Search results for: Implied adjusted volatility

Authors: T. Boonkang, C. Santhaweesuk, N. Pianthong, P. Neeramon, A. Phimhlo, S. Bangphan

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The objective of this research was to apply metakaolin from northeast of Thailand as a binder in the casting process of rice polishing cylinder in replacement of the imported calcined magnesite cement and to reduce the production cost of the cylinder. Metakaolin was obtained from three different regions (Udon Thani, Nakhon Phanom, and Ubon Ratchathani). The design of experiment analysis using the MINITAB Release 14 based on the compressive strength and tensile strength testing was conducted. According to the analysis results, it was found that the optimal proportions were calcined magnesite cement: metakaolin from Udon Thani, Nakhon Phanom and Ubon Ratchathani equal to 63:37, 71:29, and 100:0, respectively. When used this formula to cast the cylinder and test the rice milling, it was found that the average broken rice percent was 32.52 and 38.29 for the cylinder contained the metakaolin from Udon Thani and Nakhon Phanom, respectively, which implied that the cylinder which contained the metakaolin from Udon Thani has higher efficiency than the cylinder which contained the metakaolin from Nakhon Phanom at 0.05 level of statistical significance. Whereas, the average wear rate of cylinder from both resources were 7.27 and 6.53 g/h, respectively.

Keywords: Binder, casting, metakaolin, rice polishing cylinder.

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Authors: Feddaoui Amina

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Income smoothing represents an attempt on the part of the company's management to reduce variations in earnings through the manipulation of the accounting principles. In this study, we aimed to measure income smoothing practices in a sample of 30 French joint stock companies during the period (2007-2009), we used Dummy variables method and “ECKEL” model to measure income smoothing practices and Binomial test accourding to SPSS program, to confirm or refute our hypothesis. This study concluded that there are no significant statistical indicators of income smoothing practices in the sample studied of French companies during the period (2007-2009), so the income series in the same sample studied of is characterized by stability and non-volatility without any intervention of management through accounting manipulation. However, this type of accounting manipulation should be taken into account and efforts should be made by control bodies to apply Eckel model and generalize its use at the global level.

Keywords: Income, smoothing, “Eckel”, French companies.

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Authors: R. C. Ferreira, H. H. C. De Lima, A. A. Cândido, O. M. Couto Junior, P. A. Arroyo, K. Q De Carvalho, G. F. Gauze, M. A. S. D. Barros

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Removal of the widespread used drug paracetamol from water was investigated using activated carbon originated from dende coconut mesocarp and babassu coconut mesocarp. Kinetic and equilibrium data were obtained at different values of pH. Both activated carbons showed high efficiency when pH ≤ pHPZC as the carbonil group of paracetamol molecule are adsorbed due to positively charged carbon surface. Microporosity also played an important role in such process. Pseudo-second order model was better adjusted to the kinetic results. Equilibrium data may be represented by Langmuir equation.

Keywords: Adsorption, activated carbon, babassu, dende.

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Authors: Dany Ng Cheong Vee, Preethee Nunkoo Gonpot, Noor-Ul-Hacq Sookia

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In this paper, we consider the application of Extreme Value Theory as a risk measurement tool. The Value at Risk, for a set of indices, from six Stock Exchanges of Frontier markets is calculated using the Peaks over Threshold method and the performance of the model index-wise is evaluated using coverage tests and loss functions. Our results show that “fattailedness” alone of the data is not enough to justify the use of EVT as a VaR approach. The structure of the returns dynamics is also a determining factor. This approach works fine in markets which have had extremes occurring in the past thus making the model capable of coping with extremes coming up (Colombo, Tunisia and Zagreb Stock Exchanges). On the other hand, we find that indices with lower past than present volatility fail to adequately deal with future extremes (Mauritius and Kazakhstan). We also conclude that using EVT alone produces quite static VaR figures not reflecting the actual dynamics of the data.

Keywords: Extreme Value theory, Financial Crisis 2008, Frontier Markets, Value at Risk.

