Search results for: Joint replenishment
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 394

Search results for: Joint replenishment

184 Methodology for Obtaining Static Alignment Model

Authors: Lely A. Luengas, Pedro R. Vizcaya, Giovanni Sánchez

Abstract:

In this paper, a methodology is presented to obtain the Static Alignment Model for any transtibial amputee person. The proposed methodology starts from experimental data collected on the Hospital Militar Central, Bogotá, Colombia. The effects of transtibial prosthesis malalignment on amputees were measured in terms of joint angles, center of pressure (COP) and weight distribution. Some statistical tools are used to obtain the model parameters. Mathematical predictive models of prosthetic alignment were created. The proposed models are validated in amputees and finding promising results for the prosthesis Static Alignment. Static alignment process is unique to each subject; nevertheless the proposed methodology can be used in each transtibial amputee.

Keywords: Information theory, prediction model, prosthetic alignment, transtibial prosthesis.

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183 Adaptive Extended Kalman Filter for Ballistic Missile Tracking

Authors: Gaurav Kumar, Dharmbir Prasad, Rudra Pratap Singh

Abstract:

In the current work, adaptive extended Kalman filter (AEKF) is presented for solution of ground radar based ballistic missile (BM) tracking problem in re-entry phase with unknown ballistic coefficient. The estimation of trajectory of any BM in re-entry phase is extremely difficult, because of highly non-linear motion of BM. The estimation accuracy of AEKF has been tested for a typical test target tracking problem adopted from literature. Further, the approach of AEKF is compared with extended Kalman filter (EKF). The simulation result indicates the superiority of the AEKF in solving joint parameter and state estimation problems.

Keywords: Adaptive, AEKF, ballistic missile, EKF, re-entry phase, target tracking.

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182 On Finite Wordlength Properties of Block-Floating-Point Arithmetic

Authors: Abhijit Mitra

Abstract:

A special case of floating point data representation is block floating point format where a block of operands are forced to have a joint exponent term. This paper deals with the finite wordlength properties of this data format. The theoretical errors associated with the error model for block floating point quantization process is investigated with the help of error distribution functions. A fast and easy approximation formula for calculating signal-to-noise ratio in quantization to block floating point format is derived. This representation is found to be a useful compromise between fixed point and floating point format due to its acceptable numerical error properties over a wide dynamic range.

Keywords: Block floating point, Roundoff error, Block exponent dis-tribution fuction, Signal factor.

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181 A FEM Study of Explosive Welding of Double Layer Tubes

Authors: R. Alipour, F.Najarian

Abstract:

Explosive welding is a process which uses explosive detonation to move the flyer plate material into the base material to produce a solid state joint. Experimental tests have been carried out by other researchers; have been considered to explosively welded aluminium 7039 and steel 4340 tubes in one step. The tests have been done using various stand-off distances and explosive ratios. Various interface geometries have been obtained from these experiments. In this paper, all the experiments carried out were simulated using the finite element method. The flyer plate and collision velocities obtained from the analysis were validated by the pin-measurement experiments. The numerical results showed that very high localized plastic deformation produced at the bond interface. The Ls_dyna_971 FEM has been used for all simulation process.

Keywords: Explosive Welding, Johnson-Cook Equation, Finite Element, JWL Equation.

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180 Design of Modular Robotic Joints for Achieving Various Robot Configurations

Authors: Majid Tolouei-Rad, Anurag Dhull

Abstract:

This paper describes various stages of design and prototyping of a modular robot for use in various industrial applications. The major goal of current research has been to design and make different robotic joints at low cost capable of being assembled together in any given order for achieving various robot configurations. Five different types of joins were designed and manufactured where extensive research has been carried out on the design of each joint in order to achieve optimal strength, size, modularity, and price. This paper presents various stages of research and development undertaken to engineer these joints that include material selection, manufacturing, and strength analysis. The outcome of this research addresses the birth of a new generation of modular industrial robots with a wider range of applications and greater efficiency.

Keywords: Actuator, control system, configuration, robot.

