Search results for: Hybrid Approach.

Authors: Rabia Korkmaz Tan, Şebnem Bora

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The major problem encountered when modeling complex systems with agent-based modeling and simulation techniques is the existence of large parameter spaces. A complex system model cannot be expected to reflect the whole of the real system, but by specifying the most appropriate parameters, the actual system can be represented by the model under certain conditions. When the studies conducted in recent years were reviewed, it has been observed that there are few studies for parameter tuning problem in agent based simulations, and these studies have focused on tuning parameters of a single model. In this study, an approach of parameter tuning is proposed by using metaheuristic algorithms such as Genetic Algorithm (GA), Particle Swarm Optimization (PSO), Artificial Bee Colonies (ABC), Firefly (FA) algorithms. With this hybrid structured study, the parameter tuning problems of the models in the different fields were solved. The new approach offered was tested in two different models, and its achievements in different problems were compared. The simulations and the results reveal that this proposed study is better than the existing parameter tuning studies.

Keywords: Parameter tuning, agent based modeling and simulation, metaheuristic algorithms, complex systems.

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Authors: M. De la Sen, O. Barambones

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This paper presents an indirect adaptive stabilization scheme for first-order continuous-time systems under saturated input which is described by a sigmoidal function. The singularities are avoided through a modification scheme for the estimated plant parameter vector so that its associated Sylvester matrix is guaranteed to be non-singular and then the estimated plant model is controllable. The modification mechanism involves the use of a hysteresis switching function. An alternative hybrid scheme, whose estimated parameters are updated at sampling instants is also given to solve a similar adaptive stabilization problem. Such a scheme also uses hysteresis switching for modification of the parameter estimates so as to ensure the controllability of the estimated plant model.

Keywords: Hybrid dynamic systems, discrete systems, saturated input, control, stabilization.

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Authors: Parvinder S. Sandhu, Hardeep Singh

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Automatic reusability appraisal could be helpful in evaluating the quality of developed or developing reusable software components and in identification of reusable components from existing legacy systems; that can save cost of developing the software from scratch. But the issue of how to identify reusable components from existing systems has remained relatively unexplored. In this paper, we have mentioned two-tier approach by studying the structural attributes as well as usability or relevancy of the component to a particular domain. Latent semantic analysis is used for the feature vector representation of various software domains. It exploits the fact that FeatureVector codes can be seen as documents containing terms -the idenifiers present in the components- and so text modeling methods that capture co-occurrence information in low-dimensional spaces can be used. Further, we devised Neuro- Fuzzy hybrid Inference System, which takes structural metric values as input and calculates the reusability of the software component. Decision tree algorithm is used to decide initial set of fuzzy rules for the Neuro-fuzzy system. The results obtained are convincing enough to propose the system for economical identification and retrieval of reusable software components.

Keywords: Clustering, ID3, LSA, Neuro-fuzzy System, SVD

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Authors: Halil Ibrahim Demir, Abdullah Hulusi Kokcam, Fuat Simsir, Özer Uygun

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Traditionally, three important manufacturing functions which are process planning, scheduling and due-date assignment are performed sequentially and separately. Although there are numerous works on the integration of process planning and scheduling and plenty of works focusing on scheduling with due date assignment, there are only a few works on integrated process planning, scheduling and due-date assignment. Although due-dates are determined without taking into account of weights of the customers in the literature, here weighted due-date assignment is employed to get better performance. Jobs are scheduled according to weighted earliest due date dispatching rule and due dates are determined according to some popular due date assignment methods by taking into account of the weights of each job. Simulated Annealing, Evolutionary Strategies, Random Search, hybrid of Random Search and Simulated Annealing, and hybrid of Random Search and Evolutionary Strategies, are applied as solution techniques. Three important manufacturing functions are integrated step-by-step and higher integration levels are found better. Search meta-heuristics are found to be very useful while improving performance measure.

Keywords: Evolutionary strategies, hybrid searches, process planning, simulated annealing, weighted due-date assignment, weighted scheduling.