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Authors: Noratiqah Mohd Ariff, Abdul Aziz Jemain, Mohd Aftar Abu Bakar

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The construction of Intensity-Duration-Frequency (IDF) curves is one of the most common and useful tools in order to design hydraulic structures and to provide a mathematical relationship between rainfall characteristics. IDF curves, especially those in Peninsular Malaysia, are often built using moving windows of rainfalls. However, these windows do not represent the actual rainfall events since the duration of rainfalls is usually prefixed. Hence, instead of using moving windows, this study aims to find regionalized distributions for IDF curves of extreme rainfalls based on storm events. Homogeneity test is performed on annual maximum of storm intensities to identify homogeneous regions of storms in Peninsular Malaysia. The L-moment method is then used to regionalized Generalized Extreme Value (GEV) distribution of these annual maximums and subsequently. IDF curves are constructed using the regional distributions. The differences between the IDF curves obtained and IDF curves found using at-site GEV distributions are observed through the computation of the coefficient of variation of root mean square error, mean percentage difference and the coefficient of determination. The small differences implied that the construction of IDF curves could be simplified by finding a general probability distribution of each region. This will also help in constructing IDF curves for sites with no rainfall station.

Keywords: IDF curves, L-moments, regionalization, storm events.

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Authors: Ichihan Tai, Bill Olson, Paul Blessner

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Traditional early warning systems that alarm against crisis are generally based on structured or numerical data; therefore, a system that can make predictions based on unstructured textual data, an uncorrelated data source, is a great complement to the traditional early warning systems. The Chicago Board Options Exchange (CBOE) Volatility Index (VIX), commonly referred to as the fear index, measures the cost of insurance against market crash, and spikes in the event of crisis. In this study, news data is consumed for prediction of whether there will be a market-wide crisis by predicting the movement of the fear index, and the historical references to similar events are presented in an unsupervised manner. Topic modeling-based prediction and representation are made based on daily news data between 1990 and 2015 from The Wall Street Journal against VIX index data from CBOE.

Keywords: Early Warning System, Knowledge Management, Topic Modeling, Market Prediction.

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Authors: Junseok Ham, Chansun Jung, Junhyung Park, Jihye Ryeo, Ilju Ko

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It is hard to express emotion through only speech when we watch a character in a movie or a play because we cannot estimate the size, kind, and quantity of emotion. So this paper proposes an artificial emotion model for visualizing current emotion with color and location in emotion model. The artificial emotion model is designed considering causality of generated emotion, difference of personality, difference of continual emotional stimulus, and co-relation of various emotions. This paper supposed the Emotion Field for visualizing current emotion with location, and current emotion is expressed by location and color in the Emotion Field. For visualizing changes within current emotion, the artificial emotion model is adjusted to characters in Hamlet.

Keywords: Emotion, Artificial Emotion, Visualizing, EmotionModel.

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Authors: A. Harifi, A. Aghagolzadeh

Abstract:

The main problem for recognition of handwritten Persian digits using Neural Network is to extract an appropriate feature vector from image matrix. In this research an asymmetrical segmentation pattern is proposed to obtain the feature vector. This pattern can be adjusted as an optimum model thanks to its one degree of freedom as a control point. Since any chosen algorithm depends on digit identity, a Neural Network is used to prevail over this dependence. Inputs of this Network are the moment of inertia and the center of gravity which do not depend on digit identity. Recognizing the digit is carried out using another Neural Network. Simulation results indicate the high recognition rate of 97.6% for new introduced pattern in comparison to the previous models for recognition of digits.

Keywords: Pattern recognition, Persian digits, NeuralNetwork.

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Authors: Miloš Marjanović, Jaroslav Burian, Ja kub Miřijovský, Jan Harbula

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This paper regards the phenomena of intensive suburbanization and urbanization in Olomouc city and in Olomouc region in general for the period of 1986–2009. A Remote Sensing approach that involves tracking of changes in Land Cover units is proposed to quantify the urbanization state and trends in temporal and spatial aspects. It actually consisted of two approaches, Experiment 1 and Experiment 2 which implied two different image classification solutions in order to provide Land Cover maps for each 1986–2009 time split available in the Landsat image set. Experiment 1 dealt with the unsupervised classification, while Experiment 2 involved semi- supervised classification, using a combination of object-based and pixel-based classifiers. The resulting Land Cover maps were subsequently quantified for the proportion of urban area unit and its trend through time, and also for the urban area unit stability, yielding the relation of spatial and temporal development of the urban area unit. Some outcomes seem promising but there is indisputably room for improvements of source data and also processing and filtering.

