Search results for: mathematical programming model

Authors: Sofia Elena Colesca, Dobrica Liliana

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The Romanian government has been making significant attempts to make its services and information available on the Internet. According to the UN e-government survey conducted in 2008, Romania comes under mid range countries by utilization of egovernment (percent of utilization 41%). Romania-s national portal www.e-guvernare.ro aims at progressively making all services and information accessible through the portal. However, the success of these efforts depends, to a great extent, on how well the targeted users for such services, citizens in general, make use of them. For this reason, the purpose of the presented study was to identify what factors could affect the citizens' adoption of e-government services. The study is an extension of the Technology Acceptance Model. The proposed model was validated using data collected from 481 citizens. The results provided substantial support for all proposed hypotheses and showed the significance of the extended constructs.

Keywords: e-government, citizen's adoption, TechnologyAcceptance model.

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Authors: A. Rawangpai, B. Maraungsri, N. Chomnawang

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This paper presents the experimental results on artificial ageing test of 22 kV XLPE cable for distribution system application in Thailand. XLPE insulating material of 22 kV cable was sliced to 60-70 μm in thick and was subjected to ac high voltage at 23 Ôùª C, 60 Ôùª C and 75 Ôùª C. Testing voltage was constantly applied to the specimen until breakdown. Breakdown voltage and time to breakdown were used to evaluate life time of insulating material. Furthermore, the physical model by J. P. Crine for predicts life time of XLPE insulating material was adopted as life time model and was calculated in order to compare the experimental results. Acceptable life time results were obtained from Crine-s model comparing with the experimental result. In addition, fourier transform infrared spectroscopy (FTIR) for chemical analysis and scanning electron microscope (SEM) for physical analysis were conducted on tested specimens.

Keywords: Artificial accelerated ageing test, XLPE cable, distribution system, insulating material, life time, life time model

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Authors: Nihan Cinar

Abstract:

Location selection is one of the most important decision making process which requires to consider several criteria based on the mission and the strategy. This study-s object is to provide a decision support model in order to help the bank selecting the most appropriate location for a bank-s branch considering a case study in Turkey. The object of the bank is to select the most appropriate city for opening a branch among six alternatives in the South-Eastern of Turkey. The model in this study was consisted of five main criteria which are Demographic, Socio-Economic, Sectoral Employment, Banking and Trade Potential and twenty one subcriteria which represent the bank-s mission and strategy. Because of the multi-criteria structure of the problem and the fuzziness in the comparisons of the criteria, fuzzy AHP is used and for the ranking of the alternatives, TOPSIS method is used.

Keywords: MCDM, bank branch location, fuzzy AHP, TOPSIS.

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Authors: F. C. Calnegru

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This article presents a computationally tractable probabilistic model for the relation between the complex wavelet coefficients of two images of the same scene. The two images are acquisitioned at distinct moments of times, or from distinct viewpoints, or by distinct sensors. By means of the introduced probabilistic model, we argue that the similarity between the two images is controlled not by the values of the wavelet coefficients, which can be altered by many factors, but by the nature of the wavelet coefficients, that we model with the help of hidden state variables. We integrate this probabilistic framework in the construction of a new image registration algorithm. This algorithm has sub-pixel accuracy and is robust to noise and to other variations like local illumination changes. We present the performance of our algorithm on various image types.

Keywords: Complex wavelet transform, image registration, modeling using hidden state variables, probabilistic similaritymeasure.

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Authors: Mihails Kulikovs, Ernests Petersons

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Network management techniques have long been of interest to the networking research community. The queue size plays a critical role for the network performance. The adequate size of the queue maintains Quality of Service (QoS) requirements within limited network capacity for as many users as possible. The appropriate estimation of the queuing model parameters is crucial for both initial size estimation and during the process of resource allocation. The accurate resource allocation model for the management system increases the network utilization. The present paper demonstrates the results of empirical observation of memory allocation for packet-based services.

Keywords: Queuing System, Packet Loss Probability, Measurement-Based Admission Control (MBAC), Performanceevaluation, Quality of Service (QoS).

