Search results for: Regression modeling
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2709

Search results for: Regression modeling

2529 A Model for Test Case Selection in the Software-Development Life Cycle

Authors: Adtha Lawanna

Abstract:

Software maintenance is one of the essential processes of Software-Development Life Cycle. The main philosophies of retaining software concern the improvement of errors, the revision of codes, the inhibition of future errors, and the development in piece and capacity. While the adjustment has been employing, the software structure has to be retested to an upsurge a level of assurance that it will be prepared due to the requirements. According to this state, the test cases must be considered for challenging the revised modules and the whole software. A concept of resolving this problem is ongoing by regression test selection such as the retest-all selections, random/ad-hoc selection and the safe regression test selection. Particularly, the traditional techniques concern a mapping between the test cases in a test suite and the lines of code it executes. However, there are not only the lines of code as one of the requirements that can affect the size of test suite but including the number of functions and faulty versions. Therefore, a model for test case selection is developed to cover those three requirements by the integral technique which can produce the smaller size of the test cases when compared with the traditional regression selection techniques.

Keywords: Software maintenance, regression test selection, test case.

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2528 Evaluation of Numerical Modeling of Jet Grouting Design Using in situ Loading Test

Authors: Reza Ziaie Moayed, Ehsan Azini

Abstract:

Jet grouting (JG) is one of the methods of improving and increasing the strength and bearing of soil in which the high pressure water or grout is injected through the nozzles into the soil. During this process, a part of the soil and grout particles comes out of the drill borehole, and the other part is mixed up with the grout in place, as a result of this process, a mass of modified soil is created. The purpose of this method is to change the soil into a mixture of soil and cement, commonly known as "soil-cement". In this paper, first, the principles of high pressure injection and then the effective parameters in the JG method are described. Then, the tests on the samples taken from the columns formed from the excavation around the soil-cement columns, as well as the static loading test on the created column, are discussed. In the other part of this paper, the soil behavior models for numerical modeling in PLAXIS software are mentioned. The purpose of this paper is to evaluate the results of numerical modeling based on in-situ static loading tests. The results indicate an acceptable agreement between the results of the tests mentioned and the modeling results. Also, modeling with this software as an appropriate option for technical feasibility can be used to soil improvement using JG.

Keywords: Jet grouting column, Soil improvement, Numerical modeling, In-situ loading test.

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2527 Modeling and Control of a Quadrotor UAV with Aerodynamic Concepts

Authors: Wei Dong, Guo-Ying Gu, Xiangyang Zhu, Han Ding

Abstract:

This paper presents preliminary results on modeling and control of a quadrotor UAV. With aerodynamic concepts, a mathematical model is firstly proposed to describe the dynamics of the quadrotor UAV. Parameters of this model are identified by experiments with Matlab Identify Toolbox. A group of PID controllers are then designed based on the developed model. To verify the developed model and controllers, simulations and experiments for altitude control, position control and trajectory tracking are carried out. The results show that the quadrotor UAV well follows the referenced commands, which clearly demonstrates the effectiveness of the proposed approach.

Keywords: Quadrotor UAV, Modeling, Control, Aerodynamics, System Identification.

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2526 An Approach for Modeling CMOS Gates

Authors: Spyridon Nikolaidis

Abstract:

A modeling approach for CMOS gates is presented based on the use of the equivalent inverter. A new model for the inverter has been developed using a simplified transistor current model which incorporates the nanoscale effects for the planar technology. Parametric expressions for the output voltage are provided as well as the values of the output and supply current to be compatible with the CCS technology. The model is parametric according the input signal slew, output load, transistor widths, supply voltage, temperature and process. The transistor widths of the equivalent inverter are determined by HSPICE simulations and parametric expressions are developed for that using a fitting procedure. Results for the NAND gate shows that the proposed approach offers sufficient accuracy with an average error in propagation delay about 5%.

Keywords: CMOS gate modeling, Inverter modeling, transistor current model, timing model.

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2525 Modeling of Crude Oil Blending via Discrete-Time Neural Networks

Authors: Xiaoou Li, Wen Yu

Abstract:

Crude oil blending is an important unit operation in petroleum refining industry. A good model for the blending system is beneficial for supervision operation, prediction of the export petroleum quality and realizing model-based optimal control. Since the blending cannot follow the ideal mixing rule in practice, we propose a static neural network to approximate the blending properties. By the dead-zone approach, we propose a new robust learning algorithm and give theoretical analysis. Real data of crude oil blending is applied to illustrate the neuro modeling approach.

