Search results for: binary data matrix model

Authors: Rusliza Ahmad, Harun Budin

Abstract:

This paper studies the effect of time delay on stability of mutualism population model with limited resources for both species. First, the stability of the model without time delay is analyzed. The model is then improved by considering a time delay in the mechanism of the growth rate of the population. We analyze the effect of time delay on the stability of the stable equilibrium point. Result showed that the time delay can induce instability of the stable equilibrium point, bifurcation and stability switches.

Keywords: Bifurcation, Delay margin, Mutualism population model, Time delay

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Authors: Gopu Sreenivasulu, Bimlesh Kumar, Achanta Ramakrishna Rao

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To define or predict incipient motion in an alluvial channel, most of the investigators use a standard or modified form of Shields- diagram. Shields- diagram does give a process to determine the incipient motion parameters but an iterative one. To design properly (without iteration), one should have another equation for resistance. Absence of a universal resistance equation also magnifies the difficulties in defining the model. Neural network technique, which is particularly useful in modeling a complex processes, is presented as a tool complimentary to modeling incipient motion. Present work develops a neural network model employing the RBF network to predict the average velocity u and water depth y based on the experimental data on incipient condition. Based on the model, design curves have been presented for the field application.

Keywords: Incipient motion, Prediction error, Radial-Basisfunction, Sediment transport, Shields' diagram.

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Authors: Şaban Çetin, Özgür Demir

Abstract:

In this study, Fuzzy PID Control scheme is designed for an active suspension system. The main goal of an active suspension system for using in a vehicle model is reducing body deflections and handling high comfort for a passenger car. The present system was modelled as a two-degree-of-freedom (2-DOF) nonlinear vehicle model.

Keywords: Active suspension system, Fuzzy PID controller, a nonlinear quarter car model.

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Authors: T. Chammem, H. Mhiri, O. Vauquelin

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The present study was provided to examine the vortical structures generated by two inclined impinging jets with experimental and numerical investigations. The jets are issuing with a pitch angle α=40° into a confined quiescent fluid. The experimental investigation on flow patterns was visualized by using olive particles injected into the jets illuminated by Nd:Yag laser light to reveal the finer details of the confined jets interaction. It was observed that two counter-rotating vortex pairs (CVPs) were generated in the near region. A numerical investigation was also performed. First, the numerical results were validates against the experimental results and then the numerical model was used to study the effect of section ratio on the evolution of the CVPs. Our results show promising agreement with experimental data, and indicate that our model has the potential to produce useful and accurate data regarding the evolution of CVPs.

Keywords: Inclined impinging jets, counter-rotating vortex pair, CFD, experimental investigation, section ratio.

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Authors: Bi-Huei Tsai

Abstract:

Previous studies on financial distress prediction choose the conventional failing and non-failing dichotomy; however, the distressed extent differs substantially among different financial distress events. To solve the problem, “non-distressed”, “slightlydistressed” and “reorganization and bankruptcy” are used in our article to approximate the continuum of corporate financial health. This paper explains different financial distress events using the two-stage method. First, this investigation adopts firm-specific financial ratios, corporate governance and market factors to measure the probability of various financial distress events based on multinomial logit models. Specifically, the bootstrapping simulation is performed to examine the difference of estimated misclassifying cost (EMC). Second, this work further applies macroeconomic factors to establish the credit cycle index and determines the distressed cut-off indicator of the two-stage models using such index. Two different models, one-stage and two-stage prediction models are developed to forecast financial distress, and the results acquired from different models are compared with each other, and with the collected data. The findings show that the one-stage model has the lower misclassification error rate than the two-stage model. The one-stage model is more accurate than the two-stage model.

Keywords: Multinomial logit model, corporate governance, company failure, reorganization, bankruptcy.

