Search results for: Decision analysis

Authors: Ritu Vijay, Rekha Govil

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The design of a complete expansion that allows for compact representation of certain relevant classes of signals is a central problem in signal processing applications. Achieving such a representation means knowing the signal features for the purpose of denoising, classification, interpolation and forecasting. Multilayer Neural Networks are relatively a new class of techniques that are mathematically proven to approximate any continuous function arbitrarily well. Radial Basis Function Networks, which make use of Gaussian activation function, are also shown to be a universal approximator. In this age of ever-increasing digitization in the storage, processing, analysis and communication of information, there are numerous examples of applications where one needs to construct a continuously defined function or numerical algorithm to approximate, represent and reconstruct the given discrete data of a signal. Many a times one wishes to manipulate the data in a way that requires information not included explicitly in the data, which is done through interpolation and/or extrapolation. Tidal data are a very perfect example of time series and many statistical techniques have been applied for tidal data analysis and representation. ANN is recent addition to such techniques. In the present paper we describe the time series representation capabilities of a special type of ANN- Radial Basis Function networks and present the results of tidal data representation using RBF. Tidal data analysis & representation is one of the important requirements in marine science for forecasting.

Keywords: ANN, RBF, Tidal Data.

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Authors: Kumar Manoj, Ramesh Kumar, Kumari Arti

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A wireless Ad-hoc network consists of wireless nodes communicating without the need for a centralized administration, in which all nodes potentially contribute to the routing process.In this paper, we report the simulation results of four different scenarios for wireless ad hoc networks having thirty nodes. The performances of proposed networks are evaluated in terms of number of hops per route, delay and throughput with the help of OPNET simulator. Channel speed 1 Mbps and simulation time 600 sim-seconds were taken for all scenarios. For the above analysis DSR routing protocols has been used. The throughput obtained from the above analysis (four scenario) are compared as shown in Figure 3. The average media access delay at node_20 for two routes and at node_20 for four different scenario are compared as shown in Figures 4 and 5. It is observed that the throughput will degrade when it will follow different hops for same source to destination (i.e. it has dropped from 1.55 Mbps to 1.43 Mbps which is around 9.7%, and then dropped to 0.48Mbps which is around 35%).

Keywords: Throughput, Delay, DSR, OPNET, MANET, DSSS

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Authors: D. R. Delgado Sobrino, R. Holubek, R. Ružarovský

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In the past years, the world has witnessed significant work in the field of Manufacturing. Special efforts have been made in the implementation of new technologies, management and control systems, among many others which have all evolved the field. Closely following all this, due to the scope of new projects and the need of turning the existing flexible ideas into more autonomous and intelligent ones, i.e.: moving toward a more intelligent manufacturing, the present paper emerges with the main aim of contributing to the analysis and a few customization issues of a new iCIM 3000 system at the IPSAM. In this process, special emphasis in made on the material flow problem. For this, besides offering a description and analysis of the system and its main parts, also some tips on how to define other possible alternative material flow scenarios and a partial analysis of the combinatorial nature of the problem are offered as well. All this is done with the intentions of relating it with the use of simulation tools, for which these have been briefly addressed with a special focus on the Witness simulation package. For a better comprehension, the previous elements are supported by a few figures and expressions which would help obtaining necessary data. Such data and others will be used in the future, when simulating the scenarios in the search of the best material flow configurations.

Keywords: Flexible/Intelligent assembly/disassembly cell (F/IA/DC), Flexible/Intelligent Manufacturing Systems/Cell (F/IMS/C), Material Flow Optimization/Combinations/Design (MFO/C/D).

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Authors: P. S. Dabeer, G. K. Purohit

Abstract:

Burnishing is a method of finishing and hardening machined parts by plastic deformation of the surface. Experimental work based on central composite second order rotatable design has been carried out on a lathe machine to establish the effects of ball burnishing parameters on the surface roughness of brass material. Analysis of the results by the analysis of variance technique and the F-test show that the parameters considered, have significant effects on the surface roughness.

Keywords: Ball burnishing, Response surface Methodology.

