Search results for: econometric model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7374

Search results for: econometric model

7224 Toward a Risk Assessment Model Based On Multi-Agent System for Cloud Consumer

Authors: Saadia Drissi, Siham Benhadou, Hicham Medromi

Abstract:

The cloud computing is an innovative paradigm that introduces several changes in technology that have resulted a new ways for cloud providers to deliver their services to cloud consumers mainly in term of security risk assessment, thus, adapting a current risk assessment tools to cloud computing is a very difficult task due to its several characteristics that challenge the effectiveness of risk assessment approaches. As consequence, there is a need of risk assessment model adapted to cloud computing. This paper requires a new risk assessment model based on multi-agent system and AHP model as fundamental steps towards the development of flexible risk assessment approach regarding cloud consumers.

Keywords: Cloud computing, risk assessment model, multi-agent system, AHP model, cloud consumer.

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7223 2D and 3D Unsteady Simulation of the Heat Transfer in the Sample during Heat Treatment by Moving Heat Source

Authors: Z. Veselý, M. Honner, J. Mach

Abstract:

The aim of the performed work is to establish the 2D and 3D model of direct unsteady task of sample heat treatment by moving source employing computer model on the basis of finite element method. Complex boundary condition on heat loaded sample surface is the essential feature of the task. Computer model describes heat treatment of the sample during heat source movement over the sample surface. It is started from 2D task of sample cross section as a basic model. Possibilities of extension from 2D to 3D task are discussed. The effect of the addition of third model dimension on temperature distribution in the sample is showed. Comparison of various model parameters on the sample temperatures is observed. Influence of heat source motion on the depth of material heat treatment is shown for several velocities of the movement. Presented computer model is prepared for the utilization in laser treatment of machine parts.

Keywords: Computer simulation, unsteady model, heat treatment, complex boundary condition, moving heat source.

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7222 Adaptive Gaussian Mixture Model for Skin Color Segmentation

Authors: Reza Hassanpour, Asadollah Shahbahrami, Stephan Wong

Abstract:

Skin color based tracking techniques often assume a static skin color model obtained either from an offline set of library images or the first few frames of a video stream. These models can show a weak performance in presence of changing lighting or imaging conditions. We propose an adaptive skin color model based on the Gaussian mixture model to handle the changing conditions. Initial estimation of the number and weights of skin color clusters are obtained using a modified form of the general Expectation maximization algorithm, The model adapts to changes in imaging conditions and refines the model parameters dynamically using spatial and temporal constraints. Experimental results show that the method can be used in effectively tracking of hand and face regions.

Keywords: Face detection, Segmentation, Tracking, Gaussian Mixture Model, Adaptation.

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7221 External Effects on Dynamic Competitive Model of Domestic Airline and High Speed Rail

Authors: Shih-Ching Lo, Yu-Ping Liao

Abstract:

Social-economic variables influence transportation demand largely. Analyses of discrete choice model consider social-economic variables to study traveler-s mode choice and demand. However, to calibrate the discrete choice model needs to have plenty of questionnaire survey. Also, an aggregative model is proposed. The historical data of passenger volumes for high speed rail and domestic civil aviation are employed to calibrate and validate the model. In this study, models with different social-economic variables, which are oil price, GDP per capita, CPI and economic growth rate, are compared. From the results, the model with the oil price is better than models with the other social-economic variables.

Keywords: forecasting, passenger volume, dynamic competitive model, social-economic variables, oil price.

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7220 Javanese Character Recognition Using Hidden Markov Model

Authors: Anastasia Rita Widiarti, Phalita Nari Wastu

Abstract:

Hidden Markov Model (HMM) is a stochastic method which has been used in various signal processing and character recognition. This study proposes to use HMM to recognize Javanese characters from a number of different handwritings, whereby HMM is used to optimize the number of state and feature extraction. An 85.7 % accuracy is obtained as the best result in 16-stated vertical model using pure HMM. This initial result is satisfactory for prompting further research.

Keywords: Character recognition, off-line handwritingrecognition, Hidden Markov Model.

