Search results for: Numerical Model

Authors: Kyung Jin Ryu, MakhsudaJuraeva, Sang-Hyun Jeongand Dong Joo Song

Abstract:

Clean air in subway station is important to passengers. The Platform Screen Doors (PSDs) can improve indoor air quality in the subway station; however the air quality in the subway tunnel is degraded. The subway tunnel has high CO2 concentration and indoor particulate matter (PM) value. The Indoor Air Quality (IAQ) level in subway environment degrades by increasing the frequency of the train operation and the number of the train. The ventilation systems of the subway tunnel need improvements to have better air-quality. Numerical analyses might be effective tools to analyze the performance of subway twin-track tunnel ventilation systems. An existing subway twin-track tunnel in the metropolitan Seoul subway system is chosen for the numerical simulations. The ANSYS CFX software is used for unsteady computations of the airflow inside the twin-track tunnel when the train moves. The airflow inside the tunnel is simulated when one train runs and two trains run at the same time in the tunnel. The piston-effect inside the tunnel is analyzed when all shafts function as the natural ventilation shaft. The supplied air through the shafts is mixed with the pollutant air in the tunnel. The pollutant air is exhausted by the mechanical ventilation shafts. The supplied and discharged airs are balanced when only one train runs in the twin-track tunnel. The pollutant air in the tunnel is high when two trains run simultaneously in opposite direction and all shafts functioned as the natural shaft cases when there are no electrical power supplies in the shafts. The remained pollutant air inside the tunnel enters into the station platform when the doors are opened.

Keywords: indoor air quality, subway twin-track tunnel, train-induced wind

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Authors: Shashank.B. Thakre, Lalit.B. Bhuyar, Samir.J. Deshmukh

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Oxygen transfer, the process by which oxygen is transferred from the gaseous to liquid phase, is a vital part of the waste water treatment process. Because of low solubility of oxygen and consequent low rate of oxygen transfer, sufficient oxygen to meet the requirement of aerobic waste does not enter through normal surface air water interface. Many theories have come up in explaining the mechanism of gas transfer and absorption of non-reacting gases in a liquid, of out of which, Two film theory is important. An exiting mathematical model determines approximate value of Overall Gas Transfer coefficient. The Overall Gas Transfer coefficient, in case of Penetration theory, is 1.13 time more than that obtained in case of Two film theory. The difference is due to the difference in assumptions in the two theories. The paper aims at development of mathematical model which determines the value of Overall Gas Transfer coefficient with greater accuracy than the existing model.

Keywords: Theories, Dissolved oxygen, Mathematical model, Gas Transfer coefficient, Accuracy.

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Authors: M. Ndaw, G. Mendy, S. Ouya

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Information system risk management helps to reduce or eliminate risk by implementing appropriate controls. In this paper, we propose a quantification model of controls impact on information system risks by automatizing the residual criticality estimation step of FMECA which is based on a inductive reasoning. For this, we defined three equations based on type and maturity of controls. For testing, the values obtained with the model were compared to estimated values given by interlocutors during different working sessions and the result is satisfactory. This model allows an optimal assessment of controls maturity and facilitates risk analysis of information system.

Keywords: Information System, Risk, Control, FMECA.

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Authors: Bhim Kumar Dahal

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Transportation network development in the developing country is in rapid pace. The majority of the network belongs to railway and expressway which passes through diverse topography, landform and geological conditions despite the avoidance principle during route selection. Construction of such networks demand many low to high embankment which required improvement in the foundation soil. This paper is mainly focused on the various advanced ground improvement techniques used to improve the soft soil, modelling approach and its predictability for embankments construction. The ground improvement techniques can be broadly classified in to three groups i.e. densification group, drainage and consolidation group and reinforcement group which are discussed with some case studies.  Various methods were used in modelling of the embankments from simple 1-dimensional to complex 3-dimensional model using variety of constitutive models. However, the reliability of the predictions is not found systematically improved with the level of sophistication.  And sometimes the predictions are deviated more than 60% to the monitored value besides using same level of erudition. This deviation is found mainly due to the selection of constitutive model, assumptions made during different stages, deviation in the selection of model parameters and simplification during physical modelling of the ground condition. This deviation can be reduced by using optimization process, optimization tools and sensitivity analysis of the model parameters which will guide to select the appropriate model parameters.

