Stability Bound of Ruin Probability in a Reduced Two-Dimensional Risk Model

In this work, we introduce the qualitative and quantitative concept of the strong stability method in the risk process modeling two lines of business of the same insurance company or an insurance and re-insurance companies that divide between them both claims and premiums with a certain proportion. The approach proposed is based on the identification of the ruin probability associate to the model considered, with a stationary distribution of a Markov random process called a reversed process. Our objective, after clarifying the condition and the perturbation domain of parameters, is to obtain the stability inequality of the ruin probability which is applied to estimate the approximation error of a model with disturbance parameters by the considered model. In the stability bound obtained, all constants are explicitly written.

Requirement Engineering and Software Product Line Scoping Paradigm

Requirement Engineering (RE) is a part being created for programming structure during the software development lifecycle. Software product line development is a new topic area within the domain of software engineering. It also plays important role in decision making and it is ultimately helpful in rising business environment for productive programming headway. Decisions are central to engineering processes and they hold them together. It is argued that better decisions will lead to better engineering. To achieve better decisions requires that they are understood in detail. In order to address the issues, companies are moving towards Software Product Line Engineering (SPLE) which helps in providing large varieties of products with minimum development effort and cost. This paper proposed a new framework for software product line and compared with other models. The results can help to understand the needs in SPL testing, by identifying points that still require additional investigation. In our future scenario, we will combine this model in a controlled environment with industrial SPL projects which will be the new horizon for SPL process management testing strategies.

Lean Impact Analysis Assessment Models: Development of a Lean Measurement Structural Model

The paper is aimed at developing a model to measure the impact of Lean manufacturing deployment on organizational performance. The model will help industry practitioners to assess the impact of implementing Lean constructs on organizational performance. It will also harmonize the measurement models of Lean performance with the house of Lean that seems to have become the industry standard. The sheer number of measurement models for impact assessment of Lean implementation makes it difficult for new adopters to select an appropriate assessment model or deployment methodology. A literature review is conducted to classify the Lean performance model. Pareto analysis is used to select the Lean constructs for the development of the model. The model is further formalized through the use of Structural Equation Modeling (SEM) in defining the underlying latent structure of a Lean system. An impact assessment measurement model developed can be used to measure Lean performance and can be adopted by different industries.

University-Industry Technology Transfer and Technology Transfer Offices in Emerging Economies

The aim of this paper is to get insight on the nature of university-industry technology transfer (UITT) and technology transfer offices (TTOs) activity at universities in the case of emerging economies. In relation to the process of transferring knowledge/technology in the case of emerging economies, knowledge/technology transfer in these economies are more reactive than in developed economies due to differences in maturity of technologies. It is assumed in this paper that knowledge/technology transfer is a complex phenomenon, and thus the paper contributes to get insight on the nature of UITT and TTOs creation in the case of emerging economies by using a system dynamics model of knowledge/technology transfer in these countries. The paper recognizes the differences between industrialized countries and emerging economies on these phenomena.

Cross Country Comparison: Business Process Management Maturity, Social Business Process Management and Organizational Culture

In recent few decades, business process management (BPM) has been in focus of a great number of researchers and organizations. There are many benefits derived from the implementation of BPM in organizations. However, there has been also noticed that lately traditional BPM faces some difficulties in terms of the divide between models and their execution, lost innovations, lack of information fusioning and so on. As a result, there has been a new discipline, called social BPM, which incorporates principles of social software into the BPM. On the other hand, many researchers indicate organizational culture as a vital part of the BPM success and maturity. Therefore, the goal of this study is to investigate the current state of BPM maturity and the usage of social BPM among the organizations from Croatia, Slovenia and Austria, with the regards to the organizational culture as well. The paper presents the results of a survey conducted as part of the PROSPER project (IP-2014-09-3729), financed by Croatian Science Foundation. The results indicate differences in the level of BPM maturity, the usage of social BPM and the dominant organizational culture in the observed organizations from different countries. These differences are further discussed in the paper.