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7219 Analytical Model to Predict the Shear Capacity of Reinforced Concrete Beams Externally Strengthened with CFRP Composites Conditions

Authors: Rajai Al-Rousan

Abstract:

This paper presents a proposed analytical model for predicting the shear strength of reinforced concrete beams strengthened with CFRP composites as external reinforcement. The proposed analytical model can predict the shear contribution of CFRP composites of RC beams with an acceptable coefficient of correlation with the tested results. Based on the comparison of the proposed model with the published well-known models (ACI model, Triantafillou model, and Colotti model), the ACI model had a wider range of 0.16 to 10.08 for the ratio between tested and predicted ultimate shears at failure. Also, an acceptable range of 0.27 to 2.78 for the ratio between tested and predicted ultimate shears by the Triantafillou model. Finally, the best prediction (the ratio between the tested and predicted ones) of the ultimate shear capacity is observed by using Colotti model with a range of 0.20 to 1.78. Thus, the contribution of the CFRP composites as external reinforcement can be predicted with high accuracy by using the proposed analytical model.

Keywords: Predicting, shear capacity, reinforced concrete, beams, strengthened, externally, CFRP composites.

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7218 An Enhanced Artificial Neural Network for Air Temperature Prediction

Authors: Brian A. Smith, Ronald W. McClendon, Gerrit Hoogenboom

Abstract:

The mitigation of crop loss due to damaging freezes requires accurate air temperature prediction models. An improved model for temperature prediction in Georgia was developed by including information on seasonality and modifying parameters of an existing artificial neural network model. Alternative models were compared by instantiating and training multiple networks for each model. The inclusion of up to 24 hours of prior weather information and inputs reflecting the day of year were among improvements that reduced average four-hour prediction error by 0.18°C compared to the prior model. Results strongly suggest model developers should instantiate and train multiple networks with different initial weights to establish appropriate model parameters.

Keywords: Time-series forecasting, weather modeling.

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7217 Discovering the Dimension of Abstractness: Structure-Based Model that Learns New Categories and Categorizes on Different Levels of Abstraction

Authors: Georgi I. Petkov, Ivan I. Vankov, Yolina A. Petrova

Abstract:

A structure-based model of category learning and categorization at different levels of abstraction is presented. The model compares different structures and expresses their similarity implicitly in the forms of mappings. Based on this similarity, the model can categorize different targets either as members of categories that it already has or creates new categories. The model is novel using two threshold parameters to evaluate the structural correspondence. If the similarity between two structures exceeds the higher threshold, a new sub-ordinate category is created. Vice versa, if the similarity does not exceed the higher threshold but does the lower one, the model creates a new category on higher level of abstraction.

Keywords: Analogy-making, categorization, learning of categories, abstraction, hierarchical structure.

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7216 Innovation Trends in Latin America Countries

Authors: José Carlos Rodríguez, Mario Gómez

Abstract:

This paper analyzes innovation trends in Latin America countries by means of the number of patent applications filed by residents and non residents during the period 1965 to 2012. Making use of patent data released by the World Intellectual Property Organization (WIPO), we search for the presence of multiple structural changes in patent application series in Argentina, Brazil Chile, and Mexico. These changes may suggest that firms’ innovative activity has been modified as a result of implementing a particular science, technology and innovation (STI) policy. Accordingly, the new regulations implemented in these countries during 1980s and 1990s have influenced their intellectual property regimes. The question conducting this research is thus how STI policies in these countries have affected their innovation activity? The results achieved in this research confirm the existence of multiple structural changes in the series of patent applications resulting from STI policies implemented in these countries.

Keywords: Econometric methods, innovation activity, Latin America countries, patents, science, technology and innovation (STI) policy.

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7215 A Mean–Variance–Skewness Portfolio Optimization Model

Authors: Kostas Metaxiotis

Abstract:

Portfolio optimization is one of the most important topics in finance. This paper proposes a mean–variance–skewness (MVS) portfolio optimization model. Traditionally, the portfolio optimization problem is solved by using the mean–variance (MV) framework. In this study, we formulate the proposed model as a three-objective optimization problem, where the portfolio's expected return and skewness are maximized whereas the portfolio risk is minimized. For solving the proposed three-objective portfolio optimization model we apply an adapted version of the non-dominated sorting genetic algorithm (NSGAII). Finally, we use a real dataset from FTSE-100 for validating the proposed model.

Keywords: Evolutionary algorithms, portfolio optimization, skewness, stock selection.

