Search results for: generalized linear model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8754

Search results for: generalized linear model

7434 A Simulation Model for Bid Price Decision Making

Authors: R. Sammoura

Abstract:

In Lebanon, public construction projects are awarded to the contractor submitting the lowest bid price based on a competitive bidding process. The contractor has to make a strategic decision in choosing the appropriate bid price that will offer a satisfactory profit with a greater probability to win. A simulation model for bid price decision making based on the lowest bid price evaluation is developed. The model, built using Crystal Ball decisionengineering software, considers two main factors affecting the bidding process: the number of qualified bidders and the size of the project. The validity of the model is tested on twelve separate projects. The study also shows how to use the model to conduct risk analysis and help any specific contractor to decide on his bid price with associated certainty level in a scientific method.

Keywords: Bid price, Competition, Decision making, Simulation.

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7433 Dynamical Transmission Model of Chikungunya in Thailand

Authors: P. Pongsumpun

Abstract:

One of the important tropical diseases is Chikunkunya. This disease is transmitted between the human by the insect-borne virus, of the genus Alphavirus. It occurs in Africa, Asia and the Indian subcontinent. In Thailand, the incidences due to this disease are increasing every year. In this study, the transmission of this disease is studied through dynamical model analysis.

Keywords: Chikunkunya, dynamical model, Endemic region, Routh-Hurwitz criteria.

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7432 Voltage Sag Effect on Three Phase Five Leg Transformers

Authors: M. R. Dolatian, A. Jalilian

Abstract:

The behavior of three phase five leg transformer under voltage sag is studied in this paper. This paper proposes a simple, practical model of a three phase-five leg, saturated transformer with accurate performance. Transformer saturation is produced when the voltage sag is recovered and it causes inrush current in transformer. Effects of voltage sag depth, duration and initial point on wave have been analyzed in this paper. Initial point on wave can produce maximum inrush current in five leg transformers while comparing with three leg transformers. The magnetic circuit symmetry of five leg transformer produces the more symmetrical shape of inrush current curves versus initial point on wave and sag duration than three leg transformer. The simulations show that current peak has a periodical dependence on sag duration and linear dependence on sag depth. Inrush current that is produced in three phase five leg transformer is higher than three phase three leg transformer.

Keywords: Inrush current, three phase five leg transformer, saturation, voltage sag.

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7431 A Hidden Markov Model for Modeling Pavement Deterioration under Incomplete Monitoring Data

Authors: Nam Lethanh, Bryan T. Adey

Abstract:

In this paper, the potential use of an exponential hidden Markov model to model a hidden pavement deterioration process, i.e. one that is not directly measurable, is investigated. It is assumed that the evolution of the physical condition, which is the hidden process, and the evolution of the values of pavement distress indicators, can be adequately described using discrete condition states and modeled as a Markov processes. It is also assumed that condition data can be collected by visual inspections over time and represented continuously using an exponential distribution. The advantage of using such a model in decision making process is illustrated through an empirical study using real world data.

Keywords: Deterioration modeling, Exponential distribution, Hidden Markov model, Pavement management

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7430 Feature Analysis of Predictive Maintenance Models

Authors: Zhaoan Wang

Abstract:

Research in predictive maintenance modeling has improved in the recent years to predict failures and needed maintenance with high accuracy, saving cost and improving manufacturing efficiency. However, classic prediction models provide little valuable insight towards the most important features contributing to the failure. By analyzing and quantifying feature importance in predictive maintenance models, cost saving can be optimized based on business goals. First, multiple classifiers are evaluated with cross-validation to predict the multi-class of failures. Second, predictive performance with features provided by different feature selection algorithms are further analyzed. Third, features selected by different algorithms are ranked and combined based on their predictive power. Finally, linear explainer SHAP (SHapley Additive exPlanations) is applied to interpret classifier behavior and provide further insight towards the specific roles of features in both local predictions and global model behavior. The results of the experiments suggest that certain features play dominant roles in predictive models while others have significantly less impact on the overall performance. Moreover, for multi-class prediction of machine failures, the most important features vary with type of machine failures. The results may lead to improved productivity and cost saving by prioritizing sensor deployment, data collection, and data processing of more important features over less importance features.