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179 Faculty-Industry R&D Joint Ventures: Barriers VS Incentives for Developing Nations

Authors: Muhammad Fiaz, Baseerat Rizwan, Naqvi Najam Abbas, Yang Naiding

Abstract:

The aspiration of this research article is to target and focus the gains of university-Industry (U-I) collaborations and exploring those hurdles which are the obstacles for attaining these gains. University-Industry collaborations have attained great importance since 1980 in USA due to its application in all fields of life. U-I collaboration is a bilateral process where academia is a proactive member to make such alliances. Universities want to ameliorate their academic-base with the technicalities of technobabbles. U-I collaboration is becoming an essential lane for achieving innovative goals in this century. Many developed nations have set successful examples to prove this phenomenon as a catalyst to reduce costs, efforts and personnel for R&D projects. This study is exploits amplitudes of UI collaboration incentives in the light of success stories of developed countries. Many universities in USA, UK, Canada and various European Countries have been engaged with enterprises for numerous collaborative agreements. A long list of strategic and short term R&D projects has been executed in developed countries to accomplish their intended purposes. Due to the lack of intentions, genuine research and research-oriented environment, the mentioned field could not grow very well in developing countries. During last decade, a new wave of research has induced the institutes of developing countries to promote R&D culture especially in Pakistan. Higher Education Commission (HEC) has initiated many projects and funding supports for universities which have collaborative intentions with industry. Findings show that rapid innovation, overwhelm the technological complexities and articulated intellectual-base are major incentives which steer both partners to establish faculty-industry alliances. Everchanging technologies, concerned about intellectual property, different research environment and culture, research relevancy (Basic or applied), exposure differences and diversity of knowledge (bookish or practical) are main barriers to establish and retain joint ventures. Findings also concluded that, it is dire need to support and enhance cooperation among academia and industry to promote highly coordinated research behaviors. Author has proposed a roadmap for developing countries to promote R&D clusters among faculty and industry to deal the technological challenges and innovation complexities. Based on our research findings, Model for R&D Collaboration for developing countries also have been proposed to promote articulated R&D environment. If developing countries follow this phenomenon, rapid innovations can be achieved with limited R&D budget heads.

Keywords: University-Industry Collaboration, Academia, Innovation, R&D Barriers

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178 Metabolic Predictive Model for PMV Control Based on Deep Learning

Authors: Eunji Choi, Borang Park, Youngjae Choi, Jinwoo Moon

Abstract:

In this study, a predictive model for estimating the metabolism (MET) of human body was developed for the optimal control of indoor thermal environment. Human body images for indoor activities and human body joint coordinated values were collected as data sets, which are used in predictive model. A deep learning algorithm was used in an initial model, and its number of hidden layers and hidden neurons were optimized. Lastly, the model prediction performance was analyzed after the model being trained through collected data. In conclusion, the possibility of MET prediction was confirmed, and the direction of the future study was proposed as developing various data and the predictive model.

Keywords: Deep learning, indoor quality, metabolism, predictive model.

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177 Modeling and Control of a 4DoF Robotic Assistive Device for Hand Rehabilitation

Authors: Christopher Spiewak, M. R. Islam, Mohammad Arifur Rahaman, Mohammad H. Rahman, Roger Smith, Maarouf Saad

Abstract:

For those who have lost the ability to move their hand, going through repetitious motions with the assistance of a therapist is the main method of recovery. We have been developed a robotic assistive device to rehabilitate the hand motions in place of the traditional therapy. The developed assistive device (RAD-HR) is comprised of four degrees of freedom enabling basic movements, hand function, and assists in supporting the hand during rehabilitation. We used a nonlinear computed torque control technique to control the RAD-HR. The accuracy of the controller was evaluated in simulations (MATLAB/Simulink environment). To see the robustness of the controller external disturbance as modelling uncertainty (±10% of joint torques) were added in each joints.

Keywords: Biorobotics, rehabilitation, nonlinear control, robotic assistive device, exoskeleton.

