Search results for: closed-loop model identification
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8081

Search results for: closed-loop model identification

6671 Monitoring of Belt-Drive Defects Using the Vibration Signals and Simulation Models

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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6670 Indoor Air Pollution of the Flexographic Printing Environment

Authors: Jelena S. Kiurski, Vesna S. Kecić, Snežana M. Aksentijević

Abstract:

The identification and evaluation of organic and inorganic pollutants were performed in a flexographic facility in Novi Sad, Serbia. Air samples were collected and analyzed in situ, during 4-hours working time at five sampling points by the mobile gas chromatograph and ozonometer at the printing of collagen casing. Experimental results showed that the concentrations of isopropyl alcohol, acetone, total volatile organic compounds and ozone varied during the sampling times. The highest average concentrations of 94.80 ppm and 102.57 ppm were achieved at 200 minutes from starting the production for isopropyl alcohol and total volatile organic compounds, respectively. The mutual dependences between target hazardous and microclimate parameters were confirmed using a multiple linear regression model with software package STATISTICA 10. Obtained multiple coefficients of determination in the case of ozone and acetone (0.507 and 0.589) with microclimate parameters indicated a moderate correlation between the observed variables. However, a strong positive correlation was obtained for isopropyl alcohol and total volatile organic compounds (0.760 and 0.852) with microclimate parameters. Higher values of parameter F than Fcritical for all examined dependences indicated the existence of statistically significant difference between the concentration levels of target pollutants and microclimates parameters. Given that, the microclimate parameters significantly affect the emission of investigated gases and the application of eco-friendly materials in production process present a necessity.

Keywords: Flexographic printing, indoor air, multiple regression analysis, pollution emission.

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6669 Kinematic Modelling and Maneuvering of A 5-Axes Articulated Robot Arm

Authors: T.C. Manjunath

Abstract:

This paper features the kinematic modelling of a 5-axis stationary articulated robot arm which is used for doing successful robotic manipulation task in its workspace. To start with, a 5-axes articulated robot was designed entirely from scratch and from indigenous components and a brief kinematic modelling was performed and using this kinematic model, the pick and place task was performed successfully in the work space of the robot. A user friendly GUI was developed in C++ language which was used to perform the successful robotic manipulation task using the developed mathematical kinematic model. This developed kinematic model also incorporates the obstacle avoiding algorithms also during the pick and place operation.

Keywords: Robot, Sensors, Kinematics, Computer, Control, PNP, LCD, Software.

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6668 Density Functional Calculations of N-14 andB-11 NQR Parameters in the H-capped (5, 5)Single-Wall BN Nanotube

Authors: Ahmad Seif, Karim Zare, Asadallah Boshra, Mehran Aghaie

Abstract:

Density functional theory (DFT) calculations were performed to compute nitrogen-14 and boron-11 nuclear quadrupole resonance (NQR) spectroscopy parameters in the representative model of armchair boron nitride nanotube (BNNT) for the first time. The considered model consisting of 1 nm length of H-capped (5, 5) single-wall BNNT were first allowed to fully relax and then the NQR calculations were carried out on the geometrically optimized model. The evaluated nuclear quadrupole coupling constants and asymmetry parameters for the mentioned nuclei reveal that the model can be divided into seven layers of nuclei with an equivalent electrostatic environment where those nuclei at the ends of tubes have a very strong electrostatic environment compared to the other nuclei along the length of tubes. The calculations were performed via Gaussian 98 package of program.

Keywords: Armchair Nanotube, Density Functional Theory, Nuclear Quadrupole Resonance.

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6667 Soil Stress State under Tractive Tire and Compaction Model

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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6666 On Methodologies for Analysing Sickness Absence Data: An Insight into a New Method

Authors: Xiaoshu Lu, Päivi Leino-Arjas, Kustaa Piha, Akseli Aittomäki, Peppiina Saastamoinen, Ossi Rahkonen, Eero Lahelma

Abstract:

Sickness absence represents a major economic and social issue. Analysis of sick leave data is a recurrent challenge to analysts because of the complexity of the data structure which is often time dependent, highly skewed and clumped at zero. Ignoring these features to make statistical inference is likely to be inefficient and misguided. Traditional approaches do not address these problems. In this study, we discuss model methodologies in terms of statistical techniques for addressing the difficulties with sick leave data. We also introduce and demonstrate a new method by performing a longitudinal assessment of long-term absenteeism using a large registration dataset as a working example available from the Helsinki Health Study for municipal employees from Finland during the period of 1990-1999. We present a comparative study on model selection and a critical analysis of the temporal trends, the occurrence and degree of long-term sickness absences among municipal employees. The strengths of this working example include the large sample size over a long follow-up period providing strong evidence in supporting of the new model. Our main goal is to propose a way to select an appropriate model and to introduce a new methodology for analysing sickness absence data as well as to demonstrate model applicability to complicated longitudinal data.

