Search results for: binary data matrix model

Authors: N. Mahmoudi

Abstract:

Composite materials have important assets compared to traditional materials. They bring many functional advantages: lightness, mechanical resistance and chemical, etc. In the present study we examine the effect of a circular central notch and a precrack on the tensile fracture of two woven composite materials. The tensile tests were applied to a standardized specimen, notched and a precarcked (orientation of the crack 0°, 45° and 90°). These tensile tests were elaborated according to an experimental planning design of the type 23.31 requiring 24 experiments with three repetitions. By the analysis of regression, we obtained a mathematical model describing the maximum load according to the influential parameters (hole diameter, precrack length, angle of a precrack orientation). The specimens precracked at 90° have a better behavior than those having a precrack at 45° and still better than those having of the precracks oriented at 0°. In addition the maximum load is inversely proportional to the notch size.

Keywords: Polymer matrix, Glasses, Fracture.

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Authors: S. Pattanapairoj, D. Chetchotsak

Abstract:

This paper proposed classification models that would be used as a proxy for hard disk drive (HDD) functional test equitant which required approximately more than two weeks to perform the HDD status classification in either “Pass" or “Fail". These models were constructed by using committee network which consisted of a number of single neural networks. This paper also included the method to solve the problem of sparseness data in failed part, which was called “enforce learning method". Our results reveal that the constructed classification models with the proposed method could perform well in the sparse data conditions and thus the models, which used a few seconds for HDD classification, could be used to substitute the HDD functional tests.

Keywords: Sparse data, Classifications, Committee network

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Authors: A. Nabhan, Mohamed R. El-Sharkawy, A. Rashed

Abstract:

The main aim of this paper is to dedicate the belt drive system faults like cogs missing, misalignment and belt worm using vibration analysis technique. Experimentally, the belt drive test-rig is equipped to measure vibrations signals under different operating conditions. Finite element 3D model of belt drive system is created and vibration response analyzed using commercial finite element software ABAQUS/CAE.  Root mean square (RMS) and Crest Factor will serve as indicators of average amplitude of envelope analysis signals. The vibration signals pattern obtained from the simulation model and experimental data have the same characteristics. It can be concluded that each case of the RMS is more effective in detecting the defect for acceleration response. While Crest Factor parameter has a response with the displacement and velocity of vibration signals. Also it can be noticed that the model has difficulty in completing the solution when the misalignment angle is higher than 1 degree.

Keywords: Simulation model, misalignment, cogs missing and vibration analysis.

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Authors: Marcello Bettoni

Abstract:

As a learning theory tries to borrow from science a framework to found its method, it shows paradoxes and paralysing contraddictions. This results, on one hand, from adopting a learning/teaching model as it were a mere “transfer of data" (mechanical learning approach), and on the other hand from borrowing the complexity theory (an indeterministic and non-linear model), that risks to vanish every educational effort. This work is aimed at describing existing criticism, unveiling the antinomic nature of such paradoxes, focussing on a view where neither the mechanical learning perspective nor the chaotic and nonlinear model can threaten and jeopardize the educational work. Author intends to go back over the steps that led to these paradoxes and to unveil their antinomic nature. Actually this could serve the purpose to explain some current misunderstandings about the real usefulness of Ict within the youth-s learning process and growth.

Keywords: Antinomy, complexity, Leibniz, paradox

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Authors: Prathuang Usaborisut, Dithaporn Thungsotanon

Abstract:

Soil compaction induced by a tractor towing trailer becomes a major problem associated to sugarcane productivity. Soil beneath the tractor’s tire is not only under compressing stress but also shearing stress. Therefore, in order to help to understand such effects on soil, this research aimed to determine stress state in soil and predict compaction of soil under a tractive tire. The octahedral stress ratios under the tires were higher than one and much higher under higher draft forces. Moreover, the ratio was increasing with increase of number of tire’s passage. Soil compaction model was developed using data acquired from triaxial tests. The model was then used to predict soil bulk density under tractive tire. The maximum error was about 4% at 15 cm depth under lower draft force and tended to increase with depth and draft force. At depth of 30 cm and under higher draft force, the maximum error was about 16%.

