Search results for: Logistic Operating Curves

Authors: Süha Yılmaz, Melih Turgut

Abstract:

These In this work, a regular unit speed curve in six dimensional Euclidean space, whose Frenet curvatures are constant, is considered. Thereafter, a method to calculate Frenet apparatus of this curve is presented.

Keywords: Classical Differential Geometry, Euclidean 6-space, Frenet Apparatus of the curves.

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Authors: Tea Poklepović, Zdravka Aljinović, Branka Marasović

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Due to the importance of yield curve and its estimation it is inevitable to have valid methods for yield curve forecasting in cases when there are scarce issues of securities and/or week trade on a secondary market. Therefore in this paper, after the estimation of weekly yield curves on Croatian financial market from October 2011 to August 2012 using Nelson-Siegel and Svensson models, yield curves are forecasted using Vector autoregressive model and Neural networks. In general, it can be concluded that both forecasting methods have good prediction abilities where forecasting of yield curves based on Nelson Siegel estimation model give better results in sense of lower Mean Squared Error than forecasting based on Svensson model Also, in this case Neural networks provide slightly better results. Finally, it can be concluded that most appropriate way of yield curve prediction is Neural networks using Nelson-Siegel estimation of yield curves.

Keywords: Nelson-Siegel model, Neural networks, Svensson model, Vector autoregressive model, Yield curve.

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Authors: Praveen Huded M., Suresh R. Dash

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Pile foundations are one of the most preferred deep foundation systems for high rise or heavily loaded structures. In many instances, the failure of the pile founded structures in liquefiable soils had been observed even in many recent earthquakes. Failure of pile foundation have occurred because of buckling, as the pile behaves as an unsupported slender structural element once the surrounding soil liquefies. However, the buckling capacity depends on the depth of soil liquefied and its residual strength. Hence it is essential to check the pile against the possible buckling failure. Beam on non-linear Winkler Foundation is one of the efficient methods to model the pile-soil behavior in liquefiable soil. The pile-soil interaction is modelled through p-y springs, there are different p-y curves available for modeling liquefiable soil. In the present work, the influence of two such p-y curves on the buckling capacity of pile foundation is studied considering the initial geometric and non-linear behavior of pile foundation. The proposed method is validated against experimental results. A significant difference in the buckling capacity is observed for the two p-y curves used in the analysis. A parametric study is conducted to understand the influence of pile flexural rigidity, different initial geometric imperfections, and different soil relative densities on the buckling capacity of pile foundation.

Keywords: pile foundation, liquefaction, buckling load, non-linear p-y curve

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Authors: Chillali Abdelhakim

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Groups where the discrete logarithm problem (DLP) is believed to be intractable have proved to be inestimable building blocks for cryptographic applications. They are at the heart of numerous protocols such as key agreements, public-key cryptosystems, digital signatures, identification schemes, publicly verifiable secret sharings, hash functions and bit commitments. The search for new groups with intractable DLP is therefore of great importance.The goal of this article is to study elliptic curves over the ring Fq[], with Fq a finite field of order q and with the relation n = 0, n ≥ 3. The motivation for this work came from the observation that several practical discrete logarithm-based cryptosystems, such as ElGamal, the Elliptic Curve Cryptosystems . In a first time, we describe these curves defined over a ring. Then, we study the algorithmic properties by proposing effective implementations for representing the elements and the group law. In anther article we study their cryptographic properties, an attack of the elliptic discrete logarithm problem, a new cryptosystem over these curves.

Keywords: Elliptic Curve Over Ring, Discrete Logarithm Problem.

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Authors: Encarnación Álvarez, Rosa M. García-Fernández, Juan F. Muñoz

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Estimation of a proportion has many applications in economics and social studies. A common application is the estimation of the low income proportion, which gives the proportion of people classified as poor into a population. In this paper, we present this poverty indicator and propose to use the logistic regression estimator for the problem of estimating the low income proportion. Various sampling designs are presented. Assuming a real data set obtained from the European Survey on Income and Living Conditions, Monte Carlo simulation studies are carried out to analyze the empirical performance of the logistic regression estimator under the various sampling designs considered in this paper. Results derived from Monte Carlo simulation studies indicate that the logistic regression estimator can be more accurate than the customary estimator under the various sampling designs considered in this paper. The stratified sampling design can also provide more accurate results.