Keywords: Sickness absence, longitudinal data, methodologies, mix-distribution model.

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6665 Zero Inflated Models for Overdispersed Count Data

Authors: Y. N. Phang, E. F. Loh

Abstract:

The zero inflated models are usually used in modeling count data with excess zeros where the existence of the excess zeros could be structural zeros or zeros which occur by chance. These type of data are commonly found in various disciplines such as finance, insurance, biomedical, econometrical, ecology, and health sciences which involve sex and health dental epidemiology. The most popular zero inflated models used by many researchers are zero inflated Poisson and zero inflated negative binomial models. In addition, zero inflated generalized Poisson and zero inflated double Poisson models are also discussed and found in some literature. Recently zero inflated inverse trinomial model and zero inflated strict arcsine models are advocated and proven to serve as alternative models in modeling overdispersed count data caused by excessive zeros and unobserved heterogeneity. The purpose of this paper is to review some related literature and provide a variety of examples from different disciplines in the application of zero inflated models. Different model selection methods used in model comparison are discussed.

Keywords: Overdispersed count data, model selection methods, likelihood ratio, AIC, BIC.

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6664 Integrating PZB Model and TRIZ for Service Innovation of Tele-Healthcare

Authors: Chuang-Chun Chiou, Chien-Ju Liu, Jenteng Tsai

Abstract:

Due to the rise of aging population, effective utilization of healthcare resources has become an important issue. With the advance of ICT technology, the application of tele-healthcare service has received more attention than ever. The main purpose of this research is to investigate how to conduct innovative design for tele-healthcare service based on user-s perspectives. First, the healthcare service blueprint was used to describe the processes of tele-healthcare service delivery, and then construct PZB service quality gap model based on the literature and practitioners- interviews. Next, TRIZ theory is applied to implement service innovation. We found the proposed service innovation procedures can effectively improve the quality of service design.

Keywords: Tele-homecare, Service blueprint, TRIZ, PZB model

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6663 The Effects of Quality of Web-Based Applications on Competitive Advantage: An Empirical Study in Commercial Banks in Jordan

Authors: Faisal Asad Aburub

Abstract:

Many organizations are investing in web applications and technologies in order to be competitive, some of them could not achieve its goals. The quality of web-based applications could play an important role for organizations to be competitive. So the aim of this study is to investigate the impact of quality of web-based applications to achieve a competitive advantage. A new model has been developed. An empirical investigation was performed on a banking sector in Jordan to test the new model. The results show that impact of web-based applications on competitive advantage is significant. Finally, further work is planned to validate and evaluate the proposed model using several domains.

Keywords: Competitive advantage, web-based applications, empirical investigation.

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6662 Unsupervised Feature Learning by Pre-Route Simulation of Auto-Encoder Behavior Model

Authors: Youngjae Jin, Daeshik Kim

Abstract:

This paper describes a cycle accurate simulation results of weight values learned by an auto-encoder behavior model in terms of pre-route simulation. Given the results we visualized the first layer representations with natural images. Many common deep learning threads have focused on learning high-level abstraction of unlabeled raw data by unsupervised feature learning. However, in the process of handling such a huge amount of data, the learning method’s computation complexity and time limited advanced research. These limitations came from the fact these algorithms were computed by using only single core CPUs. For this reason, parallel-based hardware, FPGAs, was seen as a possible solution to overcome these limitations. We adopted and simulated the ready-made auto-encoder to design a behavior model in VerilogHDL before designing hardware. With the auto-encoder behavior model pre-route simulation, we obtained the cycle accurate results of the parameter of each hidden layer by using MODELSIM. The cycle accurate results are very important factor in designing a parallel-based digital hardware. Finally this paper shows an appropriate operation of behavior model based pre-route simulation. Moreover, we visualized learning latent representations of the first hidden layer with Kyoto natural image dataset.