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Authors: Christian Bräuer-Burchardt, Peter Kühmstedt, Gunther Notni

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A new hybrid method to realise high-precision distortion determination for optical ultra-precision 3D measurement systems based on stereo cameras using active light projection is introduced. It consists of two phases: the basic distortion determination and the refinement. The refinement phase of the procedure uses a plane surface and projected fringe patterns as calibration tools to determine simultaneously the distortion of both cameras within an iterative procedure. The new technique may be performed in the state of the device “ready for measurement" which avoids errors by a later adjustment. A considerable reduction of distortion errors is achieved and leads to considerable improvements of the accuracy of 3D measurements, especially in the precise measurement of smooth surfaces.

Keywords: 3D Surface Measurement, Fringe Projection, Lens Distortion, Stereo.

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Authors: Dewan Md. Farid, Nguyen Huu Hoa, Jerome Darmont, Nouria Harbi, Mohammad Zahidur Rahman

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In this paper, we present a new learning algorithm for anomaly based network intrusion detection using improved self adaptive naïve Bayesian tree (NBTree), which induces a hybrid of decision tree and naïve Bayesian classifier. The proposed approach scales up the balance detections for different attack types and keeps the false positives at acceptable level in intrusion detection. In complex and dynamic large intrusion detection dataset, the detection accuracy of naïve Bayesian classifier does not scale up as well as decision tree. It has been successfully tested in other problem domains that naïve Bayesian tree improves the classification rates in large dataset. In naïve Bayesian tree nodes contain and split as regular decision-trees, but the leaves contain naïve Bayesian classifiers. The experimental results on KDD99 benchmark network intrusion detection dataset demonstrate that this new approach scales up the detection rates for different attack types and reduces false positives in network intrusion detection.

Keywords: Detection rates, false positives, network intrusiondetection, naïve Bayesian tree.

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Authors: Yu-Jen Chang, Yun Chen, Hei-Lam Wong

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The Economic Lot Scheduling Problem (ELSP) is a valuable mathematical model that can support decision-makers to make scheduling decisions. The basic period approach is effective for solving the ELSP. The assumption for applying the basic period approach is that a product must use its maximum production rate to be produced. However, a product can lower its production rate to reduce the average total cost when a facility has extra idle time. The past researches discussed how a product adjusts its production rate under the common cycle approach. To the best of our knowledge, no studies have addressed how a product lowers its production rate under the basic period approach. This research is the first paper to discuss this topic. The research develops a simple fixed rate approach that adjusts the production rate of a product under the basic period approach to solve the ELSP. Our numerical example shows our approach can find a better solution than the traditional basic period approach. Our mathematical model that applies the fixed rate approach under the basic period approach can serve as a reference for other related researches.

Keywords: Economic Lot, Basic Period, Genetic Algorithm, Fixed Rate.

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Authors: Akshit Singhal, Xuan Wang, Zhijun Wang, Hao Che, Hong Jiang

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Multiple Path Transmission Control Protocols (MPTCPs) allow flows to explore path diversity to improve the throughput, reliability and network resource utilization. However, the existing solutions may discourage users to adopt the solutions in the face of multipath scenario where different paths are charged based on different pricing structures, e.g., WiFi vs. cellular connections, widely available for mobile phones. In this paper, we propose a Hybrid MPTCP (H-MPTCP) with a built-in mechanism to incentivize users to use multiple paths with different pricing structures. In the meantime, H-MPTCP preserves the nice properties enjoyed by the state-of-the-art MPTCP solutions. Extensive real Linux implementation results verify that H-MPTCP can indeed achieve the design objectives.

Keywords: Congestion control, Network Utility Maximization, Multipath TCP, network.

