Search results for: ISAREG simulation model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 9453

Search results for: ISAREG simulation model

6543 A Decision Support Model for Bank Branch Location Selection

Authors: Nihan Cinar

Abstract:

Location selection is one of the most important decision making process which requires to consider several criteria based on the mission and the strategy. This study-s object is to provide a decision support model in order to help the bank selecting the most appropriate location for a bank-s branch considering a case study in Turkey. The object of the bank is to select the most appropriate city for opening a branch among six alternatives in the South-Eastern of Turkey. The model in this study was consisted of five main criteria which are Demographic, Socio-Economic, Sectoral Employment, Banking and Trade Potential and twenty one subcriteria which represent the bank-s mission and strategy. Because of the multi-criteria structure of the problem and the fuzziness in the comparisons of the criteria, fuzzy AHP is used and for the ranking of the alternatives, TOPSIS method is used.

Keywords: MCDM, bank branch location, fuzzy AHP, TOPSIS.

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6542 Hidden State Probabilistic Modeling for Complex Wavelet Based Image Registration

Authors: F. C. Calnegru

Abstract:

This article presents a computationally tractable probabilistic model for the relation between the complex wavelet coefficients of two images of the same scene. The two images are acquisitioned at distinct moments of times, or from distinct viewpoints, or by distinct sensors. By means of the introduced probabilistic model, we argue that the similarity between the two images is controlled not by the values of the wavelet coefficients, which can be altered by many factors, but by the nature of the wavelet coefficients, that we model with the help of hidden state variables. We integrate this probabilistic framework in the construction of a new image registration algorithm. This algorithm has sub-pixel accuracy and is robust to noise and to other variations like local illumination changes. We present the performance of our algorithm on various image types.

Keywords: Complex wavelet transform, image registration, modeling using hidden state variables, probabilistic similaritymeasure.

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6541 Fuzzy Control of the Air Conditioning System at Different Operating Pressures

Authors: Mohanad Alata , Moh'd Al-Nimr, Rami Al-Jarrah

Abstract:

The present work demonstrates the design and simulation of a fuzzy control of an air conditioning system at different pressures. The first order Sugeno fuzzy inference system is utilized to model the system and create the controller. In addition, an estimation of the heat transfer rate and water mass flow rate injection into or withdraw from the air conditioning system is determined by the fuzzy IF-THEN rules. The approach starts by generating the input/output data. Then, the subtractive clustering algorithm along with least square estimation (LSE) generates the fuzzy rules that describe the relationship between input/output data. The fuzzy rules are tuned by Adaptive Neuro-Fuzzy Inference System (ANFIS). The results show that when the pressure increases the amount of water flow rate and heat transfer rate decrease within the lower ranges of inlet dry bulb temperatures. On the other hand, and as pressure increases the amount of water flow rate and heat transfer rate increases within the higher ranges of inlet dry bulb temperatures. The inflection in the pressure effect trend occurs at lower temperatures as the inlet air humidity increases.

Keywords: Air Conditioning, ANFIS, Fuzzy Control, Sugeno System.

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6540 Remarks Regarding Queuing Model and Packet Loss Probability for the Traffic with Self-Similar Characteristics

Authors: Mihails Kulikovs, Ernests Petersons

Abstract:

Network management techniques have long been of interest to the networking research community. The queue size plays a critical role for the network performance. The adequate size of the queue maintains Quality of Service (QoS) requirements within limited network capacity for as many users as possible. The appropriate estimation of the queuing model parameters is crucial for both initial size estimation and during the process of resource allocation. The accurate resource allocation model for the management system increases the network utilization. The present paper demonstrates the results of empirical observation of memory allocation for packet-based services.

Keywords: Queuing System, Packet Loss Probability, Measurement-Based Admission Control (MBAC), Performanceevaluation, Quality of Service (QoS).

