Abstract: A new deployment of the multiple criteria decision
making (MCDM) techniques: the Simple Additive Weighting
(SAW), and the Technique for Order Preference by Similarity to
Ideal Solution (TOPSIS) for portfolio allocation, is demonstrated in
this paper. Rather than exclusive reference to mean and variance as in
the traditional mean-variance method, the criteria used in this
demonstration are the first four moments of the portfolio distribution.
Each asset is evaluated based on its marginal impacts to portfolio
higher moments that are characterized by trapezoidal fuzzy numbers.
Then centroid-based defuzzification is applied to convert fuzzy
numbers to the crisp numbers by which SAW and TOPSIS can be
deployed. Experimental results suggest the similar efficiency of these
MCDM approaches to selecting dominant assets for an optimal
portfolio under higher moments. The proposed approaches allow
investors flexibly adjust their risk preferences regarding higher
moments via different schemes adapting to various (from
conservative to risky) kinds of investors. The other significant
advantage is that, compared to the mean-variance analysis, the
portfolio weights obtained by SAW and TOPSIS are consistently
well-diversified.
Abstract: This paper presents a finite point method based on
directional derivatives for diffusion equation on 2D scattered points.
To discretize the diffusion operator at a given point, a six-point stencil
is derived by employing explicit numerical formulae of directional
derivatives, namely, for the point under consideration, only five
neighbor points are involved, the number of which is the smallest for
discretizing diffusion operator with first-order accuracy. A method for
selecting neighbor point set is proposed, which satisfies the solvability
condition of numerical derivatives. Some numerical examples are
performed to show the good performance of the proposed method.
Abstract: In this paper, a reliable cooperative multipath routing
algorithm is proposed for data forwarding in wireless sensor networks
(WSNs). In this algorithm, data packets are forwarded towards the
base station (BS) through a number of paths, using a set of relay
nodes. In addition, the Rayleigh fading model is used to calculate
the evaluation metric of links. Here, the quality of reliability is
guaranteed by selecting optimal relay set with which the probability
of correct packet reception at the BS will exceed a predefined
threshold. Therefore, the proposed scheme ensures reliable packet
transmission to the BS. Furthermore, in the proposed algorithm,
energy efficiency is achieved by energy balancing (i.e. minimizing
the energy consumption of the bottleneck node of the routing path)
at the same time. This work also demonstrates that the proposed
algorithm outperforms existing algorithms in extending longevity of
the network, with respect to the quality of reliability. Given this, the
obtained results make possible reliable path selection with minimum
energy consumption in real time.
Abstract: Every commercial bank optimises its asset portfolio
depending on the profitability of assets and chosen or imposed
constraints. This paper proposes and applies a stylized model for
optimising banks' asset and liability structure, reflecting profitability
of different asset categories and their risks as well as costs associated
with different liability categories and reserve requirements. The level
of detail for asset and liability categories is chosen to create a
suitably parsimonious model and to include the most important
categories in the model. It is shown that the most appropriate
optimisation criterion for the model is the maximisation of the ratio
of net interest income to assets. The maximisation of this ratio is
subject to several constraints. Some are accounting identities or
dictated by legislative requirements; others vary depending on the
market objectives for a particular bank. The model predicts variable
amount of assets allocated to loan provision.
