Search results for: Data Aggregation

Authors: Milan Rippel, Petr Teply

Abstract:

This paper focuses on operational risk measurement techniques and on economic capital estimation methods. A data sample of operational losses provided by an anonymous Central European bank is analyzed using several approaches. Loss Distribution Approach and scenario analysis method are considered. Custom plausible loss events defined in a particular scenario are merged with the original data sample and their impact on capital estimates and on the financial institution is evaluated. Two main questions are assessed – What is the most appropriate statistical method to measure and model operational loss data distribution? and What is the impact of hypothetical plausible events on the financial institution? The g&h distribution was evaluated to be the most suitable one for operational risk modeling. The method based on the combination of historical loss events modeling and scenario analysis provides reasonable capital estimates and allows for the measurement of the impact of extreme events on banking operations.

Keywords: operational risk, scenario analysis, economic capital, loss distribution approach, extreme value theory, stress testing

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Authors: Pradeep Kumar, Abdul Wahid

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Accurate software reliability prediction not only enables developers to improve the quality of software but also provides useful information to help them for planning valuable resources. This paper examines the performance of three well-known data mining techniques (CART, TreeNet and Random Forest) for predicting software reliability. We evaluate and compare the performance of proposed models with Cascade Correlation Neural Network (CCNN) using sixteen empirical databases from the Data and Analysis Center for Software. The goal of our study is to help project managers to concentrate their testing efforts to minimize the software failures in order to improve the reliability of the software systems. Two performance measures, Normalized Root Mean Squared Error (NRMSE) and Mean Absolute Errors (MAE), illustrate that CART model is accurate than the models predicted using Random Forest, TreeNet and CCNN in all datasets used in our study. Finally, we conclude that such methods can help in reliability prediction using real-life failure datasets.

Keywords: Classification, Cascade Correlation Neural Network, Random Forest, Software reliability, TreeNet.

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Authors: Vinay Kumar Pilania, Debashish Chakravarty

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The present paper represent the efforts undertaken for the development of an semi-automatic robot that may be used for various post-disaster rescue operation planning and their subsequent execution using one-way communication of video and data from the robot to the controller and controller to the robot respectively. Wireless communication has been used for the purpose so that the robot may access the unapproachable places easily without any difficulties. It is expected that the information obtained from the robot would be of definite help to the rescue team for better planning and execution of their operations.

Keywords: Mine environment, mine navigation, mine rescue robot, video data transmission.

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Authors: Yongquan Zhao, Bo Huang

Abstract:

Spatial, Temporal, and Spectral Resolution (STSR) are three key characteristics of Earth observation satellite sensors; however, any single satellite sensor cannot provide Earth observations with high STSR simultaneously because of the hardware technology limitations of satellite sensors. On the other hand, a conflicting circumstance is that the demand for high STSR has been growing with the remote sensing application development. Although image fusion technology provides a feasible means to overcome the limitations of the current Earth observation data, the current fusion technologies cannot enhance all STSR simultaneously and provide high enough resolution improvement level. This study proposes a Hybrid Spatial-Temporal-Spectral image Fusion Model (HSTSFM) to generate synthetic satellite data with high STSR simultaneously, which blends the high spatial resolution from the panchromatic image of Landsat-8 Operational Land Imager (OLI), the high temporal resolution from the multi-spectral image of Moderate Resolution Imaging Spectroradiometer (MODIS), and the high spectral resolution from the hyper-spectral image of Hyperion to produce high STSR images. The proposed HSTSFM contains three fusion modules: (1) spatial-spectral image fusion; (2) spatial-temporal image fusion; (3) temporal-spectral image fusion. A set of test data with both phenological and land cover type changes in Beijing suburb area, China is adopted to demonstrate the performance of the proposed method. The experimental results indicate that HSTSFM can produce fused image that has good spatial and spectral fidelity to the reference image, which means it has the potential to generate synthetic data to support the studies that require high STSR satellite imagery.

Keywords: Hybrid spatial-temporal-spectral fusion, high resolution synthetic imagery, least square regression, sparse representation, spectral transformation.

