balancing problems are so complex they are categorized as NP-hard problems and researchers strongly recommend using heuristic methods. This paper presents a new heuristic approach called the critical task method (CTM) for solving U-shape assembly line balancing problems. The performance of the proposed heuristic method is tested by solving a number of test problems and comparing them with 12 other heuristics available in the literature to confirm the superior performance of the proposed heuristic. Furthermore, to prove the efficiency of the proposed CTM, the objectives are increased to minimize the number of workstation (or equivalently maximize line efficiency), and minimizing the smoothness index. Finally, it is proven that the proposed heuristic is more efficient than the others to solve the U-shape assembly line balancing problem.

Keywords: Critical task method, Heuristic, Line balancingproblem, U-shape

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Authors: Ammar Anwar Khan, Nissar R. Wani, Nazar Malik, Abdulrehman Al-Arainy, and Saad Alghuwainem

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Power cables are vulnerable to failure due to aging or defects that occur with the passage of time under continuous operation and loading stresses. PD detection and characterization provide information on the location, nature, form and extent of the degradation. As a result, PD monitoring has become an important part of condition based maintenance (CBM) program among power utilities. Online partial discharge (PD) localization of defect sources in power cable system is possible using the time of flight method. The information regarding the time difference between the main and reflected pulses and cable length can help in locating the partial discharge source along the cable length. However, if the length of the cable is not known and the defect source is located at the extreme ends of the cable or in the middle of the cable, then double ended measurement is required to indicate the location of PD source. Use of multiple sensors can also help in discriminating the cable PD or local/ external PD. This paper presents the experience and results from online partial discharge measurements conducted in the laboratory and the challenges in partial discharge source localization.

Keywords: Power cables, partial discharge localization, HFCT, condition based monitoring.

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Authors: I. McCulloh, A. Placona, D. Stewart, D. Gause, K. Kiernan, M. Stuart, C. Zinner, L. Cartwright

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We find in our data that an alarming number of viable deceased donor kidneys are discarded every year in the US, while waitlisted candidates are dying every day. We observe as many as 85% of transplanted organs are refused at least once for a patient that scored higher on the match list. There are hundreds of clinical variables involved in making a clinical transplant decision and there is rarely an ideal match. Decision makers exhibit an optimism bias where they may refuse an organ offer assuming a better match is imminent. We propose a semi-parametric Cox proportional hazard model, augmented by an accelerated failure time model based on patient-specific suitable organ supply and demand to estimate a time-to-next-offer. Performance is assessed with Cox-Snell residuals and decision curve analysis, demonstrating improved decision support for up to a 5-year outlook. Providing clinical decision-makers with quantitative evidence of likely patient outcomes (e.g., time to next offer and the mortality associated with waiting) may improve decisions and reduce optimism bias, thus reducing discarded organs and matching more patients on the waitlist.

Keywords: Decision science, KDPI, optimism bias, organ transplant.

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Authors: Anil S. Khopkar, Umesh N. Soni

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Surge voltage arises in the system either by switching operations of heavy load or by natural lightning. Surge voltages cause significant failure of power system equipment if adequate protection not provided. The surge arrestor is device which is connected in a power system to protect the equipment against surge voltages. To protect the transformers against surge voltages, metal oxide surge arrestors (MOSA) are connected across each terminal. The Basic Insulation Level (BIL) of transformers has been defined in the national and international standards based on its voltage rating. While designing transformer insulation, factors such as BIL, surge arrestor ratings, and its operating voltage have to be considered. However, the performance of transformer insulation largely depends on the ratings of the surge arrestor ratings, their location, the margin considered in insulation design, the quantity of surge voltage strikes, etc. This paper demonstrates the role of surge arrestors in protecting transformers against overvoltage, transformer insulation design, the optimum location of surge arrestors and their connection lead length, insulation coordination for transformers, the protection margin in BIL, and methods of safeguarding transformers against surge voltages in detail.  

Keywords: Surge voltage, surge arrestors, transformer, protection margin.