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7214 The Gasoil Hydrofining Kinetics Constants Identification

Authors: C. Patrascioiu, V. Matei, N. Nicolae

Abstract:

The paper describes the experiments and the kinetic parameters calculus of the gasoil hydrofining. They are presented experimental results of gasoil hidrofining using Mo and promoted with Ni on aluminum support catalyst. The authors have adapted a kinetic model gasoil hydrofining. Using this proposed kinetic model and the experimental data they have calculated the parameters of the model. The numerical calculus is based on minimizing the difference between the experimental sulf concentration and kinetic model estimation.

Keywords: Hydrofining, kinetic, modeling, optimization.

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7213 Variable Rough Set Model and Its Knowledge Reduction for Incomplete and Fuzzy Decision Information Systems

Authors: Da-kuan Wei, Xian-zhong Zhou, Dong-jun Xin, Zhi-wei Chen

Abstract:

The information systems with incomplete attribute values and fuzzy decisions commonly exist in practical problems. On the base of the notion of variable precision rough set model for incomplete information system and the rough set model for incomplete and fuzzy decision information system, the variable rough set model for incomplete and fuzzy decision information system is constructed, which is the generalization of the variable precision rough set model for incomplete information system and that of rough set model for incomplete and fuzzy decision information system. The knowledge reduction and heuristic algorithm, built on the method and theory of precision reduction, are proposed.

Keywords: Rough set, Incomplete and fuzzy decision information system, Limited valued tolerance relation, Knowledge reduction, Variable rough set model

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7212 DMC with Adaptive Weighted Output

Authors: Ahmed Abbas, M.R. M Rizk, Mohamed El-Sayed

Abstract:

This paper presents a new adaptive DMC controller that improves the controller performance in case of plant-model mismatch. The new controller monitors the plant measured output, compares it with the model output and calculates weights applied to the controller move. Simulations show that the new controller can help improve control performance and avoid instability in case of severe model mismatches.

Keywords: Adaptive control, dynamic matrix control, DMC, model predictive control

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7211 Segmentation of Piecewise Polynomial Regression Model by Using Reversible Jump MCMC Algorithm

Authors: Suparman

Abstract:

Piecewise polynomial regression model is very flexible model for modeling the data. If the piecewise polynomial regression model is matched against the data, its parameters are not generally known. This paper studies the parameter estimation problem of piecewise polynomial regression model. The method which is used to estimate the parameters of the piecewise polynomial regression model is Bayesian method. Unfortunately, the Bayes estimator cannot be found analytically. Reversible jump MCMC algorithm is proposed to solve this problem. Reversible jump MCMC algorithm generates the Markov chain that converges to the limit distribution of the posterior distribution of piecewise polynomial regression model parameter. The resulting Markov chain is used to calculate the Bayes estimator for the parameters of piecewise polynomial regression model.

Keywords: Piecewise, Bayesian, reversible jump MCMC, segmentation.

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7210 Model-Based Software Regression Test Suite Reduction

Authors: Shiwei Deng, Yang Bao

Abstract:

In this paper, we present a model-based regression test suite reducing approach that uses EFSM model dependence analysis and probability-driven greedy algorithm to reduce software regression test suites. The approach automatically identifies the difference between the original model and the modified model as a set of elementary model modifications. The EFSM dependence analysis is performed for each elementary modification to reduce the regression test suite, and then the probability-driven greedy algorithm is adopted to select the minimum set of test cases from the reduced regression test suite that cover all interaction patterns. Our initial experience shows that the approach may significantly reduce the size of regression test suites.

Keywords: Dependence analysis, EFSM model, greedy algorithm, regression test.

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7209 Model of the Increasing the Capacity of the Train and Railway Track by Using the New Type of Wagon

Authors: Martin Kendra, Jaroslav Mašek, Juraj Čamaj, Martin Búda

Abstract:

The paper deals with possibilities of increase train capacity by using a new type of railway wagon. In the first part is created a mathematical model to calculate the capacity of the train. The model is based on the main limiting parameters of the train - maximum number of axles per train, maximum gross weight of train, maximum length of train and number of TEUs per one wagon. In the second part is the model applied to four different model trains with different composition of the train set and three different average weights of TEU and a train consisting of a new type of wagons. The result is to identify where the carrying capacity of the original trains is higher, respectively less than a capacity of train consisting of a new type of wagons.

