Search results for: Autoregressive modelling

Authors: Noor A. Auzairy, Rubi Ahmad, Catherine S.F. Ho, Ros Z. Z. Sapian

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This paper is to explore the relationship and the level of stock market integration of the Asian countries, primarily concentrating on Malaysia, Thailand, Indonesia, and South Korea, with the world from January 1997 to December 2009. The degree of short-run and long-run stock market integration of those Asian countries are analyzed in order to determine the significance of series of regional and world financial crises, liberalization policies and other financial reforms in influencing the level of stock market integration. To test for cointegration, this paper applies coefficient correlation, univariate regression analyses, cointegration tests, and vector autoregressive models (VAR) by using the four Asian stock markets main indices and the MSCI World index. The empirical findings from this work reveal that there is no long-run stock market integration for the four countries and the world market. However, there is short run integration.

Keywords: Asia, integration, relationship, stock market.

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Authors: Muhammad Imran Ahmad, Ruzelita Ngadiran, Mohd Nazrin Md Isa, Nor Ashidi Mat Isa, Mohd Zaizu Ilyas, Raja Abdullah Raja Ahmad, Said Amirul Anwar Ab Hamid, Muzammil Jusoh

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This paper presents two techniques, local feature extraction using image spectrum and low frequency spectrum modelling using GMM to capture the underlying statistical information to improve the performance of face recognition system. Local spectrum features are extracted using overlap sub block window that are mapped on the face image. For each of this block, spatial domain is transformed to frequency domain using DFT. A low frequency coefficient is preserved by discarding high frequency coefficients by applying rectangular mask on the spectrum of the facial image. Low frequency information is non- Gaussian in the feature space and by using combination of several Gaussian functions that has different statistical properties, the best feature representation can be modelled using probability density function. The recognition process is performed using maximum likelihood value computed using pre-calculated GMM components. The method is tested using FERET datasets and is able to achieved 92% recognition rates.

Keywords: Local features modelling, face recognition system, Gaussian mixture models.

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Authors: Sawsan J. Al-husseini, Talib A. Dosa

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Educational institutions are today facing increasing pressures due to economic, political and social upheaval. This is only exacerbated by the nature of education as an intangible good which relies upon the intellectual assets of the organisation, its staff. Top management support has been acknowledged as having a positive general influence on knowledge management and creativity. However, there is a lack of models linking top management support, knowledge sharing, and innovation within higher education institutions, in general within developing countries, and particularly in Iraq. This research sought to investigate the impact of top management support on innovation through the mediating role of knowledge sharing in Iraqi private HEIs. A quantitative approach was taken and 262 valid responses were collected to test the causal relationships between top management support, knowledge sharing, and innovation. Employing structural equation modelling with AMOS v.25, the research demonstrated that knowledge sharing plays a pivotal role in the relationship between top management support and innovation. The research has produced some guidelines for researchers as well as leaders, and provided evidence to support the use of knowledge sharing to increase innovation within the higher education environment in developing countries, particularly Iraq.

Keywords: Top management support, knowledge sharing, innovation, structural equation modelling.

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Authors: Elysia Barker, Jian Guo Zhou, Ling Qian, Steve Decent

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A method of modelling topography used in the simulation of riverbeds is proposed in this paper which removes the need for datapoints and measurements of a physical terrain. While complex scans of the contours of a surface can be achieved with other methods, this requires specialised tools which the proposed method overcomes by using fractional Brownian motion (FBM) as a basis to estimate the real surface within a 15% margin of error while attempting to optimise algorithmic efficiency. This removes the need for complex, expensive equipment and reduces resources spent modelling bed topography. This method also accounts for the change in topography over time due to erosion, sediment transport, and other external factors which could affect the topography of the ground by updating its parameters and generating a new bed. The lattice Boltzmann method (LBM) is used to simulate both stationary and steady flow cases in a side-by-side comparison over the generated bed topography using the proposed method, and a test case taken from an external source. The method, if successful, will be incorporated into the current LBM program used in the testing phase, which will allow an automatic generation of topography for the given situation in future research, removing the need for bed data to be specified.

Keywords: Bed topography, FBM, LBM, shallow water, simulations.

