Search results for: GARCH-in-Mean models
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2523

Search results for: GARCH-in-Mean models

693 Studying on ARINC653 Partition Run-time Scheduling and Simulation

Authors: Dongliang Wang, Jun Han, Dianfu Ma, Xianqi Zhao

Abstract:

Avionics software is safe-critical embedded software and its architecture is evolving from traditional federated architectures to Integrated Modular Avionics (IMA) to improve resource usability. ARINC 653 (Avionics Application Standard Software Interface) is a software specification for space and time partitioning in Safety-critical avionics Real-time operating systems. Arinc653 uses two-level scheduling strategies, but current modeling tools only apply to simple problems of Arinc653 two-level scheduling, which only contain time property. In avionics industry, we are always manually allocating tasks and calculating the timing table of a real-time system to ensure it-s running as we design. In this paper we represent an automatically generating strategy which applies to the two scheduling problems with dependent constraints in Arinc653 partition run-time environment. It provides the functionality of automatic generation from the task and partition models to scheduling policy through allocating the tasks to the partitions while following the constraints, and then we design a simulating mechanism to check whether our policy is schedulable or not

Keywords: Arinc653, scheduling, task allocation, simulation.

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692 Improved Predictive Models for the IRMA Network Using Nonlinear Optimisation

Authors: Vishwesh Kulkarni, Nikhil Bellarykar

Abstract:

Cellular complexity stems from the interactions among thousands of different molecular species. Thanks to the emerging fields of systems and synthetic biology, scientists are beginning to unravel these regulatory, signaling, and metabolic interactions and to understand their coordinated action. Reverse engineering of biological networks has has several benefits but a poor quality of data combined with the difficulty in reproducing it limits the applicability of these methods. A few years back, many of the commonly used predictive algorithms were tested on a network constructed in the yeast Saccharomyces cerevisiae (S. cerevisiae) to resolve this issue. The network was a synthetic network of five genes regulating each other for the so-called in vivo reverse-engineering and modeling assessment (IRMA). The network was constructed in S. cereviase since it is a simple and well characterized organism. The synthetic network included a variety of regulatory interactions, thus capturing the behaviour of larger eukaryotic gene networks on a smaller scale. We derive a new set of algorithms by solving a nonlinear optimization problem and show how these algorithms outperform other algorithms on these datasets.

Keywords: Synthetic gene network, network identification, nonlinear modeling, optimization.

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691 Coupling Phenomenon between the Lightning and High Voltage Networks

Authors: Dib Djalel, Haddouche Ali, Chellali Benachiba

Abstract:

When a lightning strike falls near an overhead power line, the intense electromagnetic field radiated by the current of the lightning return stroke coupled with power lines and there induced transient overvoltages, which can cause a back-flashover in electrical network. The indirect lightning represents a major danger owing to the fact that it is more frequent than that which results from the direct strikes. In this paper we present an analysis of the electromagnetic coupling between an external electromagnetic field generated by the lightning and an electrical overhead lines, so we give an important and original contribution: We are based on our experimental measurements which we carried in the high voltage laboratories of EPFL in Switzerland during the last trimester of 2005, on the recent works of other authors and with our mathematical improvement a new particular analytical expression of the electromagnetic field generated by the lightning return stroke was developed and presented in this paper. The results obtained by this new electromagnetic field formulation were compared with experimental results and give a reasonable approach.

Keywords: Lightning, overhead lines, electromagneticcoupling, return stroke, models, induced overvoltages.

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690 Neural Network Based Determination of Splice Junctions by ROC Analysis

Authors: S. Makal, L. Ozyilmaz, S. Palavaroglu

Abstract:

Gene, principal unit of inheritance, is an ordered sequence of nucleotides. The genes of eukaryotic organisms include alternating segments of exons and introns. The region of Deoxyribonucleic acid (DNA) within a gene containing instructions for coding a protein is called exon. On the other hand, non-coding regions called introns are another part of DNA that regulates gene expression by removing from the messenger Ribonucleic acid (RNA) in a splicing process. This paper proposes to determine splice junctions that are exon-intron boundaries by analyzing DNA sequences. A splice junction can be either exon-intron (EI) or intron exon (IE). Because of the popularity and compatibility of the artificial neural network (ANN) in genetic fields; various ANN models are applied in this research. Multi-layer Perceptron (MLP), Radial Basis Function (RBF) and Generalized Regression Neural Networks (GRNN) are used to analyze and detect the splice junctions of gene sequences. 10-fold cross validation is used to demonstrate the accuracy of networks. The real performances of these networks are found by applying Receiver Operating Characteristic (ROC) analysis.

