Search results for: nonlinear mathematical model.

Authors: Chien-Hua Lee, Cheng-Yi Chen

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The stability test problem for homogeneous large-scale perturbed bilinear time-delay systems subjected to constrained inputs is considered in this paper. Both nonlinear uncertainties and interval systems are discussed. By utilizing the Lyapunove equation approach associated with linear algebraic techniques, several delay-independent criteria are presented to guarantee the robust stability of the overall systems. The main feature of the presented results is that although the Lyapunov stability theorem is used, they do not involve any Lyapunov equation which may be unsolvable. Furthermore, it is seen the proposed schemes can be applied to solve the stability analysis problem of large-scale time-delay systems.

Keywords: homogeneous bilinear system, constrained input, time-delay, uncertainty, transient response, decay rate.

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Authors: T. C. Kuo, Y. J. Huang, B. W. Hong

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This paper proposes an adaptive sliding mode controller which combines adaptive control and sliding mode control to control a nonlinear robotic manipulator with uncertain parameters. We use an adaptive algorithm based on the concept of sliding mode control to alleviate the chattering phenomenon of control input. Adaptive laws are developed to obtain the gain of switching input and the boundary layer parameters. The stability and convergence of the robotic manipulator control system are guaranteed by applying the Lyapunov theorem. Simulation results demonstrate that the chattering of control input can be alleviated effectively. The proposed controller scheme can assure robustness against a large class of uncertainties and achieve good trajectory tracking performance.

Keywords: Robotic manipulators, sliding mode control, adaptive law, Lyapunov theorem, robustness.

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Authors: Karamitsos Ioannis, Orfanidis Konstantinos

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In this paper an analysis of blackouts in electric power transmission systems is implemented using a model and studied in simple networks with a regular topology. The proposed model describes load demand and network improvements evolving on a slow timescale as well as the fast dynamics of cascading overloads and outages.

Keywords: Blackout, Generator, Load, Power Load.

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Authors: S. T. Tan, H. Hashim, W. S. Ho, C. T. Lee

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Rapid economic development and population growth in Malaysia had accelerated the generation of solid waste. This issue gives pressure for effective management of municipal solid waste (MSW) to take place in Malaysia due to the increased cost of landfill. This paper discusses optimal planning of waste-to-energy (WTE) using a combinatorial simulation and optimization model through mixed integer linear programming (MILP) approach. The proposed multi-period model is tested in Iskandar Malaysia (IM) as case study for a period of 12 years (2011 -2025) to illustrate the economic potential and tradeoffs involved in this study. In this paper, 3 scenarios have been used to demonstrate the applicability of the model: (1) Incineration scenario (2) Landfill scenario (3) Optimal scenario. The model revealed that the minimum cost of electricity generation from 9,995,855 tonnes of MSW is estimated as USD 387million with a total electricity generation of 50MW /yr in the optimal scenario.

Keywords: Mixed Integer Linear Programming (MILP), optimization, solid waste management (SWM), Waste-to-energy (WTE).

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Authors: Thammasak Thianniwet, Satidchoke Phosaard, Wasan Pattara-Atikom

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We proposed a technique to identify road traffic congestion levels from velocity of mobile sensors with high accuracy and consistent with motorists- judgments. The data collection utilized a GPS device, a webcam, and an opinion survey. Human perceptions were used to rate the traffic congestion levels into three levels: light, heavy, and jam. Then the ratings and velocity were fed into a decision tree learning model (J48). We successfully extracted vehicle movement patterns to feed into the learning model using a sliding windows technique. The parameters capturing the vehicle moving patterns and the windows size were heuristically optimized. The model achieved accuracy as high as 99.68%. By implementing the model on the existing traffic report systems, the reports will cover comprehensive areas. The proposed method can be applied to any parts of the world.

Keywords: intelligent transportation system (ITS), traffic congestion level, human judgment, decision tree (J48), geographic positioning system (GPS).