Keywords: Draft force, soil compaction model, stress state, tractive tire.

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Authors: Amir Vahid Dastjerdi, Kamalrulnizam Abu Bakar

Abstract:

The first generation of Mobile Agents based Intrusion Detection System just had two components namely data collection and single centralized analyzer. The disadvantage of this type of intrusion detection is if connection to the analyzer fails, the entire system will become useless. In this work, we propose novel hybrid model for Mobile Agent based Distributed Intrusion Detection System to overcome the current problem. The proposed model has new features such as robustness, capability of detecting intrusion against the IDS itself and capability of updating itself to detect new pattern of intrusions. In addition, our proposed model is also capable of tackling some of the weaknesses of centralized Intrusion Detection System models.

Keywords: Distributed Intrusion Detection System, Mobile Agents, Network Security.

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Authors: Mario Gianni, Manuel A. Ruiz Garcia, Fiora Pirri

Abstract:

In this work, we present a Bayesian non-parametric approach to model the motion control of ATVs. The motion control model is based on a Dirichlet Process-Gaussian Process (DP-GP) mixture model. The DP-GP mixture model provides a flexible representation of patterns of control manoeuvres along trajectories of different lengths and discretizations. The model also estimates the number of patterns, sufficient for modeling the dynamics of the ATV.

Keywords: Dirichlet processes, Gaussian processes, robot control learning, tracked vehicles.

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Authors: Alia Alghosoun, Nabil El Moçayd, Mohammed Seaid

Abstract:

Modeling dam-break flows over non-flat beds requires an accurate representation of the topography which is the main source of uncertainty in the model. Therefore, developing robust and accurate techniques for reconstructing topography in this class of problems would reduce the uncertainty in the flow system. In many hydraulic applications, experimental techniques have been widely used to measure the bed topography. In practice, experimental work in hydraulics may be very demanding in both time and cost. Meanwhile, computational hydraulics have served as an alternative for laboratory and field experiments. Unlike the forward problem, the inverse problem is used to identify the bed parameters from the given experimental data. In this case, the shallow water equations used for modeling the hydraulics need to be rearranged in a way that the model parameters can be evaluated from measured data. However, this approach is not always possible and it suffers from stability restrictions. In the present work, we propose an adaptive optimal control technique to numerically identify the underlying bed topography from a given set of free-surface observation data. In this approach, a minimization function is defined to iteratively determine the model parameters. The proposed technique can be interpreted as a fractional-stage scheme. In the first stage, the forward problem is solved to determine the measurable parameters from known data. In the second stage, the adaptive control Ensemble Kalman Filter is implemented to combine the optimality of observation data in order to obtain the accurate estimation of the topography. The main features of this method are on one hand, the ability to solve for different complex geometries with no need for any rearrangements in the original model to rewrite it in an explicit form. On the other hand, its achievement of strong stability for simulations of flows in different regimes containing shocks or discontinuities over any geometry. Numerical results are presented for a dam-break flow problem over non-flat bed using different solvers for the shallow water equations. The robustness of the proposed method is investigated using different numbers of loops, sensitivity parameters, initial samples and location of observations. The obtained results demonstrate high reliability and accuracy of the proposed techniques.

Keywords: Optimal control, ensemble Kalman Filter, topography reconstruction, data assimilation, shallow water equations.

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Authors: Paola Lecca, Lorenzo Dematte

Abstract:

Reactiondiffusion systems are mathematical models that describe how the concentration of one or more substances distributed in space changes under the influence of local chemical reactions in which the substances are converted into each other, and diffusion which causes the substances to spread out in space. The classical representation of a reaction-diffusion system is given by semi-linear parabolic partial differential equations, whose general form is ÔêétX(x, t) = DΔX(x, t), where X(x, t) is the state vector, D is the matrix of the diffusion coefficients and Δ is the Laplace operator. If the solute move in an homogeneous system in thermal equilibrium, the diffusion coefficients are constants that do not depend on the local concentration of solvent and of solutes and on local temperature of the medium. In this paper a new stochastic reaction-diffusion model in which the diffusion coefficients are function of the local concentration, viscosity and frictional forces of solvent and solute is presented. Such a model provides a more realistic description of the molecular kinetics in non-homogenoeus and highly structured media as the intra- and inter-cellular spaces. The movement of a molecule A from a region i to a region j of the space is described as a first order reaction Ai k- → Aj , where the rate constant k depends on the diffusion coefficient. Representing the diffusional motion as a chemical reaction allows to assimilate a reaction-diffusion system to a pure reaction system and to simulate it with Gillespie-inspired stochastic simulation algorithms. The stochastic time evolution of the system is given by the occurrence of diffusion events and chemical reaction events. At each time step an event (reaction or diffusion) is selected from a probability distribution of waiting times determined by the specific speed of reaction and diffusion events. Redi is the software tool, developed to implement the model of reaction-diffusion kinetics and dynamics. It is a free software, that can be downloaded from http://www.cosbi.eu. To demonstrate the validity of the new reaction-diffusion model, the simulation results of the chaperone-assisted protein folding in cytoplasm obtained with Redi are reported. This case study is redrawing the attention of the scientific community due to current interests on protein aggregation as a potential cause for neurodegenerative diseases.

Keywords: Reaction-diffusion systems, Fick's law, stochastic simulation algorithm.

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Authors: D. Zabala, N. Sánchez, J. Pinto

Abstract:

A transient heat transfer mathematical model for the prediction of temperature distribution in the car body during primer baking has been developed by considering the thermal radiation and convection in the furnace chamber and transient heat conduction governing equations in the car framework. The car cockpit is considered like a structure with six flat plates, four vertical plates representing the car doors and the rear and front panels. The other two flat plates are the car roof and floor. The transient heat conduction in each flat plate is modeled by the lumped capacitance method. Comparison with the experimental data shows that the heat transfer model works well for the prediction of thermal behavior of the car body in the curing furnace, with deviations below 5%.

Keywords: Transient heat transfer, car body, lumpedcapacitance, primer baking.

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Authors: Kuan-Chou Chen, Keh-Wen “Carin” Chuang

Abstract:

This paper demonstrates a model of an e-Learning system based on nowadays learning theory and distant education practice. The relationships in the model are designed to be simple and functional and do not necessarily represent any particular e- Learning environments. It is meant to be a generic e-Learning system model with implications for any distant education course instructional design. It allows online instructors to move away from the discrepancy between the courses and body of knowledge. The interrelationships of four primary sectors that are at the e-Learning system are presented in this paper. This integrated model includes [1] pedagogy, [2] technology, [3] teaching, and [4] learning. There are interactions within each of these sectors depicted by system loop map.

Keywords: e-Learning system, online courses instructionaldesign, integrated model, interrelationships.

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Authors: Yuzhi Cai

Abstract:

In this talk, we introduce a newly developed quantile function model that can be used for estimating conditional distributions of financial returns and for obtaining multi-step ahead out-of-sample predictive distributions of financial returns. Since we forecast the whole conditional distributions, any predictive quantity of interest about the future financial returns can be obtained simply as a by-product of the method. We also show an application of the model to the daily closing prices of Dow Jones Industrial Average (DJIA) series over the period from 2 January 2004 - 8 October 2010. We obtained the predictive distributions up to 15 days ahead for the DJIA returns, which were further compared with the actually observed returns and those predicted from an AR-GARCH model. The results show that the new model can capture the main features of financial returns and provide a better fitted model together with improved mean forecasts compared with conventional methods. We hope this talk will help audience to see that this new model has the potential to be very useful in practice.

Keywords: DJIA, Financial returns, predictive distribution, quantile function model.