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Authors: Y. Areepong

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The main goal of this paper is to study Statistical Process Control (SPC) with Exponentially Weighted Moving Average (EWMA) control chart when observations are serially-correlated. The characteristic of control chart is Average Run Length (ARL) which is the average number of samples taken before an action signal is given. Ideally, an acceptable ARL of in-control process should be enough large, so-called (ARL₀). Otherwise it should be small when the process is out-of-control, so-called Average of Delay Time (ARL₁) or a mean of true alarm. We find explicit formulas of ARL for EWMA control chart for Seasonal Autoregressive and Moving Average processes (SARMA) with Exponential white noise. The results of ARL obtained from explicit formula and Integral equation are in good agreement. In particular, this formulas for evaluating (ARL₀) and (ARL₁) be able to get a set of optimal parameters which depend on smoothing parameter (λ) and width of control limit (H) for designing EWMA chart with minimum of (ARL₁).

Keywords: Average Run Length1, Optimal parameters, Exponentially Weighted Moving Average (EWMA) control chart.

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Authors: Khalid M. Aamir, Mohammad A. Maud

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Power Spectral Density (PSD) of quasi-stationary processes can be efficiently estimated using the short time Fourier series (STFT). In this paper, an algorithm has been proposed that computes the PSD of quasi-stationary process efficiently using offline autoregressive model order estimation algorithm, recursive parameter estimation technique and modified sliding window discrete Fourier Transform algorithm. The main difference in this algorithm and STFT is that the sliding window (SW) and window for spectral estimation (WSA) are separately defined. WSA is updated and its PSD is computed only when change in statistics is detected in the SW. The computational complexity of the proposed algorithm is found to be lesser than that for standard STFT technique.

Keywords: Power Spectral Density (PSD), quasi-stationarytime series, short time Fourier Transform, Sliding window DFT.

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Authors: Sawsan J. Al-Husseini, Talib A. Dosa

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Transformational leadership has been identified as the most important factor affecting innovation and knowledge sharing; it leads to increased goal-directed behavior exhibited by followers and thus to enhanced performance and innovation for the organization. However, there is a lack of models linking transformational leadership, knowledge sharing, and process innovation within higher education (HE) institutions in general within developing countries, particularly in Iraq. This research aims to examine the mediating role of knowledge sharing in the transformational leadership and process innovation relationship. A quantitative approach was taken and 254 usable questionnaires were collected from public HE institutions in Iraq. Structural equation modelling with AMOS 22 was used to analyze the causal relationships among factors. The research found that knowledge sharing plays a pivotal role in the relationship between transformational leadership and process innovation, and that transformational leadership would be ideal in an educational context, promoting knowledge sharing activities and influencing process innovation in the public HE in Iraq. The research has developed some guidelines for researchers as well as leaders and provided evidence to support the use of TL to increase process innovation within HE environment in developing countries, particularly in Iraq.

Keywords: Transformational leadership, knowledge sharing, process innovation, structural equation modelling, developing countries.

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Authors: Muhammad Javed, Yalemisew M. Abgaz, Claus Pahl

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Ontology-based modelling of multi-formatted software application content is a challenging area in content management. When the number of software content unit is huge and in continuous process of change, content change management is important. The management of content in this context requires targeted access and manipulation methods. We present a novel approach to deal with model-driven content-centric information systems and access to their content. At the core of our approach is an ontology-based semantic annotation technique for diversely formatted content that can improve the accuracy of access and systems evolution. Domain ontologies represent domain-specific concepts and conform to metamodels. Different ontologies - from application domain ontologies to software ontologies - capture and model the different properties and perspectives on a software content unit. Interdependencies between domain ontologies, the artifacts and the content are captured through a trace model. The annotation traces are formalised and a graph-based system is selected for the representation of the annotation traces.