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Authors: Somkiat Wangsiripitak

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Virtual touch screen using camera is an ordinary screen which uses a camera to imitate the touch screen by taking a picture of an indicator, e.g., finger, which is laid on the screen, converting the indicator tip position on the picture to the position on the screen, and moving the cursor on the screen to that position. In fact, the indicator is not laid on the screen directly, but it is intervened by the cover at some intervals. In spite of this gap, if the eye-indicator-camera angle is not large, the mapping from the indicator tip positions on the image to the corresponding cursor positions on the screen is not difficult and could be done with a little error. However, the larger the angle is, the bigger the error in the mapping occurs. This paper proposes cursor position estimation model for virtual touch screen using camera which could eliminate this kind of error. The proposed model (i) moves the on-screen pilot cursor to the screen position which locates on the screen at the position just behind the indicator tip when the indicator tip has been looked from the camera position, and then (ii) converts that pilot cursor position to the desirable cursor position (the position on the screen when it has been looked from the user-s eye through the indicator tip) by using the bilinear transformation. Simulation results show the correctness of the estimated cursor position by using the proposed model.

Keywords: Bilinear transformation, cursor position, pilot cursor, virtual touch screen.

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Authors: J.W. Xiang, M. Liang

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This paper presents a method to detect multiple cracks based on frequency information. When a structure is subjected to dynamic or static loads, cracks may develop and the modal frequencies of the cracked structure may change. To detect cracks in a structure, we construct a high precision wavelet finite element (EF) model of a certain structure using the B-spline wavelet on the interval (BSWI). Cracks can be modeled by rotational springs and added to the FE model. The crack detection database will be obtained by solving that model. Then the crack locations and depths can be determined based on the frequency information from the database. The performance of the proposed method has been numerically verified by a rotor example.

Keywords: Rotor, frequency measurement, multiple cracks, wavelet finite element method, identification.

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Authors: Norfadzila, S.W.A., Balakrishnan, V., A. Abrizah

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The purpose of this paper is to propose an integrated consumer health informatics utilization framework that can be used to gauge the online health information needs and usage patterns among Malaysian women. The proposed framework was developed based on four different theories/models: Use and Gratification Theory, Technology Acceptance 3 Model, Health Belief Model, and Multi-level Model of Information Seeking. The relevant constructs and research hypotheses are also presented in this paper. The framework will be tested in order for it to be used successfully to identify Malaysian women-s preferences of online health information resources and health information seeking activities.

Keywords: Consumer Health Informatics, Consumer Preferences, Information Needs and Usage Patterns, Online Health Information, Women Studies

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Authors: H. Baseri, G. Alinejad

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The objective of this study is to design an adaptive neuro-fuzzy inference system (ANFIS) for estimation of surface roughness in grinding process. The Used data have been generated from experimental observations when the wheel has been dressed using a rotary diamond disc dresser. The input parameters of model are dressing speed ratio, dressing depth and dresser cross-feed rate and output parameter is surface roughness. In the experimental procedure the grinding conditions are constant and only the dressing conditions are varied. The comparison of the predicted values and the experimental data indicates that the ANFIS model has a better performance with respect to back-propagation neural network (BPNN) model which has been presented by the authors in previous work for estimation of the surface roughness.

Keywords: Grinding, ANFIS, Neural network, Disc dressing.

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Authors: Abdulsalam A. Al-Sudairi

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Object-oriented simulation is considered one of the most sophisticated techniques that has been widely used in planning, designing, executing and maintaining construction projects. This technique enables the modeler to focus on objects which is extremely important for thorough understanding of a system. Thus, identifying an object is an essential point of building a successful simulation model. In a maintenance process an object is a maintenance work order (MWO). This study demonstrates a maintenance simulation model for the building maintenance division of Saudi Consolidated Electric Company (SCECO) in Dammam, Saudi Arabia. The model focused on both types of maintenance processes namely: (1) preventive maintenance (PM) and (2) corrective maintenance (CM). It is apparent from the findings that object-oriented simulation is a good diagnostic and experimental tool. This is because problems, limitations, bottlenecks and so forth are easily identified. These features are very difficult to obtain when using other tools.

