Search results for: vector error correction model.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8825

Search results for: vector error correction model.

6665 Modelling of Heating and Evaporation of Biodiesel Fuel Droplets

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

Abstract:

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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6664 PEIBM- Perceiving Emotions using an Intelligent Behavioral Model

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

Abstract:

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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6663 On Maneuvering Target Tracking with Online Observed Colored Glint Noise Parameter Estimation

Authors: M. A. Masnadi-Shirazi, S. A. Banani

Abstract:

In this paper a comprehensive algorithm is presented to alleviate the undesired simultaneous effects of target maneuvering, observed glint noise distribution, and colored noise spectrum using online colored glint noise parameter estimation. The simulation results illustrate a significant reduction in the root mean square error (RMSE) produced by the proposed algorithm compared to the algorithms that do not compensate all the above effects simultaneously.

Keywords: Glint noise, IMM, Kalman Filter, Kinematics, Target Tracking.

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6662 Expectation-Confirmation Model of Information System Continuance: A Meta-Analysis

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

Abstract:

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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6661 Multiscale Syntheses of Knee Collateral Ligament Stresses: Aggregate Mechanics as a Function of Molecular Properties

Authors: Raouf Mbarki, Fadi Al Khatib, Malek Adouni

Abstract:

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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6660 CFD Simulation of Fixed Bed Reactor in Fischer-Tropsch Synthesis of GTL Technology

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

Abstract:

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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6659 Quadrature Formula for Sampled Functions

Authors: Khalid Minaoui, Thierry Chonavel, Benayad Nsiri, Driss Aboutajdine

Abstract:

This paper deals with efficient quadrature formulas involving functions that are observed only at fixed sampling points. The approach that we develop is derived from efficient continuous quadrature formulas, such as Gauss-Legendre or Clenshaw-Curtis quadrature. We select nodes at sampling positions that are as close as possible to those of the associated classical quadrature and we update quadrature weights accordingly. We supply the theoretical quadrature error formula for this new approach. We show on examples the potential gain of this approach.

Keywords: Gauss-Legendre, Clenshaw-Curtis, quadrature, Peano kernel, irregular sampling.

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6658 A Novel Receiver Algorithm for Coherent Underwater Acoustic Communications

Authors: Liang Zhao, Jianhua Ge

Abstract:

In this paper, we proposed a novel receiver algorithm for coherent underwater acoustic communications. The proposed receiver is composed of three parts: (1) Doppler tracking and correction, (2) Time reversal channel estimation and combining, and (3) Joint iterative equalization and decoding (JIED). To reduce computational complexity and optimize the equalization algorithm, Time reversal (TR) channel estimation and combining is adopted to simplify multi-channel adaptive decision feedback equalizer (ADFE) into single channel ADFE without reducing the system performance. Simultaneously, the turbo theory is adopted to form joint iterative ADFE and convolutional decoder (JIED). In JIED scheme, the ADFE and decoder exchange soft information in an iterative manner, which can enhance the equalizer performance using decoding gain. The simulation results show that the proposed algorithm can reduce computational complexity and improve the performance of equalizer. Therefore, the performance of coherent underwater acoustic communications can be improved greatly.

Keywords: Underwater acoustic communication, Time reversal (TR) combining, joint iterative equalization and decoding (JIED)

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6657 Deployment of Service Quality Characteristics

Authors: Shuki Dror

Abstract:

This work discusses an innovative methodology for deployment of service quality characteristics. Four groups of organizational features that may influence the quality of services are identified: human resource, technology, planning, and organizational relationships. A House of Service Quality (HOSQ) matrix is built to extract the desired improvement in the service quality characteristics and to translate them into a hierarchy of important organizational features. The Mean Square Error (MSE) criterion enables the pinpointing of the few essential service quality characteristics to be improved as well as selection of the vital organizational features. The method was implemented in an engineering supply enterprise and provides useful information on its vital service dimensions.

Keywords: HOQ, organizational features, service quality.

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6656 A Statistical Prediction of Likely Distress in Nigeria Banking Sector Using a Neural Network Approach

Authors: D. A. Farinde

Abstract:

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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6655 A Multimodal Approach for Biometric Authentication with Multiple Classifiers

Authors: Sorin Soviany, Cristina Soviany, Mariana Jurian

Abstract:

The paper presents a multimodal approach for biometric authentication, based on multiple classifiers. The proposed solution uses a post-classification biometric fusion method in which the biometric data classifiers outputs are combined in order to improve the overall biometric system performance by decreasing the classification error rates. The paper shows also the biometric recognition task improvement by means of a carefully feature selection, as much as not all of the feature vectors components support the accuracy improvement.

