Abstract: In recent years, copulas have become very popular in
financial research and actuarial science as they are more flexible in
modelling the co-movements and relationships of risk factors as compared
to the conventional linear correlation coefficient by Pearson.
However, a precise estimation of the copula parameters is vital in
order to correctly capture the (possibly nonlinear) dependence structure
and joint tail events. In this study, we employ two optimization
heuristics, namely Differential Evolution and Threshold Accepting to
tackle the parameter estimation of multivariate t distribution models
in the EML approach. Since the evolutionary optimizer does not rely
on gradient search, the EML approach can be applied to estimation of
more complicated copula models such as high-dimensional copulas.
Our experimental study shows that the proposed method provides
more robust and more accurate estimates as compared to the IFM
approach.
Abstract: The present study was designed to demonstrate the seasonal variations in physico-chemical parameters of fish farm at Govt. Nursery Unit, Muzaffargarh, Department of Fisheries Govt. of Punjab, Pakistan for a period of eight months from January to August 2008. Water samples were collected on fifteen days basis and have been analyzed for estimation of Air temperature, Water temperature, Light penetration, pH, Total dissolved oxygen, Clouds, Carbonates, Bicarbonates, Total carbonates, Total dissolved solids, Chlorides, Calcium and Hardness. Seasonal fluctuations were observed in all the physico-chemical parameters of fish farm. The overall physicochemical parameters of fish pond water remained within the tolerable range throughout the study period.
Abstract: In this study the mixed mode fracture mechanics
parameters were investigated for high tensile steel butt welded joint
based on modified Arcan test and finite element analysis was used to
evaluate the effect of crack length on fracture criterion. The nondimensional
stress intensity factors, strain energy release rates and Jintegral
energy on crack tip were obtained for various in-plane
loading combinations on Arcan specimen starting from pure mode-I
to pure mode-II loading conditions. The specimen and apparatus were
modeled by finite element method and analyzed under various
loading angles (between 0 to 90 degrees with 15 degree interval) to
simulate the pure mode-I, II and mixed mode fracture. Since the
analytical results are independent from elasticity modules for
isotropic materials, therefore the results in elastic fields can be used
for Arcan specimens. The main objective of this study was to
evaluate the geometric calibration factors for modified Arcan test
specimen in order to obtain fracture toughness under mixed mode
loading conditions.
Abstract: Warranty is a powerful marketing tool for the
manufacturer and a good protection for both the manufacturer and the
customer. However, warranty always involves additional costs to the
manufacturer, which depend on product reliability characteristics and
warranty parameters. This paper presents an approach to optimisation
of warranty parameters for known product failure distribution to
reduce the warranty costs to the manufacturer while retaining the
promotional function of the warranty. Combination free replacement
and pro-rata warranty policy is chosen as a model and the length of
free replacement period and pro-rata policy period are varied, as well
as the coefficients that define the pro-rata cost function. Multiparametric
warranty optimisation is done by using genetic algorithm.
Obtained results are guideline for the manufacturer to choose the
warranty policy that minimises the costs and maximises the profit.
Abstract: This paper presents ageing experiments controlled by the evolution of junction parameters. The deterioration of the device is related to high injection effects which modified the transport mechanisms in the space charge region of the junction. Physical phenomena linked to the degradation of junction parameters that affect the devices reliability are reported and discussed. We have used the method based on numerical analysis of experimental current-voltage characteristic of the junction, in order to extract the electrical parameters. The simultaneous follow-up of the evolutions of the series resistance and of the transition voltage allow us to introduce a new parameter for reliability evaluation.
Abstract: In this paper, a framework for the simplification and
standardization of metaheuristic related parameter-tuning by applying
a four phase methodology, utilizing Design of Experiments and
Artificial Neural Networks, is presented. Metaheuristics are multipurpose
problem solvers that are utilized on computational optimization
problems for which no efficient problem specific algorithm
exist. Their successful application to concrete problems requires the
finding of a good initial parameter setting, which is a tedious and
time consuming task. Recent research reveals the lack of approach
when it comes to this so called parameter-tuning process. In the
majority of publications, researchers do have a weak motivation for
their respective choices, if any. Because initial parameter settings
have a significant impact on the solutions quality, this course of
action could lead to suboptimal experimental results, and thereby
a fraudulent basis for the drawing of conclusions.
Abstract: We proposed a technique to identify road traffic
congestion levels from velocity of mobile sensors with high accuracy
and consistent with motorists- judgments. The data collection utilized
a GPS device, a webcam, and an opinion survey. Human perceptions
were used to rate the traffic congestion levels into three levels: light,
heavy, and jam. Then the ratings and velocity were fed into a
decision tree learning model (J48). We successfully extracted vehicle
movement patterns to feed into the learning model using a sliding
windows technique. The parameters capturing the vehicle moving
patterns and the windows size were heuristically optimized. The
model achieved accuracy as high as 99.68%. By implementing the
model on the existing traffic report systems, the reports will cover
comprehensive areas. The proposed method can be applied to any
parts of the world.
