Search results for: Dynamic Thermal Model

Authors: Prathuang Usaborisut, Dithaporn Thungsotanon

Abstract:

Soil compaction induced by a tractor towing trailer becomes a major problem associated to sugarcane productivity. Soil beneath the tractor’s tire is not only under compressing stress but also shearing stress. Therefore, in order to help to understand such effects on soil, this research aimed to determine stress state in soil and predict compaction of soil under a tractive tire. The octahedral stress ratios under the tires were higher than one and much higher under higher draft forces. Moreover, the ratio was increasing with increase of number of tire’s passage. Soil compaction model was developed using data acquired from triaxial tests. The model was then used to predict soil bulk density under tractive tire. The maximum error was about 4% at 15 cm depth under lower draft force and tended to increase with depth and draft force. At depth of 30 cm and under higher draft force, the maximum error was about 16%.

Keywords: Draft force, soil compaction model, stress state, tractive tire.

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Authors: Xiaoshu Lu, Päivi Leino-Arjas, Kustaa Piha, Akseli Aittomäki, Peppiina Saastamoinen, Ossi Rahkonen, Eero Lahelma

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Sickness absence represents a major economic and social issue. Analysis of sick leave data is a recurrent challenge to analysts because of the complexity of the data structure which is often time dependent, highly skewed and clumped at zero. Ignoring these features to make statistical inference is likely to be inefficient and misguided. Traditional approaches do not address these problems. In this study, we discuss model methodologies in terms of statistical techniques for addressing the difficulties with sick leave data. We also introduce and demonstrate a new method by performing a longitudinal assessment of long-term absenteeism using a large registration dataset as a working example available from the Helsinki Health Study for municipal employees from Finland during the period of 1990-1999. We present a comparative study on model selection and a critical analysis of the temporal trends, the occurrence and degree of long-term sickness absences among municipal employees. The strengths of this working example include the large sample size over a long follow-up period providing strong evidence in supporting of the new model. Our main goal is to propose a way to select an appropriate model and to introduce a new methodology for analysing sickness absence data as well as to demonstrate model applicability to complicated longitudinal data.

Keywords: Sickness absence, longitudinal data, methodologies, mix-distribution model.

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

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The zero inflated models are usually used in modeling count data with excess zeros where the existence of the excess zeros could be structural zeros or zeros which occur by chance. These type of data are commonly found in various disciplines such as finance, insurance, biomedical, econometrical, ecology, and health sciences which involve sex and health dental epidemiology. The most popular zero inflated models used by many researchers are zero inflated Poisson and zero inflated negative binomial models. In addition, zero inflated generalized Poisson and zero inflated double Poisson models are also discussed and found in some literature. Recently zero inflated inverse trinomial model and zero inflated strict arcsine models are advocated and proven to serve as alternative models in modeling overdispersed count data caused by excessive zeros and unobserved heterogeneity. The purpose of this paper is to review some related literature and provide a variety of examples from different disciplines in the application of zero inflated models. Different model selection methods used in model comparison are discussed.

Keywords: Overdispersed count data, model selection methods, likelihood ratio, AIC, BIC.

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Authors: Devanjan Bhattacharya, Jitka Komarkova

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The research describes the implementation of a novel and stand-alone system for dynamic hazard warning. The system uses all existing infrastructure already in place like mobile networks, a laptop/PC and the small installation software. The geospatial dataset are the maps of a region which are again frugal. Hence there is no need to invest and it reaches everyone with a mobile. A novel architecture of hazard assessment and warning introduced where major technologies in ICT interfaced to give a unique WebGIS based dynamic real time geohazard warning communication system. A never before architecture introduced for integrating WebGIS with telecommunication technology. Existing technologies interfaced in a novel architectural design to address a neglected domain in a way never done before – through dynamically updatable WebGIS based warning communication. The work publishes new architecture and novelty in addressing hazard warning techniques in sustainable way and user friendly manner. Coupling of hazard zonation and hazard warning procedures into a single system has been shown. Generalized architecture for deciphering a range of geo-hazards has been developed. Hence the developmental work presented here can be summarized as the development of internet-SMS based automated geo-hazard warning communication system; integrating a warning communication system with a hazard evaluation system; interfacing different open-source technologies towards design and development of a warning system; modularization of different technologies towards development of a warning communication system; automated data creation, transformation and dissemination over different interfaces. The architecture of the developed warning system has been functionally automated as well as generalized enough that can be used for any hazard and setup requirement has been kept to a minimum.

