Search results for: financial models

Authors: Hasan.O. Farahneh, Ayman A. Issa

Abstract:

Software development is moving towards agility with use cases and scenarios being used for requirements stories. Estimates of software costs are becoming even more important than before as effects of delays is much larger in successive short releases context of agile development. Thus, this paper reports on the development of new linear use case based software cost estimation model applicable in the very early stages of software development being based on simple metric. Evaluation showed that accuracy of estimates varies between 43% and 55% of actual effort of historical test projects. These results outperformed those of wellknown models when applied in the same context. Further work is being carried out to improve the performance of the proposed model when considering the effect of non-functional requirements.

Keywords: Metrics, Software Cost Estimation, Use Cases

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Authors: Adarsh Venkataraman Ganesan, Sundaram Swaminathan, Rama Jayaraj

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Human middle-ear is the key component of the auditory system. Its function is to transfer the sound waves through the ear canal to provide sufficient stimulus to the fluids of the inner ear. Degradation of the ossicles that transmit these sound waves from the eardrum to the inner ear leads to hearing loss. This problem can be overcome by replacing one or more of these ossicles by middleear prosthesis. Designing such prosthesis requires a comprehensive knowledge of the biomechanics of the middle-ear. There are many finite element modeling approaches developed to understand the biomechanics of the middle ear. The available models in the literature, involve high computation time. In this paper, we propose a simplified model which provides a reasonably accurate result with much less computational time. Simulation results indicate a maximum sound pressure gain of 10 dB at 5500 Hz.

Keywords: Ear, Ossicles, COMSOL, Stapes.

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Authors: K. N. C. Njoku, Chinwendu Best Eleje, Christian Chukwuemeka Nwandu

Abstract:

One of the problems facing most insurance companies is how best the burden of paying claims to its policy holders can be managed whenever need arises. Hence there is need for the insurer to buy a reinsurance contract in order to reduce risk which will enable the insurer to share the financial burden with the reinsurer. In this paper, the insurer’s and reinsurer’s strategy is investigated under the modified constant elasticity of variance (M-CEV) process and proportional administrative charges. The insurer considered investment in one risky asset and one risk free asset where the risky asset is modeled based on the M-CEV process which is an extension of constant elasticity of variance (CEV) process. Next, a nonlinear partial differential equation in the form of Hamilton Jacobi Bellman equation is obtained by dynamic programming approach. Using power transformation technique and variable change, the explicit solutions of the optimal investment strategy and optimal reinsurance strategy are obtained. Finally, some numerical simulations of some sensitive parameters were obtained and discussed in details where we observed that the modification factor only affects the optimal investment strategy and not the reinsurance strategy for an insurer with exponential utility function.

Keywords: Reinsurance strategy, Hamilton Jacobi Bellman equation, power transformation, M-CEV process, exponential utility.

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Authors: Dennis Corbett

Abstract:

The city of Melbourne in Victoria, Australia, provides a number of examples of how a growing city can integrate urban planning and water planning to achieve sustainable urban development, environmental protection, liveability and integrated water management outcomes, and move towards becoming a “Water Sensitive City". Three examples are provided - the development at Botanic Ridge, where a 318 hectare residential development is being planned and where integrated water management options are being implemented using a “triple bottom line" sustainability investment approach; the Toolern development, which will capture and reuse stormwater and recycled water to greatly reduce the suburb-s demand for potable water, and the development at Kalkallo where a 1,200 hectare industrial precinct development is planned which will merge design of the development's water supply, sewerage services and stormwater system. The Paper argues that an integrated urban planning and water planning approach is fundamental to creating liveable, vibrant communities which meet social and financial needs while being in harmony with the local environment. Further work is required on developing investment frameworks and risk analysis frameworks to ensure that all possible solutions can be assessed equally.

Keywords: Integrated water management, stormwater management, sustainable urban development.

