Search results for: Structural model
6726 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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27256725 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
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23006724 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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12826723 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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14566722 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
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25016721 Vibration Transmission across Junctions of Walls and Floors in an Apartment Building: An Experimental Investigation
Authors: Hugo Sampaio Libero, Max de Castro Magalhaes
Abstract:
The perception of sound radiated from a building floor is greatly influenced by the rooms in which it is immersed and by the position of both listener and source. The main question that remains unanswered is related to the influence of the source position on the sound power radiated by a complex wall-floor system in buildings. This research is concerned with the investigation of vibration transmission across walls and floors in buildings. It is primarily based on the determination of vibration reduction index via experimental tests. Knowledge of this parameter may help in predicting noise and vibration propagation in building components. First, the physical mechanisms involving vibration transmission across structural junctions is described. An experimental set-up is performed to aid this investigation. The experimental tests have showed that the vibration generation in the walls and floors are directed related to their size and boundary conditions. It is also shown that the vibration source position can affect the overall vibration spectrum significantly. Second, the characteristics of the noise spectra inside the rooms due to an impact source (tapping machine) are also presented. Conclusions are drawn for the general trend of vibration and noise spectrum of the structural components and rooms respectively. In summary, the aim of this paper is to investigate the vibro-acoustical behavior of building floors and walls under floor impact excitation. The impact excitation was at distinct positions on the slab. The analysis has highlighted the main physical characteristics of the vibration transmission mechanism.
Keywords: Vibration transmission, Vibration Reduction Index, Impact excitation, building acoustics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3346720 The Organizational Justice-Citizenship Behavior Link in Hotels: Does Customer Orientation Matter?
Authors: Pablo Zoghbi-Manrique-de-Lara, Miguel A. Suárez-Acosta
Abstract:
The goal of the present paper is to model two classic lines of research in which employees starred, organizational justice and citizenship behavior (OCB), but that have never been studied together when targeting customers. The suggestion is made that a hotel’s fair treatment (in terms of distributive, procedural, and interactional justice) toward customers will be appreciated by the employees, who will reciprocate in kind by favoring the hotel with increased customer-oriented behaviors (COBs). Data were collected from 204 employees at eight upscale hotels in the Canary Islands (Spain). Unlike in the case of perceptions of distributive justice, results of structural equation modeling demonstrate that employees substantively react to interactional and procedural justice toward guests by engaging in customer-oriented behaviors (COBs). The findings offer new reasons why employees decide to engage in COBs, and they highlight potentially beneficial effects of fair treatment toward guests bring to hospitality through promoting COBs.
Keywords: Hotel guests’ (mis) treatment, customer-oriented behaviors, employee citizenship, organizational justice, third-party observers, third-party intervention.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24046719 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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5356718 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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7666717 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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15686716 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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10666715 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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18676714 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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18086713 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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24976712 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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7066711 Stability of Concrete Moment Resisting Frames in View of Current Codes Requirements
Authors: Mahmoud A. Mahmoud, Ashraf Osman
Abstract:
In this study, the different approaches currently followed by design codes to assess the stability of buildings utilizing concrete moment resisting frames structural system are evaluated. For such purpose, a parametric study was performed. It involved analyzing group of concrete moment resisting frames having different slenderness ratios (height/width ratios), designed for different lateral loads to vertical loads ratios and constructed using ordinary reinforced concrete and high strength concrete for stability check and overall buckling using code approaches and computer buckling analysis. The objectives were to examine the influence of such parameters that directly linked to frames’ lateral stiffness on the buildings’ stability and evaluates the code approach in view of buckling analysis results. Based on this study, it was concluded that, the most susceptible buildings to instability and magnification of second order effects are buildings having high aspect ratios (height/width ratio), having low lateral to vertical loads ratio and utilizing construction materials of high strength. In addition, the study showed that the instability limits imposed by codes are mainly mathematical to ensure reliable analysis not a physical ones and that they are in general conservative. Also, it has been shown that the upper limit set by one of the codes that second order moment for structural elements should be limited to 1.4 the first order moment is not justified, instead, the overall story check is more reliable.
Keywords: Buckling, lateral stability, p-delta, second order.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23136710 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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14026709 Using the Nerlovian Adjustment Model to Assess the Response of Farmers to Price and Other Related Factors: Evidence from Sierra Leone Rice Cultivation
Authors: Alhaji M. H. Conteh, Xiangbin Yan, Alfred V. Gborie
Abstract:
The goal of this study was to increase the awareness of the description and assessments of rice acreage response and to offer mechanisms for agricultural policy scrutiny. The ordinary least square (OLS) technique was utilized to determine the coefficients of acreage response models for the rice varieties. The magnitudes of the coefficients (λ) of both the ROK lagged and NERICA lagged acreages were found positive and highly significant, which indicates that farmers’ adjustment rate was very low. Regarding lagged actual price for both the ROK and NERICE rice varieties, the short-run price elasticitieswere lower than long-run, which is suggesting a long term adjustment of the acreage under the crop.