Keywords: Neural networks, modeling, stability, crude oil.

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2524 Stature Prediction Model Based On Hand Anthropometry

Authors: Arunesh Chandra, Pankaj Chandna, Surinder Deswal, Rajesh Kumar Mishra, Rajender Kumar

Abstract:

The arm length, hand length, hand breadth and middle finger length of 1540 right-handed industrial workers of Haryana state was used to assess the relationship between the upper limb dimensions and stature. Initially, the data were analyzed using basic univariate analysis and independent t-tests; then simple and multiple linear regression models were used to estimate stature using SPSS (version 17). There was a positive correlation between upper limb measurements (hand length, hand breadth, arm length and middle finger length) and stature (p < 0.01), which was highest for hand length. The accuracy of stature prediction ranged from ± 54.897 mm to ± 58.307 mm. The use of multiple regression equations gave better results than simple regression equations. This study provides new forensic standards for stature estimation from the upper limb measurements of male industrial workers of Haryana (India). The results of this research indicate that stature can be determined using hand dimensions with accuracy, when only upper limb is available due to any reasons likewise explosions, train/plane crashes, mutilated bodies, etc. The regression formula derived in this study will be useful for anatomists, archaeologists, anthropologists, design engineers and forensic scientists for fairly prediction of stature using regression equations.

Keywords: Anthropometric dimensions, Forensic identification, Industrial workers, Stature prediction.

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2523 Use of Regression Analysis in Determining the Length of Plastic Hinge in Reinforced Concrete Columns

Authors: Mehmet Alpaslan Köroğlu, Musa Hakan Arslan, Muslu Kazım Körez

Abstract:

Basic objective of this study is to create a regression analysis method that can estimate the length of a plastic hinge which is an important design parameter, by making use of the outcomes of (lateral load-lateral displacement hysteretic curves) the experimental studies conducted for the reinforced square concrete columns. For this aim, 170 different square reinforced concrete column tests results have been collected from the existing literature. The parameters which are thought affecting the plastic hinge length such as crosssection properties, features of material used, axial loading level, confinement of the column, longitudinal reinforcement bars in the columns etc. have been obtained from these 170 different square reinforced concrete column tests. In the study, when determining the length of plastic hinge, using the experimental test results, a regression analysis have been separately tested and compared with each other. In addition, the outcome of mentioned methods on determination of plastic hinge length of the reinforced concrete columns has been compared to other methods available in the literature.

Keywords: Columns, plastic hinge length, regression analysis, reinforced concrete.

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2522 3D Modeling Approach for Cultural Heritage Structures: The Case of Virgin of Loreto Chapel in Cusco, Peru

Authors: Rony Reátegui, Cesar Chácara, Benjamin Castañeda, Rafael Aguilar

Abstract:

Nowadays, Heritage Building Information Modeling (HBIM) is considered an efficient tool to represent and manage information of Cultural Heritage (CH). The basis of this tool relies on a 3D model generally obtained from a Cloud-to-BIM procedure. There are different methods to create an HBIM model that goes from manual modeling based on the point cloud to the automatic detection of shapes and the creation of objects. The selection of these methods depends on the desired Level of Development (LOD), Level of Information (LOI), Grade of Generation (GOG) as well as on the availability of commercial software. This paper presents the 3D modeling of a stone masonry chapel using Recap Pro, Revit and Dynamo interface following a three-step methodology. The first step consists of the manual modeling of simple structural (e.g., regular walls, columns, floors, wall openings, etc.) and architectural (e.g., cornices, moldings and other minor details) elements using the point cloud as reference. Then, Dynamo is used for generative modeling of complex structural elements such as vaults, infills and domes. Finally, semantic information (e.g., materials, typology, state of conservation, etc.) and pathologies are added within the HBIM model as text parameters and generic models’ families respectively. The application of this methodology allows the documentation of CH following a relatively simple to apply process that ensures adequate LOD, LOI and GOG levels. In addition, the easy implementation of the method as well as the fact of using only one BIM software with its respective plugin for the scan-to-BIM modeling process means that this methodology can be adopted by a larger number of users with intermediate knowledge and limited resources, since the BIM software used has a free student license.

