Search results for: uncertainty estimation

Authors: Mazila Md-Yusuf, Fauziah Mohamad Yunus, Nur Zahraatul Lail Md Supaat

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Capital structure is one of the most important financial decisions in corporate financing strategy. It involves the choice of debt and equity level in financing a company-s operations. This study aims to investigate whether the capital structure choice of Malaysian electrical and electronic manufacturing companies that are listed in the Bursa Malaysia can be explained by factors that have been found by most studies as dominant determinants of capital structure (company size, profitability, asset tangibility, liquidity and growth). Using debt ratio as the proxy for capital structure and applying pooled ordinary least square multiple regression estimation, the results showed that on average, Malaysian electrical and electronic manufacturing companies used less debt in funding their business operations. The findings also showed that size and asset tangibility has a significant positive relationship with debt level, while liquidity has a negative significant relationship with leverage.

Keywords: Capital structure, capital structure theories, leverage, manufacturing companies.

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Authors: H. K. Sachidananda, K. Raghunandana, B. Shivamurthy

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The estimation of gear tooth stiffness is important for finding the load distribution between the gear teeth when two consecutive sets of teeth are in contact. Based on dynamic model a C-program has been developed to compute mesh stiffness. By using this program position dependent mesh stiffness of spur gear tooth for various profile shifts have been computed for a fixed center distance and altering tooth-sum gearing (100 by ± 4%). It is found that the C-program using dynamic model is one of the rapid soft computing technique which helps in design of gears. The mesh tooth stiffness along the path of contact is studied for both 20° and 25° pressure angle gears at various profile shifts. Better tooth stiffness is noticed in case of negative alteration tooth-sum gears compared to standard and positive alteration tooth-sum gears. Also, in case of negative alteration tooth-sum gearing better mesh stiffness is noticed in 20° pressure angle when compared to 25°.

Keywords: Altered tooth-sum gearing, bending fatigue, mesh stiffness, spur gear.

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Authors: Parvinder Singh Sandhu, Gurdev Singh

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Metrics is the process by which numbers or symbols are assigned to attributes of entities in the real world in such a way as to describe them according to clearly defined rules. Software metrics are instruments or ways to measuring all the aspect of software product. These metrics are used throughout a software project to assist in estimation, quality control, productivity assessment, and project control. Object oriented software metrics focus on measurements that are applied to the class and other characteristics. These measurements convey the software engineer to the behavior of the software and how changes can be made that will reduce complexity and improve the continuing capability of the software. Object oriented software metric can be classified in two types static and dynamic. Static metrics are concerned with all the aspects of measuring by static analysis of software and dynamic metrics are concerned with all the measuring aspect of the software at run time. Major work done before, was focusing on static metric. Also some work has been done in the field of dynamic nature of the software measurements. But research in this area is demanding for more work. In this paper we give a set of dynamic metrics specifically for polymorphism in object oriented system.

Keywords: Metrics, Software, Quality, Object oriented system, Polymorphism.

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Authors: Aws Al-azawi, John Soraghan

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There is a growing interest in the use of ultrasonic speckle tracking for biomedical image formation of tissue deformation. Speckle tracking is angle independent and has an ability to differentiate soft tissue into benign and malignant regions. In this paper a simulation model for dynamic ultrasound scatterer is presented. The model composes Field-II ultrasonic scatterers and FEM (ANSYS-11) nodes as a regional tissue deformation. A performance evaluation is presented on axial displacement and strain fields estimation of a uniformly elastic model, using speckle tracking based 1D cross-correlation of optimally segmented pre and post-deformation frames. Optimum correlation window length is investigated in terms of highest signal-to-noise ratio (SNR) for a selected region of interest of a smoothed displacement field. Finally, gradient based strain field of both smoothed and non-smoothed displacement fields are compared. Simulation results from the model are shown to compare favorably with FEM results.

Keywords: Speckle tracking, tissue deformation, ultrasonic simulation.