Keywords: Geospatial, web-based GIS, geohazard, warning system.

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Authors: Chuang-Chun Chiou, Chien-Ju Liu, Jenteng Tsai

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Due to the rise of aging population, effective utilization of healthcare resources has become an important issue. With the advance of ICT technology, the application of tele-healthcare service has received more attention than ever. The main purpose of this research is to investigate how to conduct innovative design for tele-healthcare service based on user-s perspectives. First, the healthcare service blueprint was used to describe the processes of tele-healthcare service delivery, and then construct PZB service quality gap model based on the literature and practitioners- interviews. Next, TRIZ theory is applied to implement service innovation. We found the proposed service innovation procedures can effectively improve the quality of service design.

Keywords: Tele-homecare, Service blueprint, TRIZ, PZB model

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Authors: Suresh Sahu, Abhijeet M. Vaidya, Naresh K. Maheshwari

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The efforts to understand the heat transfer behavior of supercritical water in supercritical water cooled reactor (SCWR) are ongoing worldwide to fulfill the future energy demand. The higher thermal efficiency of these reactors compared to a conventional nuclear reactor is one of the driving forces for attracting the attention of nuclear scientists. In this work, a solution procedure has been described for solving supercritical fluid flow problems in complex geometries. The solution procedure is based on non-staggered grid. All governing equations are discretized by finite volume method (FVM) in curvilinear coordinate system. Convective terms are discretized by first-order upwind scheme and central difference approximation has been used to discretize the diffusive parts. k-ε turbulence model with standard wall function has been employed. SIMPLE solution procedure has been implemented for the curvilinear coordinate system. Based on this solution method, 3-D Computational Fluid Dynamics (CFD) code has been developed. In order to demonstrate the capability of this CFD code in supercritical fluid flows, heat transfer to supercritical water in circular tubes has been considered as a test problem. Results obtained by code have been compared with experimental results reported in literature.

Keywords: Curvilinear coordinate, body-fitted mesh, momentum interpolation, non-staggered grid, supercritical fluids.

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Authors: Faisal Asad Aburub

Abstract:

Many organizations are investing in web applications and technologies in order to be competitive, some of them could not achieve its goals. The quality of web-based applications could play an important role for organizations to be competitive. So the aim of this study is to investigate the impact of quality of web-based applications to achieve a competitive advantage. A new model has been developed. An empirical investigation was performed on a banking sector in Jordan to test the new model. The results show that impact of web-based applications on competitive advantage is significant. Finally, further work is planned to validate and evaluate the proposed model using several domains.

Keywords: Competitive advantage, web-based applications, empirical investigation.

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Authors: Youngjae Jin, Daeshik Kim

Abstract:

This paper describes a cycle accurate simulation results of weight values learned by an auto-encoder behavior model in terms of pre-route simulation. Given the results we visualized the first layer representations with natural images. Many common deep learning threads have focused on learning high-level abstraction of unlabeled raw data by unsupervised feature learning. However, in the process of handling such a huge amount of data, the learning method’s computation complexity and time limited advanced research. These limitations came from the fact these algorithms were computed by using only single core CPUs. For this reason, parallel-based hardware, FPGAs, was seen as a possible solution to overcome these limitations. We adopted and simulated the ready-made auto-encoder to design a behavior model in VerilogHDL before designing hardware. With the auto-encoder behavior model pre-route simulation, we obtained the cycle accurate results of the parameter of each hidden layer by using MODELSIM. The cycle accurate results are very important factor in designing a parallel-based digital hardware. Finally this paper shows an appropriate operation of behavior model based pre-route simulation. Moreover, we visualized learning latent representations of the first hidden layer with Kyoto natural image dataset.

Keywords: Auto-encoder, Behavior model simulation, Digital hardware design, Pre-route simulation, Unsupervised feature learning.

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Authors: Manato Ono, Hiromitsu Ogawa, Naohiro Ban, Yoshihisa Ishida

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This paper deals with a design method of a discrete modified Internal Model Control (IMC) for a plant with an integrator and dead time. If there is a load disturbance in the input or output side of the plant, the proposed control system can eliminate the steady-state error caused by it. The disturbance compensator in this method is simple and its order is low regardless of that of a plant. The simulation studies show that the proposed method has superior performance for a load disturbance rejection and robustness.

