Search results for: guaranteed estimates

Authors: Xueqin Shan, Chuanming Wu, Wenhua Hou, Xiaosu Ye

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Successful public-private-partnership (PPP) implementation can not be achieved without the active participation of private sector companies. This paper examines the decision-making of private sector companies in public works delivered by the PPP model on the basis of social responsibility theory. It proposes that private sector companies should indentify objectives of entering into PPP projects, and shoulder relevant social responsibilities, while a minimum return should also be guaranteed in their favor, so as to compensate for their assumed risk and support them to take on responsibilities in the future. The paper also gives a calculation regarding the appropriate scale and reasonable degree of private sector involvement in PPP projects through the cost-benefit analysis in a specific case study, with the purpose to guide the private sector companies to create a cooperation environment resembling “symbiosis" and facilitate the smooth implementation of public works delivered by the PPP model.

Keywords: Social Responsibility Theory, Cost-benefit Analysis, PPP Projects, Private Sector Companies, Decision-making Modell

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Authors: Tomoya Okubo, Kuninori Nakamura, Shin-ichi Mayekawa

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In this research, a latent class vector model for pairwise data is formulated. As compared to the basic vector model, this model yields consistent estimates of the parameters since the number of parameters to be estimated does not increase with the number of subjects. The result of the analysis reveals that the model was stable and could classify each subject to the latent classes representing the typical scales used by these subjects.

Keywords: finite mixture models, latent class analysis, Thrustone's paired comparison method, vector model

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Authors: ChangWoo Lee, Young Kow Lee, Sung Jun Ban, SungHoo Choi, Sang Woo Kim

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This paper suggests a new Affine Projection (AP) algorithm with variable data-reuse factor using the condition number as a decision factor. To reduce computational burden, we adopt a recently reported technique which estimates the condition number of an input data matrix. Several simulations show that the new algorithm has better performance than that of the conventional AP algorithm.

Keywords: Affine projection algorithm, variable data-reuse factor, condition number, convergence rate, misalignment.

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Authors: Mario Gianni, Manuel A. Ruiz Garcia, Fiora Pirri

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In this work, we present a Bayesian non-parametric approach to model the motion control of ATVs. The motion control model is based on a Dirichlet Process-Gaussian Process (DP-GP) mixture model. The DP-GP mixture model provides a flexible representation of patterns of control manoeuvres along trajectories of different lengths and discretizations. The model also estimates the number of patterns, sufficient for modeling the dynamics of the ATV.

Keywords: Dirichlet processes, Gaussian processes, robot control learning, tracked vehicles.

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Authors: Rajinder Singh, Ram Valluru

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Chain Ladder (CL) method, Expected Loss Ratio (ELR) method and Bornhuetter-Ferguson (BF) method, in addition to more complex transition-rate modeling, are commonly used actuarial reserving methods in general insurance. There is limited published research about their relative performance in the context of Mortgage Insurance (MI). In our experience, these traditional techniques pose unique challenges and do not provide stable claim estimates for medium to longer term liabilities. The relative strengths and weaknesses among various alternative approaches revolve around: stability in the recent loss development pattern, sufficiency and reliability of loss development data, and agreement/disagreement between reported losses to date and ultimate loss estimate. CL method results in volatile reserve estimates, especially for accident periods with little development experience. The ELR method breaks down especially when ultimate loss ratios are not stable and predictable. While the BF method provides a good tradeoff between the loss development approach (CL) and ELR, the approach generates claim development and ultimate reserves that are disconnected from the ever-to-date (ETD) development experience for some accident years that have more development experience. Further, BF is based on subjective a priori assumption. The fundamental shortcoming of these methods is their inability to model exogenous factors, like the economy, which impact various cohorts at the same chronological time but at staggered points along their life-time development. This paper proposes an alternative approach of parametrizing the loss development curve and using logistic regression to generate the ultimate loss estimate for each homogeneous group (accident year or delinquency period). The methodology was tested on an actual MI claim development dataset where various cohorts followed a sigmoidal trend, but levels varied substantially depending upon the economic and operational conditions during the development period spanning over many years. The proposed approach provides the ability to indirectly incorporate such exogenous factors and produce more stable loss forecasts for reserving purposes as compared to the traditional CL and BF methods.