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Authors: Khaleel Sami Hamdan, Dong-Eok Kim, Sang-Ki Moon

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An appropriate model to predict the size of the droplets resulting from the break-up with the structures will help in a better understanding and modeling of the two-phase flow calculations in the simulation of a reactor core loss-of-coolant accident (LOCA). A droplet behavior impacting on a hot surface above the Leidenfrost temperature was investigated. Droplets of known size and velocity were impacted to an inclined plate of hot temperature, and the behavior of the droplets was observed by a high-speed camera. It was found that for droplets of Weber number higher than a certain value, the higher the Weber number of the droplet the smaller the secondary droplets. The COBRA-TF model over-predicted the measured secondary droplet sizes obtained by the present experiment. A simple model for the secondary droplet size was proposed using the mass conservation equation. The maximum spreading diameter of the droplets was also compared to previous correlations and a fairly good agreement was found. A better prediction of the heat transfer in the case of LOCA can be obtained with the presented model.

Keywords: Break-up, droplet, impact, inclined hot plate, Leidenfrost temperature, LOCA.

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Authors: Yoon-Hyuk Choi

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Studies on the distribution of traffic demands have been proceeding by providing traffic information for reducing greenhouse gases and reinforcing the road's competitiveness in the transport section, however, since it is preferentially required the extensive studies on the driver's behavior changing routes and its influence factors, this study has been developed a discriminant model for changing routes considering driving conditions including traffic conditions of roads and driver's preferences for information media. It is divided into three groups depending on driving conditions in group classification with the CART analysis, which is statistically meaningful. And the extent that driving conditions and preferred media affect a route change is examined through a discriminant analysis, and it is developed a discriminant model equation to predict a route change. As a result of building the discriminant model equation, it is shown that driving conditions affect a route change much more, the entire discriminant hit ratio is derived as 64.2%, and this discriminant equation shows high discriminant ability more than a certain degree.

Keywords: CART analysis, Diversion, Discriminant model, Driving conditions, and preferred media

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Authors: S. M. Anowarul Haque, Md. Asiful Islam

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Electrical load forecasting is considered to be one of the most indispensable parts of a modern-day electrical power system. To ensure a reliable and efficient supply of electric energy, special emphasis should have been put on the predictive feature of electricity supply. Artificial Neural Network-based approaches have emerged to be a significant area of interest for electric load forecasting research. This paper proposed an Artificial Neural Network model based on the particle swarm optimization algorithm for improved electric load forecasting for Mymensingh, Bangladesh. The forecasting model is developed and simulated on the MATLAB environment with a large number of training datasets. The model is trained based on eight input parameters including historical load and weather data. The predicted load data are then compared with an available dataset for validation. The proposed neural network model is proved to be more reliable in terms of day-wise load forecasting for Mymensingh, Bangladesh.

Keywords: Load forecasting, artificial neural network, particle swarm optimization.

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Authors: Noureddine Seddari, Mohamed Belaoued, Salah Bougueroua

Abstract:

The modeling of complex systems is generally based on the decomposition of their components into sub-systems easier to handle. This division has to be made in a methodical way. In this paper, we introduce an industrial control system modeling and simulation based on the Multi-Agent System (MAS) methodology AALAADIN and more particularly the underlying conceptual model Agent/Group/Role (AGR). Indeed, in this division using AGR model, the overall system is decomposed into sub-systems in order to improve the understanding of regulation and control systems, and to simplify the implementation of the obtained agents and their groups, which are implemented using the Multi-Agents Development KIT (MAD-KIT) platform. This approach appears to us to be the most appropriate for modeling of this type of systems because, due to the use of MAS, it is possible to model real systems in which very complex behaviors emerge from relatively simple and local interactions between many different individuals, therefore a MAS is well adapted to describe a system from the standpoint of the activity of its components, that is to say when the behavior of the individuals is complex (difficult to describe with equations). The main aim of this approach is the take advantage of the performance, the scalability and the robustness that are intuitively provided by MAS.

Keywords: Complex systems, modeling and simulation, industrial control system, MAS, AALAADIN, AGR, MAD-KIT.

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Authors: Neha Khanduja

Abstract:

This paper presents a comparative analysis of continuously stirred tank reactor (CSTR) control based on adaptive control and optimal tuning of PID control based on particle swarm optimization. In the design of adaptive control, Model reference adaptive control (MRAC) scheme is used, in which the adaptation law have been developed by MIT rule & Lyapunov’s rule. In PSO control parameters of PID controller is tuned by using the concept of particle swarm optimization to get optimized operating point for minimum integral square error (ISE) condition. The results show the adjustment of PID parameters converting into the optimal operating point and the good control response can be obtained by the PSO technique.

