Search results for: Unstructured models.

Authors: Ishapathik Das

Abstract:

The purpose of this article is to find a method of comparing designs for ordinal regression models using quantile dispersion graphs in the presence of linear predictor misspecification. The true relationship between response variable and the corresponding control variables are usually unknown. Experimenter assumes certain form of the linear predictor of the ordinal regression models. The assumed form of the linear predictor may not be correct always. Thus, the maximum likelihood estimates (MLE) of the unknown parameters of the model may be biased due to misspecification of the linear predictor. In this article, the uncertainty in the linear predictor is represented by an unknown function. An algorithm is provided to estimate the unknown function at the design points where observations are available. The unknown function is estimated at all points in the design region using multivariate parametric kriging. The comparison of the designs are based on a scalar valued function of the mean squared error of prediction (MSEP) matrix, which incorporates both variance and bias of the prediction caused by the misspecification in the linear predictor. The designs are compared using quantile dispersion graphs approach. The graphs also visually depict the robustness of the designs on the changes in the parameter values. Numerical examples are presented to illustrate the proposed methodology.

Keywords: Model misspecification, multivariate kriging, multivariate logistic link, ordinal response models, quantile dispersion graphs.

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Authors: R. C. J. Mphahlele, K. Bolton, H. Kasaini

Abstract:

Empirical force fields and density functional theory (DFT) was used to study the binding energies and structures of methylamine on the surface of activated carbons (ACs). This is a first step in studying the adsorption of alkyl amines on the surface of functionalized ACs. The force fields used were Dreiding (DFF), Universal (UFF) and Compass (CFF) models. The generalized gradient approximation with Perdew Wang 91 (PW91) functional was used for DFT calculations. In addition to obtaining the aminecarboxylic acid adsorption energies, the results were used to establish reliability of the empirical models for these systems. CFF predicted a binding energy of -9.227 (kcal/mol) which agreed with PW91 at - 13.17 (kcal/mol), compared to DFF 0 (kcal/mol) and UFF -0.72 (kcal/mol). However, the CFF binding energies for the amine to ester and ketone disagreed with PW91 results. The structures obtained from all models agreed with PW91 results.

Keywords: Activated Carbons, Binding energy, DFT, Force fields.

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Authors: András Szekrényes

Abstract:

Delamination is one of the major failure modes in laminated composite structures. Delamination tips are mostly captured by spatial numerical models in order to predict crack growth. This paper presents some mechanical models of delaminated composite shells based on shallow shell theories. The mechanical fields are based on a third-order displacement field in terms of the through-thickness coordinate of the laminated shell. The undelaminated and delaminated parts are captured by separate models and the continuity and boundary conditions are also formulated in a general way providing a large size boundary value problem. The system of differential equations is solved by the state space method for an elliptic delaminated shell having simply supported edges. The comparison of the proposed and a numerical model indicates that the primary indicator of the model is the deflection, the secondary is the widthwise distribution of the energy release rate. The model is promising and suitable to determine accurately the J-integral distribution along the delamination front. Based on the proposed model it is also possible to develop finite elements which are able to replace the computationally expensive spatial models of delaminated structures.

Keywords: J-integral, Lévy method, third-order shell theory, state space solution.

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Authors: P. S. Van Staden, M. M. Campbell

Abstract:

Vacant City of Cape Town-owned land lying unutilized and -productive could be developed for land uses such as urban agriculture that may improve the livelihoods of low income families. The new City of Cape Town zoning scheme includes an Urban Agriculture zoning for the first time. Unstructured qualitative interviews among town planners revealed their optimism about this inclusion as it will provide low-income residents with opportunities to generate an income. An existing farming community at Philippi, located within the municipal boundary of the city, was approached and empirical data obtained through questionnaires provided proof that urban agriculture could be viable in a coastal metropolitan city such as Cape Town even if farmers only produce for their own households. The lease method proposed for urban agriculture is a usufruct agreement conferring the right to another party, other than the legal owner, to enjoy the use and advantages of the property.

