Search results for: stochastic model

Authors: Parvinder S. Sandhu, Iqbaldeep Kaur, Amit Verma, Inderpreet Kaur, Birinderjit S. Kalyan

Abstract:

This work is a proposed model of CMOS for which the algorithm has been created and then the performance evaluation of this proposition has been done. In this context, another commonly used model called ZSTT (Zero Switching Time Transient) model is chosen to compare all the vital features and the results for the Proposed Equivalent CMOS are promising. In the end, the excerpts of the created algorithm are also included

Keywords: Dual Capacitor Model, ZSTT, CMOS, SPICEMacro-Model.

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Authors: Mohammad Fuad Mohammad Naser, Faycal Ikhouane

Abstract:

LuGre friction model is an ordinary differential equation that is widely used in describing the friction phenomenon for mechanical systems. The importance of this model comes from the fact that it captures most of the friction behavior that has been observed including hysteresis. In this paper, we study some aspects related to the hysteresis behavior induced by the LuGre friction model.

Keywords: Hysteresis, LuGre model, operator, (strong) consistency.

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Authors: I. Lucas, N. Schomberg, F-A. Couturier

Abstract:

Most empirical studies have analyzed how liquidity risks faced by individual institutions turn into systemic risk. Recent banking crisis has highlighted the importance of grasping and controlling the systemic risk, and the acceptance by Central Banks to ease their monetary policies for saving default or illiquid banks. This last point shows that banks would pay less attention to liquidity risk which, in turn, can become a new important channel of loss. The financial regulation focuses on the most important and “systemic” banks in the global network. However, to quantify the expected loss associated with liquidity risk, it is worth to analyze sensitivity to this channel for the various elements of the global bank network. A small bank is not considered as potentially systemic; however the interaction of small banks all together can become a systemic element. This paper analyzes the impact of medium and small banks interaction on a set of banks which is considered as the core of the network. The proposed method uses the structure of agent-based model in a two-class environment. In first class, the data from actual balance sheets of 22 large and systemic banks (such as BNP Paribas or Barclays) are collected. In second one, to model a network as closely as possible to actual interbank market, 578 fictitious banks smaller than the ones belonging to first class have been split into two groups of small and medium ones. All banks are active on the European interbank network and have deposit and market activity. A simulation of 12 three month periods representing a midterm time interval three years is projected. In each period, there is a set of behavioral descriptions: repayment of matured loans, liquidation of deposits, income from securities, collection of new deposits, new demands of credit, and securities sale. The last two actions are part of refunding process developed in this paper. To strengthen reliability of proposed model, random parameters dynamics are managed with stochastic equations as rates the variations of which are generated by Vasicek model. The Central Bank is considered as the lender of last resort which allows banks to borrow at REPO rate and some ejection conditions of banks from the system are introduced.

Liquidity crunch due to exogenous crisis is simulated in the first class and the loss impact on other bank classes is analyzed though aggregate values representing the aggregate of loans and/or the aggregate of borrowing between classes. It is mainly shown that the three groups of European interbank network do not have the same response, and that intermediate banks are the most sensitive to liquidity risk.

Keywords: Systemic Risk, Financial Contagion, Liquidity Risk, Interbank Market, Network Model.

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Authors: Bogdan Walek, Jiri Bartos, Cyril Klimes

Abstract:

This article deals with the conceptual modeling under uncertainty. First, the division of information systems with their definition will be described, focusing on those where the construction of a conceptual model is suitable for the design of future information system database. Furthermore, the disadvantages of the traditional approach in creating a conceptual model and database design will be analyzed. A comprehensive methodology for the creation of a conceptual model based on analysis of client requirements and the selection of a suitable domain model is proposed here. This article presents the expert system used for the construction of a conceptual model and is a suitable tool for database designers to create a conceptual model.

Keywords: Conceptual model, conceptual modeling, database, methodology, uncertainty, information system, entity, attribute, relationship, conceptual domain model, fuzzy.

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Authors: Bilal Barakeh

Abstract:

In this paper we discuss the effect of unbounded particle interaction operator on particle growth and we study how this can address the choice of appropriate time steps of the numerical simulation. We provide also rigorous mathematical proofs showing that large particles become dominating with increasing time while small particles contribute negligibly. Second, we discuss the efficiency of the algorithm by performing numerical simulations tests and by comparing the simulated solutions with some known analytic solutions to the Smoluchowski equation.