Keywords: Automated supply chain, intelligent manufacturing, predictive maintenance machine learning, feature engineering, model interpretation.

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7429 Reference Model for the Implementation of an E-Commerce Solution in Peruvian SMEs in the Retail Sector

Authors: Julio Kauss, Miguel Cadillo, David Mauricio

Abstract:

E-commerce is a business model that allows companies to optimize the processes of buying, selling, transferring goods and exchanging services through computer networks or the Internet. In Peru, the electronic commerce is used infrequently. This situation is due, in part to the fact that there is no model that allows companies to implement an e-commerce solution, which means that most SMEs do not have adequate knowledge to adapt to electronic commerce. In this work, a reference model is proposed for the implementation of an e-commerce solution in Peruvian SMEs in the retail sector. It consists of five phases: Business Analysis, Business Modeling, Implementation, Post Implementation and Results. The present model was validated in a SME of the Peruvian retail sector through the implementation of an electronic commerce platform, through which the company increased its sales through the delivery channel by 10% in the first month of deployment. This result showed that the model is easy to implement, is economical and agile. In addition, it allowed the company to increase its business offer, adapt to e-commerce and improve customer loyalty.

Keywords: E-commerce, retail, SMEs, reference model.

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7428 A Genetic Algorithm Based Permutation and Non-Permutation Scheduling Heuristics for Finite Capacity Material Requirement Planning Problem

Authors: Watchara Songserm, Teeradej Wuttipornpun

Abstract:

This paper presents a genetic algorithm based permutation and non-permutation scheduling heuristics (GAPNP) to solve a multi-stage finite capacity material requirement planning (FCMRP) problem in automotive assembly flow shop with unrelated parallel machines. In the algorithm, the sequences of orders are iteratively improved by the GA characteristics, whereas the required operations are scheduled based on the presented permutation and non-permutation heuristics. Finally, a linear programming is applied to minimize the total cost. The presented GAPNP algorithm is evaluated by using real datasets from automotive companies. The required parameters for GAPNP are intently tuned to obtain a common parameter setting for all case studies. The results show that GAPNP significantly outperforms the benchmark algorithm about 30% on average.

Keywords: Finite capacity MRP, genetic algorithm, linear programming, flow shop, unrelated parallel machines, application in industries.

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7427 Oscillation Theorems for Second-order Nonlinear Neutral Dynamic Equations with Variable Delays and Damping

Authors: Da-Xue Chen, Guang-Hui Liu

Abstract:

In this paper, we study the oscillation of a class of second-order nonlinear neutral damped variable delay dynamic equations on time scales. By using a generalized Riccati transformation technique, we obtain some sufficient conditions for the oscillation of the equations. The results of this paper improve and extend some known results. We also illustrate our main results with some examples.

Keywords: Oscillation theorem, second-order nonlinear neutral dynamic equation, variable delay, damping, Riccati transformation.

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7426 Electromagnetic Wave Propagation Equations in 2D by Finite Difference Method

Authors: N. Fusun Oyman Serteller

Abstract:

In this paper, the techniques to solve time dependent electromagnetic wave propagation equations based on the Finite Difference Method (FDM) are proposed by comparing the results with Finite Element Method (FEM) in 2D while discussing some special simulation examples.  Here, 2D dynamical wave equations for lossy media, even with a constant source, are discussed for establishing symbolic manipulation of wave propagation problems. The main objective of this contribution is to introduce a comparative study of two suitable numerical methods and to show that both methods can be applied effectively and efficiently to all types of wave propagation problems, both linear and nonlinear cases, by using symbolic computation. However, the results show that the FDM is more appropriate for solving the nonlinear cases in the symbolic solution. Furthermore, some specific complex domain examples of the comparison of electromagnetic waves equations are considered. Calculations are performed through Mathematica software by making some useful contribution to the programme and leveraging symbolic evaluations of FEM and FDM.