Abstract: This paper presents a Particle Swarm Optimization
(PSO) method for determining the optimal parameters of a first-order
controller for TCP/AQM system. The model TCP/AQM is described
by a second-order system with time delay. First, the analytical
approach, based on the D-decomposition method and Lemma of
Kharitonov, is used to determine the stabilizing regions of a firstorder
controller. Second, the optimal parameters of the controller are
obtained by the PSO algorithm. Finally, the proposed method is
implemented in the Network Simulator NS-2 and compared with the
PI controller.
Abstract: Quality control charts are very effective in detecting
out of control signals but when a control chart signals an out of
control condition of the process mean, searching for a special cause
in the vicinity of the signal time would not always lead to prompt
identification of the source(s) of the out of control condition as the
change point in the process parameter(s) is usually different from the
signal time. It is very important to manufacturer to determine at what
point and which parameters in the past caused the signal. Early
warning of process change would expedite the search for the special
causes and enhance quality at lower cost. In this paper the quality
variables under investigation are assumed to follow a multivariate
normal distribution with known means and variance-covariance
matrix and the process means after one step change remain at the new
level until the special cause is being identified and removed, also it is
supposed that only one variable could be changed at the same time.
This research applies artificial neural network (ANN) to identify the
time the change occurred and the parameter which caused the change
or shift. The performance of the approach was assessed through a
computer simulation experiment. The results show that neural
network performs effectively and equally well for the whole shift
magnitude which has been considered.
Abstract: The problem of estimating time-varying regression is
inevitably concerned with the necessity to choose the appropriate
level of model volatility - ranging from the full stationarity of instant
regression models to their absolute independence of each other. In the
stationary case the number of regression coefficients to be estimated
equals that of regressors, whereas the absence of any smoothness
assumptions augments the dimension of the unknown vector by the
factor of the time-series length. The Akaike Information Criterion
is a commonly adopted means of adjusting a model to the given
data set within a succession of nested parametric model classes,
but its crucial restriction is that the classes are rigidly defined by
the growing integer-valued dimension of the unknown vector. To
make the Kullback information maximization principle underlying the
classical AIC applicable to the problem of time-varying regression
estimation, we extend it onto a wider class of data models in which
the dimension of the parameter is fixed, but the freedom of its values
is softly constrained by a family of continuously nested a priori
probability distributions.
Abstract: The purpose of this paper is to perform a multidisciplinary design and analysis (MDA) of honeycomb panels used in the satellites structural design. All the analysis is based on clamped-free boundary conditions. In the present work, detailed finite element models for honeycomb panels are developed and analysed. Experimental tests were carried out on a honeycomb specimen of which the goal is to compare the previous modal analysis made by the finite element method as well as the existing equivalent approaches. The obtained results show a good agreement between the finite element analysis, equivalent and tests results; the difference in the first two frequencies is less than 4% and less than 10% for the third frequency. The results of the equivalent model presented in this analysis are obtained with a good accuracy. Moreover, investigations carried out in this research relate to the honeycomb plate modal analysis under several aspects including the structural geometrical variation by studying the various influences of the dimension parameters on the modal frequency, the variation of core and skin material of the honeycomb. The various results obtained in this paper are promising and show that the geometry parameters and the type of material have an effect on the value of the honeycomb plate modal frequency.
Abstract: The paper discusses a computationally efficient
method for the design of prototype filters required for the
implementation of an M-band cosine modulated filter bank. The
prototype filter is formulated as an optimum interpolated FIR filter.
The optimum interpolation factor requiring minimum number of
multipliers is used. The model filter as well as the image suppressor
will be designed using the Kaiser window. The method will seek to
optimize a single parameter namely cutoff frequency to minimize the
distortion in the overlapping passband.
Abstract: This paper deals with the localization of the wideband sources. We develop a new approach for estimating the wide band sources parameters. This method is based on the high order statistics of the recorded data in order to eliminate the Gaussian components from the signals received on the various hydrophones.In fact the noise of sea bottom is regarded as being Gaussian. Thanks to the coherent signal subspace algorithm based on the cumulant matrix of the received data instead of the cross-spectral matrix the wideband correlated sources are perfectly located in the very noisy environment. We demonstrate the performance of the proposed algorithm on the real data recorded during an underwater acoustics experiments.
Abstract: This paper presents a useful sub-pixel image
registration method using line segments and a sub-pixel edge detector.