Keywords: Consistent Content Management, Impact Categorisation, Trace Model, Ontology Evolution

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Authors: Miljan B. Petrović, Dušan B. Petrović, Goran S. Nikolić

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This paper describes a method for AWGN (Additive White Gaussian Noise) variance estimation in noisy stochastic signals, referred to as Multiplicative-Noising Variance Estimation (MNVE). The aim was to develop an estimation algorithm with minimal number of assumptions on the original signal structure. The provided MATLAB simulation and results analysis of the method applied on speech signals showed more accuracy than standardized AR (autoregressive) modeling noise estimation technique. In addition, great performance was observed on very low signal-to-noise ratios, which in general represents the worst case scenario for signal denoising methods. High execution time appears to be the only disadvantage of MNVE. After close examination of all the observed features of the proposed algorithm, it was concluded it is worth of exploring and that with some further adjustments and improvements can be enviably powerful.

Keywords: Noise, signal-to-noise ratio, stochastic signals, variance estimation.

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Authors: Maqbool Hussain Sial, Maaida Hussain Hashmi, Sofia Anwar

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The present research was focused to investigate the role of investment in the course of economic growth with reference to Pakistan. The study analyzed the role of the public and private investment and impact of the political and macroeconomic uncertainty on economic growth of Pakistan by using the vector autoregressive approach (VAR). In long-run both public and private investment showed a positive impact on economic growth but the growth was largely driven by private investment as compared to public investment. Government consumption expenditure, economic uncertainty and political instability hampered the economic growth of Pakistan. In short-run the private investment positively influences the growth but there was negative and insignificant effect of the public investment and government consumption expenditure on the growth. There was a positive relationship found between economic uncertainty (proxy for inflation) and GDP in short run.

Keywords: Investment, Government Consumption, Growth, Co-integration, Pakistan.

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Authors: M. W. Siddiqi, M. Ilyas

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Availability and mobilization of revenue is the main essential with which an economy is managed and run. While planning or while making the budgets nations set revenue targets to be achieved. But later when the accounts are closed the actual collections of revenue through taxes or even the non-tax revenue collection would invariably be different as compared to the initial estimates and targets set to be achieved. This revenue-gap distorts the whole system and the economy disturbing all the major macroeconomic indicators. This study is aimed to find out short and long term impact of revenue gap on budget deficit, debt burden and economic growth on the economy of Pakistan. For this purpose the study uses autoregressive distributed lag approach to cointegration and error correction mechanism on three different models for the period 1980 to 2009. The empirical results show that revenue gap has a short and long run relationship with economic growth and budget deficit. However, revenue gap has no impact on debt burden.

Keywords: Revenue Gap, Economic Growth, Budget Deficit, Debt Burden

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Authors: M. Ntšolo, D. Kalumba, N. Lefu, G. Letlatsa

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Rock mass damage due to shear tectonic activity has been investigated largely in geoscience where fluid transport is of major interest. However, little has been studied on the effect of shear zones on rock mass behavior and its impact on stability of rock slopes. At Letšeng Diamonds open pit mine in Lesotho, the shear zone composed of sheared kimberlite material, calcite and altered basalt is forming part of the haul ramp into the main pit cut 3. The alarming rate at which the shear zone is deteriorating has triggered concerns about both local and global stability of pit the walls. This study presents the numerical modelling of the open pit slope affected by shear zone at Letšeng Diamond Mine (LDM). Analysis of the slope involved development of the slope model by using a two-dimensional finite element code RS2. Interfaces between shear zone and host rock were represented by special joint elements incorporated in the finite element code. The analysis of structural geological mapping data provided a good platform to understand the joint network. Major joints including shear zone were incorporated into the model for simulation. This approach proved successful by demonstrating that continuum modelling can be used to evaluate evolution of stresses, strain, plastic yielding and failure mechanisms that are consistent with field observations. Structural control due to geological shear zone structure proved to be important in its location, size and orientation. Furthermore, the model analyzed slope deformation and sliding possibility along shear zone interfaces. This type of approach can predict shear zone deformation and failure mechanism, hence mitigation strategies can be deployed for safety of human lives and property within mine pits.

Keywords: Numerical modeling, open pit mine, shear zone, slope stability.