Keywords: Loading units, theoretical capacity model, train capacity, wagon for intermodal transport.

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7208 Modeling and Simulation Methods Using MATLAB/Simulink

Authors: Jamuna Konda, Umamaheswara Reddy Karumuri, Sriramya Muthugi, Varun Pishati, Ravi Shakya,

Abstract:

This paper investigates the challenges involved in mathematical modeling of plant simulation models ensuring the performance of the plant models much closer to the real time physical model. The paper includes the analysis performed and investigation on different methods of modeling, design and development for plant model. Issues which impact the design time, model accuracy as real time model, tool dependence are analyzed. The real time hardware plant would be a combination of multiple physical models. It is more challenging to test the complete system with all possible test scenarios. There are possibilities of failure or damage of the system due to any unwanted test execution on real time.

Keywords: Model Based Design, MATLAB, Simulink, Stateflow, plant model, real time model, real-time workshop, target language compiler.

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7207 Development of a Model for the Comprehensive Analysis and Evaluation of Service Productivity

Authors: A. Petz, S. Duckwitz, C. Schmalz, S. Meyer, S. Mütze-Niewöhner, C.M. Schlick

Abstract:

Although services play a crucial role in economy, service did not gain as much importance as productivity management in manufacturing. This paper presents key findings from literature and practice. Based on an initial definition of complex services, seven productivity concepts are briefly presented and assessed by relevant, complex service specific criteria. Following the findings a complex service productivity model is proposed. The novel model comprises of all specific dimensions of service provision from both, the provider-s as well as costumer-s perspective. A clear assignment of identified value drivers and relationships between them is presented. In order to verify the conceptual service productivity model a case study from a project engineering department of a chemical plant development and construction company is presented.

Keywords: assessment model, complex services, service productivity model, value driver.

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7206 A Mixed Integer Linear Programming Model for Flexible Job Shop Scheduling Problem

Authors: Mohsen Ziaee

Abstract:

In this paper, a mixed integer linear programming (MILP) model is presented to solve the flexible job shop scheduling problem (FJSP). This problem is one of the hardest combinatorial problems. The objective considered is the minimization of the makespan. The computational results of the proposed MILP model were compared with those of the best known mathematical model in the literature in terms of the computational time. The results show that our model has better performance with respect to all the considered performance measures including relative percentage deviation (RPD) value, number of constraints, and total number of variables. By this improved mathematical model, larger FJS problems can be optimally solved in reasonable time, and therefore, the model would be a better tool for the performance evaluation of the approximation algorithms developed for the problem.

Keywords: Scheduling, flexible job shop, makespan, mixed integer linear programming.

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7205 A Multiclass BCMP Queueing Modeling and Simulation-Based Road Traffic Flow Analysis

Authors: Jouhra Dad, Mohammed Ouali, Yahia Lebbah

Abstract:

Urban road network traffic has become one of the most studied research topics in the last decades. This is mainly due to the enlargement of the cities and the growing number of motor vehicles traveling in this road network. One of the most sensitive problems is to verify if the network is congestion-free. Another related problem is the automatic reconfiguration of the network without building new roads to alleviate congestions. These problems require an accurate model of the traffic to determine the steady state of the system. An alternative is to simulate the traffic to see if there are congestions and when and where they occur. One key issue is to find an adequate model for road intersections. Once the model established, either a large scale model is built or the intersection is represented by its performance measures and simulation for analysis. In both cases, it is important to seek the queueing model to represent the road intersection. In this paper, we propose to model the road intersection as a BCMP queueing network and we compare this analytical model against a simulation model for validation.

Keywords: Queueing theory, transportation systems, BCMPqueueing network, performance measures, modeling, simulation

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7204 An Automatic Model Transformation Methodology Based on Semantic and Syntactic Comparisons and the Granularity Issue Involved

Authors: Tiexin Wang, Sebastien Truptil, Frederick Benaben

Abstract:

Model transformation, as a pivotal aspect of Modeldriven engineering, attracts more and more attentions both from researchers and practitioners. Many domains (enterprise engineering, software engineering, knowledge engineering, etc.) use model transformation principles and practices to serve to their domain specific problems; furthermore, model transformation could also be used to fulfill the gap between different domains: by sharing and exchanging knowledge. Since model transformation has been widely used, there comes new requirement on it: effectively and efficiently define the transformation process and reduce manual effort that involved in. This paper presents an automatic model transformation methodology based on semantic and syntactic comparisons, and focuses particularly on granularity issue that existed in transformation process. Comparing to the traditional model transformation methodologies, this methodology serves to a general purpose: crossdomain methodology. Semantic and syntactic checking measurements are combined into a refined transformation process, which solves the granularity issue. Moreover, semantic and syntactic comparisons are supported by software tool; manual effort is replaced in this way.