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Authors: Jingyu Hou

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This paper proposes a new teaching and learning approach-project and module based teaching and learning (PMBTL). The PMBTL approach incorporates the merits of project/problem based and module based learning methods, and overcomes the limitations of these methods. The correlation between teaching, learning, practice and assessment is emphasized in this approach, and new methods have been proposed accordingly. The distinct features of these new methods differentiate the PMBTL approach from conventional teaching approaches. Evaluation of this approach on practical teaching and learning activities demonstrates the effectiveness and stability of the approach in improving the performance and quality of teaching and learning. The approach proposed in this paper is also intuitive to the design of other teaching units. 

Keywords: Computer science education, project and module based, software engineering.

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Authors: Wahyudin P. Syam, Ibrahim M. Al-Harkan

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This study compares three meta heuristics to minimize makespan (Cmax) for Hybrid Flow Shop (HFS) Scheduling Problem with Parallel Machines. This problem is known to be NP-Hard. This study proposes three algorithms among improvement heuristic searches which are: Genetic Algorithm (GA), Simulated Annealing (SA), and Tabu Search (TS). SA and TS are known as deterministic improvement heuristic search. GA is known as stochastic improvement heuristic search. A comprehensive comparison from these three improvement heuristic searches is presented. The results for the experiments conducted show that TS is effective and efficient to solve HFS scheduling problems.

Keywords: Flow shop, genetic algorithm, simulated annealing, tabu search.

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Authors: M. Caramihai, Irina Severin

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This paper deals with the design of an intelligent control structure for a bioprocess of Hansenula polymorpha yeast cultivation. The objective of the process control is to produce biomass in a desired physiological state. The work demonstrates that the designed Hybrid Control Techniques (HCT) are able to recognize specific evolution bioprocess trajectories using neural networks trained specifically for this purpose, in order to estimate the model parameters and to adjust the overall bioprocess evolution through an expert system and a fuzzy structure. The design of the control algorithm as well as its tuning through realistic simulations is presented. Taking into consideration the synergism of different paradigms like fuzzy logic, neural network, and symbolic artificial intelligence (AI), in this paper we present a real and fulfilled intelligent control architecture with application in bioprocess control.

Keywords: Bioprocess, intelligent control, neural nets, fuzzy structure, hybrid techniques.

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Authors: Y. Harold Robinson, M. Rajaram

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Wireless mesh networking is rapidly gaining in popularity with a variety of users: from municipalities to enterprises, from telecom service providers to public safety and military organizations. This increasing popularity is based on two basic facts: ease of deployment and increase in network capacity expressed in bandwidth per footage; WMNs do not rely on any fixed infrastructure. Many efforts have been used to maximizing throughput of the network in a multi-channel multi-radio wireless mesh network. Current approaches are purely based on either static or dynamic channel allocation approaches. In this paper, we use a hybrid multichannel multi radio wireless mesh networking architecture, where static and dynamic interfaces are built in the nodes. Dynamic Adaptive Channel Allocation protocol (DACA), it considers optimization for both throughput and delay in the channel allocation. The assignment of the channel has been allocated to be codependent with the routing problem in the wireless mesh network and that should be based on passage flow on every link. Temporal and spatial relationship rises to re compute the channel assignment every time when the pattern changes in mesh network, channel assignment algorithms assign channels in network. In this paper a computing path which captures the available path bandwidth is the proposed information and the proficient routing protocol based on the new path which provides both static and dynamic links. The consistency property guarantees that each node makes an appropriate packet forwarding decision and balancing the control usage of the network, so that a data packet will traverse through the right path.

Keywords: Wireless mesh network, spatial time division multiple access, hybrid topology, timeslot allocation.