Keywords: Land uses, urban agriculture.

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Authors: Barath Kumar, Oliver Niggemann, Juergen Jasperneite

Abstract:

Model-based approaches have been applied successfully to a wide range of tasks such as specification, simulation, testing, and diagnosis. But one bottleneck often prevents the introduction of these ideas: Manual modeling is a non-trivial, time-consuming task. Automatically deriving models by observing and analyzing running systems is one possible way to amend this bottleneck. To derive a model automatically, some a-priori knowledge about the model structure–i.e. about the system–must exist. Such a model formalism would be used as follows: (i) By observing the network traffic, a model of the long-term system behavior could be generated automatically, (ii) Test vectors can be generated from the model, (iii) While the system is running, the model could be used to diagnose non-normal system behavior. The main contribution of this paper is the introduction of a model formalism called 'probabilistic regression automaton' suitable for the tasks mentioned above.

Keywords: Model-based approach, Probabilistic regression automata, Statistical models and Timed automata.

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Authors: T. Y. Liu, C. H Lin., Y. M Ferng

Abstract:

Wind energy is one of the clean renewable energy. However, the low frequency (20-200HZ) noise generated from the wind turbine blades, which bothers the residents, becomes the major problem to be developed. It is useful for predicting the aerodynamic noise by flow field and pressure distribution analysis on the wind turbine blades. Therefore, the main objective of this study is to use different turbulence models to analyze the flow field and pressure distributions of the wing blades.

Three-dimensional Computation Fluid Dynamics (CFD) simulation of the flow field was used to calculate the flow phenomena for the National Renewable Energy Laboratory (NREL) Phase VI horizontal axis wind turbine rotor. Two different flow cases with different wind speeds were investigated: 7m/s with 72rpm and 15m/s with 72rpm.

Four kinds of RANS-based turbulence models, Standard k-ε, Realizable k-ε, SST k-ω, and v2f, were used to predict and analyze the results in the present work. The results show that the predictions on pressure distributions with SST k-ω and v2f turbulence models have good agreements with experimental data.

Keywords: Horizontal Axis Wind Turbine, turbulence model, noise.

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Authors: Edlira Kalemi, Sule Yildirim-Yayilgan

Abstract:

Online Social Networks (OSNs) are nowadays being used widely and intensively for crime investigation and prevention activities. As they provide a lot of information they are used by the law enforcement and intelligence. An extensive review on existing solutions and models for collecting intelligence from this source of information and making use of it for solving crimes has been presented in this article. The main focus is on smart solutions and models where ontologies have been used as the main approach for representing criminal domain knowledge. A framework for a prototype ontology named SC-Ont will be described. This defines terms of the criminal domain ontology and the relations between them. The terms and the relations are extracted during both this review and the discussions carried out with domain experts. The development of SC-Ont is still ongoing work, where in this paper, we report mainly on the motivation for using smart ontology models and the possible benefits of using them for solving crimes.

Keywords: Criminal digital evidence, social media, ontologies, reasoning.

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Authors: Tomohiro Hachino, Hitoshi Takata, Seiji Fukushima, Yasutaka Igarashi

Abstract:

This paper presents a Gaussian process model-based short-term electric load forecasting. The Gaussian process model is a nonparametric model and the output of the model has Gaussian distribution with mean and variance. The multiple Gaussian process models as every hour ahead predictors are used to forecast future electric load demands up to 24 hours ahead in accordance with the direct forecasting approach. The separable least-squares approach that combines the linear least-squares method and genetic algorithm is applied to train these Gaussian process models. Simulation results are shown to demonstrate the effectiveness of the proposed electric load forecasting.

Keywords: Direct method, electric load forecasting, Gaussian process model, genetic algorithm, separable least-squares method.