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Authors: Akram M. Zeki, Azizah A. Manaf

Abstract:

Least Significant Bit (LSB) technique is the earliest developed technique in watermarking and it is also the most simple, direct and common technique. It essentially involves embedding the watermark by replacing the least significant bit of the image data with a bit of the watermark data. The disadvantage of LSB is that it is not robust against attacks. In this study intermediate significant bit (ISB) has been used in order to improve the robustness of the watermarking system. The aim of this model is to replace the watermarked image pixels by new pixels that can protect the watermark data against attacks and at the same time keeping the new pixels very close to the original pixels in order to protect the quality of watermarked image. The technique is based on testing the value of the watermark pixel according to the range of each bit-plane.

Keywords: Watermarking, LSB, ISB, Robustness.

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Authors: M. Kumpugdee-Vollrath, T. G. D. Phu, M. Helmis

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A suitable model membrane to study the pharmacological effect of pharmaceutical products is human stratum corneum because this layer of human skin is the outermost layer and it is an important barrier to be passed through. Other model membranes which were also used are for example skins from pig, mouse, reptile or fish. We are interested in fish skins in this project. The advantages of the fish skins are, that they can be obtained from the supermarket or fish shop. However, the fish skins should be freshly prepared and used directly without storage. In order to understand the effect of different model drugs e.g. lidocaine HCl, resveratrol, paracetamol, ibuprofen, acetyl salicylic acid on the properties of the model membrane from various types of fishes e.g. trout, salmon, cod, plaice permeation tests were performed and differential scanning calorimetry was applied.

Keywords: Fish skin, model membrane, permeation, DSC, lidocaine HCl, resveratrol, paracetamol, ibuprofen, acetyl salicylic acid.

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Authors: N. Mamode Khan, V. Jowaheer

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Number of breakdowns experienced by a machinery is a highly under-dispersed count random variable and its value can be attributed to the factors related to the mechanical input and output of that machinery. Analyzing such under-dispersed count observations as a function of the explanatory factors has been a challenging problem. In this paper, we aim at estimating the effects of various factors on the number of breakdowns experienced by a passenger car based on a study performed in Mauritius over a year. We remark that the number of passenger car breakdowns is highly under-dispersed. These data are therefore modelled and analyzed using Com-Poisson regression model. We use quasi-likelihood estimation approach to estimate the parameters of the model. Under-dispersion parameter is estimated to be 2.14 justifying the appropriateness of Com-Poisson distribution in modelling under-dispersed count responses recorded in this study.

Keywords: Breakdowns, under-dispersion, com-poisson, generalized linear model, quasi-likelihood estimation

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Authors: Dmitry A. Mikoyelov

Abstract:

The paper presents a set of guidelines for analysis of industrial embedded distributed systems and introduces a mathematical model derived from these guidelines. In this study, the author examines a set of modern communication technologies that are or possibly can be used to build communication links between the subsystems of a distributed embedded system. An investigation of these guidelines results in a algorithm for analysis of specific use cases of target technologies. A goal of the paper acts as an important base for ongoing research on comparison of communication technologies. The author describes the principles of the model and presents results of the test calculations. Practical implementation of target technologies and empirical experiment data are based on a practical experience during the design and test of specific distributed systems in Latvian market.

Keywords: Distributed embedded system, analytical model, communication technology.

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Authors: Angela Unna Chukwu, Samuel Oluwafemi Oyamakin

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We proposed a Hyperbolic Gompertz Growth Model (HGGM), which was developed by introducing a shape parameter (allometric). This was achieved by convoluting hyperbolic sine function on the intrinsic rate of growth in the classical gompertz growth equation. The resulting integral solution obtained deterministically was reprogrammed into a statistical model and used in modeling the height and diameter of Pines (Pinus caribaea). Its ability in model prediction was compared with the classical gompertz growth model, an approach which mimicked the natural variability of height/diameter increment with respect to age and therefore provides a more realistic height/diameter predictions using goodness of fit tests and model selection criteria. The Kolmogorov Smirnov test and Shapiro-Wilk test was also used to test the compliance of the error term to normality assumptions while the independence of the error term was confirmed using the runs test. The mean function of top height/Dbh over age using the two models under study predicted closely the observed values of top height/Dbh in the hyperbolic gompertz growth models better than the source model (classical gompertz growth model) while the results of R2, Adj. R2, MSE and AIC confirmed the predictive power of the Hyperbolic Gompertz growth models over its source model.