Keywords: Model reference adaptive control (MRAC), optimal control, particle swarm optimization (PSO).

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Authors: Marzuki Khalid, RubiyahYusof, AnisSalwaMohdKhairuddin

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An automated wood recognition system is designed to classify tropical wood species.The wood features are extracted based on two feature extractors: Basic Grey Level Aura Matrix (BGLAM) technique and statistical properties of pores distribution (SPPD) technique. Due to the nonlinearity of the tropical wood species separation boundaries, a pre classification stage is proposed which consists ofKmeans clusteringand kernel discriminant analysis (KDA). Finally, Linear Discriminant Analysis (LDA) classifier and KNearest Neighbour (KNN) are implemented for comparison purposes. The study involves comparison of the system with and without pre classification using KNN classifier and LDA classifier.The results show that the inclusion of the pre classification stage has improved the accuracy of both the LDA and KNN classifiers by more than 12%.

Keywords: Tropical wood species, nonlinear data, featureextractors, classification

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Authors: Haider M. Alsaeq

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This research investigates the effects of the opening shape and location on the structural behavior of reinforced concrete deep beam with openings, while keeping the opening size unchanged. The software ANSYS 12.1 is used to handle the nonlinear finite element analysis. The ultimate strength of reinforced concrete deep beam with opening obtained by ANSYS 12.1 shows fair agreement with the experimental results, with a difference of no more than 20%. The present work concludes that the opening location has much more effect on the structural strength than the opening shape. It was concluded that placing the openings near the upper corners of the deep beam may double the strength, and the use of a rectangular narrow opening, with the long sides in the horizontal direction, can save up to 40% of structural strength of the deep beam.

Keywords: Deep Beams, Finite Element, Opening, Reinforced Concrete.

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Authors: Alireza Dehghani Pilehvarani, Mojtaba Hakimzadeh, Mohammad Jafari Far, Reza Sedaghati

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Distributed Generation (DG) can help in reducing the cost of electricity to the costumer, relieve network congestion and provide environmentally friendly energy close to load centers. Its capacity is also scalable and it provides voltage support at distribution level. Hence, DG placement and penetration level is an important problem for both the utility and DG owner. DG allocation and capacity determination is a nonlinear optimization problem. The objective function of this problem is the minimization of the total loss of the distribution system. Also high levels of penetration of DG are a new challenge for traditional electric power systems. This paper presents a new methodology for the optimal placement of DG and penetration level of DG in distribution system based on General Algebraic Modeling System (GAMS) and Genetic Algorithm (GA).

Keywords: Distributed Generation, Location, Loss Reduction, Distribution Network, GA, GAMS.

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Authors: Azam Marjani, Saeed Shirazian

Abstract:

This work deals with modeling and simulation of SO2 removal in a ceramic membrane by means of FEM. A mass transfer model was developed to predict the performance of SO2 absorption in a chemical solvent. The model was based on solving conservation equations for gas component in the membrane. Computational fluid dynamics (CFD) of mass and momentum were used to solve the model equations. The simulations aimed to obtain the distribution of gas concentration in the absorption process. The effect of the operating parameters on the efficiency of the ceramic membrane was evaluated. The modeling findings showed that the gas phase velocity has significant effect on the removal of gas whereas the liquid phase does not affect the SO2 removal significantly. It is also indicated that the main mass transfer resistance is placed in the membrane and gas phase because of high tortuosity of the ceramic membrane.

Keywords: Gas separation, finite element, ceramic, sulphur dioxide, simulation.

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Authors: Atul K. Desai, Hemal J. Shah

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The tall windmill towers are designed as monopole tower or lattice tower. In the present research, a 125-meter high hybrid tower which is a combination of lattice and monopole type is proposed. The response of hybrid tower is compared with conventional monopole tower. The towers were analyzed in finite element method software considering nonlinear seismic time history load. The synthetic seismic time history for different soil is derived using the SeismoARTIF software. From the present research, it is concluded that, in the hybrid tower, we are not getting resonance condition. The base shear is less in hybrid tower compared to monopole tower for different soil conditions.

Keywords: Dynamic analysis, hybrid wind mill tower, resonance condition, synthetic time history.