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176 On the Joint Optimization of Performance and Power Consumption in Data Centers

Authors: Samee Ullah Khan, C. Ardil

Abstract:

We model the process of a data center as a multi- objective problem of mapping independent tasks onto a set of data center machines that simultaneously minimizes the energy consump¬tion and response time (makespan) subject to the constraints of deadlines and architectural requirements. A simple technique based on multi-objective goal programming is proposed that guarantees Pareto optimal solution with excellence in convergence process. The proposed technique also is compared with other traditional approach. The simulation results show that the proposed technique achieves superior performance compared to the min-min heuristics, and com¬petitive performance relative to the optimal solution implemented in UNDO for small-scale problems.

Keywords: Energy-efficient computing, distributed systems, multi-objective optimization.

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175 Choosing Search Algorithms in Bayesian Optimization Algorithm

Authors: Hao Wu, Jonathan L. Shapiro

Abstract:

The Bayesian Optimization Algorithm (BOA) is an algorithm based on the estimation of distributions. It uses techniques from modeling data by Bayesian networks to estimating the joint distribution of promising solutions. To obtain the structure of Bayesian network, different search algorithms can be used. The key point that BOA addresses is whether the constructed Bayesian network could generate new and useful solutions (strings), which could lead the algorithm in the right direction to solve the problem. Undoubtedly, this ability is a crucial factor of the efficiency of BOA. Varied search algorithms can be used in BOA, but their performances are different. For choosing better ones, certain suitable method to present their ability difference is needed. In this paper, a greedy search algorithm and a stochastic search algorithm are used in BOA to solve certain optimization problem. A method using Kullback-Leibler (KL) Divergence to reflect their difference is described.

Keywords: Bayesian optimization algorithm, greedy search, KL divergence, stochastic search.

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174 An Experimental Method for Measuring Clamping Force in Bolted Connections and Effect of Bolt Threads Lubrication on Its Value

Authors: E. Hemmati Vand, R. H. Oskouei, T. N. Chakherlou

Abstract:

In this paper, the details of an experimental method to measure the clamping force value at bolted connections due to application of wrenching torque to tighten the nut have been presented. A simplified bolted joint including a holed plate with a single bolt was considered to carry out the experiments. This method was designed based on Hooke-s law by measuring compressive axial strain of a steel bush placed between the nut and the plate. In the experimental procedure, the values of clamping force were calculated for seven different levels of applied torque, and this process was repeated three times for each level of the torque. Moreover, the effect of lubrication of threads on the clamping value was studied using the same method. In both conditions (dry and lubricated threads), relation between the torque and the clamping force have been displayed in graphs.

Keywords: Clamping force, Bolted joints, Experimental method, Lubrication.

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173 The Effectiveness of Bismuth Addition to Retard the Intermetallic Compound Formation

Authors: I. Siti Rabiatull Aisha, A. Ourdjini, O. Saliza Azlina

Abstract:

The aim of this paper is to study the effectiveness of bismuth addition in the solder alloy to retard the intermetallic compound formation and growth. In this study, three categories of solders such as Sn-4Ag-xCu (x = 0.5, 0.7, 1.0) and Sn-4Ag-0.5Cu-xBi (x = 0.1, 0.2, 0.4) were used. Ni/Au surface finish substrates were dipped into the molten solder at a temperature of 180-190 oC and allowed to cool at room temperature. The intermetallic compound (IMCs) were subjected to the characterization in terms of composition and morphology. The IMC phases were identified by energy dispersive x-ray (EDX), whereas the optical microscope and scanning electron microscopy (SEM) were used to observe microstructure evolution of the solder joint. The results clearly showed that copper concentration dependency was high during the reflow stage. Besides, only Ni3Sn4 and Ni3Sn2 were detected for all copper concentrations. The addition of Bi was found to have no significant effect on the type of IMCs formed, but yet the grain became further refined.

Keywords: Bismuth addition, intermetallic compound, composition, morphology.

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172 Female Labor Force Participation in Third World Countries: An Empirical Analysis

Authors: Anam Azam, Muhammad Rafiq

Abstract:

The study identified the socio-economic and demographic factors of both married and unmarried females in third world countries. Almost all the countries have same problems but we have selected Pakistan as a sample country. The main purpose of this study was to examine which factors forced women to participate in labor market. So the best technique of data collection was survey of both married and unmarried females between the ages of 20 to 49. Two models (probit and logit) were used to analyze the factors which effect on FLFP. The result showed that some factors e.g. age; education and marital status have significant effect on FLFP. The findings showed that educated women and those who belong to joint families are more participate because of financial pressure.