Keywords: Cloud-to-BIM, cultural heritage, generative modeling, HBIM, parametric modeling, Revit.

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2521 A Research on Inference from Multiple Distance Variables in Hedonic Regression – Focus on Three Variables

Authors: Yan Wang, Yasushi Asami, Yukio Sadahiro

Abstract:

In urban context, urban nodes such as amenity or hazard will certainly affect house price, while classic hedonic analysis will employ distance variables measured from each urban nodes. However, effects from distances to facilities on house prices generally do not represent the true price of the property. Distance variables measured on the same surface are suffering a problem called multicollinearity, which is usually presented as magnitude variance and mean value in regression, errors caused by instability. In this paper, we provided a theoretical framework to identify and gather the data with less bias, and also provided specific sampling method on locating the sample region to avoid the spatial multicollinerity problem in three distance variable’s case.

Keywords: Hedonic regression, urban node, distance variables, multicollinerity, collinearity.

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2520 Modeling of Sensitivity for SPR Biosensors- New Aspects

Authors: Volodymyr Chegel

Abstract:

The computer modeling is carried out for parameter of sensitivity of optoelectronic chemical and biosensors, using phenomena of surface plasmon resonance (SPR). The physical model of SPR-sensor-s is described with (or without) of modifications of sensitive gold film surface by a dielectric layer. The variants of increasing of sensitivity for SPR-biosensors, constructed on the principle gold – dielectric – biomolecular layer are considered. Two methods of mathematical treatment of SPR-curve are compared – traditional, with estimation of sensor-s response as shift of the SPRcurve minimum and proposed, for system with dielectric layer, using calculating of the derivative in the point of SPR-curve half-width.

Keywords: Surface Plasmon Resonance, modeling, sensitivity, biosensor

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2519 A Comprehensive Method of Fault Detection and Isolation Based On Testability Modeling Data

Authors: Junyou Shi, Weiwei Cui

Abstract:

Testability modeling is a commonly used method in testability design and analysis of system. A dependency matrix will be obtained from testability modeling, and we will give a quantitative evaluation about fault detection and isolation. Based on the dependency matrix, we can obtain the diagnosis tree. The tree provides the procedures of the fault detection and isolation. But the dependency matrix usually includes built-in test (BIT) and manual test in fact. BIT runs the test automatically and is not limited by the procedures. The method above cannot give a more efficient diagnosis and use the advantages of the BIT. A Comprehensive method of fault detection and isolation is proposed. This method combines the advantages of the BIT and Manual test by splitting the matrix. The result of the case study shows that the method is effective.

Keywords: BIT, fault detection, fault isolation, testability modeling.

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2518 Continuous Text Translation Using Text Modeling in the Thetos System

Authors: Nina Suszczanska, Przemyslaw Szmal, Slawomir Kulikow

Abstract:

In the paper a method of modeling text for Polish is discussed. The method is aimed at transforming continuous input text into a text consisting of sentences in so called canonical form, whose characteristic is, among others, a complete structure as well as no anaphora or ellipses. The transformation is lossless as to the content of text being transformed. The modeling method has been worked out for the needs of the Thetos system, which translates Polish written texts into the Polish sign language. We believe that the method can be also used in various applications that deal with the natural language, e.g. in a text summary generator for Polish.

Keywords: anaphora, machine translation, NLP, sign language, text syntax.

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2517 Optimizing Voltage Parameter of Deep Brain Stimulation for Parkinsonian Patients by Modeling

Authors: M. Sadeghi, A.H. Jafari, S.M.P. Firoozabadi

Abstract:

Deep Brain Stimulation or DBS is the second solution for Parkinson's Disease. Its three parameters are: frequency, pulse width and voltage. They must be optimized to achieve successful treatment. Nowadays it is done clinically by neurologists and there is not certain numerical method to detect them. The aim of this research is to introduce simulation and modeling of Parkinson's Disease treatment as a computational procedure to select optimum voltage. We recorded finger tremor signals of some Parkinsonian patients under DBS treatment at constant frequency and pulse width but variable voltages; then, we adapted a new model to fit these data. The optimum voltages obtained by data fitting results were the same as neurologists- commented voltages, which means modeling can be used as an engineering method to select optimum stimulation voltages.