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Authors: R.V Pawar, P.P.Kajave, S.N.Mali

Abstract:

The speech signal conveys information about the identity of the speaker. The area of speaker identification is concerned with extracting the identity of the person speaking the utterance. As speech interaction with computers becomes more pervasive in activities such as the telephone, financial transactions and information retrieval from speech databases, the utility of automatically identifying a speaker is based solely on vocal characteristic. This paper emphasizes on text dependent speaker identification, which deals with detecting a particular speaker from a known population. The system prompts the user to provide speech utterance. System identifies the user by comparing the codebook of speech utterance with those of the stored in the database and lists, which contain the most likely speakers, could have given that speech utterance. The speech signal is recorded for N speakers further the features are extracted. Feature extraction is done by means of LPC coefficients, calculating AMDF, and DFT. The neural network is trained by applying these features as input parameters. The features are stored in templates for further comparison. The features for the speaker who has to be identified are extracted and compared with the stored templates using Back Propogation Algorithm. Here, the trained network corresponds to the output; the input is the extracted features of the speaker to be identified. The network does the weight adjustment and the best match is found to identify the speaker. The number of epochs required to get the target decides the network performance.

Keywords: Average Mean Distance function, Backpropogation, Linear Predictive Coding, MultilayeredPerceptron,

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Authors: Shuzhen Yao, Fengjing Zhao, Jianwei He

Abstract:

The UML modeling of complex distributed systems often is a great challenge due to the large amount of parallel real-time operating components. In this paper the problems of verification of such systems are discussed. ECPN, an Extended Colored Petri Net is defined to formally describe state transitions of components and interactions among components. The relationship between sequence diagrams and Free Choice Petri Nets is investigated. Free Choice Petri Net theory helps verifying the liveness of sequence diagrams. By converting sequence diagrams to ECPNs and then comparing behaviors of sequence diagram ECPNs and statecharts, the consistency among models is analyzed. Finally, a verification process for an example model is demonstrated.

Keywords: Consistency, liveness, Petri Net, sequence diagram.

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Authors: M. M. Fateh, A. Izadbakhsh

Abstract:

A robust control approach is proposed for a high speed manipulator using a hybrid computed torque control approach in the state space. The high-speed manipulator is driven by permanent magnet dc motors to track a trajectory in the joint space in the presence of disturbances. Tracking problem is analyzed in the state space where the completed models are considered for actuators. The proposed control approach can guarantee the stability and a satisfactory tracking performance. A two-link elbow manipulator driven by electrical actuators is simulated and results are shown to satisfy conditions under technical specifications.

Keywords: Computed torque, manipulator, robust control, state space.

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Authors: Mahbub C. Mishu, Venketesh N. Dubey, Tamas Hickish, Jonathan Cole

Abstract:

Pressure ulcer is a common problem for today’s healthcare industry. It occurs due to external load applied to the skin. Also when the subject is immobile for a longer period of time and there is continuous load applied to a particular area of human body, blood flow gets reduced and as a result pressure ulcer develops. Body support surface has a significant role in preventing ulceration so it is important to know the characteristics of support surface under loading conditions. In this paper we have presented mathematical models of different types of viscoelastic materials and also we have shown the validation of our simulation results with experiments.

Keywords: Pressure ulcer, viscoelastic material, mathematical model, experimental validation.

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Authors: Sang-Hong Park

Abstract:

This paper proposes an efficient method to classify inverse synthetic aperture (ISAR) images. Because ISAR images can be translated and rotated in the 2-dimensional image place, invariance to the two factors is indispensable for successful classification. The proposed method achieves invariance to translation and rotation of ISAR images using a combination of two-dimensional Fourier transform, polar mapping and correlation-based alignment of the image. Classification is conducted using a simple matching score classifier. In simulations using the real ISAR images of five scaled models measured in a compact range, the proposed method yields classification ratios higher than 97 %.

Keywords: Radar, ISAR, radar target classification, radar imaging.

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Authors: ML. Benmessaoud, A. Lamrani, K. Nemra, AK. Souici

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This paper presents an Extended Kaman Filter implementation of a single-camera Visual Simultaneous Localization and Mapping algorithm, a novel algorithm for simultaneous localization and mapping problem widely studied in mobile robotics field. The algorithm is vision and odometry-based, The odometry data is incremental, and therefore it will accumulate error over time, since the robot may slip or may be lifted, consequently if the odometry is used alone we can not accurately estimate the robot position, in this paper we show that a combination of odometry and visual landmark via the extended Kalman filter can improve the robot position estimate. We use a Pioneer II robot and motorized pan tilt camera models to implement the algorithm.