Keywords: Gene, neural networks, ROC analysis, splice junctions.

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689 Seismic Assessment of Old Existing RC Buildings with Masonry Infill in Madinah as per ASCE

Authors: Tarek M. Alguhane, Ayman H. Khalil, M. N. Fayed, Ayman M. Ismail

Abstract:

An existing RC building in Madinah is seismically evaluated with and without infill wall. Four model systems have been considered i.e. model I (no infill), model IIA (strut infill-update from field test), model IIB (strut infill- ASCE/SEI 41) and model IIC (strut infill-Soft storey- ASCE/SEI 41). Three dimensional pushover analyses have been carried out using SAP2000 software incorporating inelastic material behavior for concrete, steel and infill walls. Infill wall has been modeled as equivalent strut according to suggested equation matching field test measurements and to the ASCE/SEI 41 equation. The effect of building modeling on the performance point as well as capacity and demand spectra due to EQ design spectrum function in Madinah area has been investigated. The response modification factor (R) for the 5 story RC building is evaluated from capacity and demand spectra (ATC-40) for the studied models. The results are summarized and discussed.

Keywords: Infill wall, Pushover Analysis, Response Modification Factor, Seismic Assessment.

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688 Estimating the Absorption of Volatile Organic Compounds in Four Biodiesels Using the UNIFAC Procedure

Authors: Corina M Mateescu, Edison Muzenda, Mohamed Belaid, Saka Abdulkareem, Ayo S Afolabi

Abstract:

This work considered the thermodynamic feasibility of scrubbing volatile organic compounds into biodiesel in view of designing a gas treatment process with this absorbent. A detailed vapour – liquid equilibrium investigation was performed using the original UNIFAC group contribution method. The four biodiesels studied in this work are methyl oleate, methyl palmitate, methyl linolenate and ethyl stearate. The original UNIFAC procedure was used to estimate the infinite dilution activity coefficients of 13 selected volatile organic compounds in the biodiesels. The calculations were done at the VOC mole fraction of 9.213x10-8. Ethyl stearate gave the most favourable phase equilibrium. A close agreement was found between the infinite dilution activity coefficient of toluene found in this work and those reported in literature. Thermodynamic models can efficiently be used to calculate vast amount of phase equilibrium behaviour using limited number of experimental data.

Keywords: Biodiesel, Equilibrium, Gas treatment, Infinitedilution, Thermodynamic

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687 Effect of Footing Shape on Bearing Capacity and Settlement of Closely Spaced Footings on Sandy Soil

Authors: A. Shafaghat, H. Khabbaz, S. Moravej, Ah. Shafaghat

Abstract:

The bearing capacity of closely spaced shallow footings alters with their spacing and the shape of footing. In this study, the bearing capacity and settlement of two adjacent footings constructed on a sand layer are investigated. The effect of different footing shapes including square, circular, ring and strip on sandy soil is captured in the calculations. The investigations are carried out numerically using PLAXIS-3D software and analytically employing conventional settlement equations. For this purpose, foundations are modelled in the program with practical dimensions and various spacing ratios ranging from 1 to 5. The spacing ratio is defined as the centre-to-centre distance to the width of foundations (S/B). Overall, 24 models are analyzed; and the results are compared and discussed in detail. It can be concluded that the presence of adjacent foundation leads to the reduction in bearing capacity for round shape footings while it can increase the bearing capacity of rectangular footings in some specific distances.

Keywords: Bearing capacity, finite element analysis, loose sand, settlement equations, shallow foundation.