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Authors: Ghulam Haider Haidaree, Nsenda Lukumwena

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Most developing nations face energy production and supply problems. This is also the case of Afghanistan whose generating capacity does not meet its energy demand. This is due in part to high security and risk caused by war which deters foreign investments and insufficient internal revenue. To address the issue above, this paper would like to suggest an alternative and affordable way to deal with the energy problem. That is by converting Solid Waste to energy. As a result, this approach tackles the municipal solid waste issue (potential cause of several diseases), contributes to the improvement of the quality of life, local economy, and so on. While addressing the solid waste problem in general, this paper samples specifically one municipality which is District-12, one of the 22 districts of Kabul city. Using geographic information system (GIS) technology, District-12 is divided into nine different zones whose municipal solid waste is respectively collected, processed, and converted into electricity and distributed to the closest area. It is important to mention that GIS has been used to estimate the amount of electricity to be distributed and to optimally position the production plant.

Keywords: Energy problem, estimation of electricity, GIS zones, solid waste management system.

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Authors: Paula A. Cruise, Carvell McLeary

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Employee turnover leads to lowered productivity, decreased morale and work quality, and psychological effects associated with employee separation and replacement. Yet, it remains unknown why talented employees willingly withdraw from organizations. This uncertainty is worsened as studies; a) priorities organizational over individual predictors resulting in restriction in range in turnover measurement; b) focus on actual rather than intended turnover thereby limiting conceptual understanding of the turnover construct and its relationship with other variables and; c) produce inconsistent findings across cultures, contexts and industries despite a clear need for a unified perspective. The current study addressed these gaps by adopting the theory of planned behavior (TPB) framework to examine socio-cognitive factors in organizational trust and individual turnover intentions among bankers and energy employees in Jamaica. In a comparative study of n=369 [n_bank= 264; male=57 (22.73%); n_energy =105; male =45 (42.86)], it was hypothesized that organizational trust was a predictor of employee turnover intention, and the effect of individual, group, cognitive and socio-affective variables varied across industry. Findings from structural equation modelling confirmed the hypothesis, with a model of both cognitive and socio-affective variables being a better fit [CMIN (χ²) = 800.067, df = 364, p ≤ .000; CFI = 0.950; RMSEA = 0.057 with 90% C.I. (0.052 - 0.062); PCLOSE = 0.016; PNFI = 0.818 in predicting turnover intention. The findings are discussed in relation to socio-cognitive components of trust models and predicting negative employee behaviors across cultures and industries.

Keywords: Context-specific organizational trust, cross-cultural psychology, theory of planned behavior, employee turnover intention.

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Authors: Farag Ahwide, Souhel Bousheha

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A technical assessment has been made of electricity generation, considering wind turbines ranging between Vestas (V80-2.0 MW and V112-3.0 MW) and the air density is equal to 1.225 Kg/m3, at different towns in Libya. Wind speed might have been measured each 3 hours during 10 m stature at a time for 10 quite sometime between 2000 Furthermore 2009, these towns which are spotted on the bank from claiming Mediterranean ocean also how in the desert, which need aid Derna 1, Derna 2, Shahat, Benghazi, Ajdabya, Sirte, Misurata, Tripoli-Airport, Al-Zawya, Al-Kofra, Sabha, Nalut. The work presented long term "wind data analysis in terms of annual, seasonal, monthly and diurnal variations at these sites. Wind power density with different heights has been studied. Excel sheet program was used to calculate the values of wind power density and the values of wind speed frequency for the stations; their seasonally values have been estimated. Limit variable with rated wind pace to 10 different wind turbines need to be been estimated, which is used to focus those required yearly vitality yield of a wind vitality change framework (WECS), acknowledging wind turbines extending between 600 kW and 3000 kW).

Keywords: Energy yield, wind turbines, wind speed, wind power density.