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Authors: Benmoussa Rachid, Deguio Roland, Dubois Sebastien, Rasovska Ivana

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Implementation of LARG (Lean, Agile, Resilient, Green) practices in the supply chain management is a complex task mainly because ecological, economical and operational goals are usually in conflict. To implement these LARG practices successfully, companies’ need relevant decision making tools allowing processes performance control and improvement strategies visibility. To contribute to this issue, this work tries to answer the following research question: How to master performance and anticipate problems in supply chain LARG practices implementation? To answer this question, a risk management approach (RMA) is adopted. Indeed, the proposed RMA aims basically to assess the ability of a supply chain, guided by “Lean, Green and Achievement” performance goals, to face “agility and resilience risk” factors. To proof its relevance, a logistics academic case study based on simulation is used to illustrate all its stages. It shows particularly how to build the “LARG risk map” which is the main output of this approach.

Keywords: Risk approach, lean supply chain, agile supply chain, green supply chain, resilient supply chain.

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Authors: Ndidi F. Amulu, Patrick E. Amulu, Gordian O. Mbah, Callistus N. Ude

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Comparative analysis of the properties of melon seed, coconut fruit and their oil yield were evaluated in this work using standard analytical technique AOAC. The results of the analysis carried out revealed that the moisture contents of the samples studied are 11.15% (melon) and 7.59% (coconut). The crude lipid content are 46.10% (melon) and 55.15% (coconut).The treatment combinations used (leaching time, leaching temperature and solute: solvent ratio) showed significant difference (p < 0.05) in yield between the samples, with melon oil seed flour having a higher percentage range of oil yield (41.30 – 52.90%) and coconut (36.25 – 49.83%). The physical characterization of the extracted oil was also carried out. The values gotten for refractive index are 1.487 (melon seed oil) and 1.361 (coconut oil) and viscosities are 0.008 (melon seed oil) and 0.002 (coconut oil). The chemical analysis of the extracted oils shows acid value of 1.00mg NaOH/g oil (melon oil), 10.050mg NaOH/g oil (coconut oil) and saponification value of 187.00mg/KOH (melon oil) and 183.26mg/KOH (coconut oil). The iodine value of the melon oil gave 75.00mg I2/g and 81.00mg I2/g for coconut oil. A standard statistical package Minitab version 16.0 was used in the regression analysis and analysis of variance (ANOVA). The statistical software mentioned above was also used to optimize the leaching process. Both samples gave high oil yield at the same optimal conditions. The optimal conditions to obtain highest oil yield ≥ 52% (melon seed) and ≥ 48% (coconut seed) are solute - solvent ratio of 40g/ml, leaching time of 2hours and leaching temperature of 50oC. The two samples studied have potential of yielding oil with melon seed giving the higher yield.

Keywords: Coconut, melon, optimization, processing.

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Authors: Humberto N. Teixeira, Isabel S. Lopes, Sérgio D. Sousa

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This article proposes a new methodology to be used by SMEs (Small and Medium enterprises) to characterize their performance in quality, highlighting weaknesses and area for improvement. The methodology aims to identify the principal causes of quality problems and help to prioritize improvement initiatives. This is a self-assessment methodology that intends to be easy to implement by companies with low maturity level in quality. The methodology is organized in six different steps which includes gathering information about predetermined processes and subprocesses of quality management, defined based on the well-known Juran-s trilogy for quality management (Quality planning, quality control and quality improvement) and, predetermined results categories, defined based on quality concept. A set of tools for data collecting and analysis, such as interviews, flowcharts, process analysis diagrams and Failure Mode and effects Analysis (FMEA) are used. The article also presents the conclusions obtained in the application of the methodology in two cases studies.

Keywords: Continuous improvement, Diagnosis, Quality Management, Self-assessment, SMEs

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Authors: Micheli Anna Paola, Intrisano Carmelo, Calce Anna Maria

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This research focused on the capability of health tourism to improve the economic and financial performance of healthcare companies. It is assumed that health tourism companies have better profitability and financial efficiency because they can also count on cross-border demand differently from no health tourism companies. A three-level gap analysis was conducted: the first concerns health tourism companies located in Italy and in the other EU28 states; in the second Italian and EU28, no health tourism companies were compared; the third level is about the Italian system with a comparison between health tourism and no health tourism companies. Findings highlighted that Italian healthcare companies have better profitability performance if compared to European ones, but they present weaknesses in the financial position given the illiquidity and excessive leverage. Furthermore, studying the Italian system, we found that health tourism companies are more profitable than no health tourism companies.