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Authors: Sihem Mostefai, Abdelaziz Bouras, Mohamed Batouche

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To achieve competitive advantage nowadays, most of the industrial companies are considering that success is sustained to great product development. That is to manage the product throughout its entire lifetime ranging from design, manufacture, operation and destruction. Achieving this goal requires a tight collaboration between partners from a wide variety of domains, resulting in various product data types and formats, as well as different software tools. So far, the lack of a meaningful unified representation for product data semantics has slowed down efficient product development. This paper proposes an ontology based approach to enable such semantic interoperability. Generic and extendible product ontology is described, gathering main concepts pertaining to the mechanical field and the relations that hold among them. The ontology is not exhaustive; nevertheless, it shows that such a unified representation is possible and easily exploitable. This is illustrated thru a case study with an example product and some semantic requests to which the ontology responds quite easily. The study proves the efficiency of ontologies as a support to product data exchange and information sharing, especially in product development environments where collaboration is not just a choice but a mandatory prerequisite.

Keywords: Information exchange, product lifecyclemanagement, product ontology, semantic interoperability.

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Authors: B. Akhmetov, A. Doszhanova, A. Ivanov, T. Kartbayev, A. Malygin

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The article examines the methods of protection of citizens' personal data on the Internet using biometric identity authentication technology. It`s celebrated their potential danger due to the threat of loss of base biometric templates. To eliminate the threat of compromised biometric templates is proposed to use neural networks large and extra-large sizes, which will on the one hand securely (Highly reliable) to authenticate a person by his biometrics, and on the other hand make biometrics a person is not available for observation and understanding. This article also describes in detail the transformation of personal biometric data access code. It`s formed the requirements for biometrics converter code for his work with the images of "Insider," "Stranger", all the "Strangers". It`s analyzed the effect of the dimension of neural networks on the quality of converters mystery of biometrics in access code.

Keywords: Biometric security technologies, Conversion of personal biometric data access code, Electronic signature, Large neural networks, quality of converters "Biometrics - the code", the Egovernment.

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Authors: Leila Rashidian

Abstract:

Temperature rise on Earth has had harmful effects on the Earth's surface and has led to change in precipitation patterns all around the world. The present research was aimed to study the process of climate change according to the data simulation in future and compare these parameters with current situation in the studied stations in Semnan province including Garmsar, Shahrood and Semnan. In this regard, LARS-WG software, HADCM₃ model and A₂ scenario were used for the 2010-2030 period. In this model, climatic parameters such as maximum and minimum temperature, precipitation and radiation were used daily. The obtained results indicated that there will be a 4.4% increase in precipitation in Semnan province compared with the observed data, and in general, there will be a 1.9% increase in temperature. This temperature rise has significant impact on precipitation patterns. Most of precipitation will be raining (torrential rains in some cases). According to the results, from west to east, the country will experience more temperature rise and will be warmer.

Keywords: Climate change, Semnan province, LARS-WG model, climate parameters, HADCM3 model.

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Authors: M. Mousavi-Daramoroudi, H. Yousefnia, F. Abbasi-Davani, S. Zolghadri

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Dosimetry is an indispensable and precious factor in patient treatment planning to minimize the absorbed dose in vital tissues. In this study, compartmental model was used in order to estimate the human absorbed dose of ¹⁷⁷Lu-DOTATOC from the biodistribution data in wild type rats. For this purpose, ¹⁷⁷Lu-DOTATOC was prepared under optimized conditions and its biodistribution was studied in male Syrian rats up to 168 h. Compartmental model was applied to mathematical description of the drug behaviour in tissue at different times. Dosimetric estimation of the complex was performed using radiation absorbed dose assessment resource (RADAR). The biodistribution data showed high accumulation in the adrenal and pancreas as the major expression sites for somatostatin receptor (SSTR). While kidneys as the major route of excretion receive 0.037 mSv/MBq, pancreas and adrenal also obtain 0.039 and 0.028 mSv/MBq. Due to the usage of this method, the points of accumulated activity data were enhanced, and further information of tissues uptake was collected that it will be followed by high (or improved) precision in dosimetric calculations.