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Authors: Wei Yee Teoh, Chee Wei Tan

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The issue of unintentional islanding in PV grid interconnection still remains as a challenge in grid-connected photovoltaic (PV) systems. This paper discusses the overview of popularly used anti-islanding detection methods, practically applied in PV grid-connected systems. Anti-islanding methods generally can be classified into four major groups, which include passive methods, active methods, hybrid methods and communication base methods. Active methods have been the preferred detection technique over the years due to very small non-detected zone (NDZ) in small scale distribution generation. Passive method is comparatively simpler than active method in terms of circuitry and operations. However, it suffers from large NDZ that significantly reduces its performance. Communication base methods inherit the advantages of active and passive methods with reduced drawbacks. Hybrid method which evolved from the combination of both active and passive methods has been proven to achieve accurate anti-islanding detection by many researchers. For each of the studied anti-islanding methods, the operation analysis is described while the advantages and disadvantages are compared and discussed. It is difficult to pinpoint a generic method for a specific application, because most of the methods discussed are governed by the nature of application and system dependent elements. This study concludes that the setup and operation cost is the vital factor for anti-islanding method selection in order to achieve minimal compromising between cost and system quality.

Keywords: Active method, hybrid method, islanding detection, passive method, photovoltaic (PV), utility method

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Authors: É. Vincze

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Demand on plant oils has increased to an enormous extent that is due to the change of human nutrition habits on the one hand, while on the other hand to the increase of raw material demand of some industrial sectors, just as to the increase of biofuel production. Besides the determining importance of sunflower in Hungary the production area, just as in part the average yield amount of rapeseed has increased among the produced oil crops. The variety/hybrid palette has changed significantly during the past decade. The available varieties’/hybrids’ palette has been extended to a significant extent. It is agreed that rapeseed production demands professionalism and local experience. Technological elements are successive; high yield amounts cannot be produced without system-based approach. The aim of the present work was to execute the complex study of one of the most critical production technology element of rapeseed production, that was sowing technology. Several sowing technology elements are studied in this research project that are the following: biological basis (the hybrid Arkaso is studied in this regard), sowing time (sowing time treatments were set so that they represent the wide period used in industrial practice: early, optimal and late sowing time) plant density (in this regard reaction of rare, optimal and too dense populations) were modelled. The multifactorial experimental system enables the single and complex evaluation of rapeseed sowing technology elements, just as their modelling using experimental result data. Yield quality and quantity have been determined as well in the present experiment, just as the interactions between these factors. The experiment was set up in four replications at the Látókép Plant Production Research Site of the University of Debrecen. Two different sowing times were sown in the first experimental year (2014), while three in the second (2015). Three different plant densities were set in both years: 200, 350 and 500 thousand plants ha-1. Uniform nutrient supply and a row spacing of 45 cm were applied. Winter wheat was used as pre-crop. Plant physiological measurements were executed in the populations of the Arkaso rapeseed hybrid that were: relative chlorophyll content analysis (SPAD) and leaf area index (LAI) measurement. Relative chlorophyll content (SPAD) and leaf area index (LAI) were monitored in 7 different measurement times.

Keywords: Inner quality, plant density, rapeseed, sowing time.

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Authors: Chutima Prommak, Airisa Jantaweetip

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In wireless networks, bandwidth is scare resource and it is essential to utilize it effectively. This paper analyses effects of using different bandwidth management techniques on the network performances of the Wireless Local Area Networks (WLANs) that use hybrid load balancing scheme. In particular, we study three bandwidth management schemes, namely Complete Sharing (CS), Complete Partitioning (CP), and Partial Sharing (PS). Performances of these schemes are evaluated by simulation experiments in term of percentage of network association blocking. Our results show that the CS scheme can provide relatively low blocking percentage in various network traffic scenarios whereas the PS scheme can enhance quality of services of the multimedia traffic with rather small expenses on the blocking percentage of the best effort traffic.

Keywords: Bandwidth management, Load Balancing, WLANs.

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Authors: A. Melouah, H. Merouani

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A new Markovianity approach is introduced in this paper. This approach reduces the response time of classic Markov Random Fields approach. First, one region is determinated by a clustering technique. Then, this region is excluded from the study. The remaining pixel form the study zone and they are selected for a Markovianity segmentation task. With Selective Markovianity approach, segmentation process is faster than classic one.

Keywords: Markovianity, response time, segmentation, study zone.