Keywords: Financial performance, gap analysis, health tourism, profitability performance, value creation.

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Authors: Wadii Boulila, Imed Riadh Farah, Karim Saheb Ettabaa, Basel Solaiman, Henda Ben Ghezala

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This paper investigates the problem of tracking spa¬tiotemporal changes of a satellite image through the use of Knowledge Discovery in Database (KDD). The purpose of this study is to help a given user effectively discover interesting knowledge and then build prediction and decision models. Unfortunately, the KDD process for spatiotemporal data is always marked by several types of imperfections. In our paper, we take these imperfections into consideration in order to provide more accurate decisions. To achieve this objective, different KDD methods are used to discover knowledge in satellite image databases. Each method presents a different point of view of spatiotemporal evolution of a query model (which represents an extracted object from a satellite image). In order to combine these methods, we use the evidence fusion theory which considerably improves the spatiotemporal knowledge discovery process and increases our belief in the spatiotemporal model change. Experimental results of satellite images representing the region of Auckland in New Zealand depict the improvement in the overall change detection as compared to using classical methods.

Keywords: Knowledge discovery in satellite databases, knowledge fusion, data imperfection, data mining, spatiotemporal change detection.

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Authors: Turgay Temel, John Hallam

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An improved processing description to be employed in biosonar signal processing in a cochlea model is proposed and examined. It is compared to conventional models using a modified discrimination analysis and both are tested. Their performances are evaluated with echo data captured from natural targets (trees).Results indicate that the phase characteristics of low-pass filters employed in the echo processing have a significant effect on class separability for this data.

Keywords: Cochlea model, discriminant analysis, neurospikecoding, classification.

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Authors: Anil Kumar Pandey

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Power plane noise is the most significant source of signal integrity (SI) issues in a high-speed digital design. In this paper, power integrity (PI) analysis of multiple power planes in a power delivery system of a 12-layer high-speed FPGA board is presented. All 10 power planes of HSD board are analyzed separately by using 3D Electromagnetic based PI solver, then the transient simulation is performed on combined PI data of all planes along with voltage regulator modules (VRMs) and 70 current drawing chips to get the board level power noise coupling on different high-speed signals. De-coupling capacitors are placed between power planes and ground to reduce power noise coupling with signals.

Keywords: Channel simulation, electromagnetic simulation, power-aware signal integrity analysis, power integrity, PIPro.

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Authors: Mohammad Reza Ghasemi, Ali Ehsani

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In this paper, the optimum weight and cost of a laminated composite plate is seeked, while it undergoes the heaviest load prior to a complete failure. Various failure criteria are defined for such structures in the literature. In this work, the Tsai-Hill theory is used as the failure criterion. The theory of analysis was based on the Classical Lamination Theory (CLT). A newly type of Genetic Algorithm (GA) as an optimization technique with a direct use of real variables was employed. Yet, since the optimization via GAs is a long process, and the major time is consumed through the analysis, Radial Basis Function Neural Networks (RBFNN) was employed in predicting the output from the analysis. Thus, the process of optimization will be carried out through a hybrid neuro-GA environment, and the procedure will be carried out until a predicted optimum solution is achieved.

Keywords: Composite Laminates, GA, Multi-objectiveOptimization, Neural Networks, RBFNN.

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Authors: Cristina Sá, Carlos Gomes, António Martins

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The reasons that explain different behaviors towards tax obligations in similar countries are not completely understood yet. The main purpose of this paper is to identify and compare the factors that influence tax morale levels in Portugal and Spain. We use data from European Values Study (EVS). Using a sample of 2,652 individuals, a factor analysis was used to extract the underlying dimensions of tax morale of Portuguese and Spanish taxpayers. Based on a factor analysis, the results of this paper show that sociological and behavioral factors, psychological factors and political factors are important for a good understanding of taxpayers’ behavior in Iberian Peninsula. This paper added value relies on the analyses of a wide range of variables and on the comparison between Portugal and Spain. Our conclusions provided insights that tax authorities and politicians can use to better focus their strategies and actions in order to increase compliance, reduce tax evasion, fight underground economy and increase country´s competitiveness.

Keywords: Compliance, tax morale, Portugal, Spain.

