Abstract: A novel calibration approach that aims to reduce
ASM2d parameter subsets and decrease the model complexity is
presented. This approach does not require high computational
demand and reduces the number of modeling parameters required to
achieve the ASMs calibration by employing a sensitivity and iteration
methodology. Parameter sensitivity is a crucial factor and the
iteration methodology enables refinement of the simulation parameter
values. When completing the iteration process, parameters values are
determined in descending order of their sensitivities. The number of
iterations required is equal to the number of model parameters of the
parameter significance ranking. This approach was used for the
ASM2d model to the evaluated EBPR phosphorus removal and it was
successful. Results of the simulation provide calibration parameters.
These included YPAO, YPO4, YPHA, qPHA, qPP, μPAO, bPAO, bPP, bPHA,
KPS, YA, μAUT, bAUT, KO2 AUT, and KNH4 AUT. Those parameters were
corresponding to the experimental data available.
Abstract: Web applications have become very complex and
crucial, especially when combined with areas such as CRM
(Customer Relationship Management) and BPR (Business Process
Reengineering), the scientific community has focused attention to
Web applications design, development, analysis, and testing, by
studying and proposing methodologies and tools. This paper
proposes an approach to automatic multi-dimensional concern
mining for Web Applications, based on concepts analysis, impact
analysis, and token-based concern identification. This approach lets
the user to analyse and traverse Web software relevant to a particular
concern (concept, goal, purpose, etc.) via multi-dimensional
separation of concerns, to document, understand and test Web
applications. This technique was developed in the context of WAAT
(Web Applications Analysis and Testing) project. A semi-automatic
tool to support this technique is currently under development.
Abstract: This article proposes a new methodology to be used by SMEs (Small and Medium enterprises) to characterize their performance in quality, highlighting weaknesses and area for improvement. The methodology aims to identify the principal causes of quality problems and help to prioritize improvement initiatives. This is a self-assessment methodology that intends to be easy to implement by companies with low maturity level in quality. The methodology is organized in six different steps which includes gathering information about predetermined processes and subprocesses of quality management, defined based on the well-known Juran-s trilogy for quality management (Quality planning, quality control and quality improvement) and, predetermined results categories, defined based on quality concept. A set of tools for data collecting and analysis, such as interviews, flowcharts, process analysis diagrams and Failure Mode and effects Analysis (FMEA) are used. The article also presents the conclusions obtained in the application of the methodology in two cases studies.
Abstract: In this article we are going to discuss the improvement
of the multi classes- classification problem using multi layer
Perceptron. The considered approach consists in breaking down the
n-class problem into two-classes- subproblems. The training of each
two-class subproblem is made independently; as for the phase of test,
we are going to confront a vector that we want to classify to all two
classes- models, the elected class will be the strongest one that won-t
lose any competition with the other classes. Rates of recognition
gotten with the multi class-s approach by two-class-s decomposition
are clearly better that those gotten by the simple multi class-s
approach.
Abstract: Web applications have become complex and crucial for many firms, especially when combined with areas such as CRM (Customer Relationship Management) and BPR (Business Process Reengineering). The scientific community has focused attention to Web application design, development, analysis, testing, by studying and proposing methodologies and tools. Static and dynamic techniques may be used to analyze existing Web applications. The use of traditional static source code analysis may be very difficult, for the presence of dynamically generated code, and for the multi-language nature of the Web. Dynamic analysis may be useful, but it has an intrinsic limitation, the low number of program executions used to extract information. Our reverse engineering analysis, used into our WAAT (Web Applications Analysis and Testing) project, applies mutational techniques in order to exploit server side execution engines to accomplish part of the dynamic analysis. This paper studies the effects of mutation source code analysis applied to Web software to build application models. Mutation-based generated models may contain more information then necessary, so we need a pruning mechanism.
Abstract: There has been gradual progress of late in construction projects, particularly in big-scale megaprojects. Due to the long-term construction period, however, with large-scale budget investment, lack of construction management technologies, and increase in the incomplete elements of project schedule management, a plan to conduct efficient operations and to ensure business safety is required. In particular, as the project management information system (PMIS) is meant for managing a single project centering on the construction phase, there is a limitation in the management of program-scale businesses like megaprojects. Thus, a program management information system (PgMIS) that includes program-level management technologies is needed to manage multiple projects. In this study, a support tool was developed for managing the cost and schedule information occurring in the construction phase, at the program level. In addition, a case study on the developed support tool was conducted to verify the usability of the system. With the use of the developed support tool program, construction managers can monitor the progress of the entire project and of the individual subprojects in real time.
Abstract: Collateralized Debt Obligations are not as widely used
nowadays as they were before 2007 Subprime crisis. Nonetheless
there remains an enthralling challenge to optimize cash flows
associated with synthetic CDOs. A Gaussian-based model is used
here in which default correlation and unconditional probabilities of
default are highlighted. Then numerous simulations are performed
based on this model for different scenarios in order to evaluate the
associated cash flows given a specific number of defaults at different
periods of time. Cash flows are not solely calculated on a single
bought or sold tranche but rather on a combination of bought and
sold tranches. With some assumptions, the simplex algorithm gives
a way to find the maximum cash flow according to correlation of
defaults and maturities. The used Gaussian model is not realistic in
crisis situations. Besides present system does not handle buying or
selling a portion of a tranche but only the whole tranche. However the
work provides the investor with relevant elements on how to know
what and when to buy and sell.