Keywords: Compartmental modeling, human absorbed dose, 177Lu-DOTATOC, Syrian rats.

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Authors: M. Khosravy-el-Hossani, Q. Dorosti

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One of the important applications of gas turbines is their utilization for heat recovery steam generator in combine-cycle technology. Exhaust flow and energy are two key parameters for determining heat recovery steam generator performance which are mainly determined by the main gas turbine components performance data. For this reason a method was developed for determining the exhaust energy in the new edition of ASME PTC22. The result of this investigation shows that the method of standard has considerable error. Therefore in this paper a new method is presented for modifying of the performance calculation. The modified method is based on exhaust gas constituent analysis and combustion calculations. The case study presented here by two kind of General Electric gas turbine design data for validation of methodologies. The result shows that the modified method is more precise than the ASME PTC22 method. The exhaust flow calculation deviation from design data is 1.5-2 % by ASME PTC22 method so that the deviation regarding with modified method is 0.3-0.5%. Based on precision of analyzer instruments, the method can be suitable alternative for gas turbine standard performance test. In advance two methods are proposed based on known and unknown fuel in modified method procedure. The result of this paper shows that the difference between the two methods is below than %0.02. In according to reasonable esult of the second procedure (unknown fuel composition), the method can be applied to performance evaluation of gas turbine, so that the measuring cost and data gathering should be reduced.

Keywords: Gas turbine, Performance test code, Combined cycle.

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Authors: Steve J. Drew, Christopher J. Klopper

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In this paper, the action research driven design of a context relevant, developmental peer review of teaching model, its implementation strategy and its impact at an Australian university is presented. PRO-Teaching realizes an innovative process that triangulates contemporaneous teaching quality data from a range of stakeholders including students, discipline academics, learning and teaching expert academics, and teacher reflection to create reliable evidence of teaching quality. Data collected over multiple classroom observations allows objective reporting on development differentials in constructive alignment, peer, and student evaluations. Further innovation is realized in the application of this highly structured developmental process to provide summative evidence of sufficient validity to support claims for professional advancement and learning and teaching awards. Design decision points and contextual triggers are described within the operating domain. Academics and developers seeking to introduce structured peer review of teaching into their organization will find this paper a useful reference.

Keywords: Development loop, Multiple data sources, Objective reporting, Peer review of teaching.

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Authors: Jyoti Dua

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An algorithm is a well-defined procedure that takes some input in the form of some values, processes them and gives the desired output. It forms the basis of many other algorithms such as searching, pattern matching, digital filters etc., and other applications have been found in database systems, data statistics and processing, data communications and pattern matching. This paper introduces algorithmic “Enhanced Bidirectional Selection” sort which is bidirectional, stable. It is said to be bidirectional as it selects two values smallest from the front and largest from the rear and assigns them to their appropriate locations thus reducing the number of passes by half the total number of elements as compared to selection sort.

Keywords: Bubble sort, cocktail sort, selection sort, heap sort.

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Authors: Muhammad Aqil, Ichiro Kita, Akira Yano, Nishiyama Soichi

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This paper presents an alternate approach that uses artificial neural network to simulate the flood level dynamics in a river basin. The algorithm was developed in a decision support system environment in order to enable users to process the data. The decision support system is found to be useful due to its interactive nature, flexibility in approach and evolving graphical feature and can be adopted for any similar situation to predict the flood level. The main data processing includes the gauging station selection, input generation, lead-time selection/generation, and length of prediction. This program enables users to process the flood level data, to train/test the model using various inputs and to visualize results. The program code consists of a set of files, which can as well be modified to match other purposes. This program may also serve as a tool for real-time flood monitoring and process control. The running results indicate that the decision support system applied to the flood level seems to have reached encouraging results for the river basin under examination. The comparison of the model predictions with the observed data was satisfactory, where the model is able to forecast the flood level up to 5 hours in advance with reasonable prediction accuracy. Finally, this program may also serve as a tool for real-time flood monitoring and process control.

