International Journal of Mathematical Models and Methods in Applied Sciences

ISSN: 1998-0140
Volume 7, 2013

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Issue 1, Volume 7, 2013

Title of the Paper: Multidimensional Approach to Assessment of Performance in Selected EU Member States

Authors: M. Stanickova, K. Skokan

Pages: 1-13

Abstract: The paper deals with an application of Data Envelopment Analysis (DEA) method to multi-criteria performance evaluation of the Visegrad Four countries (V4) in comparison with selected advanced European Union’s (EU) countries – Austria and Germany. The aim of the paper is to analyze a degree of efficiency achieved in individual countries which is perceived as a reflection of the level of competitive potential in the reference years 2000, 2005 and 2010. The theoretical part of the paper is devoted to the fundamental bases of competitiveness in the context of performance/productivity theory and the methodology of factor analysis (FA) and DEA method. The multivariate method (FA) has been used to DEA modeling. The empirical part is aimed at measuring the degree of productivity and level of efficiency changes of evaluated countries by basic (CCR, BCC) and advanced (SBM, FDH, FRH) DEA models and especially by the specialized DEA approach – the Malmquist (Productivity) Index (MI/MPI) measuring the change of technical efficiency and the movement of the frontier in terms of evaluated countries. The final part of the paper offers a comprehensive comparison of results obtained by used methods.

Title of the Paper: Comparison between Probit Link and Cloglog Link Functions for the Identification of Pathological Staging in Colorectal Cancer Data

Authors: Nor Azura Md.Ghani, Khairul Asri Mohd Ghani, Zamalia Mahmud, Nurhasniza I. A. Hasan, Norazan Mohamed Ramli

Pages: 14-21

Abstract: Colorectal cancer is known as one of the cancer disease that is often related to dietary habits, age, sex, and family history. Laparoscopic resection is one of the recent techniques used to treat colorectal cancer patients. The main objective of this study is to effectively model the success of pathological staging of colorectal cancer patients using two ordinal regression link functions, i.e. probit link and cloglog link. Medical records of 100 patients who underwent laparoscopic resection for colorectal cancer were collected and analyzed. All patients were operated on by three surgeons at General Hospital Kuala Lumpur tertiary referral center using standardized techniques and care plans assessed for operative indications. Results indicate that probit link function has effectively explained the prognosis factors that lead to identification of pathological staging of colorectal cancer. The factors were adjuvant therapy, metastasis recurrence and tumor thickness level. Pathologist may use these findings to propose guidelines for appropriate treatment plan for a particular patient according to their staging.

Title of the Paper: A Unified Logical-Linguistic Indexing for Search Engines And Question Answering

Authors: Tengku M. T. Sembok, Rabiah Abdul Kadir

Pages: 22-29

Abstract: Conventional information representation models used in the search engines rely on an extensive use of keywords and their frequencies in storing and retrieving information. It is believed that such an approach has reached its upper limit of retrieval effectiveness, and therefore, new approaches should be investigated for the development of future engines which will be more effective. Logical-linguistic model is an alternative to conventional approach where logic and linguistic formalism are used in providing mechanism for computer to understand the contents of the source and deduce answers to questions. The capability of deduction is much depended on the knowledge representation framework used. We propose a unified logical-linguistic model as knowledge representation framework as a basis for indexing of documents as well as deduction capability to provide answers to queries. The approach applies semantic analysis in transforming and normalising information from natural language texts into a declarative knowledge based representation of first order predicate logic. Retrieval of relevant information can then be performed through plausible logical implication and answer to query is carried out using theorem proving technique. This paper elaborates on the model and how it is used in search engine and question answering system as one unified model.

Title of the Paper: Determining the Significant Factors Affecting the Physical and Mental Components of Academicians Using Robust Linear Regression Models

Authors: S. Norin Rahayu, M. R. Norazan, A. H. Az’lina, I. Adriana, M. R. Nornadiah, A. Nur Niswah Naslina

Pages: 30-37

Abstract: This paper proposed linear regression models for determinig the contributing factors of health related quality of life (HRQoL) of academicians in a public university in Malaysia. The two models were used, namely the classical and robust MM linear regression models. Robust MM model is proposed in this study as data is with outlier problem. The results indicate that the robust MM model is the best model for determining the contributing factors affecting the physical and mental components of academicians with higher adjusted R square value as compared to the classical linear model.