Keywords: Internal Model Control, Smith Predictor, Dead time, Integrator.

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Authors: Mária Hudáková, Mária Lusková

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This report is focused on widening the theoretical knowledge as well as controlling practical application from the risk management point of view, regarding to dynamic business changes that have occurred in Slovakia which recently has been considered to be an environment full of risk and uncertainty. The idea of the report is the proposal of the controlling operation model in the course of risk management process in an enterprise operating in Slovakia, by which the controller is able to identify early risk factors in suggested major areas of the business management upon appropriate business information integration, consecutive control and prognoses and to prepare in time full-value documents in order to suggest measures for reduction thereof. Dealing with risk factors, that can quickly limit the growth potential of the enterprise, is an essential part of managerial activities on each level. This is the reason why mutual unofficial, ergo collegial cooperation of individual departments is necessary for controlling application from the business risk management point of view. An important part of the report is elaborated survey of the most important risk factors existing in major management areas of enterprises operating in Slovakia. The outcome of the performed survey is a catalogue of the most important enterprise risk factors. The catalogue serves for better understanding risk factors affecting the Slovak enterprises, their importance and evaluation.

Keywords: Controlling, information system, risks management, risk factor, crisis of enterprise.

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Authors: A. Shamsi, N. Choupani

Abstract:

Active vibration isolation systems are less commonly used than passive systems due to their associated cost and power requirements. In principle, semi-active isolation systems can deliver the versatility, adaptability and higher performance of fully active systems for a fraction of the power consumption. Various semi-active control algorithms have been suggested in the past. This paper studies the 4DOF model of semi-active suspension performance controlled by on–off and continuous skyhook damping control strategy. The frequency and transient responses of model are evaluated in terms of body acceleration, roll angle and tire deflection and are compared with that of a passive damper. The results show that the semi-active system controlled by skyhook strategy always provides better isolation than a conventional passively damped system except at tire natural frequencies.

Keywords: Semi-active suspension system, Skyhook, Vibration isolation, 4DOF model.

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Authors: Emrah Bulut, Okan Duru, Shigeru Yoshida

Abstract:

In this study, a fuzzy integrated logical forecasting method (FILF) is extended for multi-variate systems by using a vector autoregressive model. Fuzzy time series forecasting (FTSF) method was recently introduced by Song and Chissom [1]-[2] after that Chen improved the FTSF method. Rather than the existing literature, the proposed model is not only compared with the previous FTS models, but also with the conventional time series methods such as the classical vector autoregressive model. The cluster optimization is based on the C-means clustering method. An empirical study is performed for the prediction of the chartering rates of a group of dry bulk cargo ships. The root mean squared error (RMSE) metric is used for the comparing of results of methods and the proposed method has superiority than both traditional FTS methods and also the classical time series methods.

Keywords: C-means clustering, Fuzzy time series, Multi-variate design

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Authors: Bita Mashayekhi, Azadeh Maddahi, Arash Tahriri

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The purpose of this paper is developing a model for audit quality, with regard to the contextual and environmental attributes of the audit profession in Iran. For this purpose, using an exploratory approach, and because of the special attributes of the auditing profession in Iran in terms of the legal environment, regulatory and supervisory mechanisms, audit firms size, and etc., we used grounded theory approach as a qualitative research method. Therefore, we got the opinions of the experts in the auditing and capital market areas through unstructured interviews. As a result, the authors revealed the determinants of audit quality, and by using these determinants, developed an Integrated Audit Quality Model, including causal conditions, intervening conditions, context, as well as action strategies related to AQ and their consequences. In this research, audit quality is studied using a systemic approach. According to this approach, the quality of inputs, processes, and outputs of auditing determines the quality of auditing, therefore, the quality of all different parts of this system is considered.

Keywords: Audit quality, integrated audit quality model, audit supply, demand for audit service, grounded theory.