Keywords: Stochastic processes, coagulation of particles, numerical scheme.

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Authors: Jaswinder Kaur, Satwinder Singh, Karanjeet Singh Kahlon

Abstract:

Accurate software cost estimates are critical to both developers and customers. They can be used for generating request for proposals, contract negotiations, scheduling, monitoring and control. The exact relationship between the attributes of the effort estimation is difficult to establish. A neural network is good at discovering relationships and pattern in the data. So, in this paper a comparative analysis among existing Halstead Model, Walston-Felix Model, Bailey-Basili Model, Doty Model and Neural Network Based Model is performed. Neural Network has outperformed the other considered models. Hence, we proposed Neural Network system as a soft computing approach to model the effort estimation of the software systems.

Keywords: Effort Estimation, Neural Network, Halstead Model, Walston-Felix Model, Bailey-Basili Model, Doty Model.

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Authors: Irtaza M. Syed, Kaamran Raahemifar

Abstract:

This paper presents a model predictive control (MPC) of a utility interactive three phase inverter (TPI) for a photovoltaic (PV) system at commercial level. The proposed model uses phase locked loop (PLL) to synchronize the TPI with the power electric grid (PEG) and performs MPC control in a dq reference frame. TPI model consists of a boost converter (BC), maximum power point tracking (MPPT) control, and a three-leg voltage source inverter (VSI). The operational model of VSI is used to synthesize the sinusoidal current and track the reference. The model is validated using a 35.7 kW PV system in Matlab/Simulink. Implementation results show simplicity and accuracy, as well as reliability of the model.

Keywords: Model predictive control, three phase voltage source inverter, PV system, Matlab/Simulink.

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Authors: Ondruska Marek, Matustik Ondrej

Abstract:

The main goal of the article is to present new model of application architecture of banking IT solution providing the Internet Banking services that is particularly outsourced. At first, we propose business rationale and a SWOT analysis to explain the reasons for the model in the article. The most important factor for our model is nowadays- big boom around smart phones and tablet devices. As next, we focus on IT architecture viewpoint where we design application, integration and security model. Finally, we propose a generic governance model that serves as a basis for the specialized governance model. The specialized instance of governance model is designed to ensure that the development and the maintenance of different parts of the IT solution are well governed in time.

Keywords: governance model, front-end application, Internet Banking, smart phones

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Authors: Le Kang

Abstract:

According to the nature of the university, as a free and responsible academic community, USR is based on a different foundation —academic responsibility, so the Pyramid and the IC Model of CSR could not fully explain the most distinguished feature of USR. This paper sought to put forward a new model— Ferris Wheel Model, to illustrate the nature of USR and the process of achievement. The Ferris Wheel Model of USR shows the university creates a balanced, fairness and neutrality systemic structure to afford social responsibilities; that makes the organization could obtain a synergistic effect to achieve more extensive interests of stakeholders and wider social responsibilities.

Keywords: USR, Achievement model, Ferris wheel model.

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Authors: Pavlo Selyshchev

Abstract:

We consider fluctuations of defects density taking into account their interaction. Stochastic field of displacement generation rate gives random defect distribution. We determinate statistical characteristics (mean and dispersion) of random field of point defect distribution as function of defect generation parameters, temperature and properties of irradiated crystal.

 

Keywords: Irradiation, Primary Defects, Interaction, Fluctuations.

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Authors: S. A. Sadegh Zadeh, C. Kambhampati

Abstract:

Mathematical and computational modellings are the necessary tools for reviewing, analysing, and predicting processes and events in the wide spectrum range of scientific fields. Therefore, in a field as rapidly developing as neuroscience, the combination of these two modellings can have a significant role in helping to guide the direction the field takes. The paper combined mathematical and computational modelling to prove a weakness in a very precious model in neuroscience. This paper is intended to analyse all-or-none principle in Hodgkin-Huxley mathematical model. By implementation the computational model of Hodgkin-Huxley model and applying the concept of all-or-none principle, an investigation on this mathematical model has been performed. The results clearly showed that the mathematical model of Hodgkin-Huxley does not observe this fundamental law in neurophysiology to generating action potentials. This study shows that further mathematical studies on the Hodgkin-Huxley model are needed in order to create a model without this weakness.