In this approach, straight line segments are first extracted from gray
images at the pixel level before applying the sub-pixel edge detector.
Next, all sub-pixel line edges are mapped onto the orientation-distance
parameter space to solve for line correspondence between images.
Finally, the registration parameters with sub-pixel accuracy are
analytically solved via two linear least-square problems. The present
approach can be applied to various fields where fast registration with
sub-pixel accuracy is required. To illustrate, the present approach is
applied to the inspection of printed circuits on a flat panel. Numerical
example shows that the present approach is effective and accurate
when target images contain a sufficient number of line segments,
which is true in many industrial problems.
Abstract: Multiprocessor task scheduling is a NP-hard problem and Genetic Algorithm (GA) has been revealed as an excellent technique for finding an optimal solution. In the past, several methods have been considered for the solution of this problem based on GAs. But, all these methods consider single criteria and in the present work, minimization of the bi-criteria multiprocessor task scheduling problem has been considered which includes weighted sum of makespan & total completion time. Efficiency and effectiveness of genetic algorithm can be achieved by optimization of its different parameters such as crossover, mutation, crossover probability, selection function etc. The effects of GA parameters on minimization of bi-criteria fitness function and subsequent setting of parameters have been accomplished by central composite design (CCD) approach of response surface methodology (RSM) of Design of Experiments. The experiments have been performed with different levels of GA parameters and analysis of variance has been performed for significant parameters for minimisation of makespan and total completion time simultaneously.
Abstract: A decomposition of a graph G is a collection ψ of subgraphs H1,H2, . . . , Hr of G such that every edge of G belongs to exactly one Hi. If each Hi is either an induced path or an induced cycle in G, then ψ is called an induced path decomposition of G. The minimum cardinality of an induced path decomposition of G is called the induced path decomposition number of G and is denoted by πi(G). In this paper we initiate a study of this parameter.
Abstract: In this paper, the requirement for Coke quality
prediction, its role in Blast furnaces, and the model output is
explained. By applying method of Artificial Neural Networking
(ANN) using back propagation (BP) algorithm, prediction model has
been developed to predict CSR. Important blast furnace functions
such as permeability, heat exchanging, melting, and reducing
capacity are mostly connected to coke quality. Coke quality is further
dependent upon coal characterization and coke making process
parameters. The ANN model developed is a useful tool for process
experts to adjust the control parameters in case of coke quality
deviations. The model also makes it possible to predict CSR for new
coal blends which are yet to be used in Coke Plant. Input data to the
model was structured into 3 modules, for tenure of past 2 years and
the incremental models thus developed assists in identifying the
group causing the deviation of CSR.
Abstract: A novel sponge submerged membrane bioreactor
(SSMBR) was developed to effectively remove organics and
nutrients from wastewater. Sponge is introduced within the SSMBR
as a medium for the attached growth of biomass. This paper evaluates
the effects of new and acclimatized sponges for dissolved organic
carbon (DOC) removal from wastewater at different mixed liquor
suspended solids- (MLSS) concentration of the sludge. It was
observed in a series of experimental studies that the acclimatized
sponge performed better than the new sponge whilst the optimum
DOC removal could be achieved at 10g/L of MLSS with the
acclimatized sponge. Moreover, the paper analyses the relationships
between the MLSSsponge/MLSSsludge and the DOC removal efficiency
of SSMBR. The results showed a non-linear relationship between the
biomass parameters of the sponge and the sludge, and the DOC
removal efficiency of SSMBR. A second-order polynomial function
could reasonably represent these relationships.
Abstract: In this paper, the signal transmission analysis of the
semicircle-shaped via structure for the differential pairs is presented in
the frequency range up to 10 GHz. In order to improve the signal
transmission properties in the differential pairs, single via is separated
centrally into two semicircle-shaped sections, which are
interconnected with the traces of differential pairs respectively. This
via structure make possible to route differential pairs using only one
via. In addition, it can improve impedance discontinuity around its
region and then enhance the signal transmission properties in the
differential pairs. The electrical analysis such as S-parameter
calculation and eye diagram simulation has been performed to
investigate the improvement of the signal transmission property in the
differential pairs with new via structure.
Abstract: In this study, the numerical solution of unsteady flow
between two concentric rotating spheres with suction and blowing at
their boundaries is presented. The spheres are rotating about a
common axis of rotation while their angular velocities are constant.
The Navier-Stokes equations are solved by employing the finite
difference method and implicit scheme. The resulting flow patterns
are presented for various values of the flow parameters including
rotational Reynolds number Re , and a blowing/suction Reynolds
number Rew . Viscous torques at the inner and the outer spheres are
calculated, too. It is seen that increasing the amount of suction and
blowing decrease the size of eddies generated in the annulus.