Keywords: Auto-encoder, Behavior model simulation, Digital hardware design, Pre-route simulation, Unsupervised feature learning.

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6661 Discrete Modified Internal Model Control for a nth-order Plant with an Integrator and Dead-time

Authors: Manato Ono, Hiromitsu Ogawa, Naohiro Ban, Yoshihisa Ishida

Abstract:

This paper deals with a design method of a discrete modified Internal Model Control (IMC) for a plant with an integrator and dead time. If there is a load disturbance in the input or output side of the plant, the proposed control system can eliminate the steady-state error caused by it. The disturbance compensator in this method is simple and its order is low regardless of that of a plant. The simulation studies show that the proposed method has superior performance for a load disturbance rejection and robustness.

Keywords: Internal Model Control, Smith Predictor, Dead time, Integrator.

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6660 Continuous and Discontinuous Shock Absorber Control through Skyhook Strategy in Semi-Active Suspension System (4DOF Model)

Authors: A. Shamsi, N. Choupani

Abstract:

Active vibration isolation systems are less commonly used than passive systems due to their associated cost and power requirements. In principle, semi-active isolation systems can deliver the versatility, adaptability and higher performance of fully active systems for a fraction of the power consumption. Various semi-active control algorithms have been suggested in the past. This paper studies the 4DOF model of semi-active suspension performance controlled by on–off and continuous skyhook damping control strategy. The frequency and transient responses of model are evaluated in terms of body acceleration, roll angle and tire deflection and are compared with that of a passive damper. The results show that the semi-active system controlled by skyhook strategy always provides better isolation than a conventional passively damped system except at tire natural frequencies.

Keywords: Semi-active suspension system, Skyhook, Vibration isolation, 4DOF model.

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6659 A Fuzzy Time Series Forecasting Model for Multi-Variate Forecasting Analysis with Fuzzy C-Means Clustering

Authors: Emrah Bulut, Okan Duru, Shigeru Yoshida

Abstract:

In this study, a fuzzy integrated logical forecasting method (FILF) is extended for multi-variate systems by using a vector autoregressive model. Fuzzy time series forecasting (FTSF) method was recently introduced by Song and Chissom [1]-[2] after that Chen improved the FTSF method. Rather than the existing literature, the proposed model is not only compared with the previous FTS models, but also with the conventional time series methods such as the classical vector autoregressive model. The cluster optimization is based on the C-means clustering method. An empirical study is performed for the prediction of the chartering rates of a group of dry bulk cargo ships. The root mean squared error (RMSE) metric is used for the comparing of results of methods and the proposed method has superiority than both traditional FTS methods and also the classical time series methods.

Keywords: C-means clustering, Fuzzy time series, Multi-variate design

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6658 Developing an Audit Quality Model for an Emerging Market

Authors: Bita Mashayekhi, Azadeh Maddahi, Arash Tahriri

Abstract:

The purpose of this paper is developing a model for audit quality, with regard to the contextual and environmental attributes of the audit profession in Iran. For this purpose, using an exploratory approach, and because of the special attributes of the auditing profession in Iran in terms of the legal environment, regulatory and supervisory mechanisms, audit firms size, and etc., we used grounded theory approach as a qualitative research method. Therefore, we got the opinions of the experts in the auditing and capital market areas through unstructured interviews. As a result, the authors revealed the determinants of audit quality, and by using these determinants, developed an Integrated Audit Quality Model, including causal conditions, intervening conditions, context, as well as action strategies related to AQ and their consequences. In this research, audit quality is studied using a systemic approach. According to this approach, the quality of inputs, processes, and outputs of auditing determines the quality of auditing, therefore, the quality of all different parts of this system is considered.

Keywords: Audit quality, integrated audit quality model, audit supply, demand for audit service, grounded theory.