Keywords: Finite difference method, finite element method, linear-nonlinear PDEs, symbolic computation, wave propagation equations.

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7425 Static Response of Homogeneous Clay Stratum to Imposed Structural Loads

Authors: Aaron Aboshio

Abstract:

Numerical study of the static response of homogeneous clay stratum considering a wide range of cohesion and subject to foundation loads is presented. The linear elastic–perfectly plastic constitutive relation with the von Mises yield criterion were utilised to develop a numerically cost effective finite element model for the soil while imposing a rigid body constrain to the foundation footing. From the analyses carried out, estimate of the bearing capacity factor, Nc as well as the ultimate load-carrying capacities of these soils, effect of cohesion on foundation settlements, stress fields and failure propagation were obtained. These are consistent with other findings in the literature and hence can be a useful guide in design of safe foundations in clay soils for buildings and other structure.

Keywords: Bearing capacity factors, finite element method, safe bearing pressure, structure-soil interaction.

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7424 Kinetic Façade Design Using 3D Scanning to Convert Physical Models into Digital Models

Authors: Do-Jin Jang, Sung-Ah Kim

Abstract:

In designing a kinetic façade, it is hard for the designer to make digital models due to its complex geometry with motion. This paper aims to present a methodology of converting a point cloud of a physical model into a single digital model with a certain topology and motion. The method uses a Microsoft Kinect sensor, and color markers were defined and applied to three paper folding-inspired designs. Although the resulted digital model cannot represent the whole folding range of the physical model, the method supports the designer to conduct a performance-oriented design process with the rough physical model in the reduced folding range.

Keywords: Design media, kinetic façades, tangible user interface, 3D scanning.

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7423 Analysis and Modeling of Stresses and Creeps Resulting from Soil Mechanics in Southern Plains of Kerman Province

Authors: Kourosh Nazarian

Abstract:

Many of the engineering materials, such as behavioral metals, have at least a certain level of linear behavior. It means that if the stresses are doubled, the deformations would be also doubled. In fact, these materials have linear elastic properties. Soils do not follow this law, for example, when compressed, soils become gradually tighter. On the surface of the ground, the sand can be easily deformed with a finger, but in high compressive stresses, they gain considerable hardness and strength. This is mainly due to the increase in the forces among the separate particles. Creeps also deform the soils under a constant load over time. Clay and peat soils have creep behavior. As a result of this phenomenon, structures constructed on such soils will continue their collapse over time. In this paper, the researchers analyzed and modeled the stresses and creeps in the southern plains of Kerman province in Iran through library-documentary, quantitative and software techniques, and field survey. The results of the modeling showed that these plains experienced severe stresses and had a collapse of about 26 cm in the last 15 years and also creep evidence was discovered in an area with a gradient of 3-6 degrees.

Keywords: Stress, creep, surface runoff.

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7422 A Novel Model for Simultaneously Minimising Costs and Risks in Just-in-Time Systems Using Multi-Backup Suppliers: Part 2- Results

Authors: Faraj El Dabee, Romeo Marian, Yousef Amer

Abstract:

This paper implements the inventory model developed in the first part of this paper in a simplified problem to simultaneously reduce costs and risks in JIT systems. This model is developed to ascertain an optimal ordering strategy for procuring raw materials by using regular multi-external and local backup suppliers to reduce the total cost of the products, and at the same time to reduce the risks arising from this cost reduction within production systems. A comparison between the cost of using the JIT system and using the proposed inventory model shows the superiority of the use of the inventory model.

Keywords: Lean manufacturing, Just-in-Time (JIT), production system, cost-risk reduction, inventory model, eternal supplier, local backup supplier.