Keywords: Decision Support System, Neural Network, Flood Level

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Authors: Batel Noureddine, Mehenni Mohamed, Dekar Lies

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In biomedical implant field, a new formula is given for the study of Radio Frequency power attenuation by simultaneous effects of side and angular misalignment of the supply/data transfer coils. A confrontation with the practical measurements done into a Faraday cage, allowed a checking of the obtained theoretical results. The DC supply systems without material connection and the data transmitters used in the case of biomedical implants, can be well dimensioned by taking into account the possibility of power attenuation by misalignment of transfer coils

Keywords: Biomedical implant field, misalignment coils, powerattenuation, transmitter and receiver coils.

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Authors: Ashwaq Alsulami, Jianhua Shao

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Various organisations often need to understand discussions on social media, such as what trending topics are and characteristics of the people engaged in the discussion. A number of approaches have been proposed to extract attributes that would characterise a discussion group. However, these approaches are largely based on supervised learning, and as such they require a large amount of labelled data. We propose an approach in this paper that does not require labelled data, but rely on lexical sources to detect meaningful attributes for online discussion groups. Our findings show an acceptable level of accuracy in detecting attributes for Twitter discussion groups.

Keywords: Attributed community, attribute detection, community, social network.

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Authors: Jaime R. S. Fonseca

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Nevertheless the widespread application of finite mixture models in segmentation, finite mixture model selection is still an important issue. In fact, the selection of an adequate number of segments is a key issue in deriving latent segments structures and it is desirable that the selection criteria used for this end are effective. In order to select among several information criteria, which may support the selection of the correct number of segments we conduct a simulation study. In particular, this study is intended to determine which information criteria are more appropriate for mixture model selection when considering data sets with only categorical segmentation base variables. The generation of mixtures of multinomial data supports the proposed analysis. As a result, we establish a relationship between the level of measurement of segmentation variables and some (eleven) information criteria-s performance. The criterion AIC3 shows better performance (it indicates the correct number of the simulated segments- structure more often) when referring to mixtures of multinomial segmentation base variables.

Keywords: Quantitative Methods, Multivariate Data Analysis, Clustering, Finite Mixture Models, Information Theoretical Criteria, Simulation experiments.

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Authors: Parvinder S. Sandhu, Sandeep Khimta, Kiranpreet Kaur

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The prediction of Software quality during development life cycle of software project helps the development organization to make efficient use of available resource to produce the product of highest quality. “Whether a module is faulty or not" approach can be used to predict quality of a software module. There are numbers of software quality prediction models described in the literature based upon genetic algorithms, artificial neural network and other data mining algorithms. One of the promising aspects for quality prediction is based on clustering techniques. Most quality prediction models that are based on clustering techniques make use of K-means, Mixture-of-Guassians, Self-Organizing Map, Neural Gas and fuzzy K-means algorithm for prediction. In all these techniques a predefined structure is required that is number of neurons or clusters should be known before we start clustering process. But in case of Growing Neural Gas there is no need of predetermining the quantity of neurons and the topology of the structure to be used and it starts with a minimal neurons structure that is incremented during training until it reaches a maximum number user defined limits for clusters. Hence, in this work we have used Growing Neural Gas as underlying cluster algorithm that produces the initial set of labeled cluster from training data set and thereafter this set of clusters is used to predict the quality of test data set of software modules. The best testing results shows 80% accuracy in evaluating the quality of software modules. Hence, the proposed technique can be used by programmers in evaluating the quality of modules during software development.

Keywords: Growing Neural Gas, data clustering, fault prediction.

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Authors: Mahmoud R. Shaghaghian

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Amount of dissolve oxygen in a river has a great direct affect on aquatic macroinvertebrates and this would influence on the region ecosystem indirectly. In this paper it is tried to predict dissolved oxygen in rivers by employing an easy Fuzzy Logic Modeling, Wang Mendel method. This model just uses previous records to estimate upcoming values. For this purpose daily and hourly records of eight stations in Au Sable watershed in Michigan, United States are employed for 12 years and 50 days period respectively. Calculations indicate that for long period prediction it is better to increase input intervals. But for filling missed data it is advisable to decrease the interval. Increasing partitioning of input and output features influence a little on accuracy but make the model too time consuming. Increment in number of input data also act like number of partitioning. Large amount of train data does not modify accuracy essentially, so, an optimum training length should be selected.