Keywords: biometric fusion, multiple classifiers

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6654 Improved Segmentation of Speckled Images Using an Arithmetic-to-Geometric Mean Ratio Kernel

Authors: J. Daba, J. Dubois

Abstract:

In this work, we improve a previously developed segmentation scheme aimed at extracting edge information from speckled images using a maximum likelihood edge detector. The scheme was based on finding a threshold for the probability density function of a new kernel defined as the arithmetic mean-to-geometric mean ratio field over a circular neighborhood set and, in a general context, is founded on a likelihood random field model (LRFM). The segmentation algorithm was applied to discriminated speckle areas obtained using simple elliptic discriminant functions based on measures of the signal-to-noise ratio with fractional order moments. A rigorous stochastic analysis was used to derive an exact expression for the cumulative density function of the probability density function of the random field. Based on this, an accurate probability of error was derived and the performance of the scheme was analysed. The improved segmentation scheme performed well for both simulated and real images and showed superior results to those previously obtained using the original LRFM scheme and standard edge detection methods. In particular, the false alarm probability was markedly lower than that of the original LRFM method with oversegmentation artifacts virtually eliminated. The importance of this work lies in the development of a stochastic-based segmentation, allowing an accurate quantification of the probability of false detection. Non visual quantification and misclassification in medical ultrasound speckled images is relatively new and is of interest to clinicians.

Keywords: Discriminant function, false alarm, segmentation, signal-to-noise ratio, skewness, speckle.

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6653 Avoiding Catastrophic Forgetting by a Dual-Network Memory Model Using a Chaotic Neural Network

Authors: Motonobu Hattori

Abstract:

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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6652 Identification of Cardiac Arrhythmias using Natural Resonance Complex Frequencies

Authors: Moustafa A. Bani-Hasan, Yasser M. Kadah, Fatma M. El-Hefnawi

Abstract:

An electrocardiogram (ECG) feature extraction system based on the calculation of the complex resonance frequency employing Prony-s method is developed. Prony-s method is applied on five different classes of ECG signals- arrhythmia as a finite sum of exponentials depending on the signal-s poles and the resonant complex frequencies. Those poles and resonance frequencies of the ECG signals- arrhythmia are evaluated for a large number of each arrhythmia. The ECG signals of lead II (ML II) were taken from MIT-BIH database for five different types. These are the ventricular couplet (VC), ventricular tachycardia (VT), ventricular bigeminy (VB), and ventricular fibrillation (VF) and the normal (NR). This novel method can be extended to any number of arrhythmias. Different classification techniques were tried using neural networks (NN), K nearest neighbor (KNN), linear discriminant analysis (LDA) and multi-class support vector machine (MC-SVM).

Keywords: Arrhythmias analysis, electrocardiogram, featureextraction, statistical classifiers.

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6651 Adaptive Sliding Mode Observer for a Class of Systems

Authors: D.Elleuch, T.Damak

Abstract:

In this paper, the performance of two adaptive observers applied to interconnected systems is studied. The nonlinearity of systems can be written in a fractional form. The first adaptive observer is an adaptive sliding mode observer for a Lipchitz nonlinear system and the second one is an adaptive sliding mode observer having a filtered error as a sliding surface. After comparing their performances throughout the inverted pendulum mounted on a car system, it was shown that the second one is more robust to estimate the state.

Keywords: Adaptive observer, Lipchitz system, Interconnected fractional nonlinear system, sliding mode.

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6650 ARCS for Critical Information Retrieval Development

Authors: Suttipong Boonphadung

Abstract:

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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6649 Determination and Assessment of Ground Motion and Spectral Parameters for Iran

Authors: G. Ghodrati Amiri, M. Khorasani, Razavian Ameri, M.Mohamadi Dehcheshmeh, S.Fathi

Abstract:

Many studies have been conducted for derivation of attenuation relationships worldwide, however few relationships have been developed to use for the seismic region of Iranian plateau and only few of these studies have been conducted for derivation of attenuation relationships for parameters such as uniform duration. Uniform duration is the total time during which the acceleration is larger than a given threshold value (default is 5% of PGA). In this study, the database was same as that used previously by Ghodrati Amiri et al. (2007) with same correction methods for earthquake records in Iran. However in this study, records from earthquakes with MS< 4.0 were excluded from this database, each record has individually filtered afterward, and therefore the dataset has been expanded. These new set of attenuation relationships for Iran are derived based on tectonic conditions with soil classification into rock and soil. Earthquake parameters were chosen to be hypocentral distance and magnitude in order to make it easier to use the relationships for seismic hazard analysis. Tehran is the capital city of Iran wit ha large number of important structures. In this study, a probabilistic approach has been utilized for seismic hazard assessment of this city. The resulting uniform duration against return period diagrams are suggested to be used in any projects in the area.