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Authors: Rania Minkara, Jean-Pierre Dubois

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The major problem that wireless communication systems undergo is multipath fading caused by scattering of the transmitted signal. However, we can treat multipath propagation as multiple channels between the transmitter and receiver to improve the signal-to-scattering-noise ratio. While using Single Input Multiple Output (SIMO) systems, the diversity receivers extract multiple signal branches or copies of the same signal received from different channels and apply gain combining schemes such as Root Mean Square Gain Combining (RMSGC). RMSGC asymptotically yields an identical performance to that of the theoretically optimal Maximum Ratio Combining (MRC) for values of mean Signal-to- Noise-Ratio (SNR) above a certain threshold value without the need for SNR estimation. This paper introduces an improvement of RMSGC using two different issues. We found that post-detection and de-noising the received signals improve the performance of RMSGC and lower the threshold SNR.

Keywords: Bit error rate, de-noising, pre-detection, root-meansquare gain combining, single-input multiple-output channels.

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Authors: Mazliham Mohd Su'ud, Pierre Loonis, Idris Abu Seman

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This paper deals with the extraction of information from the experts to automatically identify and recognize Ganoderma infection in oil palm stem using tomography images. Expert-s knowledge are used as rules in a Fuzzy Inference Systems to classify each individual patterns observed in he tomography image. The classification is done by defining membership functions which assigned a set of three possible hypotheses : Ganoderma infection (G), non Ganoderma infection (N) or intact stem tissue (I) to every abnormalities pattern found in the tomography image. A complete comparison between Mamdani and Sugeno style,triangular, trapezoids and mixed triangular-trapezoids membership functions and different methods of aggregation and defuzzification is also presented and analyzed to select suitable Fuzzy Inference System methods to perform the above mentioned task. The results showed that seven out of 30 initial possible combination of available Fuzzy Inference methods in MATLAB Fuzzy Toolbox were observed giving result close to the experts estimation.

Keywords: Fuzzy Inference Systems, Tomography analysis, Modelizationof expert's information, Ganoderma Infection pattern recognition

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Authors: Milan Rippel, Petr Teply

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This paper focuses on operational risk measurement techniques and on economic capital estimation methods. A data sample of operational losses provided by an anonymous Central European bank is analyzed using several approaches. Loss Distribution Approach and scenario analysis method are considered. Custom plausible loss events defined in a particular scenario are merged with the original data sample and their impact on capital estimates and on the financial institution is evaluated. Two main questions are assessed – What is the most appropriate statistical method to measure and model operational loss data distribution? and What is the impact of hypothetical plausible events on the financial institution? The g&h distribution was evaluated to be the most suitable one for operational risk modeling. The method based on the combination of historical loss events modeling and scenario analysis provides reasonable capital estimates and allows for the measurement of the impact of extreme events on banking operations.

Keywords: operational risk, scenario analysis, economic capital, loss distribution approach, extreme value theory, stress testing

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Authors: S. Khamtree, T. Ratanawilai, C. Nuntadusit

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Rubberwood is a crucial commercial timber in Southern Thailand. All processes in a rubberwood production depend on the knowledge and expertise of the technicians, especially the drying process. This research aims to develop an empirical model for drying kinetics in rubberwood. During the experiment, the temperature of the hot air and the average air flow velocity were kept at 80-100 °C and 1.75 m/s, respectively. The moisture content in the samples was determined less than 12% in the achievement of drying basis. The drying kinetic was simulated using an empirical solver. The experimental results illustrated that the moisture content was reduced whereas the drying temperature and time were increased. The coefficient of the moisture ratio between the empirical and the experimental model was tested with three statistical parameters, R-square (R²), Root Mean Square Error (RMSE) and Chi-square (χ²) to predict the accuracy of the parameters. The experimental moisture ratio had a good fit with the empirical model. Additionally, the results indicated that the drying of rubberwood using the Henderson and Pabis model revealed the suitable level of agreement. The result presented an excellent estimation (R² = 0.9963) for the moisture movement compared to the other models. Therefore, the empirical results were valid and can be implemented in the future experiments.

Keywords: Empirical models, hot air, moisture ratio, rubberwood.