Keywords: Dissolved oxygen, Au Sable, fuzzy logic modeling, Wang Mendel.

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Authors: Ahmed G. Mahgoub, Dahlia H. Hafez, Mostafa A. Abu Kiefa

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The Cone Penetration Test (CPT) is a common in-situ test which generally investigates a much greater volume of soil more quickly than possible from sampling and laboratory tests. Therefore, it has the potential to realize both cost savings and assessment of soil properties rapidly and continuously. The principle objective of this paper is to demonstrate the feasibility and efficiency of using artificial neural networks (ANNs) to predict the soil angle of internal friction (Φ) and the soil modulus of elasticity (E) from CPT results considering the uncertainties and non-linearities of the soil. In addition, ANNs are used to study the influence of different parameters and recommend which parameters should be included as input parameters to improve the prediction. Neural networks discover relationships in the input data sets through the iterative presentation of the data and intrinsic mapping characteristics of neural topologies. General Regression Neural Network (GRNN) is one of the powerful neural network architectures which is utilized in this study. A large amount of field and experimental data including CPT results, plate load tests, direct shear box, grain size distribution and calculated data of overburden pressure was obtained from a large project in the United Arab Emirates. This data was used for the training and the validation of the neural network. A comparison was made between the obtained results from the ANN's approach, and some common traditional correlations that predict Φ and E from CPT results with respect to the actual results of the collected data. The results show that the ANN is a very powerful tool. Very good agreement was obtained between estimated results from ANN and actual measured results with comparison to other correlations available in the literature. The study recommends some easily available parameters that should be included in the estimation of the soil properties to improve the prediction models. It is shown that the use of friction ration in the estimation of Φ and the use of fines content in the estimation of E considerable improve the prediction models.

Keywords: Angle of internal friction, Cone penetrating test, General regression neural network, Soil modulus of elasticity.

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Authors: A. Dal Monte, M. Raciti Castelli, G. B. Bellato, L. Stevanato, E. Benini

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The wind resource in the Italian site of Lendinara (RO) is analyzed through a systematic anemometric campaign performed on the top of the bell tower, at an altitude of over 100 m above the ground. Both the average wind speed and the Weibull distribution are computed. The resulting average wind velocity is in accordance with the numerical predictions of the Italian Wind Atlas, confirming the accuracy of the extrapolation of wind data adopted for the evaluation of wind potential at higher altitudes with respect to the commonly placed measurement stations.

Keywords: Anemometric campaign, wind resource, Weibull distribution, wind atlas

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Authors: Henrik L. Funke, Lars Ulke-Winter, Sandra Gelbrich, Lothar Kroll

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This work reports about an approach for an automatic adaptation of concrete formulations based on genetic algorithms (GA) to optimize a wide range of different fit-functions. In order to achieve the goal, a method was developed which provides a numerical description of a fibre reinforced concrete (FRC) mixture regarding the production technology and the property spectrum of the concrete. In a first step, the FRC mixture with seven fixed components was characterized by varying amounts of the components. For that purpose, ten concrete mixtures were prepared and tested. The testing procedure comprised flow spread, compressive and bending tensile strength. The analysis and approximation of the determined data was carried out by GAs. The aim was to obtain a closed mathematical expression which best describes the given seven-point cloud of FRC by applying a Gene Expression Programming with Free Coefficients (GEP-FC) strategy. The seven-parametric FRC-mixtures model which is generated according to this method correlated well with the measured data. The developed procedure can be used for concrete mixtures finding closed mathematical expressions, which are based on the measured data.

Keywords: Concrete design, fibre reinforced concrete, genetic algorithms, GEP-FC.

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Authors: Mohammad Ali Baradaran Ghahfarokhi, Parvin Baradaran Ghahfarokhi

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In this paper, first we introduce the stable distribution, stable process and theirs characteristics. The a -stable distribution family has received great interest in the last decade due to its success in modeling data, which are too impulsive to be accommodated by the Gaussian distribution. In the second part, we propose major applications of alpha stable distribution in telecommunication, computer science such as network delays and signal processing and financial markets. At the end, we focus on using stable distribution to estimate measure of risk in stock markets and show simulated data with statistical softwares.