Keywords: All-or-none, computational modelling, mathematical model, transmembrane voltage, action potential.

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Authors: Y. N. Phang, E. F. Loh

Abstract:

The zero truncated model is usually used in modeling count data without zero. It is the opposite of zero inflated model. Zero truncated Poisson and zero truncated negative binomial models are discussed and used by some researchers in analyzing the abundance of rare species and hospital stay. Zero truncated models are used as the base in developing hurdle models. In this study, we developed a new model, the zero truncated strict arcsine model, which can be used as an alternative model in modeling count data without zero and with extra variation. Two simulated and one real life data sets are used and fitted into this developed model. The results show that the model provides a good fit to the data. Maximum likelihood estimation method is used in estimating the parameters.

Keywords: Hurdle models, maximum likelihood estimation method, positive count data.

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Authors: M. Kovac

Abstract:

This article describes design of the 8-bit asynchronous microcontroller simulation model in VHDL. The model is created in ISE Foundation design tool and simulated in Modelsim tool. This model is a simple application example of asynchronous systems designed in synchronous design tools. The design process of creating asynchronous system with 4-phase bundled-data protocol and with matching delays is described in the article. The model is described in gate-level abstraction. The simulation waveform of the functional construction is the result of this article. Described construction covers only the simulation model. The next step would be creating synthesizable model to FPGA.

Keywords: Asynchronous, Microcontroller, VHDL, FPGA.

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Authors: GuoQiang Peng, Yi Sun

Abstract:

In this paper, based on the work in [1], we further give a general model for acquiring knowledge, which first focuses on the research of how and when things involved in problems are made then describes the goals, the energy and the time to give an optimum model to decide how many related things are supposed to be involved in. Finally, we acquire knowledge from this model in which there are the attributes, actions and connections of the things involved at the time when they are born and the time in their life. This model not only improves AI theories, but also surely brings the effectiveness and accuracy for AI system because systems are given more knowledge when reasoning or computing is used to bring about results.

Keywords: Time, knowledge, model.

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Authors: Ahmed Abbas Helmy, M. R. M. Rizk, Mohamed El-Sayed

Abstract:

A model predictive controller based on recursive learning is proposed. In this SISO adaptive controller, a model is automatically updated using simple recursive equations. The identified models are then stored in the memory to be re-used in the future. The decision for model update is taken based on a new control performance index. The new controller allows the use of simple linear model predictive controllers in the control of nonlinear time varying processes.

Keywords: Adaptive control, model predictive control, dynamic matrix control, online model identification

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Authors: M. Rozanek, K. Roubik

Abstract:

The article deals with development, design and implementation of a mathematical model of the human respiratory system. The model is designed in order to simulate distribution of important intrapulmonary parameters along the bronchial tree such as pressure amplitude, tidal volume and effect of regional mechanical lung properties upon the efficiency of various ventilatory techniques. Therefore exact agreement of the model structure with the lung anatomical structure is required. The model is based on the lung morphology and electro-acoustic analogy is used to design the model.

Keywords: Model of the respiratory system, total lung impedance, intrapulmonary parameters.

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Authors: K. Sekulová, M. Šimon

Abstract:

This article focuses on upper-extremity musculoskeletal disorders risk assessment model at workplace. In this model are used risk factors that are responsible for musculoskeletal system damage. Based on statistic calculations the model is able to define what risk of MSD threatens workers who are under risk factors. The model is also able to say how MSD risk would decrease if these risk factors are eliminated.

 

Keywords: Ergonomics, musculoskeletal disorders, occupational diseases, risk factors.

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Authors: A. Uchaipichat

Abstract:

The hydro-mechanical model for unsaturated soils has been presented based on the effective stress principle taking into account effects of drying-wetting process. The elasto-plastic constitutive equations for stress-strain relations of the soil skeleton have been established. A plasticity model is modified from modified Cam-Clay model. The hardening rule has been established by considering the isotropic consolidation paths. The effect of dryingwetting process is introduced through the ¤ç parameter. All model coefficients are identified in terms of measurable parameters. The simulations from the proposed model are compared with the experimental results. The model calibration was performed to extract the model parameter from the experimental results. Good agreement between the results predicted using proposed model and the experimental results was obtained.