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Authors: Cédric Damour, Michel Benne, Brigitte Grondin-Perez, Jean-Pierre Chabriat

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Monitoring and control of cane sugar crystallization processes depend on the stability of the supersaturation (σ ) state. The most widely used information to represent σ is the electrical conductivity κ of the solutions. Nevertheless, previous studies point out the shortcomings of this approach: κ may be regarded as inappropriate to guarantee an accurate estimation of σ in impure solutions. To improve the process control efficiency, additional information is necessary. The mass of crystals in the solution ( c m ) and the solubility (mass ratio of sugar to water / s w m m ) are relevant to complete information. Indeed, c m inherently contains information about the mass balance and / s w m m contains information about the supersaturation state of the solution. The main problem is that c m and / s w m m are not available on-line. In this paper, a model based soft-sensor is presented for a final crystallization stage (C sugar). Simulation results obtained on industrial data show the reliability of this approach, c m and the crystal content ( cc ) being estimated with a sufficient accuracy for achieving on-line monitoring in industry

Keywords: Soft-sensor, on-line monitoring, cane sugarcrystallization.

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Authors: Irina Pyrlina

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This article presents the results of a study conducted to identify operational risks for information systems (IS) with service-oriented architecture (SOA). Analysis of current approaches to risk and system error classifications revealed that the system error classes were never used for SOA risk estimation. Additionally system error classes are not normallyexperimentally supported with realenterprise error data. Through the study several categories of various existing error classifications systems are applied and three new error categories with sub-categories are identified. As a part of operational risks a new error classification scheme is proposed for SOA applications. It is based on errors of real information systems which are service providers for application with service-oriented architecture. The proposed classification approach has been used to classify SOA system errors for two different enterprises (oil and gas industry, metal and mining industry). In addition we have conducted a research to identify possible losses from operational risks.

Keywords: Enterprise architecture, Error classification, Oil&Gas and Metal&Mining industries, Operational risks, Serviceoriented architecture

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Authors: Qianhua He, Weili Zhou, Aiwu Chen

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A sparse representation speech denoising method based on adapted stopping residue error was presented in this paper. Firstly, the cross-correlation between the clean speech spectrum and the noise spectrum was analyzed, and an estimation method was proposed. In the denoising method, an over-complete dictionary of the clean speech power spectrum was learned with the K-singular value decomposition (K-SVD) algorithm. In the sparse representation stage, the stopping residue error was adaptively achieved according to the estimated cross-correlation and the adjusted noise spectrum, and the orthogonal matching pursuit (OMP) approach was applied to reconstruct the clean speech spectrum from the noisy speech. Finally, the clean speech was re-synthesised via the inverse Fourier transform with the reconstructed speech spectrum and the noisy speech phase. The experiment results show that the proposed method outperforms the conventional methods in terms of subjective and objective measure.

Keywords: Speech denoising, sparse representation, K-singular value decomposition, orthogonal matching pursuit.

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Authors: Rajamani Doraiswami, Lahouari Cheded

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Fault diagnosis of Linear Parameter-Varying (LPV) system using an adaptive Kalman filter is proposed. The LPV model is comprised of scheduling parameters, and the emulator parameters. The scheduling parameters are chosen such that they are capable of tracking variations in the system model as a result of changes in the operating regimes. The emulator parameters, on the other hand, simulate variations in the subsystems during the identification phase and have negligible effect during the operational phase. The nominal model and the influence vectors, which are the gradient of the feature vector respect to the emulator parameters, are identified off-line from a number of emulator parameter perturbed experiments. A Kalman filter is designed using the identified nominal model. As the system varies, the Kalman filter model is adapted using the scheduling variables. The residual is employed for fault diagnosis. The proposed scheme is successfully evaluated on simulated system as well as on a physical process control system.