Title of the Paper: Time Series Prediction using Artificial Neural Networks: Single and Multi-Dimensional Data

Authors: David Samek, Pavel Varacha

Pages: 38-46

Abstract: The paper studies time series prediction using artificial neural networks. The special attention is paid to the influence of size of the input vector length. Furthermore, the prediction of standard single-dimensional data signal and the prediction of multi-dimensional data signal are compared. The tested artificial networks are as follows: multilayer feed-forward neural network, recurrent Elman neural network, adaptive linear network and radial basis function neural network.

Title of the Paper: Meaning of Existence of Hot Gas Layer for Determination of the Fire Plume Centreline Temperature

Authors: Jiri Pokorny, M. Sc. Karel Frydrysek, Ing-Paed Igip, Horst Gondek

Pages: 47-54

Abstract: As fire develops Fire Plume occurs. The temperature characteristics of Fire Plume are described as average, axial or in the radial distance from the centerline. Common methods used for the determination of axial temperature of Fire Plume assume standard conditions of the surroundings and do not take into account the existence of an accumulated layer of hot gases below the ceiling structure that is characteristic for fires in closed premises, though. The contribution evaluates the meaning of existence of hot gas layer for the determination of Fire Plume centreline temperature. It assesses relative variability of temperatures determined by commonly applied methods which do not take the effect of a hot gas layer into account, and by a method that takes the existence of hot gas layer into account. From the assessment it is ensued that the existence of hot gas layer does play a crucial role in the determination of Fire Plume axial temperature.

Title of the Paper: Analyzing Bayesian Network Structure to Discover Functional Dependencies

Authors: Nittaya Kerdprasop, Kittisak Kerdprasop

Pages: 55-62

Abstract: Data mining is the process of searching through databases for interesting relationships that can turn into valuable information. The data mining methods have gained much interest from diverse sectors due to their great potential on revealing useful and actionable relationships. Among many potential applications, we focus our research study on the database analysis and design application. Functional dependency plays a key role in database normalization, which is a systematic process of verifying database design to ensure the nonexistence of undesirable characteristics. Bad design could incur insertion, update, and deletion anomalies that are the major cause of database inconsistency. In this paper, we propose a novel technique to discover functional dependencies from the database table. The discovered dependencies help the database designers covering up inefficiencies inherent in their design. Our discovery technique is based on the structure analysis of Bayesian network. Most data mining techniques applied to the problem of functional dependency discovery are rule learning and association mining. Our work is a novel attempt of applying the Bayesian network to this area of application. The proposed technique can reveal functional dependencies within a reduced search space. Therefore, computational complexity is acceptable.

Title of the Paper: On the Optimal Pole Assignment for Time-Delay Systems

Authors: Libor Pekar

Pages: 63-74

Abstract: The well-known fact about linear time-invariant timedelay systems (LTI-TDS) is that these systems have an infinite spectrum. Not only plants themselves but also the whole control feedbacks then have this undesirable feature in most cases. The aim of this contribution is to present algebraic controller design in a special ring of proper and stable meromorphic functions followed by an optimal pole assignment minimizing the spectral abscissa. The main problem is how to place feedback poles to the prescribed positions exactly by a finite number of free (controller) parameters. Clearly, it is not possible to place all poles but the idea is to push the rightmost ones as left as possible, which gives rise to the task of the spectral abscissa minimization. The spectral abscissa is a nonsmooth nonconvex function of free controller parameters in general. Moreover, there is a problem of its sensitivity to infinitesimally small delay changes. Four advanced iterative algorithms; namely, Quasi- Continuous Shifting Algorithm, Nelder-Mead algorithm, Extended Gradient Sampling Algorithm and Self-Organizing Migration Algorithm, are described as a possible numerical tools when minimization. Only two of them have already been used for the spectral abscissa minimization and none of them with the combination with algebraic controller design.