Keywords: Attenuation Relationships, Iran, Probabilistic Seismic Hazard Analysis, Tehran, Uniform Duration

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6648 Geometric Contrast of a 3D Model Obtained by Means of Digital Photogrametry with a Quasimetric Camera on UAV Classical Methods

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

Abstract:

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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6647 Influence of Behavior Models on the Response of a Reinforced Concrete Frame: Multi-Fiber Approach

Authors: A. Kahil, A. Nekmouche, N. Khelil, I. Hamadou, M. Hamizi, Ne. Hannachi

Abstract:

The objective of this work is to study the influence of the nonlinear behavior models of the concrete (concrete_BAEL and concrete_UNI) as well as the confinement brought by the transverse reinforcement on the seismic response of reinforced concrete frame (RC/frame). These models as well as the confinement are integrated in the Cast3m finite element calculation code. The consideration of confinement (TAC, taking into account the confinement) provided by the transverse reinforcement and the non-consideration of confinement (without consideration of containment, WCC) in the presence and absence of a vertical load is studied. The application was made on a reinforced concrete frame (RC/frame) with 3 levels and 2 spans. The results show that on the one hand, the concrete_BAEL model slightly underestimates the resistance of the RC/frame in the plastic field, whereas the concrete_uni model presents the best results compared to the simplified model "concrete_BAEL", on the other hand, for the concrete-uni model, taking into account the confinement has no influence on the behavior of the RC/frame under imposed displacement up to a vertical load of 500 KN.

Keywords: Reinforced concrete, nonlinear calculation, behavior laws, fiber model confinement, numerical simulation.

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6646 New Product-Type Estimators for the Population Mean Using Quartiles of the Auxiliary Variable

Authors: Amer Ibrahim Falah Al-Omari

Abstract:

In this paper, we suggest new product-type estimators for the population mean of the variable of interest exploiting the first or the third quartile of the auxiliary variable. We obtain mean square error equations and the bias for the estimators. We study the properties of these estimators using simple random sampling (SRS) and ranked set sampling (RSS) methods. It is found that, SRS and RSS produce approximately unbiased estimators of the population mean. However, the RSS estimators are more efficient than those obtained using SRS based on the same number of measured units for all values of the correlation coefficient.

Keywords: Product estimator, auxiliary variable, simple random sampling, extreme ranked set sampling

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6645 Uniformly Strong Persistence for a Predator-Prey Model with Modified Leslie-Gower and Holling-Type II Schemes

Authors: Changjin Xu, Yusen Wu

Abstract:

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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6644 Ray Tracing Technique based 60 GHz Band Propagation Modelling and Influence of People Shadowing

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

Abstract:

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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6643 Model Predictive 2DOF PID Slip Suppression Control of Electric Vehicle under Braking

Authors: Tohru Kawabe

Abstract:

In this paper, a 2DOF (two degrees of freedom) PID (Proportional-Integral-Derivative) controller based on MPC (Model predictive control) algorithm fo slip suppression of EV (Electric Vehicle) under braking is proposed. The proposed method aims to improve the safety and the stability of EVs under braking by controlling the wheel slip ration. There also include numerical simulation results to demonstrate the effectiveness of the method.

Keywords: Model predictive control, PID controller, Two degrees of freedom, Electric Vehicle, Slip suppression.

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6642 Affine Projection Adaptive Filter with Variable Regularization

Authors: Young-Seok Choi

Abstract:

We propose two affine projection algorithms (APA) with variable regularization parameter. The proposed algorithms dynamically update the regularization parameter that is fixed in the conventional regularized APA (R-APA) using a gradient descent based approach. By introducing the normalized gradient, the proposed algorithms give birth to an efficient and a robust update scheme for the regularization parameter. Through experiments we demonstrate that the proposed algorithms outperform conventional R-APA in terms of the convergence rate and the misadjustment error.

Keywords: Affine projection, regularization, gradient descent, system identification.

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6641 Roles and Responsibilities to Success of IT Project in an Organization

Authors: Vahhab Attar Olyaee, Fouad Attar Olyaee

Abstract:

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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6640 Nonlinear Model Predictive Control of Water Quality in Drinking Water Distribution Systems with DBPs Objectives

Authors: Mingyu Xie, Mietek Brdys

Abstract:

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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6639 The Impact of Transaction Costs on Rebalancing an Investment Portfolio in Portfolio Optimization

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

Abstract:

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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6638 A New Model for Discovering XML Association Rules from XML Documents

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

Abstract:

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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6637 Multi-Rate Exact Discretization based on Diagonalization of a Linear System - A Multiple-Real-Eigenvalue Case

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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6636 Finite Element Modeling of Heat and Moisture Transfer in Porous Material

Authors: V. D. Thi, M. Li, M. Khelifa, M. El Ganaoui, Y. Rogaume

Abstract:

This paper presents a two-dimensional model to study the heat and moisture transfer through porous building materials. Dynamic and static coupled models of heat and moisture transfer in porous material under low temperature are presented and the coupled models together with variable initial and boundary conditions have been considered in an analytical way and using the finite element method. The resulting coupled model is converted to two nonlinear partial differential equations, which is then numerically solved by an implicit iterative scheme. The numerical results of temperature and moisture potential changes are compared with the experimental measurements available in the literature. Predicted results demonstrate validation of the theoretical model and effectiveness of the developed numerical algorithms. It is expected to provide useful information for the porous building material design based on heat and moisture transfer model.

Keywords: Finite element method, heat transfer, moisture transfer, porous materials, wood.

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