Keywords: Object oriented, simulation, maintenance, process, work orders

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Authors: Wei Lei, Hui Chen, Lin Lu

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Microscopic emission and fuel consumption models have been widely recognized as an effective method to quantify real traffic emission and energy consumption when they are applied with microscopic traffic simulation models. This paper presents a framework for developing the Microscopic Emission (HC, CO, NOx, and CO2) and Fuel consumption (MEF) models for light-duty vehicles. The variable of composite acceleration is introduced into the MEF model with the purpose of capturing the effects of historical accelerations interacting with current speed on emission and fuel consumption. The MEF model is calibrated by multivariate least-squares method for two types of light-duty vehicle using on-board data collected in Beijing, China by a Portable Emission Measurement System (PEMS). The instantaneous validation results shows the MEF model performs better with lower Mean Absolute Percentage Error (MAPE) compared to other two models. Moreover, the aggregate validation results tells the MEF model produces reasonable estimations compared to actual measurements with prediction errors within 12%, 10%, 19%, and 9% for HC, CO, NOx emissions and fuel consumption, respectively.

Keywords: Emission, Fuel consumption, Light-duty vehicle, Microscopic, Modeling.

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Authors: Harkishen Singh, Gavin Mangeni

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This project aims at building an efficient and automatic power monitoring SCADA system, which is capable of monitoring the electrical parameters of high voltage powered devices in real time for example RMS voltage and current, frequency, energy consumed, power factor etc. The system uses RS-485 serial communication interface to transfer data over longer distances. Embedded C programming is the platform used to develop two hardware modules namely: RTU and Master Station modules, which both use the CC2540 BLE 4.0 microcontroller configured in slave / master mode. The Si8900 galvanic ally isolated microchip is used to perform ADC externally. The hardware communicates via UART port and sends data to the user PC using the USB port. Labview software is used to design a user interface to display current state of the power loads being monitored as well as logs data to excel spreadsheet file. An understanding of the Si8900’s auto baud rate process is key to successful implementation of this project.

Keywords: SCADA, RS485, CC2540, Labview, Si8900.

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Authors: F. Rahimi Dehgolan, M. Behzadi, J. Fathi Sola

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In this article, the Johnson-Cook material model’s constants for structural steel ST.37 have been determined by a method which integrates experimental tests, numerical simulation, and optimization. In the first step, a quasi-static test was carried out on a plain specimen. Next, the constants were calculated for it by minimizing the difference between the results acquired from the experiment and numerical simulation. Then, a quasi-static tension test was performed on three notched specimens with different notch radii. At last, in order to verify the results, they were used in numerical simulation of notched specimens and it was observed that experimental and simulation results are in good agreement. Changing the diameter size of the plain specimen in the necking area was set as the objective function in the optimization step. For final validation of the proposed method, diameter variation was considered as a parameter and its sensitivity to a change in any of the model constants was examined and the results were completely corroborating.

Keywords: Constants, Johnson-Cook material model, notched specimens, quasi-static test, sensitivity.

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Authors: P. Pasomboon, P. Chumnanpuen, T. E-kobon

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Hyaluronic acid (HA) consists of linear heteropolysaccharides repeat of D-glucuronic acid and N-acetyl-D-glucosamine. HA has various useful properties to maintain skin elasticity and moisture, reduce inflammation, and lubricate the movement of various body parts without causing immunogenic allergy. HA can be found in several animal tissues as well as in the capsule component of some bacteria including Pasteurella multocida. This study aimed to modify a genome-scale metabolic model of Escherichia coli using computational simulation and flux analysis methods to predict HA productivity under different carbon sources and nitrogen supplement by the addition of two enzymes (GLMU2 and HYAD) from P. multocida to improve the HA production under the specified amount of carbon sources and nitrogen supplements. Result revealed that threonine and aspartate supplement raised the HA production by 12.186%. Our analyses proposed the genome-scale metabolic model is useful for improving the HA production and narrows the number of conditions to be tested further.

Keywords: Pasteurella multocida, Escherichia coli, hyaluronic acid, genome-scale metabolic model, bioinformatics.