Keywords:

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Authors: Gerrit Alves, Jürgen Roßmann, Roland Wischnewski

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Today, transport and logistic systems are often tightly integrated in the production. Lean production and just-in-time delivering create multiple constraints that have to be fulfilled. As transport networks often have evolved over time they are very expensive to change. This paper describes a discrete-event-simulation system which simulates transportation models using real time resource routing and collision avoidance. It allows for the specification of own control algorithms and validation of new strategies. The simulation is integrated into a virtual reality (VR) environment and can be displayed in 3-D to show the progress. Simulation elements can be selected through VR metaphors. All data gathered during the simulation can be presented as a detailed summary afterwards. The included cost-benefit calculation can help to optimize the financial outcome. The operation of this approach is shown by the example of a timber harvest simulation.

Keywords: Discrete-Event-Simulation, Logistic, Simulation, Virtual Reality.

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Authors: Jalal M. Abdallah

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This paper presents an experimental investigation of transformer dielectric response and solid insulation water content. The dielectric response was carried out on the base of Hybrid Frequency Dielectric Spectroscopy and Polarization Current measurements method (FDS &PC). The calculation of the water content in paper is based on the water content in oil and the obtained equilibrium curves. A reference measurements were performed at equilibrium conditions for water content in oil and paper of transformer at different stable temperatures (25, 50, 60 and 70°C) to prepare references to evaluate the insulation behavior at the not equilibrium conditions. Some measurements performed at the different simulated normal working modes of transformer operation at the same temperature where the equilibrium conditions. The obtained results show that when transformer temperature is mach more than the its ambient temperature, the transformer temperature decreases immediately after disconnecting the transformer from the network and this temperature reduction influences the transformer insulation condition in the measuring process. In addition to the oil temperature at the near places to the sensors, the temperature uniformity in transformer which can be changed by a big change in the load of transformer before the measuring time will influence the result. The investigations have shown that the extremely influence of the time between disconnecting the transformer and beginning the measurements on the results. And the online monitoring for water content in paper measurements, on the basis of the oil water content on line monitoring and the obtained equilibrium curves. The measurements where performed continuously and for about 50 days without any disconnection in the prepared the adiabatic room.

Keywords: Conductivity, Moisture, Temperature, Oil-paperinsulation, Online monitoring, Water content in oil.

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Authors: M. Habchi, S. M. Mesli, M. Kotbi

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A structural study of an aqueous electrolyte whose experimental results are available. It is a solution of LiCl-6H2O type at glassy state (120K) contrasted with pure water at room temperature by means of Partial Distribution Functions (PDF) issue from neutron scattering technique. Based on these partial functions, the Reverse Monte Carlo method (RMC) computes radial and angular correlation functions which allow exploring a number of structural features of the system. The obtained curves include some artifacts. To remedy this, we propose to introduce a screened potential as an additional constraint. Obtained results show a good matching between experimental and computed functions and a significant improvement in PDFs curves with potential constraint. It suggests an efficient fit of pair distribution functions curves.

Keywords: RMC simulation; Screened potential; partial and pair distribution functions; glassy and liquid state

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Authors: Song Han, Wanquan Liu, Elizabeth Chang

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Deniable authentication is a new protocol which not only enables a receiver to identify the source of a received message but also prevents a third party from identifying the source of the message. The proposed protocol in this paper makes use of bilinear pairings over elliptic curves, as well as the Diffie-Hellman key exchange protocol. Besides the security properties shared with previous authentication protocols, the proposed protocol provides the same level of security with smaller public key sizes.

Keywords: Deniable Authentication, Man-in-the-middleAttack, Cryptography, Elliptic Curves.

