Search results for: Kolmogorov-Smirnov Test
Commenced in January 2007
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Edition: International
Paper Count: 2745

Search results for: Kolmogorov-Smirnov Test

975 Credit Risk Management and Analysis in an Iranian Bank

Authors: Isa Nakhai Kamal Abadi, Esmaeel Saberi, Ehsan Mirjafari

Abstract:

While financial institutions have faced difficulties over the years for a multitude of reasons, the major cause of serious banking problems continues to be directly related to lax credit standards for borrowers and counterparties, poor portfolio risk management, or a lack of attention to changes in economic or other circumstances that can lead to a deterioration in the credit standing of a bank's counterparties. Credit risk is most simply defined as the potential that a bank borrower or counterparty will fail to meet its obligations in accordance with agreed terms. The goal of credit risk management is to maximize a bank's risk-adjusted rate of return by maintaining credit risk exposure within acceptable parameters. Banks need to manage the credit risk inherent in the entire portfolio as well as the risk in individual credits or transactions. Banks should also consider the relationships between credit risk and other risks. The effective management of credit risk is a critical component of a comprehensive approach to risk management and essential to the long-term success of any banking organization. In this research we also study the relationship between credit risk indices and borrower-s timely payback in Karafarin bank.

Keywords: Financial Ratios; Spearman Test; Bank OperationsRisk

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974 Wind Farm Power Performance Verification Using Non-Parametric Statistical Inference

Authors: M. Celeska, K. Najdenkoski, V. Dimchev, V. Stoilkov

Abstract:

Accurate determination of wind turbine performance is necessary for economic operation of a wind farm. At present, the procedure to carry out the power performance verification of wind turbines is based on a standard of the International Electrotechnical Commission (IEC). In this paper, nonparametric statistical inference is applied to designing a simple, inexpensive method of verifying the power performance of a wind turbine. A statistical test is explained, examined, and the adequacy is tested over real data. The methods use the information that is collected by the SCADA system (Supervisory Control and Data Acquisition) from the sensors embedded in the wind turbines in order to carry out the power performance verification of a wind farm. The study has used data on the monthly output of wind farm in the Republic of Macedonia, and the time measuring interval was from January 1, 2016, to December 31, 2016. At the end, it is concluded whether the power performance of a wind turbine differed significantly from what would be expected. The results of the implementation of the proposed methods showed that the power performance of the specific wind farm under assessment was acceptable.

Keywords: Canonical correlation analysis, power curve, power performance, wind energy.

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973 Dynamic Interrelationship among the Stock Markets of India, Pakistan and United States

Authors: A. Iqbal, N. Khalid, S. Rafiq

Abstract:

The interrelationship between international stock markets has been a key study area among the financial market researchers for international portfolio management and risk measurement. The characteristics of security returns and their dynamics play a vital role in the financial market theory. This study is an attempt to find out the dynamic linkages among the equity market of USA and emerging markets of Pakistan and India using daily data covering the period of January 2003–December 2009. The study utilizes Johansen (Journal of Economic Dynamics and Control, 12, 1988) and Johansen and Juselius (Oxford Bulletin of Economics and Statistics, 52, 1990) cointegration procedure for long run relationship and Granger-causality tests based on Toda and Yamamoto (Journal of Econometrics, 66, 1995) methodology. No cointegration was found among stock markets of USA, Pakistan and India, while Granger-causality test showed the evidence of unidirectional causality running from New York stock exchange to Bombay and Karachi stock exchanges.

Keywords: Causality, Cointegration, India, Pakistan, Stock Markets, US.

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972 Application of Novel Conserving Immersed Boundary Method to Moving Boundary Problem

Authors: S. N. Hosseini, S. M. H. Karimian

Abstract:

A new conserving approach in the context of Immersed Boundary Method (IBM) is presented to simulate one dimensional, incompressible flow in a moving boundary problem. The method employs control volume scheme to simulate the flow field. The concept of ghost node is used at the boundaries to conserve the mass and momentum equations. The Present method implements the conservation laws in all cells including boundary control volumes. Application of the method is studied in a test case with moving boundary. Comparison between the results of this new method and a sharp interface (Image Point Method) IBM algorithm shows a well distinguished improvement in both pressure and velocity fields of the present method. Fluctuations in pressure field are fully resolved in this proposed method. This approach expands the IBM capability to simulate flow field for variety of problems by implementing conservation laws in a fully Cartesian grid compared to other conserving methods.