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6539 A New Intelligent, Dynamic and Real Time Management System of Sewerage

Authors: R. Tlili Yaakoubi, H. Nakouri, O. Blanpain, S. Lallahem

Abstract:

The current tools for real time management of sewer systems are based on two software tools: the software of weather forecast and the software of hydraulic simulation. The use of the first ones is an important cause of imprecision and uncertainty, the use of the second requires temporal important steps of decision because of their need in times of calculation. This way of proceeding fact that the obtained results are generally different from those waited. The major idea of this project is to change the basic paradigm by approaching the problem by the "automatic" face rather than by that "hydrology". The objective is to make possible the realization of a large number of simulations at very short times (a few seconds) allowing to take place weather forecasts by using directly the real time meditative pluviometric data. The aim is to reach a system where the decision-making is realized from reliable data and where the correction of the error is permanent. A first model of control laws was realized and tested with different return-period rainfalls. The gains obtained in rejecting volume vary from 19 to 100 %. The development of a new algorithm was then used to optimize calculation time and thus to overcome the subsequent combinatorial problem in our first approach. Finally, this new algorithm was tested with 16- year-rainfall series. The obtained gains are 40 % of total volume rejected to the natural environment and of 65 % in the number of discharges.

Keywords: Automation, optimization, paradigm, RTC.

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6538 Multiple Crack Identification Using Frequency Measurement

Authors: J.W. Xiang, M. Liang

Abstract:

This paper presents a method to detect multiple cracks based on frequency information. When a structure is subjected to dynamic or static loads, cracks may develop and the modal frequencies of the cracked structure may change. To detect cracks in a structure, we construct a high precision wavelet finite element (EF) model of a certain structure using the B-spline wavelet on the interval (BSWI). Cracks can be modeled by rotational springs and added to the FE model. The crack detection database will be obtained by solving that model. Then the crack locations and depths can be determined based on the frequency information from the database. The performance of the proposed method has been numerically verified by a rotor example.

Keywords: Rotor, frequency measurement, multiple cracks, wavelet finite element method, identification.

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6537 The Conceptualization of Integrated Consumer Health Informatics Utilization Framework

Authors: Norfadzila, S.W.A., Balakrishnan, V., A. Abrizah

Abstract:

The purpose of this paper is to propose an integrated consumer health informatics utilization framework that can be used to gauge the online health information needs and usage patterns among Malaysian women. The proposed framework was developed based on four different theories/models: Use and Gratification Theory, Technology Acceptance 3 Model, Health Belief Model, and Multi-level Model of Information Seeking. The relevant constructs and research hypotheses are also presented in this paper. The framework will be tested in order for it to be used successfully to identify Malaysian women-s preferences of online health information resources and health information seeking activities.

Keywords: Consumer Health Informatics, Consumer Preferences, Information Needs and Usage Patterns, Online Health Information, Women Studies

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6536 ANFIS Modeling of the Surface Roughness in Grinding Process

Authors: H. Baseri, G. Alinejad

Abstract:

The objective of this study is to design an adaptive neuro-fuzzy inference system (ANFIS) for estimation of surface roughness in grinding process. The Used data have been generated from experimental observations when the wheel has been dressed using a rotary diamond disc dresser. The input parameters of model are dressing speed ratio, dressing depth and dresser cross-feed rate and output parameter is surface roughness. In the experimental procedure the grinding conditions are constant and only the dressing conditions are varied. The comparison of the predicted values and the experimental data indicates that the ANFIS model has a better performance with respect to back-propagation neural network (BPNN) model which has been presented by the authors in previous work for estimation of the surface roughness.

Keywords: Grinding, ANFIS, Neural network, Disc dressing.

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6535 Analytical Model for Brine Discharges from a Sea Outfall with Multiport Diffusers

Authors: Anton Purnama

Abstract:

Multiport diffusers are the effective engineering devices installed at the modern marine outfalls for the steady discharge of effluent streams from the coastal plants, such as municipal sewage treatment, thermal power generation and seawater desalination. A mathematical model using a two-dimensional advection-diffusion equation based on a flat seabed and incorporating the effect of a coastal tidal current is developed to calculate the compounded concentration following discharges of desalination brine from a sea outfall with multiport diffusers. The analytical solutions are computed graphically to illustrate the merging of multiple brine plumes in shallow coastal waters, and further approximation will be made to the maximum shoreline's concentration to formulate dilution of a multiport diffuser discharge.