Keywords: Mobile Robot, Navigation, vSLAM, EKF, monocular.

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Authors: Mehran Yazdi, Mehdi Seyfi, Amirhossein Rafati, Meghdad Asadi

Abstract:

Detection and tracking of the lip contour is an important issue in speechreading. While there are solutions for lip tracking once a good contour initialization in the first frame is available, the problem of finding such a good initialization is not yet solved automatically, but done manually. We have developed a new tracking solution for lip contour detection using only few landmarks (15 to 25) and applying the well known Active Shape Models (ASM). The proposed method is a new LMS-like adaptive scheme based on an Auto regressive (AR) model that has been fit on the landmark variations in successive video frames. Moreover, we propose an extra motion compensation model to address more general cases in lip tracking. Computer simulations demonstrate a fair match between the true and the estimated spatial pixels. Significant improvements related to the well known LMS approach has been obtained via a defined Frobenius norm index.

Keywords: Lip contour, Tracking, LMS-Like

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Authors: P.-W. Tsai, W.-L. Hong, C.-W. Chen, C.-Y. Chen

Abstract:

In this paper, we present a neural-network (NN) based approach to represent a nonlinear Tagagi-Sugeno (T-S) system. A linear differential inclusion (LDI) state-space representation is utilized to deal with the NN models. Taking advantage of the LDI representation, the stability conditions and controller design are derived for a class of nonlinear structural systems. Moreover, the concept of utilizing the Parallel Particle Swarm Optimization (PPSO) algorithm to solve the common P matrix under the stability criteria is given in this paper.

Keywords: Lyapunov Stability, Parallel Particle Swarm Optimization, Linear Differential Inclusion, Artificial Intelligence.

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Authors: Abhishek Soni, Bhagat Singh

Abstract:

Perfect restoration of fractured distal femur has been a challenging task for the medical practitioners. In the present study, model of a fractured bone has been created using the scan data of the damaged bone. Thereafter, customized implant of Stainless Steel (SS-316L) for this fractured femur bone is modeled using the reverse engineering approach. Clinical set-up is prepared by assembling all the models together. Stress and deformation analysis of this clinical set-up has been performed in order to check the load bearing capacity and intactness of the joint. From this analysis, it has been inferred that the stresses and deformation developed due to the static load of the person is within the permissible limits.

Keywords: Biomechanical evaluations, customized implant, reverse engineering, stainless steel alloy.

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Authors: Jason Zalev, Reza Sedaghat

Abstract:

This paper describes a complex energy signal model that is isomorphic with digital human fingerprint images. By using signal models, the problem of fingerprint matching is transformed into the signal processing problem of finding a correlation between two complex signals that differ by phase-rotation and time-scaling. A technique for minutiae matching that is independent of image translation, rotation and linear-scaling, and is resistant to missing minutiae is proposed. The method was tested using random data points. The results show that for matching prints the scaling and rotation angles are closely estimated and a stronger match will have a higher correlation.

Keywords: Affine Invariant, Fingerprint Recognition, Matching, Minutiae.

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Authors: Dimitrios E. Kontaxis, George Litainas, Dimitrios P. Ptochos, Vaggelis P. Ptochos, Sotirios P. Ptochos, Dimitrios Beletsis, Konstantinos Kritikakis, Milan Sunaric

Abstract:

Real-time monitoring of the supply chain conditions and procedures is a critical element for the optimal coordination and safety of the deliveries, as well as for the minimization of the delivery time and cost. Real time monitoring requires IoT data streams, which are related to the conditions of the products and the means of transport (e.g., location, temperature/humidity conditions, kinematic state, ambient light conditions, etc.). These streams are generated by battery-based IoT tracking devices, equipped with appropriate sensors, and are transmitted to a cloud-based back-end system. Proper handling and processing of the IoT data streams, using predictive and artificial intelligence algorithms, can provide significant and useful results, which can be exploited by the supply chain stakeholders in order to enhance their financial benefits, as well as the efficiency, security, transparency, coordination and sustainability of the supply chain procedures. The technology, the features and the characteristics of a complete, proprietary system, including hardware, firmware and software tools - developed in the context of a co-funded R&D program - are addressed and presented in this paper. 