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Authors: Rasaki O. Olanrewaju

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The driven processes of Wiener and Lévy are known self-standing Gaussian-Markov processes for fitting non-linear dynamical Vasciek model. In this paper, a coincidental Gaussian density stationarity condition and autocorrelation function of the two driven processes were established. This led to the conflation of Wiener and Lévy processes so as to investigate the efficiency of estimates incorporated into the one-dimensional Vasciek model that was estimated via the Maximum Likelihood (ML) technique. The conditional laws of drift, diffusion and stationarity process was ascertained for the individual Wiener and Lévy processes as well as the commingle of the two processes for a fixed effect and Autoregressive like Vasciek model when subjected to financial series; exchange rate of Naira-CFA Franc. In addition, the model performance error of the sub-merged driven process was miniature compared to the self-standing driven process of Wiener and Lévy.

Keywords: Wiener process, Lévy process, Vasciek model, drift, diffusion, Gaussian density stationary.

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Authors: Manuel Martínez Martínez, Daniel Zavala Ríos

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To determine the length of engagement threads of a bolt installed in a tapped part in order to avoid the threads stripping remains a very current problem in the design of the thread assemblies. It does not exist a calculation method formalized for the cases where the bolt is screwed directly in a ductile material. In this article, we study the behavior of the threads stripping of a loaded assembly by using a modelling by finite elements and a rupture criterion by damage. This modelling enables us to study the different parameters likely to influence the behavior of this bolted connection. We study in particular, the influence of couple of materials constituting the connection, of the bolt-s diameter and the geometrical characteristics of the tapped part, like the external diameter and the length of engagement threads. We established an experiments design to know the most significant parameters. That enables us to propose a simple expression making possible to calculate the resistance of the threads whatever the metallic materials of the bolt and the tapped part. We carried out stripping tests in order to validate our model. The estimated results are very close to those obtained by the tests.

Keywords: Bolt, damage, plasticity, stripping, thread assemblies.

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Authors: Jahedul Islam Chowdhury, Bao Kha Nguyen, David Thornhill, Roy Douglas, Stephen Glover

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Organic Rankine Cycle (ORC) is the most commonly used method for recovering energy from small sources of heat. The investigation of the ORC in supercritical condition is a new research area as it has a potential to generate high power and thermal efficiency in a waste heat recovery system. This paper presents a steady state ORC model in supercritical condition and its simulations with a real engine’s exhaust data. The key component of ORC, evaporator, is modelled using finite volume method, modelling of all other components of the waste heat recovery system such as pump, expander and condenser are also presented. The aim of this paper is to investigate the effects of mass flow rate and evaporator outlet temperature on the efficiency of the waste heat recovery process. Additionally, the necessity of maintaining an optimum evaporator outlet temperature is also investigated. Simulation results show that modification of mass flow rate is the key to changing the operating temperature at the evaporator outlet.

Keywords: Organic Rankine cycle, supercritical condition, steady state model, waste heat recovery.

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Authors: Leo Laine, Morgan Johansson

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To meet the civilizations future needs for safe living and low environmental footprint, the engineers designing the complex systems of tomorrow will need efficient ways to model and optimize these systems for their intended purpose. For example, a civil defence shelter and its subsystem components needs to withstand, e.g. airblast and ground shock from decided design level explosion which detonates with a certain distance from the structure. In addition, the complex civil defence shelter needs to have functioning air filter systems to protect from toxic gases and provide clean air, clean water, heat, and electricity needs to also be available through shock and vibration safe fixtures and connections. Similar complex building systems can be found in any concentrated living or office area. In this paper, the authors use a multidomain modelling language called Modelica to model a concrete wall as a single degree of freedom (SDOF) system with elastoplastic properties with the implemented option of plastic hardening. The elastoplastic model was developed and implemented in the open source tool OpenModelica. The simulation model was tested on the case with a transient equivalent reflected pressure time history representing an airblast from 100 kg TNT detonating 15 meters from the wall. The concrete wall is approximately regarded as a concrete strip of 1.0 m width. This load represents a realistic threat on any building in a city like area. The OpenModelica model results were compared with an Excel implementation of a SDOF model with an elastic-plastic spring using simple fixed timestep central difference solver. The structural displacement results agreed very well with each other when it comes to plastic displacement magnitude, elastic oscillation displacement, and response times.

Keywords: Airblast from explosives, elastoplastic spring model, Modelica modelling language, SDOF, structural response of concrete structure.