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Authors: Guang Zou, Kian Banisoleiman, Arturo González

Abstract:

Crack initiation and propagation threatens structural integrity of welded joints and normally inspections are assigned based on crack propagation models. However, the approach based on crack propagation models may not be applicable for some high-quality welded joints, because the initial flaws in them may be so small that it may take long time for the flaws to develop into a detectable size. This raises a concern regarding the inspection planning of high-quality welded joins, as there is no generally acceptable approach for modeling the whole fatigue process that includes the crack initiation period. In order to address the issue, this paper reviews treatment methods for crack initiation period and initial crack size in crack propagation models applied to inspection planning. Generally, there are four approaches, by: 1) Neglecting the crack initiation period and fitting a probabilistic distribution for initial crack size based on statistical data; 2) Extrapolating the crack propagation stage to a very small fictitious initial crack size, so that the whole fatigue process can be modeled by crack propagation models; 3) Assuming a fixed detectable initial crack size and fitting a probabilistic distribution for crack initiation time based on specimen tests; and, 4) Modeling the crack initiation and propagation stage separately using small crack growth theories and Paris law or similar models. The conclusion is that in view of trade-off between accuracy and computation efforts, calibration of a small fictitious initial crack size to S-N curves is the most efficient approach.

Keywords: Crack initiation, fatigue reliability, inspection planning, welded joints.

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Authors: Fatih Tosunoğlu, İbrahim Can

Abstract:

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: Quratulain N. Rajput, Sajjad Haider, Nasir Touheed

Abstract:

The internet has become an attractive avenue for global e-business, e-learning, knowledge sharing, etc. Due to continuous increase in the volume of web content, it is not practically possible for a user to extract information by browsing and integrating data from a huge amount of web sources retrieved by the existing search engines. The semantic web technology enables advancement in information extraction by providing a suite of tools to integrate data from different sources. To take full advantage of semantic web, it is necessary to annotate existing web pages into semantic web pages. This research develops a tool, named OWIE (Ontology-based Web Information Extraction), for semantic web annotation using domain specific ontologies. The tool automatically extracts information from html pages with the help of pre-defined ontologies and gives them semantic representation. Two case studies have been conducted to analyze the accuracy of OWIE.

Keywords: Ontology, Semantic Annotation, Wrapper, Information Extraction.

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Authors: Eakong Atiptamvaree, Twittie Senivongse

Abstract:

A new paradigm for software design and development models software by its business process, translates the model into a process execution language, and has it run by a supporting execution engine. This process-oriented paradigm promotes modeling of software by less technical users or business analysts as well as rapid development. Since business process models may be shared by different organizations and sometimes even by different business domains, it is interesting to apply a technique used in traditional software component technology to design reusable business processes. This paper discusses an approach to apply a technique for software component fabrication to the design of process-oriented software units, called process components. These process components result from decomposing a business process of a particular application domain into subprocesses with an aim that the process components can be reusable in different process-based software models. The approach is quantitative because the quality of process component design is measured from technical features of the process components. The approach is also strategic because the measured quality is determined against business-oriented component management goals. A software tool has been developed to measure how good a process component design is, according to the required managerial goals and comparing to other designs. We also discuss how we benefit from reusable process components.

Keywords: Business process model, process component, component management goals, measurement

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Authors: Ahmet Kayabasi, Ali Akdagli

Abstract:

In this study, three robust predicting methods, namely artificial neural network (ANN), adaptive neuro fuzzy inference system (ANFIS) and support vector machine (SVM) were used for computing the resonant frequency of A-shaped compact microstrip antennas (ACMAs) operating at UHF band. Firstly, the resonant frequencies of 144 ACMAs with various dimensions and electrical parameters were simulated with the help of IE3D™ based on method of moment (MoM). The ANN, ANFIS and SVM models for computing the resonant frequency were then built by considering the simulation data. 124 simulated ACMAs were utilized for training and the remaining 20 ACMAs were used for testing the ANN, ANFIS and SVM models. The performance of the ANN, ANFIS and SVM models are compared in the training and test process. The average percentage errors (APE) regarding the computed resonant frequencies for training of the ANN, ANFIS and SVM were obtained as 0.457%, 0.399% and 0.600%, respectively. The constructed models were then tested and APE values as 0.601% for ANN, 0.744% for ANFIS and 0.623% for SVM were achieved. The results obtained here show that ANN, ANFIS and SVM methods can be successfully applied to compute the resonant frequency of ACMAs, since they are useful and versatile methods that yield accurate results.