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Authors: Achuthsankar S. Nair, J. S. Jayasudha

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The ever increasing use of World Wide Web in the existing network, results in poor performance. Several techniques have been developed for reducing web traffic by compressing the size of the file, saving the web pages at the client side, changing the burst nature of traffic into constant rate etc. No single method was adequate enough to access the document instantly through the Internet. In this paper, adaptive hybrid algorithms are developed for reducing web traffic. Intelligent agents are used for monitoring the web traffic. Depending upon the bandwidth usage, user-s preferences, server and browser capabilities, intelligent agents use the best techniques to achieve maximum traffic reduction. Web caching, compression, filtering, optimization of HTML tags, and traffic dispersion are incorporated into this adaptive selection. Using this new hybrid technique, latency is reduced to 20 – 60 % and cache hit ratio is increased 40 – 82 %.

Keywords: Bandwidth, Congestion, Intelligent Agents, Prefetching, Web Caching.

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Authors: Yi-Chang Chen, Shan-Lin Chang, Chia-Chun Wu

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Unlike this study focused extensively on trading behavior of option market, those researches were just taken their attention to model-driven option pricing. For example, Black-Scholes (B-S) model is one of the most famous option pricing models. However, the arguments of B-S model are previously mentioned by some pricing models reviewing. This paper following suggests the importance of the dynamic character for option pricing, which is also the reason why using the genetic algorithm (GA). Because of its natural selection and species evolution, this study proposed a hybrid model, the Genetic-BS model which combining GA and B-S to estimate the price more accurate. As for the final experiments, the result shows that the output estimated price with lower MAE value than the calculated price by either B-S model or its enhanced one, Gram-Charlier garch (G-C garch) model. Finally, this work would conclude that the Genetic-BS pricing model is exactly practical.

Keywords: genetic algorithm, Genetic-BS, option pricing model.

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Authors: Kyi Lin Lin Kyaw

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Nowadays, we are facing with network threats that cause enormous damage to the Internet community day by day. In this situation, more and more people try to prevent their network security using some traditional mechanisms including firewall, Intrusion Detection System, etc. Among them honeypot is a versatile tool for a security practitioner, of course, they are tools that are meant to be attacked or interacted with to more information about attackers, their motives and tools. In this paper, we will describe usefulness of low-interaction honeypot and high-interaction honeypot and comparison between them. And then we propose hybrid honeypot architecture that combines low and high -interaction honeypot to mitigate the drawback. In this architecture, low-interaction honeypot is used as a traffic filter. Activities like port scanning can be effectively detected by low-interaction honeypot and stop there. Traffic that cannot be handled by low-interaction honeypot is handed over to high-interaction honeypot. In this case, low-interaction honeypot is used as proxy whereas high-interaction honeypot offers the optimal level realism. To prevent the high-interaction honeypot from infections, containment environment (VMware) is used.

Keywords: Low-interaction honeypot, High-interactionhoneypot, VMware, Proxy

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Authors: Alexander G. Yushchenko

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From a multi-science point of view, we analyze threats to security resulting from globalization of international information space and information and communication aggression of Russia. A definition of Ruschism is formulated as an ideology supporting aggressive actions of modern Russia against the Euro-Atlantic community. Stages of the hybrid war Russia is leading against Ukraine are described, including the elements of subversive activity of the special services, the activation of the military phase and the gradual shift of the focus of confrontation to the realm of information and communication technologies. We reveal an emergence of a threat for democratic states resulting from the destabilizing impact of a target state’s mass media and social networks being exploited by Russian secret services under freedom-of-speech disguise. Thus, we underline the vulnerability of cyber- and information security of the network society in regard of hybrid war. We propose to define the latter a synergetic war. Our analysis is supported with a long-term qualitative monitoring of representation of top state officials on popular TV channels and Facebook. From the memetics point of view, we have detected a destructive psycho-information technology used by the Kremlin, a kind of information catastrophe, the essence of which is explained in detail. In the conclusion, a comprehensive plan for information protection of the public consciousness and mentality of Euro-Atlantic citizens from the aggression of the enemy is proposed.