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Authors: Do Hoai Nam, Keiko Udo, Akira Mano

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This paper presents the combination of different precipitation data sets and the distributed hydrological model, in order to examine the flood runoff reproductivity of scattered observation catchments. The precipitation data sets were obtained from observation using rain-gages, satellite based estimate (TRMM), and numerical weather prediction model (NWP), then were coupled with the super tank model. The case study was conducted in three basins (small, medium, and large size) located in Central Vietnam. Calculated hydrographs based on ground observation rainfall showed best fit to measured stream flow, while those obtained from TRMM and NWP showed high uncertainty of peak discharges. However, calculated hydrographs using the adjusted rainfield depicted a promising alternative for the application of TRMM and NWP in flood modeling for scattered observation catchments, especially for the extension of forecast lead time.

Keywords: Flood forecast, rainfall-runoff model, satellite rainfall estimate, numerical weather prediction, quantitative precipitation forecasting.

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Authors: Kaylash Chaudhary, Ansgar Fehnker

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There are many virtual payment systems available to conduct micropayments. It is essential that the protocols satisfy the highest standards of correctness. This paper examines the Netpay Protocol [3], provide its formalization as automata model, and prove two important correctness properties, namely absence of deadlock and validity of an ecoin during the execution of the protocol. This paper assumes a cooperative customer and will prove that the protocol is executing according to its description.

Keywords: Model, Verification, Micropayment.

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Authors: Nureni O. Adeboye, Dawud A. Agunbiade

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This research attempts to investigate the effects of heteroscedasticity and periodicity in a Panel Data Regression Model (PDRM) by extending previous works on balanced panel data estimation within the context of fitting PDRM for Banks audit fee. The estimation of such model was achieved through the derivation of Joint Lagrange Multiplier (LM) test for homoscedasticity and zero-serial correlation, a conditional LM test for zero serial correlation given heteroscedasticity of varying degrees as well as conditional LM test for homoscedasticity given first order positive serial correlation via a two-way error component model. Monte Carlo simulations were carried out for 81 different variations, of which its design assumed a uniform distribution under a linear heteroscedasticity function. Each of the variation was iterated 1000 times and the assessment of the three estimators considered are based on Variance, Absolute bias (ABIAS), Mean square error (MSE) and the Root Mean Square (RMSE) of parameters estimates. Eighteen different models at different specified conditions were fitted, and the best-fitted model is that of within estimator when heteroscedasticity is severe at either zero or positive serial correlation value. LM test results showed that the tests have good size and power as all the three tests are significant at 5% for the specified linear form of heteroscedasticity function which established the facts that Banks operations are severely heteroscedastic in nature with little or no periodicity effects.

Keywords: Audit fee, heteroscedasticity, Lagrange multiplier test, periodicity.

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Authors: Naghmeh Moradpoor Sheykhkanloo

Abstract:

Thousands of organisations store important and confidential information related to them, their customers, and their business partners in databases all across the world. The stored data ranges from less sensitive (e.g. first name, last name, date of birth) to more sensitive data (e.g. password, pin code, and credit card information). Losing data, disclosing confidential information or even changing the value of data are the severe damages that Structured Query Language injection (SQLi) attack can cause on a given database. It is a code injection technique where malicious SQL statements are inserted into a given SQL database by simply using a web browser. In this paper, we propose an effective pattern recognition neural network model for detection and classification of SQLi attacks. The proposed model is built from three main elements of: a Uniform Resource Locator (URL) generator in order to generate thousands of malicious and benign URLs, a URL classifier in order to: 1) classify each generated URL to either a benign URL or a malicious URL and 2) classify the malicious URLs into different SQLi attack categories, and a NN model in order to: 1) detect either a given URL is a malicious URL or a benign URL and 2) identify the type of SQLi attack for each malicious URL. The model is first trained and then evaluated by employing thousands of benign and malicious URLs. The results of the experiments are presented in order to demonstrate the effectiveness of the proposed approach.

Keywords: Neural Networks, pattern recognition, SQL injection attacks, SQL injection attack classification, SQL injection attack detection.

