Search results for: time series models
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8919

Search results for: time series models

8709 Comparison of Two Maintenance Policies for a Two-Unit Series System Considering General Repair

Authors: Seyedvahid Najafi, Viliam Makis

Abstract:

In recent years, maintenance optimization has attracted special attention due to the growth of industrial systems complexity. Maintenance costs are high for many systems, and preventive maintenance is effective when it increases operations' reliability and safety at a reduced cost. The novelty of this research is to consider general repair in the modeling of multi-unit series systems and solve the maintenance problem for such systems using the semi-Markov decision process (SMDP) framework. We propose an opportunistic maintenance policy for a series system composed of two main units. Unit 1, which is more expensive than unit 2, is subjected to condition monitoring, and its deterioration is modeled using a gamma process. Unit 1 hazard rate is estimated by the proportional hazards model (PHM), and two hazard rate control limits are considered as the thresholds of maintenance interventions for unit 1. Maintenance is performed on unit 2, considering an age control limit. The objective is to find the optimal control limits and minimize the long-run expected average cost per unit time. The proposed algorithm is applied to a numerical example to compare the effectiveness of the proposed policy (policy Ⅰ) with policy Ⅱ, which is similar to policy Ⅰ, but instead of general repair, replacement is performed. Results show that policy Ⅰ leads to lower average cost compared with policy Ⅱ. 

Keywords: Condition-based maintenance, proportional hazards model, semi-Markov decision process, two-unit series systems.

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8708 Coordination between SC and SVC for Voltage Stability Improvement

Authors: Ali Reza Rajabi, Shahab Rashnoei, Mojtaba Hakimzadeh, Amir Habibi

Abstract:

At any point of time, a power system operating condition should be stable, meeting various operational criteria and it should also be secure in the event of any credible contingency. Present day power systems are being operated closer to their stability limits due to economic and environmental constraints. Maintaining a stable and secure operation of a power system is therefore a very important and challenging issue. Voltage instability has been given much attention by power system researchers and planners in recent years, and is being regarded as one of the major sources of power system insecurity. Voltage instability phenomena are the ones in which the receiving end voltage decreases well below its normal value and does not come back even after setting restoring mechanisms such as VAR compensators, or continues to oscillate for lack of damping against the disturbances. Reactive power limit of power system is one of the major causes of voltage instability. This paper investigates the effects of coordinated series capacitors (SC) with static VAR compensators (SVC) on steady-state voltage stability of a power system. Also, the influence of the presence of series capacitor on static VAR compensator controller parameters and ratings required to stabilize load voltages at certain values are highlighted.

Keywords: Static VAR Compensator (SVC), Series Capacitor (SC), voltage stability, reactive power.

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8707 Using Artificial Neural Network to Forecast Groundwater Depth in Union County Well

Authors: Zahra Ghadampour, Gholamreza Rakhshandehroo

Abstract:

A concern that researchers usually face in different applications of Artificial Neural Network (ANN) is determination of the size of effective domain in time series. In this paper, trial and error method was used on groundwater depth time series to determine the size of effective domain in the series in an observation well in Union County, New Jersey, U.S. different domains of 20, 40, 60, 80, 100, and 120 preceding day were examined and the 80 days was considered as effective length of the domain. Data sets in different domains were fed to a Feed Forward Back Propagation ANN with one hidden layer and the groundwater depths were forecasted. Root Mean Square Error (RMSE) and the correlation factor (R2) of estimated and observed groundwater depths for all domains were determined. In general, groundwater depth forecast improved, as evidenced by lower RMSEs and higher R2s, when the domain length increased from 20 to 120. However, 80 days was selected as the effective domain because the improvement was less than 1% beyond that. Forecasted ground water depths utilizing measured daily data (set #1) and data averaged over the effective domain (set #2) were compared. It was postulated that more accurate nature of measured daily data was the reason for a better forecast with lower RMSE (0.1027 m compared to 0.255 m) in set #1. However, the size of input data in this set was 80 times the size of input data in set #2; a factor that may increase the computational effort unpredictably. It was concluded that 80 daily data may be successfully utilized to lower the size of input data sets considerably, while maintaining the effective information in the data set.