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Authors: A. Goodarzian, A. Ghasemipanah, R. Ziaie Moayed, H. Niroumand

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The problem of soil stabilization has been one of the important issues in geotechnical engineering. Nowadays, nanomaterials have revolutionized many industries. In this research, improvement of the Kerman fine-grained soil by nanozeolite and nanobentonite additives separately has been investigated using Atterberg Limits and unconfined compression test. In unconfined compression test, the samples were prepared with 3, 5 and 7% nano additives, with 1, 7 and 28 days curing time with strain control method. Finally, the effect of different percentages of nanozeolite and nanobentonite on the geotechnical behavior and characteristics of Kerman fine-grained soil was investigated. The results showed that with increasing the amount of nanozeolite and also nanobentonite to fine-grained soil, the soil exhibits more compression strength. So that by adding 7% nanozeolite and nanobentonite with 1 day curing, the unconfined compression strength is 1.18 and 2.1 times higher than the unstabilized soil. In addition, the failure strain decreases in samples containing nanozeolite, whereas it increases in the presence of nanobentonite. Increasing the percentage of nanozeolite and nanobentonite also increased the elasticity modulus of soil.

Keywords: Nanozeolite particles, nanobentonite particles, clayey soil, unconfined compression stress, specific surface area, cation exchange capacity, Atterberg limits.

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Authors: Gopi Kandaswamy, P. Balamuralidhar

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Fully autonomous small Unmanned Aerial Vehicles (UAVs) are increasingly being used in many commercial applications. Although a lot of research has been done to develop safe, reliable and durable UAVs, accidents due to electronic and structural failures are not uncommon and pose a huge safety risk to the UAV operators and the public. Hence there is a strong need for an automated health monitoring system for UAVs with a view to minimizing mission failures thereby increasing safety. This paper describes our approach to monitoring the electronic and structural components in a small UAV without the need for additional sensors to do the monitoring. Our system monitors data from four sources; sensors, navigation algorithms, control inputs from the operator and flight controller outputs. It then does statistical analysis on the data and applies a rule based engine to detect failures. This information can then be fed back into the UAV and a decision to continue or abort the mission can be taken automatically by the UAV and independent of the operator. Our system has been verified using data obtained from real flights over the past year from UAVs of various sizes that have been designed and deployed by us for various applications.

Keywords: Fault detection, health monitoring, unmanned aerial vehicles, vibration analysis.

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Authors: K. Petcharaporn, S. Kumchoo

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The acidity (citric acid) is the one of chemical content that can be refer to the internal quality and it’s a maturity index of tomato, The titratable acidity (%TA) can be predicted by a non-destructive method prediction by using the transmittance short wavelength (SW-NIR) spectroscopy in the wavelength range between 665-955 nm. The set of 167 tomato samples divided into groups of 117 tomatoes sample for training set and 50 tomatoes sample for test set were used to establish the calibration model to predict and measure %TA by partial least squares regression (PLSR) technique. The spectra were pretreated with MSC pretreatment and it gave the optimal result for calibration model as (R = 0.92, RMSEC = 0.03%) and this model obtained high accuracy result to use for %TA prediction in test set as (R = 0.81, RMSEP = 0.05%). From the result of prediction in test set shown that the transmittance SW-NIR spectroscopy technique can be used for a non-destructive method for %TA prediction of tomato.

Keywords: Tomato, quality, prediction, transmittance, titratable acidity, citric acid.

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Authors: Asep Bayu Dani Nandiyanto, Asep Suhendi, Yutaka Kisakibaru, Takashi Ogi, Kikuo Okuyama

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An ordered porous antimony-doped tin oxide (ATO) film was successfully prepared using a simple coating process with colloidal templates. The facile production was effective when a combination of 16-nm ATO (as a model of an inorganic nanoparticle) and polystyrene (PS) spheres (as a model of the template) weresimply coated to produce a composite ATO/PS film. Heat treatment was then used to remove the PS and produce the porous film. The porous film with a spherical pore shape and a highly ordered porous structure could be obtained. A potential way for the control of pore size could be also achieved by changing initial template size. The theoretical explanation and mechanism of porous formation were also added, which would be important for the scaling-up prediction and estimation.

Keywords: Porous structure film; ATO particle; Ultra-low refractive index; vertical drop method; Low-density material;

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Authors: Ivo Jánský, Milan Rippel

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The paper evaluates several hundred one-day-ahead VaR forecasting models in the time period between the years 2004 and 2009 on data from six world stock indices - DJI, GSPC, IXIC, FTSE, GDAXI and N225. The models model mean using the ARMA processes with up to two lags and variance with one of GARCH, EGARCH or TARCH processes with up to two lags. The models are estimated on the data from the in-sample period and their forecasting accuracy is evaluated on the out-of-sample data, which are more volatile. The main aim of the paper is to test whether a model estimated on data with lower volatility can be used in periods with higher volatility. The evaluation is based on the conditional coverage test and is performed on each stock index separately. The primary result of the paper is that the volatility is best modelled using a GARCH process and that an ARMA process pattern cannot be found in analyzed time series.