Keywords: Height, Dbh, forest, Pinus caribaea, hyperbolic, gompertz.

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Authors: Amine Rezzoug, Said Abdi, Nadjet Bouhelal, Ismail Daoud

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This paper investigates the application of metallic coatings on high fiber volume fraction carbon/epoxy polymer matrix composites. For the grip of the metallic layer, a method of modifying the surface of the composite by introducing a mixture of copper and steel powder (filler powders) which can reduce the impact of thermal spray particles. The powder was introduced to the surface at the time of the forming. Arc spray was used to project the zinc coating layer. The substrate was grit blasted to avoid poor adherence. The porosity, microstructure, and morphology of layers are characterized by optical microscopy, SEM and image analysis. The samples were studied also in terms of hardness and erosion resistance. This investigation did not reveal any visible evidence damage to the substrates. The hardness of zinc layer was about 25.94 MPa and the porosity was around (∼6.70%). The erosion test showed that the zinc coating improves the resistance to erosion. Based on the results obtained, we can conclude that thermal spraying allows the production of protective coating on PMC. Zinc coating has been identified as a compatible material with the substrate. The filler powders layer protects the substrate from the impact of hot particles and allows avoiding the rupture of brittle carbon fibers.

Keywords: Arc spray, coating, composite, erosion.

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Authors: Bassma Aldahlan, Zongming Fei

Abstract:

Recently, there is a great interest in smart parking application. Theses applications are enhanced by a vehicular ad-hoc network, which helps drivers find and reserve satiable packing spaces for a period of time ahead of time. Named Data Networking (NDN) is a future Internet architecture that benefits vehicular ad-hoc networks because of its clean-slate design and pure communication model. In this paper, we proposed an NDN-based frame-work for smart parking that involved a fog computing architecture. The proposed application had two main directions: First, we allowed drivers to query the number of parking spaces in a particular parking lot. Second, we introduced a technique that enabled drivers to make intelligent reservations before their arrival time. We also introduced a “push-based” model supporting the NDN-based framework for smart parking applications. To evaluate the proposed solution’s performance, we analyzed the function for finding parking lots with available parking spaces and the function for reserving a parking space. Our system showed high performance results in terms of response time and push overhead. The proposed reservation application performed better than the baseline approach.

Keywords: Cloud Computing, Vehicular Named Data Networking, Smart Parking Applications, Fog Computing.

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Authors: Rezki Akkal, Mohamed Khodja, Slimane Azzi

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Acidification is a technique used in oil reservoirs to improve annual production, reduce the skin and increase the pressure of an oil well while eliminating the formation damage that occurs during the drilling process, completion and, amongst others, to create new channels allowing the easy circulation of oil around a producing well. This is achieved by injecting an acidizing fluid at a relatively low pressure to prevent fracturing formation. The treatment fluid used depends on the type and nature of the reservoir rock traversed as well as its petrophysical properties. In order to understand the interaction mechanisms between the treatment fluids used for the reservoir rock acidizing, several candidate wells for stimulation were selected in the large Hassi Messaoud deposit in southern Algeria. The stimulation of these wells is completed using different fluids composed mainly of HCl acid with other additives such as corrosion inhibitors, clay stabilizers and iron controllers. These treatment fluids are injected over two phases, namely with clean tube (7.5% HCl) and matrix aidizing with HCl (15%). The stimulation results obtained are variable according to the type of rock traversed and its mineralogical composition. These results show that there has been an increase in production flow and head pressure respectively from 1.99 m3 / h to 3.56 m3 / h and from 13 Kgf / cm2 to 20 kgf / cm2 in the sands formation having good petrophysical properties of (porosity = 16%) and low amount of clay (Vsh = 6%).

Keywords: Acidizing, Hassi-Messaoud reservoir, tube clean, matrix stimulation.