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6657 Application of Neural Networks to Predict Changing the Diameters of Bubbles in Pool Boiling Distilled Water

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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6656 Technology Adoption among Small and Medium Enterprises (SME's): A Research Agenda

Authors: Ramayah Thurasamy, Osman Mohamad, Azizah Omar, Malliga Marimuthu

Abstract:

This paper presents the research agenda that has been proposed to develop an integrated model to explain technology adoption of SMEs in Malaysia. SMEs form over 90% of all business entities in Malaysia and they have been contributing to the development of the nation. Technology adoption has been a thorn issue among SMEs as they require big outlay which might not be available to the SMEs. Although resource has been an issue among SMEs they cannot lie low and ignore the technological advancements that are taking place at a rapid pace. With that in mind this paper proposes a model to explain the technology adoption issue among SMEs.

Keywords: Technology adoption, integrated model, Small and Medium Enterprises (SME), Malaysia

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6655 Learning Objects Content Presentation Adaptation Model Considering Students' Learning Styles

Authors: Zenaide Carvalho da Silva, Andrey Ricardo Pimentel, Leandro Rodrigues Ferreira

Abstract:

Learning styles (LSs) correspond to the individual preferences of a person regarding the modes and forms in which he/she prefers to learn throughout the teaching/learning process. The content presentation of learning objects (LOs) using knowledge about the students’ LSs offers them digital educational resources tailored to their individual learning preferences. In this context, the most relevant characteristics of the LSs along with the most appropriate forms of LOs' content presentation were mapped and associated. Such was performed in order to define the composition of an adaptive model of LO's content presentation considering the LSs, which was called Adaptation of Content Presentation of Learning Objects Considering Learning Styles (ACPLOLS). LO prototypes were created with interfaces that were adapted to students' LSs. These prototypes were based on a model created for validation of the approaches that were used, which were established through experiments with the students. The results of subjective measures of students' emotional responses demonstrated that the ACPLOLS has reached the desired results in relation to the adequacy of the LOs interface, in accordance with the Felder-Silverman LSs Model.

Keywords: Adaptation, interface, learning styles, learning objects, students.

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6654 Using TRACE and SNAP Codes to Establish the Model of Maanshan PWR for SBO Accident

Authors: B. R. Shen, J. R. Wang, J. H. Yang, S. W. Chen, C. Shih, Y. Chiang, Y. F. Chang, Y. H. Huang

Abstract:

In this research, TRACE code with the interface code-SNAP was used to simulate and analyze the SBO (station blackout) accident which occurred in Maanshan PWR (pressurized water reactor) nuclear power plant (NPP). There are four main steps in this research. First, the SBO accident data of Maanshan NPP were collected. Second, the TRACE/SNAP model of Maanshan NPP was established by using these data. Third, this TRACE/SNAP model was used to perform the simulation and analysis of SBO accident. Finally, the simulation and analysis of SBO with mitigation equipments was performed. The analysis results of TRACE are consistent with the data of Maanshan NPP. The mitigation equipments of Maanshan can maintain the safety of Maanshan in the SBO according to the TRACE predictions.

Keywords: PWR, TRACE, SBO, Maanshan.

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6653 Supplier Selection in a Scenario Based Stochastic Model with Uncertain Defectiveness and Delivery Lateness Rates

Authors: Abeer Amayri, Akif A. Bulgak

Abstract:

Due to today’s globalization as well as outsourcing practices of the companies, the Supply Chain (SC) performances have become more dependent on the efficient movement of material among places that are geographically dispersed, where there is more chance for disruptions. One such disruption is the quality and delivery uncertainties of outsourcing. These uncertainties could lead the products to be unsafe and, as is the case in a number of recent examples, companies may have to end up in recalling their products. As a result of these problems, there is a need to develop a methodology for selecting suppliers globally in view of risks associated with low quality and late delivery. Accordingly, we developed a two-stage stochastic model that captures the risks associated with uncertainty in quality and delivery as well as a solution procedure for the model. The stochastic model developed simultaneously optimizes supplier selection and purchase quantities under price discounts over a time horizon. In particular, our target is the study of global organizations with multiple sites and multiple overseas suppliers, where the pricing is offered in suppliers’ local currencies. Our proposed methodology is applied to a case study for a US automotive company having two assembly plants and four potential global suppliers to illustrate how the proposed model works in practice.

Keywords: Global supply chains, quality, stochastic programming, supplier selection.