Keywords: Drying-wetting process, Effective stress, Elastoplasticmodel, Unsaturated soils

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Authors: Ainul Akmar Mokhtar, Masdi Muhammad, Hilmi Hussin, Mohd Amin Abdul Majid

Abstract:

A reliability, availability and maintainability (RAM) model has been built for acid gas removal plant for system analysis that will play an important role in any process modifications, if required, for achieving its optimum performance. Due to the complexity of the plant, the model was based on a Reliability Block Diagram (RBD) with a Monte Carlo simulation engine. The model has been validated against actual plant data as well as local expert opinions, resulting in an acceptable simulation model. The results from the model showed that the operation and maintenance can be further improved, resulting in reduction of the annual production loss.

Keywords: Acid gas removal plant, RAM model, Reliabilityblock diagram

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Authors: Jaroslav Polec, Viliam Hirner, Michal Martinovič, Kvetoslava Kotuliaková

Abstract:

In this paper we present a novel error model for packet loss and subsequent error description. The proposed model simulates the error performance of wireless communication link. The model is designed as two independent Markov chains, where the first one is used for packet generation and the second one generates correctly and incorrectly transmitted bits for received packets from the first chain. The statistical analyses of real communication on the wireless link are used for determination of model-s parameters. Using the obtained parameters and the implementation of the generator, we collected generated traffic. The obtained results generated by proposed model are compared with the real data collection.

Keywords: Wireless channel, error model, Markov chain, Elliot model, Gilbert model, generator, IEEE 802.11.

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Authors: Tomoya Okubo, Kuninori Nakamura, Shin-ichi Mayekawa

Abstract:

In this research, a latent class vector model for pairwise data is formulated. As compared to the basic vector model, this model yields consistent estimates of the parameters since the number of parameters to be estimated does not increase with the number of subjects. The result of the analysis reveals that the model was stable and could classify each subject to the latent classes representing the typical scales used by these subjects.

Keywords: finite mixture models, latent class analysis, Thrustone's paired comparison method, vector model

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Authors: T. N. Mac, B. Shahbodaghkhan, N. Khalili

Abstract:

A new elastic-viscoplastic (EVP) constitutive model is proposed for the analysis of time-dependent behavior of clay. The proposed model is based on the bounding surface plasticity and the concept of viscoplastic consistency framework to establish continuous transition from plasticity to rate dependent viscoplasticity. Unlike the overstress based models, this model will meet the consistency condition in formulating the constitutive equation for EVP model. The procedure of deriving the constitutive relationship is also presented. Simulation results and comparisons with experimental data are then presented to demonstrate the performance of the model.

Keywords: Bounding surface, consistency theory, constitutive model, viscosity.

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Authors: Rana Khalid Naeem, Asif Mansoor

Abstract:

The hydrologic time series data display periodic structure and periodic autoregressive process receives considerable attention in modeling of such series. In this communication long term record of monthly waste flow of Lyari river is utilized to quantify by using PAR modeling technique. The parameters of model are estimated by using Frances & Paap methodology. This study shows that periodic autoregressive model of order 2 is the most parsimonious model for assessing periodicity in waste flow of the river. A careful statistical analysis of residuals of PAR (2) model is used for establishing goodness of fit. The forecast by using proposed model confirms significance and effectiveness of the model.

Keywords: Diagnostic checks, Lyari river, Model selection, Monthly waste flow, Periodicity, Periodic autoregressive model.

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Authors: Engy A. Mohamed, Yasser G. Hegazy

Abstract:

This paper presents a novel algorithm for modeling photovoltaic based distributed generators for the purpose of optimal planning of distribution networks. The proposed algorithm utilizes sequential Monte Carlo method in order to accurately consider the stochastic nature of photovoltaic based distributed generators. The proposed algorithm is implemented in MATLAB environment and the results obtained are presented and discussed.

Keywords: Comulative distribution function, distributed generation, Monte Carlo.

