Search results for: Financial Decision Support Systems

Authors: Sadaoui Djaouida

Abstract:

In the paper, the predictive control method is proposed to control the synchronization of two perturbed satellites attitude motion. Based on delayed feedback control of continuous-time systems combines with the prediction-based method of discrete-time systems, this approach only needs a single controller to realize synchronization, which has considerable significance in reducing the cost and complexity for controller implementation.

Keywords: Predictive control, Synchronization, Satellite attitude.

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Authors: Rohitash Chandra, Christian W. Omlin

Abstract:

We present a hybrid architecture of recurrent neural networks (RNNs) inspired by hidden Markov models (HMMs). We train the hybrid architecture using genetic algorithms to learn and represent dynamical systems. We train the hybrid architecture on a set of deterministic finite-state automata strings and observe the generalization performance of the hybrid architecture when presented with a new set of strings which were not present in the training data set. In this way, we show that the hybrid system of HMM and RNN can learn and represent deterministic finite-state automata. We ran experiments with different sets of population sizes in the genetic algorithm; we also ran experiments to find out which weight initializations were best for training the hybrid architecture. The results show that the hybrid architecture of recurrent neural networks inspired by hidden Markov models can train and represent dynamical systems. The best training and generalization performance is achieved when the hybrid architecture is initialized with random real weight values of range -15 to 15.

Keywords: Deterministic finite-state automata, genetic algorithm, hidden Markov models, hybrid systems and recurrent neural networks.

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Authors: M. Ovinis, D. Kerr, K. Bouazza-Marouf, M. Vloeberghs

Abstract:

In this paper, the feasibility of using machine vision to assess task completion in a surgical intervention is investigated, with the aim of incorporating vision based inspection in robotic surgery systems. The visually rich operative field presents a good environment for the development of automated visual inspection techniques in these systems, for a more comprehensive approach when performing a surgical task. As a proof of concept, machine vision techniques were used to distinguish the two possible outcomes i.e. satisfactory or unsatisfactory, of three primary surgical tasks involved in creating a burr hole in the skull, namely incision, retraction, and drilling. Encouraging results were obtained for the three tasks under consideration, which has been demonstrated by experiments on cadaveric pig heads. These findings are suggestive for the potential use of machine vision to validate successful task completion in robotic surgery systems. Finally, the potential of using machine vision in the operating theatre, and the challenges that must be addressed, are identified and discussed.

Keywords: Machine vision, robotic surgery, visual inspection.

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Authors: M. Beisenbi, A. Sagymbay, S. Beisembina, A. Satpayeva

Abstract:

In this paper, the problem of unstable and deterministic chaotic processes in control systems is considered. The synthesis of a control system in the class of two-parameter structurally stable mappings is demonstrated. This is realized via the gradient-velocity method of Lyapunov vector functions. It is shown that the gradient-velocity method of Lyapunov vector functions allows generating an aperiodic robust stable system with the desired characteristics. A simple solution to the problem of synthesis of control systems for unstable and deterministic chaotic processes is obtained. Moreover, it is applicable for complex systems.

Keywords: Control system synthesis, deterministic chaotic processes, Lyapunov vector function, robust stability, structurally stable mappings.

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Authors: Jing Wu

Abstract:

In this paper, we discuss semiconvergence of the alternating iterative methods for solving singular systems. The semiconvergence theories for the alternating methods are established when the coefficient matrix is a singular matrix. Furthermore, the corresponding comparison theorems are obtained.

Keywords: Alternating iterative method, Semiconvergence, Singular matrix.

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Authors: Wafa Ghonaim

Abstract:

Though quite fast on growth, Islamic financing at large, and its diverse instruments, is a controversial matter among scholars. This is evident from the ongoing debates on its Shariah compliance. Arguments, however, are inciting doubts and concerns among clients about its credibility, which is harming this lucrative sector. The work here investigates, particularly, some issues related to the Tawarruq instrument. The work examines the issues of linking Murabaha and Wakala contracts, the reselling of commodities to same traders, and the transfer of ownerships. The work affirms that a multi-agent smart electronic market design would facilitate Shariah compliance. The smart market exploits the rational decision-making capabilities of autonomous proxy agents that enable the clients, traders, brokers, and the bank buy and sell commodities, and manage transactions and cash flow. The smart electronic market design delivers desirable qualities that terminate the need for Wakala contracts and the reselling of commodities to the same traders. It also resolves the ownership transfer issues by allowing stakeholders to trade independently. The bank administers the smart electronic market and assures reliability of trades, transactions and cash flow. A multi-agent simulation is presented to validate the concept and processes. We anticipate that the multi-agent smart electronic market design would deliver Shariah compliance of personal financing to the aspiration of scholars, banks, traders and potential clients.