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Authors: Ramayah Thurasamy, Osman Mohamad, Azizah Omar, Malliga Marimuthu

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This paper presents the research agenda that has been proposed to develop an integrated model to explain technology adoption of SMEs in Malaysia. SMEs form over 90% of all business entities in Malaysia and they have been contributing to the development of the nation. Technology adoption has been a thorn issue among SMEs as they require big outlay which might not be available to the SMEs. Although resource has been an issue among SMEs they cannot lie low and ignore the technological advancements that are taking place at a rapid pace. With that in mind this paper proposes a model to explain the technology adoption issue among SMEs.

Keywords: Technology adoption, integrated model, Small and Medium Enterprises (SME), Malaysia

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Authors: Zenaide Carvalho da Silva, Andrey Ricardo Pimentel, Leandro Rodrigues Ferreira

Abstract:

Learning styles (LSs) correspond to the individual preferences of a person regarding the modes and forms in which he/she prefers to learn throughout the teaching/learning process. The content presentation of learning objects (LOs) using knowledge about the students’ LSs offers them digital educational resources tailored to their individual learning preferences. In this context, the most relevant characteristics of the LSs along with the most appropriate forms of LOs' content presentation were mapped and associated. Such was performed in order to define the composition of an adaptive model of LO's content presentation considering the LSs, which was called Adaptation of Content Presentation of Learning Objects Considering Learning Styles (ACPLOLS). LO prototypes were created with interfaces that were adapted to students' LSs. These prototypes were based on a model created for validation of the approaches that were used, which were established through experiments with the students. The results of subjective measures of students' emotional responses demonstrated that the ACPLOLS has reached the desired results in relation to the adequacy of the LOs interface, in accordance with the Felder-Silverman LSs Model.

Keywords: Adaptation, interface, learning styles, learning objects, students.

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Authors: Brennan Lodge

Abstract:

Amidst a complex regulatory landscape, Retrieval Augmented Generation (RAG) emerges as a transformative tool for Governance Risk and Compliance (GRC) officers. This paper details the application of RAG in synthesizing Large Language Models (LLMs) with external knowledge bases, offering GRC professionals an advanced means to adapt to rapid changes in compliance requirements. While the development for standalone LLMs is exciting, such models do have their downsides. LLMs cannot easily expand or revise their memory, and they cannot straightforwardly provide insight into their predictions, and may produce “hallucinations.” Leveraging a pre-trained seq2seq transformer and a dense vector index of domain-specific data, this approach integrates real-time data retrieval into the generative process, enabling gap analysis and the dynamic generation of compliance and risk management content. We delve into the mechanics of RAG, focusing on its dual structure that pairs parametric knowledge contained within the transformer model with non-parametric data extracted from an updatable corpus. This hybrid model enhances decision-making through context-rich insights, drawing from the most current and relevant information, thereby enabling GRC officers to maintain a proactive compliance stance. Our methodology aligns with the latest advances in neural network fine-tuning, providing a granular, token-level application of retrieved information to inform and generate compliance narratives. By employing RAG, we exhibit a scalable solution that can adapt to novel regulatory challenges and cybersecurity threats, offering GRC officers a robust, predictive tool that augments their expertise. The granular application of RAG’s dual structure not only improves compliance and risk management protocols but also informs the development of compliance narratives with pinpoint accuracy. It underscores AI’s emerging role in strategic risk mitigation and proactive policy formation, positioning GRC officers to anticipate and navigate the complexities of regulatory evolution confidently.

Keywords: Retrieval Augmented Generation, Governance Risk and Compliance, Cybersecurity, AI-driven Compliance, Risk Management, Generative AI.

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Authors: B. R. Shen, J. R. Wang, J. H. Yang, S. W. Chen, C. Shih, Y. Chiang, Y. F. Chang, Y. H. Huang

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In this research, TRACE code with the interface code-SNAP was used to simulate and analyze the SBO (station blackout) accident which occurred in Maanshan PWR (pressurized water reactor) nuclear power plant (NPP). There are four main steps in this research. First, the SBO accident data of Maanshan NPP were collected. Second, the TRACE/SNAP model of Maanshan NPP was established by using these data. Third, this TRACE/SNAP model was used to perform the simulation and analysis of SBO accident. Finally, the simulation and analysis of SBO with mitigation equipments was performed. The analysis results of TRACE are consistent with the data of Maanshan NPP. The mitigation equipments of Maanshan can maintain the safety of Maanshan in the SBO according to the TRACE predictions.