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Authors: Fengxia Zheng, Shouming Zhong

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ANNARIMA that combines both autoregressive integrated moving average (ARIMA) model and artificial neural network (ANN) model is a valuable tool for modeling and forecasting nonlinear time series, yet the over-fitting problem is more likely to occur in neural network models. This paper provides a hybrid methodology that combines both radial basis function (RBF) neural network and auto regression (AR) model based on binomial smoothing (BS) technique which is efficient in data processing, which is called BSRBFAR. This method is examined by using the data of Canadian Lynx data. Empirical results indicate that the over-fitting problem can be eased using RBF neural network based on binomial smoothing which is called BS-RBF, and the hybrid model–BS-RBFAR can be an effective way to improve forecasting accuracy achieved by BSRBF used separately.

Keywords: Binomial smoothing (BS), hybrid, Canadian Lynx data, forecasting accuracy.

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Authors: Ivo Jánský, Milan Rippel

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The paper evaluates several hundred one-day-ahead VaR forecasting models in the time period between the years 2004 and 2009 on data from six world stock indices - DJI, GSPC, IXIC, FTSE, GDAXI and N225. The models model mean using the ARMA processes with up to two lags and variance with one of GARCH, EGARCH or TARCH processes with up to two lags. The models are estimated on the data from the in-sample period and their forecasting accuracy is evaluated on the out-of-sample data, which are more volatile. The main aim of the paper is to test whether a model estimated on data with lower volatility can be used in periods with higher volatility. The evaluation is based on the conditional coverage test and is performed on each stock index separately. The primary result of the paper is that the volatility is best modelled using a GARCH process and that an ARMA process pattern cannot be found in analyzed time series.

Keywords: VaR, risk analysis, conditional volatility, garch, egarch, tarch, moving average process, autoregressive process

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Authors: Olivia A. Wilson, Hannah E. Power, Murray Kendall

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Sydney Harbour is an iconic location with a dense population and low-lying development. On the east coast of Australia, facing the Pacific Ocean, it is exposed to several tsunamigenic trenches. This paper presents a component of the most detailed assessment of the potential for earthquake-generated tsunami impact on Sydney Harbour to date. Models in this study use dynamic tides to account for tide-tsunami interaction. Sydney Harbour’s tidal range is 1.5 m, and the spring tides from January 2015 that are used in the modelling for this study are close to the full tidal range. The tsunami wave trains modelled include hypothetical tsunami generated from earthquakes of magnitude 7.5, 8.0, 8.5, and 9.0 M_W from the Puysegur and New Hebrides trenches as well as representations of the historical 1960 Chilean and 2011 Tohoku events. All wave trains are modelled for the peak wave to coincide with both a low tide and a high tide. A single wave train, representing a 9.0 M_W earthquake at the Puysegur trench, is modelled for peak waves to coincide with every hour across a 12-hour tidal phase. Using the hydrodynamic model ANUGA, results are compared according to the impact parameters of inundation area, depth variation and current speeds. Results show that both maximum inundation area and depth variation are tide dependent. Maximum inundation area increases when coincident with a higher tide, however, hazardous inundation is only observed for the larger waves modelled: NH90high and P90high. The maximum and minimum depths are deeper on higher tides and shallower on lower tides. The difference between maximum and minimum depths varies across different tidal phases although the differences are slight. Maximum current speeds are shown to be a significant hazard for Sydney Harbour; however, they do not show consistent patterns according to tide-tsunami phasing. The maximum current speed hazard is shown to be greater in specific locations such as Spit Bridge, a narrow channel with extensive marine infrastructure. The results presented for Sydney Harbour are novel, and the conclusions are consistent with previous modelling efforts in the greater area. It is shown that tide must be a consideration for both tsunami modelling and emergency management planning. Modelling with peak tsunami waves coinciding with a high tide would be a conservative approach; however, it must be considered that maximum current speeds may be higher on other tides.

Keywords: Emergency management, Sydney, tide-tsunami interaction, tsunami impact.