Keywords: Actuarial loss reserving techniques, logistic regression, parametric function, volatility.

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Authors: S. M. Kazerouni Sangi, Y. Gholipour

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Steel made pipelines with different diameters are used for transmitting oil and gas which in many cases are buried in soil under the sea bed or immersed in sea water. External corrosion of pipes is an important form of deterioration due to the aggressive environment of sea water. Corrosion normally results in pits. Hence, using the finite element method, namely ABAQUS software, this paper estimates the amount of pressure capacity reduction of a pipecontaining a semi-elliptical pitting corrosion and the rate of corrosion during the pipeline life of 25 years.

Keywords: Petroleum Transmission, Pipeline, PressureCapacity, Semi-Elliptical Pitting Corrosion.

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Authors: Lei Guo, Xu Zhang, Weigang Hou

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Since the traditional network is closed and it has no architecture to create applications, it has been unable to evolve with changing demands under the rapid innovation in services. Additionally, due to the lack of the whole network profile, the quality of service cannot be well guaranteed in the traditional network. The Software Defined Network (SDN) utilizes global resources to support on-demand applications/services via open, standardized and programmable interfaces. In this paper, we implement the traffic grooming application under a real SDN environment, and the corresponding analysis is made. In our SDN: 1) we use OpenFlow protocol to control the entire network by using software applications running on the network operating system; 2) several virtual switches are combined into the data forwarding plane through Open vSwitch; 3) An OpenFlow controller, NOX, is involved as a logically centralized control plane that dynamically configures the data forwarding plane; 4) The traffic grooming based on SDN is demonstrated through dynamically modifying the idle time of flow entries. The experimental results demonstrate that the SDN-based traffic grooming effectively reduces the end-to-end delay, and the improvement ratio arrives to 99%.

Keywords: NOX, OpenFlow, software defined network, traffic grooming.

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Authors: M. G. M. Khan, V. D. Prasad, D. K. Rao

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In this manuscript, we discuss the problem of determining the optimum stratification of a study (or main) variable based on the auxiliary variable that follows a uniform distribution. If the stratification of survey variable is made using the auxiliary variable it may lead to substantial gains in precision of the estimates. This problem is formulated as a Nonlinear Programming Problem (NLPP), which turn out to multistage decision problem and is solved using dynamic programming technique.

Keywords: Auxiliary variable, Dynamic programming technique, Nonlinear programming problem, Optimum stratification, Uniform distribution.

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Authors: Lily Ingsrisawang, Supawadee Ingsriswang, Saisuda Somchit, Prasert Aungsuratana, Warawut Khantiyanan

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This paper presents the methodology from machine learning approaches for short-term rain forecasting system. Decision Tree, Artificial Neural Network (ANN), and Support Vector Machine (SVM) were applied to develop classification and prediction models for rainfall forecasts. The goals of this presentation are to demonstrate (1) how feature selection can be used to identify the relationships between rainfall occurrences and other weather conditions and (2) what models can be developed and deployed for predicting the accurate rainfall estimates to support the decisions to launch the cloud seeding operations in the northeastern part of Thailand. Datasets collected during 2004-2006 from the Chalermprakiat Royal Rain Making Research Center at Hua Hin, Prachuap Khiri khan, the Chalermprakiat Royal Rain Making Research Center at Pimai, Nakhon Ratchasima and Thai Meteorological Department (TMD). A total of 179 records with 57 features was merged and matched by unique date. There are three main parts in this work. Firstly, a decision tree induction algorithm (C4.5) was used to classify the rain status into either rain or no-rain. The overall accuracy of classification tree achieves 94.41% with the five-fold cross validation. The C4.5 algorithm was also used to classify the rain amount into three classes as no-rain (0-0.1 mm.), few-rain (0.1- 10 mm.), and moderate-rain (>10 mm.) and the overall accuracy of classification tree achieves 62.57%. Secondly, an ANN was applied to predict the rainfall amount and the root mean square error (RMSE) were used to measure the training and testing errors of the ANN. It is found that the ANN yields a lower RMSE at 0.171 for daily rainfall estimates, when compared to next-day and next-2-day estimation. Thirdly, the ANN and SVM techniques were also used to classify the rain amount into three classes as no-rain, few-rain, and moderate-rain as above. The results achieved in 68.15% and 69.10% of overall accuracy of same-day prediction for the ANN and SVM models, respectively. The obtained results illustrated the comparison of the predictive power of different methods for rainfall estimation.