Keywords: Desalination brine discharge, mathematical model, multiport diffuser, two sea outfalls.

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6534 Implementation of State-Space and Super-Element Techniques for the Modeling and Control of Smart Structures with Damping Characteristics

Authors: Nader Ghareeb, R¨udiger Schmidt

Abstract:

Minimizing the weight in flexible structures means reducing material and costs as well. However, these structures could become prone to vibrations. Attenuating these vibrations has become a pivotal engineering problem that shifted the focus of many research endeavors. One technique to do that is to design and implement an active control system. This system is mainly composed of a vibrating structure, a sensor to perceive the vibrations, an actuator to counteract the influence of disturbances, and finally a controller to generate the appropriate control signals. In this work, two different techniques are explored to create two different mathematical models of an active control system. The first model is a finite element model with a reduced number of nodes and it is called a super-element. The second model is in the form of state-space representation, i.e. a set of partial differential equations. The damping coefficients are calculated and incorporated into both models. The effectiveness of these models is demonstrated when the system is excited by its first natural frequency and an active control strategy is developed and implemented to attenuate the resulting vibrations. Results from both modeling techniques are presented and compared.

Keywords: Finite element analysis, super-element, state-space model.

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6533 Examination of Flood Runoff Reproductivity for Different Rainfall Sources in Central Vietnam

Authors: Do Hoai Nam, Keiko Udo, Akira Mano

Abstract:

This paper presents the combination of different precipitation data sets and the distributed hydrological model, in order to examine the flood runoff reproductivity of scattered observation catchments. The precipitation data sets were obtained from observation using rain-gages, satellite based estimate (TRMM), and numerical weather prediction model (NWP), then were coupled with the super tank model. The case study was conducted in three basins (small, medium, and large size) located in Central Vietnam. Calculated hydrographs based on ground observation rainfall showed best fit to measured stream flow, while those obtained from TRMM and NWP showed high uncertainty of peak discharges. However, calculated hydrographs using the adjusted rainfield depicted a promising alternative for the application of TRMM and NWP in flood modeling for scattered observation catchments, especially for the extension of forecast lead time.

Keywords: Flood forecast, rainfall-runoff model, satellite rainfall estimate, numerical weather prediction, quantitative precipitation forecasting.

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6532 Seamless MATLAB® to Register-Transfer Level Design Methodology Using High-Level Synthesis

Authors: Petri Solanti, Russell Klein

Abstract:

Many designers are asking for an automated path from an abstract mathematical MATLAB model to a high-quality Register-Transfer Level (RTL) hardware description. Manual transformations of MATLAB or intermediate code are needed, when the design abstraction is changed. Design conversion is problematic as it is multidimensional and it requires many different design steps to translate the mathematical representation of the desired functionality to an efficient hardware description with the same behavior and configurability. Yet, a manual model conversion is not an insurmountable task. Using currently available design tools and an appropriate design methodology, converting a MATLAB model to efficient hardware is a reasonable effort. This paper describes a simple and flexible design methodology that was developed together with several design teams.

Keywords: Design methodology, high-level synthesis, MATLAB, verification.

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6531 Online Robust Model Predictive Control for Linear Fractional Transformation Systems Using Linear Matrix Inequalities

Authors: Peyman Sindareh Esfahani, Jeffery Kurt Pieper

Abstract:

In this paper, the problem of robust model predictive control (MPC) for discrete-time linear systems in linear fractional transformation form with structured uncertainty and norm-bounded disturbance is investigated. The problem of minimization of the cost function for MPC design is converted to minimization of the worst case of the cost function. Then, this problem is reduced to minimization of an upper bound of the cost function subject to a terminal inequality satisfying the l2-norm of the closed loop system. The characteristic of the linear fractional transformation system is taken into account, and by using some mathematical tools, the robust predictive controller design problem is turned into a linear matrix inequality minimization problem. Afterwards, a formulation which includes an integrator to improve the performance of the proposed robust model predictive controller in steady state condition is studied. The validity of the approaches is illustrated through a robust control benchmark problem.