Keywords: IoT embedded electronics, real-time monitoring, tracking device, sensor platform

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Authors: V. Eramo, E. Miucci, A. Cianfrani, A. Germoni, M. Listanti

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The power consumption of an Optical Packet Switch equipped with SOA technology based Spanke switching fabric is evaluated. Sophisticated analytical models are introduced to evaluate the power consumption versus the offered traffic, the main switch parameters, and the used device characteristics. The impact of Amplifier Spontaneous Emission (ASE) noise generated by a transmission system on the power consumption is investigated. As a matter of example for 32×32 switches supporting 64 wavelengths and offered traffic equal to 0,8, the average energy consumption per bit is 5, 07 · 10-2 nJ/bit and increases if ASE noise introduced by the transmission systems is increased.

Keywords: Spanke, Amplifier Spontaneous Emission Noise, Power Consumption, Optical Packet Switch.

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Authors: Siriwan Saksiriruthai

Abstract:

This paper develops models to analyze the relationship between leisure time and wage change. Using Thailand-s Time Use Survey and Labor Force Survey data, the estimation of wage changes in response to leisure time change indicates that media receiving, personal care and social participation and volunteer activities are the ones that significantly raise hourly wages. Thus, the finding suggests the stimulation in time use for media access to enhance knowledge and productivity, personal care for attractiveness and healthiness in order to raise productivity, and social activities to develop connections for possible future opportunities including wage increase. These activities should be promoted for productive leisure time and for welfare improvement.

Keywords: Leisure, wage, time use, Thailand.

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Authors: Vilma Zydziunaite, Vaida Jurgile, Roman Balandiuk

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Good, great, and leading teachers are expected to be the role models for students, society, professional community. Their role model includes expertise, trustworthiness, originality, facilitating, cooperation and communication. Teachers demonstrate their professional passion through their professionalism and professional attitudes. Usually, we call them teacher(s) leaders by integrating three notions such as good, great, and leading in a one-teacher leader. Here are described essences of three concepts: ‘good teacher,’ ‘great teacher,’ ‘and teacher leader’ as they are inseparable in teaching practices, teacher’s professional life, and educational interactions with students, fellow teachers, school administration, students’ families and school communities.

Keywords: Great teacher, good teacher, leading teacher, school, student.

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Authors: A. Danbaba

Abstract:

Samurai Sudoku consists of five Sudoku square designs each having nine treatments in each row (column or sub-block) only once such the five Sudoku designs overlaps. Two or more Samurai designs can be joint together to give an extended Samurai design. In addition, two Samurai designs, each containing five Sudoku square designs, are mutually orthogonal (Graeco). If we superimpose two Samurai designs and obtained a pair of Latin and Greek letters in each row (column or sub-block) of the five Sudoku designs only once, then we have Graeco Samurai design. In this paper, simple method of constructing Samurai designs and mutually orthogonal Samurai design are proposed. In addition, linear models and methods of data analysis for the designs are proposed.

Keywords: Samurai design, Graeco samurai design, sudoku design, row or column swap.

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Authors: Farhad Kolahan, Mohammad Bironro

Abstract:

This paper addresses modeling and optimization of process parameters in powder mixed electrical discharge machining (PMEDM). The process output characteristics include metal removal rate (MRR) and electrode wear rate (EWR). Grain size of Aluminum powder (S), concentration of the powder (C), discharge current (I) pulse on time (T) are chosen as control variables to study the process performance. The experimental results are used to develop the regression models based on second order polynomial equations for the different process characteristics. Then, a genetic algorithm (GA) has been employed to determine optimal process parameters for any desired output values of machining characteristics.

Keywords: Regression modeling, PMEDM, GeneticAlgorithm, Optimization.