Keywords: Neural networks, groundwater depth, forecast.

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8706 Power Series Form for Solving Linear Fredholm Integral Equations of Second Order via Banach Fixed Point Theorem

Authors: Adil AL-Rammahi

Abstract:

In this paper, a new method for solution of second order linear Fredholm integral equation in power series form was studied. The result is obtained by using Banach fixed point theorem.

Keywords: Fredholm integral equation, power series, Banach fixed point theorem, Linear Systems.

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8705 Tuberculosis Modelling Using Bio-PEPA Approach

Authors: Dalila Hamami, Baghdad Atmani

Abstract:

Modelling is a widely used tool to facilitate the evaluation of disease management. The interest of epidemiological models lies in their ability to explore hypothetical scenarios and provide decision makers with evidence to anticipate the consequences of disease incursion and impact of intervention strategies.

All models are, by nature, simplification of more complex systems. Models that involve diseases can be classified into different categories depending on how they treat the variability, time, space, and structure of the population. Approaches may be different from simple deterministic mathematical models, to complex stochastic simulations spatially explicit.

Thus, epidemiological modelling is now a necessity for epidemiological investigations, surveillance, testing hypotheses and generating follow-up activities necessary to perform complete and appropriate analysis.

The state of the art presented in the following, allows us to position itself to the most appropriate approaches in the epidemiological study.

Keywords: Bio-PEPA, Cellular automata, Epidemiological modelling, multi agent system, ordinary differential equations, PEPA, Process Algebra, Tuberculosis.

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8704 A Study of Behavioral Phenomena Using ANN

Authors: Yudhajit Datta

Abstract:

Behavioral aspects of experience such as will power are rarely subjected to quantitative study owing to the numerous complexities involved. Will is a phenomenon that has puzzled humanity for a long time. It is a belief that will power of an individual affects the success achieved by them in life. It is also thought that a person endowed with great will power can overcome even the most crippling setbacks in life while a person with a weak will cannot make the most of life even the greatest assets. This study is an attempt to subject the phenomena of will to the test of an artificial neural network through a computational model. The claim being tested is that will power of an individual largely determines success achieved in life. It is proposed that data pertaining to success of individuals be obtained from an experiment and the phenomenon of will be incorporated into the model, through data generated recursively using a relation between will and success characteristic to the model. An artificial neural network trained using part of the data, could subsequently be used to make predictions regarding data points in the rest of the model. The procedure would be tried for different models and the model where the networks predictions are found to be in greatest agreement with the data would be selected; and used for studying the relation between success and will.

Keywords: Will Power, Success, ANN, Time Series Prediction, Sliding Window, Computational Model, Behavioral Phenomena.

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8703 Development of Interaction Factors Charts for Piled Raft Foundation

Authors: Abdelazim Makki Ibrahim, Esamaldeen Ali

Abstract:

This study aims at analysing the load settlement behavior and predict the bearing capacity of piled raft foundation a series of finite element models with different foundation configurations and stiffness were established. Numerical modeling is used to study the behavior of the piled raft foundation due to the complexity of piles, raft, and soil interaction and also due to the lack of reliable analytical method that can predict the behavior of the piled raft foundation system. Simple analytical models are developed to predict the average settlement and the load sharing between the piles and the raft in piled raft foundation system. A simple example to demonstrate the applications of these charts is included.

Keywords: Finite element, pile-raft foundation, method, PLAXIS software, settlement.

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8702 Electricity Price Forecasting: A Comparative Analysis with Shallow-ANN and DNN

Authors: Fazıl Gökgöz, Fahrettin Filiz

Abstract:

Electricity prices have sophisticated features such as high volatility, nonlinearity and high frequency that make forecasting quite difficult. Electricity price has a volatile and non-random character so that, it is possible to identify the patterns based on the historical data. Intelligent decision-making requires accurate price forecasting for market traders, retailers, and generation companies. So far, many shallow-ANN (artificial neural networks) models have been published in the literature and showed adequate forecasting results. During the last years, neural networks with many hidden layers, which are referred to as DNN (deep neural networks) have been using in the machine learning community. The goal of this study is to investigate electricity price forecasting performance of the shallow-ANN and DNN models for the Turkish day-ahead electricity market. The forecasting accuracy of the models has been evaluated with publicly available data from the Turkish day-ahead electricity market. Both shallow-ANN and DNN approach would give successful result in forecasting problems. Historical load, price and weather temperature data are used as the input variables for the models. The data set includes power consumption measurements gathered between January 2016 and December 2017 with one-hour resolution. In this regard, forecasting studies have been carried out comparatively with shallow-ANN and DNN models for Turkish electricity markets in the related time period. The main contribution of this study is the investigation of different shallow-ANN and DNN models in the field of electricity price forecast. All models are compared regarding their MAE (Mean Absolute Error) and MSE (Mean Square) results. DNN models give better forecasting performance compare to shallow-ANN. Best five MAE results for DNN models are 0.346, 0.372, 0.392, 0,402 and 0.409.

Keywords: Deep learning, artificial neural networks, energy price forecasting, Turkey.

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8701 Hydrodynamic Modeling of a Surface Water Treatment Pilot Plant

Authors: C.-M. Militaru, A. Pǎcalǎ, I. Vlaicu, K. Bodor, G.-A. Dumitrel, T. Todinca

Abstract:

A mathematical model for the hydrodynamics of a surface water treatment pilot plant was developed and validated by the determination of the residence time distribution (RTD) for the main equipments of the unit. The well known models of ideal/real mixing, ideal displacement (plug flow) and (one-dimensional axial) dispersion model were combined in order to identify the structure that gives the best fitting of the experimental data for each equipment of the pilot plant. RTD experimental results have shown that pilot plant hydrodynamics can be quite well approximated by a combination of simple mathematical models, structure which is suitable for engineering applications. Validated hydrodynamic models will be further used in the evaluation and selection of the most suitable coagulation-flocculation reagents, optimum operating conditions (injection point, reaction times, etc.), in order to improve the quality of the drinking water.

Keywords: drinking water, hydrodynamic modeling, pilot plant, residence time distribution, surface water.

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8700 Wave-Structure Interaction for Submerged Quarter-Circle Breakwaters of Different Radii - Reflection Characteristics

Authors: Arkal Vittal Hegde, L. Ravikiran

Abstract:

The paper presents the results of a series of experiments conducted on physical models of Quarter-circle breakwater (QBW) in a two dimensional monochromatic wave flume. The purpose of the experiments was to evaluate the reflection coefficient Kr of QBW models of different radii (R) for different submergence ratios (d/hc), where d is the depth of water and hc is the height of the breakwater crest from the sea bed. The radii of the breakwater models studied were 20cm, 22.5cm, 25cm, 27.5cm and submergence ratios used varied from 1.067 to 1.667. The wave climate off the Mangalore coast was used for arriving at the various model wave parameters. The incident wave heights (Hi) used in the flume varied from 3 to 18cm, and wave periods (T) ranged from 1.2 s to 2.2 s. The water depths (d) of 40cm, 45cm and 50cm were used in the experiments. The data collected was analyzed to compute variation of reflection coefficient Kr=Hr/Hi (where Hr=reflected wave height) with the wave steepness Hi/gT2 for various R/Hi (R=breakwater radius) values. It was found that the reflection coefficient increased as incident wave steepness increased. Also as wave height decreases reflection coefficient decreases and as structure radius R increased Kr decreased slightly.

Keywords: Incident wave steepness, Quarter-circle breakwater, Reflection coefficient, Submergence ratio.

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8699 Research on the Optimization of the Facility Layout of Efficient Cafeterias for Troops

Authors: Qing Zhang, Jiachen Nie, Yujia Wen, Guanyuan Kou, Peng Yu, Kun Xia, Qin Yang, Li Ding

Abstract:

Background: A facility layout problem (FLP) is an NP-complete (non-deterministic polynomial) problem, for which is hard to obtain an exact optimal solution. FLP has been widely studied in various limited spaces and workflows. For example, cafeterias with many types of equipment for troops cause chaotic processes when dining. Objective: This article tried to optimize the layout of a troops’ cafeteria and to improve the overall efficiency of the dining process. Methods: First, the original cafeteria layout design scheme was analyzed from an ergonomic perspective and two new design schemes were generated. Next, three facility layout models were designed, and further simulation was applied to compare the total time and density of troops between each scheme. Last, an experiment of the dining process with video observation and analysis verified the simulation results. Results: In a simulation, the dining time under the second new layout is shortened by 2.25% and 1.89% (p<0.0001, p=0.0001) compared with the other two layouts, while troops-flow density and interference both greatly reduced in the two new layouts. In the experiment, process completing time and the number of interferences reduced as well, which verified corresponding simulation results. Conclusion: Our two new layout schemes are tested to be optimal by a series of simulation and space experiments. In future research, similar approaches could be applied when taking layout-design algorithm calculation into consideration.

Keywords: Troops’ cafeteria, layout optimization, dining efficiency, AnyLogic simulation, field experiment

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8698 Using Exponential Lévy Models to Study Implied Volatility patterns for Electricity Options

Authors: Pinho C., Madaleno M.

Abstract:

German electricity European options on futures using Lévy processes for the underlying asset are examined. Implied volatility evolution, under each of the considered models, is discussed after calibrating for the Merton jump diffusion (MJD), variance gamma (VG), normal inverse Gaussian (NIG), Carr, Geman, Madan and Yor (CGMY) and the Black and Scholes (B&S) model. Implied volatility is examined for the entire sample period, revealing some curious features about market evolution, where data fitting performances of the five models are compared. It is shown that variance gamma processes provide relatively better results and that implied volatility shows significant differences through time, having increasingly evolved. Volatility changes for changed uncertainty, or else, increasing futures prices and there is evidence for the need to account for seasonality when modelling both electricity spot/futures prices and volatility.

Keywords: Calibration, Electricity Markets, Implied Volatility, Lévy Models, Options on Futures, Pricing

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8697 Recurrent Radial Basis Function Network for Failure Time Series Prediction

Authors: Ryad Zemouri, Paul Ciprian Patic

Abstract:

An adaptive software reliability prediction model using evolutionary connectionist approach based on Recurrent Radial Basis Function architecture is proposed. Based on the currently available software failure time data, Fuzzy Min-Max algorithm is used to globally optimize the number of the k Gaussian nodes. The corresponding optimized neural network architecture is iteratively and dynamically reconfigured in real-time as new actual failure time data arrives. The performance of our proposed approach has been tested using sixteen real-time software failure data. Numerical results show that our proposed approach is robust across different software projects, and has a better performance with respect to next-steppredictability compared to existing neural network model for failure time prediction.

Keywords: Neural network, Prediction error, Recurrent RadialBasis Function Network, Reliability prediction.

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8696 An efficient Activity Network Reduction Algorithm based on the Label Correcting Tracing Algorithm

Authors: Weng Ming Chu

Abstract:

When faced with stochastic networks with an uncertain duration for their activities, the securing of network completion time becomes problematical, not only because of the non-identical pdf of duration for each node, but also because of the interdependence of network paths. As evidenced by Adlakha & Kulkarni [1], many methods and algorithms have been put forward in attempt to resolve this issue, but most have encountered this same large-size network problem. Therefore, in this research, we focus on network reduction through a Series/Parallel combined mechanism. Our suggested algorithm, named the Activity Network Reduction Algorithm (ANRA), can efficiently transfer a large-size network into an S/P Irreducible Network (SPIN). SPIN can enhance stochastic network analysis, as well as serve as the judgment of symmetry for the Graph Theory.

Keywords: Series/Parallel network, Stochastic network, Network reduction, Interdictive Graph, Complexity Index.

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8695 Fault Diagnosis of Nonlinear Systems Using Dynamic Neural Networks

Authors: E. Sobhani-Tehrani, K. Khorasani, N. Meskin

Abstract:

This paper presents a novel integrated hybrid approach for fault diagnosis (FD) of nonlinear systems. Unlike most FD techniques, the proposed solution simultaneously accomplishes fault detection, isolation, and identification (FDII) within a unified diagnostic module. At the core of this solution is a bank of adaptive neural parameter estimators (NPE) associated with a set of singleparameter fault models. The NPEs continuously estimate unknown fault parameters (FP) that are indicators of faults in the system. Two NPE structures including series-parallel and parallel are developed with their exclusive set of desirable attributes. The parallel scheme is extremely robust to measurement noise and possesses a simpler, yet more solid, fault isolation logic. On the contrary, the series-parallel scheme displays short FD delays and is robust to closed-loop system transients due to changes in control commands. Finally, a fault tolerant observer (FTO) is designed to extend the capability of the NPEs to systems with partial-state measurement.