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686 Increasing the Efficiency of Rake Receivers for Ultra-Wideband Applications

Authors: Aimilia P. Doukeli, Athanasios S. Lioumpas, George K. Karagiannidis, Panayiotis V. Frangos, P. Takis Mathiopoulos

Abstract:

In diversity rich environments, such as in Ultra- Wideband (UWB) applications, the a priori determination of the number of strong diversity branches is difficult, because of the considerably large number of diversity paths, which are characterized by a variety of power delay profiles (PDPs). Several Rake implementations have been proposed in the past, in order to reduce the number of the estimated and combined paths. To this aim, we introduce two adaptive Rake receivers, which combine a subset of the resolvable paths considering simultaneously the quality of both the total combining output signal-to-noise ratio (SNR) and the individual SNR of each path. These schemes achieve better adaptation to channel conditions compared to other known receivers, without further increasing the complexity. Their performance is evaluated in different practical UWB channels, whose models are based on extensive propagation measurements. The proposed receivers compromise between the power consumption, complexity and performance gain for the additional paths, resulting in important savings in power and computational resources.

Keywords: Adaptive Rake receivers, diversity techniques, fading channels, UWB channel.

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685 RF Power Consumption Emulation Optimized with Interval Valued Homotopies

Authors: Deogratius Musiige, François Anton, Vital Yatskevich, Laulagnet Vincent, Darka Mioc, Nguyen Pierre

Abstract:

This paper presents a methodology towards the emulation of the electrical power consumption of the RF device during the cellular phone/handset transmission mode using the LTE technology. The emulation methodology takes the physical environmental variables and the logical interface between the baseband and the RF system as inputs to compute the emulated power dissipation of the RF device. The emulated power, in between the measured points corresponding to the discrete values of the logical interface parameters is computed as a polynomial interpolation using polynomial basis functions. The evaluation of polynomial and spline curve fitting models showed a respective divergence (test error) of 8% and 0.02% from the physically measured power consumption. The precisions of the instruments used for the physical measurements have been modeled as intervals. We have been able to model the power consumption of the RF device operating at 5MHz using homotopy between 2 continuous power consumptions of the RF device operating at the bandwidths 3MHz and 10MHz.

Keywords: Radio frequency, high power amplifier, baseband, LTE, power, emulation, homotopy, interval analysis, Tx power, register-transfer level.

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684 Risk Assessment of Lead in Egyptian Vegetables and Fruits from Different Environments

Authors: A. A. K. Abou-Arab, M. A. Abou Donia, Sherif R. Mohamed, A. K. Enab

Abstract:

Lead being a toxic heavy metal that mankind is exposed to the highest levels of this metal. There are different sources of environmental pollution with lead as lead alkyl additives in petrol and manufacturing processes. The contaminated atmosphere in urban and industrial areas by lead in Egypt may lead to the contamination of foods beside the other different sources. The present investigation studied the risk assessment of lead in some Egyptian edible vegetables and fruits collected from different environments in Greater Cairo Governorate, i.e. industrial, heavy traffic and rural areas. A total of 325 leafy and fruity vegetables and fruits samples belonging to 11, 6 and 4 different species, respectively were randomly collected from markets of the three main models. Data indicated the variation of lead levels in different three areas. The highest levels of lead were detected in the samples collected from industrial and traffic areas. However, the lowest levels were found in the rural areas. It could be concluded that determination of lead levels in foods from different localities and environments at regularly is very important.

Keywords: Heavy metals, Lead, Vegetables, Fruits, Environments.

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683 Computational Analysis of Hemodynamic Effects on Aneurysm Coil Bundle

Authors: Woowon Jeong, Kyehan Rhee

Abstract:

Recurrence of aneurysm rupture can be attributed to coil migration and compaction. In order to verify the effects of hemodynamics on coil compaction and migration, we analyze the forces and displacements on the coil bundle using a computational method. Lateral aneurysms partially filled coils are modeled, and blood flow fields and coil deformations are simulated considering fluid and solid interaction. Effects of aneurysm neck size and parent vessel geometry are also investigated. The results showed that coil deformation was larger in the aneurysms with a wider neck. Parent vessel geometry and aneurysm neck size also affected mean pressure force profiles on the coil surface. Pressure forces were higher in wide neck models with curved parent vessel geometry. Simulation results showed that coils in the wide neck aneurysm with a curved parent vessel may be displaced and compacted more easily.