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Authors: Dany Ng Cheong Vee, Preethee Nunkoo Gonpot, Noor-Ul-Hacq Sookia

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In this paper, we consider the application of Extreme Value Theory as a risk measurement tool. The Value at Risk, for a set of indices, from six Stock Exchanges of Frontier markets is calculated using the Peaks over Threshold method and the performance of the model index-wise is evaluated using coverage tests and loss functions. Our results show that “fattailedness” alone of the data is not enough to justify the use of EVT as a VaR approach. The structure of the returns dynamics is also a determining factor. This approach works fine in markets which have had extremes occurring in the past thus making the model capable of coping with extremes coming up (Colombo, Tunisia and Zagreb Stock Exchanges). On the other hand, we find that indices with lower past than present volatility fail to adequately deal with future extremes (Mauritius and Kazakhstan). We also conclude that using EVT alone produces quite static VaR figures not reflecting the actual dynamics of the data.

Keywords: Extreme Value theory, Financial Crisis 2008, Frontier Markets, Value at Risk.

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Authors: Miloš Šeda

Abstract:

In this paper, mathematical models for permutation flow shop scheduling and job shop scheduling problems are proposed. The first problem is based on a mixed integer programming model. As the problem is NP-complete, this model can only be used for smaller instances where an optimal solution can be computed. For large instances, another model is proposed which is suitable for solving the problem by stochastic heuristic methods. For the job shop scheduling problem, a mathematical model and its main representation schemes are presented.

Keywords: Flow shop, job shop, mixed integer model, representation scheme.

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Authors: Mokhtar Kouki Inès Rekik

Abstract:

This paper focuses on the assessment of the air pollution and morbidity relationship in Tunisia. Air pollution is measured by ozone air concentration and the morbidity is measured by the number of respiratory-related restricted activity days during the 2-week period prior to the interview. Socioeconomic data are also collected in order to adjust for any confounding covariates. Our sample is composed by 407 Tunisian respondents; 44.7% are women, the average age is 35.2, near 69% are living in a house built after 1980, and 27.8% have reported at least one day of respiratory-related restricted activity. The model consists on the regression of the number of respiratory-related restricted activity days on the air quality measure and the socioeconomic covariates. In order to correct for zero-inflation and heterogeneity, we estimate several models (Poisson, negative binomial, zero inflated Poisson, Poisson hurdle, negative binomial hurdle and finite mixture Poisson models). Bootstrapping and post-stratification techniques are used in order to correct for any sample bias. According to the Akaike information criteria, the hurdle negative binomial model has the greatest goodness of fit. The main result indicates that, after adjusting for socioeconomic data, the ozone concentration increases the probability of positive number of restricted activity days.

Keywords: Bootstrapping, hurdle negbin model, overdispersion, ozone concentration, respiratory-related restricted activity days.

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Authors: Mughal Yar M, Israr Ul Haq, Bushra Noman

Abstract:

The stem cells have ability to differentiated themselves through mitotic cell division and various range of specialized cell types. Cellular differentiation is a way by which few specialized cell develops into more specialized.This paper studies the fundamental problem of computational schema for an artificial neural network based on chemical, physical and biological variables of state. By doing this type of study system could be model for a viable propagation of various economically important stem cells differentiation. This paper proposes various differentiation outcomes of artificial neural network into variety of potential specialized cells on implementing MATLAB version 2009. A feed-forward back propagation kind of network was created to input vector (five input elements) with single hidden layer and one output unit in output layer. The efficiency of neural network was done by the assessment of results achieved from this study with that of experimental data input and chosen target data. The propose solution for the efficiency of artificial neural network assessed by the comparatative analysis of “Mean Square Error" at zero epochs. There are different variables of data in order to test the targeted results.