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6652 Rail Degradation Modelling Using ARMAX: A Case Study Applied to Melbourne Tram System

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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6651 Characterization and Modeling of Packet Loss of a VoIP Communication

Authors: L. Estrada, D. Torres, H. Toral

Abstract:

In this work, a characterization and modeling of packet loss of a Voice over Internet Protocol (VoIP) communication is developed. The distributions of the number of consecutive received and lost packets (namely gap and burst) are modeled from the transition probabilities of two-state and four-state model. Measurements show that both models describe adequately the burst distribution, but the decay of gap distribution for non-homogeneous losses is better fit by the four-state model. The respective probabilities of transition between states for each model were estimated with a proposed algorithm from a set of monitored VoIP calls in order to obtain representative minimum, maximum and average values for both models.

Keywords: Packet loss, gap and burst distribution, Markovchain, VoIP measurements.

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6650 Text Mining of Twitter Data Using a Latent Dirichlet Allocation Topic Model and Sentiment Analysis

Authors: Sidi Yang, Haiyi Zhang

Abstract:

Twitter is a microblogging platform, where millions of users daily share their attitudes, views, and opinions. Using a probabilistic Latent Dirichlet Allocation (LDA) topic model to discern the most popular topics in the Twitter data is an effective way to analyze a large set of tweets to find a set of topics in a computationally efficient manner. Sentiment analysis provides an effective method to show the emotions and sentiments found in each tweet and an efficient way to summarize the results in a manner that is clearly understood. The primary goal of this paper is to explore text mining, extract and analyze useful information from unstructured text using two approaches: LDA topic modelling and sentiment analysis by examining Twitter plain text data in English. These two methods allow people to dig data more effectively and efficiently. LDA topic model and sentiment analysis can also be applied to provide insight views in business and scientific fields.

Keywords: Text mining, Twitter, topic model, sentiment analysis.

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6649 Stability Analysis in a Fractional Order Delayed Predator-Prey Model

Authors: Changjin Xu, Peiluan Li

Abstract:

In this paper, we study the stability of a fractional order delayed predator-prey model. By using the Laplace transform, we introduce a characteristic equation for the above system. It is shown that if all roots of the characteristic equation have negative parts, then the equilibrium of the above fractional order predator-prey system is Lyapunov globally asymptotical stable. An example is given to show the effectiveness of the approach presented in this paper.

Keywords: Fractional predator-prey model, laplace transform, characteristic equation.

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6648 Coverage Probability Analysis of WiMAX Network under Additive White Gaussian Noise and Predicted Empirical Path Loss Model

Authors: Chaudhuri Manoj Kumar Swain, Susmita Das

Abstract:

This paper explores a detailed procedure of predicting a path loss (PL) model and its application in estimating the coverage probability in a WiMAX network. For this a hybrid approach is followed in predicting an empirical PL model of a 2.65 GHz WiMAX network deployed in a suburban environment. Data collection, statistical analysis, and regression analysis are the phases of operations incorporated in this approach and the importance of each of these phases has been discussed properly. The procedure of collecting data such as received signal strength indicator (RSSI) through experimental set up is demonstrated. From the collected data set, empirical PL and RSSI models are predicted with regression technique. Furthermore, with the aid of the predicted PL model, essential parameters such as PL exponent as well as the coverage probability of the network are evaluated. This research work may assist in the process of deployment and optimisation of any cellular network significantly.

Keywords: WiMAX, RSSI, path loss, coverage probability, regression analysis.

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6647 A Study on the Location and Range of Obstacle Region in Robot's Point Placement Task based on the Vision Control Algorithm

Authors: Jae Kyung Son, Wan Shik Jang, Sung hyun Shim, Yoon Gyung Sung

Abstract:

This paper is concerned with the application of the vision control algorithm for robot's point placement task in discontinuous trajectory caused by obstacle. The presented vision control algorithm consists of four models, which are the robot kinematic model, vision system model, parameters estimation model, and robot joint angle estimation model.When the robot moves toward a target along discontinuous trajectory, several types of obstacles appear in two obstacle regions. Then, this study is to investigate how these changes will affect the presented vision control algorithm.Thus, the practicality of the vision control algorithm is demonstrated experimentally by performing the robot's point placement task in discontinuous trajectory by obstacle.

Keywords: Vision control algorithm, location of obstacle region, range of obstacle region, point placement.