Keywords: modeling, Deep Brain Stimulation, Parkinson'sdisease, tremor.

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2516 Mathematical Modeling of Storm Surge in Three Dimensional Primitive Equations

Authors: Worachat Wannawong, Usa W. HumphriesPrungchan Wongwises, Suphat Vongvisessomjai

Abstract:

The mathematical modeling of storm surge in sea and coastal regions such as the South China Sea (SCS) and the Gulf of Thailand (GoT) are important to study the typhoon characteristics. The storm surge causes an inundation at a lateral boundary exhibiting in the coastal zones particularly in the GoT and some part of the SCS. The model simulations in the three dimensional primitive equations with a high resolution model are important to protect local properties and human life from the typhoon surges. In the present study, the mathematical modeling is used to simulate the typhoon–induced surges in three case studies of Typhoon Linda 1997. The results of model simulations at the tide gauge stations can describe the characteristics of storm surges at the coastal zones.

Keywords: lateral boundary, mathematical modeling, numericalsimulations, three dimensional primitive equations, storm surge.

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2515 Therapeutic Product Preparation Bioprocess Modeling

Authors: Mihai Caramihai, Irina Severin, Ana Aurelia Chirvase, Adrian Onu, Cristina Tanase, Camelia Ungureanu

Abstract:

An immunomodulator bioproduct is prepared in a batch bioprocess with a modified bacterium Pseudomonas aeruginosa. The bioprocess is performed in 100 L Bioengineering bioreactor with 42 L cultivation medium made of peptone, meat extract and sodium chloride. The optimal bioprocess parameters were determined: temperature – 37 0C, agitation speed - 300 rpm, aeration rate – 40 L/min, pressure – 0.5 bar, Dow Corning Antifoam M-max. 4 % of the medium volume, duration - 6 hours. This kind of bioprocesses are appreciated as difficult to control because their dynamic behavior is highly nonlinear and time varying. The aim of the paper is to present (by comparison) different models based on experimental data. The analysis criteria were modeling error and convergence rate. The estimated values and the modeling analysis were done by using the Table Curve 2D. The preliminary conclusions indicate Andrews-s model with a maximum specific growth rate of the bacterium in the range of 0.8 h-1.

Keywords: bioprocess modeling, Pseudomonas aeruginosa, kinetic models,

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2514 New Approach for the Modeling and the Implementation of the Object-Relational Databases

Authors: Amel Grissa-Touzi, Minyar Sassi

Abstract:

Conception is the primordial part in the realization of a computer system. Several tools have been used to help inventors to describe their software. These tools knew a big success in the relational databases domain since they permit to generate SQL script modeling the database from an Entity/Association model. However, with the evolution of the computer domain, the relational databases proved their limits and object-relational model became used more and more. Tools of present conception don't support all new concepts introduced by this model and the syntax of the SQL3 language. We propose in this paper a tool of help to the conception and implementation of object-relational databases called «NAVIGTOOLS" that allows the user to generate script modeling its database in SQL3 language. This tool bases itself on the Entity/Association and navigational model for modeling the object-relational databases.

Keywords: Abstract Data Table, Navigational model, Objectrelational databases, References.

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2513 Fractional-Order Modeling of GaN High Electron Mobility Transistors for Switching Applications

Authors: Anwar H. Jarndal, Ahmed S. Elwakil

Abstract:

In this paper, a fraction-order model for pad parasitic effect of GaN HEMT on Si substrate is developed and validated. Open de-embedding structure is used to characterize and de-embed substrate loading parasitic effects. Unbiased device measurements are implemented to extract parasitic inductances and resistances. The model shows very good simulation for S-parameter measurements under different bias conditions. It has been found that this approach can improve the simulation of intrinsic part of the transistor, which is very important for small- and large-signal modeling process.

Keywords: Fractional-order modeling, GaN HEMT, Si-substrate, open de-embedding structure.