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Authors: Bubaker F. Shareia

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The aim of this paper is to trace the historical development of the accounting profession in Libya, in order to identify challenges facing the profession as the country moves from a closed to emerging economy. The study is based on a literature review and archival research. Accounting information has a vital role to play in the achievement of economic goals in developing and emerging economies, but a well qualified accounting profession is required. In the context of institutional instability and unique cultural factors, the accounting profession in Libya faces educational and legal challenges if it is to achieve its potential in assisting the country to reach its economic goals. This study focuses on one country, which does limit its generalisability. However, it also suggests fruitful research areas in considering the impact and challenge of historic factors on the accounting profession in emerging economies. Centrally planned economies require a body of well trained professional accountants if they are to emerge onto the global economic arena. Studies on the accounting profession have focused primarily on those in developed economies, where the need for meaningful accounting information for decision making is taken for granted and there is a well trained, professional workforce. This study of the profession in an emerging economy highlights the efforts that will be needed to ensure the contribution of the profession to the economic wellbeing of other emerging economies.

Keywords: Accounting profession, developing countries, culture, planned economy, emerging economy.

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Authors: Astrid Bagireanu, Julio Bros-Williamson, Mila Duncheva, John Currie

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Digital Twins (DTs) have entered the built environment from more established industries like aviation and manufacturing, although there has never been a common goal for utilising DTs at scale. Their assimilation into the built environment lacked its very own handover documentation: how should DTs be implemented into a project and what responsibilities should each project stakeholder hold in the realisation of a DT vision. What is needed is an approach to translate these requirements into actionable DT dimensions. This paper presents a foundation for an overarching framework specific to the built environment. For the purposes of this research, the project timeline is established by referencing the Royal Institute of British Architects (RIBA) Plan of Work from 2020, providing a foundation for delineating project stages. The RIBA Plan of Work consists of eight stages designed to inform on the definition, briefing, design, coordination, construction, handover, and use of a built asset. Similar project stages are utilised in other countries; therefore, the recommendations from the interviews presented in this paper are applicable internationally. Simultaneously, there is not a single mainstream software resource that leverages DT abilities. This ambiguity meets an unparalleled ambition from governments and industries worldwide to achieve a national grid of interconnected DTs. For the construction industry to access these benefits, it necessitates a defined starting point. This research aims to provide a comprehensive understanding of the potential applications and ramifications of DT in the context of the built environment. This paper is an integral part of a larger research aimed at developing a conceptual framework for the Architecture, Engineering, and Construction (AEC) sector following a conventional project timeline. Therefore, this paper plays a pivotal role in providing practical insights and a tangible foundation for developing a stage-by-stage approach to assimilate the potential of DT within the built environment. First, the research focuses on a review of relevant literature, albeit acknowledging the inherent constraint of limited sources available. Secondly, a qualitative study compiling the views of 14 DT experts is presented, concluding with an inductive analysis of the interview findings - ultimately highlighting the barriers and strengths of DT in the context of framework development. As parallel developments aim to progress net-zero-centred design and improve project efficiencies across the built environment, the limited resources available to support DTs should be leveraged to propel the industry to reach its digitalisation era, in which AEC stakeholders have a fundamental role in understanding this, from the earliest stages of a project.

Keywords: Digital twins, decision making, design, net-zero, built environment.

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Authors: J. R. Wang, W.Y. Li, H.T. Lin, J.H. Yang, C. Shih, S.W. Chen

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Fuel rod analysis program transient (FRAPTRAN)  code was used to study the fuel rod performance during a postulated  large break loss of coolant accident (LBLOCA) in Maanshan nuclear  power plant (NPP). Previous transient results from thermal hydraulic  code, TRACE, with the same LBLOCA scenario, were used as input  boundary conditions for FRAPTRAN. The simulation results showed  that the peak cladding temperatures and the fuel centerline  temperatures were all below the 10CFR50.46 LOCA criteria. In  addition, the maximum hoop stress was 18 MPa and the oxide  thickness was 0.003mm for the present simulation cases, which are all  within the safety operation ranges. The present study confirms that this  analysis method, the FRAPTRAN code combined with TRACE, is an  appropriate approach to predict the fuel integrity under LBLOCA with  operational ECCS.