Keywords: A-shaped compact microstrip antenna, Artificial Neural Network (ANN), adaptive Neuro-Fuzzy Inference System (ANFIS), Support Vector Machine (SVM).

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Authors: Areej Azhar, Peter Duncan, David Edgar

Abstract:

Due to a high unemployment rate among local people and a high reliance on expatriate workers, the governments in the Gulf Co-operation Council (GCC) countries have been implementing programmes of localisation (replacing foreign workers with GCC nationals). These programmes have been successful in the public sector but much less so in the private sector. However, there are now insufficient jobs for locals in the public sector and the onus to provide employment has fallen on the private sector. This paper is concerned with a study, which is a work in progress (certain elements are complete but not the whole study), investigating the effective implementation of localisation policies in four- and five-star hotels in the Kingdom of Saudi Arabia (KSA) and the United Arab Emirates (UAE). The purpose of the paper is to identify the research gap, and to present the need for the research. Further, it will explain how this research was conducted. Studies of localisation in the GCC countries are under-represented in scholarly literature. Currently, the hotel sectors in KSA and UAE play an important part in the countries’ economies. However, the total proportion of Saudis working in the hotel sector in KSA is slightly under 8%, and in the UAE, the hotel sector remains highly reliant on expatriates. There is therefore a need for research on strategies to enhance the implementation of the localisation policies in general and in the hotel sector in particular. Further, despite the importance of the hotel sector to their economies, there remains a dearth of research into the implementation of localisation policies in this sector. Indeed, as far as the researchers are aware, there is no study examining localisation in the hotel sector in KSA, and few in the UAE. This represents a considerable research gap. Regarding how the research was carried out, a multiple case study strategy was used. The four- and five-star hotel sector in KSA is one of the cases, while the four- and five-star hotel sector in the UAE is the other case. Four- and five-star hotels in KSA and the UAE were chosen as these countries have the longest established localisation policies of all the GCC states and there are more hotels of these classifications in these countries than in any of the other Gulf countries. A literature review was carried out to underpin the research. The empirical data were gathered in three phases. In order to gain a pre-understanding of the issues pertaining to the research context, Phase I involved eight unstructured interviews with officials from the Saudi Commission for Tourism and Antiquities (three interviewees); the Saudi Human Resources Development Fund (one); the Abu Dhabi Tourism and Culture Authority (three); and the Abu Dhabi Development Fund (one).

In Phase II, a questionnaire was administered to 24 managers and 24 employees in four- and five-star hotels in each country to obtain their beliefs, attitudes, opinions, preferences and practices concerning localisation. Unstructured interviews were carried out in Phase III with six managers in each country in order to allow them to express opinions that may not have been explored in sufficient depth in the questionnaire. The interviews in Phases I and III were analysed using thematic analysis and SPSS will be used to analyse the questionnaire data. It is recommended that future research be undertaken on a larger scale, with a larger sample taken from all over KSA and the UAE rather than from only four cities (i.e., Riyadh and Jeddah in KSA and Abu Dhabi and Sharjah in the UAE), as was the case in this research.

Keywords: KSA, UAE, localisation, hotels, Human Resource Management.