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Authors: Man Li, Wanting Zhou, Lei Li

Abstract:

Communication stability is the primary concern of communication satellites. Communication satellites are easily affected by particle radiation to generate single event effects (SEE), which leads to soft errors (SE) of combinational logic circuit. The existing research on soft error rates (SER) of combined logic circuit is mostly based on the assumption that the logic gates being bombarded have the same pulse width. However, in the actual radiation environment, the pulse widths of the logic gates being bombarded are different due to different linear energy transfers (LET). In order to improve the accuracy of SER evaluation model, this paper proposes a soft error rates evaluation method based on LET. In this paper, we analyze the influence of LET on the pulse width of combinational logic and establish the pulse width model based on LET. Based on this model, the error rate of test circuit ISCAS’85 is calculated. Experimental results show that this model can be used for SER evaluation.

Keywords: Communication satellite, pulse width, soft error rates, linear energy transfer, LET.

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Authors: HoYoung Son, Ki Young Kim, Woo Young Jung

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This study investigated the change of weir structure performances when durability of concrete, which is the main material of weir structure, decreased due to their aging by mean of seismic fragility analysis. In the analysis, it was assumed that the elastic modulus of concrete was reduced by 10% in order to account for their aged deterioration. Additionally, the analysis of seismic fragility was based on Monte Carlo Simulation method combined with a 2D nonlinear finite element in ABAQUS platform with the consideration of deterioration of concrete. Finally, the comparison of seismic fragility of model pre- and post-deterioration was made to study the performance of weir. Results show that the probability of failure in moderate damage for deteriorated model was found to be larger than pre-deterioration model when peak ground acceleration (PGA) passed 0.4 g.

Keywords: Weir, FEM, concrete, fragility, aging.

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Authors: D. Moussazadeh, A. Aytug

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In this study, aesthetics, which is architecture-dependent, covers the interpretable, debatable, and mathematical features. The purpose of this study is to provide a different perspective on the values of formal aesthetics and to analyze architectural forms to examine the factors that are related to the form of architectural works. In this study, the formal factors of aesthetics have been objectively studied and analyzed.

Keywords: Architecture design, Gestalt, architectural principle, museum.

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Authors: Barenten Suciu, Ryoichi Kinoshita

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In this paper, an experimental and theoretical study on the bogie pseudo-hunting motion of a reduced-scale model railway vehicle, running on double-curved rails, is presented. Since the actual bogie hunting motion, occurring for real railway vehicles running on straight rails at high travelling speeds, cannot be obtained in laboratory conditions, due to the speed and wavelength limitations, a pseudo- hunting motion was induced by employing double-curved rails. Firstly, the test rig and the experimental procedure are described. Then, a geometrical model of the double-curved rails is presented. Based on such model, the variation of the carriage rotation angle relative to the bogies and the working conditions of the yaw damper are clarified. Vibration spectra recorded during vehicle travelling, on straight and double-curved rails, are presented and interpreted based on a simple vibration model of the railway vehicle. Ride comfort of the vehicle is evaluated according to the ISO 2631 standard, and also by using some particular frequency weightings, which account for the discomfort perceived during the reading and writing activities. Results obtained in this work are useful for the adequate design of the yaw dampers, which are used to attenuate the lateral vibration of the train car bodies.

Keywords: Double-curved rail, octave analysis, lateral vibration, ride comfort, yaw damper, railway vehicle.

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Authors: E.Darzi

Abstract:

In this study, a reformer model simulation to use refinery (Farashband refinery, Iran) waste natural gas. In the petroleum and allied sectors where natural gas is being encountered (in form of associated gas) without prior preparation for its positive use, its combustion (which takes place in flares, an equipment through which they are being disposed) has become a great problem because of its associated environmental problems in form of gaseous emission. The proposed model is used to product syngas from waste natural gas. A detailed steady model described by a set of ordinary differential and algebraic equations was developed to predict the behavior of the overall process. The proposed steady reactor model was validated against process data of a reformer synthesis plant recorded and a good agreement was achieved. H2/CO ratio has important effect on Fischer- Tropsch synthesis reactor product and we try to achieve this parameter with best designing reformer reactor. We study different kind of reformer reactors and then select auto thermal reforming process of natural gas in a fixed bed reformer that adjustment H2/CO ratio with CO2 and H2O injection. Finally a strategy was proposed for prevention of extra natural gas to atmosphere.

Keywords: Fischer-Tropsch, injection, reformer, syngas, waste natural gas.