Keywords: Linear fractional transformation, linear matrix inequality, robust model predictive control, state feedback control.

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6530 Ranking of Inventory Policies Using Distance Based Approach Method

Authors: Gupta Amit, Kumar Ramesh, Tewari P. C.

Abstract:

Globalization is putting enormous pressure on the business organizations specially manufacturing one to rethink the supply chain in innovative manners. Inventory consumes major portion of total sale revenue. Effective and efficient inventory management plays a vital role for the successful functioning of any organization. Selection of inventory policy is one of the important purchasing activities. This paper focuses on selection and ranking of alternative inventory policies. A deterministic quantitative model based on Distance Based Approach (DBA) method has been developed for evaluation and ranking of inventory policies. We have employed this concept first time for this type of the selection problem. Four inventory policies economic order quantity (EOQ), just in time (JIT), vendor managed inventory (VMI) and monthly policy are considered. Improper selection could affect a company’s competitiveness in terms of the productivity of its facilities and quality of its products. The ranking of inventory policies is a multi-criteria problem. There is a need to first identify the selection criteria and then processes the information with reference to relative importance of attributes for comparison. Criteria values for each inventory policy can be obtained either analytically or by using a simulation technique or they are linguistic subjective judgments defined by fuzzy sets, like, for example, the values of criteria. A methodology is developed and applied to rank the inventory policies.

Keywords: Inventory Policy, Ranking, DBA, Selection criteria.

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6529 Modeling and Verification for the Micropayment Protocol Netpay

Authors: Kaylash Chaudhary, Ansgar Fehnker

Abstract:

There are many virtual payment systems available to conduct micropayments. It is essential that the protocols satisfy the highest standards of correctness. This paper examines the Netpay Protocol [3], provide its formalization as automata model, and prove two important correctness properties, namely absence of deadlock and validity of an ecoin during the execution of the protocol. This paper assumes a cooperative customer and will prove that the protocol is executing according to its description.

Keywords: Model, Verification, Micropayment.

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6528 Assessment of Energy Demand Considering Different Model Simulations in a Low Energy Demand House

Authors: M. Cañada-Soriano, C. Aparicio-Fernández, P. Sebastián Ferrer Gisbert, M. Val Field, J.-L. Vivancos-Bono

Abstract:

The lack of insulation along with the existence of air leakages constitute a meaningful impact on the energy performance of buildings. Both of them lead to increases in the energy demand through additional heating and/or cooling loads. Additionally, they cause thermal discomfort. In order to quantify these uncontrolled air currents, the Blower Door test can be used. It is a standardized procedure that determines the airtightness of a space by characterizing the rate of air leakages through the envelope surface. In this sense, the low-energy buildings complying with the Passive House design criteria are required to achieve high levels of airtightness. Due to the invisible nature of air leakages, additional tools are often considered to identify where the infiltrations take place such as the infrared thermography. The aim of this study is to assess the airtightness of a typical Mediterranean dwelling house, refurbished under the Passive House standard, using the Blower Door test. Moreover, the building energy performance modelling tools TRNSYS (TRaNsient System Simulation program) and TRNFlow (TRaNsient Flow) have been used to estimate the energy demand in different scenarios. In this sense, a sequential implementation of three different energy improvement measures (insulation thickness, glazing type and infiltrations) have been analyzed.

Keywords: Airtightness, blower door, TRNSYS, infrared thermography, energy demand.

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6527 Monte Carlo Estimation of Heteroscedasticity and Periodicity Effects in a Panel Data Regression Model

Authors: Nureni O. Adeboye, Dawud A. Agunbiade

Abstract:

This research attempts to investigate the effects of heteroscedasticity and periodicity in a Panel Data Regression Model (PDRM) by extending previous works on balanced panel data estimation within the context of fitting PDRM for Banks audit fee. The estimation of such model was achieved through the derivation of Joint Lagrange Multiplier (LM) test for homoscedasticity and zero-serial correlation, a conditional LM test for zero serial correlation given heteroscedasticity of varying degrees as well as conditional LM test for homoscedasticity given first order positive serial correlation via a two-way error component model. Monte Carlo simulations were carried out for 81 different variations, of which its design assumed a uniform distribution under a linear heteroscedasticity function. Each of the variation was iterated 1000 times and the assessment of the three estimators considered are based on Variance, Absolute bias (ABIAS), Mean square error (MSE) and the Root Mean Square (RMSE) of parameters estimates. Eighteen different models at different specified conditions were fitted, and the best-fitted model is that of within estimator when heteroscedasticity is severe at either zero or positive serial correlation value. LM test results showed that the tests have good size and power as all the three tests are significant at 5% for the specified linear form of heteroscedasticity function which established the facts that Banks operations are severely heteroscedastic in nature with little or no periodicity effects.

Keywords: Audit fee, heteroscedasticity, Lagrange multiplier test, periodicity.

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6526 A Pattern Recognition Neural Network Model for Detection and Classification of SQL Injection Attacks

Authors: Naghmeh Moradpoor Sheykhkanloo

Abstract:

Thousands of organisations store important and confidential information related to them, their customers, and their business partners in databases all across the world. The stored data ranges from less sensitive (e.g. first name, last name, date of birth) to more sensitive data (e.g. password, pin code, and credit card information). Losing data, disclosing confidential information or even changing the value of data are the severe damages that Structured Query Language injection (SQLi) attack can cause on a given database. It is a code injection technique where malicious SQL statements are inserted into a given SQL database by simply using a web browser. In this paper, we propose an effective pattern recognition neural network model for detection and classification of SQLi attacks. The proposed model is built from three main elements of: a Uniform Resource Locator (URL) generator in order to generate thousands of malicious and benign URLs, a URL classifier in order to: 1) classify each generated URL to either a benign URL or a malicious URL and 2) classify the malicious URLs into different SQLi attack categories, and a NN model in order to: 1) detect either a given URL is a malicious URL or a benign URL and 2) identify the type of SQLi attack for each malicious URL. The model is first trained and then evaluated by employing thousands of benign and malicious URLs. The results of the experiments are presented in order to demonstrate the effectiveness of the proposed approach.

Keywords: Neural Networks, pattern recognition, SQL injection attacks, SQL injection attack classification, SQL injection attack detection.

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6525 A Soft Error Rates Evaluation Method of Combinational Logic Circuit Based on Linear Energy Transfers

Authors: Man Li, Wanting Zhou, Lei Li

Abstract:

Communication stability is the primary concern of communication satellites. Communication satellites are easily affected by particle radiation to generate single event effects (SEE), which leads to soft errors (SE) of combinational logic circuit. The existing research on soft error rates (SER) of combined logic circuit is mostly based on the assumption that the logic gates being bombarded have the same pulse width. However, in the actual radiation environment, the pulse widths of the logic gates being bombarded are different due to different linear energy transfers (LET). In order to improve the accuracy of SER evaluation model, this paper proposes a soft error rates evaluation method based on LET. In this paper, we analyze the influence of LET on the pulse width of combinational logic and establish the pulse width model based on LET. Based on this model, the error rate of test circuit ISCAS’85 is calculated. Experimental results show that this model can be used for SER evaluation.

Keywords: Communication satellite, pulse width, soft error rates, linear energy transfer, LET.

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6524 Investigation on the Bogie Pseudo-Hunting Motion of a Reduced-Scale Model Railway Vehicle Running on Double-Curved Rails

Authors: Barenten Suciu, Ryoichi Kinoshita

Abstract:

In this paper, an experimental and theoretical study on the bogie pseudo-hunting motion of a reduced-scale model railway vehicle, running on double-curved rails, is presented. Since the actual bogie hunting motion, occurring for real railway vehicles running on straight rails at high travelling speeds, cannot be obtained in laboratory conditions, due to the speed and wavelength limitations, a pseudo- hunting motion was induced by employing double-curved rails. Firstly, the test rig and the experimental procedure are described. Then, a geometrical model of the double-curved rails is presented. Based on such model, the variation of the carriage rotation angle relative to the bogies and the working conditions of the yaw damper are clarified. Vibration spectra recorded during vehicle travelling, on straight and double-curved rails, are presented and interpreted based on a simple vibration model of the railway vehicle. Ride comfort of the vehicle is evaluated according to the ISO 2631 standard, and also by using some particular frequency weightings, which account for the discomfort perceived during the reading and writing activities. Results obtained in this work are useful for the adequate design of the yaw dampers, which are used to attenuate the lateral vibration of the train car bodies.