Title of the Paper: The USDJPY Carry Trade Channel and its Impact on the US Equity Market

Authors: Alexandru Constantinescu, Darie Moldovan, Mircea Moca

Pages: 75-82

Abstract: The USDJPY was the most important channel for carry trade strategies during the last 20 years. Until 2008, the key interest rates in most of the developed markets were relatively high and the Japanese market became an important region where investments were financed. Most of those operations headed towards the US and the global capital market. The objective of this paper is to empirically test the influence of the USDJPY carry trade channel on the US equity market, a trading hypothesis related to the speculative funds that acted on this carry trade circuit. We would like to observe the changes that took place in the level of correlation and statistic characteristics of the samples used d

Title of the Paper: Microhardness of Polyamide 12 after Crosslinking Due to Beta Radiation

Authors: H. Vaskova, D. Manas, M. Ovsik, M. Manas, M. Stanek

Pages: 83-90

Abstract: The paper presents an experimental study of the effect of beta radiation on properties of surface layer of polyamide 12. Irradiation of polymers initiates crosslinking process in the structure especially in micro-layers. Radiation doses of 0, 33, 66, 99, 132, 165 and 198 kGy were used for unfilled polyamide 12 with the 5% cross-linking agent (triallyl isocyanurate). Applied radiation doses caused different structural and micromechanical changes which have a significant effect on the final properties of the tested polyamide 12. Beta irradiation of the examined thermoplastic caused the growth of values of material parameters as microhardness or indentation modulus of elasticity, indentation creep etc. The improvement of micromechanical properties was measured by the instrumented microhardness test. Raman spectroscopy analysis as an innovative analytical method was carried out on the irradiated samples. As a spectroscopic vibrational method it has the potential to provide quite detailed information on the structure, what is useful for monitoring structural changes of materials. The correlation between results of both methods has been detected and studied.

Title of the Paper: Modelling of Road Safety Evaluations at the Regional and Local Level in Czech Republic

Authors: Tomas Korinek, Jiri Krupka, Radovan Sousek

Pages: 91-102

Abstract: Road safety is a topic, that is very much and for already long period of time, in the centre of attention, especially in the developed countries. The objective of this article is to introduce two alternative approaches to evaluation of road safety, its risks respectively. The first objective focuses on the evaluation of the overall road safety in Czech regions based on the so called Road safety rate. The second approach focuses on a much smaller segment of road transportation, the transportation of dangerous substances, and also on concrete dangerous locations/spots along the transportation route. The objective is to define the probability of an accident arising and of its potential impacts on the environment.

Issue 2, Volume 7, 2013

Title of the Paper: Development of Advanced Concept of Voice Communication Server on Embedded Platform

Authors: M. Voznak, J. Slachta, L. Macura

Pages: 103-110

Abstract: The paper deals with a development of an embedded Voice communication server within the scope of BESIP project (Bright Embedded Solution for IP Telephony) which brings a modular architecture with additional functionality such as speech quality monitoring and security of IP telephony. The monitoring includes a speech quality assessment in simplified computational Emodel and we have implemented our proposal into BESIP as an optional component. The security module exploits a standard approach to the intrusion detection and protection which consists of several well-known tools. In addition to the modules mentioned above, we come up with an idea of unified configuration of individual components based on NETCONF protocol . In order to be able to implement the idea into OpenWRT, we hade to integrate the complex support of NETCONF configuration protocol. Our modifications of OpenWRT regarding NETCONF were accepted by OpenWRT community and have been included in OpenWRT/Trunk branch. The BESIP consists of four modules, their features are described in the paper as well as the entire concept.

Title of the Paper: Regression Predictive Models Analysis of Municipal Waste

Authors: Jiri Krupka, Miloslava Kasparova, Ivana Knizkova

Pages: 111-120

Abstract: This article deals with solid waste modelling for municipalities in the Pardubice region in the Czech Republic. Predictive models work with real data on municipal waste. Municipalities report the stated data into public management reporting systems. This regards „non-sorted“ – and „sorted“ waste used for recycling. In the first case we talk about mixed (assorted) solid waste, in the second case we talk about plastics and plastic wrappings waste, glass and glass wrapping waste, paper and card board waste. The proposed regression models provide sufficiently high coefficient of determination. Outputs obtained from this analysis may help municipal representatives to define volumes of selected types of waste for the coming period and for the determination of municipal solid waste fee per municipality inhabitant.

Title of the Paper: Volatility Change Point Detection Using Stochastic Differential Equations and Time Series Control Charts

Authors: M. Kovarik

Pages: 121-132

Abstract: The article focuses on volatility change point detection using SPC (Statistical Process Control), specifically through time series control charts, and stochastic differential equations (SDEs). In the paper, recent advances in timechange point for process volatility component satisfying a stochastic differential equation (SDE) based on discrete observations and also using time series control charts will be reviewed. Theoretical part will discuss the methodology of time series control charts and SDEs driven by a Brownian motion. Research part will demonstrate the methodologies using a case study focusing on analysis of Slovak currency during the period of 2000 – 2004 from the perspective of its usefulness for generating profits for company management through time series control charts and SDEs. The aim of the paper is to demonstrate use of change point detection in time series of the Slovak crown. It also aims to highlight versatility of control charts not only in manufacturing but also in managing financial stability of cash flows.