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Authors: D. I. De Souza, D. Kipper, G. P. Azevedo

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The main objective of this work is to compare the quality of service of the bus companies operating in the city of Rio Branco, located in the state of Acre with the quality of service of the bus companies operating in the city of Campos, situated in the state of Rio de Janeiro, both cities in Brazil. This comparison, based on the opinion of the bus users, will determine their degree of satisfaction with the service available in both cities. The outcome of this evaluation shows the users unhappy with the quality of the service provided by the bus companies operating in both cities and the need to identify alternative solutions that may minimize the consequences caused by the main problems detected in this work. With these alternatives available, the bus companies will be able to better understand the needs of their customers in terms of manpower, service cost, time schedule, etc.

Keywords: PubicTransportation, Quality of Service, Riders' Opinion, Bus Companies

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Authors: Fatih Tosunoğlu, İbrahim Can

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The flow duration curve (FDC) is an informative method that represents the flow regime’s properties for a river basin. Therefore, the FDC is widely used for water resource projects such as hydropower, water supply, irrigation and water quality management. The primary purpose of this study is to obtain synthetic daily flow duration curves for Çoruh Basin, Turkey. For this aim, we firstly developed univariate auto-regressive moving average (ARMA) models for daily flows of 9 stations located in Çoruh basin and then these models were used to generate 100 synthetic flow series each having same size as historical series. Secondly, flow duration curves of each synthetic series were drawn and the flow values exceeded 10, 50 and 95% of the time and 95% confidence limit of these flows were calculated. As a result, flood, mean and low flows potential of Çoruh basin will comprehensively be represented.

Keywords: ARMA models, Çoruh basin, flow duration curve, Turkey.

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Authors: Sheng-Gwo Chen, Wen-Haw Chen

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It is an important problem to compute the geodesics on a surface in many fields. To find the geodesics in practice, however, the traditional discrete algorithms or numerical approaches can only find a list of discrete points. The first author proposed in 2010 a new, elegant and accurate method, the geodesic-like method, for approximating geodesics on a regular surface. This paper will present by use of this method a computation of the Bezier geodesic-like curves on spheres.

Keywords: Geodesics, Geodesic-like curve, Spheres, Bezier.

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Authors: Ying-Hsiu Chen, Pao-Peng Hsu

Abstract:

This paper adopts a two-stage data envelopment analysis to explore the impacts of financial development and bank operating scale on bank efficiencies. The sample comprises unbalanced panel data of 32 Taiwanese listed domestic commercial banks over the period 1998 to 2013. Empirical results show that pure technical efficiency is positively related to financial development, whereas the effect of financial development on scale efficiency is insignificant. Enlargement of bank operating scale improves bank efficiencies, but the efficiency gains are decreased gradually when the scale increases. Increases in capital adequacy ratio and market power of loans lead into a growth of bank efficiencies.

Keywords: Financial development, Operating scale, Efficiency, DEA.

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Authors: Ezzatallah Baloui Jamkhaneh, Bahram Sadeghpour-Gildeh, Gholamhossein Yari

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This purpose of this paper is to present the acceptance single sampling plan when the fraction of nonconforming items is a fuzzy number and being modeled based on the fuzzy Poisson distribution. We have shown that the operating characteristic (oc) curves of the plan is like a band having a high and low bounds whose width depends on the ambiguity proportion parameter in the lot when that sample size and acceptance numbers is fixed. Finally we completed discuss opinion by a numerical example. And then we compared the oc bands of using of binomial with the oc bands of using of Poisson distribution.

Keywords: Statistical quality control, acceptance single sampling, fuzzy number.

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Authors: T. Tonthai

Abstract:

Deflocculation and gel characterization were investigated for three different composition of porcelain slips at specific gravity 1.8. The suspensions were dispersed with sodium silicate (Na2SiO3) in under-deflocculated slips and fully deflocculated slips. The rheology characterization of slips was conducted by the deflocculation curves and the gel curves. The results showed that decreasing the amount of the ball clay composition in the slips consumed less dosages of the dispersants. The under-deflocculated slips tended to have a gelation rate faster than the fully deflocculated slips.

