Search results for: probabilistic approach
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 5089

Search results for: probabilistic approach

4729 Second Order Statistics of Dynamic Response of Structures Using Gamma Distributed Damping Parameters

Authors: B. Chemali, B. Tiliouine

Abstract:

This article presents the main results of a numerical investigation on the uncertainty of dynamic response of structures with statistically correlated random damping Gamma distributed. A computational method based on a Linear Statistical Model (LSM) is implemented to predict second order statistics for the response of a typical industrial building structure. The significance of random damping with correlated parameters and its implications on the sensitivity of structural peak response in the neighborhood of a resonant frequency are discussed in light of considerable ranges of damping uncertainties and correlation coefficients. The results are compared to those generated using Monte Carlo simulation techniques. The numerical results obtained show the importance of damping uncertainty and statistical correlation of damping coefficients when obtaining accurate probabilistic estimates of dynamic response of structures. Furthermore, the effectiveness of the LSM model to efficiently predict uncertainty propagation for structural dynamic problems with correlated damping parameters is demonstrated.

Keywords: Correlated random damping, linear statistical model, Monte Carlo simulation, uncertainty of dynamic response.

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4728 Young’s Modulus Variability: Influence on Masonry Vault Behavior

Authors: A. Zanaz, S. Yotte, F. Fouchal, A. Chateauneuf

Abstract:

This paper presents a methodology for probabilistic assessment of bearing capacity and prediction of failure mechanism of masonry vaults at the ultimate state with consideration of the natural variability of Young’s modulus of stones. First, the computation model is explained. The failure mode corresponds to the four-hinge mechanism. Based on this consideration, the study of a vault composed of 16 segments is presented. The Young’s modulus of the segments is considered as random variable defined by a mean value and a coefficient of variation. A relationship linking the vault bearing capacity to the voussoirs modulus variation is proposed. The most probable failure mechanisms, in addition to that observed in the deterministic case, are identified for each variability level as well as their probability of occurrence. The results show that the mechanism observed in the deterministic case has decreasing probability of occurrence in terms of variability, while the number of other mechanisms and their probability of occurrence increases with the coefficient of variation of Young’s modulus. This means that if a significant change in the Young’s modulus of the segments is proven, taking it into account in computations becomes mandatory, both for determining the vault bearing capacity and for predicting its failure mechanism.

Keywords: Masonry, mechanism, probability, variability, vault.

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4727 A New Brazilian Friction-Resistant Low Alloy High Strength Steel – A Life Testing Approach

Authors: D. I. De Souza, G. P. Azevedo, R. Rocha

Abstract:

In this paper we will develop a sequential life test approach applied to a modified low alloy-high strength steel part used in highway overpasses in Brazil.We will consider two possible underlying sampling distributions: the Normal and theInverse Weibull models. The minimum life will be considered equal to zero. We will use the two underlying models to analyze a fatigue life test situation, comparing the results obtained from both.Since a major chemical component of this low alloy-high strength steel part has been changed, there is little information available about the possible values that the parameters of the corresponding Normal and Inverse Weibull underlying sampling distributions could have. To estimate the shape and the scale parameters of these two sampling models we will use a maximum likelihood approach for censored failure data. We will also develop a truncation mechanism for the Inverse Weibull and Normal models. We will provide rules to truncate a sequential life testing situation making one of the two possible decisions at the moment of truncation; that is, accept or reject the null hypothesis H0. An example will develop the proposed truncated sequential life testing approach for the Inverse Weibull and Normal models.

Keywords: Sequential life testing, normal and inverse Weibull models, maximum likelihood approach, truncation mechanism.