Keywords: Islamic finance, Shariah compliance, smart electronic markets design, multi-agent systems.

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Authors: Benjamin Osei-Tutu

Abstract:

Food contaminated with biological, chemical and physical hazards usually leads to foodborne illnesses which in turn increase the disease burden of developing and developed economies. Restaurants play a key role in the food service industry and violations in application of standardized food safety management systems in these establishments have been associated with foodborne disease outbreaks. This study was undertaken to assess the level of compliance to the Code of practice that was developed and implemented after conducting needs assessment of the food safety management systems employed by the Food Service Establishments in Ghana. Data on pre-licence inspections were reviewed to assess the compliance of the Food Service Establishments. During the period under review (2012-2016), 74.52% of the food service facilities in the hospitality industry were in compliance with the FDA’s code of practice. Main violations observed during the study bordered on facility layout and fabrication (61.8%) and this is because these facilities may not have been built for use as a food service establishment. Another fact that came to the fore was that the redesigning of the facilities to bring them into compliance required capital intensive investments, which some establishments are not prepared for. Other challenges faced by the industry regarded issues on records and documentations, personnel facilities and hygiene, raw materials acquisition, storage and control, and cold storage.

Keywords: Assessment, Accra, food safety management systems, restaurants, hotel.

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Authors: Emil G. Ioanid, Viorica Frunză, Dorina Rusu, Ana Maria Vlad, Catalin Tanase, Simona Dunca

Abstract:

The application of cold Radio-Frequency (RF) plasma in the conservation of cultural heritage became important in the last decades due to the positive results obtained in decontamination treatments. This paper presents an equipment especially designed for cold RF plasma application on paper documents, developed within a research project. The equipment consists in two modules: the first one is designed for decontamination and cleaning treatments of any type of paper supports, while the second one can be used for coating friable papers with adequate polymers, for protection purposes. All these operations are carried out in cold radio-frequency plasma, working in gaseous nitrogen, at low pressure. In order to optimize the equipment parameters ancient paper samples infested with microorganisms have been treated in nitrogen plasma and the decontamination effects, as well as changes in surface properties (color, pH) were assessed. The microbiological analysis revealed complete decontamination at 6 minutes treatment duration; only minor modifications of the surface pH were found and the colorimetric analysis showed a slight yellowing of the support.

Keywords: Cultural heritage, nitrogen plasma, paper support.

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Authors: Moustafa Osman Mohammed

Abstract:

This paper will explore formation of HCl aerosol at atmospheric boundary layers and encourages the uptake of environmental modeling systems (EMSs) as a practice evaluation of gaseous emissions (“framework measures”) from small and medium-sized enterprises (SMEs). The conceptual model predicts greenhouse gas emissions to ecological points beyond landfill site operations. It focuses on incorporation traditional knowledge into baseline information for both measurement data and the mathematical results, regarding parameters influence model variable inputs. The paper has simplified parameters of aerosol processes based on the more complex aerosol process computations. The simple model can be implemented to both Gaussian and Eulerian rural dispersion models. Aerosol processes considered in this study were (i) the coagulation of particles, (ii) the condensation and evaporation of organic vapors, and (iii) dry deposition. The chemical transformation of gas-phase compounds is taken into account photochemical formulation with exposure effects according to HCl concentrations as starting point of risk assessment. The discussion set out distinctly aspect of sustainability in reflection inputs, outputs, and modes of impact on the environment. Thereby, models incorporate abiotic and biotic species to broaden the scope of integration for both quantification impact and assessment risks. The later environmental obligations suggest either a recommendation or a decision of what is a legislative should be achieved for mitigation measures of landfill gas (LFG) ultimately.