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7421 Hydrolysis Characteristics of Polycrystalline Lithium Hydride Powders and Sintered Bulk

Authors: M. B. Shuai, S. Xiao, Q. S. Li, M. F. Chu, X. F. Yang

Abstract:

Ambient hydrolysis products in moist air and hydrolysis kinetics in argon with humidity of RH1.5% for polycrystalline LiH powders and sintered bulks were investigated by X-ray diffraction, Raman spectroscopy and gravimetry. The results showed that the hydrolysis products made up a layered structure of LiOH•H2O/LiOH/Li2O from surface of the sample to inside. In low humid argon atmosphere, the primary hydrolysis product was Li2O rather than LiOH. The hydrolysis kinetic curves of LiH bulks present a paralinear shape, which could be explained by the “Layer Diffusion Control" model. While a three-stage hydrolysis kinetic profile was observed for LiH powders under the same experimental conditions. The first two sections were similar to that of the bulk samples, and the third section also presents a linear reaction kinetics but with a smaller reaction rate compared to the second section because of a larger exothermic effect for the hydrolysis reaction of LiH powder.

Keywords: Hydrolysis, lithium compound, polycrystallinelithium hydride

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7420 An Adaptive Fuzzy Clustering Approach for the Network Management

Authors: Amal Elmzabi, Mostafa Bellafkih, Mohammed Ramdani

Abstract:

The Chiu-s method which generates a Takagi-Sugeno Fuzzy Inference System (FIS) is a method of fuzzy rules extraction. The rules output is a linear function of inputs. In addition, these rules are not explicit for the expert. In this paper, we develop a method which generates Mamdani FIS, where the rules output is fuzzy. The method proceeds in two steps: first, it uses the subtractive clustering principle to estimate both the number of clusters and the initial locations of a cluster centers. Each obtained cluster corresponds to a Mamdani fuzzy rule. Then, it optimizes the fuzzy model parameters by applying a genetic algorithm. This method is illustrated on a traffic network management application. We suggest also a Mamdani fuzzy rules generation method, where the expert wants to classify the output variables in some fuzzy predefined classes.

Keywords: Fuzzy entropy, fuzzy inference systems, genetic algorithms, network management, subtractive clustering.

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7419 Effects of Viscous Dissipation and Concentration Based Internal Heat Source on Convective Instability in a Porous Medium with Throughflow

Authors: N. Deepika, P. A. L. Narayana

Abstract:

Linear stability analysis of double diffusive convection in a horizontal porous layer saturated with fluid is examined by considering the effects of viscous dissipation, concentration based internal heat source and vertical throughflow. The basic steady state solution for Governing equations is derived. Linear stability analysis has been implemented numerically by using shooting and Runge-kutta methods. Critical thermal Rayleigh number Rac is obtained for various values of solutal Rayleigh number Sa, vertical Peclet number Pe, Gebhart number Ge, Lewis number Le and measure of concentration based internal heat source γ. It is observed that Ge has destabilizing effect for upward throughflow and stabilizing effect for downward throughflow. And γ has considerable destabilizing effect for upward throughflow and insignificant destabilizing effect for downward throughflow.

Keywords: Porous medium, concentration based internal heat source, vertical throughflow, viscous dissipation.

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7418 The Symmetric Solutions for Three-Point Singular Boundary Value Problems of Differential Equation

Authors: Li Xiguang

Abstract:

In this paper, by constructing a special operator and using fixed point index theorem of cone, we get the sufficient conditions for symmetric positive solution of a class of nonlinear singular boundary value problems with p-Laplace operator, which improved and generalized the result of related paper.

Keywords: Banach space, cone, fixed point index, singular differential equation, p-Laplace operator, symmetric solutions.