Keywords: Keywords—Identification, linear parameter-varying systems, least-squares estimation, fault diagnosis, Kalman filter, emulators

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Authors: Long Van Hoang, Mitsuyasu Yabe

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Environmental factors affect agriculture production productivity and efficiency resulted in changing of profit efficiency. This paper attempts to estimate the impacts of environmental factors to profitability of rice farmers in the Red River Delta of Vietnam. The dataset was extracted from 349 rice farmers using personal interviews. Both OLS and MLE trans-log profit functions were used in this study. Five production inputs and four environmental factors were included in these functions. The estimation of the stochastic profit frontier with a two-stage approach was used to measure profitability. The results showed that the profit efficiency was about 75% on the average and environmental factors change profit efficiency significantly beside farm specific characteristics. Plant disease, soil fertility, irrigation apply and water pollution were the four environmental factors cause profit loss in rice production. The result indicated that farmers should reduce household size, farm plots, apply row seeding technique and improve environmental factors to obtain high profit efficiency with special consideration is given for irrigation water quality improvement.

Keywords: Profit efficiency; Profit function; Environmental factors; OLS and MLE estimations; Rice Production; Vietnam

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Authors: Yu. I. Pigolkin, M. A. Garcia Corro

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Age determination of unknown dead bodies in forensic personal identification is a complicated process which involves the application of numerous methods and techniques. Skeletal remains are less exposed to influences of environmental factors. In order to enhance the accuracy of forensic age estimation additional properties of bones correlating with age are required to be revealed. Material and Methods: Dimensional examination of the sella turcica was carried out on cadavers with the cranium opened by a circular vibrating saw. The sample consisted of a total of 90 Russian subjects, ranging in age from two months and 87 years. Results: The tendency of dimensional variations throughout life was detected. There were no observed gender differences in the morphometry of the sella turcica. The shared use of the sella turcica depth and length values revealed the possibility to categorize an examined sample in a certain age period. Conclusions: Based on the results of existing methods of age determination, the morphometry of the sella turcica can be an additional characteristic, amplifying the received values, and accordingly, increasing the accuracy of forensic biological age diagnosis.

Keywords: Age–related changes in bone structures, forensic personal identification, Sella turcica morphometry, body identification.

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Authors: M. K. Pradhan, C. K. Biswas

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In this research, Response Surface Methodology (RSM) is used to investigate the effect of four controllable input variables namely: discharge current, pulse duration, pulse off time and applied voltage Surface Roughness (SR) of on Electrical Discharge Machined surface. To study the proposed second-order polynomial model for SR, a Central Composite Design (CCD) is used to estimation the model coefficients of the four input factors, which are alleged to influence the SR in Electrical Discharge Machining (EDM) process. Experiments were conducted on AISI D2 tool steel with copper electrode. The response is modeled using RSM on experimental data. The significant coefficients are obtained by performing Analysis of Variance (ANOVA) at 5% level of significance. It is found that discharge current, pulse duration, and pulse off time and few of their interactions have significant effect on the SR. The model sufficiency is very satisfactory as the Coefficient of Determination (R2) is found to be 91.7% and adjusted R2-statistic (R2 adj ) 89.6%.

Keywords: Electrical discharge machining, surface roughness, response surface methodology, ANOVA, central composite design.

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Authors: F. Nejadebrahimi, M. ArdebiliPour

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In this paper, we are going to determine the threshold levels of adaptive modulation in a burst by burst CDMA system by a suboptimum method so that the above method attempts to increase the average bit per symbol (BPS) rate of transceiver system by switching between the different modulation modes in variable channel condition. In this method, we choose the minimum values of average bit error rate (BER) and maximum values of average BPS on different values of average channel signal to noise ratio (SNR) and then calculate the relative threshold levels of them, so that when the instantaneous SNR increases, a higher order modulation be employed for increasing throughput and vise-versa when the instantaneous SNR decreases, a lower order modulation be employed for improvement of BER. In transmission step, by this adaptive modulation method, in according to comparison between obtained estimation of pilot symbols and a set of above suboptimum threshold levels, above system chooses one of states no transmission, BPSK, 4QAM and square 16QAM for modulation of data. The expected channel in this paper is a slow Rayleigh fading.

Keywords: AQAM, burst, BER, BPS, CDMA, threshold.