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Authors: Zhou Yu, Jiang Feng

Abstract:

An adaptive Chinese hand-talking system is presented in this paper. By analyzing the 3 data collecting strategies for new users, the adaptation framework including supervised and unsupervised adaptation methods is proposed. For supervised adaptation, affinity propagation (AP) is used to extract exemplar subsets, and enhanced maximum a posteriori / vector field smoothing (eMAP/VFS) is proposed to pool the adaptation data among different models. For unsupervised adaptation, polynomial segment models (PSMs) are used to help hidden Markov models (HMMs) to accurately label the unlabeled data, then the "labeled" data together with signerindependent models are inputted to MAP algorithm to generate signer-adapted models. Experimental results show that the proposed framework can execute both supervised adaptation with small amount of labeled data and unsupervised adaptation with large amount of unlabeled data to tailor the original models, and both achieve improvements on the performance of recognition rate.

Keywords: sign language recognition, signer adaptation, eMAP/VFS, polynomial segment model.

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Authors: Bu Jianhui, Bi Jinshun, Liu Mengxin, Luo Jiajun, Han Zhengsheng

Abstract:

The floating body effect is a serious problem for the PDSOI MOSFET, and the H-gate layout is frequently used as the body contact to eliminate this effect. Unfortunately, most of the standard commercial SOI MOSFET model is for the device with finger gate, the necessity of the new models for the H-gate device arises. A simulation model for the H-gate PDSOI MOSFET is proposed based on the 0.35μm PDSOI process developed by the Institute of Microelectronics of the Chinese Academy of Sciences (IMECAS), and then the model is well verified by the ring-oscillator.

Keywords: PDSOI H-gate Device model Body contact.

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Authors: S. Benzarti, H. Mhiri, H. Bournot

Abstract:

In the current work, a numerical parametric study was performed in order to model the fluid mechanics in the riser of a bubbling fluidized bed (BFB). The gas-solid flow was simulated by mean of a multi-fluid Eulerian model incorporating the kinetic theory for solid particles. The bubbling fluidized bed was simulated two dimensionally by mean of a Computational Fluid Dynamic (CFD) commercial software package, Fluent. The effects of using different inter-phase drag function (the drag model of Gidaspow, Syamlal and O-Brien and the EMMS drag model) on the model predictions were evaluated and compared. The results showed that the drag models of Gidaspow and Syamlal and O-Brien overestimated the drag force for the FCC particles and predicted a greater bed expansion in comparison to the EMMS drag model.

Keywords: Bubbling fluidized bed, CFD, drag model, EMMS

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Authors: P. Kumsawat, N. Pimpru, K. Attakitmongcol, A.Srikaew

Abstract:

In this paper, we proposed an efficient data compression strategy exploiting the multi-resolution characteristic of the wavelet transform. We have developed a sensor node called “Smart Sensor Node; SSN". The main goals of the SSN design are lightweight, minimal power consumption, modular design and robust circuitry. The SSN is made up of four basic components which are a sensing unit, a processing unit, a transceiver unit and a power unit. FiOStd evaluation board is chosen as the main controller of the SSN for its low costs and high performance. The software coding of the implementation was done using Simulink model and MATLAB programming language. The experimental results show that the proposed data compression technique yields recover signal with good quality. This technique can be applied to compress the collected data to reduce the data communication as well as the energy consumption of the sensor and so the lifetime of sensor node can be extended.

Keywords: Wireless sensor network, wavelet transform, data compression, ZigBee, skipped high-pass sub-band.

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Authors: V. Nikkhah Rashidabad, M. Manteghian, M. Masoumi, S. Mousavian, D. Ashouri

Abstract:

In this research, the capability of neural networks in  modeling and learning complicated and nonlinear relations has been  used to develop a model for the prediction of changes in the diameter  of bubbles in pool boiling distilled water. The input parameters used  in the development of this network include element temperature, heat  flux, and retention time of bubbles. The test data obtained from the  experiment of the pool boiling of distilled water, and the  measurement of the bubbles form on the cylindrical element. The  model was developed based on training algorithm, which is  typologically of back-propagation type. Considering the correlation  coefficient obtained from this model is 0.9633. This shows that this  model can be trusted for the simulation and modeling of the size of  bubble and thermal transfer of boiling.