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Authors: Seyed Ali Jafari, Mohammad Ghomi Avili, Emad Benhelal

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In this study, a mathematical model was proposed and the accuracy of this model was assessed to predict the growth of Pseudomonas aeruginosa and rhamnolipid production under nitrogen limiting (sodium nitrate) fed-batch fermentation. All of the parameters used in this model were achieved individually without using any data from the literature. The overall growth kinetic of the strain was evaluated using a dual-parallel substrate Monod equation which was described by several batch experimental data. Fed-batch data under different glycerol (as the sole carbon source, C/N=10) concentrations and feed flow rates were used to describe the proposed fed-batch model and other parameters. In order to verify the accuracy of the proposed model several verification experiments were performed in a vast range of initial glycerol concentrations. While the results showed an acceptable prediction for rhamnolipid production (less than 10% error), in case of biomass prediction the errors were less than 23%. It was also found that the rhamnolipid production by P. aeruginosa was more sensitive at low glycerol concentrations. Based on the findings of this work, it was concluded that the proposed model could effectively be employed for rhamnolipid production by this strain under fed-batch fermentation on up to 80 g l- 1 glycerol.

Keywords: Fed-batch culture, glycerol, kinetic parameters, modelling, Pseudomonas aeruginosa, rhamnolipid.

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Authors: Tofigh Hamidavi, Sepehr Abrishami, Pasquale Ponterosso, David Begg

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Structural design and analysis is an important and time-consuming process, particularly at the conceptual design stage. Decisions made at this stage can have an enormous effect on the entire project, as it becomes ever costlier and more difficult to alter the choices made early on in the construction process. Hence, optimisation of the early stages of structural design can provide important efficiencies in terms of cost and time. This paper suggests a structural design optimisation (SDO) framework in which Genetic Algorithms (GAs) may be used to semi-automate the production and optimisation of early structural design alternatives. This framework has the potential to leverage conceptual structural design innovation in Architecture, Engineering and Construction (AEC) projects. Moreover, this framework improves the collaboration between the architectural stage and the structural stage. It will be shown that this SDO framework can make this achievable by generating the structural model based on the extracted data from the architectural model. At the moment, the proposed SDO framework is in the process of validation, involving the distribution of an online questionnaire among structural engineers in the UK.

Keywords: Building Information Modelling, BIM, Genetic Algorithm, GA, architecture-engineering-construction, AEC, Optimisation, structure, design, population, generation, selection, mutation, crossover, offspring.

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Authors: Cheng Zhang, James Marco, Walid Allafi, Truong Q. Dinh, W. D. Widanage

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Equivalent circuit models (ECMs) are widely used in battery management systems in electric vehicles and other battery energy storage systems. The battery dynamics and the model parameters vary under different working conditions, such as different temperature and state of charge (SOC) levels, and therefore online parameter identification can improve the modelling accuracy. This paper presents a way of online ECM parameter identification using a continuous time (CT) estimation method. The CT estimation method has several advantages over discrete time (DT) estimation methods for ECM parameter identification due to the widely separated battery dynamic modes and fast sampling. The presented method can be used for online SOC estimation. Test data are collected using a lithium ion cell, and the experimental results show that the presented CT method achieves better modelling accuracy compared with the conventional DT recursive least square method. The effectiveness of the presented method for online SOC estimation is also verified on test data.

Keywords: Equivalent circuit model, continuous time domain estimation, linear integral filter method, parameter and SOC estimation, recursive least square.

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Authors: Krisada Lekdee, Sunee Sammatat, Nittaya Boonsit

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This paper proposes a GLMM with spatial and temporal effects for malaria data in Thailand. A Bayesian method is used for parameter estimation via Gibbs sampling MCMC. A conditional autoregressive (CAR) model is assumed to present the spatial effects. The temporal correlation is presented through the covariance matrix of the random effects. The malaria quarterly data have been extracted from the Bureau of Epidemiology, Ministry of Public Health of Thailand. The factors considered are rainfall and temperature. The result shows that rainfall and temperature are positively related to the malaria morbidity rate. The posterior means of the estimated morbidity rates are used to construct the malaria maps. The top 5 highest morbidity rates (per 100,000 population) are in Trat (Q3, 111.70), Chiang Mai (Q3, 104.70), Narathiwat (Q4, 97.69), Chiang Mai (Q2, 88.51), and Chanthaburi (Q3, 86.82). According to the DIC criterion, the proposed model has a better performance than the GLMM with spatial effects but without temporal terms.

