Abstract: The paper provides a discussion of the most relevant
aspects of yield curve modeling. Two classes of models are
considered: stochastic and parsimonious function based, through the
approaches developed by Vasicek (1977) and Nelson and Siegel
(1987). Yield curve estimates for Croatia are presented and their
dynamics analyzed and finally, a comparative analysis of models is
conducted.
Abstract: This paper presents a method of model selection and
identification of Hammerstein systems by hybridization of the genetic
algorithm (GA) and particle swarm optimization (PSO). An unknown
nonlinear static part to be estimated is approximately represented
by an automatic choosing function (ACF) model. The weighting
parameters of the ACF and the system parameters of the linear
dynamic part are estimated by the linear least-squares method. On
the other hand, the adjusting parameters of the ACF model structure
are properly selected by the hybrid algorithm of the GA and PSO,
where the Akaike information criterion is utilized as the evaluation
value function. Simulation results are shown to demonstrate the
effectiveness of the proposed hybrid algorithm.
Abstract: This paper reports work done to improve the modeling of complex processes when only small experimental data sets are available. Neural networks are used to capture the nonlinear underlying phenomena contained in the data set and to partly eliminate the burden of having to specify completely the structure of the model. Two different types of neural networks were used for the application of Pulping of Sugar Maple problem. A three layer feed forward neural networks, using the Preconditioned Conjugate Gradient (PCG) methods were used in this investigation. Preconditioning is a method to improve convergence by lowering the condition number and increasing the eigenvalues clustering. The idea is to solve the modified problem where M is a positive-definite preconditioner that is closely related to A. We mainly focused on Preconditioned Conjugate Gradient- based training methods which originated from optimization theory, namely Preconditioned Conjugate Gradient with Fletcher-Reeves Update (PCGF), Preconditioned Conjugate Gradient with Polak-Ribiere Update (PCGP) and Preconditioned Conjugate Gradient with Powell-Beale Restarts (PCGB). The behavior of the PCG methods in the simulations proved to be robust against phenomenon such as oscillations due to large step size.
Abstract: Experimental liquid-liquid equilibra of butan-2-ol -
ethanol -water; pentan-1-ol - ethanol - water and toluene - acetone -
water ternary systems were investigated at (25oC). The reliability of
the experimental tie-line data was ascertained by using Othmer-Tobias
and Hand plots. The distribution coefficients (D) and separation
factors (S) of the immiscibility region were evaluated for the three
systems.
Abstract: Natural frequencies and dynamic response of a spur
gear sector are investigated using a two dimensional finite element
model that offers significant advantages for dynamic gear analyses.
The gear teeth are analyzed for different operating speeds. A primary
feature of this modeling is determination of mesh forces using a
detailed contact analysis for each time step as the gears roll through
the mesh. ANSYS software has been used on the proposed model to
find the natural frequencies by Block Lanczos technique and
displacements and dynamic stresses by transient mode super position
method. The effect of rotational speed of the gear on the dynamic
response of gear tooth has been studied and design limits have been
discussed.
Abstract: The new idea of analyze of power system failure with
use of artificial neural network is proposed. An analysis of the
possibility of simulating phenomena accompanying system faults and
restitution is described. It was indicated that the universal model for
the simulation of phenomena in whole analyzed range does not exist.
The main classic method of search of optimal structure and
parameter identification are described shortly. The example with
results of calculation is shown.
Abstract: The optimization problem using time scales is studied.
Time scale is a model of time. The language of time scales seems to
be an ideal tool to unify the continuous-time and the discrete-time
theories. In this work we present necessary conditions for a solution
of an optimization problem on time scales. To obtain that result we
use properties and results of the partial diamond-alpha derivatives for
continuous-multivariable functions. These results are also presented
here.
Abstract: In this work, several ASP solutions were flooded into
fractured models initially saturated with heavy oil at a constant flow
rate and different geometrical characteristics of fracture. The ASP
solutions are constituted from 2 polymers i.e. a synthetic polymer,
hydrolyzed polyacrylamide as well as a biopolymer, a surfactant and
2types of alkaline. The results showed that using synthetic
hydrolyzed polyacrylamide polymer increases ultimate oil recovery;
however, type of alkaline does not play a significant rule on oil
recovery. In addition, position of the injection well respect to the
fracture system has remarkable effects on ASP flooding. For instance
increasing angle of fractures with mean flow direction causes more
oil recovery and delays breakthrough time. This work can be
accounted as a comprehensive survey on ASP flooding which
considers most of effective factors in this chemical EOR method.