Keywords: Embankment, ground improvement, modelling, model prediction.

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Authors: P. Pongsumpun

Abstract:

A new strain of Type A influenza virus can cause the transmission of H1N1 virus. This virus can spread between the people by coughing and sneezing. Because the people are always movement, so this virus can be easily spread. In this study, we construct the dynamical network model of H1N1 virus by separating the human into five groups; susceptible, exposed, infectious, quarantine and recovered groups. The movement of people between houses (local level) is considered. The behaviors of solutions to our dynamical model are shown for the different parameters.

Keywords: Dynamical network, H1N1virus, local level, simulation.

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Authors: Maumita Bhattacharya

Abstract:

Optimization is often a critical issue for most system design problems. Evolutionary Algorithms are population-based, stochastic search techniques, widely used as efficient global optimizers. However, finding optimal solution to complex high dimensional, multimodal problems often require highly computationally expensive function evaluations and hence are practically prohibitive. The Dynamic Approximate Fitness based Hybrid EA (DAFHEA) model presented in our earlier work [14] reduced computation time by controlled use of meta-models to partially replace the actual function evaluation by approximate function evaluation. However, the underlying assumption in DAFHEA is that the training samples for the meta-model are generated from a single uniform model. Situations like model formation involving variable input dimensions and noisy data certainly can not be covered by this assumption. In this paper we present an enhanced version of DAFHEA that incorporates a multiple-model based learning approach for the SVM approximator. DAFHEA-II (the enhanced version of the DAFHEA framework) also overcomes the high computational expense involved with additional clustering requirements of the original DAFHEA framework. The proposed framework has been tested on several benchmark functions and the empirical results illustrate the advantages of the proposed technique.

Keywords: Evolutionary algorithm, Fitness function, Optimization, Meta-model, Stochastic method.

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Authors: Mansour Al Qubeissi, Sergei S. Sazhin, Cyril Crua, Morgan R. Heikal

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This paper presents the application of the Discrete Component Model for heating and evaporation to multi-component biodiesel fuel droplets in direct injection internal combustion engines. This model takes into account the effects of temperature gradient, recirculation and species diffusion inside droplets. A distinctive feature of the model used in the analysis is that it is based on the analytical solutions to the temperature and species diffusion equations inside the droplets. Nineteen types of biodiesel fuels are considered. It is shown that a simplistic model, based on the approximation of biodiesel fuel by a single component or ignoring the diffusion of components of biodiesel fuel, leads to noticeable errors in predicted droplet evaporation time and time evolution of droplet surface temperature and radius.

Keywords: Heat/Mass Transfer, Biodiesel, Multi-component Fuel, Droplet, Evaporation.

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Authors: Maryam Humayun, Zafar I. Malik, Shaukat Ali

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Computer animation is a widely adopted technique used to specify the movement of various objects on screen. The key issue of this technique is the specification of motion. Motion Control Methods are such methods which are used to specify the actions of objects. This paper discusses the various types of motion control methods with special focus on behavioral animation. A behavioral model is also proposed which takes into account the emotions and perceptions of an actor which in turn generate its behavior. This model makes use of an expert system to generate tasks for the actors which specify the actions to be performed in the virtual environment.

Keywords: Behavioral animation, emotion, expert system, perception.

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Authors: Hui-Min Lai, Chin-Pin Chen, Yung-Fu Chang

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The expectation-confirmation model (ECM) is one of the most widely used models for evaluating information system continuance, and this model has been extended to other study backgrounds, or expanded with other theoretical perspectives. However, combining ECM with other theories or investigating the background problem may produce some disparities, thus generating inaccurate conclusions. Habit is considered to be an important factor that influences the user’s continuance behavior. This paper thus critically examines seven pairs of relationships from the original ECM and the habit variable. A meta-analysis was used to tackle the development of ECM research over the last 10 years from a range of journals and conference papers published in 2005–2014. Forty-six journal articles and 19 conference papers were selected for analysis. The results confirm our prediction that a high effect size for the seven pairs of relationships was obtained (ranging from r=0.386 to r=0.588). Furthermore, a meta-analytic structural equation modeling was performed to simultaneously test all relationships. The results show that habit had a significant positive effect on continuance intention at p<=0.05 and that the six other pairs of relationships were significant at p<0.10. Based on the findings, we refined our original research model and an alternative model was proposed for understanding and predicting information system continuance. Some theoretical implications are also discussed.