Keywords: Immersed Boundary Method, conservation of mass and momentum laws, moving boundary, boundary condition.

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971 2D-Modeling with Lego Mindstorms

Authors: Miroslav Popelka, Jakub Nožička

Abstract:

The whole work is based on possibility to use Lego Mindstorms robotics systems to reduce costs. Lego Mindstorms consists of a wide variety of hardware components necessary to simulate, programme and test of robotics systems in practice. To programme algorithm, which simulates space using the ultrasonic sensor, was used development environment supplied with kit. Software Matlab was used to render values afterwards they were measured by ultrasonic sensor. The algorithm created for this paper uses theoretical knowledge from area of signal processing. Data being processed by algorithm are collected by ultrasonic sensor that scans 2D space in front of it. Ultrasonic sensor is placed on moving arm of robot which provides horizontal moving of sensor. Vertical movement of sensor is provided by wheel drive. The robot follows map in order to get correct positioning of measured data. Based on discovered facts it is possible to consider Lego Mindstorm for low-cost and capable kit for real-time modelling.

Keywords: LEGO Mindstorms, ultrasonic sensor, Real-time modeling, 2D object, low-cost robotics systems, sensors, Matlab, EV3 Home Edition Software.

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970 Impact of Masonry Joints on Detection of Humidity Distribution in Aerated Concrete Masonry Constructions by Electric Impedance Spectrometry Measurements

Authors: Sanita Rubene, Martins Vilnitis, Juris Noviks

Abstract:

Aerated concrete is a load bearing construction material, which has high heat insulation parameters. Walls can be erected from aerated concrete masonry constructions and in perfect circumstances additional heat insulation is not required. The most common problem in aerated concrete heat insulation properties is the humidity distribution throughout the cross section of the masonry elements as well as proper and conducted drying process of the aerated concrete construction because only dry aerated concrete masonry constructions can reach high heat insulation parameters. In order to monitor drying process of the masonry and detect humidity distribution throughout the cross section of aerated concrete masonry construction application of electrical impedance spectrometry is applied. Further test results and methodology of this non-destructive testing method is described in this paper.

Keywords: Aerated concrete, electrical impedance spectrometry, humidity distribution, non-destructive testing.

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969 The Effect of Size, Thickness, and Type of the Bonding Interlayer on Bullet Proof Glass as per EN 1063

Authors: Rabinder Singh Bharj, Sandeep Kumar

Abstract:

This investigation presents preparation of sample and  analysis of results of ballistic impact test as per EN 1063 on the size,  thickness, number, position, and type of the bonding interlayer  Polyvinyl Butyral, Poly Carbonate and Poly Urethane on bullet proof  glass. It was observed that impact energy absorbed by bullet proof  glass increases with the increase of the total thickness from 33mm to  42mm to 51mm for all the three samples respectively. Absorption  impact energy is greater for samples with more number of bonding  interlayers than with the number of glass layers for uniform increase  in total sample thickness. There is no effect on the absorption impact  energy with the change in position of the bonding interlayer. 

Keywords: Absorbed energy, bullet proof glass, laminated glass, safety glass.

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968 An Effective Islanding Detection and Classification Method Using Neuro-Phase Space Technique

Authors: Aziah Khamis, H. Shareef

Abstract:

The purpose of planned islanding is to construct a power island during system disturbances which are commonly formed for maintenance purpose. However, in most of the cases island mode operation is not allowed. Therefore distributed generators (DGs) must sense the unplanned disconnection from the main grid. Passive technique is the most commonly used method for this purpose. However, it needs improvement in order to identify the islanding condition. In this paper an effective method for identification of islanding condition based on phase space and neural network techniques has been developed. The captured voltage waveforms at the coupling points of DGs are processed to extract the required features. For this purposed a method known as the phase space techniques is used. Based on extracted features, two neural network configuration namely radial basis function and probabilistic neural networks are trained to recognize the waveform class. According to the test result, the investigated technique can provide satisfactory identification of the islanding condition in the distribution system.

