Abstract: A new deployment of the multiple criteria decision
making (MCDM) techniques: the Simple Additive Weighting
(SAW), and the Technique for Order Preference by Similarity to
Ideal Solution (TOPSIS) for portfolio allocation, is demonstrated in
this paper. Rather than exclusive reference to mean and variance as in
the traditional mean-variance method, the criteria used in this
demonstration are the first four moments of the portfolio distribution.
Each asset is evaluated based on its marginal impacts to portfolio
higher moments that are characterized by trapezoidal fuzzy numbers.
Then centroid-based defuzzification is applied to convert fuzzy
numbers to the crisp numbers by which SAW and TOPSIS can be
deployed. Experimental results suggest the similar efficiency of these
MCDM approaches to selecting dominant assets for an optimal
portfolio under higher moments. The proposed approaches allow
investors flexibly adjust their risk preferences regarding higher
moments via different schemes adapting to various (from
conservative to risky) kinds of investors. The other significant
advantage is that, compared to the mean-variance analysis, the
portfolio weights obtained by SAW and TOPSIS are consistently
well-diversified.
Abstract: In this paper, we give the generalized alternating twostage method in which the inner iterations are accomplished by a generalized alternating method. And we present convergence results of the method for solving nonsingular linear systems when the coefficient matrix of the linear system is a monotone matrix or an H-matrix.
Abstract: This paper reports the three-phase (gas + liquid +
hydrate) equilibrium pressure versus temperature data for a (O3 + O2 +
CO2 + H2O) system for developing the hydrate-based technology to
preserve ozone, a chemically unstable substance, for various
industrial, medical and consumer uses. These data cover the
temperature range from 272 K to 277 K, corresponding to pressures
from 1.6 MPa to 3.1 MPa, for each of the three different (O3 +
O2)-to-CO2 or O2-to-CO2 molar ratios in the gas phase, which are
approximately 4 : 6, 5 : 5, respectively. The mole fraction of ozone in
the gas phase was ~0.03 , which are the densest ozone fraction to
artificially form O3 containing hydrate ever reported in the literature.
Based on these data, the formation of hydrate containing
high-concentration ozone, as high as 1 mass %, will be expected.
Abstract: A parallel block method based on Backward
Differentiation Formulas (BDF) is developed for the parallel solution
of stiff Ordinary Differential Equations (ODEs). Most common
methods for solving stiff systems of ODEs are based on implicit
formulae and solved using Newton iteration which requires repeated
solution of systems of linear equations with coefficient matrix, I -
hβJ . Here, J is the Jacobian matrix of the problem. In this paper,
the matrix operations is paralleled in order to reduce the cost of the
iterations. Numerical results are given to compare the speedup and
efficiency of parallel algorithm and that of sequential algorithm.
Abstract: The Spiral development model has been used
successfully in many commercial systems and in a good number of
defense systems. This is due to the fact that cost-effective
incremental commitment of funds, via an analogy of the spiral model
to stud poker and also can be used to develop hardware or integrate
software, hardware, and systems. To support adaptive, semantic
collaboration between domain experts and knowledge engineers, a
new knowledge engineering process, called Spiral_OWL is proposed.
This model is based on the idea of iterative refinement, annotation
and structuring of knowledge base. The Spiral_OWL model is
generated base on spiral model and knowledge engineering
methodology. A central paradigm for Spiral_OWL model is the
concentration on risk-driven determination of knowledge engineering
process. The collaboration aspect comes into play during knowledge
acquisition and knowledge validation phase. Design rationales for the
Spiral_OWL model are to be easy-to-implement, well-organized, and
iterative development cycle as an expanding spiral.
Abstract: This paper describes an automatic algorithm to restore
the shape of three-dimensional (3D) left ventricle (LV) models created
from magnetic resonance imaging (MRI) data using a geometry-driven
optimization approach. Our basic premise is to restore the LV shape
such that the LV epicardial surface is smooth after the restoration. A
geometrical measure known as the Minimum Principle Curvature (κ2)
is used to assess the smoothness of the LV. This measure is used to
construct the objective function of a two-step optimization process.
The objective of the optimization is to achieve a smooth epicardial
shape by iterative in-plane translation of the MRI slices.
Quantitatively, this yields a minimum sum in terms of the magnitude
of κ
2, when κ2 is negative. A limited memory quasi-Newton algorithm,
L-BFGS-B, is used to solve the optimization problem. We tested our
algorithm on an in vitro theoretical LV model and 10 in vivo
patient-specific models which contain significant motion artifacts. The
results show that our method is able to automatically restore the shape
of LV models back to smoothness without altering the general shape of
the model. The magnitudes of in-plane translations are also consistent
with existing registration techniques and experimental findings.
Abstract: The aim of this research is to design a collaborative
framework that integrates risk analysis activities into the geospatial
database design (GDD) process. Risk analysis is rarely undertaken
iteratively as part of the present GDD methods in conformance to
requirement engineering (RE) guidelines and risk standards.