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Authors: Ali Hamadi Dicko, Nicolas Tong-Yette, Benjamin Gilles, François Faure, Olivier Palombi

Abstract:

A novel hybrid model of the lumbar spine, allowing fast static and dynamic simulations of the disc pressure and the spine mobility, is introduced in this work. Our contribution is to combine rigid bodies, deformable finite elements, articular constraints, and springs into a unique model of the spine. Each vertebra is represented by a rigid body controlling a surface mesh to model contacts on the facet joints and the spinous process. The discs are modeled using a heterogeneous tetrahedral finite element model. The facet joints are represented as elastic joints with six degrees of freedom, while the ligaments are modeled using non-linear one-dimensional elastic elements. The challenge we tackle is to make these different models efficiently interact while respecting the principles of Anatomy and Mechanics. The mobility, the intradiscal pressure, the facet joint force and the instantaneous center of rotation of the lumbar spine are validated against the experimental and theoretical results of the literature on flexion, extension, lateral bending as well as axial rotation. Our hybrid model greatly simplifies the modeling task and dramatically accelerates the simulation of pressure within the discs, as well as the evaluation of the range of motion and the instantaneous centers of rotation, without penalizing precision. These results suggest that for some types of biomechanical simulations, simplified models allow far easier modeling and faster simulations compared to usual full-FEM approaches without any loss of accuracy.

Keywords: Hybrid, modeling, fast simulation, lumbar spine.

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Authors: A. G. Temnikov, O. S. Belova, L. L. Chernensky, T. K. Gerastenok, N. Y. Lysov, A. V. Orlov, D. S. Zhuravkova

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Hypothesis of the lightning initiation on the arrays of large hydrometeors are in the consideration. There is no agreement about the form the hydrometeors that could be the best for the lightning initiation from the thundercloud. Artificial charged water aerosol clouds of the positive or negative polarity could help investigate the possible influence of the hydrometeor form on the peculiarities and the probability of the lightning discharge initiation between the thundercloud and the ground. Artificial charged aerosol clouds that could create the electric field strength in the range of 5-6 kV/cm to 16-18 kV/cm have been used in experiments. The array of the model hydrometeors of the volume and plate form has been disposed near the bottom cloud boundary. It was established that the different kinds of the discharge could be initiated in the presence of the model hydrometeors array – from the cloud discharges up to the diffuse and channel discharges between the charged cloud and the ground. It was found that the form of the model hydrometeors could significantly influence the channel discharge initiation from the artificial charged aerosol cloud of the negative or positive polarity correspondingly. Analysis and generalization of the experimental results have shown that the maximal probability of the channel discharge initiation and propagation stimulation has been observed for the artificial charged cloud of the positive polarity when the arrays of the model hydrometeors of the cylinder revolution form have been used. At the same time, for the artificial charged clouds of the negative polarity, application of the model hydrometeor array of the plate rhombus form has provided the maximal probability of the channel discharge formation between the charged cloud and the ground. The established influence of the form of the model hydrometeors on the channel discharge initiation and from the artificial charged water aerosol cloud and its following successful propagation has been related with the different character of the positive and negative streamer and volume leader development on the model hydrometeors array being near the bottom boundary of the charged cloud. The received experimental results have shown the possibly important role of the form of the large hail particles precipitated in thundercloud on the discharge initiation.

Keywords: Cloud and channel discharges, hydrometeor form, lightning initiation, negative and positive artificial charged aerosol cloud.

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Authors: Francesco Pia

Abstract:

Stellar objects such as black, white and worm holes can be the subject of speculative reasoning if represented in a simplified and geometric form in order to be able to move them; and the cosmological model is one of the most important contents in relation to speculations that can then open the way to other aspects that are not strictly speculative but practical, precisely in the Universe represented by us. In this work, thanks to the hypothesis of a very large number of black, white and worm holes present in our Universe, we imagine that they can be moved; it was therefore thought to align them on a plane and following a redistribution, and the boundaries of this plane were ideally joined, giving rise to a sphere that has the stellar objects examined radially distributed. Thanks to geometrical displacements of these stellar objects that do not make each one of them lose their functionality in the region in which they are located, at the end of the speculative process it is possible to highlight a spherical layer that allows a flow from the outside and inside this spherical shell allowing to relate to other external and internal spherical layers; this aspect that seems useful to describe the universe we live in, for example inside one of the spherical shells just described. The name "Jewel" was chosen because, imagining the speculative process present in this work at the end of steps, the cosmological model tends to be "luminous". This cosmological model includes, for each internal part of a generic layer, different and numerous moments of our universe thanks to an eternal flow inward. There are many aspects to explore, one of these is the connection between the outermost and the inside of the spherical layers.

