Abstract: While financial institutions have faced difficulties
over the years for a multitude of reasons, the major cause of serious
banking problems continues to be directly related to lax credit
standards for borrowers and counterparties, poor portfolio risk
management, or a lack of attention to changes in economic or other
circumstances that can lead to a deterioration in the credit standing of
a bank's counterparties. Credit risk is most simply defined as the
potential that a bank borrower or counterparty will fail to meet its
obligations in accordance with agreed terms. The goal of credit risk
management is to maximize a bank's risk-adjusted rate of return by
maintaining credit risk exposure within acceptable parameters. Banks
need to manage the credit risk inherent in the entire portfolio as well
as the risk in individual credits or transactions. Banks should also
consider the relationships between credit risk and other risks. The
effective management of credit risk is a critical component of a
comprehensive approach to risk management and essential to the
long-term success of any banking organization. In this research we
also study the relationship between credit risk indices and borrower-s
timely payback in Karafarin bank.
Abstract: This work proposes a recursive weighted ELS
algorithm for system identification by applying numerically robust
orthogonal Householder transformations. The properties of the
proposed algorithm show it obtains acceptable results in a noisy
environment: fast convergence and asymptotically unbiased
estimates. Comparative analysis with others robust methods well
known from literature are also presented.
Abstract: Female breast cancer is the second in frequency after cervical cancer. Surgery is the most common treatment for breast cancer, followed by chemotherapy as a treatment of choice. Although effective, it causes serious side effects. Controlled-release drug delivery is an alternative method to improve the efficacy and safety of the treatment. It can release the dosage of drug between the minimum effect concentration (MEC) and minimum toxic concentration (MTC) within tumor tissue and reduce the damage of normal tissue and the side effect. Because an in vivo experiment of this system can be time-consuming and labor-intensive, a mathematical model is desired to study the effects of important parameters before the experiments are performed. Here, we describe a 3D mathematical model to predict the release of doxorubicin from pluronic gel to treat human breast cancer. This model can, ultimately, be used to effectively design the in vivo experiments.
Abstract: We derive simple sets of equations to describe the microwave response of a thin film of magnetized hydrogen plasma in the presence of carbon nanotubes, which were grown by ironcatalyzed high-pressure disproportionation (HiPco). By considering the interference effects due to multiple reflections between thin plasma film interfaces, we present the effects of the continuously changing external magnetic field and plasma parameters on the reflected power, absorbed power, and transmitted power in the system. The simulation results show that the interference effects play an important role in the reflectance, transmittance and absorptance of microwave radiation at the magnetized plasma slab. As a consequence, the interference effects lead to a sinusoidal variation of the reflected intensity and can greatly reduce the amount of reflection power, but the absorption power increases.
Abstract: In a liberalized electricity market, it is not surprising
that different customers require different power quality (PQ) levels at
different price. Power quality related to several power disturbances is
described by many parameters, so how to define a comprehensive
hierarchy evaluation system of power quality (PQCHES) has become
a concerned issue. In this paper, based on four electromagnetic
compatibility (EMC) levels, the numerical range of each power
disturbance is divided into five grades (Grade I –Grade V), and the
“barrel principle" of power quality is used for the assessment of
overall PQ performance with only one grade indicator. A case study
based on actual monitored data of PQ shows that the site PQ grade
indicates the electromagnetic environment level and also expresses the
characteristics of loads served by the site.
The shortest plank principle of PQ barrel is an incentive
mechanism, which can combine with the rewards/penalty mechanism
(RPM) of consumed energy “on quality demand", to stimulate utilities
to improve the overall PQ level and also stimulate end-user more
“smart" under the infrastructure of future SmartGrid..
Abstract: This paper describes a new measuring algorithm for
three-dimensional (3-D) braided composite material .Braided angle is
an important parameter of braided composites. The objective of this
paper is to present an automatic measuring system. In the paper, the
algorithm is performed by using vcµ6.0 language on PC. An
advanced filtered algorithm for image of 3-D braided composites
material performs has been developed. The procedure is completely
automatic and relies on the gray scale information content of the
images and their local wavelet transform modulus maxims.
Experimental results show that the proposed method is feasible.
The algorithm was tested on both carbon-fiber and glass-fiber
performs.
Abstract: Anaerobic treatment has many advantages over other
biological method particularly when used to treat complex
wastewater such as petroleum refinery wastewater. In this study two
Up-flow Anaerobic Sludge Blanket (UASB) reactors were operated
in parallel to treat six volumetric organic loads (0.58, 1.21, 0.89,
2.34, 1.47 and 4.14 kg COD/m3·d) to evaluate the chemical oxygen
demand (COD) removal efficiency. The reactors were continuously
adapting to the changing of operation condition with increase in the
removal efficiency or slight decrease until the last load which was
more than two times the load, at which the reactor stressed and the
removal efficiency decreased to 75% with effluent concentration of
1746 mg COD/L. Other parameters were also monitored such as pH,
alkalinity, volatile fatty acid and gas production rate. The UASB
reactor was suitable to treat petroleum refinery wastewater and the
highest COD removal rate was 83% at 1215 kg/m3·d with COD
concentration about 356 mg/L in the effluent.