Keywords: Hemodynamics, Aneurysm, Coil compaction, Fluid Structure Interaction (FSI)

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682 A Study of Analyzing the Selection of Promotion Activities and Destination Attributes in Tourism Industry in Vietnam - From the Perspective of Tourism Industrial Service Network (TISN)

Authors: Wen-Hsiang Lai, Nguyen Quang Vinh

Abstract:

In order to explore the relationship of promotion activities, destination attribute and destination image of Vietnam and find possible solutions, this study uses decision system analysis (DSA) method to develop flowcharts based on three rounds of expert interviews. The interviews were conducted with the experts who were confirmed to directly participate or influence on the decision making that drives the promotion of Vietnam tourism process. This study identifies three models and describes specific decisions on promotion activities, destination attributes and destination images. This study finally derives a general model for promoting the Tourism Industrial Service Network (TISN) in Vietnam. This study finds that the coordination with all sectors and industries of tourism to facilitate favorable condition and improving destination attributes in linking with the efficient promotion activities is highly recommended in order to make visitors satisfied and improve the destination image.

Keywords: Destination attributes, Destination image, Decision system analysis, Tourism promotion

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681 Implementing Delivery Drones in Logistics Business Process: Case of Pharmaceutical Industry

Authors: Nikola Vlahovic, Blazenka Knezevic, Petra Batalic

Abstract:

In this paper, we will present a research about feasibility of implementing unmanned aerial vehicles, also known as 'drones', in logistics. Research is based on available information about current incentives and experiments in application of delivery drones in commercial use. Overview of current pilot projects and literature, as well as an overview of detected challenges, will be compiled and presented. Based on these findings, we will present a conceptual model of business process that implements delivery drones in business to business logistic operations. Business scenario is based on a pharmaceutical supply chain. Simulation modeling will be used to create models for running experiments and collecting performance data. Comparative study of the presented conceptual model will be given. The work will outline the main advantages and disadvantages of implementing unmanned aerial vehicles in delivery services as a supplementary distribution channel along the supply chain.

Keywords: Business process, delivery drones, logistics, simulation modelling, unmanned aerial vehicles.

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680 Providing Medical Information in Braille: Research and Development of Automatic Braille Translation Program for Japanese “eBraille“

Authors: Aki Sugano, Mika Ohta, Mineko Ikegami, Kenji Miura, Sayo Tsukamoto, Akihiro Ichinose, Toshiko Ohshima, Eiichi Maeda, Masako Matsuura, Yutaka Takao

Abstract:

Along with the advances in medicine, providing medical information to individual patient is becoming more important. In Japan such information via Braille is hardly provided to blind and partially sighted people. Thus we are researching and developing a Web-based automatic translation program “eBraille" to translate Japanese text into Japanese Braille. First we analyzed the Japanese transcription rules to implement them on our program. We then added medical words to the dictionary of the program to improve its translation accuracy for medical text. Finally we examined the efficacy of statistical learning models (SLMs) for further increase of word segmentation accuracy in braille translation. As a result, eBraille had the highest translation accuracy in the comparison with other translation programs, improved the accuracy for medical text and is utilized to make hospital brochures in braille for outpatients and inpatients.

Keywords: Automatic Braille translation, Medical text, Partially sighted people.

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679 The Extension of Monomeric Computational Results to Polymeric Measurable Properties: An Introductory Computational Chemistry Experiment

Authors: Zhao Jing, Bai Yongqing, Shi Qiaofang, Zang Yang, Zhang Huaihao

Abstract:

Advances in software technology enable the computational chemistry to be commonly applied in various research fields, especially in pedagogy. Thus, in order to expand and improve experimental instructions of computational chemistry for undergraduates, we designed an introductory experiment—research on acrylamide molecular structure and physicochemical properties. Initially, students construct molecular models of acrylamide and polyacrylamide in Gaussian and Materials Studio software respectively. Then, the infrared spectral data, atomic charge and molecular orbitals of acrylamide as well as solvation effect of polyacrylamide are calculated to predict their physicochemical performance. At last, rheological experiments are used to validate these predictions. Through the combination of molecular simulation (performed on Gaussian, Materials Studio) with experimental verification (rheology experiment), learners have deeply comprehended the chemical nature of acrylamide and polyacrylamide, achieving good learning outcomes.