Keywords: Computational shcmin, meiosis, mitosis, neuralnetwork, Stem cell SOM;

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Authors: Young-Seok Choi

Abstract:

This work proposes a data-driven multiscale based quantitative measures to reveal the underlying complexity of electroencephalogram (EEG), applying to a rodent model of hypoxic-ischemic brain injury and recovery. Motivated by that real EEG recording is nonlinear and non-stationary over different frequencies or scales, there is a need of more suitable approach over the conventional single scale based tools for analyzing the EEG data. Here, we present a new framework of complexity measures considering changing dynamics over multiple oscillatory scales. The proposed multiscale complexity is obtained by calculating entropies of the probability distributions of the intrinsic mode functions extracted by the empirical mode decomposition (EMD) of EEG. To quantify EEG recording of a rat model of hypoxic-ischemic brain injury following cardiac arrest, the multiscale version of Tsallis entropy is examined. To validate the proposed complexity measure, actual EEG recordings from rats (n=9) experiencing 7 min cardiac arrest followed by resuscitation were analyzed. Experimental results demonstrate that the use of the multiscale Tsallis entropy leads to better discrimination of the injury levels and improved correlations with the neurological deficit evaluation after 72 hours after cardiac arrest, thus suggesting an effective metric as a prognostic tool.

Keywords: Electroencephalogram (EEG), multiscale complexity, empirical mode decomposition, Tsallis entropy.

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Authors: J. Satonsaowapak, M. Krapeedang, R. Oonsivilai, A. Oonsivilai

Abstract:

The utilize of renewable energy sources becomes more crucial and fascinatingly, wider application of renewable energy devices at domestic, commercial and industrial levels is not only affect to stronger awareness but also significantly installed capacities. Moreover, biomass principally is in form of woods and converts to be energy for using by humans for a long time. Gasification is a process of conversion of solid carbonaceous fuel into combustible gas by partial combustion. Many gasified models have various operating conditions because the parameters kept in each model are differentiated. This study applied the experimental data including three inputs variables including biomass consumption; temperature at combustion zone and ash discharge rate and gas flow rate as only one output variable. In this paper, response surface methods were applied for identification of the gasified system equation suitable for experimental data. The result showed that linear model gave superlative results.

Keywords: Gasified System, Identification, Response SurfaceMethod

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Authors: N. Fuad, M. N. Taib, R. Jailani, M. E. Marwan

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In this paper, the comparison between k-Nearest Neighbor (kNN) algorithms for classifying the 3D EEG model in brain balancing is presented. The EEG signal recording was conducted on 51 healthy subjects. Development of 3D EEG models involves pre-processing of raw EEG signals and construction of spectrogram images. Then, maximum PSD values were extracted as features from the model. There are three indexes for balanced brain; index 3, index 4 and index 5. There are significant different of the EEG signals due to the brain balancing index (BBI). Alpha-α (8–13 Hz) and beta-β (13–30 Hz) were used as input signals for the classification model. The k-NN classification result is 88.46% accuracy. These results proved that k-NN can be used in order to predict the brain balancing application.

Keywords: Brain balancing, kNN, power spectral density, 3D EEG model.

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Authors: Taru Hakanen, Mervi Murtonen

Abstract:

This study aims to increase understanding of the transition of business models in servitization. The significance of service in all business has increased dramatically during the past decades. Service-dominant logic (SDL) describes this change in the economy and questions the goods-dominant logic on which business has primarily been based in the past. A business model canvas is one of the most cited and used tools in defining end developing business models. The starting point of this paper lies in the notion that the traditional business model canvas is inherently goods-oriented and best suits for product-based business. However, the basic differences between goods and services necessitate changes in business model representations when proceeding in servitization. Therefore, new knowledge is needed on how the conception of business model and the business model canvas as its representation should be altered in servitized firms in order to better serve business developers and interfirm co-creation. That is to say, compared to products, services are intangible and they are co-produced between the supplier and the customer. Value is always co-created in interaction between a supplier and a customer, and customer experience primarily depends on how well the interaction succeeds between the actors. The role of service experience is even stronger in service business compared to product business, as services are co-produced with the customer. This paper provides business model developers with a service business model canvas, which takes into account the intangible, interactive, and relational nature of service. The study employs a design science approach that contributes to theory development via design artifacts. This study utilizes qualitative data gathered in workshops with ten companies from various industries. In particular, key differences between Goods-dominant logic (GDL) and SDLbased business models are identified when an industrial firm proceeds in servitization. As the result of the study, an updated version of the business model canvas is provided based on service-dominant logic. The service business model canvas ensures a stronger customer focus and includes aspects salient for services, such as interaction between companies, service co-production, and customer experience. It can be used for the analysis and development of a current service business model of a company or for designing a new business model. It facilitates customer-focused new service design and service development. It aids in the identification of development needs, and facilitates the creation of a common view of the business model. Therefore, the service business model canvas can be regarded as a boundary object, which facilitates the creation of a common understanding of the business model between several actors involved. The study contributes to the business model and service business development disciplines by providing a managerial tool for practitioners in service development. It also provides research insight into how servitization challenges companies’ business models.