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2512 The Role of Contextual Ontologies in Enterprise Modeling

Authors: Ahmed Arara

Abstract:

Information sharing and exchange, rather than information processing, is what characterizes information technology in the 21st century. Ontologies, as shared common understanding, gain increasing attention, as they appear as the most promising solution to enable information sharing both at a semantic level and in a machine-processable way. Domain Ontology-based modeling has been exploited to provide shareability and information exchange among diversified, heterogeneous applications of enterprises. Contextual ontologies are “an explicit specification of contextual conceptualization". That is: ontology is characterized by concepts that have multiple representations and they may exist in several contexts. Hence, contextual ontologies are a set of concepts and relationships, which are seen from different perspectives. Contextualization is to allow for ontologies to be partitioned according to their contexts. The need for contextual ontologies in enterprise modeling has become crucial due to the nature of today's competitive market. Information resources in enterprise is distributed and diversified and is in need to be shared and communicated locally through the intranet and globally though the internet. This paper discusses the roles that ontologies play in an enterprise modeling, and how ontologies assist in building a conceptual model in order to provide communicative and interoperable information systems. The issue of enterprise modeling based on contextual domain ontology is also investigated, and a framework is proposed for an enterprise model that consists of various applications.

Keywords: Contextual ontologies, Enterprise model, domainontology.

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2511 Implementation of Response Surface Methodology using in Small Brown Rice Peeling Machine: Part I

Authors: S. Bangphan, P. Bangphan, T.Boonkang

Abstract:

Implementation of response surface methodology (RSM) was employed to study the effects of two factor (rubber clearance and round per minute) in brown rice peeling machine of The optimal BROKENS yield (19.02, average of three repeats),.The optimized composition derived from RSM regression was analyzed using Regression analysis and Analysis of Variance (ANOVA). At a significant level α = 0.05, the values of Regression coefficient, R 2 (adj)were 97.35 % and standard deviation were 1.09513. The independent variables are initial rubber clearance, and round per minute parameters namely. The investigating responses are final rubber clearance, and round per minute (RPM). The restriction of the optimization is the designated.

Keywords: Brown rice, Response surface methodology(RSM), Rubber clearance, Round per minute (RPM), Peeling machine.

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2510 NFκB Pathway Modeling for Optimal Drug Combination Therapy on Multiple Myeloma

Authors: Huiming Peng, Jianguo Wen, Hongwei Li, Jeff Chang, Xiaobo Zhou

Abstract:

NFκB activation plays a crucial role in anti-apoptotic responses in response to the apoptotic signaling during tumor necrosis factor (TNFa) stimulation in Multiple Myeloma (MM). Although several drugs have been found effective for the treatment of MM by mainly inhibiting NFκB pathway, there are no any quantitative or qualitative results of comparison assessment on inhibition effect between different single drugs or drug combinations. Computational modeling is becoming increasingly indispensable for applied biological research mainly because it can provide strong quantitative predicting power. In this study, a novel computational pathway modeling approach is employed to comparably assess the inhibition effects of specific single drugs and drug combinations on the NFκB pathway in MM, especially the prediction of synergistic drug combinations.

Keywords: Computational modeling, drug combination, inhibition effect, multiple myeloma, NFkB pathway.

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2509 Climate Change in Albania and Its Effect on Cereal Yield

Authors: L. Basha, E. Gjika

Abstract:

This study is focused on analyzing climate change in Albania and its potential effects on cereal yields. Initially, monthly temperature and rainfalls in Albania were studied for the period 1960-2021. Climacteric variables are important variables when trying to model cereal yield behavior, especially when significant changes in weather conditions are observed. For this purpose, in the second part of the study, linear and nonlinear models explaining cereal yield are constructed for the same period, 1960-2021. The multiple linear regression analysis and lasso regression method are applied to the data between cereal yield and each independent variable: average temperature, average rainfall, fertilizer consumption, arable land, land under cereal production, and nitrous oxide emissions. In our regression model, heteroscedasticity is not observed, data follow a normal distribution, and there is a low correlation between factors, so we do not have the problem of multicollinearity. Machine learning methods, such as Random Forest (RF), are used to predict cereal yield responses to climacteric and other variables. RF showed high accuracy compared to the other statistical models in the prediction of cereal yield. We found that changes in average temperature negatively affect cereal yield. The coefficients of fertilizer consumption, arable land, and land under cereal production are positively affecting production. Our results show that the RF method is an effective and versatile machine-learning method for cereal yield prediction compared to the other two methods: multiple linear regression and lasso regression method.

Keywords: Cereal yield, climate change, machine learning, multiple regression model, random forest.

