Search results for: Colour models
2352 Robust Numerical Scheme for Pricing American Options under Jump Diffusion Models
Authors: Salah Alrabeei, Mohammad Yousuf
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The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. However, most of the option pricing models have no analytical solution. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.Keywords: Integral differential equations, American options, jump–diffusion model, rational approximation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5462351 The Use of Performance Indicators for Evaluating Models of Drying Jackfruit (Artocarpus heterophyllus L.): Page, Midilli, and Lewis
Authors: D. S. C. Soares, D. G. Costa, J. T. S., A. K. S. Abud, T. P. Nunes, A. M. Oliveira Júnior
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Mathematical models of drying are used for the purpose of understanding the drying process in order to determine important parameters for design and operation of the dryer. The jackfruit is a fruit with high consumption in the Northeast and perishability. It is necessary to apply techniques to improve their conservation for longer in order to diffuse it by regions with low consumption. This study aimed to analyze several mathematical models (Page, Lewis, and Midilli) to indicate one that best fits the conditions of convective drying process using performance indicators associated with each model: accuracy (Af) and noise factors (Bf), mean square error (RMSE) and standard error of prediction (% SEP). Jackfruit drying was carried out in convective type tray dryer at a temperature of 50°C for 9 hours. It is observed that the model Midili was more accurate with Af: 1.39, Bf: 1.33, RMSE: 0.01%, and SEP: 5.34. However, the use of the Model Midilli is not appropriate for purposes of control process due to need four tuning parameters. With the performance indicators used in this paper, the Page model showed similar results with only two parameters. It is concluded that the best correlation between the experimental and estimated data is given by the Page’s model.
Keywords: Drying, models, jackfruit.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24142350 Analysis of Textual Data Based On Multiple 2-Class Classification Models
Authors: Shigeaki Sakurai, Ryohei Orihara
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This paper proposes a new method for analyzing textual data. The method deals with items of textual data, where each item is described based on various viewpoints. The method acquires 2- class classification models of the viewpoints by applying an inductive learning method to items with multiple viewpoints. The method infers whether the viewpoints are assigned to the new items or not by using the models. The method extracts expressions from the new items classified into the viewpoints and extracts characteristic expressions corresponding to the viewpoints by comparing the frequency of expressions among the viewpoints. This paper also applies the method to questionnaire data given by guests at a hotel and verifies its effect through numerical experiments.
Keywords: Text mining, Multiple viewpoints, Differential analysis, Questionnaire data
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12792349 Comparison of different Channel Modeling Techniques used in the BPLC Systems
Authors: Justinian Anatory, Nelson Theethayi
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The paper compares different channel models used for modeling Broadband Power-Line Communication (BPLC) system. The models compared are Zimmermann and Dostert, Philipps, Anatory et al and Anatory et al generalized Transmission Line (TL) model. The validity of each model was compared in time domain with ATP-EMTP software which uses transmission line approach. It is found that for a power-line network with minimum number of branches all the models give similar signal/pulse time responses compared with ATP-EMTP software; however, Zimmermann and Dostert model indicates the same amplitude but different time delay. It is observed that when the numbers of branches are increased only generalized TL theory approach results are comparable with ATPEMTP results. Also the Multi-Carrier Spread Spectrum (MC-SS) system was applied to check the implication of such behavior on the modulation schemes. It is observed that using Philipps on the underground cable can predict the performance up to 25dB better than other channel models which can misread the actual performance of the system. Also modified Zimmermann and Dostert under multipath can predict a better performance of about 5dB better than the actual predicted by Generalized TL theory. It is therefore suggested for a realistic BPLC system design and analyses the model based on generalized TL theory be used.Keywords: Broadband Power line Channel Models, loadimpedance, Branched network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18072348 Vision Based Hand Gesture Recognition Using Generative and Discriminative Stochastic Models
Authors: Mahmoud Elmezain, Samar El-shinawy
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Many approaches to pattern recognition are founded on probability theory, and can be broadly characterized as either generative or discriminative according to whether or not the distribution of the image features. Generative and discriminative models have very different characteristics, as well as complementary strengths and weaknesses. In this paper, we study these models to recognize the patterns of alphabet characters (A-Z) and numbers (0-9). To handle isolated pattern, generative model as Hidden Markov Model (HMM) and discriminative models like Conditional Random Field (CRF), Hidden Conditional Random Field (HCRF) and Latent-Dynamic Conditional Random Field (LDCRF) with different number of window size are applied on extracted pattern features. The gesture recognition rate is improved initially as the window size increase, but degrades as window size increase further. Experimental results show that the LDCRF is the best in terms of results than CRF, HCRF and HMM at window size equal 4. Additionally, our results show that; an overall recognition rates are 91.52%, 95.28%, 96.94% and 98.05% for CRF, HCRF, HMM and LDCRF respectively.