Keywords: Classification, Islanding detection, Neural network, Phase space.

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967 Bayesian Networks for Earthquake Magnitude Classification in a Early Warning System

Authors: G. Zazzaro, F.M. Pisano, G. Romano

Abstract:

During last decades, worldwide researchers dedicated efforts to develop machine-based seismic Early Warning systems, aiming at reducing the huge human losses and economic damages. The elaboration time of seismic waveforms is to be reduced in order to increase the time interval available for the activation of safety measures. This paper suggests a Data Mining model able to correctly and quickly estimate dangerousness of the running seismic event. Several thousand seismic recordings of Japanese and Italian earthquakes were analyzed and a model was obtained by means of a Bayesian Network (BN), which was tested just over the first recordings of seismic events in order to reduce the decision time and the test results were very satisfactory. The model was integrated within an Early Warning System prototype able to collect and elaborate data from a seismic sensor network, estimate the dangerousness of the running earthquake and take the decision of activating the warning promptly.

Keywords: Bayesian Networks, Decision Support System, Magnitude Classification, Seismic Early Warning System

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966 The Role of Brand Loyalty in Generating Positive Word of Mouth among Malaysian Hypermarket Customers

Authors: S. R. Nikhashemi, L. Haj Paim, Ali Khatibi

Abstract:

Structural Equation Modeling (SEM) was used to test a hypothesized model explaining Malaysian hypermarket customers’ perceptions of brand trust (BT), customer perceived value (CPV) and perceived service quality (PSQ) on building their brand loyalty (CBL) and generating positive word-of-mouth communication (WOM). Self-administered questionnaires were used to collect data from 374 Malaysian hypermarket customers from Mydin, Tesco, Aeon Big and Giant in Kuala Lumpur, a metropolitan city of Malaysia. The data strongly supported the model exhibiting that BT, CPV and PSQ are prerequisite factors in building customer brand loyalty, while PSQ has the strongest effect on prediction of customer brand loyalty compared to other factors. Besides, the present study suggests the effect of the aforementioned factors via customer brand loyalty strongly contributes to generate positive word of mouth communication.

Keywords: Brand trust, perceived value, perceived service quality, brand loyalty, positive word of mouth communication.

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965 Economic Load Dispatch with Daily Load Patterns and Generator Constraints by Particle Swarm Optimization

Authors: N. Phanthuna V. Phupha N. Rugthaicharoencheep, S. Lerdwanittip

Abstract:

This paper presents an optimization technique to economic load dispatch (ELD) problems with considering the daily load patterns and generator constraints using a particle swarm optimization (PSO). The objective is to minimize the fuel cost. The optimization problem is subject to system constraints consisting of power balance and generation output of each units. The application of a constriction factor into PSO is a useful strategy to ensure convergence of the particle swarm algorithm. The proposed method is able to determine, the output power generation for all of the power generation units, so that the total constraint cost function is minimized. The performance of the developed methodology is demonstrated by case studies in test system of fifteen-generation units. The results show that the proposed algorithm scan give the minimum total cost of generation while satisfying all the constraints and benefiting greatly from saving in power loss reduction

Keywords: Particle Swarm Optimization, Economic Load Dispatch, Generator Constraints.

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964 Laboratory Testing Regime for Quantifying Soil Collapsibility

Authors: Anne C. Okwedadi, Samson Ng’ambi, Ian Jefferson

Abstract:

Collapsible soils go through radical rearrangement of their particles when triggered by water, stress or/and vibration, causing loss of volume. This loss of volume in soil as seen in foundation failures has caused millions of dollars’ worth of damages to public facilities and infrastructure and so has an adverse effect on the society and people. Despite these consequences and the several studies that are available, more research is still required in the study of soil collapsibility. Discerning the pedogenesis (formation) of soils and investigating the combined effects of the different geological soil properties is key to elucidating and quantifying soils collapsibility. This study presents a novel laboratory testing regime that would be undertaken on soil samples where the effects of soil type, compactive variables (moisture content, density, void ratio, degree of saturation) and loading are analyzed. It is anticipated that results obtained would be useful in mapping the trend of the combined effect thus the basis for evaluating soil collapsibility or collapse potentials encountered in construction with volume loss problems attributed to collapse.