Keywords: Double-curved rail, octave analysis, lateral vibration, ride comfort, yaw damper, railway vehicle.

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6523 Towards Model-Driven Communications

Authors: Antonio Natali, Ambra Molesini

Abstract:

In modern distributed software systems, the issue of communication among composing parts represents a critical point, but the idea of extending conventional programming languages with general purpose communication constructs seems difficult to realize. As a consequence, there is a (growing) gap between the abstraction level required by distributed applications and the concepts provided by platforms that enable communication. This work intends to discuss how the Model Driven Software Development approach can be considered as a mature technology to generate in automatic way the schematic part of applications related to communication, by providing at the same time high level specialized languages useful in all the phases of software production. To achieve the goal, a stack of languages (meta-meta¬models) has been introduced in order to describe – at different levels of abstraction – the collaborative behavior of generic entities in terms of communication actions related to a taxonomy of messages. Finally, the generation of platforms for communication is viewed as a form of specification of language semantics, that provides executable models of applications together with model-checking supports and effective runtime environments.

Keywords: Interactions, specific languages, meta-models, model driven development.

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6522 Influence of Model Hydrometeor Form on Probability of Discharge Initiation from Artificial Charged Water Aerosol Cloud

Authors: A. G. Temnikov, O. S. Belova, L. L. Chernensky, T. K. Gerastenok, N. Y. Lysov, A. V. Orlov, D. S. Zhuravkova

Abstract:

Hypothesis of the lightning initiation on the arrays of large hydrometeors are in the consideration. There is no agreement about the form the hydrometeors that could be the best for the lightning initiation from the thundercloud. Artificial charged water aerosol clouds of the positive or negative polarity could help investigate the possible influence of the hydrometeor form on the peculiarities and the probability of the lightning discharge initiation between the thundercloud and the ground. Artificial charged aerosol clouds that could create the electric field strength in the range of 5-6 kV/cm to 16-18 kV/cm have been used in experiments. The array of the model hydrometeors of the volume and plate form has been disposed near the bottom cloud boundary. It was established that the different kinds of the discharge could be initiated in the presence of the model hydrometeors array – from the cloud discharges up to the diffuse and channel discharges between the charged cloud and the ground. It was found that the form of the model hydrometeors could significantly influence the channel discharge initiation from the artificial charged aerosol cloud of the negative or positive polarity correspondingly. Analysis and generalization of the experimental results have shown that the maximal probability of the channel discharge initiation and propagation stimulation has been observed for the artificial charged cloud of the positive polarity when the arrays of the model hydrometeors of the cylinder revolution form have been used. At the same time, for the artificial charged clouds of the negative polarity, application of the model hydrometeor array of the plate rhombus form has provided the maximal probability of the channel discharge formation between the charged cloud and the ground. The established influence of the form of the model hydrometeors on the channel discharge initiation and from the artificial charged water aerosol cloud and its following successful propagation has been related with the different character of the positive and negative streamer and volume leader development on the model hydrometeors array being near the bottom boundary of the charged cloud. The received experimental results have shown the possibly important role of the form of the large hail particles precipitated in thundercloud on the discharge initiation.

Keywords: Cloud and channel discharges, hydrometeor form, lightning initiation, negative and positive artificial charged aerosol cloud.