Keywords: Air dispersion model, landfill management, spatial analysis, environmental impact and risk assessment.

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Authors: Hadeer R. M. Tawfik, Rania A. K. Birry, Amani A. Saad

Abstract:

Eyes are considered to be the most sensitive and important organ for human being. Thus, any eye disorder will affect the patient in all aspects of life. Cataract is one of those eye disorders that lead to blindness if not treated correctly and quickly. This paper demonstrates a model for automatic detection, classification, and grading of cataracts based on image processing techniques and artificial intelligence. The proposed system is developed to ease the cataract diagnosis process for both ophthalmologists and patients. The wavelet transform combined with 2D Log Gabor Wavelet transform was used as feature extraction techniques for a dataset of 120 eye images followed by a classification process that classified the image set into three classes; normal, early, and advanced stage. A comparison between the two used classifiers, the support vector machine SVM and the artificial neural network ANN were done for the same dataset of 120 eye images. It was concluded that SVM gave better results than ANN. SVM success rate result was 96.8% accuracy where ANN success rate result was 92.3% accuracy.

Keywords: Cataract, classification, detection, feature extraction, grading, log-gabor, neural networks, support vector machines, wavelet.

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Authors: Ahmed A. Hassan

Abstract:

The agriculture industry in Somalia employs a large portion of the country's workforce. Somalia has been known for its production and notable agriculture for many years, the key sector that fuels the country's economy. Due to decades of civil conflict, poor administration, neglect, and a string of natural calamities, the Somali agricultural industry has suffered significant damage. The irrigation systems in Juba and Shabelle, the two major rivers, have failed and deteriorated. Crop output has decreased because of ongoing drought, poor agricultural techniques, desertification, and the exodus of rural people to neighboring nations. With pandemic levels of hunger and malnutrition brought on by climate change, Somalia has become one of the world's most food-insecure countries. Additionally, there is strong evidence that climate change, particularly in Somalia and other East African nations, has exacerbated civil wars across Africa. The El Nino/Southern Oscillation, which results in drier and warmer weather in tropical regions, may have contributed to numerous civil wars. Additionally, an increase in temperature is believed to raise the risk of internal armed conflict in sub-Saharan African nations. This paper examines Somalia's present extension programs, lists the challenges the nation's agricultural industry faces, and discusses the effects of climate change. Improvement measures are advised based on the analysis presented in the paper. This article's major goals are to highlight the serious challenges that Somali farmers face and to offer potential solutions for achieving sustainable agriculture and food security through the worst of climate change. Farmers, legislators, decision-makers, and academics may find the material in this article useful in developing credible plans, and policies, and in establishing research and extension programs. With improved extension systems, management, encouraging public investments, and an enabling climate, Somalia's agricultural industry can increase its resilience, the quality of life for its population, and the safety and added value of its goods. Offshore and coastal fisheries can contribute more to sector growth and return to and surpass their amazing pre-war output and export levels.

Keywords: Sustainable agriculture, innovation, land use, climate change, farm management, drought management, resilience, agri-business, agri-extension, farmer field schools, agricultural development.

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Authors: Tawiwat Veeraklaew, Nathasit Phathana-im, Songkit Heama

Abstract:

Both the minimum energy consumption and smoothness, which is quantified as a function of jerk, are generally needed in many dynamic systems such as the automobile and the pick-and-place robot manipulator that handles fragile equipments. Nevertheless, many researchers come up with either solely concerning on the minimum energy consumption or minimum jerk trajectory. This research paper proposes a simple yet very interesting relationship between the minimum direct and indirect jerks approaches in designing the time-dependent system yielding an alternative optimal solution. Extremal solutions for the cost functions of direct and indirect jerks are found using the dynamic optimization methods together with the numerical approximation. This is to allow us to simulate and compare visually and statistically the time history of control inputs employed by minimum direct and indirect jerk designs. By considering minimum indirect jerk problem, the numerical solution becomes much easier and yields to the similar results as minimum direct jerk problem.

Keywords: Optimization, Dynamic, Linear Systems, Jerks.