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Authors: Mohamed S. El-Mahallawy, Attalah Hashad, Hazem Hassan Ali, Heba Sami Zaky

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This paper presents an evaluation for a wavelet-based digital watermarking technique used in estimating the quality of video sequences transmitted over Additive White Gaussian Noise (AWGN) channel in terms of a classical objective metric, such as Peak Signal-to-Noise Ratio (PSNR) without the need of the original video. In this method, a watermark is embedded into the Discrete Wavelet Transform (DWT) domain of the original video frames using a quantization method. The degradation of the extracted watermark can be used to estimate the video quality in terms of PSNR with good accuracy. We calculated PSNR for video frames contaminated with AWGN and compared the values with those estimated using the Watermarking-DWT based approach. It is found that the calculated and estimated quality measures of the video frames are highly correlated, suggesting that this method can provide a good quality measure for video frames transmitted over AWGN channel without the need of the original video.

Keywords: AWGN, DWT, PSNR, Watermarking, VideoQuality.

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Authors: I. Grigoratos, R. Monteiro

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Regions with a significant percentage of non-seismically designed buildings and reduced urban planning are particularly vulnerable to natural hazards. In this context, the project ‘Improved Tools for Disaster Risk Mitigation in Algeria’ (ITERATE) aims at seismic risk mitigation in Algeria. Past earthquakes in North Algeria caused extensive damages, e.g. the El Asnam 1980 moment magnitude (Mw) 7.1 and Boumerdes 2003 Mw 6.8 earthquakes. This paper will address a number of proposed developments and considerations made towards a further improvement of the component of seismic hazard. In specific, an updated earthquake catalog (until year 2018) is compiled, and new conversion equations to moment magnitude are introduced. Furthermore, a network-based method for the estimation of the spatial and temporal distribution of the minimum magnitude of completeness is applied. We found relatively large values for M_c, due to the sparse network, and a nonlinear trend between M_w and body wave (m_b) or local magnitude (M_L), which are the most common scales reported in the region. Lastly, the resulting b-value of the Gutenberg-Richter distribution is sensitive to the declustering method.

Keywords: Conversion equation, magnitude of completeness, seismic events, seismic hazard.

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Authors: Woo Young Jung, Min Ho Kwon, Bu Seog Ju

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The primary objective of this research is to improve the flexural capacity of FRP strengthened RC Beam structures with Aluminum and Titanium laminates. FRP rupture of flexural strengthened RC beams using FRP plates generally occurs at the interface between FRP plate and the beam. Therefore, in order to prevent brittle rupture and improve the ductility of the system, this research was performed by using Aluminum and Titanium materials between the two different structural systems. The research also aims to provide various strengthening/retrofitting methods for RC beam structures and to conduct a preliminary analysis of the demands on the structural systems. This was achieved by estimation using the experimental data from this research to identify a flexural capacity for the systems. Ultimately, the preliminary analysis of current study showed that the flexural capacity and system demand ductility was significantly improved by the systems inserted with Aluminum and Titanium anchor plates. Further verification of the experimental research is currently on its way to develop a new or reliable design guideline to retrofit/strengthen the concrete-FRP structural system can be evaluated.

Keywords: Reinforced Concrete, FRP Laminate, Flexural Capacity, Ductility.

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Authors: Masoud Sadeghian, Alireza Fatehi

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In this paper, we use nonlinear system identification method to predict and detect process fault of a cement rotary kiln. After selecting proper inputs and output, an input-output model is identified for the plant. To identify the various operation points in the kiln, Locally Linear Neuro-Fuzzy (LLNF) model is used. This model is trained by LOLIMOT algorithm which is an incremental treestructure algorithm. Then, by using this method, we obtained 3 distinct models for the normal and faulty situations in the kiln. One of the models is for normal condition of the kiln with 15 minutes prediction horizon. The other two models are for the two faulty situations in the kiln with 7 minutes prediction horizon are presented. At the end, we detect these faults in validation data. The data collected from White Saveh Cement Company is used for in this study.

Keywords: Cement Rotary Kiln, Fault Detection, Delay Estimation Method, Locally Linear Neuro Fuzzy Model, LOLIMOT.