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Authors: Khalil Shihab, Nida Al-Chalabi

Abstract:

This article describes Uruk, the virtual museum of Iraq that we developed for visual exploration and retrieval of image collections. The system largely exploits the loosely-structured hierarchy of XML documents that provides a useful representation method to store semi-structured or unstructured data, which does not easily fit into existing database. The system offers users the capability to mine and manage the XML-based image collections through a web-based Graphical User Interface (GUI). Typically, at an interactive session with the system, the user can browse a visual structural summary of the XML database in order to select interesting elements. Using this intermediate result, queries combining structure and textual references can be composed and presented to the system. After query evaluation, the full set of answers is presented in a visual and structured way.

Keywords: Data-centric XML, graphical user interfaces, information retrieval, case-based reasoning, fuzzy sets

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Authors: Fariba Esfandiary, Ghafoor Aghaie, Ali Dolati Mehr

Abstract:

Wheat prediction was carried out using different meteorological variables together with agro meteorological indices in Ardebil district for the years 2004-2005 & 2005–2006. On the basis of correlation coefficients, standard error of estimate as well as relative deviation of predicted yield from actual yield using different statistical models, the best subset of agro meteorological indices were selected including daily minimum temperature (Tmin), accumulated difference of maximum & minimum temperatures (TD), growing degree days (GDD), accumulated water vapor pressure deficit (VPD), sunshine hours (SH) & potential evapotranspiration (PET). Yield prediction was done two months in advance before harvesting time which was coincide with commencement of reproductive stage of wheat (5th of June). It revealed that in the final statistical models, 83% of wheat yield variability was accounted for variation in above agro meteorological indices.

Keywords: Wheat yields prediction, agro meteorological indices, statistical models

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Authors: A. Falsafain, S. M. Taheri, M. Mashinchi

Abstract:

Using a set of confidence intervals, we develop a common approach, to construct a fuzzy set as an estimator for unknown parameters in statistical models. We investigate a method to derive the explicit and unique membership function of such fuzzy estimators. The proposed method has been used to derive the fuzzy estimators of the parameters of a Normal distribution and some functions of parameters of two Normal distributions, as well as the parameters of the Exponential and Poisson distributions.

Keywords: Confidence interval. Fuzzy number. Fuzzy estimation.

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Authors: D. Hişam, S. İkizoğlu

Abstract:

Identifying the problem behind balance disorder is one of the most interesting topics in medical literature. This study has considerably enhanced the development of artificial intelligence (AI) algorithms applying multiple machine learning (ML) models to sensory data on gait collected from humans to classify between normal people and those suffering from Vestibular System (VS) problems. Although AI is widely utilized as a diagnostic tool in medicine, AI models have not been used to perform feature extraction and identify VS disorders through training on raw data. In this study, three ML models, the Random Forest Classifier (RF), Extreme Gradient Boosting (XGB), and K-Nearest Neighbor (KNN), have been trained to detect VS disorder, and the performance comparison of the algorithms has been made using accuracy, recall, precision, and f1-score. With an accuracy of 95.28 %, Random Forest (RF) Classifier was the most accurate model.

Keywords: Vestibular disorder, machine learning, random forest classifier, k-nearest neighbor, extreme gradient boosting.

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Authors: Alireza Ansariyar, Safieh Laaly

Abstract:

Over the last decades, the vehicle industry has shown increased interest in integrating autonomous, connected, and electrical technologies in vehicle design with the primary hope of improving mobility and road safety while reducing transportation’s environmental impact. Using the State of Maryland (M.D.) in the United States as a pilot study, this research investigates Connected and Autonomous Vehicles (CAVs) fuel consumption and air pollutants including Carbon Monoxide (CO), Particulate Matter (PM), and Nitrogen Oxides (NOx) and utilizes meaningful linear regression models to predict CAV’s environmental effects. Maryland transportation network was simulated in VISUM software, and data on a set of variables were collected through a comprehensive survey. The number of pollutants and fuel consumption were obtained for the time interval 2010 to 2021 from the macro simulation. Eventually, four linear regression models were proposed to predict the amount of C.O., NOx, PM pollutants, and fuel consumption in the future. The results highlighted that CAVs’ pollutants and fuel consumption have a significant correlation with the income, age, and race of the CAV customers. Furthermore, the reliability of four statistical models was compared with the reliability of macro simulation model outputs in the year 2030. The error of three pollutants and fuel consumption was obtained at less than 9% by statistical models in SPSS. This study is expected to assist researchers and policymakers with planning decisions to reduce CAV environmental impacts in M.D.