Keywords: Cyber and information security, psycho-information technology, hybrid war, synergetic war, WWIII, Ruschism.

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Authors: Sunee Pongpinigpinyo, Wanchai Rivepiboon

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Word sense disambiguation is one of the most important open problems in natural language processing applications such as information retrieval and machine translation. Many approach strategies can be employed to resolve word ambiguity with a reasonable degree of accuracy. These strategies are: knowledgebased, corpus-based, and hybrid-based. This paper pays attention to the corpus-based strategy that employs an unsupervised learning method for disambiguation. We report our investigation of Latent Semantic Indexing (LSI), an information retrieval technique and unsupervised learning, to the task of Thai noun and verbal word sense disambiguation. The Latent Semantic Indexing has been shown to be efficient and effective for Information Retrieval. For the purposes of this research, we report experiments on two Thai polysemous words, namely  /hua4/ and /kep1/ that are used as a representative of Thai nouns and verbs respectively. The results of these experiments demonstrate the effectiveness and indicate the potential of applying vector-based distributional information measures to semantic disambiguation.

Keywords: Distributional semantics, Latent Semantic Indexing, natural language processing, Polysemous words, unsupervisedlearning, Word Sense Disambiguation.

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Authors: Samuel Kaspi, Sitalakshmi Venkatraman

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In-memory database systems are becoming popular due to the availability and affordability of sufficiently large RAM and processors in modern high-end servers with the capacity to manage large in-memory database transactions. While fast and reliable inmemory systems are still being developed to overcome cache misses, CPU/IO bottlenecks and distributed transaction costs, disk-based data stores still serve as the primary persistence. In addition, with the recent growth in multi-tenancy cloud applications and associated security concerns, many organisations consider the trade-offs and continue to require fast and reliable transaction processing of diskbased database systems as an available choice. For these organizations, the only way of increasing throughput is by improving the performance of disk-based concurrency control. This warrants a hybrid database system with the ability to selectively apply an enhanced disk-based data management within the context of inmemory systems that would help improve overall throughput. The general view is that in-memory systems substantially outperform disk-based systems. We question this assumption and examine how a modified variation of access invariance that we call enhanced memory access, (EMA) can be used to allow very high levels of concurrency in the pre-fetching of data in disk-based systems. We demonstrate how this prefetching in disk-based systems can yield close to in-memory performance, which paves the way for improved hybrid database systems. This paper proposes a novel EMA technique and presents a comparative study between disk-based EMA systems and in-memory systems running on hardware configurations of equivalent power in terms of the number of processors and their speeds. The results of the experiments conducted clearly substantiate that when used in conjunction with all concurrency control mechanisms, EMA can increase the throughput of disk-based systems to levels quite close to those achieved by in-memory system. The promising results of this work show that enhanced disk-based systems facilitate in improving hybrid data management within the broader context of in-memory systems.

Keywords: Concurrency control, disk-based databases, inmemory systems, enhanced memory access (EMA).

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Authors: S. Balaji, M. Rajaram

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The method of introducing the proxy interpretation for sending and receiving requests increase the capability of the server and our approach UDIV (User-Data Identity Security) to solve the data and user authentication without extending size of the data makes better than hybrid IDS (Intrusion Detection System). And at the same time all the security stages we have framed have to pass through less through that minimize the response time of the request. Even though an anomaly detected, before rejecting it the proxy extracts its identity to prevent it to enter into system. In case of false anomalies, the request will be reshaped and transformed into legitimate request for further response. Finally we are holding the normal and abnormal requests in two different queues with own priorities.

Keywords: IDS, Data & User authentication, UDIS.