Keywords: PWR, TRACE, SBO, Maanshan.

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Authors: Abeer Amayri, Akif A. Bulgak

Abstract:

Due to today’s globalization as well as outsourcing practices of the companies, the Supply Chain (SC) performances have become more dependent on the efficient movement of material among places that are geographically dispersed, where there is more chance for disruptions. One such disruption is the quality and delivery uncertainties of outsourcing. These uncertainties could lead the products to be unsafe and, as is the case in a number of recent examples, companies may have to end up in recalling their products. As a result of these problems, there is a need to develop a methodology for selecting suppliers globally in view of risks associated with low quality and late delivery. Accordingly, we developed a two-stage stochastic model that captures the risks associated with uncertainty in quality and delivery as well as a solution procedure for the model. The stochastic model developed simultaneously optimizes supplier selection and purchase quantities under price discounts over a time horizon. In particular, our target is the study of global organizations with multiple sites and multiple overseas suppliers, where the pricing is offered in suppliers’ local currencies. Our proposed methodology is applied to a case study for a US automotive company having two assembly plants and four potential global suppliers to illustrate how the proposed model works in practice.

Keywords: Global supply chains, quality, stochastic programming, supplier selection.

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Authors: L. Estrada, D. Torres, H. Toral

Abstract:

In this work, a characterization and modeling of packet loss of a Voice over Internet Protocol (VoIP) communication is developed. The distributions of the number of consecutive received and lost packets (namely gap and burst) are modeled from the transition probabilities of two-state and four-state model. Measurements show that both models describe adequately the burst distribution, but the decay of gap distribution for non-homogeneous losses is better fit by the four-state model. The respective probabilities of transition between states for each model were estimated with a proposed algorithm from a set of monitored VoIP calls in order to obtain representative minimum, maximum and average values for both models.

Keywords: Packet loss, gap and burst distribution, Markovchain, VoIP measurements.

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Authors: Sidi Yang, Haiyi Zhang

Abstract:

Twitter is a microblogging platform, where millions of users daily share their attitudes, views, and opinions. Using a probabilistic Latent Dirichlet Allocation (LDA) topic model to discern the most popular topics in the Twitter data is an effective way to analyze a large set of tweets to find a set of topics in a computationally efficient manner. Sentiment analysis provides an effective method to show the emotions and sentiments found in each tweet and an efficient way to summarize the results in a manner that is clearly understood. The primary goal of this paper is to explore text mining, extract and analyze useful information from unstructured text using two approaches: LDA topic modelling and sentiment analysis by examining Twitter plain text data in English. These two methods allow people to dig data more effectively and efficiently. LDA topic model and sentiment analysis can also be applied to provide insight views in business and scientific fields.

Keywords: Text mining, Twitter, topic model, sentiment analysis.

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Authors: Changjin Xu, Peiluan Li

Abstract:

In this paper, we study the stability of a fractional order delayed predator-prey model. By using the Laplace transform, we introduce a characteristic equation for the above system. It is shown that if all roots of the characteristic equation have negative parts, then the equilibrium of the above fractional order predator-prey system is Lyapunov globally asymptotical stable. An example is given to show the effectiveness of the approach presented in this paper.

Keywords: Fractional predator-prey model, laplace transform, characteristic equation.

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Authors: Chaudhuri Manoj Kumar Swain, Susmita Das

Abstract:

This paper explores a detailed procedure of predicting a path loss (PL) model and its application in estimating the coverage probability in a WiMAX network. For this a hybrid approach is followed in predicting an empirical PL model of a 2.65 GHz WiMAX network deployed in a suburban environment. Data collection, statistical analysis, and regression analysis are the phases of operations incorporated in this approach and the importance of each of these phases has been discussed properly. The procedure of collecting data such as received signal strength indicator (RSSI) through experimental set up is demonstrated. From the collected data set, empirical PL and RSSI models are predicted with regression technique. Furthermore, with the aid of the predicted PL model, essential parameters such as PL exponent as well as the coverage probability of the network are evaluated. This research work may assist in the process of deployment and optimisation of any cellular network significantly.

Keywords: WiMAX, RSSI, path loss, coverage probability, regression analysis.