Keywords: Connected and autonomous vehicles, statistical model, environmental effects, pollutants and fuel consumption, VISUM, linear regression models.

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Authors: Catherine Maware, Olufemi Adetunji

Abstract:

The paper is aimed at developing a model to measure the impact of Lean manufacturing deployment on organizational performance. The model will help industry practitioners to assess the impact of implementing Lean constructs on organizational performance. It will also harmonize the measurement models of Lean performance with the house of Lean that seems to have become the industry standard. The sheer number of measurement models for impact assessment of Lean implementation makes it difficult for new adopters to select an appropriate assessment model or deployment methodology. A literature review is conducted to classify the Lean performance model. Pareto analysis is used to select the Lean constructs for the development of the model. The model is further formalized through the use of Structural Equation Modeling (SEM) in defining the underlying latent structure of a Lean system. An impact assessment measurement model developed can be used to measure Lean performance and can be adopted by different industries.

Keywords: Impact measurement model, lean bundles, lean manufacturing, organizational performance.

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Authors: [email protected]

Abstract:

Breast cancer is one of the most common types in women. Early prediction of breast cancer helps physicians detect cancer in its early stages. Big cancer data need a very powerful tool to analyze and extract predictions. Machine learning and deep learning are two of the most efficient tools for predicting cancer based on textual data. In this study, we developed a fusion model of two machine learning and deep learning models. To obtain the final prediction, Long-Short Term Memory (LSTM), ensemble learning with hyper parameters optimization, and score-level fusion is used. Experiments are done on the Breast Cancer Surveillance Consortium (BCSC) dataset after balancing and grouping the class categories. Five different training scenarios are used, and the tests show that the designed fusion model improved the performance by 3.3% compared to the individual models.

Keywords: Machine learning, Deep learning, cancer prediction, breast cancer, LSTM, Score-Level Fusion.

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Authors: Ugur Akyol, Dinçer Akal, Ahmet Cihan, Kamil Kahveci

Abstract:

This study is concerned with the investigation of the suitability of several empirical and semi-empirical drying models available in the literature to define drying behavior of viscose yarn bobbins. For this purpose, firstly, experimental drying behaviour of viscose bobbins was determined on an experimental dryer setup which was designed and manufactured based on hot-air bobbin dryers used in textile industry. Afterwards, drying models considered were fitted to the experimentally obtained moisture ratios. Drying parameters were drying temperature and bobbin diameter. The fit was performed by selecting the values for constants in the models in such a way that these values make the sum of the squared differences between the experimental and the model results for moisture ratio minimum. Suitability of fitting was specified as comparing the correlation coefficient, standard error and mean square deviation. The results show that the most appropriate model in describing the drying curves of viscose bobbins is the Page model.

Keywords: Drying, moisture ratio, Page model, viscose

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Authors: Ceren Kaya, Okan Erkaymaz, Orhan Ayar, Mahmut Özer

Abstract:

Diabetes Mellitus (Diabetes) is a disease based on insulin hormone disorders and causes high blood glucose. Clinical findings determine that diabetes can be diagnosed by electrophysiological signals obtained from the vital organs. 'Diabetic Retinopathy' is one of the most common eye diseases resulting on diabetes and it is the leading cause of vision loss due to structural alteration of the retinal layer vessels. In this study, features of horizontal and vertical Video-Oculography (VOG) signals have been used to classify non-proliferative and proliferative diabetic retinopathy disease. Twenty-five features are acquired by using discrete wavelet transform with VOG signals which are taken from 21 subjects. Two models, based on multi-layer perceptron and radial basis function, are recommended in the diagnosis of Diabetic Retinopathy. The proposed models also can detect level of the disease. We show comparative classification performance of the proposed models. Our results show that proposed the RBF model (100%) results in better classification performance than the MLP model (94%).