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7417 Multinomial Dirichlet Gaussian Process Model for Classification of Multidimensional Data

Authors: Wanhyun Cho, Soonja Kang, Sangkyoon Kim, Soonyoung Park

Abstract:

We present probabilistic multinomial Dirichlet classification model for multidimensional data and Gaussian process priors. Here, we have considered efficient computational method that can be used to obtain the approximate posteriors for latent variables and parameters needed to define the multiclass Gaussian process classification model. We first investigated the process of inducing a posterior distribution for various parameters and latent function by using the variational Bayesian approximations and important sampling method, and next we derived a predictive distribution of latent function needed to classify new samples. The proposed model is applied to classify the synthetic multivariate dataset in order to verify the performance of our model. Experiment result shows that our model is more accurate than the other approximation methods.

Keywords: Multinomial dirichlet classification model, Gaussian process priors, variational Bayesian approximation, Importance sampling, approximate posterior distribution, Marginal likelihood evidence.

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7416 Study of Anti-Symmetric Flexural Mode Propagation along Wedge Tip with a Crack

Authors: Manikanta Prasad Banda, Che Hua Yang

Abstract:

Anti-symmetric wave propagation along the particle motion of the wedge waves is known as anti-symmetric flexural (ASF) modes which travel along the wedge tips of the mid-plane apex with a small truncation. This paper investigates the characteristics of the ASF modes propagation with the wedge tip crack. The simulation and experimental results obtained by a three-dimensional (3-D) finite element model explained the contact acoustic non-linear (CAN) behavior in explicit dynamics in ABAQUS and the ultrasonic non-destructive testing (NDT) method is used for defect detection. The effect of various parameters on its high and low-level conversion modes are known for complex reflections and transmissions involved with direct reflections and transmissions. The results are used to predict the location of crack through complex transmission and reflection coefficients.

Keywords: ASF mode, crack detection, finite elements method, laser ultrasound technique, wedge waves.

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7415 A Kernel Classifier using Linearised Bregman Iteration

Authors: K. A. D. N. K Wimalawarne

Abstract:

In this paper we introduce a novel kernel classifier based on a iterative shrinkage algorithm developed for compressive sensing. We have adopted Bregman iteration with soft and hard shrinkage functions and generalized hinge loss for solving l1 norm minimization problem for classification. Our experimental results with face recognition and digit classification using SVM as the benchmark have shown that our method has a close error rate compared to SVM but do not perform better than SVM. We have found that the soft shrinkage method give more accuracy and in some situations more sparseness than hard shrinkage methods.

Keywords: Compressive sensing, Bregman iteration, Generalisedhinge loss, sparse, kernels, shrinkage functions

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7414 Rheological Modeling for Production of High Quality Polymeric

Authors: H.Hosseini, A.A. Azemati

Abstract:

The fundamental defect inherent to the thermoforming technology is wall-thickness variation of the products due to inadequate thermal processing during production of polymer. A nonlinear viscoelastic rheological model is implemented for developing the process model. This model describes deformation process of a sheet in thermoforming process. Because of relaxation pause after plug-assist stage and also implementation of two stage thermoforming process have minor wall-thickness variation and consequently better mechanical properties of polymeric articles. For model validation, a comparative analysis of the theoretical and experimental data is presented.

Keywords: High-quality polymeric article, Thermal Processing, Rheological model, Minor wall-thickness variation.

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7413 Analytical Proposal to Damage Assessment of Buried Continuous Pipelines during External Blast Loading

Authors: Danesh Nourzadeh, Sepideh Khorshid, Shiro Takada, Khosrow Bargi

Abstract:

In this paper, transversal vibration of buried pipelines during loading induced by underground explosions is analyzed. The pipeline is modeled as an infinite beam on an elastic foundation, so that soil-structure interaction is considered by means of transverse linear springs along the pipeline. The pipeline behavior is assumed to be ideal elasto-plastic which an ultimate strain value limits the plastic behavior. The blast loading is considered as a point load, considering the affected length at some point of the pipeline, in which the magnitude decreases exponentially with time. A closed-form solution for the quasi-static problem is carried out for both elastic and elasticperfect plastic behaviors of pipe materials. At the end, a comparative study on steel and polyethylene pipes with different sizes buried in various soil conditions, affected by a predefined underground explosion is conducted, in which effect of each parameter is discussed.