Keywords: Machine learning, decision tree, artificial neural network, support vector machine, root mean square error.

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Authors: Jared Oluoch

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Connected vehicles are equipped with wireless sensors that aid in Vehicle to Vehicle (V2V) and Vehicle to Infrastructure (V2I) communication. These vehicles will in the near future provide road safety, improve transport efficiency, and reduce traffic congestion. One of the challenges for connected vehicles is how to ensure that information sent across the network is secure. If security of the network is not guaranteed, several attacks can occur, thereby compromising the robustness, reliability, and efficiency of the network. This paper discusses existing security mechanisms and unique properties of connected vehicles. The methodology employed in this work is exploratory. The paper reviews existing security solutions for connected vehicles. More concretely, it discusses various cryptographic mechanisms available, and suggests areas of improvement. The study proposes a combination of symmetric key encryption and public key cryptography to improve security. The study further proposes message aggregation as a technique to overcome message redundancy. This paper offers a comprehensive overview of connected vehicles technology, its applications, its security mechanisms, open challenges, and potential areas of future research.

Keywords: VANET, connected vehicles, 802.11p, WAVE, DSRC, trust, security, cryptography.

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Authors: Safae El Alaoui, Mohamed Ouzahra

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In this work, we investigate the exponential stability of a linear system described by x˙ (t) = Ax(t) − ρBx(t). Here, A generates a semigroup S(t) on a Hilbert space, the operator B is supposed to be of Desch-Schappacher type, which makes the investigation more interesting in many applications. The case of Miyadera-Voigt perturbations is also considered. Sufficient conditions are formulated in terms of admissibility and observability inequalities and the approach is based on some energy estimates. Finally, the obtained results are applied to prove the uniform exponential stabilization of bilinear partial differential equations.

Keywords: Exponential stabilization, unbounded operator, Desch-Schappacher, Miyadera-Voigt operator.

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Authors: Zhizhong Jiang, Peter Naudé, Binghua Jiang

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Effective evaluation of software development effort is an important issue during project plan. This study provides a model to predict development effort based on the software size estimated with function points. We generalize the average amount of effort spent on each phase of the development, and give the estimates for the effort used in software building, testing, and implementation. Finally, this paper finds a strong correlation between software defects and software size. As the size of software constantly increases, the quality remains to be a matter which requires major concern.

Keywords: Development effort, function points, software quality, software size.

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Authors: Javad Khazaei, Rick S. Blum

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Distributed control is an efficient and flexible approach for coordination of multi-agent systems. One of the main challenges in designing a distributed controller is identifying the governing dynamics of the dynamical systems. Data-driven system identification is currently undergoing a revolution. With the availability of high-fidelity measurements and historical data, model-free identification of dynamical systems can facilitate the control design without tedious modeling of high-dimensional and/or nonlinear systems. This paper develops a distributed control design using consensus theory for linear and nonlinear dynamical systems using sparse identification of system dynamics. Compared with existing consensus designs that heavily rely on knowing the detailed system dynamics, the proposed model-free design can accurately capture the dynamics of the system with available measurements and input data and provide guaranteed performance in consensus and tracking problems. Heterogeneous damped oscillators are chosen as examples of dynamical system for validation purposes.

Keywords: Consensus tracking, distributed control, model-free control, sparse identification of dynamical systems.

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Authors: Zdravka Aljinović, Branka Marasović, Blanka Škrabić

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The paper provides a discussion of the most relevant aspects of yield curve modeling. Two classes of models are considered: stochastic and parsimonious function based, through the approaches developed by Vasicek (1977) and Nelson and Siegel (1987). Yield curve estimates for Croatia are presented and their dynamics analyzed and finally, a comparative analysis of models is conducted.

Keywords: the term structure of interest rates, Vasicek model, Nelson-Siegel model, Croatian Government market.

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Authors: Padmakumar S., Vivek Agarwal, Kallol Roy

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A model based fault detection and diagnosis technique for DC motor is proposed in this paper. Fault detection using Kalman filter and its different variants are compared. Only incipient faults are considered for the study. The Kalman Filter iterations and all the related computations required for fault detection and fault confirmation are presented. A second order linear state space model of DC motor is used for this work. A comparative assessment of the estimates computed from four different observers and their relative performance is evaluated.