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4726 Expert-Driving-Criteria Based on Fuzzy Logic Approach for Intelligent Driving Diagnosis

Authors: Andrés C. Cuervo Pinilla, Christian G. Quintero M., Chinthaka Premachandra

Abstract:

This paper considers people’s driving skills diagnosis under real driving conditions. In that sense, this research presents an approach that uses GPS signals which have a direct correlation with driving maneuvers. Besides, it is presented a novel expert-driving-criteria approximation using fuzzy logic which seeks to analyze GPS signals in order to issue an intelligent driving diagnosis. Based on above, this works presents in the first section the intelligent driving diagnosis system approach in terms of its own characteristics properties, explaining in detail significant considerations about how an expert-driving-criteria approximation must be developed. In the next section, the implementation of our developed system based on the proposed fuzzy logic approach is explained. Here, a proposed set of rules which corresponds to a quantitative abstraction of some traffics laws and driving secure techniques seeking to approach an expert-driving- criteria approximation is presented. Experimental testing has been performed in real driving conditions. The testing results show that the intelligent driving diagnosis system qualifies driver’s performance quantitatively with a high degree of reliability.

Keywords: Driver support systems, intelligent transportation systems, fuzzy logic, real time data processing.

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4725 Superior Performances of the Neural Network on the Masses Lesions Classification through Morphological Lesion Differences

Authors: U. Bottigli, R.Chiarucci, B. Golosio, G.L. Masala, P. Oliva, S.Stumbo, D.Cascio, F. Fauci, M. Glorioso, M. Iacomi, R. Magro, G. Raso

Abstract:

Purpose of this work is to develop an automatic classification system that could be useful for radiologists in the breast cancer investigation. The software has been designed in the framework of the MAGIC-5 collaboration. In an automatic classification system the suspicious regions with high probability to include a lesion are extracted from the image as regions of interest (ROIs). Each ROI is characterized by some features based generally on morphological lesion differences. A study in the space features representation is made and some classifiers are tested to distinguish the pathological regions from the healthy ones. The results provided in terms of sensitivity and specificity will be presented through the ROC (Receiver Operating Characteristic) curves. In particular the best performances are obtained with the Neural Networks in comparison with the K-Nearest Neighbours and the Support Vector Machine: The Radial Basis Function supply the best results with 0.89 ± 0.01 of area under ROC curve but similar results are obtained with the Probabilistic Neural Network and a Multi Layer Perceptron.

Keywords: Neural Networks, K-Nearest Neighbours, Support Vector Machine, Computer Aided Detection

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4724 Resource Leveling in Construction Projects using Re- Modified Minimum Moment Approach

Authors: Abhay Tawalare, Rajesh Lalwani

Abstract:

An attempt in this paper proposes a re-modification to the minimum moment approach of resource leveling which is a modified minimum moment approach to the traditional method by Harris. The method is based on critical path method. The new approach suggests the difference between the methods in the selection criteria of activity which needs to be shifted for leveling resource histogram. In traditional method, the improvement factor found first to select the activity for each possible day of shifting. In modified method maximum value of the product of Resources Rate and Free Float was found first and improvement factor is then calculated for that activity which needs to be shifted. In the proposed method the activity to be selected first for shifting is based on the largest value of resource rate. The process is repeated for all the remaining activities for possible shifting to get updated histogram. The proposed method significantly reduces the number of iterations and is easier for manual computations.

Keywords: Re-Modified, Resource Leveling, Resources Rate, Free Float, Resource Histogram

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4723 Robust Control of a High-Speed Manipulator in State Space

Authors: M. M. Fateh, A. Izadbakhsh

Abstract:

A robust control approach is proposed for a high speed manipulator using a hybrid computed torque control approach in the state space. The high-speed manipulator is driven by permanent magnet dc motors to track a trajectory in the joint space in the presence of disturbances. Tracking problem is analyzed in the state space where the completed models are considered for actuators. The proposed control approach can guarantee the stability and a satisfactory tracking performance. A two-link elbow manipulator driven by electrical actuators is simulated and results are shown to satisfy conditions under technical specifications.

Keywords: Computed torque, manipulator, robust control, state space.

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4722 Agile Software Development Implementation in Developing a Diet Tracker Mobile Application

Authors: Dwi Puspita Sari, Gulnur Baltabayeva, Nadia Salman, Maxut Toleuov, Vijay Kanabar

Abstract:

Technology era drives people to use mobile phone to support their daily life activities. Technology development has a rapid phase which pushes the IT company to adjust any technology changes in order to fulfill customer’s satisfaction. As a result of that, many companies in the USA emerged from systematics software development approach to agile software development approach in developing systems and applications to develop many mobile phone applications in a short phase to fulfill user’s needs. As a systematic approach is considered as time consuming, costly, and too risky, agile software development has become a more popular approach to use for developing software including mobile applications. This paper reflects a short-term project to develop a diet tracker mobile application using agile software development that focused on applying scrum framework in the development process.