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Authors: S. Thirumurugan, D. R. Prince Williams

Abstract:

Software Reliability is one of the key factors in the software development process. Software Reliability is estimated using reliability models based on Non Homogenous Poisson Process. In most of the literature the Software Reliability is predicted only in testing phase. So it leads to wrong decision-making concept. In this paper, two Software Reliability concepts, testing and operational phase are studied in detail. Using S-Shaped Software Reliability Growth Model (SRGM) and Exponential SRGM, the testing and operational reliability values are obtained. Finally two reliability values are compared and optimal release time is investigated.

Keywords: Error Detection Rate, Estimation of Parameters, Instantaneous Failure Rate, Mean Value Function, Non Homogenous Poisson Process (NHPP), Software Reliability.

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Authors: Zhanna Mingaleva, Irina Mirskikh

Abstract:

Innovational development of regions in Russia is generally faced with the essential influence from federal and local authorities. The organization of effective mechanism of innovation development (and self-development) is impossible without establishment of defined institutional conditions in the analyzed field. Creative utilization of scientific concepts and information should merge, giving rise to continuing innovation and advanced production. The paper presents an analysis of institutional conditions in the field of creation and development of innovation activity infrastructure and transferring of knowledge and skills between different economic agents in Russia. Knowledge is mainly privately owned, developed through R&D investments and incorporated into technology or a product. Innovation infrastructure is a strong concentration mechanism of advanced facilities, which are mainly located inside large agglomerations or city-regions in order to benefit from scale effects in both input markets (human capital, private financial capital) and output markets (higher education services, research services). The empirical results of the paper show that in the presence of more efficient innovation and knowledge transfer and transcoding system and of a more open attitude of economic agents towards innovation, the innovation and knowledge capacity of regional economy is much higher.

Keywords: knowledge economy, innovational development, transfer of knowledge, institutional preconditions, innovation andknowledge capacity.

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Authors: Maria C. Mariani, Md Al Masum Bhuiyan, Osei K. Tweneboah, Hector G. Huizar

Abstract:

This work is devoted to the study of modeling geophysical time series. A stochastic technique with time-varying parameters is used to forecast the volatility of data arising in geophysics. In this study, the volatility is defined as a logarithmic first-order autoregressive process. We observe that the inclusion of log-volatility into the time-varying parameter estimation significantly improves forecasting which is facilitated via maximum likelihood estimation. This allows us to conclude that the estimation algorithm for the corresponding one-step-ahead suggested volatility (with ±2 standard prediction errors) is very feasible since it possesses good convergence properties.

Keywords: Augmented Dickey Fuller Test, geophysical time series, maximum likelihood estimation, stochastic volatility model.

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Authors: Panagiotis Kyratsis, Konstantinos Kakoulis

Abstract:

Nowadays, the rapid development of CAD systems’ programming environments results in the creation of multiple downstream applications, which are developed and becoming increasingly available. CAD based manufacturing simulations is gradually following the same trend. Drilling is the most popular holemaking process used in a variety of industries. A specially built piece of software that deals with the drilling kinematics is presented. The cutting forces are calculated based on the tool geometry, the cutting conditions and the tool/work-piece materials. The results are verified by experimental work. Finally, the response surface methodology (RSM) is applied and mathematical models of the total thrust force and the thrust force developed because of the main cutting edges are proposed.

Keywords: Application programming interface, CAD, drilling, response surface methodology, RSM.

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Authors: Rajine Swetha R, B. Shekar Babu, Sumithra Devi K.A

Abstract:

Electronic Systems are the core of everyday lives. They form an integral part in financial networks, mass transit, telephone systems, power plants and personal computers. Electronic systems are increasingly based on complex VLSI (Very Large Scale Integration) integrated circuits. Initial electronic design automation is concerned with the design and production of VLSI systems. The next important step in creating a VLSI circuit is Physical Design. The input to the physical design is a logical representation of the system under design. The output of this step is the layout of a physical package that optimally or near optimally realizes the logical representation. Physical design problems are combinatorial in nature and of large problem sizes. Darwin observed that, as variations are introduced into a population with each new generation, the less-fit individuals tend to extinct in the competition of basic necessities. This survival of fittest principle leads to evolution in species. The objective of the Genetic Algorithms (GA) is to find an optimal solution to a problem .Since GA-s are heuristic procedures that can function as optimizers, they are not guaranteed to find the optimum, but are able to find acceptable solutions for a wide range of problems. This survey paper aims at a study on Efficient Algorithms for VLSI Physical design and observes the common traits of the superior contributions.