 

Keywords: —FRAPTRAN, TRACE, LOCA, PWR.

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Authors: Y. Parish, F. Najaei Abadi

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This paper presents a numerical analysis of the seismic behaviour of earth dams. Analysis is conducted for the solid phase. It may correspond to the response of the dam before water filling. Analysis is conducted for a simple case which concerns the elastic response of the dam. Numerical analyses are conducted using the FLAC3D program. The behaviour of the Shell and core of the dam and the foundation behaviour is assumed to be elastic. Result shows the influence of the variation of the shear modulus of the core and shell on the seismic amplification of the dam. It can be observed that the variation of the shearing modulus of the core leads to a moderate increase in the dynamic amplification and the increase in the shell shearing modulus leads to a significant increase in the dynamic amplification.

Keywords: Numerical, earth dam, seismic, dynamic, core, FLAC3D.

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Authors: J. R. Wang, H. C. Chang, A. L. Ho, J. H. Yang, S. W. Chen, C. Shih

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The purpose of the study is to analyze the load rejection transient of ABWR by using TRACE, PARCS, and SNAP codes. This study has some steps. First, using TRACE, PARCS, and SNAP codes establish the model of ABWR. Second, the key parameters are identified to refine the TRACE/PARCS/SNAP model further in the frame of a steady state analysis. Third, the TRACE/PARCS/SNAP model is used to perform the load rejection transient analysis. Finally, the FSAR data are used to compare with the analysis results. The results of TRACE/PARCS are consistent with the FSAR data for the important parameters. It indicates that the TRACE/PARCS/SNAP model of ABWR has a good accuracy in the load rejection transient.

Keywords: ABWR, TRACE, PARCS, SNAP.

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Authors: J.-Y. Lee, H.-S. Lim, S.-E. Kim

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Recently, the use of high-strength materials is increasing as the construction of large structures and high-rise structures increases. This paper presents an analysis of the shear behavior of prestressed concrete members with various types of materials by simulating a finite element (FE) analysis. The analytical results indicated that the shear strength and shear failure mode were strongly influenced by not only the shear reinforcement ratio but also the yield strength of shear reinforcement and the compressive strength of concrete. Though the yield strength of shear reinforcement increased the shear strength of prestressed concrete members, there was a limit to the increase in strength because of the change of shear failure modes. According to the results of FE analysis on various parameters, the maximum yield strength of the steel stirrup that can be applied to prestressed concrete members was about 860 MPa.

Keywords: PSC members, shear failure mode, high strength stirrups, high strength concrete, shear behavior.

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Authors: Preetam Kumar

Abstract:

The number of users supported in a DS-CDMA cellular system is typically less than spreading factor (N), and the system is said to be underloaded. Overloading is a technique to accommodate more number of users than the spreading factor N. In O/O overloading scheme, the first set is assigned to the N synchronous users and the second set is assigned to the additional synchronous users. An iterative multistage soft decision interference cancellation (SDIC) receiver is used to remove high level of interference between the two sets. Performance is evaluated in terms of the maximum number acceptable users so that the system performance is degraded slightly compared to the single user performance at a specified BER. In this paper, the capacity of CDMA based O/O overloading scheme is evaluated with SDIC receiver. It is observed that O/O scheme using orthogonal Gold codes provides 25% channel overloading (N=64) for synchronous DS-CDMA system on an AWGN channel in the uplink at a BER of 1e-5.For a Rayleigh faded channel, the critical capacity is 40% at a BER of 5e-5 assuming synchronous users. But in practical systems, perfect chip timing is very difficult to maintain in the uplink.. We have shown that the overloading performance reduces to 11% for a timing synchronization error of 0.02Tc for a BER of 1e-5.

Keywords: DS-CDMA, Interference Cancellation, MultiuserDetection, Orthogonal codes, Overloading.