Keywords: Agile software development, scrum, diet tracker, mobile application.

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4721 A New Approach to the Approximate Solutions of Hamilton-Jacobi Equations

Authors: Joe Imae, Kenjiro Shinagawa, Tomoaki Kobayashi, Guisheng Zhai

Abstract:

We propose a new approach on how to obtain the approximate solutions of Hamilton-Jacobi (HJ) equations. The process of the approximation consists of two steps. The first step is to transform the HJ equations into the virtual time based HJ equations (VT-HJ) by introducing a new idea of ‘virtual-time’. The second step is to construct the approximate solutions of the HJ equations through a computationally iterative procedure based on the VT-HJ equations. It should be noted that the approximate feedback solutions evolve by themselves as the virtual-time goes by. Finally, we demonstrate the effectiveness of our approximation approach by means of simulations with linear and nonlinear control problems.

Keywords: Nonlinear Control, Optimal Control, Hamilton-Jacobi Equation, Virtual-Time

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4720 Estimation of Vertical Handover Probability in an Integrated UMTS and WLAN Networks

Authors: Diganta Kumar Pathak, Manashjyoti Bhuyan, Vaskar Deka

Abstract:

Vertical Handover(VHO) among different communication technologies ensuring uninterruption and service continuity is one of the most important performance parameter in Heterogenous networks environment. In an integrated Universal Mobile Telecommunicatin System(UMTS) and Wireless Local Area Network(WLAN), WLAN is given an inherent priority over UMTS because of its high data rates with low cost. Therefore mobile users want to be associated with WLAN maximum of the time while roaming, to enjoy best possible services with low cost. That encourages reduction of number of VHO. In this work the reduction of number of VHO with respect to varying number of WLAN Access Points(APs) in an integrated UMTS and WLAN network is investigated through simulation to provide best possible cost effective service to the users. The simulation has been carried out for an area (7800 × 9006)m2 where COST-231 Hata model and 3GPP (TR 101 112 V 3.1.0) specified models are used for WLAN and UMTS path loss models respectively. The handover decision is triggered based on the received signal level as compared to the fade margin. Fade margin gives a probabilistic measure of the reliability of the communication link. A relationship between number of WLAN APs and the number of VHO is also established in this work.

Keywords: VHO, UMTS, WLAN, MT, AP, BS.

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4719 An Adaptive Dimensionality Reduction Approach for Hyperspectral Imagery Semantic Interpretation

Authors: Akrem Sellami, Imed Riadh Farah, Basel Solaiman

Abstract:

With the development of HyperSpectral Imagery (HSI) technology, the spectral resolution of HSI became denser, which resulted in large number of spectral bands, high correlation between neighboring, and high data redundancy. However, the semantic interpretation is a challenging task for HSI analysis due to the high dimensionality and the high correlation of the different spectral bands. In fact, this work presents a dimensionality reduction approach that allows to overcome the different issues improving the semantic interpretation of HSI. Therefore, in order to preserve the spatial information, the Tensor Locality Preserving Projection (TLPP) has been applied to transform the original HSI. In the second step, knowledge has been extracted based on the adjacency graph to describe the different pixels. Based on the transformation matrix using TLPP, a weighted matrix has been constructed to rank the different spectral bands based on their contribution score. Thus, the relevant bands have been adaptively selected based on the weighted matrix. The performance of the presented approach has been validated by implementing several experiments, and the obtained results demonstrate the efficiency of this approach compared to various existing dimensionality reduction techniques. Also, according to the experimental results, we can conclude that this approach can adaptively select the relevant spectral improving the semantic interpretation of HSI.

Keywords: Band selection, dimensionality reduction, feature extraction, hyperspectral imagery, semantic interpretation.