Keywords: Ceramics, Deflocculation, Gelation, Porcelain

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Authors: Juraj Camaj, Anna Dolinayova, Jana Lalinska, Miroslav Bariak

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Planning of infrastructure and processes in logistic center within the frame of various kinds of logistic hubs and technological activities in them represent quite complex problem. The main goal is to design appropriate layout, which enables to realize expected operation on the desired levels. The simulation software represents progressive contemporary experimental technique, which can support complex processes of infrastructure planning and all of activities on it. It means that simulation experiments, reflecting various planned infrastructure variants, investigate and verify their eligibilities in relation with corresponding expected operation. The inducted approach enables to make qualified decisions about infrastructure investments or measures, which derive benefit from simulation-based verifications. The paper represents simulation software for simulation infrastructural layout and technological activities in marshalling yard, intermodal terminal, warehouse and combination between them as the parts of logistic center.

Keywords: Marshalling yard, intermodal terminal, warehouse, transport technology, simulation.

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Authors: Inaki Maulida Hakim, Alesandro Romero

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This research was conducted in an automotive company in Indonesia to overcome the problem of high logistics cost. The problem causes high of additional truck delivery. From the breakdown of the problem, chosen one route, which has the highest gap value, namely for RE-04. Research methodology will be started from calculating the ideal condition, making simulation, calculating the ideal logistic cost, and proposing an improvement. From the calculation of the ideal condition, box arrangement was done on the truck has efficiency with three trucks delivery per day. Route simulation making uses Tecnomatix Plant Simulation software as a visualization for the company about how the system is occurred on route RE-04 in ideal condition. The last step is proposing improvements on the area of route RE-04. The route arrangement is done by Saving Method and sequence of each supplier with the Nearest Neighbor. The results of the proposed improvements are three new route groups, where was expected to decrease logistics cost and increase the average of the truck efficiency per day.

Keywords: Logistic cost, milkrun, simulation, efficiency.

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Authors: Rachid Ahdid, Said Safi, Bouzid Manaut

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In this paper, we present a comparative study of three methods of 2D face recognition system such as: Iso-Geodesic Curves (IGC), Geodesic Distance (GD) and Geodesic-Intensity Histogram (GIH). These approaches are based on computing of geodesic distance between points of facial surface and between facial curves. In this study we represented the image at gray level as a 2D surface in a 3D space, with the third coordinate proportional to the intensity values of pixels. In the classifying step, we use: Neural Networks (NN), K-Nearest Neighbor (KNN) and Support Vector Machines (SVM). The images used in our experiments are from two wellknown databases of face images ORL and YaleB. ORL data base was used to evaluate the performance of methods under conditions where the pose and sample size are varied, and the database YaleB was used to examine the performance of the systems when the facial expressions and lighting are varied.

Keywords: 2D face recognition, Geodesic distance, Iso-Geodesic Curves, Geodesic-Intensity Histogram, facial surface, Neural Networks, K-Nearest Neighbor, Support Vector Machines.

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Authors: Seung-Kyung Kye, Sang-Seung Lee, Dooyong Cho, Sun-Kyu Park

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Although many studies on the assembly technology of the bridge construction have dealt mostly with on the pier, girder or the deck of the bridge, studies on the prefabricated barrier have rarely been performed. For understanding structural characteristics and application of the concrete barrier in the modular bridge, which is an assembly of structure members, static loading test was performed. Structural performances as a road barrier of the three methods, conventional cast-in-place(ST), vertical bolt connection(BVC) and horizontal bolt connection(BHC) were evaluated and compared through the analyses of load-displacement curves, strain curves of the steel, concrete strain curves and the visual appearances of crack patterns. The vertical bolt connection(BVC) method demonstrated comparable performance as an alternative to conventional cast-in-place(ST) while providing all the advantages of prefabricated technology. Necessities for the future improvement in nuts enforcement as well as legal standard and regulation are also addressed.