Keywords: Expectation-confirmation theory, expectation- confirmation model, meta-analysis, meta-analytic structural equation modeling.

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Authors: Raouf Mbarki, Fadi Al Khatib, Malek Adouni

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Knee collateral ligaments play a significant role in restraining excessive frontal motion (varus/valgus rotations). In this investigation, a multiscale frame was developed based on structural hierarchies of the collateral ligaments starting from the bottom (tropocollagen molecule) to up where the fibred reinforced structure established. Experimental data of failure tensile test were considered as the principal driver of the developed model. This model was calibrated statistically using Bayesian calibration due to the high number of unknown parameters. Then the model is scaled up to fit the real structure of the collateral ligaments and simulated under realistic boundary conditions. Predications have been successful in describing the observed transient response of the collateral ligaments during tensile test under pre- and post-damage loading conditions. Collateral ligaments maximum stresses and strengths were observed near to the femoral insertions, a results that is in good agreement with experimental investigations. Also for the first time, damage initiation and propagation were documented with this model as a function of the cross-link density between tropocollagen molecules.

Keywords: Multiscale model, tropocollagen, fibrils, ligaments.

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Authors: Sh. Shahhosseini, S. Alinia, M. Irani

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In this paper 2D Simulation of catalytic Fixed Bed Reactor in Fischer-Tropsch Synthesis of GTL technology has been performed utilizing computational fluid dynamics (CFD). Synthesis gas (a mixture of carbon monoxide and hydrogen) has been used as feedstock. The reactor was modeled and the model equations were solved employing finite volume method. The model was validated against the experimental data reported in literature. The comparison showed a good agreement between simulation results and the experimental data. In addition, the model was applied to predict the concentration contours of the reactants and products along the length of reactor.

Keywords: GTL, Fischer–Tropsch synthesis, Fixed Bed Reactor, CFD simulation.

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Authors: Y. Z. Wu, Z. Dong, S. K. You

Abstract:

Global approximation using metamodel for complex mathematical function or computer model over a large variable domain is often needed in sensibility analysis, computer simulation, optimal control, and global design optimization of complex, multiphysics systems. To overcome the limitations of the existing response surface (RS), surrogate or metamodel modeling methods for complex models over large variable domain, a new adaptive and regressive RS modeling method using quadratic functions and local area model improvement schemes is introduced. The method applies an iterative and Latin hypercube sampling based RS update process, divides the entire domain of design variables into multiple cells, identifies rougher cells with large modeling error, and further divides these cells along the roughest dimension direction. A small number of additional sampling points from the original, expensive model are added over the small and isolated rough cells to improve the RS model locally until the model accuracy criteria are satisfied. The method then combines local RS cells to regenerate the global RS model with satisfactory accuracy. An effective RS cells sorting algorithm is also introduced to improve the efficiency of model evaluation. Benchmark tests are presented and use of the new metamodeling method to replace complex hybrid electrical vehicle powertrain performance model in vehicle design optimization and optimal control are discussed.

Keywords: Global approximation, polynomial response surface, domain decomposition, domain combination, multiphysics modeling, hybrid powertrain optimization

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Authors: D. A. Farinde

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One of the most significant threats to the economy of a nation is the bankruptcy of its banks. This study evaluates the susceptibility of Nigerian banks to failure with a view to identifying ratios and financial data that are sensitive to solvency of the bank. Further, a predictive model is generated to guide all stakeholders in the industry. Thirty quoted banks that had published Annual Reports for the year preceding the consolidation i.e. year 2004 were selected. They were examined for distress using the Multilayer Perceptron Neural Network Analysis. The model was used to analyze further reforms by the Central Bank of Nigeria using published Annual Reports of twenty quoted banks for the year 2008 and 2011. The model can thus be used for future prediction of failure in the Nigerian banking system.