Keywords: Automatic model transformation, granularity issue, model-driven engineering, semantic and syntactic comparisons.

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7203 BTG-BIBA: A Flexibility-Enhanced Biba Model Using BTG Strategies for Operating System

Authors: Gang Liu, Can Wang, Runnan Zhang, Quan Wang, Huimin Song, Shaomin Ji

Abstract:

Biba model can protect information integrity but might deny various non-malicious access requests of the subjects, thereby decreasing the availability in the system. Therefore, a mechanism that allows exceptional access control is needed. Break the Glass (BTG) strategies refer an efficient means for extending the access rights of users in exceptional cases. These strategies help to prevent a system from stagnation. An approach is presented in this work for integrating Break the Glass strategies into the Biba model. This research proposes a model, BTG-Biba, which provides both an original Biba model used in normal situations and a mechanism used in emergency situations. The proposed model is context aware, can implement a fine-grained type of access control and primarily solves cross-domain access problems. Finally, the flexibility and availability improvement with the use of the proposed model is illustrated.

Keywords: Biba model, break the glass, context, cross-domain, fine-grained.

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7202 A Fuzzy Mixed Integer Multi-Scenario Portfolio Optimization Model

Authors: M. S. Osman, A. A. Tharwat, I. A. El-Khodary, A. G. Chalabi

Abstract:

In this paper, we propose a multiple objective optimization model with respect to portfolio selection problem for investors looking forward to diversify their equity investments in a number of equity markets. Based on Markowitz-s M-V model we developed a Fuzzy Mixed Integer Multi-Objective Nonlinear Programming Problem (FMIMONLP) to maximize the investors- future gains on equity markets, reach the optimal proportion of the budget to be invested in different equities. A numerical example with a comprehensive analysis on artificial data from several equity markets is presented in order to illustrate the proposed model and its solution method. The model performed well compared with the deterministic version of the model.

Keywords: Equity Markets, Future Scenarios, PortfolioSelection, Multiple Criteria Fuzzy Optimization

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7201 Building the Reliability Prediction Model of Component-Based Software Architectures

Authors: Pham Thanh Trung, Huynh Quyet Thang

Abstract:

Reliability is one of the most important quality attributes of software. Based on the approach of Reussner and the approach of Cheung, we proposed the reliability prediction model of component-based software architectures. Also, the value of the model is shown through the experimental evaluation on a web server system.

Keywords: component-based architecture, reliability prediction model, software reliability engineering.

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7200 An E-Government Implementation Model for Peruvian State Companies Based on COBIT 5.0: Definition and Goals of the Model

Authors: M. Bruzza, M. Tupia, F. Rodríguez

Abstract:

As part of the regulatory compliance process and the streamlining of public administration, the Peruvian government has implemented the National E-Government Plan in all state institutions with the aim of providing citizens with solid services based on the use of Information and Communications Technologies (ICT). As part of the regulations, the requisites to be met by public institutions have been submitted. However, the lack of an implementation model was detected, one that can serve as a guide to such institutions in order to materialize the organizational and technological structures needed, which allow them to provide the required digital services. This paper develops an implementation model of electronic government (e-government) for Peru’s state institutions, in compliance with current regulations based on a COBIT 5.0 framework. Furthermore, the paper introduces phase 1 of this model: business and IT goals, the goals cascade and the future model of processes.

Keywords: E-government, implementation, model, COBIT 5.0, digital services, u-government, m-government.