Keywords: Change detection, image classification, land cover, Landsat images, Olomouc city, urbanization.

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Authors: Petr Teply

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The New Basel Capital Accord (Basel II) influences how financial institutions around the world, and especially European Union institutions, determine the amount of capital to reserve. However, as the recent global crisis has shown, the revision of Basel II is needed to reflect current trends, such as increased volatility and correlation, in the world financial markets. The overall objective of Basel II is to increase the safety and soundness of the international financial system. Basel II builds on three main pillars: Pillar I deals with the minimum capital requirements for credit, market and operational risk, Pillar II focuses on the supervisory review process and finally Pillar III promotes market discipline through enhanced disclosure requirements for banks. The aim of this paper is to provide the historical background, key features and impact of Basel II on financial markets. Moreover, we discuss new proposals for international bank regulation (sometimes referred to as Basel III) which include requirements for higher quality, constituency and transparency of banks' capital and risk management, regulation of OTC markets and introduction of new liquidity standards for internationally active banks.

Keywords: Basel II, Basel III, risk management, bank regulation

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Authors: Azizeh Chalak, Firouzeh Baktash

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Reticence is a prominent and complex phenomenon which occurs in foreign language classrooms and influences students’ oral passivity. The present study investigated the extent in which students experience reticence in the EFL classrooms and explored the underlying factors triggering reticence. The participants were 104 Iranian freshmen undergraduate male and female EFL students, who enrolled in listening and speaking courses, all majoring in English studying at Islamic Azad University Isfahan (Khorasgan) Branch and University of Isfahan, Isfahan, Iran. To collect the data, the Reticence Scale-12 (RS-12) questionnaire which measures the level of reticence consisting of six dimensions (anxiety, knowledge, timing, organization, skills, and memory) was administered to the participants. The statistical analyses showed that the reticent level was high among the Iranian EFL undergraduate students, and their major problems were feelings of anxiety and delivery skills. Moreover, the results revealed that factors such as low English proficiency, the teaching method, and lack of confidence contributed to the students’ reticence in Iranian EFL classrooms. It can be implied that language teachers’ awareness of learners’ reticence can help them choose more appropriate activities and provide a friendly environment enhancing hopefully more effective participation of EFL learners. The findings can have implications for EFL teachers, learners and policy makers.

Keywords: Reticence, reticence scale, anxiety, Iranian EFL learners.

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Authors: Nnamdi I. Nwulu, Shola G. Oroja

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It has become crucial over the years for nations to improve their credit scoring methods and techniques in light of the increasing volatility of the global economy. Statistical methods or tools have been the favoured means for this; however artificial intelligence or soft computing based techniques are becoming increasingly preferred due to their proficient and precise nature and relative simplicity. This work presents a comparison between Support Vector Machines and Artificial Neural Networks two popular soft computing models when applied to credit scoring. Amidst the different criteria-s that can be used for comparisons; accuracy, computational complexity and processing times are the selected criteria used to evaluate both models. Furthermore the German credit scoring dataset which is a real world dataset is used to train and test both developed models. Experimental results obtained from our study suggest that although both soft computing models could be used with a high degree of accuracy, Artificial Neural Networks deliver better results than Support Vector Machines.

Keywords: Artificial Neural Networks, Credit Scoring, SoftComputing Models, Support Vector Machines.

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Authors: Won-Hee Cho, GeunHyung Lee, Deok-Hwan Kim

Abstract:

The flash memory has many advantages such as low power consumption, strong shock resistance, fast I/O and non-volatility. And it is increasingly used in the mobile storage device. The YAFFS, one of the NAND flash file system, is widely used in the embedded device. However, the existing YAFFS takes long time to mount the file system because it scans whole spare areas in all pages of NAND flash memory. In order to solve this problem, we propose a new content-based flash file system using a mounting time reduction technique. The proposed method only scans partial spare areas of some special pages by using content-based block management. The experimental results show that the proposed method reduces the average mounting time by 87.2% comparing with JFFS2 and 69.9% comparing with YAFFS.