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Authors: Parisa Shooshtari, Gelareh Mohamadi, Behnam Molaee Ardekani, Mohammad Bagher Shamsollahi

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EEG signal is one of the oldest measures of brain activity that has been used vastly for clinical diagnoses and biomedical researches. However, EEG signals are highly contaminated with various artifacts, both from the subject and from equipment interferences. Among these various kinds of artifacts, ocular noise is the most important one. Since many applications such as BCI require online and real-time processing of EEG signal, it is ideal if the removal of artifacts is performed in an online fashion. Recently, some methods for online ocular artifact removing have been proposed. One of these methods is ARMAX modeling of EEG signal. This method assumes that the recorded EEG signal is a combination of EOG artifacts and the background EEG. Then the background EEG is estimated via estimation of ARMAX parameters. The other recently proposed method is based on adaptive filtering. This method uses EOG signal as the reference input and subtracts EOG artifacts from recorded EEG signals. In this paper we investigate the efficiency of each method for removing of EOG artifacts. A comparison is made between these two methods. Our undertaken conclusion from this comparison is that adaptive filtering method has better results compared with the results achieved by ARMAX modeling.

Keywords: Ocular Artifacts, EEG, Adaptive Filtering, ARMAX

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Authors: Kazeem A. Osuolale, Waheed B. Yahya, Babatunde L. Adeleke

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Latin hypercube designs (LHDs) have been applied in many computer experiments among the space-filling designs found in the literature. A LHD can be randomly generated but a randomly chosen LHD may have bad properties and thus act poorly in estimation and prediction. There is a connection between Latin squares and orthogonal arrays (OAs). A Latin square of order s involves an arrangement of s symbols in s rows and s columns, such that every symbol occurs once in each row and once in each column and this exists for every non-negative integer s. In this paper, a computer program was written to construct orthogonal array-based Latin hypercube designs (OA-LHDs). Orthogonal arrays (OAs) were constructed from Latin square of order s and the OAs constructed were afterward used to construct the desired Latin hypercube designs for three input variables for use in computer experiments. The LHDs constructed have better space-filling properties and they can be used in computer experiments that involve only three input factors. MATLAB 2012a computer package (www.mathworks.com/) was used for the development of the program that constructs the designs.

Keywords: Computer Experiments, Latin Squares, Latin Hypercube Designs, Orthogonal Array, Space-filling Designs.

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Authors: G. Partheepan, D.K. Sehgal, R.K. Pandey

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This paper presents a method for determining the uniaxial tensile properties such as Young-s modulus, yield strength and the flow behaviour of a material in a virtually non-destructive manner. To achieve this, a new dumb-bell shaped miniature specimen has been designed. This helps in avoiding the removal of large size material samples from the in-service component for the evaluation of current material properties. The proposed miniature specimen has an advantage in finite element modelling with respect to computational time and memory space. Test fixtures have been developed to enable the tension tests on the miniature specimen in a testing machine. The studies have been conducted in a chromium (H11) steel and an aluminum alloy (AR66). The output from the miniature test viz. load-elongation diagram is obtained and the finite element simulation of the test is carried out using a 2D plane stress analysis. The results are compared with the experimental results. It is observed that the results from the finite element simulation corroborate well with the miniature test results. The approach seems to have potential to predict the mechanical properties of the materials, which could be used in remaining life estimation of the various in-service structures.

Keywords: ABAQUS, finite element, miniature test, tensileproperties

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Authors: P. Luangpaiboon, P. Aungkulanon

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This work presents a multiple objective linear programming (MOLP) model based on the desirability function approach for solving the aggregate production planning (APP) decision problem upon Masud and Hwang-s model. The proposed model minimises total production costs, carrying or backordering costs and rates of change in labor levels. An industrial case demonstrates the feasibility of applying the proposed model to the APP problems with three scenarios of inventory levels. The proposed model yields an efficient compromise solution and the overall levels of DM satisfaction with the multiple combined response levels. There has been a trend to solve complex planning problems using various metaheuristics. Therefore, in this paper, the multi-objective APP problem is solved by hybrid metaheuristics of the hunting search (HuSIHSA) and firefly (FAIHSA) mechanisms on the improved harmony search algorithm. Results obtained from the solution of are then compared. It is observed that the FAIHSA can be used as a successful alternative solution mechanism for solving APP problems over three scenarios. Furthermore, the FAIHSA provides a systematic framework for facilitating the decision-making process, enabling a decision maker interactively to modify the desirability function approach and related model parameters until a good optimal solution is obtained with proper selection of control parameters when compared.