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Authors: Hussain Syed Asad, Richard Kwok Kit Yuen, Gongsheng Huang

Abstract:

Real-time optimization has been considered an effective approach for improving energy efficient operation of heating, ventilation, and air-conditioning (HVAC) systems. In model-based real-time optimization, model mismatches cannot be avoided. When model mismatches are significant, the performance of the real-time optimization will be impaired and hence the expected energy saving will be reduced. In this paper, the model mismatches for chiller plant on real-time optimization are considered. In the real-time optimization of the chiller plant, simplified semi-physical or grey box model of chiller is always used, which should be identified using available operation data. To overcome the model mismatches associated with the chiller model, hybrid Genetic Algorithms (HGAs) method is used for online real-time training of the chiller model. HGAs combines Genetic Algorithms (GAs) method (for global search) and traditional optimization method (i.e. faster and more efficient for local search) to avoid conventional hit and trial process of GAs. The identification of model parameters is synthesized as an optimization problem; and the objective function is the Least Square Error between the output from the model and the actual output from the chiller plant. A case study is used to illustrate the implementation of the proposed method. It has been shown that the proposed approach is able to provide reliability in decision making, enhance the robustness of the real-time optimization strategy and improve on energy performance.

Keywords: Energy performance, hybrid adaptive modeling, hybrid genetic algorithms, real-time optimization, heating, ventilation, and air-conditioning.

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Authors: Alanoud Moraya Aldalan, Abdulaziz Almaleh

Abstract:

A crucial part of maintaining a customer-oriented business in the telecommunications industry is understanding the reasons and factors that lead to customer churn. Competition between telecom companies has greatly increased in recent years, which has made it more important to understand customers’ needs in this strong market. For those who are looking to turn over their service providers, understanding their needs is especially important. Predictive churn is now a mandatory requirement for retaining customers in the telecommunications industry. Machine learning can be used to accomplish this. Churn Prediction has become a very important topic in terms of machine learning classification in the telecommunications industry. Understanding the factors of customer churn and how they behave is very important to building an effective churn prediction model. This paper aims to predict churn and identify factors of customers’ churn based on their past service usage history. Aiming at this objective, the study makes use of feature selection, normalization, and feature engineering. Then, this study compared the performance of four different machine learning algorithms on the Orange dataset: Logistic Regression, Random Forest, Decision Tree, and Gradient Boosting. Evaluation of the performance was conducted by using the F1 score and ROC-AUC. Comparing the results of this study with existing models has proven to produce better results. The results showed the Gradients Boosting with feature selection technique outperformed in this study by achieving a 99% F1-score and 99% AUC, and all other experiments achieved good results as well.

Keywords: Machine Learning, Gradient Boosting, Logistic Regression, Churn, Random Forest, Decision Tree, ROC, AUC, F1-score.

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Authors: V. Tawiwat, P. Jumnong

Abstract:

Both the minimum energy consumption and smoothness, which is quantified as a function of jerk, are generally needed in many dynamic systems such as the automobile and the pick-and-place robot manipulator that handles fragile equipments. Nevertheless, many researchers come up with either solely concerning on the minimum energy consumption or minimum jerk trajectory. This research paper proposes a simple yet very interesting when combining the minimum energy and jerk of indirect jerks approaches in designing the time-dependent system yielding an alternative optimal solution. Extremal solutions for the cost functions of the minimum energy, the minimum jerk and combining them together are found using the dynamic optimization methods together with the numerical approximation. This is to allow us to simulate and compare visually and statistically the time history of state inputs employed by combining minimum energy and jerk designs. The numerical solution of minimum direct jerk and energy problem are exactly the same solution; however, the solutions from problem of minimum energy yield the similar solution especially in term of tendency.

Keywords: Optimization, Dynamic, Linear Systems, Jerks.