Keywords: Black hole, cosmological model, cosmology, white hole.

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Authors: Imen Dhaou

Abstract:

This study examines conditional Value at Risk by applying the GJR-EVT-Copula model, and finds the optimal portfolio for eight Dow Jones Islamic-conventional pairs. Our methodology consists of modeling the data by a bivariate GJR-GARCH model in which we extract the filtered residuals and then apply the Peak over threshold model (POT) to fit the residual tails in order to model marginal distributions. After that, we use pair-copula to find the optimal portfolio risk dependence structure. Finally, with Monte Carlo simulations, we estimate the Value at Risk (VaR) and the conditional Value at Risk (CVaR). The empirical results show the VaR and CVaR values for an equally weighted portfolio of Dow Jones Islamic-conventional pairs. In sum, we found that the optimal investment focuses on Islamic-conventional US Market index pairs because of high investment proportion; however, all other index pairs have low investment proportion. These results deliver some real repercussions for portfolio managers and policymakers concerning to optimal asset allocations, portfolio risk management and the diversification advantages of these markets.

Keywords: CVaR, Dow Jones Islamic index, GJR-GARCH-EVT-pair copula, portfolio optimization.

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Authors: N. Haghjou, M. J. Abdekhodaie, Y. L. Cheng, M. Saadatmand

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Intravitreal injection (IVI) is the most common treatment for eye posterior segment diseases such as endopthalmitis, retinitis, age-related macular degeneration, diabetic retinopathy, uveitis, and retinal detachment. Most of the drugs used to treat vitreoretinal diseases, have a narrow concentration range in which they are effective, and may be toxic at higher concentrations. Therefore, it is critical to know the drug distribution within the eye following intravitreal injection. Having knowledge of drug distribution, ophthalmologists can decide on drug injection frequency while minimizing damage to tissues. The goal of this study was to develop a computer model to predict intraocular concentrations and pharmacokinetics of intravitreally injected drugs. A finite volume model was created to predict distribution of two drugs with different physiochemical properties in the rabbit eye. The model parameters were obtained from literature review. To validate this numeric model, the in vivo data of spatial concentration profile from the lens to the retina were compared with the numeric data. The difference was less than 5% between the numerical and experimental data. This validation provides strong support for the numerical methodology and associated assumptions of the current study.

Keywords: Posterior segment, Intravitreal injection (IVI), Pharmacokinetic, Modelling, Finite volume method.

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Authors: A. Habibizad Navin, A. Sadighi, M. Naghian Fesharaki, M. Mirnia, M. Teshnelab, R. Keshmiri

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This paper presents a new data oriented model of image. Then a representation of it, ADBT, is introduced. The ability of ADBT is clustering, segmentation, measuring similarity of images etc, with desired precision and corresponding speed.

Keywords: Data oriented modelling, image, clustering, segmentation, classification, ADBT and image processing.

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Authors: Yongyoon Suh, Chulhyun Kim, Moon-soo Kim

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As the trend of manufacturing is being dominated depending on services, products and processes are more and more related with sophisticated services. Thus, this research starts with the discussion about integration of the product, process, and service in the innovation process. In particular, this paper sets out some foundations for a theory of service innovation in the field of manufacturing, and proposes the dynamic model of service innovation related to product and process. Two dynamic models of service innovation are suggested to investigate major tendencies and dynamic variations during the innovation cycle: co-innovation and sequential innovation. To structure dynamic models of product, process, and service innovation, the innovation stages in which two models are mainly achieved are identified. The research would encourage manufacturers to formulate strategy and planning for service development with product and process.

Keywords: dynamic model, service innovation, service innovation models, innovation cycle, manufacturing industry.

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