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4718 Entrepreneurship Game: Digital 'Catur Bistari'

Authors: A.A. Amran, S. R. M. Shukri, S. M. Taib

Abstract:

The role of entrepreneurs in generating the economy is very important. Thus, nurturing entrepreneurship skills among society is very crucial and should start from the early age. One of the methods is to teach through game such as board game. Game provides a fun and interactive platform for players to learn and play. Besides that as today-s world is moving towards Islamic approach in terms of finance, banking and entertainment but Islamic based game is still hard to find in the market especially games on entrepreneurship. Therefore, there is a gap in this segment that can be filled by learning entrepreneurship through game. The objective of this paper is to develop an entrepreneurship digital-based game entitled “Catur Bistari" that is based on Islamic business approach. Knowledge and skill of entrepreneurship and Islamic business approach will be learned through the tasks that are incorporated inside the game.

Keywords: Board game, educational game, entrepreneurship, Islamic finance and simulation.

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4717 Combinatorial Approach to Reliability Evaluation of Network with Unreliable Nodes and Unreliable Edges

Authors: Y. Shpungin

Abstract:

Estimating the reliability of a computer network has been a subject of great interest. It is a well known fact that this problem is NP-hard. In this paper we present a very efficient combinatorial approach for Monte Carlo reliability estimation of a network with unreliable nodes and unreliable edges. Its core is the computation of some network combinatorial invariants. These invariants, once computed, directly provide pure and simple framework for computation of network reliability. As a specific case of this approach we obtain tight lower and upper bounds for distributed network reliability (the so called residual connectedness reliability). We also present some simulation results.

Keywords: Combinatorial invariants, Monte Carlo simulation, reliability, unreliable nodes and unreliable edges.

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4716 A New Approach for Fingerprint Classification based on Minutiae Distribution

Authors: Jayant V Kulkarni, Jayadevan R, Suresh N Mali, Hemant K Abhyankar, Raghunath S Holambe

Abstract:

The paper describes a new approach for fingerprint classification, based on the distribution of local features (minute details or minutiae) of the fingerprints. The main advantage is that fingerprint classification provides an indexing scheme to facilitate efficient matching in a large fingerprint database. A set of rules based on heuristic approach has been proposed. The area around the core point is treated as the area of interest for extracting the minutiae features as there are substantial variations around the core point as compared to the areas away from the core point. The core point in a fingerprint has been located at a point where there is maximum curvature. The experimental results report an overall average accuracy of 86.57 % in fingerprint classification.

Keywords: Minutiae distribution, Minutiae, Classification, Orientation, Heuristic.

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4715 A Generic Approach to Reuse Unified Modeling Language Components Following an Agile Process

Authors: Rim Bouhaouel, Naoufel Kraïem, Zuhoor Al Khanjari

Abstract:

Unified Modeling Language (UML) is considered as one of the widespread modeling language standardized by the Object Management Group (OMG). Therefore, the model driving engineering (MDE) community attempts to provide reuse of UML diagrams, and do not construct it from scratch. The UML model appears according to a specific software development process. The existing method generation models focused on the different techniques of transformation without considering the development process. Our work aims to construct an UML component from fragments of UML diagram basing on an agile method. We define UML fragment as a portion of a UML diagram, which express a business target. To guide the generation of fragments of UML models using an agile process, we need a flexible approach, which adapts to the agile changes and covers all its activities. We use the software product line (SPL) to derive a fragment of process agile method. This paper explains our approach, named RECUP, to generate UML fragments following an agile process, and overviews the different aspects. In this paper, we present the approach and we define the different phases and artifacts.

Keywords: UML, component, fragment, agile, SPL.

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4714 Robust H8 Fuzzy Control Design for Nonlinear Two-Time Scale System with Markovian Jumps based on LMI Approach

Authors: Wudhichai Assawinchaichote, Sing Kiong Nguang

Abstract:

This paper examines the problem of designing a robust H8 state-feedback controller for a class of nonlinear two-time scale systems with Markovian Jumps described by a Takagi-Sugeno (TS) fuzzy model. Based on a linear matrix inequality (LMI) approach, LMI-based sufficient conditions for the uncertain Markovian jump nonlinear two-time scale systems to have an H8 performance are derived. The proposed approach does not involve the separation of states into slow and fast ones and it can be applied not only to standard, but also to nonstandard nonlinear two-time scale systems. A numerical example is provided to illustrate the design developed in this paper.