Keywords: Bayesian method, generalized linear mixed model (GLMM), malaria, spatial effects, temporal correlation.

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Authors: Karim Hamidi Machekposhti, Hossein Sedghi, Abdolrasoul Telvari, Hossein Babazadeh

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Floods have huge environmental and economic impact. Therefore, flood prediction is given a lot of attention due to its importance. This study analysed the annual maximum streamflow (discharge) (AMS or AMD) of Karkheh River in Karkheh River Basin for flood predicting using ARIMA model. For this purpose, we use the Box-Jenkins approach, which contains four-stage method model identification, parameter estimation, diagnostic checking and forecasting (predicting). The main tool used in ARIMA modelling was the SAS and SPSS software. Model identification was done by visual inspection on the ACF and PACF. SAS software computed the model parameters using the ML, CLS and ULS methods. The diagnostic checking tests, AIC criterion, RACF graph and RPACF graphs, were used for selected model verification. In this study, the best ARIMA models for Annual Maximum Discharge (AMD) time series was (4,1,1) with their AIC value of 88.87. The RACF and RPACF showed residuals’ independence. To forecast AMD for 10 future years, this model showed the ability of the model to predict floods of the river under study in the Karkheh River Basin. Model accuracy was checked by comparing the predicted and observation series by using coefficient of determination (R²).

Keywords: Time series modelling, stochastic processes, ARIMA model, Karkheh River.

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Authors: Mohammed Salahat, Steve Wade

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This paper presents and compares the SSDDD “Systematic Soft Domain Driven Design Framework” to DDD “Domain Driven Design Framework” as a soft system approach of information systems development. The framework use SSM as a guiding methodology within which we have embedded a sequence of design tasks based on the UML leading to the implementation of a software system using the Naked Objects framework. This framework has been used in action research projects that have involved the investigation and modelling of business processes using object-oriented domain models and the implementation of software systems based on those domain models. Within this framework, Soft Systems Methodology (SSM) is used as a guiding methodology to explore the problem situation and to develop the domain model using UML for the given business domain. The framework is proposed and evaluated in our previous works, a comparison between SSDDD and DDD is presented in this paper, to show how SSDDD improved DDD as an approach to modelling and implementing business domain perspectives for Information Systems Development. The comparison process, the results, and the improvements are presented in the following sections of this paper.

Keywords: SSM, UML, domain-driven design, soft domain-driven design, naked objects, soft language, information retrieval, multimethodology.

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Authors: Amro Issam Hamed Attia Ramadan, Marco Zappatore, Pasquale Balena, Antonella Longo

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Considering the energy crisis that is hitting Europe, it becomes increasingly necessary to change energy policies to depend less on fossil fuels and replace them with energy from renewable sources. This has triggered the urge to use clean energy, not only to satisfy energy needs and fulfill the required consumption, but also to decrease the danger of climatic changes due to harmful emissions. Many countries have already started creating energy communities based on renewable energy sources. The first step to understanding energy needs in any place is to perfectly know the consumption. In this work, we aim to estimate electricity consumption for a municipality that makes up part of a rural area located in southern Italy using forecast models that allow for the estimation of electricity consumption for the next 10 years, and we then apply the same model to the province where the municipality is located and estimate the future consumption for the same period to examine whether it is possible to start from the municipality level to reach the province level when creating energy communities.

Keywords: ARIMA, electricity consumption, forecasting models, time series.

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Authors: Om Prakash Verma, Rajesh Singla, Rajesh Kumar

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Conventional controller’s usually required a prior knowledge of mathematical modelling of the process. The inaccuracy of mathematical modelling degrades the performance of the process, especially for non-linear and complex control problem. The process used is Water-Bath system, which is most widely used and nonlinear to some extent. For Water-Bath system, it is necessary to attain desired temperature within a specified period of time to avoid the overshoot and absolute error, with better temperature tracking capability, else the process is disturbed.