However, the apparent recommendations for policy transformation are to open farm gate prices and to decrease government’s involvement in agricultural sector especially in the acquisition of agricultural inputs. Impending research have to be centered on how this might be better realized. Necessary conditions should be made available to the private sector by means of minimizing price volatility. In accordance with structural reforms, it is necessary to convey output prices to farmers with minimum distortion. There is need to eradicate price subsidies and control, which generate distortion in the market in addition to huge financial costs.
Keywords: Acreage response, rate of adjustment, rice varieties, Sierra Leone.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 37916708 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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20156707 Pushover Analysis of Masonry Infilled Reinforced Concrete Frames for Performance Based Design for Near Field Earthquakes
Authors: Alok Madan, Ashok Gupta, Arshad K. Hashmi
Abstract:
Non-linear dynamic time history analysis is considered as the most advanced and comprehensive analytical method for evaluating the seismic response and performance of multi-degree-of-freedom building structures under the influence of earthquake ground motions. However, effective and accurate application of the method requires the implementation of advanced hysteretic constitutive models of the various structural components including masonry infill panels. Sophisticated computational research tools that incorporate realistic hysteresis models for non-linear dynamic time-history analysis are not popular among the professional engineers as they are not only difficult to access but also complex and time-consuming to use. In addition, commercial computer programs for structural analysis and design that are acceptable to practicing engineers do not generally integrate advanced hysteretic models which can accurately simulate the hysteresis behavior of structural elements with a realistic representation of strength degradation, stiffness deterioration, energy dissipation and ‘pinching’ under cyclic load reversals in the inelastic range of behavior. In this scenario, push-over or non-linear static analysis methods have gained significant popularity, as they can be employed to assess the seismic performance of building structures while avoiding the complexities and difficulties associated with non-linear dynamic time-history analysis. “Push-over” or non-linear static analysis offers a practical and efficient alternative to non-linear dynamic time-history analysis for rationally evaluating the seismic demands. The present paper is based on the analytical investigation of the effect of distribution of masonry infill panels over the elevation of planar masonry infilled reinforced concrete [R/C] frames on the seismic demands using the capacity spectrum procedures implementing nonlinear static analysis [pushover analysis] in conjunction with the response spectrum concept. An important objective of the present study is to numerically evaluate the adequacy of the capacity spectrum method using pushover analysis for performance based design of masonry infilled R/C frames for near-field earthquake ground motions.Keywords: Nonlinear analysis, capacity spectrum method, response spectrum, seismic demand, near-field earthquakes.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22486706 Effects of Boundary Conditions on the Dynamic Values of Solid Structures
Authors: F. Kadioglu, M. Z. Polat, A. R. Gunay
Abstract:
Correct measurement of a structural damping value is an important issue for the reliable design of the components exposed to vibratory and noise conditions. As far as a vibrating beam technique is concerned, the specimens under the test somehow are interacted with measuring and exciting devices, and also with boundary conditions of the test set-up. The aim of this study is to propose a vibrating beam method that offers a non-contact dynamic measurement of solid beam specimens. To evaluate the possible effects of the clamped portion of the specimens with clamped-free ends on the dynamic values (damping and the elastic modulus), the same measuring devices were used, and the results were compared to those with the free-free ends. First, the governing equations of beam specimens related to the free-free and clamped-free boundary conditions were expressed to be able to find their natural frequencies, flexural modulus and damping values. To get a clear idea of the sensitivity of the boundary conditions to the damping values at low, medium and high levels, representative materials were subjected to the tests. The results show that the specimens with low damping values are especially sensitive to the boundary conditions and that the most reliable structural damping values are obtained for the specimens with free-free ends. For the damping values at the low levels, a deviation of about 368% was obtained between the specimens with free-free and clamped-free ends, yet, for those having high inherent damping values, comparable results were obtained. It was obvious that the set-up with clamped-free boundary conditions was not able to produce correct/reliable damping values for the specimens with low inherent damping.