Keywords: stable distribution, SaS, infinite variance, heavy tail networks, VaR.

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Authors: Javad Khazaei, Rick S. Blum

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Distributed control is an efficient and flexible approach for coordination of multi-agent systems. One of the main challenges in designing a distributed controller is identifying the governing dynamics of the dynamical systems. Data-driven system identification is currently undergoing a revolution. With the availability of high-fidelity measurements and historical data, model-free identification of dynamical systems can facilitate the control design without tedious modeling of high-dimensional and/or nonlinear systems. This paper develops a distributed control design using consensus theory for linear and nonlinear dynamical systems using sparse identification of system dynamics. Compared with existing consensus designs that heavily rely on knowing the detailed system dynamics, the proposed model-free design can accurately capture the dynamics of the system with available measurements and input data and provide guaranteed performance in consensus and tracking problems. Heterogeneous damped oscillators are chosen as examples of dynamical system for validation purposes.

Keywords: Consensus tracking, distributed control, model-free control, sparse identification of dynamical systems.

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Authors: Hong Choon Ong

Abstract:

Naïve Bayes classifiers are simple probabilistic classifiers. Classification extracts patterns by using data file with a set of labeled training examples and is currently one of the most significant areas in data mining. However, Naïve Bayes assumes the independence among the features. Structural learning among the features thus helps in the classification problem. In this study, the use of structural learning in Bayesian Network is proposed to be applied where there are relationships between the features when using the Naïve Bayes. The improvement in the classification using structural learning is shown if there exist relationship between the features or when they are not independent.

Keywords: Bayesian Network, Classification, Naïve Bayes, Structural Learning.

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Authors: Karolína Vozková, Matěj Kuc

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Net fee and commission income is one of the key elements of a bank’s core income. In the current low-interest rate environment, this type of income is gaining importance relative to net interest income. This paper analyses the effects of bank and country specific determinants of net fee and commission income on a set of cooperative banks from European countries in the 2007-2014 period. In order to do that, dynamic panel data methods (system Generalized Methods of Moments) were employed. Subsequently, alternative panel data methods were run as robustness checks of the analysis. Strong positive impact of bank concentration on the share of net fee and commission income was found, which proves that cooperative banks tend to display a higher share of fee income in less competitive markets. This is probably connected with the fact that they stick with their traditional deposit-taking and loan-providing model and fees on these services are driven down by the competitors. Moreover, compared to commercial banks, cooperatives do not expand heavily into non-traditional fee bearing services under competition and their overall fee income share is therefore decreasing with the increased competitiveness of the sector.

Keywords: Cooperative banking, dynamic panel data models, net fee, commission income, system GMM.

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Authors: Khaled Abduesslam. M, Mohammed Ali, Basher H Alsdai, Muhammad Nizam, Inayati

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This paper presents the voltage problem location classification using performance of Least Squares Support Vector Machine (LS-SVM) and Learning Vector Quantization (LVQ) in electrical power system for proper voltage problem location implemented by IEEE 39 bus New- England. The data was collected from the time domain simulation by using Power System Analysis Toolbox (PSAT). Outputs from simulation data such as voltage, phase angle, real power and reactive power were taken as input to estimate voltage stability at particular buses based on Power Transfer Stability Index (PTSI).The simulation data was carried out on the IEEE 39 bus test system by considering load bus increased on the system. To verify of the proposed LS-SVM its performance was compared to Learning Vector Quantization (LVQ). The results showed that LS-SVM is faster and better as compared to LVQ. The results also demonstrated that the LS-SVM was estimated by 0% misclassification whereas LVQ had 7.69% misclassification.

Keywords: IEEE 39 bus, Least Squares Support Vector Machine, Learning Vector Quantization, Voltage Collapse.

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Authors: Mangesh R. Phate, V. H. Tatwawadi

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This paper is intended to develop an artificial neural network (ANN) based model of material removal rate (MRR) in the turning of ferrous and nonferrous material in a Indian small-scale industry. MRR of the formulated model was proved with the testing data and artificial neural network (ANN) model was developed for the analysis and prediction of the relationship between inputs and output parameters during the turning of ferrous and nonferrous materials. The input parameters of this model are operator, work-piece, cutting process, cutting tool, machine and the environment.