Keywords: NAND Flash Memory, Mounting Time, YAFFS, JFFS2, Content-based Block management

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Authors: Roopam Gaur, K. Chandramani Singh, Radhapiyari Laishram

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In order to produce lead free piezoceramics with optimum piezoelectric and dielectric properties, KNN modified with Li+ (as an A site dopant) and Sb5+ (as a B site dopant) (K0.49Na0.49Li0.02) (Nb0.96Sb0.04) O3 (referred as KNLNS in this paper) have been synthesized using solid state reaction method and conventional sintering technique. The ceramics were sintered in the narrow range of 1050°C-1090°C for 2-3 h to get precise information about sintering parameters. Detailed study of dependence of microstructural, dielectric and piezoelectric properties on sintering conditions was then carried out. The study suggests that the volatility of the highly hygroscopic KNN ceramics is not only sensitive to sintering temperatures but also to sintering durations. By merely reducing the sintering duration for a given sintering temperature we saw an increase in the density of the samples which was supported by the increase in dielectric constants of the ceramics. And since density directly or indirectly affects almost all the associated properties, other dielectric and piezoelectric properties were also enhanced as we approached towards the most suitable sintering temperature and duration combination. The detailed results are reported in this paper.

Keywords: Piezoceramics, Conventional Sintering, KNN, Lead Free.

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Authors: Mohd Nuri Al-Amin Endut, Wan Suhaimi Wan Abdullah, Zulqarnain Abu Bakar

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The element of justice or al-‘adl in the context of Islamic critical thinking deals with the notion of justice in a thinking process which critically rationalizes the truth in a fair and objective manner with no irrelevant interference that can jeopardize a sound judgment. This Islamic axiological element is vital in technological decision making as it addresses the issues of religious values and ethics that are primarily set to fulfill the purpose of human life on earth. The main objective of this study was to examine and analyze the perception of Muslim engineering students in Malaysian higher education institutions towards the concept of al-‘adl as an essential element of Islamic critical thinking. The study employed mixed methods approach that comprises data collection from the questionnaire survey and the interview responses. A total of 557 Muslim engineering undergraduates from six Malaysian universities participated in the study. The study generally indicated that Muslim engineering undergraduates in the higher institutions have rather good comprehension and consciousness for al-‘adl with a slight awareness on the importance of objective thinking. Nonetheless there were a few items on the concept that have implied a comparatively low perception on the rational justice in Islam as the means to grasp the ultimate truth.

Keywords: Engineering education, Islamic critical thinking, rational justice, perception, tertiary education.

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Authors: Yusoff Y. S., Streftaris, G., Waters, H. R

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Death within 30 days is an important factor to be looked into, as there is a significant risk of deaths immediately following or soon after, myocardial infarction (MI) or stroke. In this paper, we will model the deaths within 30 days following a myocardial infarction (MI) or stroke in the UK. We will see how the probabilities of sudden deaths from MI or stroke have changed over the period 1981-2000. We will model the sudden deaths using a generalized linear model (GLM), fitted using the R statistical package, under a Binomial distribution for the number of sudden deaths. We parameterize our model using the extensive and detailed data from the Framingham Heart Study, adjusted to match UK rates. The results show that there is a reduction for the sudden deaths following a MI over time but no significant improvement for sudden deaths following a stroke.

Keywords: Sudden deaths, myocardial infarction, stroke, ischemic heart disease.

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Authors: N. Hatraf, L. Merabeti, Z. Neffeh, W. Taane

Abstract:

The excessive consumption of fossil energies (electrical energy) during summer caused by the technological development involves more and more climate warming.

In order to reduce the worst impact of gas emissions produced from classical air conditioning, heat driven solar absorption chiller is pretty promising; it consists on using solar as motive energy which is clean and environmentally friendly to provide cold.

Solar absorption machine is composed by four components using Lithium Bromide /water as a refrigerating couple. LiBr- water is the most promising in chiller applications due to high safety, high volatility ratio, high affinity, high stability and its high latent heat. The lithium bromide solution is constitute by the salt lithium bromide which absorbs water under certain conditions of pressure and temperature however if the concentration of the solution is high in the absorption chillers; which exceed 70%, the solution will crystallize.

The main aim of this article is to study the phenomena of the crystallization and to evaluate how the dependence between the electric conductivity and the concentration which should be controlled.