Keywords: Collapsible soil, Geomorphological process, Soil Collapsibility properties, Soil test.

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963 A Procedure to Assess Streamflow Rating Curves and Streamflow Sequences

Authors: Elena Carcano, Mirzi Betasolo

Abstract:

This study aims to provide sub-hourly streamflow predictions and associated rating curves for small catchments of intermittent and torrential flow regime characterized by flash floods occurring especially during April and November. The methodology entails two lumped conceptual hydrological models which work in series. The total model is based upon eleven parameters and shows good flexibility in handling different input sets. Runoff Coefficient has contributed to improving the model’s performances and has been treated as an additional parameter; while Sensitivity Analysis has highlighted how slight changes in the model’s input can lead to changes in model’s output. The adopted procedure is steady and useful to give very practical engineering information at the expense of a parsimonious request both in input data and in the number of adopted parameters. According to the obtained results, the authors encourage the test of this combined procedure on different hydrological scenarios in order to provide information for poorly monitored catchments and not updated sites.

Keywords: Streamflow rating curve, chronological data, streamflow sequences, conceptual models.

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962 Impact Assessment of Air Pollution Stress on Plant Species through Biochemical Estimations

Authors: Govindaraju.M, Ganeshkumar.R.S, Suganthi.P, Muthukumaran.V.R, Visvanathan.P

Abstract:

The present study was conducted to investigate the response of plants exposed to lignite-based thermal power plant emission. For this purpose, five plant species were collected from 1.0 km distance (polluted site) and control plants were collected from 20.0 km distance (control site) to thermal power plant. The common tree species Cassia siamea Lamk., Polyalthia longifolia. Sonn, Acacia longifolia (Andrews) Wild., Azadirachta indica A.Juss, Ficus religiosa L. were selected as test plants. Photosynthetic pigments changes (chlorophyll a, chlorophyll b and carotenoids) and rubisco enzyme modifications were studied. Reduction was observed in the photosynthetic pigments of plants growing in polluted site and also large sub unit of the rubisco enzyme was degraded in Azadirachta indica A. Juss collected from polluted site.

Keywords: Air pollution, Lignite-based thermal power plant, Photosynthetic pigments, Rubisco enzyme.

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961 Supporting Densification through the Planning and Implementation of Road Infrastructure in the South African Context

Authors: K. Govender, M. Sinclair

Abstract:

This paper demonstrates a proof of concept whereby shorter trips and land use densification can be promoted through an alternative approach to planning and implementation of road infrastructure in the South African context. It briefly discusses how the development of the Compact City concept relies on a combination of promoting shorter trips and densification through a change in focus in road infrastructure provision. The methodology developed in this paper uses a traffic model to test the impact of synthesized deterrence functions on congestion locations in the road network through the assignment of traffic on the study network. The results from this study demonstrate that intelligent planning of road infrastructure can indeed promote reduced urban sprawl, increased residential density and mixed-use areas which are supported by an efficient public transport system; and reduced dependence on the freeway network with a fixed road infrastructure budget. The study has resonance for all cities where urban sprawl is seemingly unstoppable.

Keywords: Compact cities, densification, road infrastructure planning, transportation modeling.

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960 Improvement of Semen Quality in Holstein Bulls during Heat Stress by Supplementing Omega-3 Fatty Acids

Authors: Hamid. Gholami, Mohammad. Chamani, Armin. Towhidi, Mohammad. H. Fazeli

Abstract:

The aim of current study was to investigate the changes in the quality parameters of Holstein bull semen during the heat stress and the effect of feeding a source of omega-3 fatty acids in this period. Samples were obtained from 19 Holstein bulls during the expected time of heat stress in Iran (June to September 2009). Control group (n=10) were fed a standard concentrate feed while treatment group (n=9) had this feed top dressed with 100 g of an omega-3 enriched nutriceutical. Semen quality was assessed on ejaculates collected after 1, 5, 9 and 12 weeks of supplementation. Computer-assisted assessment of sperm motility, viability (eosinnigrosin) and hypo-osmotic swelling test (HOST) were conducted. Heat stress affected sperm quality parameters by week 5 and 9 (p<0.05). Supplementation has significantly increased total motility, progressive motility, HOST and average path velocity in the fresh semen of bulls (P<0.05).