Keywords: Upper-division undergraduate, computer-based learning, laboratory instruction, amides, molecular modeling, spectroscopy.

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678 The Knowledge Representation of the Genetic Regulatory Networks Based on Ontology

Authors: Ines Hamdi, Mohamed Ben Ahmed

Abstract:

The understanding of the system level of biological behavior and phenomenon variously needs some elements such as gene sequence, protein structure, gene functions and metabolic pathways. Challenging problems are representing, learning and reasoning about these biochemical reactions, gene and protein structure, genotype and relation between the phenotype, and expression system on those interactions. The goal of our work is to understand the behaviors of the interactions networks and to model their evolution in time and in space. We propose in this study an ontological meta-model for the knowledge representation of the genetic regulatory networks. Ontology in artificial intelligence means the fundamental categories and relations that provide a framework for knowledge models. Domain ontology's are now commonly used to enable heterogeneous information resources, such as knowledge-based systems, to communicate with each other. The interest of our model is to represent the spatial, temporal and spatio-temporal knowledge. We validated our propositions in the genetic regulatory network of the Aarbidosis thaliana flower

Keywords: Ontological model, spatio-temporal modeling, Genetic Regulatory Networks (GRNs), knowledge representation.

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677 Influence of Parameters of Modeling and Data Distribution for Optimal Condition on Locally Weighted Projection Regression Method

Authors: Farhad Asadi, Mohammad Javad Mollakazemi, Aref Ghafouri

Abstract:

Recent research in neural networks science and neuroscience for modeling complex time series data and statistical learning has focused mostly on learning from high input space and signals. Local linear models are a strong choice for modeling local nonlinearity in data series. Locally weighted projection regression is a flexible and powerful algorithm for nonlinear approximation in high dimensional signal spaces. In this paper, different learning scenario of one and two dimensional data series with different distributions are investigated for simulation and further noise is inputted to data distribution for making different disordered distribution in time series data and for evaluation of algorithm in locality prediction of nonlinearity. Then, the performance of this algorithm is simulated and also when the distribution of data is high or when the number of data is less the sensitivity of this approach to data distribution and influence of important parameter of local validity in this algorithm with different data distribution is explained.

Keywords: Local nonlinear estimation, LWPR algorithm, Online training method.

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676 Numerical Simulation of the Liquid-Vapor Interface Evolution with Material Properties

Authors: Kimou Kouadio Prosper, Souleymane Oumtanaga, Tety Pierre, Adou Kablan Jérôme

Abstract:

A satured liquid is warmed until boiling in a parallelepipedic boiler. The heat is supplied in a liquid through the horizontal bottom of the boiler, the other walls being adiabatic. During the process of boiling, the liquid evaporates through its free surface by deforming it. This surface which subdivides the boiler into two regions occupied on both sides by the boiled liquid (broth) and its vapor which surmounts it. The broth occupying the region and its vapor the superior region. A two- fluids model is used to describe the dynamics of the broth, its vapor and their interface. In this model, the broth is treated as a monophasic fluid (homogeneous model) and form with its vapor adiphasic pseudo fluid (two-fluid model). Furthermore, the interface is treated as a zone of mixture characterized by superficial void fraction noted α* . The aim of this article is to describe the dynamics of the interface between the boiled fluid and its vapor within a boiler. The resolution of the problem allowed us to show the evolution of the broth and the level of the liquid.

Keywords: Two-fluid models, homogeneous model, interface, averaged equations, Jumps conditions, void fraction.