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2508 Hybrid Modeling and Optimal Control of a Two-Tank System as a Switched System

Authors: H. Mahboubi, B. Moshiri, A. Khaki Seddigh

Abstract:

In the past decade, because of wide applications of hybrid systems, many researchers have considered modeling and control of these systems. Since switching systems constitute an important class of hybrid systems, in this paper a method for optimal control of linear switching systems is described. The method is also applied on the two-tank system which is a much appropriate system to analyze different modeling and control techniques of hybrid systems. Simulation results show that, in this method, the goals of control and also problem constraints can be satisfied by an appropriate selection of cost function.

Keywords: Hybrid systems, optimal control, switched systems, two-tank system

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2507 Artificial Neural Networks Modeling in Water Resources Engineering: Infrastructure and Applications

Authors: M. R. Mustafa, M. H. Isa, R. B. Rezaur

Abstract:

The use of artificial neural network (ANN) modeling for prediction and forecasting variables in water resources engineering are being increasing rapidly. Infrastructural applications of ANN in terms of selection of inputs, architecture of networks, training algorithms, and selection of training parameters in different types of neural networks used in water resources engineering have been reported. ANN modeling conducted for water resources engineering variables (river sediment and discharge) published in high impact journals since 2002 to 2011 have been examined and presented in this review. ANN is a vigorous technique to develop immense relationship between the input and output variables, and able to extract complex behavior between the water resources variables such as river sediment and discharge. It can produce robust prediction results for many of the water resources engineering problems by appropriate learning from a set of examples. It is important to have a good understanding of the input and output variables from a statistical analysis of the data before network modeling, which can facilitate to design an efficient network. An appropriate training based ANN model is able to adopt the physical understanding between the variables and may generate more effective results than conventional prediction techniques.

Keywords: ANN, discharge, modeling, prediction, sediment,

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2506 Modeling UWSN Simulators – A Taxonomy

Authors: Christhu Raj, Rajeev Sukumaran

Abstract:

In this research article of modeling Underwater Wireless Sensor Network Simulators, we provide a comprehensive overview of the various currently available simulators used in UWSN modeling. In this work, we compare their working environment, software platform, simulation language, key features, limitations and corresponding applications. Based on extensive experimentation and performance analysis, we provide their efficiency for specific applications. We have also provided guidelines for developing protocols in different layers of the protocol stack, and finally these parameters are also compared and tabulated. This analysis is significant for researchers and designers to find the right simulator for their research activities.

Keywords: Underwater Wireless Sensor networks (UWSN), SUNSET, NS2, OPNET, WOSS, DESERT, RECORDS, Aqua- Sim, Aqua- Net Mate.

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2505 A Timed and Colored Petri Nets for Modeling and Verifying Cloud System Elasticity

Authors: W. Louhichi, M.Berrima, N. Ben Rajeb Robbana

Abstract:

Elasticity is the essential property of cloud computing. As the name suggests, it constitutes the ability of a cloud system to adjust resource provisioning in relation to fluctuating workloads. There are two types of elasticity operations, vertical and horizontal. In this work, we are interested in horizontal scaling, which is ensured by two mechanisms; scaling in and scaling out. Following the sizing of the system, we can adopt scaling in the event of over-supply and scaling out in the event of under-supply. In this paper, we propose a formal model, based on temporized and colored Petri nets (TdCPNs), for the modeling of the duplication and the removal of a virtual machine from a server. This model is based on formal Petri Nets (PNs) modeling language. The proposed models are edited, verified, and simulated with two examples implemented in colored Petri nets (CPNs)tools, which is a modeling tool for colored and timed PNs.

Keywords: Cloud computing, elasticity, elasticity controller, petri nets, scaling in, scaling out.

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2504 Dynamic Modeling and Simulation of Threephase Small Power Induction Motor

Authors: Nyein Nyein Soe, Thet Thet Han Yee, Soe Sandar Aung

Abstract:

This paper is proposed the dynamic simulation of small power induction motor based on Mathematical modeling. The dynamic simulation is one of the key steps in the validation of the design process of the motor drive systems and it is needed for eliminating inadvertent design mistakes and the resulting error in the prototype construction and testing. This paper demonstrates the simulation of steady-state performance of induction motor by MATLAB Program Three phase 3 hp induction motor is modeled and simulated with SIMULINK model.

Keywords: Squirrel cage induction motor, modeling andsimulation, MATLAB software, torque, speed.