Keywords: Hybrid fault diagnosis, Dynamic neural networks, Nonlinear systems.

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8694 An Estimation of Variance Components in Linear Mixed Model

Authors: Shuimiao Wan, Chao Yuan, Baoguang Tian

Abstract:

In this paper, a linear mixed model which has two random effects is broken up into two models. This thesis gets the parameter estimation of the original model and an estimation’s statistical qualities based on these two models. Then many important properties are given by comparing this estimation with other general estimations. At the same time, this paper proves the analysis of variance estimate (ANOVAE) about σ2 of the original model is equal to the least-squares estimation (LSE) about σ2 of these two models. Finally, it also proves that this estimation is better than ANOVAE under Stein function and special condition in some degree.

Keywords: Linear mixed model, Random effects, Parameter estimation, Stein function.

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8693 Quantitative Estimation of Periodicities in Lyari River Flow Routing

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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8692 Fault Zone Detection on Advanced Series Compensated Transmission Line using Discrete Wavelet Transform and SVM

Authors: Renju Gangadharan, G. N. Pillai, Indra Gupta

Abstract:

In this paper a novel method for finding the fault zone on a Thyristor Controlled Series Capacitor (TCSC) incorporated transmission line is presented. The method makes use of the Support Vector Machine (SVM), used in the classification mode to distinguish between the zones, before or after the TCSC. The use of Discrete Wavelet Transform is made to prepare the features which would be given as the input to the SVM. This method was tested on a 400 kV, 50 Hz, 300 Km transmission line and the results were highly accurate.

Keywords: Flexible ac transmission system (FACTS), thyristorcontrolled series-capacitor (TCSC), discrete wavelet transforms(DWT), support vector machine (SVM).

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8691 Determination of Sequential Best Replies in N-player Games by Genetic Algorithms

Authors: Mattheos K. Protopapas, Elias B. Kosmatopoulos

Abstract:

An iterative algorithm is proposed and tested in Cournot Game models, which is based on the convergence of sequential best responses and the utilization of a genetic algorithm for determining each player-s best response to a given strategy profile of its opponents. An extra outer loop is used, to address the problem of finite accuracy, which is inherent in genetic algorithms, since the set of feasible values in such an algorithm is finite. The algorithm is tested in five Cournot models, three of which have convergent best replies sequence, one with divergent sequential best replies and one with “local NE traps"[14], where classical local search algorithms fail to identify the Nash Equilibrium. After a series of simulations, we conclude that the algorithm proposed converges to the Nash Equilibrium, with any level of accuracy needed, in all but the case where the sequential best replies process diverges.

Keywords: Best response, Cournot oligopoly, genetic algorithms, Nash equilibrium.

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8690 Application of Generalized Autoregressive Score Model to Stock Returns

Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke

Abstract:

The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.

Keywords: Generalized autoregressive score model, stock returns, time-varying.

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8689 The Reconstruction New Agegraphic and Gauss- Bonnet Dark Energy Models with a Special Power Law Expasion

Authors: V. Fayaz , F. Felegary

Abstract:

Here, in this work we study correspondence the energy density New agegraphic and the energy density Gauss- Bonnet models in flat universe. We reconstruct Λ  and Λ ω for them with 0 ( ) 0 h a t = a t .