Keywords: Genetic Algorithms, Physical Design, VLSI.

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Authors: Shuhua Lai, Kairui Chen

Abstract:

In this paper, we present a fast and efficient mesh coarsening algorithm for 3D triangular meshes. Theis approach can be applied to very complex 3D meshes of arbitrary topology and with millions of vertices. The algorithm is based on the clustering of the input mesh elements, which divides the faces of an input mesh into a given number of clusters for clustering purpose by approximating the Centroidal Voronoi Tessellation of the input mesh. Once a clustering is achieved, it provides us an efficient way to construct uniform tessellations, and therefore leads to good coarsening of polygonal meshes. With proliferation of 3D scanners, this coarsening algorithm is particularly useful for reverse engineering applications of 3D models, which in many cases are dense, non-uniform, irregular and arbitrary topology. Examples demonstrating effectiveness of the new algorithm are also included in the paper.

Keywords: Coarsening, mesh clustering, shape approximation, mesh simplification.

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Authors: M. H. Chung, B. Y. Lee, Y. Kim, E. K. Rhee

Abstract:

With an increase in the interest in the energy conservation for buildings, and the emergence of many methods and easily-understandable approaches to it, energy conservation has now become the public’s main interest, as compared to in the past when it was only focused upon by experts. This study aims to help the occupants of a building to understand the energy efficiency and consumption of the building by providing them information on the building’s energy efficiency through a mobile application. The energy performance assessment models are proposed on the basis of the actual energy usage and building characteristics such as the architectural scheme and the building equipment. The university buildings in Korea are used as a case to demonstrate the mobile application.

Keywords: Energy consumption, energy performance assessment, mobile application, university buildings.

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Authors: Rosalba D'onofrio

Abstract:

It is not easy to imagine how the existing city can be converted to the principles of sustainability, however, the need for innovation, requires a pioneering phase which must address the main problems of rehabilitation of the operating models of the city. Today, however, there is a growing awareness that the identification and implementation of policies and measures to promote the adaptation, resilience and reversibility of the city, require the contribution of our discipline. This breakthrough is present in some recent international experiences of Climate Plans, in which the envisaged measures are closely interwoven with those of urban planning. These experiences, provide some answers principle questions, such as: how the strategies to combat climate can be integrated in the instruments of the local government; what new and specific analysis must be introduced in urban planning in order to understand the issues of urban sustainability, and how the project compares with different spatial scales.

Keywords: Climate change, urban sustainability, urban planning

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Authors: PeiWen Liao, Tsung Hau Jen

Abstract:

This study was conducted to explore the effects of two countries model comparison program in Taiwan and Singapore in TIMSS database. The researchers used Multi-Group Hierarchical Linear Modeling techniques to compare the effects of two different country models and we tested our hypotheses on 4,046 Taiwan students and 4,599 Singapore students in 2007 at two levels: the class level and student (individual) level. Design quality is a class level variable. Student level variables are achievement and self-confidence. The results challenge the widely held view that retention has a positive impact on self-confidence. Suggestions for future research are discussed.

Keywords: Teaching approach, self-confidence, achievement, multi-group HLM.

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Authors: Gishantha Thantulage, Tatiana Kalganova, Manissa Wilson

Abstract:

Ant Colony Algorithms have been applied to difficult combinatorial optimization problems such as the travelling salesman problem and the quadratic assignment problem. In this paper gridbased and random-based ant colony algorithms are proposed for automatic 3D hose routing and their pros and cons are discussed. The algorithm uses the tessellated format for the obstacles and the generated hoses in order to detect collisions. The representation of obstacles and hoses in the tessellated format greatly helps the algorithm towards handling free-form objects and speeds up computation. The performance of algorithm has been tested on a number of 3D models.

Keywords: Ant colony algorithm, Automatic hose routing, tessellated format, RAPID.

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