Abstract: The deviation between the target state variable and the
practical state variable should be used to form the state tending factor
of complex systems, which can reflect the process for the complex
system to tend rationalization. Relating to the system of basic
equations of complete factor synergetics consisting of twenty
nonlinear stochastic differential equations, the two new models are
considered to set, which should be called respectively the
rationalizing tendency model and the non- rationalizing tendency
model. Therefore we can extend the theory of programming with the
objective function & constraint condition suitable only for the realm
of man-s activities into the new analysis with the tendency function &
constraint condition suitable for all the field of complex system.
Abstract: Semantic Web Technologies enable machines to
interpret data published in a machine-interpretable form on the web.
At the present time, only human beings are able to understand the
product information published online. The emerging semantic Web
technologies have the potential to deeply influence the further
development of the Internet Economy. In this paper we propose a
scenario based research approach to predict the effects of these new
technologies on electronic markets and business models of traders
and intermediaries and customers. Over 300 million searches are
conducted everyday on the Internet by people trying to find what
they need. A majority of these searches are in the domain of
consumer ecommerce, where a web user is looking for something to
buy. This represents a huge cost in terms of people hours and an
enormous drain of resources. Agent enabled semantic search will
have a dramatic impact on the precision of these searches. It will
reduce and possibly eliminate information asymmetry where a better
informed buyer gets the best value. By impacting this key
determinant of market prices semantic web will foster the evolution
of different business and economic models. We submit that there is a
need for developing these futuristic models based on our current
understanding of e-commerce models and nascent semantic web
technologies. We believe these business models will encourage
mainstream web developers and businesses to join the “semantic web
revolution."
Abstract: In this paper, we explore the applicability of the Sinc-
Collocation method to a three-dimensional (3D) oceanography model.
The model describes a wind-driven current with depth-dependent
eddy viscosity in the complex-velocity system. In general, the
Sinc-based methods excel over other traditional numerical methods
due to their exponentially decaying errors, rapid convergence and
handling problems in the presence of singularities in end-points.
Together with these advantages, the Sinc-Collocation approach that
we utilize exploits first derivative interpolation, whose integration
is much less sensitive to numerical errors. We bring up several
model problems to prove the accuracy, stability, and computational
efficiency of the method. The approximate solutions determined by
the Sinc-Collocation technique are compared to exact solutions and
those obtained by the Sinc-Galerkin approach in earlier studies. Our
findings indicate that the Sinc-Collocation method outperforms other
Sinc-based methods in past studies.
Abstract: The identification and classification of the spine deformity play an important role when considering surgical planning for adolescent patients with idiopathic scoliosis. The subject of this article is the Lenke classification of scoliotic spines using Cobb angle measurements. The purpose is two-fold: (1) design a rulebased diagram to assist clinicians in the classification process and (2) investigate a computer classifier which improves the classification time and accuracy. The rule-based diagram efficiency was evaluated in a series of scoliotic classifications by 10 clinicians. The computer classifier was tested on a radiographic measurement database of 603 patients. Classification accuracy was 93% using the rule-based diagram and 99% for the computer classifier. Both the computer classifier and the rule based diagram can efficiently assist clinicians in their Lenke classification of spine scoliosis.
Abstract: In this paper, subtractive clustering based fuzzy inference system approach is used for early detection of faults in the function oriented software systems. This approach has been tested with real time defect datasets of NASA software projects named as PC1 and CM1. Both the code based model and joined model (combination of the requirement and code based metrics) of the datasets are used for training and testing of the proposed approach. The performance of the models is recorded in terms of Accuracy, MAE and RMSE values. The performance of the proposed approach is better in case of Joined Model. As evidenced from the results obtained it can be concluded that Clustering and fuzzy logic together provide a simple yet powerful means to model the earlier detection of faults in the function oriented software systems.
Abstract: A model is presented to find the optimal design of the
mixed renewable warranty policy for non-repairable Weibull life
products. The optimal design considers the conflict of interests
between the customer and the manufacturer: the customer interests
are longer full rebate coverage period and longer total warranty
coverage period, the manufacturer interests are lower warranty cost
and lower risk. The design factors are full rebate and total warranty
coverage periods. Results showed that mixed policy is better than full
rebate policy in terms of risk and total warranty coverage period in all
of the three bathtub regions. In addition, results showed that linear
policy is better than mixed policy in infant mortality and constant
failure regions while the mixed policy is better than linear policy in
ageing region of the model. Furthermore, the results showed that
using burn-in period for infant mortality products reduces warranty
cost and risk.