Keywords: Bank, Bankruptcy, Financial Ratios, Neural Network, Multilayer Perceptron, Predictive Model

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Authors: Motonobu Hattori

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In neural networks, when new patterns are learned by a network, the new information radically interferes with previously stored patterns. This drawback is called catastrophic forgetting or catastrophic interference. In this paper, we propose a biologically inspired neural network model which overcomes this problem. The proposed model consists of two distinct networks: one is a Hopfield type of chaotic associative memory and the other is a multilayer neural network. We consider that these networks correspond to the hippocampus and the neocortex of the brain, respectively. Information given is firstly stored in the hippocampal network with fast learning algorithm. Then the stored information is recalled by chaotic behavior of each neuron in the hippocampal network. Finally, it is consolidated in the neocortical network by using pseudopatterns. Computer simulation results show that the proposed model has much better ability to avoid catastrophic forgetting in comparison with conventional models.

Keywords: catastrophic forgetting, chaotic neural network, complementary learning systems, dual-network

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

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

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

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Authors: Suttipong Boonphadung

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The research on ARCS for critical information retrieval development aimed to (1) investigate conditions of critical information retrieval skill of the Mathematics pre-service teachers before applying ARCS model in learning activities, (2) study and analyze the development of critical information retrieval skill of the Mathematics pre-service teachers after utilizing ARCS model in learning activities, and (3) evaluate the Mathematics pre-service teachers’ satisfaction on using ARCS model in learning activities as a tool to development critical information retrieval skill. Forty-one of 4th year Mathematics pre-service teachers who have enrolled in the subject of Research for Learning Development of semester 2 in 2012 were purposively selected as the research cohort. The research tools were self-report and interview questionnaire that was approved as content validity and reliability (IOC=.66-1.00, α =.834). The research found that critical information retrieval skill of the research samples before using ARCS model in learning activities was in the normal high level. According to the in-depth interview and focus group, the result however showed that the pre-service teachers still lack inadequate and effective knowledge in information retrieval. Additionally, critical information retrieval skill of the research cohort after applying ARCS model in learning activities appeared to be high level. The result revealed that the pre-service teachers are able to explain the method of searching, extraction, and selecting information as well as evaluating quality of information, and effectively making decision in accepting information. Moreover, the research discovered that the pre-service teachers showed normal high to highest level of satisfaction on using ARCS model in learning activities as a tool to development their critical information retrieval skill.

Keywords: Critical information retrieval skill, ARCS model, Satisfaction.

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Authors: Julio Manuel de Luis Ruiz, Javier Sedano Cibrián, Rubén Pérez Álvarez, Raúl Pereda García, Cristina Diego Soroa

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Nowadays, the use of drones has been extended to practically any human activity. One of the main applications is focused on the surveying field. In this regard, software programs that process the images captured by the sensor from the drone in an almost automatic way have been developed and commercialized, but they only allow contrasting the results through control points. This work proposes the contrast of a 3D model obtained from a flight developed by a drone and a non-metric camera (due to its low cost), with a second model that is obtained by means of the historically-endorsed classical methods. In addition to this, the contrast is developed over a certain territory with a significant unevenness, so as to test the model generated with photogrammetry, and considering that photogrammetry with drones finds more difficulties in terms of accuracy in this kind of situations. Distances, heights, surfaces and volumes are measured on the basis of the 3D models generated, and the results are contrasted. The differences are about 0.2% for the measurement of distances and heights, 0.3% for surfaces and 0.6% when measuring volumes. Although they are not important, they do not meet the order of magnitude that is presented by salespeople.

Keywords: Accuracy, classical topographic, 3D model, photogrammetry, UAV.