Keywords: Absorption chillers, crystallization, experimental results, Lithium Bromide solution.

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Authors: Kiattisak Batsungnoen, Thanatchai Kulworawanichpong

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The aim of this study is to develop a cost-effective WBGT heat stress monitor which provides precise heat stress measurement. The proposed device employs SHT15 and DS18B20 as a temperature and humidity sensors, respectively, incorporating with ATmega328 microcontroller. The developed heat stress monitor was calibrated and adjusted to that of the standard temperature and humidity sensors in the laboratory. The results of this study illustrated that the mean percentage error and the standard deviation from the measurement of the globe temperature was 2.33 and 2.71 respectively, while 0.94 and 1.02 were those of the dry bulb temperature, 0.79 and 0.48 were of the wet bulb temperature, and 4.46 and 1.60 were of the relative humidity sensor. This device is relatively low-cost and the measurement error is acceptable.

Keywords: Heat stress monitor, WBGT, Temperature and Humidity Sensors.

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Authors: K. Jabeur, L. D. Buda-Prejbeanu, G. Prenat, G. Di Pendina

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MRAM technology provides a combination of fast access time, non-volatility, data retention and endurance. While a growing interest is given to two-terminal Magnetic Tunnel Junctions (MTJ) based on Spin-Transfer Torque (STT) switching as the potential candidate for a universal memory, its reliability is dramatically decreased because of the common writing/reading path. Three-terminal MTJ based on Spin-Orbit Torque (SOT) approach revitalizes the hope of an ideal MRAM. It can overcome the reliability barrier encountered in current two-terminal MTJs by separating the reading and the writing path. In this paper, we study two possible writing schemes for the SOT-MTJ device based on recently fabricated samples. While the first is based on precessional switching, the second requires the presence of permanent magnetic field. Based on an accurate Verilog-A model, we simulate the two writing techniques and we highlight advantages and drawbacks of each one. Using the second technique, pioneering logic circuits based on the three-terminal architecture of the SOT-MTJ described in this work are under development with preliminary attractive results.

Keywords: Spin orbit Torque, Magnetic Tunnel Junction, MRAM, Spintronic, Circuit simulation.

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Authors: Edikan E. Akpanibah, Ogunmodimu Dupe Catherine

Abstract:

The relevance of geometric Brownian motion (GBM) in modelling the behaviour of stock market prices (SMP) cannot be over emphasized taking into consideration the volatility of the SMP. Consequently, there is need to investigate how GBM models are being estimated and used in financial market to predict SMP. To achieve this, the GBM estimation and its application to the SMP of some selected companies are studied. The normal and log-normal distributions were used to determine the expected value, variance and co-variance. Furthermore, the GBM model was used to predict the SMP of some selected companies over a period of time and the mean absolute percentage error (MAPE) were calculated and used to determine the accuracy of the GBM model in predicting the SMP of the four companies under consideration. It was observed that for all the four companies, their MAPE values were within the region of acceptance. Also, the MAPE values of our data were compared to an existing literature to test the accuracy of our prediction with respect to time of investment. Finally, some numerical simulations of the graphs of the SMP, expectations and variance of the four companies over a period of time were presented using MATLAB programming software.

Keywords: Stock Market, Geometric Brownian Motion, normal and log-normal distribution, mean absolute percentage error.

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Authors: T. Thosdeekoraphat, S. Summart, C. Saetiaw, S. Santalunai, C. Thongsopa

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This article presents a current-mode universal biquadratic filter. The proposed circuit can apparently provide standard functions of the biquad filter: low-pass, high-pass, bandpass, band-reject and all-pass functions. The circuit uses 4 current controlled transconductance amplifiers (CCTAs) and 2 grounded capacitors. In addition, the pole frequency and quality factor can be adjusted by electronic method by adjusting the bias currents of the CCTA. The proposed circuit uses only grounded capacitors without additional external resistors, the proposed circuit is considerably appropriate to further developing into an integrated circuit. The results of PSPICE simulation program are corresponding to the theoretical analysis.

Keywords: Resistor-less, Current-mode, Biquad filter, CCTA.