Keywords: Diabetic retinopathy, discrete wavelet transform, multi-layer perceptron, radial basis function, video-oculography.

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Authors: Joshua Prakash, Chin Jeng Feng

Abstract:

The paper describes the workings for four models of CONWIP systems used till date; the basic CONWIP system, the hybrid CONWIP system, the multi-product CONWIP system, and the parallel CONWIP system. The final novel model is introduced in this paper in a general form. These models may be adopted for analysis for both simulation studies and implementation on the shop floor. For each model, input parameters of interest are highlighted and their impacts on several system performance measures are addressed.

Keywords: CONWIP, hybrid CONWIP, mixed CONWIP, multi-product CONWIP.

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Authors: Panudet Saengseedam, Nanthachai Kantanantha

Abstract:

This paper proposes a linear mixed model (LMM) with spatial effects to forecast rice and cassava yields in Thailand at the same time. A multivariate conditional autoregressive (MCAR) model is assumed to present the spatial effects. A Bayesian method is used for parameter estimation via Gibbs sampling Markov Chain Monte Carlo (MCMC). The model is applied to the rice and cassava yields monthly data which have been extracted from the Office of Agricultural Economics, Ministry of Agriculture and Cooperatives of Thailand. The results show that the proposed model has better performance in most provinces in both fitting part and validation part compared to the simple exponential smoothing and conditional auto regressive models (CAR) from our previous study.

Keywords: Bayesian method, Linear mixed model, Multivariate conditional autoregressive model, Spatial time series.

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Authors: Carlos Sanchís-Pedregosa, José A. D. M achuca, María del Mar González-Zamora

Abstract:

The growing outsourcing of logistics services resulting from the ongoing current in firms of costs reduction/increased efficiency means that it is becoming more and more important for the companies doing the outsourcing to carry out a proper evaluation. The multiple definitions and measures of logistics service performance found in research on the topic create a certain degree of confusion and do not clear the way towards the proper measurement of their performance. Do a model and a specific set of indicators exist that can be considered appropriate for measuring the performance of logistics services outsourcing in industrial environments? Are said indicators in keeping with the objectives pursued by outsourcing? We aim to answer these and other research questions in the study we have initiated in the field within the framework of the international High Performance Manufacturing (HPM) project of which this paper forms part. As the first stage of this research, this paper reviews articles dealing with the topic published in the last 15 years with the aim of detecting the models most used to make this measurement and determining which performance indicators are proposed as part of said models and which are most used. The first steps are also taken in determining whether these indicators, financial and operational, cover the aims that are being pursued when outsourcing logistics services. The findings show there is a wide variety of both models and indicators used. This would seem to testify to the need to continue with our research in order to try to propose a model and a set of indicators for measuring the performance of logistics services outsourcing in industrial environments.

Keywords: Logistics, objectives, outsourcing, performancemeasurement systems

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Authors: Desmond Adair, Kairat Ismailov, Martin Jaeger

Abstract:

Modelling of Timoshenko beams on elastic foundations has been widely used in the analysis of buildings, geotechnical problems, and, railway and aerospace structures. For the elastic foundation, the most widely used models are one-parameter mechanical models or two-parameter models to include continuity and cohesion of typical foundations, with the two-parameter usually considered the better of the two. Knowledge of free vibration characteristics of beams on an elastic foundation is considered necessary for optimal design solutions in many engineering applications, and in this work, the efficient and accurate variational iteration method is developed and used to calculate natural frequencies of a Timoshenko beam on a two-parameter foundation. The variational iteration method is a technique capable of dealing with some linear and non-linear problems in an easy and efficient way. The calculations are compared with those using a finite-element method and other analytical solutions, and it is shown that the results are accurate and are obtained efficiently. It is found that the effect of the presence of the two-parameter foundation is to increase the beam’s natural frequencies and this is thought to be because of the shear-layer stiffness, which has an effect on the elastic stiffness. By setting the two-parameter model’s stiffness parameter to zero, it is possible to obtain a one-parameter foundation model, and so, comparison between the two foundation models is also made.