Abstract: Recently, the findings on the MEG iterative scheme has demonstrated to accelerate the convergence rate in solving any system of linear equations generated by using approximation equations of boundary value problems. Based on the same scheme, the aim of this paper is to investigate the capability of a family of four-point block iterative methods with a weighted parameter, ω such as the 4 Point-EGSOR, 4 Point-EDGSOR, and 4 Point-MEGSOR in solving two-dimensional elliptic partial differential equations by using the second-order finite difference approximation. In fact, the formulation and implementation of three four-point block iterative methods are also presented. Finally, the experimental results show that the Four Point MEGSOR iterative scheme is superior as compared with the existing four point block schemes.
Abstract: This paper investigates the optimization problem of
multi-product aggregate production planning (APP) with fuzzy data.
From a comprehensive viewpoint of conserving the fuzziness of input
information, this paper proposes a method that can completely
describe the membership function of the performance measure. The
idea is based on the well-known Zadeh-s extension principle which
plays an important role in fuzzy theory. In the proposed solution
procedure, a pair of mathematical programs parameterized by
possibility level a is formulated to calculate the bounds of the
optimal performance measure at a . Then the membership function of
the optimal performance measure is constructed by enumerating
different values of a . Solutions obtained from the proposed method
contain more information, and can offer more chance to achieve the
feasible disaggregate plan. This is helpful to the decision-maker in
practical applications.
Abstract: Three dimensional analysis of thermal model in laser
full penetration welding, Nd:YAG, by transparent mode DP600 alloy
steel 1.25mm of thickness and gap of 0.1mm. Three models studied
the influence of thermal dependent temperature properties, thermal
independent temperature and the effect of peak value of specific heat
at phase transformation temperature, AC1, on the transient
temperature. Another seven models studied the influence of
discretization, meshes on the temperature distribution in weld plate.
It is shown that for the effects of thermal properties, the errors less
4% of maximum temperature in FZ and HAZ have identified. The
minimum value of discretization are at least one third increment per
radius for temporal discretization and the spatial discretization
requires two elements per radius and four elements through thickness
of the assembled plate, which therefore represent the minimum
requirements of modeling for the laser welding in order to get
minimum errors less than 5% compared to the fine mesh.
Abstract: The technique of inducing micro ecosystem
restoration is one of aquatic ecology engineering methods used to
retrieve the polluted water. Batch scale study, pilot plant study, and
field study were carried out to observe the eutrophication using the
Inducing Ecology Restorative Symbiosis Agent (IERSA) consisting
mainly degraded products by using lactobacillus, saccharomycete,
and phycomycete. The results obtained from the experiments of the
batch scale and pilot plant study allowed us to development the
parameters for the field study. A pond, 5 m to the outlet of a lake,
with an area of 500 m2 and depth of 0.6-1.2 m containing about 500
tons of water was selected as a model. After the treatment with 10
mg IERSA/L water twice a week for 70 days, the micro restoration
mechanisms consisted of three stages (i.e., restoration, impact
maintenance, and ecology recovery experiment after impact). The
COD, TN, TKN, and chlorophyll a were reduced significantly in the
first week. Although the unexpected heavy rain and contaminate
from sewage system might slow the ecology restoration. However,
the self-cleaning function continued and the chlorophyll a reduced
for 50% in one month. In the 4th week, amoeba, paramecium, rotifer,
and red wriggle worm reappeared, and the number of fish flies
appeared up to1000 fish fries/m3. Those results proved that inducing
restorative mechanism can be applied to improve the eutrophication
and to control the growth of algae in the lakes by gaining the selfcleaning
through inducing and competition of microbes. The
situation for growth of fishes also can reach an excellent result due to
the improvement of water quality.
Abstract: In this paper a novel scheme for watermarking digital
audio during its compression to MPEG-1 Layer III format is
proposed. For this purpose we slightly modify some of the selected
MDCT coefficients, which are used during MPEG audio
compression procedure. Due to the possibility of modifying different
MDCT coefficients, there will be different choices for embedding the
watermark into audio data, considering robustness and transparency
factors. Our proposed method uses a genetic algorithm to select the
best coefficients to embed the watermark. This genetic selection is
done according to the parameters that are extracted from the
perceptual content of the audio to optimize the robustness and
transparency of the watermark. On the other hand the watermark
security is increased due to the random nature of the genetic
selection. The information of the selected MDCT coefficients that
carry the watermark bits, are saves in a database for future extraction
of the watermark. The proposed method is suitable for online MP3
stores to pursue illegal copies of musical artworks. Experimental
results show that the detection ratio of the watermarks at the bitrate
of 128kbps remains above 90% while the inaudibility of the
watermark is preserved.