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675 Requirement Engineering and Software Product Line Scoping Paradigm

Authors: Ahmed Mateen, Zhu Qingsheng, Faisal Shahzad

Abstract:

Requirement Engineering (RE) is a part being created for programming structure during the software development lifecycle. Software product line development is a new topic area within the domain of software engineering. It also plays important role in decision making and it is ultimately helpful in rising business environment for productive programming headway. Decisions are central to engineering processes and they hold them together. It is argued that better decisions will lead to better engineering. To achieve better decisions requires that they are understood in detail. In order to address the issues, companies are moving towards Software Product Line Engineering (SPLE) which helps in providing large varieties of products with minimum development effort and cost. This paper proposed a new framework for software product line and compared with other models. The results can help to understand the needs in SPL testing, by identifying points that still require additional investigation. In our future scenario, we will combine this model in a controlled environment with industrial SPL projects which will be the new horizon for SPL process management testing strategies.

Keywords: Requirements engineering, software product lines, scoping, process structure, domain specific language.

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674 TanSSe-L System PIM Manual Transformation to Moodle as a TanSSe-L System Specific PIM

Authors: Kalinga Ellen A., Bagile Burchard B.

Abstract:

Tanzania Secondary Schools e-Learning (TanSSe-L) system is a customized learning management system (LMS) developed to enable ICT support in teaching and learning functions. Methodologies involved in the development of TanSSe-L system are Object oriented system analysis and design with UML to create and model TanSSe-L system database structure in the form of a design class diagram, Model Driven Architecture (MDA) to provide a well defined process in TanSSe-L system development, where MDA conceptual layers were integrated with system development life cycle and customization of open source learning management system which was used during implementation stage to create a timely functional TanSSe-L system. Before customization, a base for customization was prepared. This was the manual transformation from TanSSe-L system platform independent models (PIM) to TanSSe-L system specific PIM. This paper presents how Moodle open source LMS was analyzed and prepared to be the TanSSe-L system specific PIM as applied by MDA.

Keywords: Customization, e-Learning, MDA Transformation, Moodle, Secondary Schools, Tanzania.

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673 Finite Element Analysis of Full Ceramic Crowns with and without Zirconia Framework

Authors: Porojan S., Sandu L., Topală F.

Abstract:

Simulation of occlusal function during laboratory material-s testing becomes essential in predicting long-term performance before clinical usage. The aim of the study was to assess the influence of chamfer preparation depth on failure risk of heat pressed ceramic crowns with and without zirconia framework by means of finite element analysis. 3D models of maxillary central incisor, prepared for full ceramic crowns with different depths of the chamfer margin (between 0.8 and 1.2 mm) and 6-degree tapered walls together with the overlying crowns were generated using literature data (Fig. 1, 2). The crowns were designed with and without a zirconia framework with a thickness of 0.4 mm. For all preparations and crowns, stresses in the pressed ceramic crown, zirconia framework, pressed ceramic veneer, and dentin were evaluated separately. The highest stresses were registered in the dentin. The depth of the preparations had no significant influence on the stress values of the teeth and pressed ceramics for the studied cases, only for the zirconia framework. The zirconia framework decreases the stress values in the veneer.

Keywords: Finite element analysis, full ceramic crown, zirconia framework, stresses.

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672 Interdisciplinary Principles of Field-Like Coordination in the Case of Self-Organized Social Systems1

Authors: D. Plikynas, S. Masteika, A. Budrionis

Abstract:

This interdisciplinary research aims to distinguish universal scale-free and field-like fundamental principles of selforganization observable across many disciplines like computer science, neuroscience, microbiology, social science, etc. Based on these universal principles we provide basic premises and postulates for designing holistic social simulation models. We also introduce pervasive information field (PIF) concept, which serves as a simulation media for contextual information storage, dynamic distribution and organization in social complex networks. PIF concept specifically is targeted for field-like uncoupled and indirect interactions among social agents capable of affecting and perceiving broadcasted contextual information. Proposed approach is expressive enough to represent contextual broadcasted information in a form locally accessible and immediately usable by network agents. This paper gives some prospective vision how system-s resources (tangible and intangible) could be simulated as oscillating processes immersed in the all pervasive information field.