Keywords: Modular Bridge, Concrete Barrier, Bolt Connection

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Authors: Mária Stachová, Lukáš Sobíšek

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Data mining incorporates a group of statistical methods used to analyze a set of information, or a data set. It operates with models and algorithms, which are powerful tools with the great potential. They can help people to understand the patterns in certain chunk of information so it is obvious that the data mining tools have a wide area of applications. For example in the theoretical chemistry data mining tools can be used to predict moleculeproperties or improve computer-assisted drug design. Classification analysis is one of the major data mining methodologies. The aim of thecontribution is to create a classification model, which would be able to deal with a huge data set with high accuracy. For this purpose logistic regression, Bayesian logistic regression and random forest models were built using R software. TheBayesian logistic regression in Latent GOLD software was created as well. These classification methods belong to supervised learning methods. It was necessary to reduce data matrix dimension before construct models and thus the factor analysis (FA) was used. Those models were applied to predict the biological activity of molecules, potential new drug candidates.

Keywords: data mining, classification, drug design, QSAR

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Authors: Traian Chiulan, Brandusa Pantelimon

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The paper analyzes the large power transformer unit regimes, indicating the criteria for the management of the voltage operating conditions, as well as the change in the operating conditions with the load connected to the secondary winding of the transformer unit. Further, the paper presents the software application for the evaluation of the transformer unit operation under different conditions. The software application was developed by means of virtual instrumentation.

Keywords: Operating regimes, power transformer, overload, lifetime, virtual instrumentation.

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Authors: Said M. Easa, Shinya Kikuchi

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When the profile information of an existing road is missing or not up-to-date and the parameters of the vertical alignment are needed for engineering analysis, the engineer has to recreate the geometric design features of the road alignment using collected profile data. The profile data may be collected using traditional surveying methods, global positioning systems, or digital imagery. This paper develops a method that estimates the parameters of the geometric features that best characterize the existing vertical alignments in terms of tangents and the expressions of the curve, that may be symmetrical, asymmetrical, reverse, and complex vertical curves. The method is implemented using an Excel-based optimization method that minimizes the differences between the observed profile and the profiles estimated from the equations of the vertical curve. The method uses a 'wireframe' representation of the profile that makes the proposed method applicable to all types of vertical curves. A secondary contribution of this paper is to introduce the properties of the equal-arc asymmetrical curve that has been recently developed in the highway geometric design field.

Keywords: Optimization, parameters, data, reverse, spreadsheet, vertical curves

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Authors: Mikulas Patocka

Abstract:

This paper presents an architecture of current filesystem implementations as well as our new filesystem SpadFS and operating system Spad with rewritten VFS layer targeted at high performance I/O applications. The paper presents microbenchmarks and real-world benchmarks of different filesystems on the same kernel as well as benchmarks of the same filesystem on different kernels – enabling the reader to make conclusion how much is the performance of various tasks affected by operating system and how much by physical layout of data on disk. The paper describes our novel features–most notably continuous allocation of directories and cross-file readahead – and shows their impact on performance.

Keywords: Filesystem, operating system, VFS, performance, readahead

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Authors: S. S. Awanti, Aravindakumar B. Harwalkar

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Concrete construction in future has to be environmental friendly apart from being safe so that society at large is benefited by the huge investments made in the infrastructure projects. To achieve this, component materials of the concrete system have to be optimized with reference to sustainability. This paper presents a study on development of mix proportions of high volume fly ash concrete (HFC). A series of HFC mixtures with cement replacement levels varying between 50% and 65% were prepared with water/binder ratios of 0.3 and 0.35. Compressive strength values were obtained at different ages. From the experimental results, pozzolanic efficiency ratios and mix design curves for HFC were established.

Keywords: Age factor, compressive strength, high volume fly ash concrete, pozzolanic efficiency ratio.

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Authors: Puneet Chawla, Balwinder Singh

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Recently, increased attention has been devoted to the voltage instability phenomenon in power systems. Many techniques have been proposed in the literature for evaluating and predicting voltage stability using steady state analysis methods. In this paper P-V and Q-V curves have been generated for a 57 bus Patiala Rajpura circle of India. The power-flow program is developed in MATLAB using Newton Raphson method. Using Q-V curves the weakest bus of the power system and the maximum reactive power change permissible on that bus is calculated. STATCOMs are placed on the weakest bus to improve the voltage and hence voltage stability and also the power transmission capability of the line.

Keywords: Voltage stability, Reactive power, power flow, weakest bus, STATCOM.