Keywords: Education, Financial status, Family pressure Labor Market participation.

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171 Design and Analysis of Piping System with Supports Using CAESAR-II

Authors: M. Jamuna Rani, K. Ramanathan

Abstract:

A steam power plant is housed with various types of equipments like boiler, turbine, heat exchanger etc. These equipments are mainly connected with piping systems. Such a piping layout design depends mainly on stress analysis and flexibility. It will vary with respect to pipe geometrical properties, pressure, temperature, and supports. The present paper is to analyze the presence and effect of hangers and expansion joints in the piping layout/routing using CAESAR-II software. Main aim of piping stress analysis is to provide adequate flexibility for absorbing thermal expansion, code compliance for stresses and displacement incurred in piping system. The design is said to be safe if all these are in allowable range as per code. In this study, a sample problem is considered for analysis as per power piping ASME B31.1 code and the results thus obtained are compared.

Keywords: ASTM B31.1, hanger, expansion joint, CAESAR-II.

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170 Fracture Location Characterizations of Dissimilar Friction Stir Welds

Authors: Esther T. Akinlabi, Stephen A. Akinlabi

Abstract:

This paper reports the tensile fracture location characterizations of dissimilar friction stir welds between 5754 aluminium alloy and C11000 copper. The welds were produced using three shoulder diameter tools; namely, 15, 18 and 25 mm by varying the process parameters. The rotational speeds considered were 600, 950 and 1200 rpm while the feed rates employed were 50, 150 and 300 mm/min to represent the low, medium and high settings respectively. The tensile fracture locations were evaluated using the optical microscope to identify the fracture locations and were characterized. It was observed that 70% of the tensile samples failed in the Thermo Mechanically Affected Zone (TMAZ) of copper at the weld joints. Further evaluation of the fracture surfaces of the pulled tensile samples revealed that welds with low Ultimate Tensile Strength either have defects or intermetallics present at their joint interfaces.

Keywords: fracture location, friction stir welding, intermetallics, metallography,

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169 Slovenian Spatial Legislation over Time and Its Issues

Authors: Andreja Benko

Abstract:

Article presents a short overview of the architects’ profession over time with outlined work of the architectural theoreticians. In the continuation is described a former affiliation of Slovenia as well as the spatial planning documents that were in use until the Slovenia joint Yugoslavia (last part in 1919). This legislation from former Austro-Hungarian monarchy was valid almost until 1950 in some parts of Yugoslavia even longer. Upon that will be mentioned some valid Slovenian spatial documents which will be compared with the German legislation. Analyzed will be the number of architect and spatial planners in Slovenia and also their number upon certain region in Slovenia. Based on that will be given also the number from statistical office of Slovenia of the number of buildings between years 2007 and 2012, and described also the collapse of the major construction companies in Slovenia and consequences of that. At the end will be outlined the morality and ethics by spatial interventions and lack of the architectural law in Slovenia as well as the problematic of minimal collaboration between the Ministry of infrastructure and spatial planning with the profession.

Keywords: Architect, history, legislation, Slovenia.

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168 Effect of Horizontal Joint Reinforcement on Shear Behaviour of RC Knee Connections

Authors: N. Zhang, J. S. Kuang, S. Mogili

Abstract:

To investigate seismic performance of beam-column knee joints, four full-scale reinforced concrete beam-column knee joints, which were fabricated to simulate those in as-built RC frame buildings designed to ACI 318-14 and ACI-ASCE 352R-02, were tested under reversed cyclic loading. In the experimental programme, particular emphasis was given to the effect of horizontal reinforcement (in format of inverted U-shape bars) on the shear strength and ductility capacity of knee joints. Test results are compared with those predicted by four seismic design codes, including ACI 318-14, EC8, NZS3101 and GB50010. It is seen that the current design codes of practice cannot accurately predict the shear strength of seismically designed knee joints.