Keywords: field-based coordination, multi-agent systems, information-rich social networks, pervasive information field

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671 Optimization Approaches for a Complex Dairy Farm Simulation Model

Authors: Jagannath Aryal, Don Kulasiri, Dishi Liu

Abstract:

This paper describes the optimization of a complex dairy farm simulation model using two quite different methods of optimization, the Genetic algorithm (GA) and the Lipschitz Branch-and-Bound (LBB) algorithm. These techniques have been used to improve an agricultural system model developed by Dexcel Limited, New Zealand, which describes a detailed representation of pastoral dairying scenarios and contains an 8-dimensional parameter space. The model incorporates the sub-models of pasture growth and animal metabolism, which are themselves complex in many cases. Each evaluation of the objective function, a composite 'Farm Performance Index (FPI)', requires simulation of at least a one-year period of farm operation with a daily time-step, and is therefore computationally expensive. The problem of visualization of the objective function (response surface) in high-dimensional spaces is also considered in the context of the farm optimization problem. Adaptations of the sammon mapping and parallel coordinates visualization are described which help visualize some important properties of the model-s output topography. From this study, it is found that GA requires fewer function evaluations in optimization than the LBB algorithm.

Keywords: Genetic Algorithm, Linux Cluster, LipschitzBranch-and-Bound, Optimization

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670 Talent Management through Integration of Talent Value Chain and Human Capital Analytics Approaches

Authors: Wuttigrai Ngamsirijit

Abstract:

Talent management in today’s modern organizations has become data-driven due to a demand for objective human resource decision making and development of analytics technologies. HR managers have been faced with some obstacles in exploiting data and information to obtain their effective talent management decisions. These include process-based data and records; insufficient human capital-related measures and metrics; lack of capabilities in data modeling in strategic manners; and, time consuming to add up numbers and make decisions. This paper proposes a framework of talent management through integration of talent value chain and human capital analytics approaches. It encompasses key data, measures, and metrics regarding strategic talent management decisions along the organizational and talent value chain. Moreover, specific predictive and prescriptive models incorporating these data and information are recommended to help managers in understanding the state of talent, gaps in managing talent and the organization, and the ways to develop optimized talent strategies.    

Keywords: Decision making, human capital analytics, talent management, talent value chain.

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669 Small Sample Bootstrap Confidence Intervals for Long-Memory Parameter

Authors: Josu Arteche, Jesus Orbe

Abstract:

The log periodogram regression is widely used in empirical applications because of its simplicity, since only a least squares regression is required to estimate the memory parameter, d, its good asymptotic properties and its robustness to misspecification of the short term behavior of the series. However, the asymptotic distribution is a poor approximation of the (unknown) finite sample distribution if the sample size is small. Here the finite sample performance of different nonparametric residual bootstrap procedures is analyzed when applied to construct confidence intervals. In particular, in addition to the basic residual bootstrap, the local and block bootstrap that might adequately replicate the structure that may arise in the errors of the regression are considered when the series shows weak dependence in addition to the long memory component. Bias correcting bootstrap to adjust the bias caused by that structure is also considered. Finally, the performance of the bootstrap in log periodogram regression based confidence intervals is assessed in different type of models and how its performance changes as sample size increases.

Keywords: bootstrap, confidence interval, log periodogram regression, long memory.

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668 Efficient Large Numbers Karatsuba-Ofman Multiplier Designs for Embedded Systems

Authors: M.Machhout, M.Zeghid, W.El hadj youssef, B.Bouallegue, A.Baganne, R.Tourki

Abstract:

Long number multiplications (n ≥ 128-bit) are a primitive in most cryptosystems. They can be performed better by using Karatsuba-Ofman technique. This algorithm is easy to parallelize on workstation network and on distributed memory, and it-s known as the practical method of choice. Multiplying long numbers using Karatsuba-Ofman algorithm is fast but is highly recursive. In this paper, we propose different designs of implementing Karatsuba-Ofman multiplier. A mixture of sequential and combinational system design techniques involving pipelining is applied to our proposed designs. Multiplying large numbers can be adapted flexibly to time, area and power criteria. Computationally and occupation constrained in embedded systems such as: smart cards, mobile phones..., multiplication of finite field elements can be achieved more efficiently. The proposed designs are compared to other existing techniques. Mathematical models (Area (n), Delay (n)) of our proposed designs are also elaborated and evaluated on different FPGAs devices.