Keywords: Beam on elastic foundation, Buried pipelines, External explosion, Non-linear quasi-static solution.

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7412 Business Model Topology in Emerging Business Ecosystem

Authors: Olga Novikova, Timo Vuori

Abstract:

This paper describes topology of business models in market ecosystem of the emerging electric mobility industry. The business model topology shows that firm-s participation in the ecosystem is associated with different requirements on resources and capabilities, and different levels of risk. Business model concept is used together with concepts of networked value creation and shows that firms can achieve higher levels of sustainable advantage by cooperation, not competition. Hybrid business models provide companies a viable alternative possibility for participation in the market ecosystem.

Keywords: Business model, ecosystem, topology.

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7411 Dynamics of Nutrients Pool in the Baltic Sea Using the Ecosystem Model 3D-CEMBS

Authors: L. Dzierzbicka-Głowacka, M. Janecki

Abstract:

Seasonal variability of nutrients concentration in the Baltic Sea using the 3D ecosystem numerical model 3D-CEMBS has been investigated. Additionally this study shows horizontal and vertical distribution of nutrients in the Baltic Sea. Model domain is an extended Baltic Sea area divided into 600x640 horizontal grid cells. Aside from standard hydrodynamic parameters 3D-CEMBS produces modeled ecological variables such as: three types of phytoplankton, two detrital classes, dissolved oxygen and the nutrients (nitrate, ammonium, phosphate and silicate). The presented model allows prediction of parameters that describe distribution of nutrients concentration and phytoplankton biomass. 3D-CEMBS can be used to study the effect of different hydrodynamic and biogeochemical processes on distributions of these variables in a larger scale.

Keywords: ecosystem model, nutrients, Baltic Sea

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7410 A Sustainable Design Model by Integrated Evaluation of Closed-loop Design and Supply Chain Using a Mathematical Model

Authors: Yuan-Jye Tseng, Yi-Shiuan Chen

Abstract:

The paper presented a sustainable design model for integrated evaluation of the design and supply chain of a product for the sustainable objectives. To design a product, there can be alternative ways to assign the detailed specifications to fulfill the same design objectives. In the design alternative cases, different material and manufacturing processes with various supply chain activities may be required for the production. Therefore, it is required to evaluate the different design cases based on the sustainable objectives. In this research, a closed-loop design model is developed by integrating the forward design model and reverse design model. From the supply chain point of view, the decisions in the forward design model are connected with the forward supply chain. The decisions in the reverse design model are connected with the reverse supply chain considering the sustainable objectives. The purpose of this research is to develop a mathematical model for analyzing the design cases by integrated evaluating the criteria in the closed-loop design and the closed-loop supply chain. The decision variables are built to represent the design cases of the forward design and reverse design. The cost parameters in a forward design include the costs of material and manufacturing processes. The cost parameters in a reverse design include the costs of recycling, disassembly, reusing, remanufacturing, and disposing. The mathematical model is formulated to minimize the total cost under the design constraints. In practical applications, the decisions of the mathematical model can be used for selecting a design case for the purpose of sustainable design of a product. An example product is demonstrated in the paper. The test result shows that the sustainable design model is useful for integrated evaluation of the design and the supply chain to achieve the sustainable objectives.

Keywords: Closed-loop design, closed-loop supply chain, design evaluation, mathematical model, supply chain management, sustainable design model.

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7409 Slip Suppression of Electric Vehicles using Model Predictive PID Controller

Authors: Tohru Kawabe

Abstract:

In this paper, a new model predictive PID controller design method for the slip suppression control of EVs (electric vehicles) is proposed. The proposed method aims to improve the maneuverability and the stability of EVs by controlling the wheel slip ratio. The optimal control gains of PID framework are derived by the model predictive control (MPC) algorithm. There also include numerical simulation results to demonstrate the effectiveness of the method.