Abstract: Process-oriented software development is a new
software development paradigm in which software design is modeled
by a business process which is in turn translated into a process
execution language for execution. The building blocks of this
paradigm are software units that are composed together to work
according to the flow of the business process. This new paradigm
still exhibits the characteristic of the applications built with the
traditional software component technology. This paper discusses an
approach to apply a traditional technique for software component
fabrication to the design of process-oriented software units, called
process components. These process components result from
decomposing a business process of a particular application domain
into subprocesses, and these process components can be reused to
design the business processes of other application domains. The
decomposition considers five managerial goals, namely cost
effectiveness, ease of assembly, customization, reusability, and
maintainability. The paper presents how to design or decompose
process components from a business process model and measure
some technical features of the design that would affect the
managerial goals. A comparison between the measurement values
from different designs can tell which process component design is
more appropriate for the managerial goals that have been set. The
proposed approach can be applied in Web Services environment
which accommodates process-oriented software development.
Abstract: Investment in a constructed facility represents a cost in
the short term that returns benefits only over the long term use of the
facility. Thus, the costs occur earlier than the benefits, and the owners
of facilities must obtain the capital resources to finance the costs of
construction. A project cannot proceed without an adequate
financing, and the cost of providing an adequate financing can be
quite large. For these reasons, the attention to the project finance is an
important aspect of project management. Finance is also a concern to
the other organizations involved in a project such as the general
contractor and material suppliers. Unless an owner immediately and
completely covers the costs incurred by each participant, these
organizations face financing problems of their own. At a more
general level, the project finance is the only one aspect of the general
problem of corporate finance. If numerous projects are considered
and financed together, then the net cash flow requirements constitute
the corporate financing problem for capital investment. Whether
project finance is performed at the project or at the corporate level
does not alter the basic financing problem .In this paper, we will first
consider facility financing from the owner's perspective, with due
consideration for its interaction with other organizations involved in a
project. Later, we discuss the problems of construction financing
which are crucial to the profitability and solvency of construction
contractors. The objective of this paper is to present the steps utilized
to determine the best combination of minimum project financing.
The proposed model considers financing; schedule and maximum net
area .The proposed model is called Project Financing and Schedule
Integration using Genetic Algorithms "PFSIGA". This model
intended to determine more steps (maximum net area) for any project
with a subproject. An illustrative example will demonstrate the
feature of this technique. The model verification and testing are put
into consideration.
Abstract: This paper considers the problem of scheduling maintenance actions for identical aircraft gas turbine engines. Each one of the turbines consists of parts which frequently require replacement. A finite inventory of spare parts is available and all parts are ready for replacement at any time. The inventory consists of both new and refurbished parts. Hence, these parts have different field lives. The goal is to find a replacement part sequencing that maximizes the time that the aircraft will keep functioning before the inventory is replenished. The problem is formulated as an identical parallel machine scheduling problem where the minimum completion time has to be maximized. Two models have been developed. The first one is an optimization model which is based on a 0-1 linear programming formulation, while the second one is an approximate procedure which consists in decomposing the problem into several two-machine subproblems. Each subproblem is optimally solved using the first model. Both models have been implemented using Lingo and have been tested on two sets of randomly generated data with up to 150 parts and 10 turbines. Experimental results show that the optimization model is able to solve only instances with no more than 4 turbines, while the decomposition procedure often provides near-optimal solutions within a maximum CPU time of 3 seconds.
Abstract: For a given specific problem an efficient algorithm has
been the matter of study. However, an alternative approach orthogonal
to this approach comes out, which is called a reduction. In general
for a given specific problem this reduction approach studies how to
convert an original problem into subproblems. This paper proposes
a formal modeling language to support this reduction approach. We
show three examples from the wide area of learning problems. The
benefit is a fast prototyping of algorithms for a given new problem.
Abstract: A new paradigm for software design and development models software by its business process, translates the model into a process execution language, and has it run by a supporting execution engine. This process-oriented paradigm promotes modeling of software by less technical users or business analysts as well as rapid development. Since business process models may be shared by different organizations and sometimes even by different business domains, it is interesting to apply a technique used in traditional software component technology to design reusable business processes. This paper discusses an approach to apply a technique for software component fabrication to the design of process-oriented software units, called process components. These process components result from decomposing a business process of a particular application domain into subprocesses with an aim that the process components can be reusable in different process-based software models. The approach is quantitative because the quality of process component design is measured from technical features of the process components. The approach is also strategic because the measured quality is determined against business-oriented component management goals. A software tool has been developed to measure how good a process component design is, according to the required managerial goals and comparing to other designs. We also discuss how we benefit from reusable process components.
Abstract: This conference paper discusses a risk allocation problem for subprime investing banks involving investment in subprime structured mortgage products (SMPs) and Treasuries. In order to solve this problem, we develop a L'evy process-based model of jump diffusion-type for investment choice in subprime SMPs and Treasuries. This model incorporates subprime SMP losses for which credit default insurance in the form of credit default swaps (CDSs) can be purchased. In essence, we solve a mean swap-at-risk (SaR) optimization problem for investment which determines optimal allocation between SMPs and Treasuries subject to credit risk protection via CDSs. In this regard, SaR is indicative of how much protection investors must purchase from swap protection sellers in order to cover possible losses from SMP default. Here, SaR is defined in terms of value-at-risk (VaR). Finally, we provide an analysis of the aforementioned optimization problem and its connections with the subprime mortgage crisis (SMC).