Keywords: TS fuzzy, Markovian jumps, LMI, two-time scale systems.

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4713 Uncertainty Propagation and Sensitivity Analysis During Calibration of an Integrated Land Use and Transport Model

Authors: Parikshit Dutta, Mathieu Saujot, Elise Arnaud, Benoit Lefevre, Emmanuel Prados

Abstract:

In this work, propagation of uncertainty during calibration process of TRANUS, an integrated land use and transport model (ILUTM), has been investigated. It has also been examined, through a sensitivity analysis, which input parameters affect the variation of the outputs the most. Moreover, a probabilistic verification methodology of calibration process, which equates the observed and calculated production, has been proposed. The model chosen as an application is the model of the city of Grenoble, France. For sensitivity analysis and uncertainty propagation, Monte Carlo method was employed, and a statistical hypothesis test was used for verification. The parameters of the induced demand function in TRANUS, were assumed as uncertain in the present case. It was found that, if during calibration, TRANUS converges, then with a high probability the calibration process is verified. Moreover, a weak correlation was found between the inputs and the outputs of the calibration process. The total effect of the inputs on outputs was investigated, and the output variation was found to be dictated by only a few input parameters.

Keywords: Uncertainty propagation, sensitivity analysis, calibration under uncertainty, hypothesis testing, integrated land use and transport models, TRANUS, Grenoble.

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4712 GSM-Based Approach for Indoor Localization

Authors: M.Stella, M. Russo, D. Begušić

Abstract:

Ability of accurate and reliable location estimation in indoor environment is the key issue in developing great number of context aware applications and Location Based Services (LBS). Today, the most viable solution for localization is the Received Signal Strength (RSS) fingerprinting based approach using wireless local area network (WLAN). This paper presents two RSS fingerprinting based approaches – first we employ widely used WLAN based positioning as a reference system and then investigate the possibility of using GSM signals for positioning. To compare them, we developed a positioning system in real world environment, where realistic RSS measurements were collected. Multi-Layer Perceptron (MLP) neural network was used as the approximation function that maps RSS fingerprints and locations. Experimental results indicate advantage of WLAN based approach in the sense of lower localization error compared to GSM based approach, but GSM signal coverage by far outreaches WLAN coverage and for some LBS services requiring less precise accuracy our results indicate that GSM positioning can also be a viable solution.

Keywords: Indoor positioning, WLAN, GSM, RSS, location fingerprints, neural network.

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4711 Simulation of Lean Principles Impact in a Multi-Product Supply Chain

Authors: M. Rossini, A. Portioli Studacher

Abstract:

The market competition is moving from the single firm to the whole supply chain because of increasing competition and growing need for operational efficiencies and customer orientation. Supply chain management allows companies to look beyond their organizational boundaries to develop and leverage resources and capabilities of their supply chain partners. This creates competitive advantages in the marketplace and because of this SCM has acquired strategic importance. Lean Approach is a management strategy that focuses on reducing every type of waste present in an organization. This approach is becoming more and more popular among supply chain managers. The supply chain application of lean approach is not frequent. In particular, it is not well studied which are the impacts of lean approach principles in a supply chain context. In literature there are only few studies aimed at understanding the qualitative impact of the lean approach in supply chains. Therefore, the goal of this research work is to study the impacts of lean principles implementation along a supply chain. To achieve this, a simulation model of a threeechelon multi-product supply chain has been built. Kanban system (and several priority policies) and setup time reduction degrees are implemented in the lean-configured supply chain to apply pull and lot-sizing decrease principles respectively. To evaluate the benefits of lean approach, lean supply chain is compared with an EOQ-configured supply chain. The simulation results show that Kanban system and setup-time reduction improve inventory stock level. They also show that logistics efforts are affected to lean implementation degree. The paper concludes describing performances of lean supply chain in different contexts.