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Authors: M. R. Ghasemi, A. Ehsani

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In this paper, the optimum weight and cost of a laminated composite plate is seeked, while it undergoes the heaviest load prior to a complete failure. Various failure criteria are defined for such structures in the literature. In this work, the Tsai-Hill theory is used as the failure criterion. The theory of analysis was based on the Classical Lamination Theory (CLT). A newly type of Genetic Algorithm (GA) as an optimization technique with a direct use of real variables was employed. Yet, since the optimization via GAs is a long process, and the major time is consumed through the analysis, Radial Basis Function Neural Networks (RBFNN) was employed in predicting the output from the analysis. Thus, the process of optimization will be carried out through a hybrid neuro-GA environment, and the procedure will be carried out until a predicted optimum solution is achieved.

Keywords: Composite Laminates, GA, Multi-objectiveOptimisation, Neural Networks, RBFNN.

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Authors: A. Won-Yong Chae, B. Hyung-Nam Kim, C. Kyoung-Jun Lee, D. Hee-Je Kim

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The renewable energy has been attracting attention as a new alternative energy due to the problem of environmental pollution and resource depletion. In particular, daylighting and PV system are regarded as the solutions. In this paper, the hybrid dimming control system supplied by solar cell and daylighting system was designed. Daylighting system is main source and PV system is spare source. PV system operates the LED lamp which supports daylighting system because daylighting system is unstable due to the variation of irradiance. In addition, PV system has a role charging batteries. Battery charging has a benefit that PV system operate LED lamp in the bad weather. However, LED lamp always can`t turn on that-s why dimming control system was designed. In particular, the solar charging robot was designed to check the interior irradiance intensity. These systems and the application of the solar charging robot are expected to contribute developing alternative energy in the near future.

Keywords: Daylighting system, PV system, LED lamp, Suntracking robot.

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Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim

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A warrant is a financial contract that confers the right but not the obligation, to buy or sell a security at a certain price before expiration. The standard procedure to value equity warrants using call option pricing models such as the Black–Scholes model had been proven to contain many flaws, such as the assumption of constant interest rate and constant volatility. In fact, existing alternative models were found focusing more on demonstrating techniques for pricing, rather than empirical testing. Therefore, a mathematical model for pricing and analyzing equity warrants which comprises stochastic interest rate and stochastic volatility is essential to incorporate the dynamic relationships between the identified variables and illustrate the real market. Here, the aim is to develop dynamic pricing formulations for hybrid equity warrants by incorporating stochastic interest rates from the Cox-Ingersoll-Ross (CIR) model, along with stochastic volatility from the Heston model. The development of the model involves the derivations of stochastic differential equations that govern the model dynamics. The resulting equations which involve Cauchy problem and heat equations are then solved using partial differential equation approaches. The analytical pricing formulas obtained in this study comply with the form of analytical expressions embedded in the Black-Scholes model and other existing pricing models for equity warrants. This facilitates the practicality of this proposed formula for comparison purposes and further empirical study.

Keywords: Cox-Ingersoll-Ross model, equity warrants, Heston model, hybrid models, stochastic.

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Authors: Michal Martinovič, Jaroslav Polec, Kvetoslava Kotuliaková

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In this paper we proposed multistage adaptive ARQ/HARQ/HARQ scheme. This method combines pure ARQ (Automatic Repeat reQuest) mode in low channel bit error rate and hybrid ARQ method using two different Reed-Solomon codes in middle and high error rate conditions. It follows, that our scheme has three stages. The main goal is to increase number of states in adaptive HARQ methods and be able to achieve maximum throughput for every channel bit error rate. We will prove the proposal by calculation and then with simulations in land mobile satellite channel environment. Optimization of scheme system parameters is described in order to maximize the throughput in the whole defined Signal-to- Noise Ratio (SNR) range in selected channel environment.

Keywords: Signal-to-noise ratio, throughput, forward error correction (FEC), pure and hybrid automatic repeat request (ARQ).