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7199 Stability Analysis of Mutualism Population Model with Time Delay

Authors: Rusliza Ahmad, Harun Budin

Abstract:

This paper studies the effect of time delay on stability of mutualism population model with limited resources for both species. First, the stability of the model without time delay is analyzed. The model is then improved by considering a time delay in the mechanism of the growth rate of the population. We analyze the effect of time delay on the stability of the stable equilibrium point. Result showed that the time delay can induce instability of the stable equilibrium point, bifurcation and stability switches.

Keywords: Bifurcation, Delay margin, Mutualism population model, Time delay

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7198 Fuzzy PID Controller with Coupled Rules for a Nonlinear Quarter Car Model

Authors: Şaban Çetin, Özgür Demir

Abstract:

In this study, Fuzzy PID Control scheme is designed for an active suspension system. The main goal of an active suspension system for using in a vehicle model is reducing body deflections and handling high comfort for a passenger car. The present system was modelled as a two-degree-of-freedom (2-DOF) nonlinear vehicle model.

Keywords: Active suspension system, Fuzzy PID controller, a nonlinear quarter car model.

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7197 Effect of Different Model Drugs on the Properties of Model Membranes from Fishes

Authors: M. Kumpugdee-Vollrath, T. G. D. Phu, M. Helmis

Abstract:

A suitable model membrane to study the pharmacological effect of pharmaceutical products is human stratum corneum because this layer of human skin is the outermost layer and it is an important barrier to be passed through. Other model membranes which were also used are for example skins from pig, mouse, reptile or fish. We are interested in fish skins in this project. The advantages of the fish skins are, that they can be obtained from the supermarket or fish shop. However, the fish skins should be freshly prepared and used directly without storage. In order to understand the effect of different model drugs e.g. lidocaine HCl, resveratrol, paracetamol, ibuprofen, acetyl salicylic acid on the properties of the model membrane from various types of fishes e.g. trout, salmon, cod, plaice permeation tests were performed and differential scanning calorimetry was applied.

Keywords: Fish skin, model membrane, permeation, DSC, lidocaine HCl, resveratrol, paracetamol, ibuprofen, acetyl salicylic acid.

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7196 On Hyperbolic Gompertz Growth Model

Authors: Angela Unna Chukwu, Samuel Oluwafemi Oyamakin

Abstract:

We proposed a Hyperbolic Gompertz Growth Model (HGGM), which was developed by introducing a shape parameter (allometric). This was achieved by convoluting hyperbolic sine function on the intrinsic rate of growth in the classical gompertz growth equation. The resulting integral solution obtained deterministically was reprogrammed into a statistical model and used in modeling the height and diameter of Pines (Pinus caribaea). Its ability in model prediction was compared with the classical gompertz growth model, an approach which mimicked the natural variability of height/diameter increment with respect to age and therefore provides a more realistic height/diameter predictions using goodness of fit tests and model selection criteria. The Kolmogorov Smirnov test and Shapiro-Wilk test was also used to test the compliance of the error term to normality assumptions while the independence of the error term was confirmed using the runs test. The mean function of top height/Dbh over age using the two models under study predicted closely the observed values of top height/Dbh in the hyperbolic gompertz growth models better than the source model (classical gompertz growth model) while the results of R2, Adj. R2, MSE and AIC confirmed the predictive power of the Hyperbolic Gompertz growth models over its source model.

Keywords: Height, Dbh, forest, Pinus caribaea, hyperbolic, gompertz.

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7195 New Multi-Solid Thermodynamic Model for the Prediction of Wax Formation

Authors: Ehsan Ghanaei, Feridun Esmaeilzadeh, Jamshid Fathi Kaljahi

Abstract:

In the previous multi-solid models,¤ò approach is used for the calculation of fugacity in the liquid phase. For the first time, in the proposed multi-solid thermodynamic model,γ approach has been used for calculation of fugacity in the liquid mixture. Therefore, some activity coefficient models have been studied that the results show that the predictive Wilson model is more appropriate than others. The results demonstrate γ approach using the predictive Wilson model is in more agreement with experimental data than the previous multi-solid models. Also, by this method, generates a new approach for presenting stability analysis in phase equilibrium calculations. Meanwhile, the run time in γ approach is less than the previous methods used ¤ò approach. The results of the new model present 0.75 AAD % (Average Absolute Deviation) from the experimental data which is less than the results error of the previous multi-solid models obviously.

Keywords: Multi-solid thermodynamic model, PredictiveWilson model, Wax formation.

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