Keywords: Boundary conditions, damping, dynamic values, non-contact measuring systems, vibrating beam technique.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4686705 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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19196704 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
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14546703 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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16546702 On the Mathematical Model of Vascular Endothelial Growth Connected with a Tumor Proliferation
Authors: N. Khatiashvili, Ch. Pirumova, V. Akhobadze
Abstract:
In the paper the mathematical model of tumor growth is considered. New capillary network formation, which supply cancer cells with the nutrients, is taken into the account. A formula estimating a tumor growth in connection with the number of capillaries is obtained.Keywords: Differential Equations, Mathematical Models, Vascular Endothelial, Tumor
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12276701 A Parallel Approach for 3D-Variational Data Assimilation on GPUs in Ocean Circulation Models
Authors: Rossella Arcucci, Luisa D’Amore, Simone Celestino, Giuseppe Scotti, Giuliano Laccetti
Abstract:
This work is the first dowel in a rather wide research activity in collaboration with Euro Mediterranean Center for Climate Changes, aimed at introducing scalable approaches in Ocean Circulation Models. We discuss designing and implementation of a parallel algorithm for solving the Variational Data Assimilation (DA) problem on Graphics Processing Units (GPUs). The algorithm is based on the fully scalable 3DVar DA model, previously proposed by the authors, which uses a Domain Decomposition approach (we refer to this model as the DD-DA model). We proceed with an incremental porting process consisting of 3 distinct stages: requirements and source code analysis, incremental development of CUDA kernels, testing and optimization. Experiments confirm the theoretic performance analysis based on the so-called scale up factor demonstrating that the DD-DA model can be suitably mapped on GPU architectures.Keywords: Data Assimilation, Parallel Algorithm, GPU architectures, Ocean Models.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20116700 Emergency Health Management at a South African University
Authors: R. Tandlich, S. Hoossein, K. A. Tagwira, M. M. Marais, T. A. Ludwig, R. P. Chidziva, M. N. Munodawafa, W. M. Wrench
Abstract:
Response to the public health-related emergencies is analysed here for a rural university in South Africa. The structure of the designated emergency plan covers all the phases of the disaster management cycle. The plan contains elements of the vulnerability model and the technocratic model of emergency management. The response structures are vertically and horizontally integrated, while the planning contains elements of scenario-based and functional planning. The available number of medical professionals at the Rhodes University, along with the medical insurance rates, makes the staff and students potentially more medically vulnerable than the South African population. The main improvements of the emergency management are required in the tornado response and the information dissemination during health emergencies. The latter should involve the increased use of social media and e-mails, following the Taylor model of communication. Infrastructure must be improved in the telecommunication sector in the face of unpredictable electricity outages.
Keywords: Public health, Rural university, Taylor model of communication.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21296699 Continual Learning Using Data Generation for Hyperspectral Remote Sensing Scene Classification
Authors: Samiah Alammari, Nassim Ammour
Abstract:
When providing a massive number of tasks successively to a deep learning process, a good performance of the model requires preserving the previous tasks data to retrain the model for each upcoming classification. Otherwise, the model performs poorly due to the catastrophic forgetting phenomenon. To overcome this shortcoming, we developed a successful continual learning deep model for remote sensing hyperspectral image regions classification. The proposed neural network architecture encapsulates two trainable subnetworks. The first module adapts its weights by minimizing the discrimination error between the land-cover classes during the new task learning, and the second module tries to learn how to replicate the data of the previous tasks by discovering the latent data structure of the new task dataset. We conduct experiments on hyperspectral image (HSI) dataset on Indian Pines. The results confirm the capability of the proposed method.
Keywords: Continual learning, data reconstruction, remote sensing, hyperspectral image segmentation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2336698 Conventional and PSO Based Approaches for Model Reduction of SISO Discrete Systems
Authors: S. K. Tomar, R. Prasad, S. Panda, C. Ardil
Abstract:
Reduction of Single Input Single Output (SISO) discrete systems into lower order model, using a conventional and an evolutionary technique is presented in this paper. In the conventional technique, the mixed advantages of Modified Cauer Form (MCF) and differentiation are used. In this method the original discrete system is, first, converted into equivalent continuous system by applying bilinear transformation. The denominator of the equivalent continuous system and its reciprocal are differentiated successively, the reduced denominator of the desired order is obtained by combining the differentiated polynomials. The numerator is obtained by matching the quotients of MCF. The reduced continuous system is converted back into discrete system using inverse bilinear transformation. In the evolutionary technique method, Particle Swarm Optimization (PSO) is employed to reduce the higher order model. PSO method is based on the minimization of the Integral Squared Error (ISE) between the transient responses of original higher order model and the reduced order model pertaining to a unit step input. Both the methods are illustrated through numerical example.
Keywords: Discrete System, Single Input Single Output (SISO), Bilinear Transformation, Reduced Order Model, Modified CauerForm, Polynomial Differentiation, Particle Swarm Optimization, Integral Squared Error.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19436697 Multivalued Knowledge-Base based on Multivalued Datalog
Authors: Agnes Achs
Abstract:
The basic aim of our study is to give a possible model for handling uncertain information. This model is worked out in the framework of DATALOG. The concept of multivalued knowledgebase will be defined as a quadruple of any background knowledge; a deduction mechanism; a connecting algorithm, and a function set of the program, which help us to determine the uncertainty levels of the results. At first the concept of fuzzy Datalog will be summarized, then its extensions for intuitionistic- and interval-valued fuzzy logic is given and the concept of bipolar fuzzy Datalog is introduced. Based on these extensions the concept of multivalued knowledge-base will be defined. This knowledge-base can be a possible background of a future agent-model.
Keywords: Fuzzy-, intuitionistic-, bipolar datalog, multivalued knowledge-base
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1157