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Authors: G. Kumaravelan, R. Sivakumar

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Modeling the behavior of the dialogue management in the design of a spoken dialogue system using statistical methodologies is currently a growing research area. This paper presents a work on developing an adaptive learning approach to optimize dialogue strategy. At the core of our system is a method formalizing dialogue management as a sequential decision making under uncertainty whose underlying probabilistic structure has a Markov Chain. Researchers have mostly focused on model-free algorithms for automating the design of dialogue management using machine learning techniques such as reinforcement learning. But in model-free algorithms there exist a dilemma in engaging the type of exploration versus exploitation. Hence we present a model-based online policy learning algorithm using interconnected learning automata for optimizing dialogue strategy. The proposed algorithm is capable of deriving an optimal policy that prescribes what action should be taken in various states of conversation so as to maximize the expected total reward to attain the goal and incorporates good exploration and exploitation in its updates to improve the naturalness of humancomputer interaction. We test the proposed approach using the most sophisticated evaluation framework PARADISE for accessing to the railway information system.

Keywords: Dialogue management, Learning automata, Reinforcement learning, Spoken dialogue system

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Authors: Armando Cartenì, Ilaria Henke

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Recently, the Italian government has approved a new law for public contracts and has been laying the groundwork for restarting a planning phase. The government has adopted the indications given by the European Commission regarding the estimation of the external costs within the Cost-Benefit Analysis, and has been approved the ‘Guidelines for assessment of Investment Projects’. In compliance with the new Italian law, the aim of this research was to perform a feasibility study applying quantitative methods regarding the revamping of an Italian tourist railway line. A Cost-Benefit Analysis was performed starting from the quantification of the passengers’ demand potentially interested in using the revamped rail services. The benefits due to the external costs reduction were also estimated (quantified) in terms of variations (with respect to the not project scenario): climate change, air pollution, noises, congestion, and accidents. Estimations results have been proposed in terms of the Measure of Effectiveness underlying a positive Net Present Value equal to about 27 million of Euros, an Internal Rate of Return much greater the discount rate, a benefit/cost ratio equal to 2 and a PayBack Period of 15 years.

Keywords: Cost-benefit analysis, evaluation analysis, demand management, external cost, transport planning, quality.

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Authors: Mudjiastuti Handajani

Abstract:

The national economy development affects the vehicle ownership which ultimately increases fuel consumption. The rise of the vehicle ownership is dominated by the increasing number of motorcycles. This research aims to analyze and identify the characteristics of fuel consumption, the city transportation system, and to analyze the relationship and the effect of the city transportation system on the fuel consumption. A multivariable analysis is used in this study. The data analysis techniques include: a Multivariate Multivariable Analysis by using the R software. More than 84% of fuel on Java is consumed in metropolitan and large cities. The city transportation system variables that strongly effect the fuel consumption are population, public vehicles, private vehicles and private bus. This method can be developed to control the fuel consumption by considering the urban transport system and city tipology. The effect can reducing subsidy on the fuel consumption, increasing state economic.

Keywords: city, consumption, fuel, transportation

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Authors: Lv Shizeng, Han Xiao, Zhang Yi, Ding Wenjing

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The lunar sample storage device is mainly used for the preparation of the lunar samples, observation, physical analysis and other work. The lunar samples and operating equipment are placed directly inside the storage device. The inside of the storage device is a high purity nitrogen environment to ensure that the sample is not contaminated by the Earth's environment. In order to ensure that the water and oxygen indicators in the storage device meet the sample requirements, a dynamic gas cycle is required between the storage device and the external purification equipment. However, the internal gas disturbance in the storage device can affect the operation of the sample. In this paper, the storage device model is established, and the tetrahedral mesh is established by Tetra/Mixed method. The influence of different inlet position and gas flow on the internal flow field disturbance is calculated, and the disturbed flow area should be avoided during the sampling operation.

Keywords: Lunar samples, gas disturbance, storage device, characteristic analysis.

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Authors: M. Linek, P. Nita

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In the previous airfield construction industry, pavements made of reinforced concrete have been used very rarely; however, the necessity to use this type of pavements in an emergency situations justifies the need reference to this issue. The paper concerns the problem of airfield pavement dimensioning made of reinforced concrete and the evaluation of selected dimensioning methods of reinforced concrete slabs intended for airfield pavements. Analysis of slabs dimensioning, according to classical method of limit states has been performed and it has been compared to results obtained in case of methods complying with Eurocode 2 guidelines. Basis of an analysis was a concrete slab of class C35/45 with reinforcement, located in tension zone. Steel bars of 16.0 mm have been used as slab reinforcement. According to comparative analysis of obtained results, conclusions were reached regarding application legitimacy of the discussed methods and their design advantages.