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Authors: K. P. Oyeduntan, K. Oshinubi

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Nigeria is referred as the ‘Giant of Africa’ due to high population, land mass and large economy. However, it still trails far behind many smaller economies in the continent in terms of maritime operations. As we have seen that the maritime industry is the sparkplug for national growth, because it houses the most crucial infrastructure that generates wealth for a nation, it is worrisome that a nation with six seaports lag in maritime activities. In this research, we have studied how the Gross Domestic Product (GDP) of the maritime transport influences the Nigerian economy. To do this, we applied Simple Linear Regression (SLR), Support Vector Machine (SVM), Polynomial Regression Model (PRM), Generalized Additive Model (GAM) and Generalized Linear Mixed Model (GLMM) to model the relationship between the nation’s Total GDP (TGDP) and the Maritime Transport GDP (MGDP) using a time series data of 20 years. The result showed that the MGDP is statistically significant to the Nigerian economy. Amongst the statistical tool applied, the PRM of order 4 describes the relationship better when compared to other methods. The recommendations presented in this study will guide policy makers and help improve the economy of Nigeria.

Keywords: Economy, GDP, maritime transport, port, regression.

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Authors: Yunyong Guo, Sudhakar Ganti, Bryan Guo

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The swift proliferation of telehealth Internet of Things (IoT) devices has sparked concerns regarding energy consumption and the need for streamlined data processing. This paper presents an energy-efficient model that integrates telehealth IoT devices into a platform based on fog and cloud computing. This integrated system provides a sustainable and robust solution to address the challenges. Our model strategically utilizes fog computing as a localized data processing layer and leverages cloud computing for resource-intensive tasks, resulting in a significant reduction in overall energy consumption. The incorporation of adaptive energy-saving strategies further enhances the efficiency of our approach. Simulation analysis validates the effectiveness of our model in improving energy efficiency for telehealth IoT systems, particularly when integrated with localized fog nodes and both private and public cloud infrastructures. Subsequent research endeavors will concentrate on refining the energy-saving model, exploring additional functional enhancements, and assessing its broader applicability across various healthcare and industry sectors.

Keywords: Energy-efficient, fog computing, IoT, telehealth.

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Authors: Bunakiye R. Japheth, Ogude U. Cyril

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Since the process of transforming user requirements to modeling constructs are not very well supported by domain-specific frameworks, it became necessary to integrate domain requirements with the specific architectures to achieve an integrated customizable solutions space via artifact orientation. Domain-specific modeling language specifications of model-driven engineering technologies focus more on requirements within a particular domain, which can be tailored to aid the domain expert in expressing domain concepts effectively. Modeling processes through domain-specific language formalisms are highly volatile due to dependencies on domain concepts or used process models. A capable solution is given by artifact orientation that stresses on the results rather than expressing a strict dependence on complicated platforms for model creation and development. Based on this premise, domain-specific methods for producing artifacts without having to take into account the complexity and variability of platforms for model definitions can be integrated to support customizable development. In this paper, we discuss methods for the integration capabilities and necessities within a common structure and semantics that contribute a metamodel for artifact-orientation, which leads to a reusable software layer with concrete syntax capable of determining design intents from domain expert. These concepts forming the language formalism are established from models explained within the oil and gas pipelines industry.

Keywords: Control process, metrics of engineering, structured abstraction, semantic model.

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Authors: Joffroy Beauquier, Yongjie Hu

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The intrusion detection problem has been frequently studied, but intrusion detection methods are often based on a single point of view, which always limits the results. In this paper, we introduce a new intrusion detection model based on the combination of different current methods. First we use a notion of distance to unify the different methods. Second we combine these methods using the Pearson correlation coefficients, which measure the relationship between two methods, and we obtain a combined distance. If the combined distance is greater than a predetermined threshold, an intrusion is detected. We have implemented and tested the combination model with two different public data sets: the data set of masquerade detection collected by Schonlau & al., and the data set of program behaviors from the University of New Mexico. The results of the experiments prove that the combination model has better performances.

Keywords: Intrusion detection, combination, distance, Pearson correlation coefficients.