Keywords: Bubble Diameter, Heat Flux, Neural Network, Training Algorithm.

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Authors: M. Karimpour, N. Elkhoury, L. Hitihamillage, S. Moridpour, R. Hesami

Abstract:

There is a necessity among rail transportation authorities for a superior understanding of the rail track degradation overtime and the factors influencing rail degradation. They need an accurate technique to identify the time when rail tracks fail or need maintenance. In turn, this will help to increase the level of safety and comfort of the passengers and the vehicles as well as improve the cost effectiveness of maintenance activities. An accurate model can play a key role in prediction of the long-term behaviour of railroad tracks. An accurate model can decrease the cost of maintenance. In this research, the rail track degradation is predicted using an autoregressive moving average with exogenous input (ARMAX). An ARMAX has been implemented on Melbourne tram data to estimate the values for the tram track degradation. Gauge values and rail usage in Million Gross Tone (MGT) are the main parameters used in the model. The developed model can accurately predict the future status of the tram tracks.

Keywords: ARMAX, Dynamic systems, MGT, Prediction, Rail degradation.

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Authors: Luke S. Carlos A. Thompson

Abstract:

The medical model of disability, though beneficial for the medical professional, is often exclusionary, restrictive and dehumanizing when applied to the lived experience of disability. As a result, a critique of this model was constructed called the social model of disability. Much of the language used to articulate the purpose behind the social model of disability can be summed up within the word inclusion. However, this essay asserts that inclusiveness is an incomplete aspiration. The social model, as it currently stands, does not aid in creating a society where those with impairments actually belong. Rather, the social model aids in lessening the visibility, or negative consequence of, difference. Therefore, the social model does not invite society to welcome those with physical and intellectual impairments. It simply aids society in ignoring the existence of impairment by removing explicit forms of exclusion. Rather than simple inclusion, then, this essay uses John Swinton’s concept of friendship and Jean Vanier’s understanding of belonging to better articulate the intended outcome of the social model—a society where everyone can belong.

Keywords: Belong, community, disability, exclusion, friendship, inclusion.

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Authors: Obeidat I., Bsoul M., Khasawneh A., Kilani Y.

Abstract:

This paper simulates the ad-hoc mesh network in rural areas, where such networks receive great attention due to their cost, since installing the infrastructure for regular networks in these areas is not possible due to the high cost. The distance between the communicating nodes is the most obstacles that the ad-hoc mesh network will face. For example, in Terranet technology, two nodes can communicate if they are only one kilometer far from each other. However, if the distance between them is more than one kilometer, then each node in the ad-hoc mesh networks has to act as a router that forwards the data it receives to other nodes. In this paper, we try to find the critical number of nodes which makes the network fully connected in a particular area, and then propose a method to enhance the intermediate node to accept to be a router to forward the data from the sender to the receiver. Much work was done on technological changes on peer to peer networks, but the focus of this paper will be on another feature which is to find the minimum number of nodes needed for a particular area to be fully connected and then to enhance the users to switch on their phones and accept to work as a router for other nodes. Our method raises the successful calls to 81.5% out of 100% attempt calls.

Keywords: Adjacency matrix, Ad-hoc mesh network, Connectedness, Terranet technology

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Authors: Anna Avramenko, Heikki Haario

Abstract:

This paper reports the development and application of a 2D1 depth-averaged model. The main goal of this contribution is to apply the depth averaged equations to a wind park model in which the treatment of the geometry, introduced on the mathematical model by the mass and momentum source terms. The depth-averaged model will be used in future to find the optimal position of wind turbines in the wind park. κ − ε and 2D LES turbulence models were consider in this article. 2D CFD2 simulations for one hill was done to check the depth-averaged model in practise.