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Authors: Jamil Hijazi, Stirling Howieson

Abstract:

Reducing energy consumption and CO₂ emissions are probably the greatest challenge now facing mankind. From considerations surrounding global warming and CO₂ production, it has to be recognized that oil is a finite resource and the KSA like many other oil-rich countries will have to start to consider a horizon where hydro-carbons are not the dominant energy resource. The employment of hybrid ground-cooling pipes in combination with the black body solar collection and radiant night cooling systems may have the potential to displace a significant proportion of oil currently used to run conventional air conditioning plant. This paper presents an investigation into the viability of such hybrid systems with the specific aim of reducing cooling load and carbon emissions while providing all year-round thermal comfort in a typical Saudi Arabian urban housing block. Soil temperatures were measured in the city of Jeddah. A parametric study then was carried out by computational simulation software (DesignBuilder) that utilized the field measurements and predicted the cooling energy consumption of both a base case and an ideal scenario (typical block retro-fitted with insulation, solar shading, ground pipes integrated with hypocaust floor slabs/stack ventilation and radiant cooling pipes embed in floor). Initial simulation results suggest that careful ‘ecological design’ combined with hybrid radiant and ground pipe cooling techniques can displace air conditioning systems, producing significant cost and carbon savings (both capital and running) without appreciable deprivation of amenity.

Keywords: Cooling load, energy efficiency, ground pipe cooling, hybrid cooling strategy, hydronic radiant systems, low carbon emission, passive designs, thermal comfort.

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Authors: Jae Kyung Son, Wan Shik Jang, Sung hyun Shim, Yoon Gyung Sung

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This paper is concerned with the application of the vision control algorithm for robot's point placement task in discontinuous trajectory caused by obstacle. The presented vision control algorithm consists of four models, which are the robot kinematic model, vision system model, parameters estimation model, and robot joint angle estimation model.When the robot moves toward a target along discontinuous trajectory, several types of obstacles appear in two obstacle regions. Then, this study is to investigate how these changes will affect the presented vision control algorithm.Thus, the practicality of the vision control algorithm is demonstrated experimentally by performing the robot's point placement task in discontinuous trajectory by obstacle.

Keywords: Vision control algorithm, location of obstacle region, range of obstacle region, point placement.

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Authors: Babak H. Tabrizi, Seyed Farid Ghaderi

Abstract:

Concurrent planning of project scheduling and material ordering has been increasingly addressed within last decades as an approach to improve the project execution costs. Therefore, we have taken the problem into consideration in this paper, aiming to maximize schedules quality robustness, in addition to minimize the relevant costs. In this regard, a bi-objective mathematical model is developed to formulate the problem. Moreover, it is possible to utilize the all-unit discount for materials purchasing. The problem is then solved by the E-constraint method, and the Pareto front is obtained for a variety of robustness values. The applicability and efficiency of the proposed model is tested by different numerical instances, finally.

Keywords: E-constraint method, material ordering, project management, project scheduling.

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Authors: T. Yamaguchi, Y. Kurosawa, S. Maruyama, K. Tobita, Y. Hirano, K. Yokouchi, K. Kihara, T. Sunaga

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This paper describes dynamic analysis using proposed fast finite element method for a shock absorbing structure including a sponge. The structure is supported by nonlinear concentrated springs. The restoring force of the spring has cubic nonlinearity and linear hysteresis damping. To calculate damping properties for the structures including elastic body and porous body, displacement vectors as common unknown variable are solved under coupled condition. Under small amplitude, we apply asymptotic method to complex eigenvalue problem of this system to obtain modal parameters. And then expressions of modal loss factor are derived approximately. This approach was proposed by one of the authors previously. We call this method as Modal Strain and Kinetic Energy Method (MSKE method). Further, using the modal loss factors, the discretized equations in physical coordinate are transformed into the nonlinear ordinary coupled equations using normal coordinate corresponding to linear natural modes. This transformation yields computation efficiency. As a numerical example of a shock absorbing structures, we adopt double skins with a sponge. The double skins are supported by nonlinear concentrated springs. We clarify influences of amplitude of the input force on nonlinear and chaotic responses.

Keywords: Dynamic response, Nonlinear and chaotic motions, Finite Element analysis, Numerical analysis.