Keywords: Statistical Pattern Recognition, Generative Model, Discriminative Model, Human Computer Interaction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29162347 Dynamic Load Modeling for KHUZESTAN Power System Voltage Stability Studies
Authors: M. Sedighizadeh, A. Rezazadeh
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Based on the component approach, three kinds of dynamic load models, including a single –motor model, a two-motor model and composite load model have been developed for the stability studies of Khuzestan power system. The study results are presented in this paper. Voltage instability is a dynamic phenomenon and therefore requires dynamic representation of the power system components. Industrial loads contain a large fraction of induction machines. Several models of different complexity are available for the description investigations. This study evaluates the dynamic performances of several dynamic load models in combination with the dynamics of a load changing transformer. Case study is steel industrial substation in Khuzestan power systems.Keywords: Dynamic load, modeling, Voltage Stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18482346 Stochastic Learning Algorithms for Modeling Human Category Learning
Authors: Toshihiko Matsuka, James E. Corter
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Most neural network (NN) models of human category learning use a gradient-based learning method, which assumes that locally-optimal changes are made to model parameters on each learning trial. This method tends to under predict variability in individual-level cognitive processes. In addition many recent models of human category learning have been criticized for not being able to replicate rapid changes in categorization accuracy and attention processes observed in empirical studies. In this paper we introduce stochastic learning algorithms for NN models of human category learning and show that use of the algorithms can result in (a) rapid changes in accuracy and attention allocation, and (b) different learning trajectories and more realistic variability at the individual-level.Keywords: category learning, cognitive modeling, radial basis function, stochastic optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16192345 Personal Information Classification Based on Deep Learning in Automatic Form Filling System
Authors: Shunzuo Wu, Xudong Luo, Yuanxiu Liao
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Recently, the rapid development of deep learning makes artificial intelligence (AI) penetrate into many fields, replacing manual work there. In particular, AI systems also become a research focus in the field of automatic office. To meet real needs in automatic officiating, in this paper we develop an automatic form filling system. Specifically, it uses two classical neural network models and several word embedding models to classify various relevant information elicited from the Internet. When training the neural network models, we use less noisy and balanced data for training. We conduct a series of experiments to test my systems and the results show that our system can achieve better classification results.Keywords: Personal information, deep learning, auto fill, NLP, document analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8372344 Elastic and Plastic Collision Comparison Using Finite Element Method
Authors: Gustavo Rodrigues, Hans Weber, Larissa Driemeier
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The prevision of post-impact conditions and the behavior of the bodies during the impact have been object of several collision models. The formulation from Hertz’s theory is generally used dated from the 19th century. These models consider the repulsive force as proportional to the deformation of the bodies under contact and may consider it proportional to the rate of deformation. The objective of the present work is to analyze the behavior of the bodies during impact using the Finite Element Method (FEM) with elastic and plastic material models. The main parameters to evaluate are, the contact force, the time of contact and the deformation of the bodies. An advantage of using the FEM approach is the possibility to apply a plastic deformation to the model according to the material definition: there will be used Johnson–Cook plasticity model whose parameters are obtained through empirical tests of real materials. This model allows analyzing the permanent deformation caused by impact, phenomenon observed in real world depending on the forces applied to the body. These results are compared between them and with the model-based Hertz theory.
Keywords: Collision, finite element method, Hertz’s Theory, impact models.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7612343 A Study on Behaviour of Normal Strength Concrete and High Strength Concrete Subjected to Elevated Temperatures
Authors: C. B. K.Rao, Rooban Kumar
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Cement concrete is a complex mixture of different materials. Behaviour of concrete depends on its mix proportions and constituents when it is subjected to elevated temperatures. Principal effects due to elevated temperatures are loss in compressive strength, loss in weight or mass, change in colour and spall of concrete. The experimental results of normal concrete and high strength concrete subjected elevated temperatures at 200°C, 400°C, 600°C, and 800°C and different cooling regimes viz. air cooling, water quenching on different grade of concrete are reported in this paper.