Replicating Brain’s Resting State Functional Connectivity Network Using a Multi-Factor Hub-Based Model

The brain’s functional connectivity while temporally non-stationary does express consistency at a macro spatial level. The study of stable resting state connectivity patterns hence provides opportunities for identification of diseases if such stability is severely perturbed. A mathematical model replicating the brain’s spatial connections will be useful for understanding brain’s representative geometry and complements the empirical model where it falls short. Empirical computations tend to involve large matrices and become infeasible with fine parcellation. However, the proposed analytical model has no such computational problems. To improve replicability, 92 subject data are obtained from two open sources. The proposed methodology, inspired by financial theory, uses multivariate regression to find relationships of every cortical region of interest (ROI) with some pre-identified hubs. These hubs acted as representatives for the entire cortical surface. A variance-covariance framework of all ROIs is then built based on these relationships to link up all the ROIs. The result is a high level of match between model and empirical correlations in the range of 0.59 to 0.66 after adjusting for sample size; an increase of almost forty percent. More significantly, the model framework provides an intuitive way to delineate between systemic drivers and idiosyncratic noise while reducing dimensions by more than 30 folds, hence, providing a way to conduct attribution analysis. Due to its analytical nature and simple structure, the model is useful as a standalone toolkit for network dependency analysis or as a module for other mathematical models.

Application of Rapidly Exploring Random Tree Star-Smart and G2 Quintic Pythagorean Hodograph Curves to the UAV Path Planning Problem

This work approaches the automatic planning of paths for Unmanned Aerial Vehicles (UAVs) through the application of the Rapidly Exploring Random Tree Star-Smart (RRT*-Smart) algorithm. RRT*-Smart is a sampling process of positions of a navigation environment through a tree-type graph. The algorithm consists of randomly expanding a tree from an initial position (root node) until one of its branches reaches the final position of the path to be planned. The algorithm ensures the planning of the shortest path, considering the number of iterations tending to infinity. When a new node is inserted into the tree, each neighbor node of the new node is connected to it, if and only if the extension of the path between the root node and that neighbor node, with this new connection, is less than the current extension of the path between those two nodes. RRT*-smart uses an intelligent sampling strategy to plan less extensive routes by spending a smaller number of iterations. This strategy is based on the creation of samples/nodes near to the convex vertices of the navigation environment obstacles. The planned paths are smoothed through the application of the method called quintic pythagorean hodograph curves. The smoothing process converts a route into a dynamically-viable one based on the kinematic constraints of the vehicle. This smoothing method models the hodograph components of a curve with polynomials that obey the Pythagorean Theorem. Its advantage is that the obtained structure allows computation of the curve length in an exact way, without the need for quadratural techniques for the resolution of integrals.

Crude Oil Price Prediction Using LSTM Networks

Crude oil market is an immensely complex and dynamic environment and thus the task of predicting changes in such an environment becomes challenging with regards to its accuracy. A number of approaches have been adopted to take on that challenge and machine learning has been at the core in many of them. There are plenty of examples of algorithms based on machine learning yielding satisfactory results for such type of prediction. In this paper, we have tried to predict crude oil prices using Long Short-Term Memory (LSTM) based recurrent neural networks. We have tried to experiment with different types of models using different epochs, lookbacks and other tuning methods. The results obtained are promising and presented a reasonably accurate prediction for the price of crude oil in near future.

Assessing the Social Impacts of Regional Services: The Case of a Portuguese Municipality

In recent years, the social economy is increasingly seen as a viable means to address social problems. Social enterprises, as well as public projects and initiatives targeted to meet social purposes, offer organizational models that assume heterogeneity, flexibility and adaptability to the ‘real world and real problems’. Despite the growing popularity of social initiatives, decision makers still face a paucity in what concerns the available models and tools to adequately assess its sustainability, and its impacts, notably the nature of its contribution to economic growth. This study was carried out at the local level, by analyzing the social impact initiatives and projects promoted by the Municipality of Albergaria-a-Velha (Câmara Municipal de Albergaria-a-Velha -CMA), a municipality of 25,000 inhabitants in the central region of Portugal. This work focuses on the challenges related to the qualifications and employability of citizens, which stands out as one of the key concerns in the Portuguese economy, particularly expressive in the context of small-scale cities and inland territories. The study offers a characterization of the Municipality, its socio-economic structure and challenges, followed by an exploratory analysis of multiple sourced data, collected from the CMA's documental sources as well as from privileged informants. The purpose is to conduct detailed analysis of the CMA's social projects, aimed at characterizing its potential impact for the model of qualifications and employability of the citizens of the Municipality. The study encompasses a discussion of the socio-economic profile of the municipality, notably its asymmetries, the analysis of the social projects and initiatives, as well as of data derived from inquiry actors involved in the implementation of the social projects and its beneficiaries. Finally, the results obtained with the Better Life Index will be included. This study makes it possible to ascertain if what is implicit in the literature goes to the encounter of what one experiences in reality.