Abstract: Fischer-Tropsch synthesis is one of the most
important catalytic reactions that convert the synthetic gas to light
and heavy hydrocarbons. One of the main issues is selecting the type
of reactor. The slurry bubble reactor is suitable choice for Fischer-
Tropsch synthesis because of its good qualification to transfer heat
and mass, high durability of catalyst, low cost maintenance and
repair. The more common catalysts for Fischer-Tropsch synthesis are
Iron-based and Cobalt-based catalysts, the advantage of these
catalysts on each other depends on which type of hydrocarbons we
desire to produce. In this study, Fischer-Tropsch synthesis is modeled
with Iron and Cobalt catalysts in a slurry bubble reactor considering
mass and momentum balance and the hydrodynamic relations effect
on the reactor behavior. Profiles of reactant conversion and reactant
concentration in gas and liquid phases were determined as the
functions of residence time in the reactor. The effects of temperature,
pressure, liquid velocity, reactor diameter, catalyst diameter, gasliquid
and liquid-solid mass transfer coefficients and kinetic
coefficients on the reactant conversion have been studied. With 5%
increase of liquid velocity (with Iron catalyst), H2 conversions
increase about 6% and CO conversion increase about 4%, With 8%
increase of liquid velocity (with Cobalt catalyst), H2 conversions
increase about 26% and CO conversion increase about 4%. With
20% increase of gas-liquid mass transfer coefficient (with Iron
catalyst), H2 conversions increase about 12% and CO conversion
increase about 10% and with Cobalt catalyst H2 conversions increase
about 10% and CO conversion increase about 6%. Results show that
the process is sensitive to gas-liquid mass transfer coefficient and
optimum condition operation occurs in maximum possible liquid
velocity. This velocity must be more than minimum fluidization
velocity and less than terminal velocity in such a way that avoid
catalysts particles from leaving the fluidized bed.
Abstract: Cyber physical system (CPS) for target tracking, military surveillance, human health monitoring, and vehicle detection all require maximizing the utility and saving the energy. Sensor selection is one of the most important parts of CPS. Sensor selection problem (SSP) is concentrating to balance the tradeoff between the number of sensors which we used and the utility which we will get. In this paper, we propose a performance constrained slide windows (PCSW) based algorithm for SSP in CPS. we present results of extensive simulations that we have carried out to test and validate the PCSW algorithms when we track a target, Experiment shows that the PCSW based algorithm improved the performance including selecting time and communication times for selecting.
Abstract: In ad hoc networks, the main issue about designing of protocols is quality of service, so that in wireless sensor networks the main constraint in designing protocols is limited energy of sensors. In fact, protocols which minimize the power consumption in sensors are more considered in wireless sensor networks. One approach of reducing energy consumption in wireless sensor networks is to reduce the number of packages that are transmitted in network. The technique of collecting data that combines related data and prevent transmission of additional packages in network can be effective in the reducing of transmitted packages- number. According to this fact that information processing consumes less power than information transmitting, Data Aggregation has great importance and because of this fact this technique is used in many protocols [5]. One of the Data Aggregation techniques is to use Data Aggregation tree. But finding one optimum Data Aggregation tree to collect data in networks with one sink is a NP-hard problem. In the Data Aggregation technique, related information packages are combined in intermediate nodes and form one package. So the number of packages which are transmitted in network reduces and therefore, less energy will be consumed that at last results in improvement of longevity of network. Heuristic methods are used in order to solve the NP-hard problem that one of these optimization methods is to solve Simulated Annealing problems. In this article, we will propose new method in order to build data collection tree in wireless sensor networks by using Simulated Annealing algorithm and we will evaluate its efficiency whit Genetic Algorithm.
Abstract: Wood pyrolysis for Casuarina glauca, Casuarina cunninghamiana, Eucalyptus camaldulensis, Eucalyptus microtheca was made at 450°C with 2.5°C/min. in a flowing N2-atmosphere. The Eucalyptus genus wood gave higher values of specific gravity, ash , total extractives, lignin, N2-liquid trap distillate (NLTD) and water trap distillate (WSP) than those for Casuarina genus. The GHC of NLTD was higher for Casuarina genus than that for Eucalyptus genus with the highest value for Casuarina cunninghamiana. Guiacol, 4-ethyl-2-methoxyphenol and syringol were observed in the NLTD of all the four wood species reflecting their parent hardwood lignin origin. Eucalyptus camaldulensis wood had the highest lignin content (28.89%) and was pyrolyzed to the highest values of phenolics (73.01%), guaiacol (11.2%) and syringol (32.28%) contents in methylene chloride fraction (MCF) of NLTD. Accordingly, recoveries of syringol and guaiacol may become economically attractive from Eucalyptus camaldulensis.