Keywords: dark energy, new age graphic, gauss- bonnet, late time universe

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8688 Estimation of Missing or Incomplete Data in Road Performance Measurement Systems

Authors: Kristjan Kuhi, Kati K. Kaare, Ott Koppel

Abstract:

Modern management in most fields is performance based; both planning and implementation of maintenance and operational activities are driven by appropriately defined performance indicators. Continuous real-time data collection for management is becoming feasible due to technological advancements. Outdated and insufficient input data may result in incorrect decisions. When using deterministic models the uncertainty of the object state is not visible thus applying the deterministic models are more likely to give false diagnosis. Constructing structured probabilistic models of the performance indicators taking into consideration the surrounding indicator environment enables to estimate the trustworthiness of the indicator values. It also assists to fill gaps in data to improve the quality of the performance analysis and management decisions. In this paper authors discuss the application of probabilistic graphical models in the road performance measurement and propose a high-level conceptual model that enables analyzing and predicting more precisely future pavement deterioration based on road utilization.

Keywords: Probabilistic graphical models, performance indicators, road performance management, data collection

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8687 Hybrid Minimal Repair for a Serial System

Authors: Ellysa Nursanti, Anas Ma'ruf, Tota Simatupang, Bermawi P. Iskandar

Abstract:

This study proposes a hybrid minimal repair policy which combines periodic maintenance policy with age-based maintenance policy for a serial production system. Parameters of such policy are defined as  and  which indicate as hybrid minimal repair time and planned preventive maintenance time respectively  . Under this hybrid policy, the system is repaired minimally if it fails during , . A perfect repair is conducted on the first failure after  at any machines. At the same time, we take opportunity to advance the preventive maintenance of other machines simultaneously. If the system is still operating properly up to , then the preventive maintenance is carried out as its predetermined schedule. For a given , we obtain the optimal value  which minimizes the expected cost per time unit. Numerical example is presented to illustrate the properties of the optimal solution.

Keywords: Hybrid minimal repair, opportunistic maintenance, preventive maintenance, series system

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8686 Empirical Study of Real Retail Trade Turnover

Authors: J. Arneric, E. Jurun, L. Kordic

Abstract:

This paper deals with econometric analysis of real retail trade turnover. It is a part of an extensive scientific research about modern trends in Croatian national economy. At the end of the period of transition economy, Croatia confronts with challenges and problems of high consumption society. In such environment as crucial economic variables: real retail trade turnover, average monthly real wages and household loans are chosen for consequence analysis. For the purpose of complete procedure of multiple econometric analysis data base adjustment has been provided. Namely, it has been necessary to deflate original national statistics data of retail trade turnover using consumer price indices, as well as provide process of seasonally adjustment of its contemporary behavior. In model establishment it has been necessary to involve the overcoming procedure for the autocorrelation and colinearity problems. Moreover, for case of time-series shift a specific appropriate econometric instrument has been applied. It would be emphasize that the whole methodology procedure is based on the real Croatian national economy time-series.

Keywords: Consumption society, multiple econometric model, real retail trade turnover, second order autocorrelation.

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8685 The Impact of Semantic Web on E-Commerce

Authors: Karim Heidari

Abstract:

Semantic Web Technologies enable machines to interpret data published in a machine-interpretable form on the web. At the present time, only human beings are able to understand the product information published online. The emerging semantic Web technologies have the potential to deeply influence the further development of the Internet Economy. In this paper we propose a scenario based research approach to predict the effects of these new technologies on electronic markets and business models of traders and intermediaries and customers. Over 300 million searches are conducted everyday on the Internet by people trying to find what they need. A majority of these searches are in the domain of consumer ecommerce, where a web user is looking for something to buy. This represents a huge cost in terms of people hours and an enormous drain of resources. Agent enabled semantic search will have a dramatic impact on the precision of these searches. It will reduce and possibly eliminate information asymmetry where a better informed buyer gets the best value. By impacting this key determinant of market prices semantic web will foster the evolution of different business and economic models. We submit that there is a need for developing these futuristic models based on our current understanding of e-commerce models and nascent semantic web technologies. We believe these business models will encourage mainstream web developers and businesses to join the “semantic web revolution."

Keywords: E-Commerce, E-Business, Semantic Web, XML.