Keywords: VaR, risk analysis, conditional volatility, garch, egarch, tarch, moving average process, autoregressive process

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Authors: Hanieh Tarbiat Khosrowshahi, Mojtaba Shakeri

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Wireless Sensor Networks (WSNs) consist of a set of sensor nodes with limited capability. WSNs may suffer from multiple node failures when they are exposed to harsh environments such as military zones or disaster locations and lose connectivity by getting partitioned into disjoint segments. Relay nodes (RNs) are alternatively introduced to restore connectivity. They cost more than sensors as they benefit from mobility, more power and more transmission range, enforcing a minimum number of them to be used. This paper addresses the problem of RN placement in a multiple disjoint network by developing a genetic algorithm (GA). The problem is reintroduced as the Steiner tree problem (which is known to be an NP-hard problem) by the aim of finding the minimum number of Steiner points where RNs are to be placed for restoring connectivity. An upper bound to the number of RNs is first computed to set up the length of initial chromosomes. The GA algorithm then iteratively reduces the number of RNs and determines their location at the same time. Experimental results indicate that the proposed GA is capable of establishing network connectivity using a reasonable number of RNs compared to the best existing work.

Keywords: Connectivity restoration, genetic algorithms, multiple-node failure, relay nodes, wireless sensor networks.

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Authors: Frantisek Bozek, Alexandr Bozek, Eduard Bakos, Jiri Dvorak, Alena Bumbova, Lenka Jesonkova

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The case study deals with the semi-quantitative risk assessment of water resource earmarked for the emergency supply of population with drinking water. The risk analysis has been based on previously identified hazards/sensitivities of the elements of hydrogeological structure and technological equipment of ground water resource as well as on the assessment of the levels of hazard, sensitivity and criticality of individual resource elements in the form of point indexes. The following potential sources of hazard have been considered: natural disasters caused by atmospheric and geological changes, technological hazards, and environmental burdens. The risk analysis has proved that the assessed risks are acceptable and the water resource may be integrated into a crisis plan of a given region.

Keywords: Crisis, emergency, frequency, ground water, hazard, point index, risk, sensitivity, water supply.

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Authors: P. Moeinzadeh, A. Hajfathaliha

Abstract:

Many firms implemented various initiatives such as outsourced manufacturing which could make a supply chain (SC) more vulnerable to various types of disruptions. So managing risk has become a critical component of SC management. Different types of SC vulnerability management methodologies have been proposed for managing SC risk, most offer only point-based solutions that deal with a limited set of risks. This research aims to reinforce SC risk management by proposing an integrated approach. SC risks are identified and a risk index classification structure is created. Then we develop a SC risk assessment approach based on the analytic network process (ANP) and the VIKOR methods under the fuzzy environment where the vagueness and subjectivity are handled with linguistic terms parameterized by triangular fuzzy numbers. By using FANP, risks weights are calculated and then inserted to the FVIKOR to rank the SC members and find the most risky partner.

Keywords: Analytic network process (ANP), Fuzzy sets, Supply chain risk management (SCRM), VIšekriterijumsko KOmpromisno Rangiranje (VIKOR)

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Authors: K.Ramesh, A.Nirmalkumar, G.Gurusamy

Abstract:

In this paper, a new model order reduction phenomenon is introduced at the design stage of linear phase digital IIR filter. The complexity of a system can be reduced by adopting the model order reduction method in their design. In this paper a mixed method of model order reduction is proposed for linear IIR filter. The proposed method employs the advantages of factor division technique to derive the reduced order denominator polynomial and the reduced order numerator is obtained based on the resultant denominator polynomial. The order reduction technique is used to reduce the delay units at the design stage of IIR filter. The validity of the proposed method is illustrated with design example in frequency domain and stability is also examined with help of nyquist plot.

Keywords: Error index (J), Factor division method, IIR filter, Nyquist plot, Order reduction.

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