Keywords: Bull, heat stress, omega-3 fatty acids, spermatozoa.

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959 Cultural Diversity and Challenges for Female Entrepreneurs: Empirical Study of an Emerging Economy

Authors: Amir Ikram, Qin Su, Muhammad Fiaz, Muhammad Waqas Shabbir

Abstract:

Women entrepreneurship witnessed a healthy rise in the last decade or so, and the scenario in Pakistan is not different. However female leaders are facing various, cultural, career oriented, and professional challenges. The study investigates the impact of social and industry-specific challenges on female entrepreneurship; social challenges was evaluated in terms of culture, and industry-specific challenges was measured in terms of team management and career growth. Purposive sampling was employed to collect data from 75 multicultural organizations operating in the culturally diverse and historic city of Lahore, Pakistan. Cronbach’s alpha was conducted to endorse the reliability of survey questionnaire, while correlation and regression analysis were used to test hypotheses. Industry-specific challenges were found to be more significant as compared to cultural factors. The paper also highlights the importance of female entrepreneurship for emerging economies, and suggests that bringing women to mainstream professions can lead to economic success.

Keywords: Cultural challenges, emerging economy, female entrepreneurship, leadership.

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958 From Experiments to Numerical Modeling: A Tool for Teaching Heat Transfer in Mechanical Engineering

Authors: D. Zabala, Y. Cárdenas, G. Núñez

Abstract:

In this work the numerical simulation of transient heat transfer in a cylindrical probe is done. An experiment was conducted introducing a steel cylinder in a heating chamber and registering its surface temperature along the time during one hour. In parallel, a mathematical model was solved for one dimension transient heat transfer in cylindrical coordinates, considering the boundary conditions of the test. The model was solved using finite difference method, because the thermal conductivity in the cylindrical steel bar and the convection heat transfer coefficient used in the model are considered temperature dependant functions, and both conditions prevent the use of the analytical solution. The comparison between theoretical and experimental results showed the average deviation is below 2%. It was concluded that numerical methods are useful in order to solve engineering complex problems. For constant k and h, the experimental methodology used here can be used as a tool for teaching heat transfer in mechanical engineering, using mathematical simplified models with analytical solutions.

Keywords: Heat transfer experiment, thermal conductivity, finite difference, engineering education.

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957 Study on the Effect of Volume Fraction of Dual Phase Steel to Corrosion Behaviour and Hardness

Authors: R. Nadlene, H. Esah, S. Norliana, M.A. Mohd Irwan

Abstract:

The objective of this project is to study the corrosion behaviour and hardness based on the presence of martensite in dual phase steel. This study was conducted on six samples of dual phase steel which have different percentage of martensite. A total of 9 specimens were prepared by intercritical annealing process to study the effect of temperature to the formation of martensite. The low carbon steels specimens were heated for 25 minutes in a specified temperature ranging from 7250C to 8250C followed by rapid cooling in water. The measurement of corrosion rate was done by using extrapolation tafel method, while potentiostat was used to control and measured the current produced. This measurement is performed through a system named CMS105. The result shows that a specimen with higher percentage of martensite is likely to corrode faster. Hardness test for each specimen was conducted to compare its hardness with low carbon steel. The results obtained indicate that the specimen hardness is proportional to the amount of martensite in dual phase steel.