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Authors: Vijay R. Khawale, Shashank B. Thakare

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The experiment was carried out to study the performance of solar crop dryer coupled with reversed absorber type solar air heater (SD2). Excel software is used to analyse the raw data obtained from the drying experiment to develop a model. An attempt is made in this paper to correlate the collector efficiency, dryer efficiency and pick-up efficiency. All these efficiencies are dependent on the parameters such as solar flux, ambient temperature, collector outlet temperature and moisture content. The simulation equation was developed to predict the values of collector efficiency. The parameters a, n and drying constant k were determined from a plot of curve using a drying models. Experimental data of drying red chili in conventional solar dryer and solar dryer coupled with reversed absorber solar air heater was compared by fitting with three drying models. The moisture content will be rapidly reduced in solar dryer with reversed absorber due to higher drying temperatures. The best fit model was selected to describe the drying behavior of red chili. For SD2 the values of the coefficient of determination (R²=0.997), mean bias error (MBE=0.00026) and root mean square error (RMSE=0.016) were used to determine the goodness or the quality of the fit. Pages model showed a better fit to drying red chili among Newton model and Henderson & Pabis model.

Keywords: Solar dryer, red chili, reversed absorber, reflector, Buckingham pi theorem, drying model.

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Authors: Francisco Liaño-Carrera, José Isaac Ramírez-Macías, David Salas-Monreal, Mayra Lorena Riveron-Enzastiga, Marcos Rangel-Avalos, Adriana Andrea Roldán-Ubando

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The construction of most coastal infrastructure developments around the world are usually made considering wave height, current velocities and river discharges; however, little effort has been paid to surveying sediment transport during dredging or the modification to currents outside the ports or marinas during and after the construction. This study shows a complete survey during the construction of one of the largest ports of the Gulf of Mexico. An anchored Acoustic Doppler Current Velocity profiler (ADCP), a towed ADCP and a combination of model outputs were used at the Veracruz port construction in order to describe the hourly sediment transport and current modifications in and out of the new port. Owing to the stability of the system the new port was construction inside Vergara Bay, a low wave energy system with a tidal range of up to 0.40 m. The results show a two-current system pattern within the bay. The north side of the bay has an anticyclonic gyre, while the southern part of the bay shows a cyclonic gyre. Sediment transport trajectories were made every hour using the anchored ADCP, a numerical model and the weekly data obtained from the towed ADCP within the entire bay. The sediment transport trajectories were carefully tracked since the bay is surrounded by coral reef structures which are sensitive to sedimentation rate and water turbidity. The survey shows that during dredging and rock input used to build the wave breaker sediments were locally added (< 2500 m²) and local currents disperse it in less than 4 h. While the river input located in the middle of the bay and the sewer system plant may add more than 10 times this amount during a rainy day or during the tourist season. Finally, the coastal line obtained seasonally with a drone suggests that the southern part of the bay has not been modified by the construction of the new port located in the northern part of the bay, owing to the two subsystem division of the bay.

Keywords: Acoustic Doppler current profiler, time series, port construction, construction around coral reefs, sediment transport monitoring.

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Authors: Changjin Xu, Yusen Wu

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In this paper, a asymptotically periodic predator-prey model with Modified Leslie-Gower and Holling-Type II schemes is investigated. Some sufficient conditions for the uniformly strong persistence of the system are established. Our result is an important complementarity to the earlier results.

Keywords: Predator-prey model, uniformly strong persistence, asymptotically periodic, Holling-type II.

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Authors: A. Khafaji, R. Saadane, J. El Abbadi, M. Belkasmi

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The main objectif of this paper is to present a tool that we have developed subject to characterize and modelling indoor radio channel propagation at millimetric wave. The tool is based on the ray tracing technique (RTT). As, in realistic environment we cannot neglect the significant impact of Human Body Shadowing and other objects in motion on indoor 60 GHz propagation channel. Hence, our proposed model allows a simulation of propagation in a dynamic indoor environment. First, we describe a model of human body. Second, RTT with this model is used to simulate the propagation of millimeter waves in the presence of persons in motion. Results of the simulation show that this tool gives results in agreement with those reported in the literature. Specially, the effects of people motion on temporal channel properties.