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Authors: Amir Lotfi, Seyed Hamid Hosseini

Abstract:

During the recent past, due to the increase of electrical energy demand and governmental resources constraints in creating additional capacity in the generation, transmission, and distribution, privatization, and restructuring in electrical industry have been considered. So, in most of the countries, different parts of electrical industry like generation, transmission, and distribution have been separated in order to create competition. Considering these changes, environmental issues, energy growth, investment of private equity in energy generation units and difficulties of transmission lines expansion, distributed generation (DG) units have been used in power systems. Moreover, reduction in the need for transmission and distribution, the increase of reliability, improvement of power quality, and reduction of power loss have caused DG to be placed in power systems. On the other hand, considering low liquidity need, private investors tend to spend their money for DGs. In this project, the main goal is to offer an algorithm for planning and placing DGs in order to reduce the need for transmission and distribution network.

Keywords: Planning, transmission, distributed generation, power security, power systems.

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Authors: M.R.Isvandzibaei, P.J.Awasare

Abstract:

In this paper a study on the vibration of thin cylindrical shells with ring supports and made of functionally graded materials (FGMs) composed of stainless steel and nickel is presented. Material properties vary along the thickness direction of the shell according to volume fraction power law. The cylindrical shells have ring supports which are arbitrarily placed along the shell and impose zero lateral deflections. The study is carried out based on third order shear deformation shell theory (T.S.D.T). The analysis is carried out using Hamilton-s principle. The governing equations of motion of FGM cylindrical shells are derived based on shear deformation theory. Results are presented on the frequency characteristics, influence of ring support position and the influence of boundary conditions. The present analysis is validated by comparing results with those available in the literature.

Keywords: Vibration, FGM, Cylindrical shell, Hamilton'sprinciple, Ring support.

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Authors: Didier Casner, Jean Renaud, Remy Houssin, Dominique Knittel

Abstract:

In this paper, a novel approach for the multidisciplinary design optimization (MDO) of complex mechatronic systems. This approach, which is a part of a global project aiming to include the MDO aspect inside an innovative design process. As a first step, the paper considers the MDO as a redesign approach which is limited to the parametric optimization. After defining and introducing the different keywords, the proposed method which is based on the V-Model which is commonly used in mechatronics.

Keywords: mechatronics, Multidisciplinary Design Optimization (MDO), multiobjective optimization, engineering design.

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Authors: Nael Hirzallah, Sana Nseir

Abstract:

Merchants are competing to offer the use of mobile payment to encourage shopping. many mobile payment systems were made available in various locations worldwide; however, they have various drawbacks. This paper proposes a new mobile payment system that discusses the main drawbacks of these systems, namely security and speed of transaction. The proposal is featured by being simple to use by customers and merchants. Furthermore, the proposed system depends on a new authentication factor that is introduced in this paper and called by Two-Factors Authentication Plus, (2FA+).

Keywords: Electronic Commerce, Payment schemes, Mobile Payment, Authentication Factors, Mobile Applications.

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Authors: Konstantinos Liagkouras, Konstantinos Metaxiotis

Abstract:

In this paper we present a classification of the various technologies applied for the solution of the portfolio selection problem according to the discipline and the methodological framework followed. We provide a concise presentation of the emerged categories and we are trying to identify which methods considered obsolete and which lie at the heart of the debate. On top of that, we provide a comparative study of the different technologies applied for efficient portfolio construction and we suggest potential paths for future work that lie at the intersection of the presented techniques.

Keywords: Portfolio selection, optimization techniques, financial models, stochastics, heuristics.

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Authors: Mehrnaz Najafi, Hassan Haghighi

Abstract:

Morgan-s refinement calculus (MRC) is one of the well-known methods allowing the formality presented in the program specification to be continued all the way to code. On the other hand, Object-Z (OZ) is an extension of Z adding support for classes and objects. There are a number of methods for obtaining code from OZ specifications that can be categorized into refinement and animation methods. As far as we know, only one refinement method exists which refines OZ specifications into code. However, this method does not have fine-grained refinement rules and thus cannot be automated. On the other hand, existing animation methods do not present mapping rules formally and do not support the mapping of several important constructs of OZ, such as all cases of operation expressions and most of constructs in global paragraph. In this paper, with the aim of providing an automatic path from OZ specifications to code, we propose an approach to map OZ specifications into their counterparts in MRC in order to use fine-grained refinement rules of MRC. In this way, having counterparts of our specifications in MRC, we can refine them into code automatically using MRC tools such as RED. Other advantages of our work pertain to proposing mapping rules formally, supporting the mapping of all important constructs of Object-Z, and considering dynamic instantiation of objects while OZ itself does not cover this facility.