Keywords: dual phase steel, corrosion behaviour, hardness, intercritical annealing, martensite

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956 Effect of Scalping on the Mechanical Behavior of Coarse Soils

Authors: Nadine Ali Hassan, Ngoc Son Nguyen, Didier Marot, Fateh Bendahmane

Abstract:

This paper aims at presenting a study of the effect of scalping methods on the mechanical properties of coarse soils by resorting to numerical simulations based on the discrete element method (DEM) and experimental triaxial tests. Two reconstitution methods are used, designated as scalping method and substitution method. Triaxial compression tests are first simulated on a granular materials with a grap graded particle size distribution by using the DEM. We study the effect of these reconstitution methods on the stress-strain behavior of coarse soils with different fine contents and with different ways to control the densities of the scalped and substituted materials. Experimental triaxial tests are performed on original mixtures of sands and gravels with different fine contents and on their corresponding scalped and substituted samples. Numerical results are qualitatively compared to experimental ones. Agreements and discrepancies between these results are also discussed.

Keywords: Coarse soils, scalping, substitution, discrete element method, triaxial test.

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955 Automatic Detection of Syllable Repetition in Read Speech for Objective Assessment of Stuttered Disfluencies

Authors: K. M. Ravikumar, Balakrishna Reddy, R. Rajagopal, H. C. Nagaraj

Abstract:

Automatic detection of syllable repetition is one of the important parameter in assessing the stuttered speech objectively. The existing method which uses artificial neural network (ANN) requires high levels of agreement as prerequisite before attempting to train and test ANNs to separate fluent and nonfluent. We propose automatic detection method for syllable repetition in read speech for objective assessment of stuttered disfluencies which uses a novel approach and has four stages comprising of segmentation, feature extraction, score matching and decision logic. Feature extraction is implemented using well know Mel frequency Cepstra coefficient (MFCC). Score matching is done using Dynamic Time Warping (DTW) between the syllables. The Decision logic is implemented by Perceptron based on the score given by score matching. Although many methods are available for segmentation, in this paper it is done manually. Here the assessment by human judges on the read speech of 10 adults who stutter are described using corresponding method and the result was 83%.

Keywords: Assessment, DTW, MFCC, Objective, Perceptron, Stuttering.

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954 Adjustment and Compensation Techniques for the Rotary Axes of Five-axis CNC Machine Tools

Authors: Tung-Hui Hsu, Wen-Yuh Jywe

Abstract:

Five-axis computer numerical control (CNC) machine tools (three linear and two rotary axes) are ideally suited to the fabrication of complex work pieces, such as dies, turbo blades, and cams. The locations of the axis average line and centerline of the rotary axes strongly influence the performance of these machines; however, techniques to compensate for eccentric error in the rotary axes remain weak. This paper proposes optical (Non-Bar) techniques capable of calibrating five-axis CNC machine tools and compensating for eccentric error in the rotary axes. This approach employs the measurement path in ISO/CD 10791-6 to determine the eccentric error in two rotary axes, for which compensatory measures can be implemented. Experimental results demonstrate that the proposed techniques can improve the performance of various five-axis CNC machine tools by more than 90%. Finally, a result of the cutting test using a B-type five-axis CNC machine tool confirmed to the usefulness of this proposed compensation technique.

Keywords: Calibration, compensation, rotary axis, five-axis computer numerical control (CNC) machine tools, eccentric error, optical calibration system, ISO/CD 10791-6

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953 Amplitude and Phase Analysis of EEG Signal by Complex Demodulation

Authors: Sun K. Yoo, Hee Cheol Kang

Abstract:

Analysis of amplitude and phase characteristics for delta, theta, and alpha bands at localized time instant from EEG signals is important for the characterizing information processing in the brain. In this paper, complex demodulation method was used to analyze EEG (Electroencephalographic) signal, particularly for auditory evoked potential response signal, with sufficient time resolution and designated frequency bandwidth resolution required. The complex demodulation decomposes raw EEG signal into 3 designated delta, theta, and alpha bands with complex EEG signal representation at sampled time instant, which can enable the extraction of amplitude envelope and phase information. Throughout simulated test data, and real EEG signal acquired during auditory attention task, it can extract the phase offset, phase and frequency changing instant and decomposed amplitude envelope for delta, theta, and alpha bands. The complex demodulation technique can be efficiently used in brain signal analysis in case of phase, and amplitude information required.

Keywords: EEG, Complex Demodulation, Amplitude, Phase.