Keywords: High strength concrete, Normal strength concrete, Elevated Temperature, Loss of mass.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 37662342 Analytical and Experimental Study on the Effect of Air-Core Coil Parameters on Magnetic Force Used in a Linear Optical Scanner
Authors: Loke Kean Koay, Horizon Gitano-Briggs, Mani Maran Ratnam
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Today air-core coils (ACC) are a viable alternative to ferrite-core coils in a range of applications due to their low induction effect. An analytical study was carried out and the results were used as a guide to understand the relationship between the magnet-coil distance and the resulting attractive magnetic force. Four different ACC models were fabricated for experimental study. The variation in the models included the dimensions, the number of coil turns and the current supply to the coil. Comparison between the analytical and experimental results for all the models shows an average discrepancy of less than 10%. An optimized ACC design was selected for the scanner which can provide maximum magnetic force.Keywords: Air-Core Coils, Electromagnetic, Linear Optical Scanner
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13672341 Performance Analysis of Software Reliability Models using Matrix Method
Authors: RajPal Garg, Kapil Sharma, Rajive Kumar, R. K. Garg
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This paper presents a computational methodology based on matrix operations for a computer based solution to the problem of performance analysis of software reliability models (SRMs). A set of seven comparison criteria have been formulated to rank various non-homogenous Poisson process software reliability models proposed during the past 30 years to estimate software reliability measures such as the number of remaining faults, software failure rate, and software reliability. Selection of optimal SRM for use in a particular case has been an area of interest for researchers in the field of software reliability. Tools and techniques for software reliability model selection found in the literature cannot be used with high level of confidence as they use a limited number of model selection criteria. A real data set of middle size software project from published papers has been used for demonstration of matrix method. The result of this study will be a ranking of SRMs based on the Permanent value of the criteria matrix formed for each model based on the comparison criteria. The software reliability model with highest value of the Permanent is ranked at number – 1 and so on.Keywords: Matrix method, Model ranking, Model selection, Model selection criteria, Software reliability models.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23062340 Microscopic Emission and Fuel Consumption Modeling for Light-duty Vehicles Using Portable Emission Measurement System Data
Authors: Wei Lei, Hui Chen, Lin Lu
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Microscopic emission and fuel consumption models have been widely recognized as an effective method to quantify real traffic emission and energy consumption when they are applied with microscopic traffic simulation models. This paper presents a framework for developing the Microscopic Emission (HC, CO, NOx, and CO2) and Fuel consumption (MEF) models for light-duty vehicles. The variable of composite acceleration is introduced into the MEF model with the purpose of capturing the effects of historical accelerations interacting with current speed on emission and fuel consumption. The MEF model is calibrated by multivariate least-squares method for two types of light-duty vehicle using on-board data collected in Beijing, China by a Portable Emission Measurement System (PEMS). The instantaneous validation results shows the MEF model performs better with lower Mean Absolute Percentage Error (MAPE) compared to other two models. Moreover, the aggregate validation results tells the MEF model produces reasonable estimations compared to actual measurements with prediction errors within 12%, 10%, 19%, and 9% for HC, CO, NOx emissions and fuel consumption, respectively.Keywords: Emission, Fuel consumption, Light-duty vehicle, Microscopic, Modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19922339 The Reconstruction New Agegraphic and Gauss- Bonnet Dark Energy Models with a Special Power Law Expasion
Authors: V. Fayaz , F. Felegary
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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
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14812338 Modelling of Soil Structure Interaction of Integral Abutment Bridges
Authors: Thevaneyan K. David, John P. Forth
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Integral Abutment Bridges (IAB) are defined as simple or multiple span bridges in which the bridge deck is cast monolithically with the abutment walls. This kind of bridges are becoming very popular due to different aspects such as good response under seismic loading, low initial costs, elimination of bearings, and less maintenance. However the main issue related to the analysis of this type of structures is dealing with soil-structure interaction of the abutment walls and the supporting piles. Various soil constitutive models have been used in studies of soil-structure interaction in this kind of structures by researchers. This paper is an effort to review the implementation of various finite elements model which explicitly incorporates the nonlinear soil and linear structural response considering various soil constitutive models and finite element mesh.Keywords: Constitutive Models, FEM, Integral AbutmentBridges, Soil-structure Interactions
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 47102337 A Novel Approach to Image Compression of Colour Images by Plane Reduction Technique
Authors: K.Sowmyan, A.Siddarth, D.Menaka