Keywords: DC motor model, Fault detection and diagnosis Kalman Filter, Unscented Kalman Filter

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Authors: C. Ardil

Abstract:

A mathematical model and an effective numerical method for calculating the temperature field of the profile part of convection cooled blades have been developed. The theoretical substantiation of the method is proved by corresponding theorems. To this end, convergent quadrature processes were developed and error estimates were obtained in terms of the Zygmund continuity moduli.The boundary conditions for heat exchange are determined from the solution of the corresponding integral equations and empirical relations.The reliability of the developed methods is confirmed by the calculation-experimental studies of the thermohydraulic characteristics of the nozzle apparatus of the first stage of a gas turbine.

Keywords: Integral methods, determination of temperature fields, cooled blades, gas turbines.

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Authors: A. M. Pashaev, R. A. Sadihov, A. S. Samedov, C. Ardil

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A mathematical model and a numerical method for computing the temperature field of the profile part of convectionally cooled blades are developed. The theoretical substantiation of the method is proved by corresponding theorems. To this end, convergent quadrature processes were developed and error estimates were obtained in terms of the Zygmund continuity moduli. The boundary conditions for heat exchange are determined from the solution of the corresponding integral equations and empirical relations. The reliability of the developed methods is confirmed by calculation and experimental studies of the thermohydraulic characteristics of the nozzle apparatus of the first stage of the gas turbine.

Keywords: Aviation gas turbine, temperature field, cooled blades, numerical modeling.

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Authors: Hesham A. Ali, Mofreh M. Salem, Ahmed A. Hamza

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Recently, there have been considerable efforts towards the convergence between P2P and Grid computing in order to reach a solution that takes the best of both worlds by exploiting the advantages that each offers. Augmenting the peer-to-peer model to the services of the Grid promises to eliminate bottlenecks and ensure greater scalability, availability, and fault-tolerance. The Grid Information Service (GIS) directly influences quality of service for grid platforms. Most of the proposed solutions for decentralizing the GIS are based on completely flat overlays. The main contributions for this paper are: the investigation of a novel resource discovery framework for Grid implementations based on a hierarchy of structured peer-to-peer overlay networks, and introducing a discovery algorithm utilizing the proposed framework. Validation of the framework-s performance is done via simulation. Experimental results show that the proposed organization has the advantage of being scalable while providing fault-isolation, effective bandwidth utilization, and hierarchical access control. In addition, it will lead to a reliable, guaranteed sub-linear search which returns results within a bounded interval of time and with a smaller amount of generated traffic within each domain.

Keywords: Grid computing, grid information service, P2P, resource discovery.

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Authors: Sin Yin Teh, Abdul Rahman Othman, Michael Boon Chong Khoo

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In this paper, the concepts of dichotomous logistic regression (DLR) with leave-one-out (L-O-O) were discussed. To illustrate this, the L-O-O was run to determine the importance of the simulation conditions for robust test of spread procedures with good Type I error rates. The resultant model was then evaluated. The discussions included 1) assessment of the accuracy of the model, and 2) parameter estimates. These were presented and illustrated by modeling the relationship between the dichotomous dependent variable (Type I error rates) with a set of independent variables (the simulation conditions). The base SAS software containing PROC LOGISTIC and DATA step functions can be making used to do the DLR analysis.

Keywords: Dichotomous logistic regression, leave-one-out, testof spread.

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Authors: Gergely Treplan, Long Tran-Thanh, Janos Levendovszky

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In this paper, a reliable cooperative multipath routing algorithm is proposed for data forwarding in wireless sensor networks (WSNs). In this algorithm, data packets are forwarded towards the base station (BS) through a number of paths, using a set of relay nodes. In addition, the Rayleigh fading model is used to calculate the evaluation metric of links. Here, the quality of reliability is guaranteed by selecting optimal relay set with which the probability of correct packet reception at the BS will exceed a predefined threshold. Therefore, the proposed scheme ensures reliable packet transmission to the BS. Furthermore, in the proposed algorithm, energy efficiency is achieved by energy balancing (i.e. minimizing the energy consumption of the bottleneck node of the routing path) at the same time. This work also demonstrates that the proposed algorithm outperforms existing algorithms in extending longevity of the network, with respect to the quality of reliability. Given this, the obtained results make possible reliable path selection with minimum energy consumption in real time.