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Authors: Lovorka Galetic, Zeljko Vukelic

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The advanced concepts of strategic and innovation management in the sphere of company dynamic and innovation capabilities, and achieving their mutual alignment and a synergy effect, are important elements in business today. This paper analyses the theory and empirically investigates the influence of a company’s dynamic capabilities on its innovation capabilities. A new multidimensional model of dynamic capabilities is presented, consisting of five factors appropriate to real time requirements, while innovation capabilities are considered pursuant to the official OECD and Eurostat standards. After examination of dynamic and innovation capabilities indicated their theoretical links, the empirical study testing the model and examining the influence of a company’s dynamic capabilities on its innovation capabilities showed significant results. In the study, a research model was posed to relate company dynamic and innovation capabilities. One side of the model features the variables that are the determinants of dynamic capabilities defined through their factors, while the other side features the determinants of innovation capabilities pursuant to the official standards. With regard to the research model, five hypotheses were set. The study was performed in late 2014 on a representative sample of large and very large Croatian enterprises with a minimum of 250 employees. The research instrument was a questionnaire administered to company top management. For both variables, the position of the company was tested in comparison to industry competitors, on a fivepoint scale. In order to test the hypotheses, correlation tests were performed to determine whether there is a correlation between each individual factor of company dynamic capabilities with the existence of its innovation capabilities, in line with the research model. The results indicate a strong correlation between a company’s possession of dynamic capabilities in terms of their factors, due to the new multi-dimensional model presented in this paper, with its possession of innovation capabilities. Based on the results, all five hypotheses were accepted. Ultimately, it was concluded that there is a strong association between the dynamic and innovation capabilities of a company. 

Keywords: Dynamic capabilities, innovation capabilities, competitive advantage, business results.

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Authors: Mohd.F.Shabir, P. Tamilporai, B. Rajendra Prasath

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The fundamental aim of extended expansion concept is to achieve higher work done which in turn leads to higher thermal efficiency. This concept is compatible with the application of turbocharger and LHR engine. The Low Heat Rejection engine was developed by coating the piston crown, cylinder head inside with valves and cylinder liner with partially stabilized zirconia coating of 0.5 mm thickness. Extended expansion in diesel engines is termed as Miller cycle in which the expansion ratio is increased by reducing the compression ratio by modifying the inlet cam for late inlet valve closing. The specific fuel consumption reduces to an appreciable level and the thermal efficiency of the extended expansion turbocharged LHR engine is improved. In this work, a thermodynamic model was formulated and developed to simulate the LHR based extended expansion turbocharged direct injection diesel engine. It includes a gas flow model, a heat transfer model, and a two zone combustion model. Gas exchange model is modified by incorporating the Miller cycle, by delaying inlet valve closing timing which had resulted in considerable improvement in thermal efficiency of turbocharged LHR engines. The heat transfer model, calculates the convective and radiative heat transfer between the gas and wall by taking into account of the combustion chamber surface temperature swings. Using the two-zone combustion model, the combustion parameters and the chemical equilibrium compositions were determined. The chemical equilibrium compositions were used to calculate the Nitric oxide formation rate by assuming a modified Zeldovich mechanism. The accuracy of this model is scrutinized against actual test results from the engine. The factors which affect thermal efficiency and exhaust emissions were deduced and their influences were discussed. In the final analysis it is seen that there is an excellent agreement in all of these evaluations.

Keywords: Low Heat Rejection, Miller cycle.

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Authors: J. R. Wang, H. C. Chen, C. Shih, S. W. Chen, J. H. Yang, Y. Chiang

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In this study, we focus on the establishment of the analysis model for Maanshan PWR nuclear power plant (NPP) by using RADTRAD and SNAP codes with the FSAR, manuals, and other data. In order to evaluate the cumulative dose at the Exclusion Area Boundary (EAB) and Low Population Zone (LPZ) outer boundary, Maanshan NPP RADTRAD/SNAP model was used to perform the analysis of the DBA LOCA case. The analysis results of RADTRAD were similar to FSAR data. These analysis results were lower than the failure criteria of 10 CFR 100.11 (a total radiation dose to the whole body, 250 mSv; a total radiation dose to the thyroid from iodine exposure, 3000 mSv).

Keywords: RADionuclide, transport, removal, and dose estimation, RADTRAD, symbolic nuclear analysis package, SNAP, dose, PWR.