Keywords: Depth-averaged equations, numerical modeling, CFD

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Authors: Deokho Kim, Wonwoo Lee, Jaewoong Lee, Teresa Ng, Gun-Ill Lee, Jiwon Jeong

Abstract:

This paper presents a method for improving object search accuracy using a deep learning model. A major limitation to provide accurate similarity with deep learning is the requirement of huge amount of data for training pairwise similarity scores (metrics), which is impractical to collect. Thus, similarity scores are usually trained with a relatively small dataset, which comes from a different domain, causing limited accuracy on measuring similarity. For this reason, this paper proposes a deep learning model that can be trained with a significantly small amount of data, a clustered data which of each cluster contains a set of visually similar images. In order to measure similarity distance with the proposed method, visual features of two images are extracted from intermediate layers of a convolutional neural network with various pooling methods, and the network is trained with pairwise similarity scores which is defined zero for images in identical cluster. The proposed method outperforms the state-of-the-art object similarity scoring techniques on evaluation for finding exact items. The proposed method achieves 86.5% of accuracy compared to the accuracy of the state-of-the-art technique, which is 59.9%. That is, an exact item can be found among four retrieved images with an accuracy of 86.5%, and the rest can possibly be similar products more than the accuracy. Therefore, the proposed method can greatly reduce the amount of training data with an order of magnitude as well as providing a reliable similarity metric.

Keywords: Visual search, deep learning, convolutional neural network, machine learning.

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Authors: Abdelrahman Elsehsah, Hany Madkour, Khalid Farah

Abstract:

This article presents a 3-D modified non-linear elastic model in the strain space. The Helmholtz free energy function is introduced with the existence of a dissipation potential surface in the space of thermodynamic conjugate forces. The constitutive equation and the damage evolution were derived as well. The modified damage has been examined to model the nonlinear behavior of reinforced concrete (RC) slabs with an opening. A parametric study with RC was carried out to investigate the impact of different factors on the behavior of RC slabs. These factors are the opening area, the opening shape, the place of opening, and the thickness of the slabs. And the numerical results have been compared with the experimental data from literature. Finally, the model showed its ability to be applied to the structural analysis of RC slabs.

Keywords: 3-D numerical analysis, damage mechanics, RC slab with opening.

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Authors: Hossein Taherian Far, Ali Bazaee

Abstract:

Achieving continuous sustained economic growth and following economic development can be the target for all countries which are looking for it. In this regard, distribution industry plays an important role in growth and development of any nation. So, estimating the efficiency and productivity of the so called industry and identifying factors influencing it, is very necessary. The objective of the present study is to measure the efficiency and productivity of seven branches of Nina Distribution Company using window data envelopment analysis and Malmquist productivity index from spring 2013 to summer 2015. In this study, using criteria of fixed assets, payroll personnel, operating costs and duration of collection of receivables were selected as inputs and people and net sales, gross profit and percentage of coverage to customers were selected as outputs. Then, the process of performance window data envelopment analysis was driven and process efficiency has been measured using Malmquist index. The results indicate that the average technical efficiency of window Data Envelopment Analysis (DEA) model and fluctuating trend is sustainable. But the average management efficiency in window DEA model is related with negative growth (decline) of about 13%. The mean scale efficiency in all windows, except in the second one which is faced with 8%, shows growth of 18% compared to the first window. On the other hand, the mean change in total factor productivity in all branches of the industry shows average negative growth (decrease) of 12% which are the result of a negative change in technology.

Keywords: Nina Distribution Company branches, window data envelopment analysis, Malmquist productivity index.

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Authors: V.Manikandan, N.Devarajan

Abstract:

The main objective of this work is to provide a fault detection and isolation based on Markov parameters for residual generation and a neural network for fault classification. The diagnostic approach is accomplished in two steps: In step 1, the system is identified using a series of input / output variables through an identification algorithm. In step 2, the fault is diagnosed comparing the Markov parameters of faulty and non faulty systems. The Artificial Neural Network is trained using predetermined faulty conditions serves to classify the unknown fault. In step 1, the identification is done by first formulating a Hankel matrix out of Input/ output variables and then decomposing the matrix via singular value decomposition technique. For identifying the system online sliding window approach is adopted wherein an open slit slides over a subset of 'n' input/output variables. The faults are introduced at arbitrary instances and the identification is carried out in online. Fault residues are extracted making a comparison of the first five Markov parameters of faulty and non faulty systems. The proposed diagnostic approach is illustrated on benchmark problems with encouraging results.