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952 Analysis of Mechanical Properties for AP/HTPB Solid Propellant under Different Loading Conditions

Authors: Walid M. Adel, Liang Guo-Zhu

Abstract:

To investigate the characterization of the mechanical properties of composite solid propellant (CSP) based on hydroxyl-terminated polybutadiene (HTPB) at different temperatures and strain rates, uniaxial tensile tests were conducted over a range of temperatures -60 °C to +76 °C and strain rates 0.000164 to 0.328084 s-1 using a conventional universal testing machine. From the experimental data, it can be noted that the mechanical properties of AP/HTPB propellant are mainly dependent on the applied strain rate and the temperature condition. The stress-strain responses exhibited an initial yielding followed by the viscoelastic phase, which was strongly affected by the strain rate and temperature. It was found that the mechanical properties increased with both increasing strain rate and decreasing temperature. Based on the experimental tests, the master curves of the tensile properties are drawn using predetermined shift factor and the results were discussed. This work is a first step in preliminary investigation the nonlinear viscoelasticity behavior of CSP.

Keywords: AP/HTPB composite solid propellant, mechanical behavior, nonlinear viscoelastic, tensile test, master curves.

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951 A Comparison of Different Soft Computing Models for Credit Scoring

Authors: Nnamdi I. Nwulu, Shola G. Oroja

Abstract:

It has become crucial over the years for nations to improve their credit scoring methods and techniques in light of the increasing volatility of the global economy. Statistical methods or tools have been the favoured means for this; however artificial intelligence or soft computing based techniques are becoming increasingly preferred due to their proficient and precise nature and relative simplicity. This work presents a comparison between Support Vector Machines and Artificial Neural Networks two popular soft computing models when applied to credit scoring. Amidst the different criteria-s that can be used for comparisons; accuracy, computational complexity and processing times are the selected criteria used to evaluate both models. Furthermore the German credit scoring dataset which is a real world dataset is used to train and test both developed models. Experimental results obtained from our study suggest that although both soft computing models could be used with a high degree of accuracy, Artificial Neural Networks deliver better results than Support Vector Machines.

Keywords: Artificial Neural Networks, Credit Scoring, SoftComputing Models, Support Vector Machines.

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950 Stabilization of Clay Soil Using A-3 Soil

Authors: Mohammed Mustapha Alhaji, Salawu Sadiku

Abstract:

A clay soil classified as A-7-6 and CH soil according to AASHTO and unified soil classification system respectively, was stabilized using A-3 soil (AASHTO soil classification system). The clay soil was replaced with 0%, 10%, 20%, to 100% A-3 soil, compacted at both British Standard Light (BSL) and British Standard Heavy (BSH) compaction energy levels and using Unconfined Compressive Strength (UCS) as evaluation criteria. The Maximum Dry Density (MDD) of the treated soils at both the BSL and BSH compaction energy levels showed increase from 0% to 40% A-3 soil replacement after which the values reduced to 100% replacement. The trend of the Optimum Moisture Content (OMC) with varied A-3 soil replacement was similar to that of MDD but in a reversed order. The OMC reduced from 0% to 40% A-3 soil replacement after which the values increased to 100% replacement. This trend was attributed to the observed reduction in void ratio from 0% to 40% replacement after which the void ratio increased to 100% replacement. The maximum UCS for the soil at varied A-3 soil replacement increased from 272 and 770 kN/m2 for BSL and BSH compaction energy level at 0% replacement to 295 and 795 kN/m2 for BSL and BSH compaction energy level respectively at 10% replacement after which the values reduced to 22 and 60 kN/m2 for BSL and BSH compaction energy level respectively at 70% replacement. Beyond 70% replacement, the mixtures could not be moulded for UCS test.

Keywords: A-3 soil, clay soil, pozzolanic action, stabilization.