Keywords: Formal method, Formal specification, Formalprogram development, Morgan's Refinement Calculus, Object-Z

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Authors: Viviane Nascimento, Dania Mehmod

Abstract:

Introduction: The Coronavirus (COVID-19) disease was firstly reported in Asia at the end of 2019 and became a pandemic at the beginning of 2020. It resulted in a significant impact over the global economy and the health care systems around the world. The immediate measure adopted worldwide to contain the virus was mainly the lockdown and curfews. This certainly had an important impact on expats workers due to the financial insecurity, culture barrier and distance from the family. Saudi Arabia has one of the largest flows of foreign workers in the world and expats are the majority of the workforce. The aim of this essay was assessing the psychological impact of COVID-19 in non-health care expats living in Saudi Arabia. Methods: The study was conducted in a construction company in Riyadh with non-health care employees. The cross-sectional study protocol was approved by the company's executive management. Employees who verbally agreed to participate in the study were asked to anonymously answer a questionnaire validated for behavioral research (DASS-21). In addition, a second questionnaire was created to assess feelings and emotions. Results: More than a third of participants screened positive for one or more psychological symptoms (depression, anxiety and stress) on the DASS-21 scale. Moreover, it was observed an increase on negative feelings on the additional questionnaire. Conclusion: This study reveals an increase on negative feelings and psychological symptoms among non-health care migrant workers during the COVID-19 pandemic. In light of this, it is crucial to understand the emotional effects caused by the pandemic on migrant workers in order to create supportive and informative strategies minimizing the emotional impact on this vulnerable group.

Keywords: COVID-19 pandemic, Saudi Arabia, psychological effects, migrant workers.

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Authors: Seung Woo Lee, So Jeong Nam, Jai-Kyung Lee

Abstract:

It can be said that the business sector is faced with a range of challenges–a rapidly changing business environment, an increase and diversification of customers- demands and the consequent need for quick response–for having in place flexible management and production info systems. As a matter of fact, many manufacturers have adopted production info management systems such as MES and ERP. Nevertheless, managers are having difficulties obtaining ever-changing production process information in real time, or responding quickly to any change in production related needs on the basis of such information. This is because they rely on poor production info systems which are not capable of providing real-time factory settings. If the manufacturer doesn-t have a capacity for collecting or digitalizing the 4 Ms (Man, Machine, Material, Method), which are resources for production, on a real time basis, it might to difficult to effectively maintain the information on production process. In this regard, this paper will introduce some new alternatives to the existing methods of collecting the 4 Ms in real time, which are currently comprise the production field.

Keywords: 4M, Acquisition of Data on shop-floor, Real-time machine interface

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Authors: Yananda Siraphatthada

Abstract:

The objectives of this research were to study the level of influencing factors, leadership, supply chain management, innovation, competitive advantages, business success, and affecting factors to the business success of the mobile phone system service providers in Bangkok Metropolitan. This research was done by the quantitative approach and the qualitative approach. The quantitative approach was used for questionnaires to collect data from the 331 mobile service shop managers franchised by AIS, Dtac and TrueMove. The mobile phone system service providers/shop managers were randomly stratified and proportionally allocated into subgroups exclusive to the number of the providers in each network. In terms of qualitative method, there were in-depth interviews of 6 mobile service providers/managers of Telewiz and Dtac and TrueMove shop to find the agreement or disagreement with the content analysis method. Descriptive Statistics, including Frequency, Percentage, Means and Standard Deviation were employed; also, the Structural Equation Model (SEM) was used as a tool for data analysis. The content analysis method was applied to identify key patterns emerging from the interview responses. The two data sets were brought together for comparing and contrasting to make the findings, providing triangulation to enrich result interpretation. It revealed that the level of the influencing factors – leadership, innovation management, supply chain management, and business competitiveness had an impact at a great level, but that the level of factors, innovation and the business, financial success and nonbusiness financial success of the mobile phone system service providers in Bangkok Metropolitan, is at the highest level. Moreover, the business influencing factors, competitive advantages in the business of mobile system service providers which were leadership, supply chain management, innovation management, business advantages, and business success, had statistical significance at .01 which corresponded to the data from the interviews.