Keywords: Timoshenko beam, variational iteration method, two-parameter elastic foundation model.

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Authors: Ivo Jánský, Milan Rippel

Abstract:

The paper evaluates several hundred one-day-ahead VaR forecasting models in the time period between the years 2004 and 2009 on data from six world stock indices - DJI, GSPC, IXIC, FTSE, GDAXI and N225. The models model mean using the ARMA processes with up to two lags and variance with one of GARCH, EGARCH or TARCH processes with up to two lags. The models are estimated on the data from the in-sample period and their forecasting accuracy is evaluated on the out-of-sample data, which are more volatile. The main aim of the paper is to test whether a model estimated on data with lower volatility can be used in periods with higher volatility. The evaluation is based on the conditional coverage test and is performed on each stock index separately. The primary result of the paper is that the volatility is best modelled using a GARCH process and that an ARMA process pattern cannot be found in analyzed time series.

Keywords: VaR, risk analysis, conditional volatility, garch, egarch, tarch, moving average process, autoregressive process

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Authors: F. Rezaie Moghaddam, T. Rezaie Moghaddam, M. Pasbani Khiavi, M. Ali Ghorbani

Abstract:

Identifying and classifying intersections according to severity is very important for implementation of safety related counter measures and effective models are needed to compare and assess the severity. Highway safety organizations have considered intersection safety among their priorities. In spite of significant advances in highways safety, the large numbers of crashes with high severities still occur in the highways. Investigation of influential factors on crashes enables engineers to carry out calculations in order to reduce crash severity. Previous studies lacked a model capable of simultaneous illustration of the influence of human factors, road, vehicle, weather conditions and traffic features including traffic volume and flow speed on the crash severity. Thus, this paper is aimed at developing the models to illustrate the simultaneous influence of these variables on the crash severity in urban highways. The models represented in this study have been developed using binary Logit Models. SPSS software has been used to calibrate the models. It must be mentioned that backward regression method in SPSS was used to identify the significant variables in the model. Consider to obtained results it can be concluded that the main factor in increasing of crash severity in urban highways are driver age, movement with reverse gear, technical defect of the vehicle, vehicle collision with motorcycle and bicycle, bridge, frontal impact collisions, frontal-lateral collisions and multi-vehicle crashes in urban highways which always increase the crash severity in urban highways.

Keywords: Backward regression, crash severity, speed, urbanhighways.

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Authors: H. C. Chinwenyi, H. D. Ibrahim, J. O. Adekunle

Abstract:

The incubation period is defined as the time from infection with a microorganism to development of symptoms. In this research, two disease models: one with incubation period and another without incubation period were studied. The study involves the use of a  mathematical model with a single incubation period. The test for the existence and stability of the disease free and the endemic equilibrium states for both models were carried out. The fourth order Runge-Kutta method was used to solve both models numerically. Finally, a computer program in MATLAB was developed to run the numerical experiments. From the results, we are able to show that the endemic equilibrium state of the model with incubation period is locally asymptotically stable whereas the endemic equilibrium state of the model without incubation period is unstable under certain conditions on the given model parameters. It was also established that the disease free equilibrium states of the model with and without incubation period are locally asymptotically stable. Furthermore, results from numerical experiments using empirical data obtained from Nigeria Centre for Disease Control (NCDC) showed that the overall population of the infected people for the model with incubation period is higher than that without incubation period. We also established from the results obtained that as the transmission rate from susceptible to infected population increases, the peak values of the infected population for the model with incubation period decrease and are always less than those for the model without incubation period.

Keywords: Asymptotic stability, incubation period, Routh-Hurwitz criterion, Runge Kutta method.

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