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949 Physico-Mechanical Properties of Chemically Modified Sisal Fibre Reinforced Unsaturated Polyester Composites

Authors: A. A. Salisu, M. Y. Yakasai, K. M. Aujara

Abstract:

Sisal leaves were subjected to enzymatic retting method to extract the sisal fibre. A portion of the fibre was pretreated with alkali (NaOH), and further treated with benzoyl chloride and silane treatment reagents. Both the treated and untreated Sisal fibre composites were used to fabricate the composite by hand lay-up technique using unsaturated polyester resin. Tensile, flexural, water absorption, density, thickness swelling and chemical resistant tests were conducted and evaluated on the composites. Results obtained for all the parameters showed an increase in the treated fibre compared to untreated fibre. FT-IR spectra results ascertained the inclusion of benzoyl and silane groups on the fibre surface. Scanning electron microscopy (SEM) result obtained showed variation in the morphology of the treated and untreated fibre. Chemical modification was found to improve adhesion of the fibre to the matrix, as well as physico-mechanical properties of the composites.

Keywords: Chemical resistance, density test, Sisal fibre, polymer matrix, thickness swelling.

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948 Corrosion Evaluation of Zinc Coating Prepared by Two Types of Electric Currents

Authors: M. Sajjadnejad, H. Karimi Abadeh

Abstract:

In this research, zinc coatings were fabricated by electroplating process in a sulfate solution under direct and pulse current conditions. In direct and pulse current conditions, effect of maximum current was investigated on the coating properties. Also a comparison was made between the obtained coatings under direct and pulse current. Morphology of the coatings was investigated by scanning electron microscopy (SEM). Corrosion behavior of the coatings was investigated by potentiodynamic polarization test. In pulse current conditions, the effect of pulse frequency and duty cycle was also studied. The effect of these conditions and parameters were also investigated on morphology and corrosion behavior. All of DC plated coatings are showing a distinct passivation area in -1 to -0.4 V range. Pulsed current coatings possessed a higher corrosion resistance. The results showed that current density is the most important factor regarding the fabrication process. Furthermore, a rise in duty cycle deteriorated corrosion resistance of coatings. Pulsed plated coatings performed almost 10 times better than DC plated coatings.

Keywords: Corrosion, duty cycle, pulsed current, zinc.

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947 SySRA: A System of a Continuous Speech Recognition in Arab Language

Authors: Samir Abdelhamid, Noureddine Bouguechal

Abstract:

We report in this paper the model adopted by our system of continuous speech recognition in Arab language SySRA and the results obtained until now. This system uses the database Arabdic-10 which is a corpus of word for the Arab language and which was manually segmented. Phonetic decoding is represented by an expert system where the knowledge base is translated in the form of production rules. This expert system transforms a vocal signal into a phonetic lattice. The higher level of the system takes care of the recognition of the lattice thus obtained by deferring it in the form of written sentences (orthographical Form). This level contains initially the lexical analyzer which is not other than the module of recognition. We subjected this analyzer to a set of spectrograms obtained by dictating a score of sentences in Arab language. The rate of recognition of these sentences is about 70% which is, to our knowledge, the best result for the recognition of the Arab language. The test set consists of twenty sentences from four speakers not having taken part in the training.

Keywords: Continuous speech recognition, lexical analyzer, phonetic decoding, phonetic lattice, vocal signal.

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946 Influence of Distributed Generation on Congestion and LMP in Competitive Electricity Market

Authors: Durga Gautam, Mithulananthan Nadarajah

Abstract:

This paper presents the influence of distributed generation (DG) on congestion and locational marginal price (LMP) in an optimal power flow (OPF) based wholesale electricity market. The problem of optimal placement to manage congestion and reduce LMP is formulated for the objective of social welfare maximization. From competitive electricity market standpoint, DGs have great value when they reduce load in particular locations and at particular times when feeders are heavily loaded. The paper lies on the groundwork that solution to optimal mix of generation and transmission resources can be achieved by addressing congestion and corresponding LMP. Obtained as lagrangian multiplier associated with active power flow equation for each node, LMP gives the short run marginal cost (SRMC) of electricity. Specific grid locations are examined to study the influence of DG penetration on congestion and corresponding shadow prices. The influence of DG on congestion and locational marginal prices has been demonstrated in a modified IEEE 14 bus test system.

Keywords: Congestion management, distributed generation, electricity market, locational marginal price, optimal power flow, social welfare.

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