Methodology: A Review in Modelling and Predictability of Embankment in Soft Ground

Transportation network development in the developing country is in rapid pace. The majority of the network belongs to railway and expressway which passes through diverse topography, landform and geological conditions despite the avoidance principle during route selection. Construction of such networks demand many low to high embankment which required improvement in the foundation soil. This paper is mainly focused on the various advanced ground improvement techniques used to improve the soft soil, modelling approach and its predictability for embankments construction. The ground improvement techniques can be broadly classified in to three groups i.e. densification group, drainage and consolidation group and reinforcement group which are discussed with some case studies.  Various methods were used in modelling of the embankments from simple 1-dimensional to complex 3-dimensional model using variety of constitutive models. However, the reliability of the predictions is not found systematically improved with the level of sophistication.  And sometimes the predictions are deviated more than 60% to the monitored value besides using same level of erudition. This deviation is found mainly due to the selection of constitutive model, assumptions made during different stages, deviation in the selection of model parameters and simplification during physical modelling of the ground condition. This deviation can be reduced by using optimization process, optimization tools and sensitivity analysis of the model parameters which will guide to select the appropriate model parameters.

From Industry 4.0 to Agriculture 4.0: A Framework to Manage Product Data in Agri-Food Supply Chain for Voluntary Traceability

Agri-food value chain involves various stakeholders with different roles. All of them abide by national and international rules and leverage marketing strategies to advance their products. Food products and related processing phases carry with it a big mole of data that are often not used to inform final customer. Some data, if fittingly identified and used, can enhance the single company, and/or the all supply chain creates a math between marketing techniques and voluntary traceability strategies. Moreover, as of late, the world has seen buying-models’ modification: customer is careful on wellbeing and food quality. Food citizenship and food democracy was born, leveraging on transparency, sustainability and food information needs. Internet of Things (IoT) and Analytics, some of the innovative technologies of Industry 4.0, have a significant impact on market and will act as a main thrust towards a genuine ‘4.0 change’ for agriculture. But, realizing a traceability system is not simple because of the complexity of agri-food supply chain, a lot of actors involved, different business models, environmental variations impacting products and/or processes, and extraordinary climate changes. In order to give support to the company involved in a traceability path, starting from business model analysis and related business process a Framework to Manage Product Data in Agri-Food Supply Chain for Voluntary Traceability was conceived. Studying each process task and leveraging on modeling techniques lead to individuate information held by different actors during agri-food supply chain. IoT technologies for data collection and Analytics techniques for data processing supply information useful to increase the efficiency intra-company and competitiveness in the market. The whole information recovered can be shown through IT solutions and mobile application to made accessible to the company, the entire supply chain and the consumer with the view to guaranteeing transparency and quality.

Mapping of Solar Radiation Anomalies Based on Climate Change

The use of alternative energy sources to meet energy demand reduces environmental damage. To diversify an energy matrix and to minimize global warming, a solar energy is gaining space, being an important source of renewable energy, and its potential depends on the climatic conditions of the region. Brazil presents a great solar potential for a generation of electric energy, so the knowledge of solar radiation and its characteristics are fundamental for the study of energy use. Due to the above reasons, this article aims to verify the climatic variability corresponding to the variations in solar radiation anomalies, in the face of climate change scenarios. The data used in this research are part of the Intercomparison of Interconnected Models, Phase 5 (CMIP5), which contributed to the preparation of the fifth IPCC-AR5 report. The solar radiation data were extracted from The Australian Community Climate and Earth System Simulator (ACCESS) model using the RCP 4.5 and RCP 8.5 scenarios that represent an intermediate structure and a pessimistic framework, the latter being the most worrisome in all cases. In order to allow the use of solar radiation as a source of energy in a given location and/or region, it is important, first, to determine its availability, thus justifying the importance of the study. The results pointed out, for the 75-year period (2026-2100), based on a pessimistic scenario, indicate a drop in solar radiation of the approximately 12% in the eastern region of Rio Grande do Sul. Factors that influence the pessimistic prospects of this scenario should be better observed by the responsible authorities, since they can affect the possibility to produce electricity from solar radiation.