Keywords: Large-scale tests, RC beam-column knee joints, seismic performance, shear strength.

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167 Investigation of Heat Affected Zone of Steel P92 Using the Thermal Cycle Simulator

Authors: Petr Mohyla, Ivo Hlavatý, Jiří Hrubý, Lucie Krejčí

Abstract:

This work is focused on mechanical properties and microstructure of heat affected zone (HAZ) of steel P92. The thermal cycle simulator was used for modeling a fine grained zone of HAZ. Hardness and impact toughness were measured on simulated samples. Microstructural analysis using optical microscopy was performed on selected samples. Achieved results were compared with the values of a real welded joint. The thermal cycle simulator allows transferring the properties of very small HAZ to the sufficiently large sample where the tests of the mechanical properties can be performed. A satisfactory accordance was found when comparing the microstructure and mechanical properties of real welds and simulated samples.

Keywords: Heat affected zone, impact test, thermal cycle simulator and time of tempering.

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166 Thermomechanical and Metallurgical Analysis of SMA and GTA Welded Low Carbon Steel Butt Joints

Authors: J. Dutta, P. Pranith Kumar Reddy

Abstract:

This research paper portrays a comparative analysis of thermomechanical behaviour of Shielded Metal Arc Welding (SMAW) and Gas Tungsten Arc Welding (GTAW) of low carbon steel of AISI 1020 grade butt joints. The thermal history has been obtained by experimental work. We have focused on temperature dependent cooling rate as depicted by Adam’s two-dimensional model. The effect of moving point heat source of SMAW and GTAW on mechanical properties has been judged by optical and scanning electron micrographs of different regions in weld joints. The microhardness study has been carried to visualize the joint strength due to formation of different phases.

Keywords: Shielded metal arc welding, gas tungsten arc welding, low carbon steel, microhardness study, thermal history, microscopic morphology.

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165 Joint Optimization of Pricing and Advertisement for Seasonal Branded Products

Authors: Mohammad Modarres, Shirin Aslani

Abstract:

The goal of this paper is to develop a model to integrate “pricing" and “advertisement" for short life cycle products, such as branded fashion clothing products. To achieve this goal, we apply the concept of “Dynamic Pricing". There are two classes of advertisements, for the brand (regardless of product) and for a particular product. Advertising the brand affects the demand and price of all the products. Thus, the model considers all these products in relation with each other. We develop two different methods to integrate both types of advertisement and pricing. The first model is developed within the framework of dynamic programming. However, due to the complexity of the model, this method cannot be applicable for large size problems. Therefore, we develop another method, called hieratical approach, which is capable of handling the real world problems. Finally, we show the accuracy of this method, both theoretically and also by simulation.

Keywords: Advertising, Dynamic programming, Dynamic pricing, Promotion.

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164 Blind Source Separation based on the Estimation for the Number of the Blind Sources under a Dynamic Acoustic Environment

Authors: Takaaki Ishibashi

Abstract:

Independent component analysis can estimate unknown source signals from their mixtures under the assumption that the source signals are statistically independent. However, in a real environment, the separation performance is often deteriorated because the number of the source signals is different from that of the sensors. In this paper, we propose an estimation method for the number of the sources based on the joint distribution of the observed signals under two-sensor configuration. From several simulation results, it is found that the number of the sources is coincident to that of peaks in the histogram of the distribution. The proposed method can estimate the number of the sources even if it is larger than that of the observed signals. The proposed methods have been verified by several experiments.

Keywords: blind source separation, independent component analysys, estimation for the number of the blind sources, voice activity detection, target extraction.

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163 Optimal Production and Maintenance Policy for a Partially Observable Production System with Stochastic Demand

Authors: Leila Jafari, Viliam Makis

Abstract:

In this paper, the joint optimization of the economic manufacturing quantity (EMQ), safety stock level, and condition-based maintenance (CBM) is presented for a partially observable, deteriorating system subject to random failure. The demand is stochastic and it is described by a Poisson process. The stochastic model is developed and the optimization problem is formulated in the semi-Markov decision process framework. A modification of the policy iteration algorithm is developed to find the optimal policy. A numerical example is presented to compare the optimal policy with the policy considering zero safety stock.