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Several methods have been proposed for color image compression but the reconstructed image had very low signal to noise ratio which made it inefficient. This paper describes a lossy compression technique for color images which overcomes the drawbacks. The technique works on spatial domain where the pixel values of RGB planes of the input color image is mapped onto two dimensional planes. The proposed technique produced better results than JPEG2000, 2DPCA and a comparative study is reported based on the image quality measures such as PSNR and MSE.Experiments on real time images are shown that compare this methodology with previous ones and demonstrate its advantages.Keywords: Color Image compression, spatial domain, planereduction, root mean square, image restoration
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16212336 Validation and Projections for Solar Radiation up to 2100: HadGEM2-AO Global Circulation Model
Authors: Elison Eduardo Jardim Bierhals, Claudineia Brazil, Deivid Pires, Rafael Haag, Elton Gimenez Rossini
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The objective of this work is to evaluate the results of solar radiation projections between 2006 and 2013 for the state of Rio Grande do Sul, Brazil. The projections are provided by the General Circulation Models (MCGs) belonging to the Coupled Model Intercomparison Phase 5 (CMIP5). In all, the results of the simulation of six models are evaluated, compared to monthly data, measured by a network of thirteen meteorological stations of the National Meteorological Institute (INMET). The performance of the models is evaluated by the Nash coefficient and the Bias. The results are presented in the form of tables, graphs and spatialization maps. The ACCESS1-0 RCP 4.5 model presented the best results for the solar radiation simulations, for the most optimistic scenario, in much of the state. The efficiency coefficients (CEF) were between 0.95 and 0.98. In the most pessimistic scenario, HADGen2-AO RCP 8.5 had the best accuracy among the analyzed models, presenting coefficients of efficiency between 0.94 and 0.98. From this validation, solar radiation projection maps were elaborated, indicating a seasonal increase of this climatic variable in some regions of the Brazilian territory, mainly in the spring.
Keywords: climate change, projections, solar radiation, validation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8422335 Importance of Hardware Systems and Circuits in Secure Software Development Life Cycle
Authors: Mir Shahriar Emami
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Although it is fully impossible to ensure that a software system is quite secure, developing an acceptable secure software system in a convenient platform is not unreachable. In this paper, we attempt to analyze software development life cycle (SDLC) models from the hardware systems and circuits point of view. To date, the SDLC models pay merely attention to the software security from the software perspectives. In this paper, we present new features for SDLC stages to emphasize the role of systems and circuits in developing secure software system through the software development stages, the point that has not been considered previously in the SDLC models.
Keywords: Systems and circuits security, software security, software process engineering, SDLC, SSDLC.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17242334 The Relationship of Anthocyanins with Color of Organically and Conventionally Cultivated Potatoes
Authors: I. Murniece, L. Tomsone, I. Skrabule, A. Vaivode
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Many of the compounds present in potato are important because of their beneficial effects on health, therefore, are highly desirable in the human diet. Potato tubers contain significant amounts of anthocyanins. The aim of this research was to determine the content of anthocyanins and its relationship with the colour of organically and conventionally cultivated potato varieties. In the research eight potato samples of three potato varieties were analyzed on anthocyanins, dry matter content and color. Obtained results show that there was no significant influence on amount of anthocyanins between different cultivation environments (p>0.05) while between varieties – significant difference (p<0.05). Strong correlation between the amount of anthocyanins and color was determined.
Keywords: Potato variety, anthocyanins, organic, conventional, dry matter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23152333 Energy Performance of Buildings Due to Downscaled Seasonal Models
Authors: Anastasia K. Eleftheriadou, Athanasios Sfetsos, Nikolaos Gounaris
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The current paper presents an extensive bottom-up framework for assessing building sector-specific vulnerability to climate change: energy supply and demand. The research focuses on the application of downscaled seasonal models for estimating energy performance of buildings in Greece. The ARW-WRF model has been set-up and suitably parameterized to produce downscaled climatological fields for Greece, forced by the output of the CFSv2 model. The outer domain, D01/Europe, included 345 x 345 cells of horizontal resolution 20 x 20 km2 and the inner domain, D02/Greece, comprised 180 x 180 cells of 5 x 5 km2 horizontal resolution. The model run has been setup for a period with a forecast horizon of 6 months, storing outputs on a six hourly basis.Keywords: Urban environment, vulnerability, climate change, energy performance, seasonal forecast models.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17302332 Wind Fragility of Window Glass in 10-Story Apartment with Two Different Window Models
Authors: Viriyavudh Sim, WooYoung Jung
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Damage due to high wind is not limited to load resistance components such as beam and column. The majority of damage is due to breach in the building envelope such as broken roof, window, and door. In this paper, wind fragility of window glass in residential apartment was determined to compare the difference between two window configuration models. Monte Carlo Simulation method had been used to derive damage data and analytical fragilities were constructed. Fragility of window system showed that window located in leeward wall had higher probability of failure, especially those close to the edge of structure. Between the two window models, Model 2 had higher probability of failure, this was due to the number of panel in this configuration.