Performance of the Strong Stability Method in the Univariate Classical Risk Model

In this paper, we study the performance of the strong stability method of the univariate classical risk model. We interest to the stability bounds established using two approaches. The first based on the strong stability method developed for a general Markov chains. The second approach based on the regenerative processes theory . By adopting an algorithmic procedure, we study the performance of the stability method in the case of exponential distribution claim amounts. After presenting numerically and graphically the stability bounds, an interpretation and comparison of the results have been done.

Model-Driven and Data-Driven Approaches for Crop Yield Prediction: Analysis and Comparison

Crop yield prediction is a paramount issue in agriculture. The main idea of this paper is to find out efficient way to predict the yield of corn based meteorological records. The prediction models used in this paper can be classified into model-driven approaches and data-driven approaches, according to the different modeling methodologies. The model-driven approaches are based on crop mechanistic modeling. They describe crop growth in interaction with their environment as dynamical systems. But the calibration process of the dynamic system comes up with much difficulty, because it turns out to be a multidimensional non-convex optimization problem. An original contribution of this paper is to propose a statistical methodology, Multi-Scenarios Parameters Estimation (MSPE), for the parametrization of potentially complex mechanistic models from a new type of datasets (climatic data, final yield in many situations). It is tested with CORNFLO, a crop model for maize growth. On the other hand, the data-driven approach for yield prediction is free of the complex biophysical process. But it has some strict requirements about the dataset. A second contribution of the paper is the comparison of these model-driven methods with classical data-driven methods. For this purpose, we consider two classes of regression methods, methods derived from linear regression (Ridge and Lasso Regression, Principal Components Regression or Partial Least Squares Regression) and machine learning methods (Random Forest, k-Nearest Neighbor, Artificial Neural Network and SVM regression). The dataset consists of 720 records of corn yield at county scale provided by the United States Department of Agriculture (USDA) and the associated climatic data. A 5-folds cross-validation process and two accuracy metrics: root mean square error of prediction(RMSEP), mean absolute error of prediction(MAEP) were used to evaluate the crop prediction capacity. The results show that among the data-driven approaches, Random Forest is the most robust and generally achieves the best prediction error (MAEP 4.27%). It also outperforms our model-driven approach (MAEP 6.11%). However, the method to calibrate the mechanistic model from dataset easy to access offers several side-perspectives. The mechanistic model can potentially help to underline the stresses suffered by the crop or to identify the biological parameters of interest for breeding purposes. For this reason, an interesting perspective is to combine these two types of approaches.

Projections of Climate Change in the Rain Regime of the Ibicui River Basin

The global concern about climate change has been increasing, since the emission of gases from human activities contributes to the greenhouse effect in the atmosphere, indicating significant impacts to the planet in the coming years. The study of precipitation regime is fundamental for the development of research in several areas. Among them are hydrology, agriculture, and electric sector. Using the climatic projections of the models belonging to the CMIP5, the main objective of the paper was to present an analysis of the impacts of climate change without rainfall in the Uruguay River basin. After an analysis of the results, it can be observed that for the future climate, there is a tendency, in relation to the present climate, for larger numbers of dry events, mainly in the winter months, changing the pluviometric regime for wet summers and drier winters. Given this projected framework, it is important to note the importance of adequate management of the existing water sources in the river basin, since the value of rainfall is reduced for the next years, it may compromise the dynamics of the ecosystems in the region. Facing climate change is fundamental issue for regions and cities all around the world. Society must improve its resilience to phenomenon impacts, and spreading the knowledge among decision makers and citizens is also essential. So, these research results can be subsidies for the decision-making in planning and management of mitigation measures and/or adaptation in south Brazil.

4D Modelling of Low Visibility Underwater Archaeological Excavations Using Multi-Source Photogrammetry in the Bulgarian Black Sea

This paper introduces the applicability of underwater photogrammetric survey within challenging conditions as the main tool to enhance and enrich the process of documenting archaeological excavation through the creation of 4D models. Photogrammetry was being attempted on underwater archaeological sites at least as early as the 1970s’ and today the production of traditional 3D models is becoming a common practice within the discipline. Photogrammetry underwater is more often implemented to record exposed underwater archaeological remains and less so as a dynamic interpretative tool.  Therefore, it tends to be applied in bright environments and when underwater visibility is > 1m, reducing its implementation on most submerged archaeological sites in more turbid conditions. Recent years have seen significant development of better digital photographic sensors and the improvement of optical technology, ideal for darker environments. Such developments, in tandem with powerful processing computing systems, have allowed underwater photogrammetry to be used by this research as a standard recording and interpretative tool. Using multi-source photogrammetry (5, GoPro5 Hero Black cameras) this paper presents the accumulation of daily (4D) underwater surveys carried out in the Early Bronze Age (3,300 BC) to Late Ottoman (17th Century AD) archaeological site of Ropotamo in the Bulgarian Black Sea under challenging conditions (< 0.5m visibility). It proves that underwater photogrammetry can and should be used as one of the main recording methods even in low light and poor underwater conditions as a way to better understand the complexity of the underwater archaeological record.