Keywords: Business success, mobile service providers.

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Authors: Zenon Chaczko, Essam Rahali, Rizwan Tariq

Abstract:

This paper introduces a process for the module level integration of computer based systems. It is based on the Six Sigma Process Improvement Model, where the goal of the process is to improve the overall quality of the system under development. We also present a conceptual framework that shows how this process can be implemented as an integration solution. Finally, we provide a partial implementation of key components in the conceptual framework.

Keywords: Software Quality, Six Sigma, System Integration, 3SI Process, 3SI Conceptual Framework.

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Authors: Myungraee Cha, Jun Seok Kim, Seung Hwan Park, Jun-Geol Baek

Abstract:

In manufacturing industries, development of measurement leads to increase the number of monitoring variables and eventually the importance of multivariate control comes to the fore. Statistical process control (SPC) is one of the most widely used as multivariate control chart. Nevertheless, SPC is restricted to apply in processes because its assumption of data as following specific distribution. Unfortunately, process data are composed by the mixture of several processes and it is hard to estimate as one certain distribution. To alternative conventional SPC, therefore, nonparametric control chart come into the picture because of the strength of nonparametric control chart, the absence of parameter estimation. SVDD based control chart is one of the nonparametric control charts having the advantage of flexible control boundary. However,basic concept of SVDD has been an oversight to the important of data characteristic, density distribution. Therefore, we proposed DW-SVDD (Density Weighted SVDD) to cover up the weakness of conventional SVDD. DW-SVDD makes a new attempt to consider dense of data as introducing the notion of density Weight. We extend as control chart using new proposed SVDD and a simulation study of various distributional data is conducted to demonstrate the improvement of performance.

Keywords: Density estimation, Multivariate control chart, Oneclass classification, Support vector data description (SVDD)

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Authors: Chin Wen Cheong

Abstract:

This study employs a bivariate asymmetric GARCH model to reveal the hidden dynamics price changes and volatility among the emerging markets of Thailand and Malaysian after the Asian financial crisis from January 2001 to December 2008. Our results indicated that the equity markets are sharing the common information (shock) that transmitted among each others. These empirical findings are used to demonstrate the importance of shock and volatility dynamic transmissions in the cross-market hedging and market risk.

Keywords: multivariate ARCH, structural change, value at risk.

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Authors: Anuraj Singh, Sunita Gakkhar

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The three-species food web model proposed and investigated by Gakkhar and Naji is known to have chaotic behaviour for a choice of parameters. An attempt has been made to synchronize the chaos in the model using bidirectional coupling. Numerical simulations are presented to demonstrate the effectiveness and feasibility of the analytical results. Numerical results show that for higher value of coupling strength, chaotic synchronization is achieved. Chaos can be controlled to achieve stable synchronization in natural systems.

Keywords: Lyapunov Exponent, Bidirectional Coupling, ChaosSynchronization, Synchronization Manifold

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Authors: Chi-Lun Liu

Abstract:

Requirements modeling and analysis are important in successful information systems' maintenance. Unified Modeling Language (UML) class diagrams are useful standards for modeling information systems. To our best knowledge, there is a lack of a systems development methodology described by the organism metaphor. The core concept of this metaphor is adaptation. Using the knowledge representation and reasoning approach and ontologies to adopt new requirements are emergent in recent years. This paper proposes an organic methodology which is based on constructivism theory. This methodology is a knowledge representation and reasoning approach to analyze new requirements in the class diagrams maintenance. The process and rules in the proposed methodology automatically analyze inconsistencies in the class diagram. In the big data era, developing an automatic tool based on the proposed methodology to analyze large amounts of class diagram data is an important research topic in the future.

Keywords: Knowledge representation, reasoning, ontology, class diagram, software engineering.

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Authors: Sachin Bhalekar

Abstract:

In this paper we propose a necessary condition for the existence of chaos in delay differential equations of fractional order. To explain the proposed theory, we discuss fractional order Liu system and financial system involving delay.

Keywords: Caputo derivative, delay, stability, chaos.

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