Keywords: Boundary object, business model canvas, managerial tool, service-dominant logic.

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Authors: Mostafa E. Saleh, A. Abdel Nabi, A. Baith Mohamed

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In order to make surfing the internet faster, and to save redundant processing load with each request for the same web page, many caching techniques have been developed to reduce latency of retrieving data on World Wide Web. In this paper we will give a quick overview of existing web caching techniques used for dynamic web pages then we will introduce a design and implementation model that take advantage of “URL Rewriting" feature in some popular web servers, e.g. Apache, to provide an effective approach of caching dynamic web pages.

Keywords: Web Caching, URL Rewriting, Optimizing Web Performance, Dynamic Web Pages Loading Time.

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Authors: Essam S. Altubaishi

Abstract:

The motivation for adaptive modulation and coding is to adjust the method of transmission to ensure that the maximum efficiency is achieved over the link at all times. The receiver estimates the channel quality and reports it back to the transmitter. The transmitter then maps the reported quality into a link mode. This mapping however, is not a one-to-one mapping. In this paper we investigate a method for selecting the proper modulation scheme. This method can dynamically adapt the mapping of the Signal-to- Noise Ratio (SNR) into a link mode. It enables the use of the right modulation scheme irrespective of changes in the channel conditions by incorporating errors in the received data. We propose a Markov model for this method, and use it to derive the average switching thresholds and the average throughput. We show that the average throughput of this method outperforms the conventional threshold method.

Keywords: Adaptive modulation and coding, CDMA, Markov model.

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Authors: Benjamin D. Leiby, Darryl K. Ahner

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This study demonstrates an alternative stochastic imputation approach for large datasets when preferred commercial packages struggle to iterate due to numerical problems. A large country conflict dataset motivates the search to impute missing values well over a common threshold of 20% missingness. The methodology capitalizes on correlation while using model residuals to provide the uncertainty in estimating unknown values. Examination of the methodology provides insight toward choosing linear or nonlinear modeling terms. Static tolerances common in most packages are replaced with tailorable tolerances that exploit residuals to fit each data element. The methodology evaluation includes observing computation time, model fit, and the comparison of known  values to replaced values created through imputation. Overall, the country conflict dataset illustrates promise with modeling first-order interactions, while presenting a need for further refinement that mimics predictive mean matching.

Keywords: Correlation, country conflict, imputation, stochastic regression.

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Authors: Rui Sun, Tamer M. Ismail, Xiaohan Ren, M. Abd El-Salam

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Incineration of municipal solid waste (MSW) is one of the key scopes in the global clean energy strategy. A computational fluid dynamics (CFD) model was established in order to reveal these features of the combustion process in a fixed porous bed of MSW. Transporting equations and process rate equations of the waste bed were modeled and set up to describe the incineration process, according to the local thermal conditions and waste property characters. Gas phase turbulence was modeled using k-ε turbulent model and the particle phase was modeled using the kinetic theory of granular flow. The heterogeneous reaction rates were determined using Arrhenius eddy dissipation and the Arrhenius-diffusion reaction rates. The effects of primary air flow rate and temperature in the burning process of simulated MSW are investigated experimentally and numerically. The simulation results in bed are accordant with experimental data well. The model provides detailed information on burning processes in the fixed bed, which is otherwise very difficult to obtain by conventional experimental techniques.

Keywords: Computational Fluid Dynamics (CFD) model, Waste Incineration, Municipal Solid Waste (MSW), Fixed Bed, Primary air.