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6521 JEWEL: A Cosmological Model Due to the Geometrical Displacement of Galactic Object Like Black, White and Worm Holes

Authors: Francesco Pia

Abstract:

Stellar objects such as black, white and worm holes can be the subject of speculative reasoning if represented in a simplified and geometric form in order to be able to move them; and the cosmological model is one of the most important contents in relation to speculations that can then open the way to other aspects that are not strictly speculative but practical, precisely in the Universe represented by us. In this work, thanks to the hypothesis of a very large number of black, white and worm holes present in our Universe, we imagine that they can be moved; it was therefore thought to align them on a plane and following a redistribution, and the boundaries of this plane were ideally joined, giving rise to a sphere that has the stellar objects examined radially distributed. Thanks to geometrical displacements of these stellar objects that do not make each one of them lose their functionality in the region in which they are located, at the end of the speculative process it is possible to highlight a spherical layer that allows a flow from the outside and inside this spherical shell allowing to relate to other external and internal spherical layers; this aspect that seems useful to describe the universe we live in, for example inside one of the spherical shells just described. The name "Jewel" was chosen because, imagining the speculative process present in this work at the end of steps, the cosmological model tends to be "luminous". This cosmological model includes, for each internal part of a generic layer, different and numerous moments of our universe thanks to an eternal flow inward. There are many aspects to explore, one of these is the connection between the outermost and the inside of the spherical layers.

Keywords: Black hole, cosmological model, cosmology, white hole.

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6520 Dynamic Correlations and Portfolio Optimization between Islamic and Conventional Equity Indexes: A Vine Copula-Based Approach

Authors: Imen Dhaou

Abstract:

This study examines conditional Value at Risk by applying the GJR-EVT-Copula model, and finds the optimal portfolio for eight Dow Jones Islamic-conventional pairs. Our methodology consists of modeling the data by a bivariate GJR-GARCH model in which we extract the filtered residuals and then apply the Peak over threshold model (POT) to fit the residual tails in order to model marginal distributions. After that, we use pair-copula to find the optimal portfolio risk dependence structure. Finally, with Monte Carlo simulations, we estimate the Value at Risk (VaR) and the conditional Value at Risk (CVaR). The empirical results show the VaR and CVaR values for an equally weighted portfolio of Dow Jones Islamic-conventional pairs. In sum, we found that the optimal investment focuses on Islamic-conventional US Market index pairs because of high investment proportion; however, all other index pairs have low investment proportion. These results deliver some real repercussions for portfolio managers and policymakers concerning to optimal asset allocations, portfolio risk management and the diversification advantages of these markets.

Keywords: CVaR, Dow Jones Islamic index, GJR-GARCH-EVT-pair copula, portfolio optimization.

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6519 Stability and Bifurcation Analysis in a Model of Hes1 Selfregulation with Time Delay

Authors: Kejun Zhuang, Hailong Zhu

Abstract:

The dynamics of a delayed mathematical model for Hes1 oscillatory expression are investigated. The linear stability of positive equilibrium and existence of local Hopf bifurcation are studied. Moreover, the global existence of large periodic solutions has been established due to the global bifurcation theorem.

Keywords: Hes1, Hopf bifurcation, time delay, transcriptional repression loop

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6518 Analysis of Codebook Based Channel Feedback Techniques for MIMO-OFDM Systems

Authors: Muhammad Rehan Khalid, Ahmed Farhan Hanif, Adnan Ahmed Khan

Abstract:

This paper investigates the performance of Multiple- Input Multiple-Output (MIMO) feedback system combined with Orthogonal Frequency Division Multiplexing (OFDM). Two types of codebook based channel feedback techniques are used in this work. The first feedback technique uses a combination of both the long-term and short-term channel state information (CSI) at the transmitter, whereas the second technique uses only the short term CSI. The long-term and short-term CSI at the transmitter is used for efficient channel utilization. OFDM is a powerful technique employed in communication systems suffering from frequency selectivity. Combined with multiple antennas at the transmitter and receiver, OFDM proves to be robust against delay spread. Moreover, it leads to significant data rates with improved bit error performance over links having only a single antenna at both the transmitter and receiver. The effectiveness of these techniques has been demonstrated through the simulation of a MIMO-OFDM feedback system. The results have been evaluated for 4x4 MIMO channels. Simulation results indicate the benefits of the MIMO-OFDM channel feedback system over the one without incorporating OFDM. Performance gain of about 3 dB is observed for MIMO-OFDM feedback system as compared to the one without employing OFDM. Hence MIMO-OFDM becomes an attractive approach for future high speed wireless communication systems.