Keywords: Inventory policy, Kanban, lean supply chain, simulation study, supply chain management, planning.

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4710 Adaptive Kalman Filter for Noise Estimation and Identification with Bayesian Approach

Authors: Farhad Asadi, S. Hossein Sadati

Abstract:

Bayesian approach can be used for parameter identification and extraction in state space models and its ability for analyzing sequence of data in dynamical system is proved in different literatures. In this paper, adaptive Kalman filter with Bayesian approach for identification of variances in measurement parameter noise is developed. Next, it is applied for estimation of the dynamical state and measurement data in discrete linear dynamical system. This algorithm at each step time estimates noise variance in measurement noise and state of system with Kalman filter. Next, approximation is designed at each step separately and consequently sufficient statistics of the state and noise variances are computed with a fixed-point iteration of an adaptive Kalman filter. Different simulations are applied for showing the influence of noise variance in measurement data on algorithm. Firstly, the effect of noise variance and its distribution on detection and identification performance is simulated in Kalman filter without Bayesian formulation. Then, simulation is applied to adaptive Kalman filter with the ability of noise variance tracking in measurement data. In these simulations, the influence of noise distribution of measurement data in each step is estimated, and true variance of data is obtained by algorithm and is compared in different scenarios. Afterwards, one typical modeling of nonlinear state space model with inducing noise measurement is simulated by this approach. Finally, the performance and the important limitations of this algorithm in these simulations are explained. 

Keywords: adaptive filtering, Bayesian approach Kalman filtering approach, variance tracking

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4709 A Reusability Evaluation Model for OO-Based Software Components

Authors: Parvinder S. Sandhu, Hardeep Singh

Abstract:

The requirement to improve software productivity has promoted the research on software metric technology. There are metrics for identifying the quality of reusable components but the function that makes use of these metrics to find reusability of software components is still not clear. These metrics if identified in the design phase or even in the coding phase can help us to reduce the rework by improving quality of reuse of the component and hence improve the productivity due to probabilistic increase in the reuse level. CK metric suit is most widely used metrics for the objectoriented (OO) software; we critically analyzed the CK metrics, tried to remove the inconsistencies and devised the framework of metrics to obtain the structural analysis of OO-based software components. Neural network can learn new relationships with new input data and can be used to refine fuzzy rules to create fuzzy adaptive system. Hence, Neuro-fuzzy inference engine can be used to evaluate the reusability of OO-based component using its structural attributes as inputs. In this paper, an algorithm has been proposed in which the inputs can be given to Neuro-fuzzy system in form of tuned WMC, DIT, NOC, CBO , LCOM values of the OO software component and output can be obtained in terms of reusability. The developed reusability model has produced high precision results as expected by the human experts.

Keywords: CK-Metric, ID3, Neuro-fuzzy, Reusability.

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4708 Health Risk Assessment for Sewer Workers using Bayesian Belief Networks

Authors: Kevin Fong-Rey Liu, Ken Yeh, Cheng-Wu Chen, Han-Hsi Liang

Abstract:

The sanitary sewerage connection rate becomes an important indicator of advanced cities. Following the construction of sanitary sewerages, the maintenance and management systems are required for keeping pipelines and facilities functioning well. These maintenance tasks often require sewer workers to enter the manholes and the pipelines, which are confined spaces short of natural ventilation and full of hazardous substances. Working in sewers could be easily exposed to a risk of adverse health effects. This paper proposes the use of Bayesian belief networks (BBN) as a higher level of noncarcinogenic health risk assessment of sewer workers. On the basis of the epidemiological studies, the actual hospital attendance records and expert experiences, the BBN is capable of capturing the probabilistic relationships between the hazardous substances in sewers and their adverse health effects, and accordingly inferring the morbidity and mortality of the adverse health effects. The provision of the morbidity and mortality rates of the related diseases is more informative and can alleviate the drawbacks of conventional methods.

Keywords: Bayesian belief networks, sanitary sewerage, healthrisk assessment, hazard quotient, target organ-specific hazard index.