To overcome above difficulties intelligent controllers, Fuzzy Logic (FL) and Adaptive Neuro-Fuzzy Inference System (ANFIS), are proposed in this paper. The Fuzzy controller is designed to work with knowledge in the form of linguistic control rules. But the translation of these linguistic rules into the framework of fuzzy set theory depends on the choice of certain parameters, for which no formal method is known. To design ANFIS, Fuzzy-Inference-System is combined with learning capability of Neural-Network.

It is analyzed that ANFIS is best suitable for adaptive temperature control of above system. As compared to PID and FLC, ANFIS produces a stable control signal. It has much better temperature tracking capability with almost zero overshoot and minimum absolute error.

Keywords: PID Controller, FLC, ANFIS, Non-Linear Control System, Water-Bath System, MATLAB-7.

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Authors: Amir Azizi, Amir Yazid b. Ali, Loh Wei Ping, Mohsen Mohammadzadeh

Abstract:

Uncertainties of a serial production line affect on the production throughput. The uncertainties cannot be prevented in a real production line. However the uncertain conditions can be controlled by a robust prediction model. Thus, a hybrid model including autoregressive integrated moving average (ARIMA) and multiple polynomial regression, is proposed to model the nonlinear relationship of production uncertainties with throughput. The uncertainties under consideration of this study are demand, breaktime, scrap, and lead-time. The nonlinear relationship of production uncertainties with throughput are examined in the form of quadratic and cubic regression models, where the adjusted R-squared for quadratic and cubic regressions was 98.3% and 98.2%. We optimized the multiple quadratic regression (MQR) by considering the time series trend of the uncertainties using ARIMA model. Finally the hybrid model of ARIMA and MQR is formulated by better adjusted R-squared, which is 98.9%.

Keywords: ARIMA, multiple polynomial regression, production throughput, uncertainties

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Authors: A. Al-Rifaie, Z. W. Guan, S. W. Jones

Abstract:

This paper presents a method for modelling and analysing end plate beam-to-column connections to obtain the quasi-static behaviour using non-linear dynamic explicit integration. In addition to its importance to study the static behaviour of a structural member, quasi-static behaviour is largely needed to be compared with the dynamic behaviour of such members in order to investigate the dynamic effect by proposing dynamic increase factors (DIFs). The beam-to-column bolted connections contain various contact surfaces at which the implicit procedure may have difficulties converging, resulting in a large number of iterations. Contrary, explicit procedure could deal effectively with complex contacts without converging problems. Hence, finite element modelling using ABAQUS/explicit is used in this study to address the dynamic effect may be produced using explicit procedure. Also, the effect of loading rate and mass scaling are discussed to investigate their effect on the time of analysis. The results show that the explicit procedure is valuable to model the end plate beam-to-column connections in terms of failure mode, load-displacement relationships. Also, it is concluded that loading rate and mass scaling should be carefully selected to avoid the dynamic effect in the solution.

Keywords: Quasi-static, end plate, finite element, connections.

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Authors: S. A. Che Osmi, W. M. F. Wan Ishak, H. Kim, M. A. Azman, M. A. Ramli

Abstract:

River is one of important water sources for many activities including industrial and domestic usage such as daily usage, transportation, power supply and recreational activities. However, increasing activities in a river has grown the sources of pollutant enters the water bodies, and degraded the water quality of the river. It becomes a challenge to develop an effective river management to ensure the water sources of the river are well managed and regulated. In Malaysia, several approaches for river management have been implemented such as Integrated River Basin Management (IRBM) program for coordinating the management of resources in a natural environment based on river basin to ensure their sustainability lead by Department of Drainage and Irrigation (DID), Malaysia. Nowadays, Total Maximum Daily Load (TMDL) is one of the best approaches for river management in Malaysia. TMDL implementation is regulated and implemented in the United States. A study on the development of TMDL in Malacca River has been carried out by doing water quality monitoring, the development of water quality model by using Environmental Fluid Dynamic Codes (EFDC), and TMDL implementation plan. The implementation of TMDL will help the stakeholders and regulators to control and improve the water quality of the river. It is one of the good approaches for river management in Malaysia.

Keywords: EFDC, river management, TMDL, water quality modelling.

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