Abstract: Speckle phenomena results from when coherent
radiation is reflected from a rough surface. Characterizing the speckle
strongly depends on the measurement condition and experimental
setup. In this paper we report the experimental results produced with
different parameters in the setup. We investigated the factors which
affects the speckle contrast, such as, F-number, gamma value and
exposure time of the camera, rather than geometric factors like the
distance between the projector lens to the screen, the viewing distance,
etc. The measurement results show that the speckle contrast decreases
by decreasing F-number, by increasing gamma value, and slightly
affects by exposure time of the camera and the gain value of the
camera.
Abstract: CONWIP (constant work-in-process) as a pull
production system have been widely studied by researchers to date.
The CONWIP pull production system is an alternative to pure push
and pure pull production systems. It lowers and controls inventory
levels which make the throughput better, reduces production lead
time, delivery reliability and utilization of work. In this article a
CONWIP pull production system was simulated. It was simulated
push and pull planning system. To compare these systems via a
production planning system (PPS) game were adjusted parameters of
each production planning system. The main target was to reduce the
total WIP and achieve throughput and delivery reliability to
minimum values. Data was recorded and evaluated. A future state
was made for real production of plastic components and the setup of
the two indicators with CONWIP pull production system which can
greatly help the company to be more competitive on the market.
Abstract: One of the main concerns about parallel mechanisms
is the presence of singular points within their workspaces. In singular
positions the mechanism gains or loses one or several degrees of
freedom. It is impossible to control the mechanism in singular
positions. Therefore, these positions have to be avoided. This is a
vital need especially in computer controlled machine tools designed
and manufactured on the basis of parallel mechanisms. This need has
to be taken into consideration when selecting design parameters. A
prerequisite to this is a thorough knowledge about the effect of
design parameters and constraints on singularity. In this paper,
quality condition index was introduced as a criterion for evaluating
singularities of different configurations of a hexapod mechanism
obtainable by different design parameters. It was illustrated that this
method can effectively be employed to obtain the optimum
configuration of hexapod mechanism with the aim of avoiding
singularity within the workspace. This method was then employed to
design the hexapod table of a CNC milling machine.
Abstract: The intent of this essay is to evaluate the effectiveness
of surge suppressor aimed at power supply used for automation
devices in power distribution system which is consist of MOV and
T type low-pass filter. Books, journal articles and e-sources related
to surge protection of power supply used for automation devices in
power distribution system were consulted, and the useful information
was organized, analyzed and developed into five parts: characteristics
of surge wave, protection against surge wave, impedance characteristics
of target, using Matlab to simulate circuit response after
5kV,1.2/50s surge wave and suggestions for surge protection. The
results indicate that various types of load situation have great impact
on the effectiveness of surge protective device. Therefore, type and
parameters of surge protective device need to be carefully selected,
and load matching is also vital to be concerned.
Abstract: In this paper we consider a nonlinear feedback control
called augmented automatic choosing control (AACC) using the
gradient optimization automatic choosing functions for nonlinear
systems. Constant terms which arise from sectionwise linearization
of a given nonlinear system are treated as coefficients of a stable
zero dynamics. Parameters included in the control are suboptimally
selected by expanding a stable region in the sense of Lyapunov
with the aid of the genetic algorithm. This approach is applied to
a field excitation control problem of power system to demonstrate
the splendidness of the AACC. Simulation results show that the new
controller can improve performance remarkably well.
Abstract: This study proposes a multi-response surface
optimization problem (MRSOP) for determining the proper choices
of a process parameter design (PPD) decision problem in a noisy
environment of a grease position process in an electronic industry.
The proposed models attempts to maximize dual process responses
on the mean of parts between failure on left and right processes. The
conventional modified simplex method and its hybridization of the
stochastic operator from the hunting search algorithm are applied to
determine the proper levels of controllable design parameters
affecting the quality performances. A numerical example
demonstrates the feasibility of applying the proposed model to the
PPD problem via two iterative methods. Its advantages are also
discussed. Numerical results demonstrate that the hybridization is
superior to the use of the conventional method. In this study, the
mean of parts between failure on left and right lines improve by
39.51%, approximately. All experimental data presented in this
research have been normalized to disguise actual performance
measures as raw data are considered to be confidential.
Abstract: Drilling is the most common machining operation and it forms the highest machining cost in many manufacturing activities including automotive engine production. The outcome of this operation depends upon many factors including utilization of proper cutting tool geometry, cutting tool material and the type of coating used to improve hardness and resistance to wear, and also cutting parameters. With the availability of a large array of tool geometries, materials and coatings, is has become a challenging task to select the best tool and cutting parameters that would result in the lowest machining cost or highest profit rate. This paper describes an algorithm developed to help achieve good performances in drilling operations by automatically determination of proper cutting tools and cutting parameters. It also helps determine machining sequences resulting in minimum tool changes that would eventually reduce machining time and cost where multiple tools are used.
Abstract: Partial oxidation (POX) of light hydrocarbons (e.g.
methane) is occurred in the first part of the autothermal reformer
(ATR). The results of the detailed modeling of the reformer based on
the thermodynamic model of the POX and 1D heterogeneous
catalytic model for the fixed bed section are considered here.
According to the results, the overall performance of the ATR can be
improved by changing the important feed parameters.