Keywords: Model Predictive Control, PID controller, Electric Vehicle, Slip suppression

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7408 Lateral Behavior of Concrete

Authors: Ali Khajeh Samani, Mario M. Attard

Abstract:

Lateral expansion is a factor defining the level of confinement in reinforced concrete columns. Therefore, predicting the lateral strain relationship with axial strain becomes an important issue. Measuring lateral strains in experiments is difficult and only few report experimental lateral strains. Among the existing analytical formulations, two recent models are compared with available test results in this paper with shortcomings highlighted. A new analytical model is proposed here for lateral strain axial strain relationship and is based on the supposition that the concrete behaves linear elastic in the early stages of loading and then nonlinear hardening up to the peak stress and then volumetric expansion. The proposal for the lateral strain axial strain relationship after the peak stress is mainly based on the hypothesis that the plastic lateral strain varies linearly with the plastic axial strain and it is shown that this is related to the lateral confinement level.

Keywords: Confined Concrete, Lateral Strain, Triaxial test, Postpeak behavior

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7407 A Probabilistic Optimization Approach for a Gas Processing Plant under Uncertain Feed Conditions and Product Requirements

Authors: G. Mesfin, M. Shuhaimi

Abstract:

This paper proposes a new optimization techniques for the optimization a gas processing plant uncertain feed and product flows. The problem is first formulated using a continuous linear deterministic approach. Subsequently, the single and joint chance constraint models for steady state process with timedependent uncertainties have been developed. The solution approach is based on converting the probabilistic problems into their equivalent deterministic form and solved at different confidence levels Case study for a real plant operation has been used to effectively implement the proposed model. The optimization results indicate that prior decision has to be made for in-operating plant under uncertain feed and product flows by satisfying all the constraints at 95% confidence level for single chance constrained and 85% confidence level for joint chance constrained optimizations cases.

Keywords: Butane, Feed composition, LPG, Productspecification, Propane.

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7406 Development of Neural Network Prediction Model of Energy Consumption

Authors: Maryam Jamela Ismail, Rosdiazli Ibrahim, Idris Ismail

Abstract:

In the oil and gas industry, energy prediction can help the distributor and customer to forecast the outgoing and incoming gas through the pipeline. It will also help to eliminate any uncertainties in gas metering for billing purposes. The objective of this paper is to develop Neural Network Model for energy consumption and analyze the performance model. This paper provides a comprehensive review on published research on the energy consumption prediction which focuses on structures and the parameters used in developing Neural Network models. This paper is then focused on the parameter selection of the neural network prediction model development for energy consumption and analysis on the result. The most reliable model that gives the most accurate result is proposed for the prediction. The result shows that the proposed neural network energy prediction model is able to demonstrate an adequate performance with least Root Mean Square Error.

Keywords: Energy Prediction, Multilayer Feedforward, Levenberg-Marquardt, Root Mean Square Error (RMSE)

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7405 Ruin Probability for a Markovian Risk Model with Two-type Claims

Authors: Dongdong Zhang, Deran Zhang

Abstract:

In this paper, a Markovian risk model with two-type claims is considered. In such a risk model, the occurrences of the two type claims are described by two point processes {Ni(t), t ¸ 0}, i = 1, 2, where {Ni(t), t ¸ 0} is the number of jumps during the interval (0, t] for the Markov jump process {Xi(t), t ¸ 0} . The ruin probability ª(u) of a company facing such a risk model is mainly discussed. An integral equation satisfied by the ruin probability ª(u) is obtained and the bounds for the convergence rate of the ruin probability ª(u) are given by using key-renewal theorem.

Keywords: Risk model, ruin probability, Markov jump process, integral equation.

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