Keywords: wireless sensor networks, reliability, cooperativerouting, Rayleigh fading model, energy balancing

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Authors: Alessandro Barbiero

Abstract:

This paper proposes, implements and evaluates an original discretization method for continuous random variables, in order to estimate the reliability of systems for which stress and strength are defined as complex functions, and whose reliability is not derivable through analytic techniques. This method is compared to other two discretizing approaches appeared in literature, also through a comparative study involving four engineering applications. The results show that the proposal is very efficient in terms of closeness of the estimates to the true (simulated) reliability. In the study we analyzed both a normal and a non-normal distribution for the random variables: this method is theoretically suitable for each parametric family.

Keywords: Approximation, asymmetry, experimental design, interference theory, Monte Carlo simulations.

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Authors: Rawya Rizk, Rehab Abdel-Kader, Rabab Ramadan

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Unlike the best effort service provided by the internet today, next-generation wireless networks will support real-time applications. This paper proposes an adaptive early packet discard (AEPD) policy to improve the performance of the real time TCP traffic over ATM networks and avoid the fragmentation problem. Three main aspects are incorporated in the proposed policy. First, providing quality-of-service (QoS) guaranteed for real-time applications by implementing a priority scheduling. Second, resolving the partially corrupted packets problem by differentiating the buffered cells of one packet from another. Third, adapting a threshold dynamically using Fuzzy logic based on the traffic behavior to maintain a high throughput under a variety of load conditions. The simulation is run for two priority classes of the input traffic: real time and non-real time classes. Simulation results show that the proposed AEPD policy improves throughput and fairness over that using static threshold under the same traffic conditions.

Keywords: Early packet discard, Fuzzy logic, packet dropping policies, quality-of-service (QoS), TCP over ATM

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Authors: V.P.Subramanyam Rallabandi, S.K.Sett

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An unsupervised classification algorithm is derived by modeling observed data as a mixture of several mutually exclusive classes that are each described by linear combinations of independent non-Gaussian densities. The algorithm estimates the data density in each class by using parametric nonlinear functions that fit to the non-Gaussian structure of the data. This improves classification accuracy compared with standard Gaussian mixture models. When applied to textures, the algorithm can learn basis functions for images that capture the statistically significant structure intrinsic in the images. We apply this technique to the problem of unsupervised texture classification and segmentation.

Keywords: Gaussian Mixture Model, Independent Component Analysis, Segmentation, Unsupervised Classification.

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Authors: S. Padmapriya, M. Tamilarasi

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Femtocells are regarded as a milestone for next generation cellular networks. As femtocells are deployed in an unplanned manner, there is a chance of assigning same resource to neighboring femtocells. This scenario may induce co-channel interference and may seriously affect the service quality of neighboring femtocells. In addition, the dominant transmit power of a femtocell will induce co-tier interference to neighboring femtocells. Thus to jointly handle co-tier and co-channel interference, we propose an interference-free power and resource block allocation (IFPRBA) algorithm for closely located, closed access femtocells. Based on neighboring list, inter-femto-base station distance and uplink noise power, the IFPRBA algorithm assigns non-interfering power and resource to femtocells. The IFPRBA algorithm also guarantees the quality of service to femtouser based on the knowledge of resource requirement, connection type, and the tolerable delay budget. Simulation result shows that the interference power experienced in IFPRBA algorithm is below the tolerable interference power and hence the overall service success ratio, PRB efficiency and network throughput are maximum when compared to conventional resource allocation framework for femtocell (RAFF) algorithm.

Keywords: Co-channel interference, co-tier interference, femtocells, guaranteed QoS, power optimization, resource assignment.

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Authors: Zhanar Aldubasheva, Elnura Assyltayeva, Mukhtar Senggirbay, Gаzizа Aldubаshovа

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Numerous facts evidence the increasing religiosity of the population and the intensification of religious movements in various countries in the last decade of the 20th century. The number of international religious institutions and foundations; religious movements; parties and sects operating worldwide is increasing as well. Some ethnic and inter-state conflicts are obviously of a religious origin. All of this make a number of analysts to conclude that the religious factor is becoming an important part of international life, including the formation and activities of terrorist organizations. Most of all is said and written about Islam, the second, after Christianity, world religions professed according to various estimates by 1.5 bln. individuals in 127 countries.