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2503 Modeling Default Probabilities of the Chosen Czech Banks in the Time of the Financial Crisis

Authors: Petr Gurný

Abstract:

One of the most important tasks in the risk management is the correct determination of probability of default (PD) of particular financial subjects. In this paper a possibility of determination of financial institution’s PD according to the creditscoring models is discussed. The paper is divided into the two parts. The first part is devoted to the estimation of the three different models (based on the linear discriminant analysis, logit regression and probit regression) from the sample of almost three hundred US commercial banks. Afterwards these models are compared and verified on the control sample with the view to choose the best one. The second part of the paper is aimed at the application of the chosen model on the portfolio of three key Czech banks to estimate their present financial stability. However, it is not less important to be able to estimate the evolution of PD in the future. For this reason, the second task in this paper is to estimate the probability distribution of the future PD for the Czech banks. So, there are sampled randomly the values of particular indicators and estimated the PDs’ distribution, while it’s assumed that the indicators are distributed according to the multidimensional subordinated Lévy model (Variance Gamma model and Normal Inverse Gaussian model, particularly). Although the obtained results show that all banks are relatively healthy, there is still high chance that “a financial crisis” will occur, at least in terms of probability. This is indicated by estimation of the various quantiles in the estimated distributions. Finally, it should be noted that the applicability of the estimated model (with respect to the used data) is limited to the recessionary phase of the financial market.

Keywords: Credit-scoring Models, Multidimensional Subordinated Lévy Model, Probability of Default.

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2502 Clustering Mixed Data Using Non-normal Regression Tree for Process Monitoring

Authors: Youngji Yoo, Cheong-Sool Park, Jun Seok Kim, Young-Hak Lee, Sung-Shick Kim, Jun-Geol Baek

Abstract:

In the semiconductor manufacturing process, large amounts of data are collected from various sensors of multiple facilities. The collected data from sensors have several different characteristics due to variables such as types of products, former processes and recipes. In general, Statistical Quality Control (SQC) methods assume the normality of the data to detect out-of-control states of processes. Although the collected data have different characteristics, using the data as inputs of SQC will increase variations of data, require wide control limits, and decrease performance to detect outof- control. Therefore, it is necessary to separate similar data groups from mixed data for more accurate process control. In the paper, we propose a regression tree using split algorithm based on Pearson distribution to handle non-normal distribution in parametric method. The regression tree finds similar properties of data from different variables. The experiments using real semiconductor manufacturing process data show improved performance in fault detecting ability.

Keywords: Semiconductor, non-normal mixed process data, clustering, Statistical Quality Control (SQC), regression tree, Pearson distribution system.

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2501 A Novel Method for Behavior Modeling in Uncertain Information Systems

Authors: Ali Haroonabadi, Mohammad Teshnehlab

Abstract:

None of the processing models in the software development has explained the software systems performance evaluation and modeling; likewise, there exist uncertainty in the information systems because of the natural essence of requirements, and this may cause other challenges in the processing of software development. By definition an extended version of UML (Fuzzy- UML), the functional requirements of the software defined uncertainly would be supported. In this study, the behavioral description of uncertain information systems by the aid of fuzzy-state diagram is crucial; moreover, the introduction of behavioral diagrams role in F-UML is investigated in software performance modeling process. To get the aim, a fuzzy sub-profile is used.

Keywords: Fuzzy System, Software Development Model, Software Performance Evaluation, UML

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2500 A General Framework for Modeling Replicated Real-Time Database

Authors: Hala Abdel hameed, Hazem M. El-Bakry, Torky Sultan

Abstract:

There are many issues that affect modeling and designing real-time databases. One of those issues is maintaining consistency between the actual state of the real-time object of the external environment and its images as reflected by all its replicas distributed over multiple nodes. The need to improve the scalability is another important issue. In this paper, we present a general framework to design a replicated real-time database for small to medium scale systems and maintain all timing constrains. In order to extend the idea for modeling a large scale database, we present a general outline that consider improving the scalability by using an existing static segmentation algorithm applied on the whole database, with the intent to lower the degree of replication, enables segments to have individual degrees of replication with the purpose of avoiding excessive resource usage, which all together contribute in solving the scalability problem for DRTDBS.

Keywords: Database modeling, Distributed database, Real time databases, Replication

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