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Authors: Afshin Ahmadi Nadooshan, Ebrahim Shirani

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In this paper, the two-dimensional stagger grid interface pressure (SGIP) model has been generalized and presented into three-dimensional form. For this purpose, various models of surface tension force for interfacial flows have been investigated and compared with each other. The VOF method has been used for tracking the interface. To show the ability of the SGIP model for three-dimensional flows in comparison with other models, pressure contours, maximum spurious velocities, norm spurious flow velocities and pressure jump error for motionless drop of liquid and bubble of gas are calculated using different models. It has been pointed out that SGIP model in comparison with the CSF, CSS and PCIL models produces the least maximum and norm spurious velocities. Additionally, the new model produces more accurate results in calculating the pressure jumps across the interface for motionless drop of liquid and bubble of gas which is generated in surface tension force.

Keywords: Volume-of-Fluid; SGIP model; CSS model; CSF model; PCIL model; surface tension force; spurious currents.

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Authors: Christian P. Crisostomo, Chrysline Margus N. Piñol

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A zero-field ferromagnetic Ising model is utilized to simulate the propagation of infection in a population that assumes a square lattice structure. The rate of infection increases with temperature. The disease spreads faster among individuals with low J values. Such effect, however, diminishes at higher temperatures.

Keywords: Epidemiology, Ising model, lattice models

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Authors: Yanling Li, Linying Ji, Zita Oravecz, Timothy R. Brick, Michael D. Hunter, Sy-Miin Chow

Abstract:

Assessing several individuals intensively over time yields intensive longitudinal data (ILD). Even though ILD provide rich information, they also bring other data analytic challenges. One of these is the increased occurrence of missingness with increased study length, possibly under non-ignorable missingness scenarios. Multiple imputation (MI) handles missing data by creating several imputed data sets, and pooling the estimation results across imputed data sets to yield final estimates for inferential purposes. In this article, we introduce dynr.mi(), a function in the R package, Dynamic Modeling in R (dynr). The package dynr provides a suite of fast and accessible functions for estimating and visualizing the results from fitting linear and nonlinear dynamic systems models in discrete as well as continuous time. By integrating the estimation functions in dynr and the MI procedures available from the R package, Multivariate Imputation by Chained Equations (MICE), the dynr.mi() routine is designed to handle possibly non-ignorable missingness in the dependent variables and/or covariates in a user-specified dynamic systems model via MI, with convergence diagnostic check. We utilized dynr.mi() to examine, in the context of a vector autoregressive model, the relationships among individuals’ ambulatory physiological measures, and self-report affect valence and arousal. The results from MI were compared to those from listwise deletion of entries with missingness in the covariates. When we determined the number of iterations based on the convergence diagnostics available from dynr.mi(), differences in the statistical significance of the covariate parameters were observed between the listwise deletion and MI approaches. These results underscore the importance of considering diagnostic information in the implementation of MI procedures.

Keywords: Dynamic modeling, missing data, multiple imputation, physiological measures.

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Authors: Abdullah E. Al-Mazrooei

Abstract:

In this paper, we present a new kind of the bilinear systems in the form of state space model. The evolution of this system depends on the product of state vector by its self. The well known Lotak Volterra and Lorenz models are special cases of this new model. We also present here a generalization of Kalman filter which is suitable to work with the new bilinear model. An application to real measurements is introduced to illustrate the efficiency of the proposed algorithm.

Keywords: Bilinear systems, state space model, Kalman filter.

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Authors: Asar Khan, Peter D. Widdop, Andrew J. Day, Aliaster S. Wood, Steve, R. Mounce, John Machell

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This paper describes an automated event detection and location system for water distribution pipelines which is based upon low-cost sensor technology and signature analysis by an Artificial Neural Network (ANN). The development of a low cost failure sensor which measures the opacity or cloudiness of the local water flow has been designed, developed and validated, and an ANN based system is then described which uses time series data produced by sensors to construct an empirical model for time series prediction and classification of events. These two components have been installed, tested and verified in an experimental site in a UK water distribution system. Verification of the system has been achieved from a series of simulated burst trials which have provided real data sets. It is concluded that the system has potential in water distribution network management.

Keywords: Detection, leakage, neural networks, sensors, water distribution networks

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