Abstract: The aim of this article is to explain how features of attacks could be extracted from the packets. It also explains how vectors could be built and then applied to the input of any analysis stage. For analyzing, the work deploys the Feedforward-Back propagation neural network to act as misuse intrusion detection system. It uses ten types if attacks as example for training and testing the neural network. It explains how the packets are analyzed to extract features. The work shows how selecting the right features, building correct vectors and how correct identification of the training methods with nodes- number in hidden layer of any neural network affecting the accuracy of system. In addition, the work shows how to get values of optimal weights and use them to initialize the Artificial Neural Network.
Abstract: This article proposes a voltage-mode
multifunction filter using differential voltage current
controllable current conveyor transconductance amplifier
(DV-CCCCTA). The features of the circuit are that: the
quality factor and pole frequency can be tuned independently
via the values of capacitors: the circuit description is very
simple, consisting of merely 1 DV-CCCCTA, and 2
capacitors. Without any component matching conditions, the
proposed circuit is very appropriate to further develop into
an integrated circuit. Additionally, each function response
can be selected by suitably selecting input signals with
digital method. The PSpice simulation results are depicted.
The given results agree well with the theoretical anticipation.
Abstract: Most simple nonlinear thresholding rules for
wavelet- based denoising assume that the wavelet coefficients are independent. However, wavelet coefficients of natural images have significant dependencies. This paper attempts to give a recipe for selecting one of the popular image-denoising algorithms based
on VisuShrink, SureShrink, OracleShrink, BayesShrink and BiShrink and also this paper compares different Bivariate models used for image denoising applications. The first part of the paper
compares different Shrinkage functions used for image-denoising.
The second part of the paper compares different bivariate models
and the third part of this paper uses the Bivariate model with modified marginal variance which is based on Laplacian assumption. This paper gives an experimental comparison on six 512x512 commonly used images, Lenna, Barbara, Goldhill,
Clown, Boat and Stonehenge. The following noise powers 25dB,26dB, 27dB, 28dB and 29dB are added to the six standard images and the corresponding Peak Signal to Noise Ratio (PSNR) values
are calculated for each noise level.
Abstract: The presence of a vertical fatigue crack in the web of
a plate girder subjected to pure bending influences the bending
moment capacity of the girder. The growth of the crack may lead to
premature elastic failure due to flange local yielding, flange local
buckling, or web local buckling. Approximate expressions for the
bending moment capacities corresponding to these failure modes
were formulated. Finite element analyses were then used to validate
the expressions. The expressions were employed to assess the effects
of crack length on the capacity. Neglecting brittle fracture, tension
buckling, and ductile failure modes, it was found that typical girders
are governed by the capacity associated with flange local yielding as
influenced by the crack. Concluding, a possible use of the capacity
expressions in girder design was demonstrated.
Abstract: The (sub)-optimal soolution of linear filtering problem
with correlated noises is considered. The special recursive form of
the class of filters and criteria for selecting the best estimator are
the essential elements of the design method. The properties of the
proposed filter are studied. In particular, for Markovian observation
noise, the approximate filter becomes an optimal Gevers-Kailath filter
subject to a special choice of the parameter in the class of given linear
recursive filters.
Abstract: The impact of a proposed pier on tidal current
alteration was evaluated. The proposed pier location was in Salad
Bay on Koa Kood Island, Trat province, Thailand, and was designed
to accommodate passenger ships with a draft of less than 2 m. The
study began with collecting necessary data, including bathymetric,
water elevation and tidal current characteristics. The impact was
assessed using a software package (MIKE21). Although the results
showed that the pier would affect the existing current pattern, the
change was determined to be insignificant, as the design of the piles
for the pier provided sufficient spacing to let the current flow as
freely as possible. Consequences of the altered current, such as
seabed erosion, water stagnation, sediment deposition and
navigational risk were assessed. Environmental mitigation measures
might be necessary if the impacts were considered unacceptable.