Accuracy of Autonomy Navigation of Unmanned Aircraft Systems through Imagery

The Unmanned Aircraft Systems (UAS) usually navigate through the Global Navigation Satellite System (GNSS) associated with an Inertial Navigation System (INS). However, GNSS can have its accuracy degraded at any time or even turn off the signal of GNSS. In addition, there is the possibility of malicious interferences, known as jamming. Therefore, the image navigation system can solve the autonomy problem, because if the GNSS is disabled or degraded, the image navigation system would continue to provide coordinate information for the INS, allowing the autonomy of the system. This work aims to evaluate the accuracy of the positioning though photogrammetry concepts. The methodology uses orthophotos and Digital Surface Models (DSM) as a reference to represent the object space and photograph obtained during the flight to represent the image space. For the calculation of the coordinates of the perspective center and camera attitudes, it is necessary to know the coordinates of homologous points in the object space (orthophoto coordinates and DSM altitude) and image space (column and line of the photograph). So if it is possible to automatically identify in real time the homologous points the coordinates and attitudes can be calculated whit their respective accuracies. With the methodology applied in this work, it is possible to verify maximum errors in the order of 0.5 m in the positioning and 0.6º in the attitude of the camera, so the navigation through the image can reach values equal to or higher than the GNSS receivers without differential correction. Therefore, navigating through the image is a good alternative to enable autonomous navigation.

Comparison of Electrical Parameters of Oil-Immersed and Dry-Type Transformer Using Finite Element Method

The choice evaluation between oil-immersed and dry-type transformers is often controlled by cost, location, and application. This paper compares the electrical performance of liquid- filled and dry-type transformers, which will assist the customer to choose the right and efficient ones for particular applications. An accurate assessment of the time-average flux density, electric field intensity and voltage distribution in an oil-insulated and a dry-type transformer have been computed and investigated. The detailed transformer modeling and analysis has been carried out to determine electrical parameter distributions. The models of oil-immersed and dry-type transformers are developed and solved by using the finite element method (FEM) to compare the electrical parameters. The effects of non-uniform and non-coherent voltage gradient, flux density and electric field distribution on the power losses and insulation properties of transformers are studied in detail. The results show that, for the same voltage and kilo-volt-ampere (kVA) rating, oil-immersed transformers have better insulation properties and less hysteresis losses than the dry-type.

Optimization of Slider Crank Mechanism Using Design of Experiments and Multi-Linear Regression

Crank shaft length, connecting rod length, crank angle, engine rpm, cylinder bore, mass of piston and compression ratio are the inputs that can control the performance of the slider crank mechanism and then its efficiency. Several combinations of these seven inputs are used and compared. The throughput engine torque predicted by the simulation is analyzed through two different regression models, with and without interaction terms, developed according to multi-linear regression using LU decomposition to solve system of algebraic equations. These models are validated. A regression model in seven inputs including their interaction terms lowered the polynomial degree from 3rd degree to 1st degree and suggested valid predictions and stable explanations.

Pressure Angle and Profile Shift Factor Effects on the Natural Frequency of Spur Tooth Design

In this paper, an (irregular) case relating to base circle, root circle, and pressure angle has been discussed and a computer programme has been developed to simulate and plot spur gear tooth profile, including involute and trochoid curves based on the formulation of rack cutter using different values of pressure angle and profile shift factor and it gave the values of all important geometric parameters. The results showed the flexibility of this approach and versatility of the programme to draw many different cases of spur gear teeth of any module, pressure angle, profile shift factor, number of teeth and rack cutter tip radius. The procedure developed can be extended to produce finite element models of heretofore intractable geometrical forms, to exploring fabrication of nonstandard tooth forms also. Finite elements model of these irregular cases have been built using above programme, and modal analysis has been done using ANSYS software, and natural frequencies of these selected cases have been obtained and discussed.