Keywords: Simulation. 60 GHz band, Ray Tracing Technique, Indoor channel, Propagation, Human Body Model, Level crossing rate,

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Authors: Prashanth C.M., K. Chandrashekar Shet

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In recent past, the Unified Modeling Language (UML) has become the de facto industry standard for object-oriented modeling of the software systems. The syntax and semantics rich UML has encouraged industry to develop several supporting tools including those capable of generating deployable product (code) from the UML models. As a consequence, ensuring the correctness of the model/design has become challenging and extremely important task. In this paper, we present an approach for automatic verification of protocol model/design. As a case study, Session Initiation Protocol (SIP) design is verified for the property, “the CALLER will not converse with the CALLEE before the connection is established between them ". The SIP is modeled using UML statechart diagrams and the desired properties are expressed in temporal logic. Our prototype verifier “UML-SMV" is used to carry out the verification. We subjected an erroneous SIP model to the UML-SMV, the verifier could successfully detect the error (in 76.26ms) and generate the error trace.

Keywords: Unified Modeling Language, Statechart, Verification, Protocol Design, Model Checking.

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Authors: Abdullah M. Alodhaiani, Yasir A. Alturki, Mohamed A. Elkady

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Complex power flow distribution factors, which relate line complex power flows to the bus injected complex powers, have been widely used in various power system planning and analysis studies. In particular, AC distribution factors have been used extensively in the recent power and energy pricing studies in free electricity market field. As was demonstrated in the existing literature, many of the electricity market related costing studies rely on the use of the distribution factors. These known distribution factors, whether the injection shift factors (ISF’s) or power transfer distribution factors (PTDF’s), are linear approximations of the first order sensitivities of the active power flows with respect to various variables. This paper presents a novel model for evaluating the universal distribution factors (UDF’s), which are appropriate for an extensive range of power systems analysis and free electricity market studies. These distribution factors are used for the calculations of lines complex power flows and its independent of bus power injections, they are compact matrix-form expressions with total flexibility in determining the position on the line at which line flows are measured. The proposed approach was tested on IEEE 9-Bus system. Numerical results demonstrate that the proposed approach is very accurate compared with exact method.

Keywords: Distribution Factors, Power System, Sensitivity Factors, Electricity Market.

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Authors: Vahhab Attar Olyaee, Fouad Attar Olyaee

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Many IT projects come to failure because of having technical approach, focusing on the final product and lack of proper attention to strategic alignment. Project management models quite often have technical management view [4], [8], [13], [14]. These models focus greatly on the finalization of the project product and the delivery of the product to the customer. However, many project problems are due to lack of attention to the needs and capabilities of the organizations or disregarding how to deploy and use the product in the organization. In this regard, in the current research we are trying to present a solution with the purpose of raising the value of the project in an organization. This way, the project outputs will be properly deployed in the organization. Therefore, a comprehensive model is presented which takes into account the whole processes from initial step of project definition to the deployment of the final outputs in the organization and then the definition of all roles and responsibilities to put the model into practice. Taking into account the opinions of experts and project managers, to prove the performance of the model, the project problems were recognized and based on the model, categorized and analyzed. And at the end it is made clear that ignoring the proper definition of the project and not having a proper understanding of the expected value on the one hand and not supervising the emerged value in the process of production and installment are among the most important factors that bring a project to failure.

Keywords: IT Governance, Project Model, Roles and Responsibilities of Project

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Authors: Mingyu Xie, Mietek Brdys

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The paper develops a Non-Linear Model Predictive Control (NMPC) of water quality in Drinking Water Distribution Systems (DWDS) based on the advanced non-linear quality dynamics model including disinfections by-products (DBPs). A special attention is paid to the analysis of an impact of the flow trajectories prescribed by an upper control level of the recently developed two-time scale architecture of an integrated quality and quantity control in DWDS. The new quality controller is to operate within this architecture in the fast time scale as the lower level quality controller. The controller performance is validated by a comprehensive simulation study based on an example case study DWDS.

Keywords: Model predictive control, hierarchical control structure, genetic algorithm, water quality with DBPs objectives.