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Authors: Abdulrahim Shamayleh, John Fowler, Muhong Zhang

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Operating rooms are important assets for hospitals as they generate the largest revenue and, at the same time, produce the largest cost for hospitals. The model presented in this paper helps make capacity planning decisions on the combination of open operating rooms (ORs) and estimated overtime to satisfy the allocated OR time to each specialty. The model combines both decisions on determining the amount of OR time to open and to allocate to different surgical specialties. The decisions made are based on OR costs, overutilization and underutilization costs, and contribution margins from allocating OR time. The results show the importance of having a good estimate of specialty usage of OR time to determine the amount of needed capacity and highlighted the tradeoff that the OR manager faces between opening more ORs versus extending the working time of the ORs already in use.

Keywords: capacity planning, contribution margins, operating room, overutilization

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Authors: Federico Valenzuela-Beltran, Sonia E. Ruiz, Alfredo Reyes-Salazar, Juan Bojorquez

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A reliability-based methodology which uses structural demand hazard curves to consider the increment of the ductility demands of structures with tilting is proposed. The approach considers the effect of two orthogonal components of the ground motions as well as the influence of soil-structure interaction. The approach involves the calculation of ductility demand hazard curves for symmetric systems and, alternatively, for systems with different degrees of asymmetry. To get this objective, demand hazard curves corresponding to different global ductility demands of the systems are calculated. Next, Uniform Exceedance Rate Spectra (UERS) are developed for a specific mean annual rate of exceedance value. Ratios between UERS corresponding to asymmetric and to symmetric systems located in soft soil of the valley of Mexico are obtained. Results indicate that the ductility demands corresponding to tilted structures may be several times higher than those corresponding to symmetric structures, depending on several factors such as tilting angle and vibration period of structure and soil.

Keywords: Asymmetric yielding, tilted structures, seismic performance, structural reliability

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Authors: Na Li, Samuel Simon Araya, Søren Knudsen Kær

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This study investigates the effects of operating parameters of different current density, temperature and pressure on the performance of a proton exchange membrane (PEM) water electrolysis stack. A 7-cell PEM water electrolysis stack was assembled and tested under different operation modules. The voltage change and polarization curves under different test conditions, namely current density, temperature and pressure, were recorded. Results show that higher temperature has positive effect on overall stack performance, where temperature of 80 ℃ improved the cell performance greatly. However, the cathode pressure and current density has little effect on stack performance.

Keywords: PEM electrolysis stack, current density, temperature, pressure.

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Authors: Ying-Hsiu Chen, Pao-Peng Hsu, Mou-Yuan Liao, Shu-Min Hsieh

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This paper employs a the variable returns to scale DEA model to take account of risky assets and estimate the operating efficiencies for the 21 domestic listed securities firms during the period 2005-2009. Evidence is found that on average the brokerage securities firms- operating efficiencies are better than integrated securities firms. Evidence is also found that the technical inefficiency from inappropriate management constitutes the main source of the operating inefficiency for both types of securities firms. Moreover, the scale economies prevail in brokerage and integrated securities firms, in other words, which exhibit the characteristic of increasing returns to scale.

Keywords: Data Envelopment Analysis, Risky Assets, PureTechnical Efficiency, Scale Efficiency, Scale Economies.

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Authors: Ε. Giovanis

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The purpose of this paper is to present two different approaches of financial distress pre-warning models appropriate for risk supervisors, investors and policy makers. We examine a sample of the financial institutions and electronic companies of Taiwan Security Exchange (TSE) market from 2002 through 2008. We present a binary logistic regression with paned data analysis. With the pooled binary logistic regression we build a model including more variables in the regression than with random effects, while the in-sample and out-sample forecasting performance is higher in random effects estimation than in pooled regression. On the other hand we estimate an Adaptive Neuro-Fuzzy Inference System (ANFIS) with Gaussian and Generalized Bell (Gbell) functions and we find that ANFIS outperforms significant Logit regressions in both in-sample and out-of-sample periods, indicating that ANFIS is a more appropriate tool for financial risk managers and for the economic policy makers in central banks and national statistical services.

Keywords: ANFIS, Binary logistic regression, Financialdistress, Panel data

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