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6646 A Corpus-Based Study on the Styles of Three Translators

Authors: Wang Yunhong

Abstract:

The present paper is preoccupied with the different styles of three translators in their translating a Chinese classical novel Shuihu Zhuan. Based on a parallel corpus, it adopts a target-oriented approach to look into whether and what stylistic differences and shifts the three translations have revealed. The findings show that the three translators demonstrate different styles concerning their word choices and sentence preferences, which implies that identification of recurrent textual patterns may be a basic step for investigating the style of a translator.

Keywords: Corpus, lexical choices, sentence characteristics, style.

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6645 A Bi-Objective Model to Address Simultaneous Formulation of Project Scheduling and Material Ordering

Authors: Babak H. Tabrizi, Seyed Farid Ghaderi

Abstract:

Concurrent planning of project scheduling and material ordering has been increasingly addressed within last decades as an approach to improve the project execution costs. Therefore, we have taken the problem into consideration in this paper, aiming to maximize schedules quality robustness, in addition to minimize the relevant costs. In this regard, a bi-objective mathematical model is developed to formulate the problem. Moreover, it is possible to utilize the all-unit discount for materials purchasing. The problem is then solved by the E-constraint method, and the Pareto front is obtained for a variety of robustness values. The applicability and efficiency of the proposed model is tested by different numerical instances, finally.

Keywords: E-constraint method, material ordering, project management, project scheduling.

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6644 Modeling Default Probabilities of the Chosen Czech Banks in the Time of the Financial Crisis

Authors: Petr Gurný

Abstract:

One of the most important tasks in the risk management is the correct determination of probability of default (PD) of particular financial subjects. In this paper a possibility of determination of financial institution’s PD according to the creditscoring models is discussed. The paper is divided into the two parts. The first part is devoted to the estimation of the three different models (based on the linear discriminant analysis, logit regression and probit regression) from the sample of almost three hundred US commercial banks. Afterwards these models are compared and verified on the control sample with the view to choose the best one. The second part of the paper is aimed at the application of the chosen model on the portfolio of three key Czech banks to estimate their present financial stability. However, it is not less important to be able to estimate the evolution of PD in the future. For this reason, the second task in this paper is to estimate the probability distribution of the future PD for the Czech banks. So, there are sampled randomly the values of particular indicators and estimated the PDs’ distribution, while it’s assumed that the indicators are distributed according to the multidimensional subordinated Lévy model (Variance Gamma model and Normal Inverse Gaussian model, particularly). Although the obtained results show that all banks are relatively healthy, there is still high chance that “a financial crisis” will occur, at least in terms of probability. This is indicated by estimation of the various quantiles in the estimated distributions. Finally, it should be noted that the applicability of the estimated model (with respect to the used data) is limited to the recessionary phase of the financial market.

Keywords: Credit-scoring Models, Multidimensional Subordinated Lévy Model, Probability of Default.

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6643 2-D Ablated Plasma Production Process for Pulsed Ion Beam-Solid Target Interaction

Authors: Thanat Rungsirathana, Vorathit Rungsetthaphat, Shogo Azuma, Nobuhiro Harada

Abstract:

This paper presents a 2-D hydrodynamic model of the ablated plasma when irradiating a 50 μm Al solid target with a single pulsed ion beam. The Lagrange method is used to solve the moving fluid for the ablated plasma production and formation mechanism. In the calculations, a 10-ns-single-pulsed of ion beam with a total energy density of 120 J/cm2, is used. The results show that the ablated plasma was formed after 2 ns of ion beam irradiation and it started to expand right after 4-6 ns. In addition, the 2-D model give a better understanding of pulsed ion beam-solid target ablated plasma production and expansion process clearer.

Keywords: Ablated plasma, pulse ion beam, thin foil solid target, two-dimensional model

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6642 A Novel Model for Simultaneously Minimising Costs and Risks in Just-in-Time Systems Using Multi-Backup Suppliers: Part 1- Modelling

Authors: Faraj El Dabee, Romeo Marian, Yousef Amer

Abstract:

Just-In-Time (JIT) is a lean manufacturing tool, which provides the benefits of efficiency, and of minimizing unnecessary costs for many organisations. However, the risks arising from these benefits have been disregarded. These risks impact on system processes disrupting the whole supply chain. This paper proposes an inventory model that can 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. Some results that will be illustrated in the second part of this paper are presented.

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

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