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Authors: B. Marasović, S. Pivac, S. V. Vukasović

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Constructing a portfolio of investments is one of the most significant financial decisions facing individuals and institutions. In accordance with the modern portfolio theory maximization of return at minimal risk should be the investment goal of any successful investor. In addition, the costs incurred when setting up a new portfolio or rebalancing an existing portfolio must be included in any realistic analysis. In this paper rebalancing an investment portfolio in the presence of transaction costs on the Croatian capital market is analyzed. The model applied in the paper is an extension of the standard portfolio mean-variance optimization model in which transaction costs are incurred to rebalance an investment portfolio. This model allows different costs for different securities, and different costs for buying and selling. In order to find efficient portfolio, using this model, first, the solution of quadratic programming problem of similar size to the Markowitz model, and then the solution of a linear programming problem have to be found. Furthermore, in the paper the impact of transaction costs on the efficient frontier is investigated. Moreover, it is shown that global minimum variance portfolio on the efficient frontier always has the same level of the risk regardless of the amount of transaction costs. Although efficient frontier position depends of both transaction costs amount and initial portfolio it can be concluded that extreme right portfolio on the efficient frontier always contains only one stock with the highest expected return and the highest risk.

Keywords: Croatian capital market, Fractional quadratic programming, Markowitz model, Portfolio optimization, Transaction costs.

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Authors: R. AliMohammadzadeh, M. Rahgozar, A. Zarnani

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The inherent flexibilities of XML in both structure and semantics makes mining from XML data a complex task with more challenges compared to traditional association rule mining in relational databases. In this paper, we propose a new model for the effective extraction of generalized association rules form a XML document collection. We directly use frequent subtree mining techniques in the discovery process and do not ignore the tree structure of data in the final rules. The frequent subtrees based on the user provided support are split to complement subtrees to form the rules. We explain our model within multi-steps from data preparation to rule generation.

Keywords: XML, Data Mining, Association Rule Mining.

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Authors: Phool Singh, Ashok Jangid, N. S. Tomer, Deepa Sinha

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The aim of this paper is to investigate twodimensional unsteady flow of a viscous incompressible fluid about stagnation point on permeable stretching sheet in presence of time dependent free stream velocity. Fluid is considered in the influence of transverse magnetic field in the presence of radiation effect. Rosseland approximation is use to model the radiative heat transfer. Using time-dependent stream function, partial differential equations corresponding to the momentum and energy equations are converted into non-linear ordinary differential equations. Numerical solutions of these equations are obtained by using Runge-Kutta Fehlberg method with the help of Newton-Raphson shooting technique. In the present work the effect of unsteadiness parameter, magnetic field parameter, radiation parameter, stretching parameter and the Prandtl number on flow and heat transfer characteristics have been discussed. Skin-friction coefficient and Nusselt number at the sheet are computed and discussed. The results reported in the paper are in good agreement with published work in literature by other researchers.

Keywords: Magneto hydrodynamics, stretching sheet, thermal radiation, unsteady flow.

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Authors: T. Sakamoto, N. Hori

Abstract:

A multi-rate discrete-time model, whose response agrees exactly with that of a continuous-time original at all sampling instants for any sampling periods, is developed for a linear system, which is assumed to have multiple real eigenvalues. The sampling rates can be chosen arbitrarily and individually, so that their ratios can even be irrational. The state space model is obtained as a combination of a linear diagonal state equation and a nonlinear output equation. Unlike the usual lifted model, the order of the proposed model is the same as the number of sampling rates, which is less than or equal to the order of the original continuous-time system. The method is based on a nonlinear variable transformation, which can be considered as a generalization of linear similarity transformation, which cannot be applied to systems with multiple eigenvalues in general. An example and its simulation result show that the proposed multi-rate model gives exact responses at all sampling instants.

Keywords: Multi-rate discretization, linear systems, triangularization, similarity transformation, diagonalization, exponential transformation, multiple eigenvalues

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Authors: Nur Azaliah Abu Bakar, Harihodin Selamat, Mohd Nazri Kama

Abstract:

This article provides a systematic review of existing research related to the Service-oriented Enterprise Architecture (SoEA) adoption and maturity measurement model. The review’s main goals are to support research; to facilitate other researchers’ search for relevant studies; and to propose areas for future studies within this area. In addition, this article provides useful information on SoEA adoption issues and its related maturity model, based on research-based knowledge. The review results suggest that motives, critical success factors (CSFs), implementation status, and benefits are the most frequently studied areas, and that each of these areas would benefit from further exposure.

Keywords: Systematic Literature Review, Service-oriented Architecture, Adoption, Maturity Model.

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