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Authors: Hosein Faramarzpour

Abstract:

This work presents the optimum operational conditions for a hydrogen-based micro-scale power source, using a verified mathematical model including fluid dynamics and reaction kinetics. Thereafter, the stable operational flame regime is pursued as a key factor in optimizing the design of micro-combustors. The results show that with increasing velocities, four H2 flame regimes develop in the micro-combustor, namely: 1) periodic ignition-extinction regime, 2) steady symmetric regime, 3) pulsating asymmetric regime, and 4) steady asymmetric regime. The first regime that appears in 0.8 m/s inlet velocity is a periodic ignition-extinction regime which is characterized by counter flows and tulip-shape flames. For flow velocity above 0.2 m/s, the flame shifts downstream, and the combustion regime switches to a steady symmetric flame where temperature increases considerably due to the increased rate of incoming energy. Further elevation in flow velocity up to 1 m/s leads to the pulsating asymmetric flame formation, which is associated with pulses in various flame properties such as temperature and species concentration. Further elevation in flow velocity up to 1 m/s leads to the pulsating asymmetric flame formation, which is associated with pulses in various flame properties such as temperature and species concentration. Ultimately, when the inlet velocity reached 1.2 m/s, the last regime was observed, and a steady asymmetric regime appeared.

Keywords: Thermophotovoltaic generator, micro combustor, micro power generator, combustion regimes, flame dynamic.

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Authors: Ndidi F. Amulu, Godian O. Mbah, Maxwel I. Onyiah, Callistus N. Ude

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Analysis of the properties of coconut (Cocos nucifera) and its oil was evaluated in this work using standard analytical techniques. The analyses carried out include proximate composition of the fruit, extraction of oil from the fruit using different process parameters and physicochemical analysis of the extracted oil. The results showed the percentage (%) moisture, crude lipid, crude protein, ash and carbohydrate content of the coconut as 7.59, 55.15, 5.65, 7.35 and 19.51 respectively. The oil from the coconut fruit was odourless and yellowish liquid at room temperature (30oC). The treatment combinations used (leaching time, leaching temperature and solute: solvent ratio) showed significant differences (P<0.05) in the yield of oil from coconut flour. The oil yield ranged between 36.25%-49.83%. Lipid indices of the coconut oil indicated the acid value (AV) as 10.05Na0H/g of oil, free fatty acid (FFA) as 5.03%, saponification values (SV) as 183.26mgKOH-1g of oil, iodine value (IV) as 81.00 I2/g of oil, peroxide value (PV) as 5.00 ml/ g of oil and viscosity (V) as 0.002. A standard statistical package minitab version 16.0 program was used in the regression analysis and analysis of variance (ANOVA). The statistical software mentioned above was also used to generate various plots such as single effect plot, interactions effect plot and contour plot. The response or yield of oil from the coconut flour was used to develop a mathematical model that correlates the yield to the process variables studied. The maximum conditions obtained that gave the highest yield of coconut oil were leaching time of 2hrs, leaching temperature of 50oC and solute/solvent ratio of 0.05g/ml.

Keywords: Coconut, oil-extraction, optimization, physicochemical, proximate.

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Authors: Tadashi Watanabe, Jinya Katsuyama, Akihiro Mano

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The estimation of leak flow rates through narrow cracks in structures is of importance for nuclear reactor safety, since the leak flow could be detected before occurrence of loss-of-coolant accidents. The two-phase critical leak flow rates are calculated using the system analysis code, and two representative non-homogeneous critical flow models, Henry-Fauske model and Ransom-Trapp model, are compared. The pressure decrease and vapor generation in the crack, and the leak flow rates are found to be larger for the Henry-Fauske model. It is shown that the leak flow rates are not affected by the structural temperature, but affected largely by the roughness of crack surface.

Keywords: Crack, critical flow, leak, roughness.

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Authors: Aomar Anane, Omar Chakrone, Loubna Moutaouekkil

Abstract:

As p-Laplacian equations have been widely applied in field of the fluid mechanics and nonlinear elastic mechanics, it is necessary to investigate the periodic solutions of functional differential equations involving the scalar p-Laplacian. By using Mawhin’s continuation theorem, we study the existence of periodic solutions for p-Laplacian neutral Rayleigh equation (ϕp(x(t)−c(t)x(t − r))) + f(x(t)) + g1(x(t − τ1(t, |x|∞))) + β(t)g2(x(t − τ2(t, |x|∞))) = e(t), It is meaningful that the functions c(t) and β(t) are allowed to change signs in this paper, which are different from the corresponding ones of known literature.

Keywords: periodic solution, neutral Rayleigh equation, variable sign, Deviating argument, p-Laplacian, Mawhin’s continuation.