The ANN model consists of a three layered feedforward back propagation neural network. The network is trained with pairs of independent/dependent datasets generated when machining ferrous and nonferrous material. A very good performance of the neural network, in terms of contract with experimental data, was achieved. The model may be used for the testing and forecast of the complex relationship between dependent and the independent parameters in turning operations.

Keywords: Field data based model, Artificial neural network, Simulation, Convectional Turning, Material removal rate.

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Authors: Giovanni Masala, Stefania Marica

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Forecasting electricity load plays a crucial role regards decision making and planning for economical purposes. Besides, in the light of the recent privatization and deregulation of the power industry, the forecasting of future electricity load turned out to be a very challenging problem. Empirical data about electricity load highlights a clear seasonal behavior (higher load during the winter season), which is partly due to climatic effects. We also emphasize the presence of load periodicity at a weekly basis (electricity load is usually lower on weekends or holidays) and at daily basis (electricity load is clearly influenced by the hour). Finally, a long-term trend may depend on the general economic situation (for example, industrial production affects electricity load). All these features must be captured by the model. The purpose of this paper is then to build an hourly electricity load model. The deterministic component of the model requires non-linear regression and Fourier series while we will investigate the stochastic component through econometrical tools. The calibration of the parameters’ model will be performed by using data coming from the Italian market in a 6 year period (2007- 2012). Then, we will perform a Monte Carlo simulation in order to compare the simulated data respect to the real data (both in-sample and out-of-sample inspection). The reliability of the model will be deduced thanks to standard tests which highlight a good fitting of the simulated values.

Keywords: ARMA-GARCH process, electricity load, fitting tests, Fourier series, Monte Carlo simulation, non-linear regression.

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Authors: Ninlawat Phuangchoke, Waraporn Viyanon, Setta Sasananan

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The most important process of the water treatment plant process is coagulation, which uses alum and poly aluminum chloride (PACL). Therefore, determining the dosage of alum and PACL is the most important factor to be prescribed. This research applies an artificial neural network (ANN), which uses the Levenberg–Marquardt algorithm to create a mathematical model (Soft Jar Test) for chemical dose prediction, as used for coagulation, such as alum and PACL, with input data consisting of turbidity, pH, alkalinity, conductivity, and, oxygen consumption (OC) of the Bangkhen Water Treatment Plant (BKWTP), under the authority of the Metropolitan Waterworks Authority of Thailand. The data were collected from 1 January 2019 to 31 December 2019 in order to cover the changing seasons of Thailand. The input data of ANN are divided into three groups: training set, test set, and validation set. The coefficient of determination and the mean absolute errors of the alum model are 0.73, 3.18 and the PACL model are 0.59, 3.21, respectively.

Keywords: Soft jar test, jar test, water treatment plant process, artificial neural network.

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Authors: Ondřej Bayer

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The paper evaluates the ongoing reform of VAT in the Czech Republic in terms of impacts on individual households. The main objective is to analyse the impact of given changes on individual households. The adopted method is based on the data related to household consumption by individual household quintiles; obtained data are subjected to micro-simulation examining. Results are discussed in terms of vertical tax justice. Results of the analysis reveal that VAT behaves regressively and a sole consolidation of rates at a higher level only increases the regression of this tax in the Czech Republic.

Keywords: Consolidation of rates, household quintiles, tax impact, VAT.

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Authors: Jiashang Jiang

Abstract:

Model updating is an inverse eigenvalue problem which concerns the modification of an existing but inaccurate model with measured modal data. In this paper, an efficient gradient based iterative method for updating the mass, damping and stiffness matrices simultaneously using a few of complex measured modal data is developed. Convergence analysis indicates that the iterative solutions always converge to the unique minimum Frobenius norm symmetric solution of the model updating problem by choosing a special kind of initial matrices.

Keywords: Model updating, iterative algorithm, damped structural system, optimal approximation.

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