Keywords: Reinforced concrete, cement concrete, airport pavements.

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Authors: P. Satish Kumar, K. Ramakrishna, Ch. Lokeshwar Reddy, G. Sridhar

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This paper presents two different sequential switching hybrid-modulation strategies and implemented for cascaded multilevel inverters. Hybrid modulation strategies represent the combinations of Fundamental-frequency pulse width modulation (FFPWM) and Multilevel sinusoidal-modulation (MSPWM) strategies, and are designed for performance of the well-known Alternative Phase opposition disposition (APOD), Phase shifted carrier (PSC). The main characteristics of these modulations are the reduction of switching losses with good harmonic performance, balanced power loss dissipation among the devices with in a cell, and among the series-connected cells. The feasibility of these modulations is verified through spectral analysis, power loss analysis and simulation.

Keywords: Cascaded multilevel inverters, hybrid modulation, power loss analysis, pulse width modulation.

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Authors: Rao Fu, Jie Chen, Shutian Zeng, Yiping Zhuang, Agus Sudjianto

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Generative Adversarial Net (GAN) has proved to be a powerful machine learning tool in image data analysis and generation. In this paper, we propose to use Conditional Generative Adversarial Net (CGAN) to learn and simulate time series data. The conditions include both categorical and continuous variables with different auxiliary information. Our simulation studies show that CGAN has the capability to learn different types of normal and heavy-tailed distributions, as well as dependent structures of different time series. It also has the capability to generate conditional predictive distributions consistent with training data distributions. We also provide an in-depth discussion on the rationale behind GAN and the neural networks as hierarchical splines to establish a clear connection with existing statistical methods of distribution generation. In practice, CGAN has a wide range of applications in market risk and counterparty risk analysis: it can be applied to learn historical data and generate scenarios for the calculation of Value-at-Risk (VaR) and Expected Shortfall (ES), and it can also predict the movement of the market risk factors. We present a real data analysis including a backtesting to demonstrate that CGAN can outperform Historical Simulation (HS), a popular method in market risk analysis to calculate VaR. CGAN can also be applied in economic time series modeling and forecasting. In this regard, we have included an example of hypothetical shock analysis for economic models and the generation of potential CCAR scenarios by CGAN at the end of the paper.

Keywords: Conditional Generative Adversarial Net, market and credit risk management, neural network, time series.

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Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

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In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: Equivalent Martingale Measure, European Put Option, Girsanov Theorem, Martingales, Monte Carlo method, option price valuation, option price valuation formula.

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Authors: Pardeep Singh, Sanjay Sharma

Abstract:

Content-Based Image Retrieval (CBIR) has been one on the most vivid research areas in the field of computer vision over the last 10 years. Many programs and tools have been developed to formulate and execute queries based on the visual or audio content and to help browsing large multimedia repositories. Still, no general breakthrough has been achieved with respect to large varied databases with documents of difering sorts and with varying characteristics. Answers to many questions with respect to speed, semantic descriptors or objective image interpretations are still unanswered. In the medical field, images, and especially digital images, are produced in ever increasing quantities and used for diagnostics and therapy. In several articles, content based access to medical images for supporting clinical decision making has been proposed that would ease the management of clinical data and scenarios for the integration of content-based access methods into Picture Archiving and Communication Systems (PACS) have been created. This paper gives an overview of soft computing techniques. New research directions are being defined that can prove to be useful. Still, there are very few systems that seem to be used in clinical practice. It needs to be stated as well that the goal is not, in general, to replace text based retrieval methods as they exist at the moment.

Keywords: CBIR, GA, Rough sets, CBMIR

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Authors: Zhengyong Liu, Huiqing Ying

Abstract:

GFRG(Glass Fiber Reinforced Gypsum) wall is a green product which can erect a building fast in prefabricated method, but its application to high-rise residential buildings is limited for its poor lateral stiffness. This paper has proposed a modification to GFRG walls structure to increase its lateral stiffness, which aiming to erect small high-rise residential buildings as load-bearing walls. The elastic finite element analysis to it has shown the lateral deformation feature and the distributions of the axial force and the shear force. The analysis results show that the new GFRG reinforced concrete wall can be used for small high-rise residential buildings.

Keywords: GFRG wall, lateral features, elastic analysis, residential building.

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