Keywords: Wind fragility, glass window, high rise apartment, Monte Carlo Simulation method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12092331 The Data Mining usage in Production System Management
Authors: Pavel Vazan, Pavol Tanuska, Michal Kebisek
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The paper gives the pilot results of the project that is oriented on the use of data mining techniques and knowledge discoveries from production systems through them. They have been used in the management of these systems. The simulation models of manufacturing systems have been developed to obtain the necessary data about production. The authors have developed the way of storing data obtained from the simulation models in the data warehouse. Data mining model has been created by using specific methods and selected techniques for defined problems of production system management. The new knowledge has been applied to production management system. Gained knowledge has been tested on simulation models of the production system. An important benefit of the project has been proposal of the new methodology. This methodology is focused on data mining from the databases that store operational data about the production process.Keywords: data mining, data warehousing, management of production system, simulation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 34642330 Optimal Calculation of Partial Transmission Ratios of Four-Step Helical Gearboxes for Getting Minimal Gearbox Length
Authors: Vu Ngoc Pi
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This paper presents a new study on the applications of optimization and regression analysis techniques for optimal calculation of partial ratios of four-step helical gearboxes for getting minimal gearbox length. In the paper, basing on the moment equilibrium condition of a mechanic system including four gear units and their regular resistance condition, models for determination of the partial ratios of the gearboxes are proposed. In particular, explicit models for calculation of the partial ratios are proposed by using regression analysis. Using these models, the determination of the partial ratios is accurate and simple.Keywords: Gearbox design; optimal design; helical gearbox, transmission ratio.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20772329 Continuous Threshold Prey Harvesting in Predator-Prey Models
Authors: Jonathan Bohn, Jorge Rebaza, Kaitlin Speer
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The dynamics of a predator-prey model with continuous threshold policy harvesting functions on the prey is studied. Theoretical and numerical methods are used to investigate boundedness of solutions, existence of bionomic equilibria, and the stability properties of coexistence equilibrium points and periodic orbits. Several bifurcations as well as some heteroclinic orbits are computed.Keywords: Predator-prey models, threshold harvesting, dynamicalsystems
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22952328 Non-destructive Watermelon Ripeness Determination Using Image Processing and Artificial Neural Network (ANN)
Authors: Shah Rizam M. S. B., Farah Yasmin A.R., Ahmad Ihsan M. Y., Shazana K.
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Agriculture products are being more demanding in market today. To increase its productivity, automation to produce these products will be very helpful. The purpose of this work is to measure and determine the ripeness and quality of watermelon. The textures on watermelon skin will be captured using digital camera. These images will be filtered using image processing technique. All these information gathered will be trained using ANN to determine the watermelon ripeness accuracy. Initial results showed that the best model has produced percentage accuracy of 86.51%, when measured at 32 hidden units with a balanced percentage rate of training dataset.Keywords: Artificial Neural Network (ANN), Digital ImageProcessing, YCbCr Colour Space, Watermelon Ripeness.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29352327 A Systemic Maturity Model
Authors: Emir H. Pernet, Jeimy J. Cano
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Maturity models, used descriptively to explain changes in reality or normatively to guide managers to make interventions to make organizations more effective and efficient, are based on the principles of statistical quality control and PDCA continuous improvement (Plan, Do, Check, Act). Some frameworks developed over the concept of maturity models include COBIT, CMM, and ITIL. This paper presents some limitations of traditional maturity models, most of them related to the mechanistic and reductionist principles over which those models are built. As systems theory helps the understanding of the dynamics of organizations and organizational change, the development of a systemic maturity model can help to overcome some of those limitations. This document proposes a systemic maturity model, based on a systemic conceptualization of organizations, focused on the study of the functioning of the parties, the relationships among them, and their behavior as a whole. The concept of maturity from the system theory perspective is conceptually defined as an emergent property of the organization, which arises as a result of the degree of alignment and integration of their processes. This concept is operationalized through a systemic function that measures the maturity of organizations, and finally validated by the measuring of maturity in some organizations. For its operationalization and validation, the model was applied to measure the maturity of organizational Governance, Risk and Compliance (GRC) processes.