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Authors: Neli P. Zlatareva

Abstract:

Ontology validation is an important part of web applications’ development, where knowledge integration and ontological reasoning play a fundamental role. It aims to ensure the consistency and correctness of ontological knowledge and to guarantee that ontological reasoning is carried out in a meaningful way. Existing approaches to ontology validation address more or less specific validation issues, but the overall process of validating web ontologies has not been formally established yet. As the size and the number of web ontologies continue to grow, more web applications’ developers will rely on the existing repository of ontologies rather than develop ontologies from scratch. If an application utilizes multiple independently created ontologies, their consistency must be validated and eventually adjusted to ensure proper interoperability between them. This paper presents a validation technique intended to test the consistency of independent ontologies utilized by a common application.

Keywords: Knowledge engineering, ontological reasoning, ontology validation, semantic web.

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Authors: Gbenga F. Akomolafe, Joseph Omojola, Ezekiel S. Joshua, Seyi C. Adediwura, Elijah T. Adesuji, Michael O. Odey, Oyinade A. Dedeke, Ayo H. Labulo

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Microgravity is known to be a major abiotic stress in space which affects plants depending on the duration of exposure. In this work, tomatoes seeds were exposed to long hours of simulated microgravity condition using a one-axis clinostat. The seeds were sown on a 1.5% combination of plant nutrient and agar-agar solidified medium in three Petri dishes. One of the Petri dishes was mounted on the clinostat and allowed to rotate at the speed of 20 rpm for 72 hours, while the others were subjected to the normal gravity vector. The anatomical sections of both clinorotated and normal gravity plants were made after 72 hours and observed using a Phase-contrast digital microscope. The percentage germination, as well as the growth rate of the normal gravity seeds, was higher than the clinorotated ones. The germinated clinorotated roots followed different directions unlike the normal gravity ones which grew towards the direction of gravity vector. The clinostat was able to switch off gravistimulation. Distinct cellular arrangement was observed for tomatoes under normal gravity condition, unlike those of clinorotated ones. The root epidermis and cortex of normal gravity are thicker than the clinorotated ones. This implied that under long-term microgravity influence, plants do alter their anatomical features as a way of adapting to the stress condition.

Keywords: Anatomy, Clinostat, Germination, Microgravity, Lycopersicon esculentum.

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Authors: Débora V. Busman, Venerando E. Amaro, Mattheus da C. Prudêncio

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Prognostic studies of the shoreline are of utmost importance for Ponta Negra Beach, located in Natal, Northeastern Brazil, where the infrastructure recently built along the shoreline is severely affected by flooding and erosion. This study compares shoreline predictions using three linear regression methods (LMS, LRR and WLR) and tries to discern the best method for different shoreline position scenarios. The methods have shown erosion on the beach in each of the scenarios tested, even in less intense dynamic conditions. The WLA_A with confidence interval of 95% was the well-adjusted model and calculated a retreat of -1.25 m/yr to -2.0 m/yr in hot spot areas. The change of the shoreline on Ponta Negra Beach can be measured as a negative exponential curve. Analysis of these methods has shown a correlation with the morphodynamic stage of the beach.

Keywords: Coastal Erosion, Prognostic Model, DSAS.

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Authors: Jeng-Wei Tsai

Abstract:

The purpose of this study was to understand the main sources of copper (Cu) accumulation in target organs of tilapia (Oreochromis mossambicus) and to investigate how the organism mediate the process of Cu accumulation under prolonged conditions. By measuring both dietary and waterborne Cu accumulation and total concentrations in tilapia with biokinetic modeling approach, we were able to clarify the biokinetic coping mechanisms for the long term Cu accumulation. This study showed that water and food are both the major source of Cu for the muscle and liver of tilapia. This implied that control the Cu concentration in these two routes will be correlated to the Cu bioavailability for tilapia. We found that exposure duration and level of waterborne Cu drove the Cu accumulation in tilapia. The ability for Cu biouptake and depuration in organs of tilapia were actively mediated under prolonged exposure conditions. Generally, the uptake rate, depuration rate and net bioaccumulation ability in all selected organs decreased with the increasing level of waterborne Cu and extension of exposure duration.Muscle tissues accounted for over 50%of the total accumulated Cu and played a key role in buffering the Cu burden in the initial period of exposure, alternatively, the liver acted a more important role in the storage of Cu with the extension of exposures. We concluded that assumption of the constant biokinetic rates could lead to incorrect predictions with overestimating the long-term Cu accumulation in ecotoxicological risk assessments.