Accordingly, when risk analysis is performed during the GDD, some
foreseeable risks may be overlooked and not reach the output
specifications especially when user intentions are not systematically
collected. This may lead to ill-defined requirements and ultimately in
higher risks of geospatial data misuse. The adopted approach consists
of 1) reviewing risk analysis process within the scope of RE and
GDD, 2) analyzing the challenges of risk analysis within the context
of GDD, and 3) presenting the components of a risk-based
collaborative framework that improves the collection of the
intended/forbidden usages of the data and helps geo-IT experts to
discover implicit requirements and risks.
Abstract: In this paper a study on the vibration of thin
cylindrical shells with ring supports and made of functionally graded
materials (FGMs) composed of stainless steel and nickel is presented.
Material properties vary along the thickness direction of the shell
according to volume fraction power law. The cylindrical shells have
ring supports which are arbitrarily placed along the shell and impose
zero lateral deflections. The study is carried out based on third order
shear deformation shell theory (T.S.D.T). The analysis is carried out
using Hamilton-s principle. The governing equations of motion of
FGM cylindrical shells are derived based on shear deformation
theory. Results are presented on the frequency characteristics,
influence of ring support position and the influence of boundary
conditions. The present analysis is validated by comparing results
with those available in the literature.
Abstract: Flow movement in unsaturated soil can be expressed
by a partial differential equation, named Richards equation. The
objective of this study is the finding of an appropriate implicit
numerical solution for head based Richards equation. Some of the
well known finite difference schemes (fully implicit, Crank Nicolson
and Runge-Kutta) have been utilized in this study. In addition, the
effects of different approximations of moisture capacity function,
convergence criteria and time stepping methods were evaluated. Two
different infiltration problems were solved to investigate the
performance of different schemes. These problems include of vertical
water flow in a wet and very dry soils. The numerical solutions of
two problems were compared using four evaluation criteria and the
results of comparisons showed that fully implicit scheme is better
than the other schemes. In addition, utilizing of standard chord slope
method for approximation of moisture capacity function, automatic
time stepping method and difference between two successive
iterations as convergence criterion in the fully implicit scheme can
lead to better and more reliable results for simulation of fluid
movement in different unsaturated soils.
Abstract: In this paper we improve the quasilinearization method by barycentric Lagrange interpolation because of its numerical stability and computation speed to achieve a stable semi analytical solution. Then we applied the improved method for solving the Fin problem which is a nonlinear equation that occurs in the heat transferring. In the quasilinearization approach the nonlinear differential equation is treated by approximating the nonlinear terms by a sequence of linear expressions. The modified QLM is iterative but not perturbative and gives stable semi analytical solutions to nonlinear problems without depending on the existence of a smallness parameter. Comparison with some numerical solutions shows that the present solution is applicable.
Abstract: Failure modes and effects analysis (FMEA) is an effective technique for preventing potential problems and actions needed to error cause removal. On the other hand, the oil producing companies paly a critical role in the oil industry of Iran as a developing country out of which, Sepahan Oil Co. has a considerable contribution. The aim of this research is to show how FMEA could be applied and improve the quality of products at Sepahan Oil Co. For this purpose, the four liter production line of the company has been selected for investigation. The findings imply that the application of FMEA has reduced the scraps from 50000 ppm to 5000 ppm and has resulted in a 0.92 percent decrease of the oil waste.
Abstract: Information technology managers nowadays are
facing with tremendous pressure to plan, implement, and adopt new
technology solution due to the rapidity of technology changes.
Resulted from a lack of study that have been done in this topic, the
aim of this paper is to provide a comparison review on current tools
that are currently being used in order to respond to technological
changes. The study is based on extensive literature review of
published works with majority of them are ranging from 2000 to the
first part of 2011. The works were gathered from journals, books,
and other information sources available on the Web. Findings show
that, each tools has different focus and none of the tools are
providing a framework in holistic view, which should include
technical, people, process, and business environment aspect. Hence,
this result provides potential information about current available
tools that IT managers could use to manage changes in technology.
Further, the result reveals a research gap in the area where the
industries a short of such framework.
Abstract: Every commercial bank optimises its asset portfolio
depending on the profitability of assets and chosen or imposed
constraints. This paper proposes and applies a stylized model for
optimising banks' asset and liability structure, reflecting profitability
of different asset categories and their risks as well as costs associated
with different liability categories and reserve requirements. The level
of detail for asset and liability categories is chosen to create a
suitably parsimonious model and to include the most important
categories in the model. It is shown that the most appropriate
optimisation criterion for the model is the maximisation of the ratio
of net interest income to assets. The maximisation of this ratio is
subject to several constraints. Some are accounting identities or
dictated by legislative requirements; others vary depending on the
market objectives for a particular bank. The model predicts variable
amount of assets allocated to loan provision.
Abstract: Image synthesis is an important area in image processing.