Keywords: Condition-based maintenance, economic manufacturing quantity, safety stock, stochastic demand.

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162 A Fuzzy Mathematical Model for Order Acceptance and Scheduling Problem

Authors: E. Koyuncu

Abstract:

The problem of Order Acceptance and Scheduling (OAS) is defined as a joint decision of which orders to accept for processing and how to schedule them. Any linear programming model representing real-world situation involves the parameters defined by the decision maker in an uncertain way or by means of language statement. Fuzzy data can be used to incorporate vagueness in the real-life situation. In this study, a fuzzy mathematical model is proposed for a single machine OAS problem, where the orders are defined by their fuzzy due dates, fuzzy processing times, and fuzzy sequence dependent setup times. The signed distance method, one of the fuzzy ranking methods, is used to handle the fuzzy constraints in the model.

Keywords: Fuzzy mathematical programming, fuzzy ranking, order acceptance, single machine scheduling.

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161 Analytical Study on Threats to Wetland Ecosystems and their Solutions in the Framework of the Ramsar Convention

Authors: Ehsan Daryadel, Farhad Talaei

Abstract:

Wetlands are one of the most important ecosystems on Earth. Nevertheless, various challenges threaten these ecosystems and disrupt their ecological character. Among these, the effects of human-based threats are more devastating. Following mass degradation of wetlands during 1970s, the Ramsar Convention on Wetlands (Ramsar, Iran, 1971) was concluded to conserve wetlands of international importance and prevent destruction and degradation of such ecosystems through wise use of wetlands as a mean to achieve sustainable development in all over the world. Therefore, in this paper, efforts have been made to analyze threats to wetlands and then investigate solutions in the framework of the Ramsar Convention. Finally, in order to operate these mechanisms, this study concludes that all states should in turn make their best effort to improve and restore global wetlands through preservation of environmental standards and close contribution and also through taking joint measures with other states effectively.

Keywords: Ramsar Convention, Threats, Wetland Ecosystems, Wise Use.

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160 Software Development for the Kinematic Analysis of a Lynx 6 Robot Arm

Authors: Baki Koyuncu, Mehmet Güzel

Abstract:

The kinematics of manipulators is a central problem in the automatic control of robot manipulators. Theoretical background for the analysis of the 5 Dof Lynx-6 educational Robot Arm kinematics is presented in this paper. The kinematics problem is defined as the transformation from the Cartesian space to the joint space and vice versa. The Denavit-Harbenterg (D-H) model of representation is used to model robot links and joints in this study. Both forward and inverse kinematics solutions for this educational manipulator are presented, An effective method is suggested to decrease multiple solutions in inverse kinematics. A visual software package, named MSG, is also developed for testing Motional Characteristics of the Lynx-6 Robot arm. The kinematics solutions of the software package were found to be identical with the robot arm-s physical motional behaviors.

Keywords: Lynx 6, robot arm, forward kinematics, inverse kinematics, software, DH parameters, 5 DOF , SSC-32 , simulator.

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159 Playing Games with Genetic Algorithms: Application on Price-QoS Competition in Telecommunications Market

Authors: M’hamed Outanoute, Mohamed Baslam, Belaid Bouikhalene

Abstract:

The customers use the best compromise criterion between price and quality of service (QoS) to select or change their Service Provider (SP). The SPs share the same market and are competing to attract more customers to gain more profit. Due to the divergence of SPs interests, we believe that this situation is a non-cooperative game of price and QoS. The game converges to an equilibrium position known Nash Equilibrium (NE). In this work, we formulate a game theoretic framework for the dynamical behaviors of SPs. We use Genetic Algorithms (GAs) to find the price and QoS strategies that maximize the profit for each SP and illustrate the corresponding strategy in NE. In order to quantify how this NE point is performant, we perform a detailed analysis of the price of anarchy induced by the NE solution. Finally, we provide an extensive numerical study to point out the importance of considering price and QoS as a joint decision parameter.

Keywords: Pricing, QoS, Market share game, Genetic algorithms, Nash equilibrium, Learning, Price of anarchy.