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Authors: Jin Zhang, Wing Lon Ng

Abstract:

In recent years, copulas have become very popular in financial research and actuarial science as they are more flexible in modelling the co-movements and relationships of risk factors as compared to the conventional linear correlation coefficient by Pearson. However, a precise estimation of the copula parameters is vital in order to correctly capture the (possibly nonlinear) dependence structure and joint tail events. In this study, we employ two optimization heuristics, namely Differential Evolution and Threshold Accepting to tackle the parameter estimation of multivariate t distribution models in the EML approach. Since the evolutionary optimizer does not rely on gradient search, the EML approach can be applied to estimation of more complicated copula models such as high-dimensional copulas. Our experimental study shows that the proposed method provides more robust and more accurate estimates as compared to the IFM approach.

Keywords: Copula Models, Student t Copula, Parameter Inference, Differential Evolution, Threshold Accepting.

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Authors: Odón R. Sánchez-Ccoyllo, Elizabeth Ayma-Choque, Alan Llacza

Abstract:

Sulphur dioxide (SO₂) and surface-ozone (O₃) concentrations are associated with diseases. The objective of this research is to evaluate the effectiveness of the air-quality Weather Research and Forecasting model coupled to Chemistry (WRF-Chem) model with a horizontal resolution of 5 km x 5 km. For this purpose, the measurements of the hourly SO₂ and O₃ concentrations available in three air quality monitoring stations in Lima, Peru were used for the purpose of validating the simulations of the SO₂ and O₃ concentrations obtained with the WRF-Chem model in February 2018. For the quantitative evaluation of the simulations of these gases, statistical techniques were implemented, such as the average of the simulations; the average of the measurements; the Mean Bias (MeB); the Mean Error (MeE); and the Root Mean Square Error (RMSE). The results of these statistical metrics indicated that the simulated SO₂ and O₃ values over-predicted the SO₂ and O₃ measurements. For the SO₂ concentration, the MeB values varied from 0.58 to 26.35 µg/m³; the MeE values varied from 8.75 to 26.5 µg/m³; the RMSE values varied from 13.3 to 31.79 µg/m³; while for O₃ concentrations the statistical values of the MeB varied from 37.52 to 56.29 µg/m³; the MeE values varied from 37.54 to 56.70 µg/m³; the RMSE values varied from 43.05 to 69.56 µg/m³.

Keywords: Ground-ozone, Lima, Sulphur dioxide, WRF-Chem.

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Authors: J. Cheeneebash, K. B. Lallmamode, A. Gopaul

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Throughout this paper, a relatively new technique, the Tabu search variable selection model, is elaborated showing how it can be efficiently applied within the financial world whenever researchers come across the selection of a subset of variables from a whole set of descriptive variables under analysis. In the field of financial prediction, researchers often have to select a subset of variables from a larger set to solve different type of problems such as corporate bankruptcy prediction, personal bankruptcy prediction, mortgage, credit scoring and the Arbitrage Pricing Model (APM). Consequently, to demonstrate how the method operates and to illustrate its usefulness as well as its superiority compared to other commonly used methods, the Tabu search algorithm for variable selection is compared to two main alternative search procedures namely, the stepwise regression and the maximum R 2 improvement method. The Tabu search is then implemented in finance; where it attempts to predict corporate bankruptcy by selecting the most appropriate financial ratios and thus creating its own prediction score equation. In comparison to other methods, mostly the Altman Z-Score model, the Tabu search model produces a higher success rate in predicting correctly the failure of firms or the continuous running of existing entities.

Keywords: Predicting Bankruptcy, Tabu Search

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Authors: M. Amberg, M. Gepp, S. Horn

Abstract:

In today-s economy plant engineering faces many challenges. For instance the intensifying competition in this business is leading to cost competition and needs for a shorter time-to-market. To remain competitive companies need to make their businesses more profitable by implementing improvement programs such as standardization projects. But they have difficulties to tap their full economic potential for various reasons. One of them is non-holistic planning and implementation of standardization projects. This paper describes a new conceptual framework - the layer-model. The model combines and expands existing proven approaches in order to improve design, implementation and management of standardization projects. Based on a holistic approach it helps to systematically analyze the effects of standardization projects on different business layers and enables companies to better seize the opportunities offered by standardization.

Keywords: layer model, plant engineering, standardization.

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