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4707 An Approach to Solving a Permutation Problem of Frequency Domain Independent Component Analysis for Blind Source Separation of Speech Signals

Authors: Masaru Fujieda, Takahiro Murakami, Yoshihisa Ishida

Abstract:

Independent component analysis (ICA) in the frequency domain is used for solving the problem of blind source separation (BSS). However, this method has some problems. For example, a general ICA algorithm cannot determine the permutation of signals which is important in the frequency domain ICA. In this paper, we propose an approach to the solution for a permutation problem. The idea is to effectively combine two conventional approaches. This approach improves the signal separation performance by exploiting features of the conventional approaches. We show the simulation results using artificial data.

Keywords: Blind source separation, Independent componentanalysis, Frequency domain, Permutation ambiguity.

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4706 Optimization of Solar Tracking Systems

Authors: A. Zaher, A. Traore, F. Thiéry, T. Talbert, B. Shaer

Abstract:

In this paper, an intelligent approach is proposed to optimize the orientation of continuous solar tracking systems on cloudy days. Considering the weather case, the direct sunlight is more important than the diffuse radiation in case of clear sky. Thus, the panel is always pointed towards the sun. In case of an overcast sky, the solar beam is close to zero, and the panel is placed horizontally to receive the maximum of diffuse radiation. Under partly covered conditions, the panel must be pointed towards the source that emits the maximum of solar energy and it may be anywhere in the sky dome. Thus, the idea of our approach is to analyze the images, captured by ground-based sky camera system, in order to detect the zone in the sky dome which is considered as the optimal source of energy under cloudy conditions. The proposed approach is implemented using experimental setup developed at PROMES-CNRS laboratory in Perpignan city (France). Under overcast conditions, the results were very satisfactory, and the intelligent approach has provided efficiency gains of up to 9% relative to conventional continuous sun tracking systems.

Keywords: Clouds detection, fuzzy inference systems, images processing, sun trackers.

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4705 Bridging the Mental Gap between Convolution Approach and Compartmental Modeling in Functional Imaging: Typical Embedding of an Open Two-Compartment Model into the Systems Theory Approach of Indicator Dilution Theory

Authors: Gesine Hellwig

Abstract:

Functional imaging procedures for the non-invasive assessment of tissue microcirculation are highly requested, but require a mathematical approach describing the trans- and intercapillary passage of tracer particles. Up to now, two theoretical, for the moment different concepts have been established for tracer kinetic modeling of contrast agent transport in tissues: pharmacokinetic compartment models, which are usually written as coupled differential equations, and the indicator dilution theory, which can be generalized in accordance with the theory of lineartime- invariant (LTI) systems by using a convolution approach. Based on mathematical considerations, it can be shown that also in the case of an open two-compartment model well-known from functional imaging, the concentration-time course in tissue is given by a convolution, which allows a separation of the arterial input function from a system function being the impulse response function, summarizing the available information on tissue microcirculation. Due to this reason, it is possible to integrate the open two-compartment model into the system-theoretic concept of indicator dilution theory (IDT) and thus results known from IDT remain valid for the compartment approach. According to the long number of applications of compartmental analysis, even for a more general context similar solutions of the so-called forward problem can already be found in the extensively available appropriate literature of the seventies and early eighties. Nevertheless, to this day, within the field of biomedical imaging – not from the mathematical point of view – there seems to be a trench between both approaches, which the author would like to get over by exemplary analysis of the well-known model.

Keywords: Functional imaging, Tracer kinetic modeling, LTIsystem, Indicator dilution theory / convolution approach, Two-Compartment model.

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4704 Crystalline Model Approach for Studying the Nuclear Properties of Light Nuclei

Authors: A. Amar, O. Hemeda

Abstract:

A study of the structure of the nucleus with the analogy by solid-state physics has been developed. We have used binding energy to calculate R (a parameter that is proportional to the radius of the nucleus) for deuteron, alpha, and 8Be. The calculated parameter r calculated from solid state physics produces a probe for calculation the nuclear radii. 8Be has special attention as it is radioactive nucleus and the latest nucleus to be calculated from crystalline model approach. The distribution of nucleons inside the nucleus is taken to be tetrahedral for 16O. The model has failed to expect the radius of 9Be which is an impression about the modification should be done on the model at near future. A comparison between our calculations and those from literature has been made, and a good agreement has been obtained.