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Authors: P. Luangpaiboon, S. Boonhao

Abstract:

This study proposes a multi-response surface optimization problem (MRSOP) for determining the proper choices of a process parameter design (PPD) decision problem in a noisy environment of a grease position process in an electronic industry. The proposed models attempts to maximize dual process responses on the mean of parts between failure on left and right processes. The conventional modified simplex method and its hybridization of the stochastic operator from the hunting search algorithm are applied to determine the proper levels of controllable design parameters affecting the quality performances. A numerical example demonstrates the feasibility of applying the proposed model to the PPD problem via two iterative methods. Its advantages are also discussed. Numerical results demonstrate that the hybridization is superior to the use of the conventional method. In this study, the mean of parts between failure on left and right lines improve by 39.51%, approximately. All experimental data presented in this research have been normalized to disguise actual performance measures as raw data are considered to be confidential.

Keywords: Grease Position Process, Multi-response Surfaces, Modified Simplex Method, Hunting Search Method, Desirability Function Approach.

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Authors: A. I. Dounis, P. Tiropanis, D. Tseles, G. Nikolaou, G. P. Syrcos

Abstract:

The prediction of meteorological parameters at a meteorological station is an interesting and open problem. A firstorder linear dynamic model GM(1,1) is the main component of the grey system theory. The grey model requires only a few previous data points in order to make a real-time forecast. In this paper, we consider the daily average ambient temperature as a time series and the grey model GM(1,1) applied to local prediction (short-term prediction) of the temperature. In the same case study we use a fuzzy predictive model for global prediction. We conclude the paper with a comparison between local and global prediction schemes.

Keywords: Fuzzy predictive model, grey model, local andglobal prediction, meteorological forecasting, time series.

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Authors: Eunji Choi, Borang Park, Youngjae Choi, Jinwoo Moon

Abstract:

In this study, a predictive model for estimating the metabolism (MET) of human body was developed for the optimal control of indoor thermal environment. Human body images for indoor activities and human body joint coordinated values were collected as data sets, which are used in predictive model. A deep learning algorithm was used in an initial model, and its number of hidden layers and hidden neurons were optimized. Lastly, the model prediction performance was analyzed after the model being trained through collected data. In conclusion, the possibility of MET prediction was confirmed, and the direction of the future study was proposed as developing various data and the predictive model.

Keywords: Deep learning, indoor quality, metabolism, predictive model.

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Authors: Irtaza M. Syed, Kaamran Raahemifar

Abstract:

This paper presents modeling of an Alternating Current (AC) Photovoltaic (PV) module using Matlab/Simulink. The proposed AC-PV module model is simple, realistic, and application oriented. The model is derived on module level as compared to cell level directly from the information provided by the manufacturer data sheet. DC-PV module, MPPT control, BC, VSI and LC filter, all were treated as a single unit. The model accounts for changes in variations of both irradiance and temperature. The AC-PV module proposed model is simulated and the results are compared with the datasheet projected numbers to validate model’s accuracy and effectiveness. Implementation and results demonstrate simplicity and accuracy, as well as reliability of the model.

Keywords: AC PV Module, Datasheet, Matlab/Simulink, PV modeling.

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Authors: Ondruska Marek

Abstract:

The article presents the whole model of IS/IT architecture exception governance. As first, the assumptions of presented model are set. As next, there is defined a generic governance model that serves as a basis for the architecture exception governance. The architecture exception definition and its attributes follow. The model respects well known approaches to the area that are described in the text, but it adopts higher granularity in description and expands the process view with all the next necessary governance components as roles, principles and policies, tools to enable the implementation of the model into organizations. The architecture exception process is decomposed into a set of processes related to the architecture exception lifecycle consisting of set of phases and architecture exception states. Finally, there is information about my future research related to this area.

Keywords: Architecture, dispensation, exception, governance, model

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Authors: Zainab M. Musa, Nordin M. A. Rahman, Julaily A. Jusoh

Abstract:

The web services applications for digital reference service (WSDRS) of LIS model is an informal model that claims to reduce the problems of digital reference services in libraries. It uses web services technology to provide efficient way of satisfying users’ needs in the reference section of libraries. The formal WSDRS model consists of the Z specifications of all the informal specifications of the model. This paper discusses the formal validation of the Z specifications of WSDRS model. The authors formally verify and thus validate the properties of the model using Z/EVES theorem prover.

Keywords: Validation, verification, formal, theorem proving.

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