Keywords: Biokinetics, Chronic exposure, Copper, Coping mechanism, Tilapia

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Authors: J. Fernandez, N. Aguilar, R. Fernandez de Canete, J. C. Ramos-Diaz

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In this paper, a simulation model of the glucose-insulin system for a patient undergoing diabetes Type 1 is developed by using a causal modeling approach under system dynamics. The OpenModelica simulation environment has been employed to build the so called causal model, while the glucose-insulin model parameters were adjusted to fit recorded mean data of a diabetic patient database. Model results under different conditions of a three-meal glucose and exogenous insulin ingestion patterns have been obtained. This simulation model can be useful to evaluate glucose-insulin performance in several circumstances, including insulin infusion algorithms in open-loop and decision support systems in closed-loop.

Keywords: Causal modeling, diabetes, glucose-insulin system, diabetes, causal modeling, OpenModelica software.

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Authors: Magdi M. Nabi, Ding-Li Yu

Abstract:

Control of a semi-batch polymerization reactor using an adaptive radial basis function (RBF) neural network method is investigated in this paper. A neural network inverse model is used to estimate the valve position of the reactor; this method can identify the controlled system with the RBF neural network identifier. The weights of the adaptive PID controller are timely adjusted based on the identification of the plant and self-learning capability of RBFNN. A PID controller is used in the feedback control to regulate the actual temperature by compensating the neural network inverse model output. Simulation results show that the proposed control has strong adaptability, robustness and satisfactory control performance and the nonlinear system is achieved.

Keywords: Chylla-Haase polymerization reactor, RBF neural networks, feed-forward and feedback control.

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Authors: L. Dahmani, S. Drizi, M. Djemai, A. Boudjemia, M. O. Mechiche

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Channel sections are widely used in practice as beams. However, design rules for eccentrically loaded (not through shear center) beams with channel cross- sections are not available in Eurocode 3. This paper compares the ultimate loads based on the adjusted design rules for lateral torsional buckling of eccentrically loaded channel beams in bending to the ultimate loads obtained with Finite Element (FE) simulations on the basis of a parameter study. Based on the proposed design rule, this study has led to a new design rule which conforms to Eurocode 3.

Keywords: ANSYS, Eurocode 3, finite element method, lateral torsional buckling, steel channel beam.

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Authors: Maria Kalinina, Aron Larsson, Leif Olsson

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In the multi objective optimization, in the case when generated set of Pareto optimal solutions is large, occurs the problem to select of the best solution from this set. In this paper, is suggested a method to order of Pareto set. Ordering the Pareto optimal set carried out in conformity with the introduced distance function between each solution and selected reference point, where the reference point may be adjusted to represent the preferences of a decision making agent. Preference information about objective weights from a decision maker may be expressed imprecisely. The developed elicitation procedure provides an opportunity to obtain surrogate numerical weights for the objectives, and thus, to manage impreciseness of preference. The proposed method is a scalable to many objectives and can be used independently or as complementary to the various visualization techniques in the multidimensional case.

Keywords: Imprecise weights, Multiple objectives, Pareto optimality, Visualization.

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Authors: Dariush Jafari, Seyed Ali Jafari

Abstract:

The recommended limit for cadmium concentration in potable water is less than 0.005 mg/L. A continuous biosorption process using indigenous red seaweed, Gracilaria corticata, was performed to remove cadmium from the potable water. The process was conducted under fixed conditions and the breakthrough curves were achieved for three consecutive sorption-desorption cycles. A modeling based on Artificial Neural Network (ANN) was employed to fit the experimental breakthrough data. In addition, a simplified semi empirical model, Thomas, was employed for this purpose. It was found that ANN well described the experimental data (R2>0.99) while the Thomas prediction were a bit less successful with R2>0.97. The adjusted design parameters using the nonlinear form of Thomas model was in a good agreement with the experimentally obtained ones. The results approve the capability of ANN to predict the cadmium concentration in potable water.

Keywords: ANN, biosorption, cadmium, packed-bed, potable water.

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