Abstract: This paper aims to provide a conceptual framework to examine competitive disadvantage of banks that suffer from poor performance. Banks generate revenues mainly from the interest rate spread on taking deposits and making loans while collecting fees in the process. To maximize firm value, banks seek loan growth and expense control while managing risk associated with loans with respect to non-performing borrowers or narrowing interest spread between assets and liabilities. Competitive disadvantage refers to the failure to access imitable resources and to build managing capabilities to gain sustainable return given appropriate risk management. This paper proposes a four-quadrant framework of organizational typology is subsequently proposed to examine the features of competitive disadvantage in the banking sector. A resource configuration model, which is extracted from CAMEL indicators to examine the underlying features of bank failures.
Abstract: The aim of this paper is to determine the stress levels
at the end of a long slender shaft such as a drilling assembly used in
the oil or gas industry using a mathematical model in real-time. The
torsional deflection experienced by this type of drilling shaft (about 4
KM length and 20 cm diameter hollow shaft with a thickness of 1
cm) can only be determined using a distributed modeling technique.
The main objective of this project is to calculate angular velocity and
torque at the end of the shaft by TLM method and also analyzing of
the behavior of the system by transient response. The obtained result
is compared with lumped modeling technique the importance of these
results will be evident only after the mentioned comparison. Two
systems have different transient responses and in this project because
of the length of the shaft transient response is very important.
Abstract: In this research the separation efficiency of deoiling hydrocyclone is evaluated using three-dimensional simulation of multiphase flow based on Eulerian-Eulerian finite volume method. The mixture approach of Reynolds Stress Model is also employed to capture the features of turbulent multiphase swirling flow. The obtained separation efficiency of Colman's design is compared with available experimental data and showed that the separation curve of deoiling hydrocyclones can be predicted using numerical simulation.
Abstract: This paper aims at developing a multilevel fuzzy
decision support model for urban rail transit planning schemes in
China under the background that China is presently experiencing an
unprecedented construction of urban rail transit. In this study, an
appropriate model using multilevel fuzzy comprehensive evaluation
method is developed. In the decision process, the followings are
considered as the influential objectives: traveler attraction,
environment protection, project feasibility and operation. In addition,
consistent matrix analysis method is used to determine the weights
between objectives and the weights between the objectives-
sub-indictors, which reduces the work caused by repeated
establishment of the decision matrix on the basis of ensuring the
consistency of decision matrix. The application results show that
multilevel fuzzy decision model can perfectly deal with the
multivariable and multilevel decision process, which is particularly
useful in the resolution of multilevel decision-making problem of
urban rail transit planning schemes.
Abstract: The zero truncated model is usually used in modeling
count data without zero. It is the opposite of zero inflated model.
Zero truncated Poisson and zero truncated negative binomial models
are discussed and used by some researchers in analyzing the
abundance of rare species and hospital stay. Zero truncated models
are used as the base in developing hurdle models. In this study, we
developed a new model, the zero truncated strict arcsine model,
which can be used as an alternative model in modeling count data
without zero and with extra variation. Two simulated and one real
life data sets are used and fitted into this developed model. The
results show that the model provides a good fit to the data. Maximum
likelihood estimation method is used in estimating the parameters.
Abstract: Nowadays, there is little information, concerning the
heat shield systems, and this information is not completely reliable to
use in so many cases. for example, the precise calculation cannot be
done for various materials. In addition, the real scale test has two
disadvantages: high cost and low flexibility, and for each case we
must perform a new test. Hence, using numerical modeling program
that calculates the surface recession rate and interior temperature
distribution is necessary. Also, numerical solution of governing
equation for non-charring material ablation is presented in order to
anticipate the recession rate and the heat response of non-charring
heat shields. the governing equation is nonlinear and the Newton-
Rafson method along with TDMA algorithm is used to solve this
nonlinear equation system. Using Newton- Rafson method for
solving the governing equation is one of the advantages of the
solving method because this method is simple and it can be easily
generalized to more difficult problems. The obtained results
compared with reliable sources in order to examine the accuracy of
compiling code.