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8684 Keyloggers Prevention with Time-Sensitive Obfuscation

Authors: Chien-Wei Hung, Fu-Hau Hsu, Chuan-Sheng Wang, Chia-Hao Lee

Abstract:

Nowadays, the abuse of keyloggers is one of the most widespread approaches to steal sensitive information. In this paper, we propose an On-Screen Prompts Approach to Keyloggers (OSPAK) and its analysis, which is installed in public computers. OSPAK utilizes a canvas to cue users when their keystrokes are going to be logged or ignored by OSPAK. This approach can protect computers against recoding sensitive inputs, which obfuscates keyloggers with letters inserted among users' keystrokes. It adds a canvas below each password field in a webpage and consists of three parts: two background areas, a hit area and a moving foreground object. Letters at different valid time intervals are combined in accordance with their time interval orders, and valid time intervals are interleaved with invalid time intervals. It utilizes animation to visualize valid time intervals and invalid time intervals, which can be integrated in a webpage as a browser extension. We have tested it against a series of known keyloggers and also performed a study with 95 users to evaluate how easily the tool is used. Experimental results made by volunteers show that OSPAK is a simple approach.

Keywords: Authentication, computer security, keylogger, privacy, information leakage.

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8683 Small Sample Bootstrap Confidence Intervals for Long-Memory Parameter

Authors: Josu Arteche, Jesus Orbe

Abstract:

The log periodogram regression is widely used in empirical applications because of its simplicity, since only a least squares regression is required to estimate the memory parameter, d, its good asymptotic properties and its robustness to misspecification of the short term behavior of the series. However, the asymptotic distribution is a poor approximation of the (unknown) finite sample distribution if the sample size is small. Here the finite sample performance of different nonparametric residual bootstrap procedures is analyzed when applied to construct confidence intervals. In particular, in addition to the basic residual bootstrap, the local and block bootstrap that might adequately replicate the structure that may arise in the errors of the regression are considered when the series shows weak dependence in addition to the long memory component. Bias correcting bootstrap to adjust the bias caused by that structure is also considered. Finally, the performance of the bootstrap in log periodogram regression based confidence intervals is assessed in different type of models and how its performance changes as sample size increases.

Keywords: bootstrap, confidence interval, log periodogram regression, long memory.

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8682 Effective Class of Discreet Programing Problems

Authors: Kaziyev G. Z., Nabiyeva G. S., Kalizhanova A.U.

Abstract:

We consider herein a concise view of discreet programming models and methods. There has been conducted the models and methods analysis. On the basis of discreet programming models there has been elaborated and offered a new class of problems, i.e. block-symmetry models and methods of applied tasks statements and solutions.

Keywords: Discreet programming, block-symmetry, analysis methods, information systems development.

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8681 Using Artificial Neural Network to Predict Collisions on Horizontal Tangents of 3D Two-Lane Highways

Authors: Omer F. Cansiz, Said M. Easa

Abstract:

The purpose of this study is mainly to predict collision frequency on the horizontal tangents combined with vertical curves using artificial neural network methods. The proposed ANN models are compared with existing regression models. First, the variables that affect collision frequency were investigated. It was found that only the annual average daily traffic, section length, access density, the rate of vertical curvature, smaller curve radius before and after the tangent were statistically significant according to related combinations. Second, three statistical models (negative binomial, zero inflated Poisson and zero inflated negative binomial) were developed using the significant variables for three alignment combinations. Third, ANN models are developed by applying the same variables for each combination. The results clearly show that the ANN models have the lowest mean square error value than those of the statistical models. Similarly, the AIC values of the ANN models are smaller to those of the regression models for all the combinations. Consequently, the ANN models have better statistical performances than statistical models for estimating collision frequency. The ANN models presented in this paper are recommended for evaluating the safety impacts 3D alignment elements on horizontal tangents.

Keywords: Collision frequency, horizontal tangent, 3D two-lane highway, negative binomial, zero inflated Poisson, artificial neural network.

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8680 Modified Hankel Matrix Approach for Model Order Reduction in Time Domain

Authors: C. B. Vishwakarma

Abstract:

The author presented a method for model order reduction of large-scale time-invariant systems in time domain. In this approach, two modified Hankel matrices are suggested for getting reduced order models. The proposed method is simple, efficient and retains stability feature of the original high order system. The viability of the method is illustrated through the examples taken from literature.

Keywords: Model Order Reduction, Stability, Hankel Matrix, Time-Domain, Integral Square Error.

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