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Authors: Petr Gurný

Abstract:

One of the most important tasks in the risk management is the correct determination of probability of default (PD) of particular financial subjects. In this paper a possibility of determination of financial institution’s PD according to the creditscoring models is discussed. The paper is divided into the two parts. The first part is devoted to the estimation of the three different models (based on the linear discriminant analysis, logit regression and probit regression) from the sample of almost three hundred US commercial banks. Afterwards these models are compared and verified on the control sample with the view to choose the best one. The second part of the paper is aimed at the application of the chosen model on the portfolio of three key Czech banks to estimate their present financial stability. However, it is not less important to be able to estimate the evolution of PD in the future. For this reason, the second task in this paper is to estimate the probability distribution of the future PD for the Czech banks. So, there are sampled randomly the values of particular indicators and estimated the PDs’ distribution, while it’s assumed that the indicators are distributed according to the multidimensional subordinated Lévy model (Variance Gamma model and Normal Inverse Gaussian model, particularly). Although the obtained results show that all banks are relatively healthy, there is still high chance that “a financial crisis” will occur, at least in terms of probability. This is indicated by estimation of the various quantiles in the estimated distributions. Finally, it should be noted that the applicability of the estimated model (with respect to the used data) is limited to the recessionary phase of the financial market.

Keywords: Credit-scoring Models, Multidimensional Subordinated Lévy Model, Probability of Default.

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Authors: T. Yamaguchi, Y. Fujii, A. Takita, T. Kanai

Abstract:

To compute dynamic characteristics of nonlinear viscoelastic springs with elastic structures having huge degree-of-freedom, Yamaguchi proposed a new fast numerical method using finite element method [1]-[2]. In this method, restoring forces of the springs are expressed using power series of their elongation. In the expression, nonlinear hysteresis damping is introduced. In this expression, nonlinear complex spring constants are introduced. Finite element for the nonlinear spring having complex coefficients is expressed and is connected to the elastic structures modeled by linear solid finite element. Further, to save computational time, the discrete equations in physical coordinate are transformed into the nonlinear ordinary coupled equations using normal coordinate corresponding to linear natural modes. In this report, the proposed method is applied to simulation for impact responses of a viscoelastic shock absorber with an elastic structure (an S-shaped structure) by colliding with a concentrated mass. The concentrated mass has initial velocities and collides with the shock absorber. Accelerations of the elastic structure and the concentrated mass are measured using Levitation Mass Method proposed by Fujii [3]. The calculated accelerations from the proposed FEM, corresponds to the experimental ones. Moreover, using this method, we also investigate dynamic errors of the S-shaped force transducer due to elastic mode in the S-shaped structure.

Keywords: Transient response, Finite Element analysis, Numerical analysis, Viscoelastic shock absorber, Force transducer.

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Authors: Thanat Rungsirathana, Vorathit Rungsetthaphat, Shogo Azuma, Nobuhiro Harada

Abstract:

This paper presents a 2-D hydrodynamic model of the ablated plasma when irradiating a 50 μm Al solid target with a single pulsed ion beam. The Lagrange method is used to solve the moving fluid for the ablated plasma production and formation mechanism. In the calculations, a 10-ns-single-pulsed of ion beam with a total energy density of 120 J/cm2, is used. The results show that the ablated plasma was formed after 2 ns of ion beam irradiation and it started to expand right after 4-6 ns. In addition, the 2-D model give a better understanding of pulsed ion beam-solid target ablated plasma production and expansion process clearer.

Keywords: Ablated plasma, pulse ion beam, thin foil solid target, two-dimensional model

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Authors: Faraj El Dabee, Romeo Marian, Yousef Amer

Abstract:

Just-In-Time (JIT) is a lean manufacturing tool, which provides the benefits of efficiency, and of minimizing unnecessary costs for many organisations. However, the risks arising from these benefits have been disregarded. These risks impact on system processes disrupting the whole supply chain. This paper proposes an inventory model that can simultaneously reduce costs and risks in JIT systems. This model is developed to ascertain an optimal ordering strategy for procuring raw materials by using regular multi-external and local backup suppliers to reduce the total cost of the products, and at the same time to reduce the risks arising from this cost reduction within production systems. Some results that will be illustrated in the second part of this paper are presented.

Keywords: Lean manufacturing, Just-in-Time (JIT), production system, cost-risk reduction, inventory model, eternal supplier, local backup supplier.

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