Keywords: MIMO systems, OFDM, Codebooks, Channel Feedback

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6517 Computer Modeling of Drug Distribution after Intravitreal Administration

Authors: N. Haghjou, M. J. Abdekhodaie, Y. L. Cheng, M. Saadatmand

Abstract:

Intravitreal injection (IVI) is the most common treatment for eye posterior segment diseases such as endopthalmitis, retinitis, age-related macular degeneration, diabetic retinopathy, uveitis, and retinal detachment. Most of the drugs used to treat vitreoretinal diseases, have a narrow concentration range in which they are effective, and may be toxic at higher concentrations. Therefore, it is critical to know the drug distribution within the eye following intravitreal injection. Having knowledge of drug distribution, ophthalmologists can decide on drug injection frequency while minimizing damage to tissues. The goal of this study was to develop a computer model to predict intraocular concentrations and pharmacokinetics of intravitreally injected drugs. A finite volume model was created to predict distribution of two drugs with different physiochemical properties in the rabbit eye. The model parameters were obtained from literature review. To validate this numeric model, the in vivo data of spatial concentration profile from the lens to the retina were compared with the numeric data. The difference was less than 5% between the numerical and experimental data. This validation provides strong support for the numerical methodology and associated assumptions of the current study.

Keywords: Posterior segment, Intravitreal injection (IVI), Pharmacokinetic, Modelling, Finite volume method.

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6516 A Robust Approach to the Load Frequency Control Problem with Speed Regulation Uncertainty

Authors: S. Z. Sayed Hassen

Abstract:

The load frequency control problem of power systems has attracted a lot of attention from engineers and researchers over the years. Increasing and quickly changing load demand, coupled with the inclusion of more generators with high variability (solar and wind power generators) on the network are making power systems more difficult to regulate. Frequency changes are unavoidable but regulatory authorities require that these changes remain within a certain bound. Engineers are required to perform the tricky task of adjusting the control system to maintain the frequency within tolerated bounds. It is well known that to minimize frequency variations, a large proportional feedback gain (speed regulation constant) is desirable. However, this improvement in performance using proportional feedback comes about at the expense of a reduced stability margin and also allows some steady-state error. A conventional PI controller is then included as a secondary control loop to drive the steadystate error to zero. In this paper, we propose a robust controller to replace the conventional PI controller which guarantees performance and stability of the power system over the range of variation of the speed regulation constant. Simulation results are shown to validate the superiority of the proposed approach on a simple single-area power system model.

Keywords: Robust control, power system, integral action, minimax LQG control.

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6515 Doubly Fed Induction Generator Based Variable Speed Wind Conversion System Control Enhancement by Applying Fractional Order Controller

Authors: Abdellatif Kasbi, Abderrafii Rahali

Abstract:

In an electric power grid connected wind generation system, dynamic control strategy is essential to use the wind energy efficiently as well as for an energy optimization. The present study has focused on decoupled power regulation of doubly fed induction generator, operating in wind turbine, in accordance with the vector control approach by applying fractional order proportional integral (FOPI) controller. The FOPI controller is designed based on a simple method; up such that the response of closed loop process is similar to the response of a specified fractional model whose transfer function is Bode’s ideal function. In this tuning operation, the parameters of the proposed fractional controller are established analytically using the impulse closed-loop response of the controlled process. To show the superior action of the developed FOPI controller in comparison with standard PI controller in different function conditions, the study is validated through simulation using the software MATLAB/Simulink.

Keywords: Wind generation system, DFIG, vector control approach, fractional order PI controller, Bode’s ideal transfer function, impulse response.

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6514 Data Oriented Model of Image: as a Framework for Image Processing

Authors: A. Habibizad Navin, A. Sadighi, M. Naghian Fesharaki, M. Mirnia, M. Teshnelab, R. Keshmiri

Abstract:

This paper presents a new data oriented model of image. Then a representation of it, ADBT, is introduced. The ability of ADBT is clustering, segmentation, measuring similarity of images etc, with desired precision and corresponding speed.

Keywords: Data oriented modelling, image, clustering, segmentation, classification, ADBT and image processing.

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