Keywords: finite field, Karatsuba-Ofman, long numbers, multiplication, mathematical model, recursivity.

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667 Framework for Spare Inventory Management

Authors: Eman M. Wahba, Noha M. Galal, Khaled S. El-Kilany

Abstract:

Spare parts inventory management is one of the major areas of inventory research. Analysis of recent literature showed that an approach integrating spare parts classification, demand forecasting, and stock control policies is essential; however, adapting this integrated approach is limited. This work presents an integrated framework for spare part inventory management and an Excel based application developed for the implementation of the proposed framework. A multi-criteria analysis has been used for spare classification. Forecasting of spare parts- intermittent demand has been incorporated into the application using three different forecasting models; namely, normal distribution, exponential smoothing, and Croston method. The application is also capable of running with different inventory control policies. To illustrate the performance of the proposed framework and the developed application; the framework is applied to different items at a service organization. The results achieved are presented and possible areas for future work are highlighted.

Keywords: Demand forecasting, intermittent demand, inventory management, integrated approach, spare parts, spare part classification

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666 A Novel Method to Evaluate Line Loadability for Distribution Systems with Realistic Loads

Authors: K. Nagaraju, S. Sivanagaraju, T. Ramana, V. Ganesh

Abstract:

This paper presents a simple method for estimation of additional load as a factor of the existing load that may be drawn before reaching the point of line maximum loadability of radial distribution system (RDS) with different realistic load models at different substation voltages. The proposed method involves a simple line loadability index (LLI) that gives a measure of the proximity of the present state of a line in the distribution system. The LLI can use to assess voltage instability and the line loading margin. The proposed method also compares with the existing method of maximum loadability index [10]. The simulation results show that the LLI can identify not only the weakest line/branch causing system instability but also the system voltage collapse point when it is near one. This feature enables us to set an index threshold to monitor and predict system stability on-line so that a proper action can be taken to prevent the system from collapse. To demonstrate the validity of the proposed algorithm, computer simulations are carried out on two bus and 69 bus RDS.

Keywords: line loadability index, line loading margin, maximum line loadability, system stability, radial distribution system

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665 Studying the Spatial Variations of Stable Isotopes (18O and 2H) in Precipitation and Groundwater Resources in Zagros Region

Authors: Mojtaba Heydarizad

Abstract:

Zagros mountain range is a very important precipitation zone in Iran as it receives high average annual precipitation compared to other parts of this country. Although this region is important precipitation zone in semi-arid an arid country like Iran, accurate method to study water resources in this region has not been applied yet. In this study, stable isotope δ18O content of precipitation and groundwater resources showed spatial variations across Zagros region as southern parts of Zagros region showed more enriched isotope values compared to the northern parts. This is normal as southern Zagros region is much drier with higher air temperature and evaporation compared to northern parts. In addition, the spatial variations of stable isotope δ18O in precipitation in Zagros region have been simulated by the models which consider the altitude and latitude variations as input to simulate δ18O in precipitation.

Keywords: Groundwater, precipitation, simulation, stable isotopes, Zagros region.

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664 Compressible Lattice Boltzmann Method for Turbulent Jet Flow Simulations

Authors: K. Noah, F.-S. Lien

Abstract:

In Computational Fluid Dynamics (CFD), there are a variety of numerical methods, of which some depend on macroscopic model representatives. These models can be solved by finite-volume, finite-element or finite-difference methods on a microscopic description. However, the lattice Boltzmann method (LBM) is considered to be a mesoscopic particle method, with its scale lying between the macroscopic and microscopic scales. The LBM works well for solving incompressible flow problems, but certain limitations arise from solving compressible flows, particularly at high Mach numbers. An improved lattice Boltzmann model for compressible flow problems is presented in this research study. A higher-order Taylor series expansion of the Maxwell equilibrium distribution function is used to overcome limitations in LBM when solving high-Mach-number flows. Large eddy simulation (LES) is implemented in LBM to simulate turbulent jet flows. The results have been validated with available experimental data for turbulent compressible free jet flow at subsonic speeds.

Keywords: Compressible lattice Boltzmann metho-, large eddy simulation, turbulent jet flows.

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