Keywords: GRC, Maturity Model, Systems Theory, Viable System Model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26882326 Variability of Hydrological Modeling of the Blue Nile
Authors: Abeer Samy, Oliver C. Saavedra Valeriano, Abdelazim Negm
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The Blue Nile Basin is the most important tributary of the Nile River. Egypt and Sudan are almost dependent on water originated from the Blue Nile. This multi-dependency creates conflicts among the three countries Egypt, Sudan, and Ethiopia making the management of these conflicts as an international issue. Good assessment of the water resources of the Blue Nile is an important to help in managing such conflicts. Hydrological models are good tool for such assessment. This paper presents a critical review of the nature and variability of the climate and hydrology of the Blue Nile Basin as a first step of using hydrological modeling to assess the water resources of the Blue Nile. Many several attempts are done to develop basin-scale hydrological modeling on the Blue Nile. Lumped and semi distributed models used averages of meteorological inputs and watershed characteristics in hydrological simulation, to analyze runoff for flood control and water resource management. Distributed models include the temporal and spatial variability of catchment conditions and meteorological inputs to allow better representation of the hydrological process. The main challenge of all used models was to assess the water resources of the basin is the shortage of the data needed for models calibration and validation. It is recommended to use distributed model for their higher accuracy to cope with the great variability and complexity of the Blue Nile basin and to collect sufficient data to have more sophisticated and accurate hydrological modeling.
Keywords: Blue Nile Basin, Climate Change, Hydrological Modeling, Watershed.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30662325 A Comparative Study of Force Prediction Models during Static Bending Stage for 3-Roller Cone Frustum Bending
Authors: Mahesh Chudasama, Harit Raval
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Conical sections and shells of metal plates manufactured by 3-roller conical bending process are widely used in the industries. The process is completed by first bending the metal plates statically and then dynamic roller bending sequentially. It is required to have an analytical model to get maximum bending force, for optimum design of the machine, for static bending stage. Analytical models assuming various stress conditions are considered and these analytical models are compared considering various parameters and reported in this paper. It is concluded from the study that for higher bottom roller inclination, the shear stress affects greatly to the static bending force whereas for lower bottom roller inclination it can be neglected.
Keywords: Roller-bending, static-bending, stress-conditions, analytical-modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10372324 Suitability of Black Box Approaches for the Reliability Assessment of Component-Based Software
Authors: Anjushi Verma, Tirthankar Gayen
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Although, reliability is an important attribute of quality, especially for mission critical systems, yet, there does not exist any versatile model even today for the reliability assessment of component-based software. The existing Black Box models are found to make various assumptions which may not always be realistic and may be quite contrary to the actual behaviour of software. They focus on observing the manner in which the system behaves without considering the structure of the system, the components composing the system, their interconnections, dependencies, usage frequencies, etc.As a result, the entropy (uncertainty) in assessment using these models is much high.Though, there are some models based on operation profile yet sometimes it becomes extremely difficult to obtain the exact operation profile concerned with a given operation. This paper discusses the drawbacks, deficiencies and limitations of Black Box approaches from the perspective of various authors and finally proposes a conceptual model for the reliability assessment of software.
Keywords: Black Box, faults, failure, software reliability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13712323 Operations Research Applications in Audit Planning and Scheduling
Authors: Abdel-Aziz M. Mohamed
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This paper presents a state-of-the-art survey of the operations research models developed for internal audit planning. Two alternative approaches have been followed in the literature for audit planning: (1) identifying the optimal audit frequency; and (2) determining the optimal audit resource allocation. The first approach identifies the elapsed time between two successive audits, which can be presented as the optimal number of audits in a given planning horizon, or the optimal number of transactions after which an audit should be performed. It also includes the optimal audit schedule. The second approach determines the optimal allocation of audit frequency among all auditable units in the firm. In our review, we discuss both the deterministic and probabilistic models developed for audit planning. In addition, game theory models are reviewed to find the optimal auditing strategy based on the interactions between the auditors and the clients.Keywords: Operations research applications, audit frequency, audit planning, audit-staff scheduling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2915