Abstract: In this paper, with the purpose of further reducing the
complexity of the system, while keeping its temporal and spatial
focusing performance, we investigate the possibility of using optimal
one bit time reversal (TR) system for impulse radio ultra wideband
multi-user wireless communications. The results show that, by optimally
selecting the number of used taps in the pre-filter the optimal
one bit TR system can outperform the full one bit TR system. In
some cases, the temporal and spatial focusing performance of the
optimal one bit TR system appears to be compatible with that of the
original TR system. This is a significant result as the overhead cost
is much lower than it is required in the original TR system.
Abstract: The group mutual exclusion (GME) problem is an
interesting generalization of the mutual exclusion problem. Several
solutions of the GME problem have been proposed for message
passing distributed systems. However, none of these solutions is
suitable for real time distributed systems. In this paper, we propose a
token-based distributed algorithms for the GME problem in soft real
time distributed systems. The algorithm uses the concepts of priority
queue, dynamic request set and the process state. The algorithm uses
first come first serve approach in selecting the next session type
between the same priority levels and satisfies the concurrent
occupancy property. The algorithm allows all n processors to be
inside their CS provided they request for the same session. The
performance analysis and correctness proof of the algorithm has also
been included in the paper.
Abstract: A new voltage-mode triple-input single-output multifunction filter using only two current conveyors is presented. The proposed filter which possesses three inputs and single-output can generate all biquadratic filtering functions at the output terminal by selecting different input signal combinations. The validity of the proposed filter is verified through PSPICE simulations.
Abstract: A semi-active control strategy for suspension
systems of passenger cars is presented employing
Magnetorheological (MR) dampers. The vehicle is modeled with
seven DOFs including the, roll pitch and bounce of car body, and
the vertical motion of the four tires. In order to design an optimal
controller based on the actuator constraints, a Linear-Quadratic
Regulator (LQR) is designed. The design procedure of the LQR
consists of selecting two weighting matrices to minimize the energy
of the control system. This paper presents a hybrid optimization
procedure which is a combination of gradient-based and
evolutionary algorithms to choose the weighting matrices with
regards to the actuator constraint. The optimization algorithm is
defined based on maximum comfort and actuator constraints. It is
noted that utilizing the present control algorithm may significantly
reduce the vibration response of the passenger car, thus, providing
a comfortable ride.
Abstract: This paper presents a CFD analysis of the flow around
a 30° inclined flat plate of infinite span. Numerical predictions have
been compared to experimental measurements, in order to assess the
potential of the finite volume code of determining the aerodynamic
forces acting on a flat plate invested by a fluid stream of infinite
extent.
Several turbulence models and spatial node distributions have
been tested and flow field characteristics in the neighborhood of the
flat plate have been numerically investigated, allowing the
development of a preliminary procedure to be used as guidance in
selecting the appropriate grid configuration and the corresponding
turbulence model for the prediction of the flow field over a twodimensional
inclined plate.
Abstract: The prediction of long-term deformations of concrete and reinforced concrete structures has been a field of extensive research and several different creep models have been developed so far. Most of the models were developed for constant concrete stresses, thus, in case of varying stresses a specific superposition principle or time-integration, respectively, is necessary. Nowadays, when modeling concrete creep the engineering focus is rather on the application of sophisticated time-integration methods than choosing the more appropriate creep model. For this reason, this paper presents a method to quantify the uncertainties of creep prediction originating from the selection of creep models or from the time-integration methods. By adapting variance based global sensitivity analysis, a methodology is developed to quantify the influence of creep model selection or choice of time-integration method. Applying the developed method, general recommendations how to model creep behavior for varying stresses are given.