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158 Application of a Time-Frequency-Based Blind Source Separation to an Instantaneous Mixture of Secondary Radar Sources

Authors: M. Tria, M. Benidir, E. Chaumette

Abstract:

In Secondary Surveillance Radar (SSR) systems, it is more difficult to locate and recognise aircrafts in the neighbourhood of civil airports since aerial traffic becomes greater. Here, we propose to apply a recent Blind Source Separation (BSS) algorithm based on Time-Frequency Analysis, in order to separate messages sent by different aircrafts and falling in the same radar beam in reception. The above source separation method involves joint-diagonalization of a set of smoothed version of spatial Wigner-Ville distributions. The technique makes use of the difference in the t-f signatures of the nonstationary sources to be separated. Consequently, as the SSR sources emit different messages at different frequencies, the above fitted to this new application. We applied the technique in simulation to separate SSR replies. Results are provided at the end of the paper.

Keywords: Blind Source Separation, Time-Frequency Analysis, Secondary Radar

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157 EML-Estimation of Multivariate t Copulas with Heuristic Optimization

Authors: Jin Zhang, Wing Lon Ng

Abstract:

In recent years, copulas have become very popular in financial research and actuarial science as they are more flexible in modelling the co-movements and relationships of risk factors as compared to the conventional linear correlation coefficient by Pearson. However, a precise estimation of the copula parameters is vital in order to correctly capture the (possibly nonlinear) dependence structure and joint tail events. In this study, we employ two optimization heuristics, namely Differential Evolution and Threshold Accepting to tackle the parameter estimation of multivariate t distribution models in the EML approach. Since the evolutionary optimizer does not rely on gradient search, the EML approach can be applied to estimation of more complicated copula models such as high-dimensional copulas. Our experimental study shows that the proposed method provides more robust and more accurate estimates as compared to the IFM approach.

Keywords: Copula Models, Student t Copula, Parameter Inference, Differential Evolution, Threshold Accepting.

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156 Plants and Microorganisms for Phytoremediation of Soils Polluted with Organochlorine Pesticides

Authors: Maritsa Kurashvili, George Adamia, Tamar Ananiashvili, Lia Amiranasvili, Tamar Varazi, Marina Pruidze, Marlen Gordeziani, Gia Khatisashvili

Abstract:

The goal of presented work is the development phytoremediation method targeted to cleaning environment polluted with organochlorine pesticides, based on joint application of plants and microorganisms. For this aim the selection of plants and microorganisms with corresponding capabilities towards three organochlorine pesticides (Lindane, DDT and PCP) has been carried out.

The tolerance of plants to tested pesticides and induction degree of plant detoxification enzymes by these compounds have been used as main criteria for estimating the applicability of plants in proposed technology. Obtained results show that alfalfa, maize and soybean among tested six plant species have highest tolerance to pesticides.

As a result of screening, more than 30 strains from genera Pseudomonas have been selected. As a result of GC analysis of incubation area, 11 active cultures for investigated pesticides are carefully chosen.

Keywords: DDT, Lindane, organochlorine pesticides, PCP, phytoremediation.

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155 On a Way for Constructing Numerical Methods on the Joint of Multistep and Hybrid Methods

Authors: G.Mehdiyeva, M.Imanova, V.Ibrahimov

Abstract:

Taking into account that many problems of natural sciences and engineering are reduced to solving initial-value problem for ordinary differential equations, beginning from Newton, the scientists investigate approximate solution of ordinary differential equations. There are papers of different authors devoted to the solution of initial value problem for ODE. The Euler-s known method that was developed under the guidance of the famous scientists Adams, Runge and Kutta is the most popular one among these methods. Recently the scientists began to construct the methods preserving some properties of Adams and Runge-Kutta methods and called them hybrid methods. The constructions of such methods are investigated from the middle of the XX century. Here we investigate one generalization of multistep and hybrid methods and on their base we construct specific methods of accuracy order p = 5 and p = 6 for k = 1 ( k is the order of the difference method).

Keywords: Multistep and hybrid methods, initial value problem, degree and stability of hybrid methods

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