Keywords: The structure of the nucleus, binding energy, crystalline model approach, nuclear radii, tetrahedral for 16O.

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4703 HIV Modelling - Parallel Implementation Strategies

Authors: Dimitri Perrin, Heather J. Ruskin, Martin Crane

Abstract:

We report on the development of a model to understand why the range of experience with respect to HIV infection is so diverse, especially with respect to the latency period. To investigate this, an agent-based approach is used to extract highlevel behaviour which cannot be described analytically from the set of interaction rules at the cellular level. A network of independent matrices mimics the chain of lymph nodes. Dealing with massively multi-agent systems requires major computational effort. However, parallelisation methods are a natural consequence and advantage of the multi-agent approach and, using the MPI library, are here implemented, tested and optimized. Our current focus is on the various implementations of the data transfer across the network. Three communications strategies are proposed and tested, showing that the most efficient approach is communication based on the natural lymph-network connectivity.

Keywords: HIV, Immune modelling, MPI, Parallelisation.

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4702 Introduction to Techno-Sectoral Innovation System Modeling and Functions Formulating

Authors: S. M. Azad, H. Ghodsipour, F. Roshannafas

Abstract:

In recent years ‘technology management and policymaking’ is one of the most important problems in management science. In this field, different generations of innovation and technology management are presented which the earliest one is Innovation System (IS) approach. In a general classification, innovation systems are divided in to 4 approaches: technical, sectoral, regional, and national. There are many researches in relation to each of these approaches in different academic fields. Every approach has some benefits. If two or more approaches hybrid, their benefits would be combined. In addition, according to the sectoral structure of the governance model in Iran, in many sectors, such as information technology, the combination of three other approaches with sectoral approach is essential. Hence, in this paper, combining two IS approaches (technical and sectoral) and using system dynamics, a generic model is presented for a sample of software industry. As a complimentary point, this article is introducing a new hybrid approach called Techno-Sectoral Innovation System. This TSIS model is accomplished by Changing concepts of the ‘functions’-which came from Technological IS literature- and using them into sectoral system as measurable indicators.

Keywords: Innovation system, technology, techno-sectoral system, functional indicators, system dynamics.

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4701 Decision Tree Based Scheduling for Flexible Job Shops with Multiple Process Plans

Authors: H.-H. Doh, J.-M. Yu, Y.-J. Kwon, J.-H. Shin, H.-W. Kim, S.-H. Nam, D.-H. Lee

Abstract:

This paper suggests a decision tree based approach for flexible job shop scheduling with multiple process plans, i.e. each job can be processed through alternative operations, each of which can be processed on alternative machines. The main decision variables are: (a) selecting operation/machine pair; and (b) sequencing the jobs assigned to each machine. As an extension of the priority scheduling approach that selects the best priority rule combination after many simulation runs, this study suggests a decision tree based approach in which a decision tree is used to select a priority rule combination adequate for a specific system state and hence the burdens required for developing simulation models and carrying out simulation runs can be eliminated. The decision tree based scheduling approach consists of construction and scheduling modules. In the construction module, a decision tree is constructed using a four-stage algorithm, and in the scheduling module, a priority rule combination is selected using the decision tree. To show the performance of the decision tree based approach suggested in this study, a case study was done on a flexible job shop with reconfigurable manufacturing cells and a conventional job shop, and the results are reported by comparing it with individual priority rule combinations for the objectives of minimizing total flow time and total tardiness.

Keywords: Flexible job shop scheduling, Decision tree, Priority rules, Case study.

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4700 The Martingale Options Price Valuation for European Puts Using Stochastic Differential Equation Models

Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

Abstract:

In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: Equivalent Martingale Measure, European Put Option, Girsanov Theorem, Martingales, Monte Carlo method, option price valuation, option price valuation formula.

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