To synthesize images various systems are proposed in
the literature. In this paper, we propose a bio-inspired system to
synthesize image and to study the generating power of the system, we
define the class of languages generated by our system. We call image
as array in this paper. We use a primitive called iso-array to synthesize
image/array. The operation is double splicing on iso-arrays. The
double splicing operation is used in DNA computing and we use
this to synthesize image. A comparison of the family of languages
generated by the proposed self restricted double splicing systems on
iso-arrays with the existing family of local iso-picture languages is
made. Certain closure properties such as union, concatenation and
rotation are studied for the family of languages generated by the
proposed model.
Abstract: In Grid computing, a data transfer protocol called
GridFTP has been widely used for efficiently transferring a large volume
of data. Currently, two versions of GridFTP protocols, GridFTP
version 1 (GridFTP v1) and GridFTP version 2 (GridFTP v2), have
been proposed in the GGF. GridFTP v2 supports several advanced
features such as data streaming, dynamic resource allocation, and
checksum transfer, by defining a transfer mode called X-block mode.
However, in the literature, effectiveness of GridFTP v2 has not been
fully investigated. In this paper, we therefore quantitatively evaluate
performance of GridFTP v1 and GridFTP v2 using mathematical
analysis and simulation experiments. We reveal the performance
limitation of GridFTP v1, and quantitatively show effectiveness of
GridFTP v2. Through several numerical examples, we show that by
utilizing the data streaming feature, the average file transfer time of
GridFTP v2 is significantly smaller than that of GridFTP v1.
Abstract: This paper presents a linear-elastic finite element method based flattening algorithm for three dimensional triangular surfaces. First, an intrinsic characteristic preserving method is used to obtain the initial developing graph, which preserves the angles and length ratios between two adjacent edges. Then, an iterative equation is established based on linear-elastic finite element method and the flattening result with an equilibrium state of internal force is obtained by solving this iterative equation. The results show that complex surfaces can be dealt with this proposed method, which is an efficient tool for the applications in computer aided design, such as mould design.
Abstract: This paper presents a novel approach for tuning unified power flow controller (UPFC) based damping controller in order to enhance the damping of power system low frequency oscillations. The design problem of damping controller is formulated as an optimization problem according to the eigenvalue-based objective function which is solved using iteration particle swarm optimization (IPSO). The effectiveness of the proposed controller is demonstrated through eigenvalue analysis and nonlinear time-domain simulation studies under a wide range of loading conditions. The simulation study shows that the designed controller by IPSO performs better than CPSO in finding the solution. Moreover, the system performance analysis under different operating conditions show that the δE based controller is superior to the mB based controller.
Abstract: The lifelong learning is a crucial element in the
modernization of European education and training systems. The most
important actors in the development process of the lifelong learning
are the trainers, whose professional characteristics need new
competences and skills in the current labour market. The main
objective of this paper is to establish an importance ranking of the
new competences, capabilities and skills that the lifelong learning
Spanish trainers must possess nowadays. A wide study of secondary
sources has allowed the design of a questionnaire that organizes the
trainer-s skills and competences. The e-Delphi method is used for
realizing a creative, individual and anonymous evaluation by experts
on the importance ranking that presents the criteria, sub-criteria and
indicators of the e-Delphi questionnaire. Twenty Spanish experts in
the lifelong learning have participated in two rounds of the e-
DELPHI method. In the first round, the analysis of the experts-
evaluation has allowed to establish the ranking of the most
importance criteria, sub-criteria and indicators and to eliminate the
least valued. The minimum level necessary to reach the consensus
among experts has been achieved in the second round.
Abstract: In this article a modification of the algorithm of the fuzzy ART network, aiming at returning it supervised is carried out. It consists of the search for the comparison, training and vigilance parameters giving the minimum quadratic distances between the output of the training base and those obtained by the network. The same process is applied for the determination of the parameters of the fuzzy ARTMAP giving the most powerful network. The modification consist in making learn the fuzzy ARTMAP a base of examples not only once as it is of use, but as many time as its architecture is in evolution or than the objective error is not reached . In this way, we don-t worry about the values to impose on the eight (08) parameters of the network. To evaluate each one of these three networks modified, a comparison of their performances is carried out. As application we carried out a classification of the image of Algiers-s bay taken by SPOT XS. We use as criterion of evaluation the training duration, the mean square error (MSE) in step control and the rate of good classification per class. The results of this study presented as curves, tables and images show that modified fuzzy ARTMAP presents the best compromise quality/computing time.
Abstract: Efficient preprocessing is very essential for automatic
recognition of handwritten documents. In this paper, techniques on
segmenting words in handwritten Arabic text are presented. Firstly,
connected components (ccs) are extracted, and distances among
different components are analyzed. The statistical distribution of this
distance is then obtained to determine an optimal threshold for words
segmentation. Meanwhile, an improved projection based method is
also employed for baseline detection. The proposed method has been
successfully tested on IFN/ENIT database consisting of 26459
Arabic words handwritten by 411 different writers, and the results
were promising and very encouraging in more accurate detection of
the baseline and segmentation of words for further recognition.