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Authors: A. Q. Sobia, M. S. Hamidah, I. Azmi, S. F. A. Rafeeqi

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Fibre-reinforced polymer (FRP) strengthened reinforced concrete (RC) structures are susceptible to intense deterioration when exposed to elevated temperatures, particularly in the incident of fire. FRP has the tendency to lose bond with the substrate due to the low glass transition temperature of epoxy; the key component of FRP matrix.  In the past few decades, various types of high performance cementitious composites (HPCC) were explored for the protection of RC structural members against elevated temperature. However, there is an inadequate information on the influence of elevated temperature on the ultra high performance fibre-reinforced cementitious composites (UHPFRCC) containing ground granulated blast furnace slag (GGBS) as a replacement of high alumina cement (HAC) in conjunction with hybrid fibres (basalt and polypropylene fibres), which could be a prospective fire resisting material for the structural components. The influence of elevated temperatures on the compressive as well as flexural strength of UHPFRCC, made of HAC-GGBS and hybrid fibres, were examined in this study. Besides control sample (without fibres), three other samples, containing 0.5%, 1% and 1.5% of basalt fibres by total weight of mix and 1 kg/m³ of polypropylene fibres, were prepared and tested. Another mix was also prepared with only 1 kg/m³ of polypropylene fibres. Each of the samples were retained at ambient temperature as well as exposed to 400, 700 and 1000 °C followed by testing after 28 and 56 days of conventional curing. Investigation of results disclosed that the use of hybrid fibres significantly helped to improve the ambient temperature compressive and flexural strength of UHPFRCC, which was found to be 80 and 14.3 MPa respectively. However, the optimum residual compressive strength was marked by UHPFRCC-CP (with polypropylene fibres only), equally after both curing days (28 and 56 days), i.e. 41%. In addition, the utmost residual flexural strength, after 28 and 56 days of curing, was marked by UHPFRCC– CP and UHPFRCC– CB2 (1 kg/m³ of PP fibres + 1% of basalt fibres) i.e. 39% and 48.5% respectively.

Keywords: Fibre reinforced polymer materials, ground granulated blast furnace slag, high-alumina cement, hybrid fibres.

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Authors: Astiaj Khoramshahi, Hossein Ahmadi Danesh Ashtiani, Ahmad Khoshgard, Hamidreza Damghani, Leila Damghani

Abstract:

Solar energy systems using various storages are required to be evaluated based on energy requirements and applications. Also, modeling and analysis of storage systems are necessary to increase the effectiveness of combinations of these systems. In this paper, analysis based on the MATLAB software has been analyzed to evaluate the response of the hybrid energy system considering various technologies of renewable energy and energy storage. In the present study, three different simulation scenarios are presented. Simulation output results using software for the first scenario show that the battery is effective in smoothing the overall power demand to the consumer studied during a day, but temporary loads on the grid with high frequencies, effectively cannot be canceled due to the limited response speed of battery control. Simulation outputs for the second scenario using the energy storage system show that sudden changes in demand power are paved by super saving. The majority of these sudden changes in power demand are caused by sewing consumers and receiving variable solar power (due to clouds passing through the solar array). Simulation outputs for the third scenario show the effects of the hybrid system for the same consumer and the output of the solar array, leading to the smallest amount of power demand fed into the grid, as well as demand at peak times. According to the "battery only" scenario, the displacement technique of the peak load has been significantly reduced.

Keywords: Storage system, super storage, standalone, microgrid.

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Authors: W. Hasan, H. Farhat, A. Alhilo, L. Tamimi

Abstract:

Oil in water (O/W) emulsions are utilized extensively for cooling and lubricating cutting tools during parts machining. A robust Lattice Boltzmann (LBM) thermal-surfactants model, which provides a useful platform for exploring complex emulsions’ characteristics under variety of flow conditions, is used here for the study of the fluid behavior during conventional tools cooling. The transient thermal capabilities of the model are employed for simulating the effects of the flow conditions of O/W emulsions on the cooling of cutting tools. The model results show that the temperature outcome is slightly affected by reversing the direction of upper plate (workpiece). On the other hand, an important increase in effective viscosity is seen which supports better lubrication during the work.

Keywords: Hybrid lattice Boltzmann method, Gunstensen model, thermal, surfactant-covered droplet, Marangoni stress.

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