Keywords: Artificial neural network, Fault Diagnosis, Identification, Markov parameters.

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Authors: Mehmet Savsar

Abstract:

This paper presents a model for an unreliable production line, which is operated according to demand with constant work-in-process (CONWIP). A simulation model is developed based on the discrete model and several case problems are analyzed using the model. The model is utilized to optimize storage space capacities at intermediate stages and the number of kanbans at the last stage, which is used to trigger the production at the first stage. Furthermore, effects of several line parameters on production rate are analyzed using design of experiments.

Keywords: Production line simulator, Push-pull system, JIT system, Constant WIP, Machine failures.

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Authors: Joonas Pääkkönen

Abstract:

In sports, individuals and teams are typically interested in final rankings. Final results, such as times or distances, dictate these rankings, also known as places. Places can be further associated with ordered random variables, commonly referred to as order statistics. In this work, we introduce a simple, yet accurate order statistical ordinal regression function that predicts relay race places with changeover-times. We call this function the Fenton-Wilkinson Order Statistics model. This model is built on the following educated assumption: individual leg-times follow log-normal distributions. Moreover, our key idea is to utilize Fenton-Wilkinson approximations of changeover-times alongside an estimator for the total number of teams as in the notorious German tank problem. This original place regression function is sigmoidal and thus correctly predicts the existence of a small number of elite teams that significantly outperform the rest of the teams. Our model also describes how place increases linearly with changeover-time at the inflection point of the log-normal distribution function. With real-world data from Jukola 2019, a massive orienteering relay race, the model is shown to be highly accurate even when the size of the training set is only 5% of the whole data set. Numerical results also show that our model exhibits smaller place prediction root-mean-square-errors than linear regression, mord regression and Gaussian process regression.

Keywords: Fenton-Wilkinson approximation, German tank problem, log-normal distribution, order statistics, ordinal regression, orienteering, sports analytics, sports modeling.

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Authors: A. H. Akhaveissy

Abstract:

Nonlinear finite element method with eight noded isoparametric quadrilateral element is used for prediction of loaddeformation behavior including bearing capacity of foundations. Modified generalized plasticity model with non-associated flow rule is applied for analysis of soil-footing system. Also Von Mises and Tresca criterions are used for simulation of soil behavior. Modified generalized plasticity model is able to simulate load-deformation including softening behavior. Localization phenomena are considered by different meshes. Localization phenomena have not been seen in the examples. Predictions by modified generalized plasticity model show good agreement with laboratory data and theoretical prediction in comparison the other models.

Keywords: Localization phenomena, Generalized plasticity, Non-associated Flow Rule

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Authors: Rozilawati Razali, Paul W. Garratt

Abstract:

Software maintenance, which involves making enhancements, modifications and corrections to existing software systems, consumes more than half of developer time. Specification comprehensibility plays an important role in software maintenance as it permits the understanding of the system properties more easily and quickly. The use of formal notation such as B increases a specification-s precision and consistency. However, the notation is regarded as being difficult to comprehend. Semi-formal notation such as the Unified Modelling Language (UML) is perceived as more accessible but it lacks formality. Perhaps by combining both notations could produce a specification that is not only accurate and consistent but also accessible to users. This paper presents an experiment conducted on a model that integrates the use of both UML and B notations, namely UML-B, versus a B model alone. The objective of the experiment was to evaluate the comprehensibility of a UML-B model compared to a traditional B model. The measurement used in the experiment focused on the efficiency in performing the comprehension tasks. The experiment employed a cross-over design and was conducted on forty-one subjects, including undergraduate and masters students. The results show that the notation used in the UML-B model is more comprehensible than the B model.

Keywords: Model comprehensibility, formal and semi-formal notation, empirical assessment.

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Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

Abstract:

In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: Equivalent Martingale Measure, European Put Option, Girsanov Theorem, Martingales, Monte Carlo method, option price valuation, option price valuation formula.

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