Keywords: Aggregate Production Planning, Desirability Function Approach, Improved Harmony Search Algorithm, Hunting Search Algorithm and Firefly Algorithm.

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Authors: Yang Fu, Jaime Rodrigo Navarro, Jose F. Monserrat, Faiza Bouchmal, Oscar Carrasco Quilis

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Cellular Vehicle to Everything (C-V2X) is considered a promising solution for future autonomous driving. From Release 16 to Release 17, the Third Generation Partnership Project (3GPP) has introduced the definitions and services for 5G New Radio (NR) V2X. Since establishing a simulator for C-V2X communications is an essential preliminary step to achieve reliable and stable communication links, this paper proposes a complete framework of a link-level simulator based on the 3GPP specifications for the Physical Sidelink Share Channel (PSSCH) of the 5G NR Physical Layer (PHY). In this framework, several algorithms in the receiver part, i.e., sliding window in channel estimation and Minimum Mean Square Error (MMSE)-based equalization, are developed. Finally, the performance of the developed PSSCH receiver is validated through extensive simulations under different assumptions.

Keywords: Yang Fu, Jaime Rodrigo Navarro, Jose F. Monserrat, Faiza Bouchmal, Oscar Carrasco Quilis

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Authors: Edikan E. Akpanibah, Ogunmodimu Dupe Catherine

Abstract:

The relevance of geometric Brownian motion (GBM) in modelling the behaviour of stock market prices (SMP) cannot be over emphasized taking into consideration the volatility of the SMP. Consequently, there is need to investigate how GBM models are being estimated and used in financial market to predict SMP. To achieve this, the GBM estimation and its application to the SMP of some selected companies are studied. The normal and log-normal distributions were used to determine the expected value, variance and co-variance. Furthermore, the GBM model was used to predict the SMP of some selected companies over a period of time and the mean absolute percentage error (MAPE) were calculated and used to determine the accuracy of the GBM model in predicting the SMP of the four companies under consideration. It was observed that for all the four companies, their MAPE values were within the region of acceptance. Also, the MAPE values of our data were compared to an existing literature to test the accuracy of our prediction with respect to time of investment. Finally, some numerical simulations of the graphs of the SMP, expectations and variance of the four companies over a period of time were presented using MATLAB programming software.

Keywords: Stock Market, Geometric Brownian Motion, normal and log-normal distribution, mean absolute percentage error.

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Authors: Hamdon A. Abdelrhman

Abstract:

The purpose of the analysis is estimation of viability and profitability of kenaf plant farming in Kelantan State. The monetary information was gathered through interviewing kenaf growers as well group discussion. In addition, the production statistics were collected from Kenaf factory administrative group. The monetary data were analyzed using the Precision financial Calculator. For kenaf production per hectare three scenarios of productivity were adopted, they were 15, 12 and ten; the research results exposed that, when kenaf productivity was 15 ton and the agronomist received financial supports from kenaf administration, the margin profit reached up to 37% which is almost dual profitability that is expected without government support. The financial analysis explains that, the adopted scenarios of the productivity are feasible when Benefit Cost Ratio (BCR) was used as financial indicator. Nonetheless, the kenaf productivity of 15 ton is the superlative viable among the others and payback period is 5 years which equals to middle period time to return the invested amount back. The study concluded that for the farmer to increase the productivity of kenaf per hectare the well farming practices as well as continuously farmers financial support are highly needed.

Keywords: Margin profit, farming practices, financial analysis, kenaf cultivation.

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