Keywords: USA, Central Asia, Religion, Politics, Ideology Terrorism, Regional Security

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Authors: Yu-Lin Liao, Ya-Fu Peng

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An adaptive dynamic cerebellar model articulation controller (DCMAC) neural network used for solving the prediction and identification problem is proposed in this paper. The proposed DCMAC has superior capability to the conventional cerebellar model articulation controller (CMAC) neural network in efficient learning mechanism, guaranteed system stability and dynamic response. The recurrent network is embedded in the DCMAC by adding feedback connections in the association memory space so that the DCMAC captures the dynamic response, where the feedback units act as memory elements. The dynamic gradient descent method is adopted to adjust DCMAC parameters on-line. Moreover, the analytical method based on a Lyapunov function is proposed to determine the learning-rates of DCMAC so that the variable optimal learning-rates are derived to achieve most rapid convergence of identifying error. Finally, the adaptive DCMAC is applied in two computer simulations. Simulation results show that accurate identifying response and superior dynamic performance can be obtained because of the powerful on-line learning capability of the proposed DCMAC.

Keywords: adaptive, cerebellar model articulation controller, CMAC, prediction, identification

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Authors: N. Feroze, M. Aslam

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The paper deals with the maximum likelihood estimation of the parameters of the Burr type V distribution based on left censored samples. The maximum likelihood estimators (MLE) of the parameters have been derived and the Fisher information matrix for the parameters of the said distribution has been obtained explicitly. The confidence intervals for the parameters have also been discussed. A simulation study has been conducted to investigate the performance of the point and interval estimates.

Keywords: Fisher information matrix, confidence intervals, censoring.

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Authors: Elaine C. Barboza, Antonio J. Machado

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This paper discusses micrometeorological aspects of the urban climate in three cities in Western São Paulo State: Presidente Prudente, Assis and Iepê. Particular attention is paid to the method used to estimate the components of the energy balance at the surface. Estimates of convective fluxes showed that the Bowen ratio was an indicator of the local climate and that its magnitude varied between 0.3 and 0.7. Maximum values for the Bowen ratio occurred earlier in Iepê (11:00 am) than in Presidente Prudente (4:00 pm). The results indicate that the Bowen ratio is modulated by the radiation balance at the surface and by different clusters of vegetation.

Keywords: Bowen ratio, medium-sized cities, surface energy balance, urban climate.

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Authors: Eberechi Weli, Michael Todinov

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The gap between the selection of risk-reduction options in the railway industry and the task of their effective implementation results in compromised safety and substantial losses. An effective risk management must necessarily integrate the evaluation phases with the implementation phase. This paper proposes an essential categorisation of risk reduction measures that best addresses a standard railway industry portfolio. By categorising the risk reduction options into design, operational, procedural and technical options, it is guaranteed that the efforts of the implementation facilitators (people, processes and supporting systems) are systematically harmonised. The classification is based on an integration of fundamental principles of risk reduction in the railway industry with the systems engineering approach.

This paper argues that the use of a similar classification approach is an attribute of organisations possessing a superior level of risk-reduction readiness. The integration of the proposed rational classification structure provides a solid ground for effective risk reduction.

Keywords: Cost effectiveness, organisational readiness, risk reduction, railway, system engineering.

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Authors: Abida Harbi

Abstract:

We provide a maximum norm analysis of a finite element Schwarz alternating method for a nonlinear elliptic boundary value problem of the form -Δu = f(u), on two overlapping sub domains with non matching grids. We consider a domain which is the union of two overlapping sub domains where each sub domain has its own independently generated grid. The two meshes being mutually independent on the overlap region, a triangle belonging to one triangulation does not necessarily belong to the other one. Under a Lipschitz assumption on the nonlinearity, we establish, on each sub domain, an optimal L∞ error estimate between the discrete Schwarz sequence and the exact solution of the boundary value problem.

Keywords: Error estimates, Finite elements, Nonlinear PDEs, Schwarz method.

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