Title of the Paper: The Combined Solutions and Exact Solutions of a Fifth Order Ordinary Differential Equation

Authors: Chung-Hsien Tsai, Shy-Jen Guo

Pages: 133-140

Abstract: The objective of this paper is to construct combined solutions and to show exact solutions of a fifth order model equation for steady capillary-gravity waves over a bump with the Bond number near 1/3.

Title of the Paper: Parametric Study and Energy Analysis of a Personalized Ventilation System

Authors: I. Cruceanu, C. Maalouf, I. Colda, M. Lachi

Pages: 141-148

Abstract: The personalized ventilation system aims to improve the quality of the inhaled air, to decrease the risk of transmission of the infectious agents and to improve the thermal comfort of the occupants. In this work, a classical ventilation system is compared to a personalized ventilation system from the energy consumption and the thermal comfort point of view. The analysis is made with a nodal model, using the numerical simulations in the SPARK simulation environment. The object of the simulations is a classroom in Bucharest, Romania. Our results suggest that personalized ventilation can reduce the energy consumption of about 60%. Results are completed with a parametric study that shows that system performance is mainly affected by outdoor temperature variations and glazing solar heat gain coefficients which affects entering solar radiation creating internal heat loads.

Title of the Paper: Numerical and Experimental Study of the Hygric Inertia of a Hemp-Lime Concrete

Authors: C. Maalouf, M. Lachi, T. H. Mai, E. Wurtz

Pages: 149-156

Abstract: The use of hemp-lime as a construction material combines renewable low carbon materials with exceptional hygrothermal performance. In this paper, the authors study hemp-lime hygroscopic inertia which is the material capacity to adsorb and reject moisture and dampen indoor relative humidity variations. Two experiments are run under isothermal conditions in a hem-lime concrete specimen subjected to static variations of air relative humidity. Only one face of the specimen is in contact with indoor air of a climatic chamber. Other faces are made impermeable to water by adding an alumina sheet. The specimen is weighted each hour. Experimentation is also compared to numerical results that take into account hysteresis phenomenon of the sorption curve under the simulation environment SPARK. Results are also compared to data found in literature for gypsum. The study is also completed by a parametric analysis in order to determine the most important parameters.

Title of the Paper: Adaptive Predictive Control of Three-Tank-System

Authors: Marek Kubalcik, Vladimir Bobal

Pages: 157-165

Abstract: This paper is focused in application of a self – tuning predictive controller for real – time control of a three – tank – system laboratory model. The objective laboratory model is a two input – two output (TITO) nonlinear system. It is based on experience with authentic industrial control applications. The controller integrates a predictive control synthesis based on a multivariable state – space model of the controlled system and an on – line identification of an ARX model corresponding to the state – space model. The model parameters are recursively estimated using the recursive least squares method with the directional forgetting. The control algorithm is based on the Generalised Predictive Control (GPC) method. The optimization was realized by minimization of a quadratic objective function. Results of real-time experiments are also included.

Title of the Paper: The Role of Business Restructuring in Financial Performance Enhancement

Authors: Inese Mavlutova

Pages: 166-173

Abstract: In today’s dynamic environment, it is often essential for businesses to undertake appropriate restructuring measures that would enable them to capitalize on their strengths. Restructuring is one of the most popular scenarios for company’s development. Motives of restructuring vary significantly; still the main target is company's market value increase and financial performance enhancement in a result of implementing company's restructuring program. The author examined conceptual basics of the company's financial strategy, study restructuring as one of common methods of company’s development under inconsistent economical conditions, examined the methods of evaluating the company's market value and financial analysis used during restructuring process.

Title of the Paper: Analytical Solution of Eddy Current Problems for Multilayer Medium with Varying Electrical Conductivity and Magnetic Permeability

Authors: Valentina Koliskina, Inta Volodko

Pages: 174-181

Abstract: Analytical solution of eddy current testing problem for the case of a planar multilayer medium is constructed in the present paper. It is assumed that the electrical conductivity and magnetic permeability of each layer are exponential functions of the vertical coordinate. The problem is solved by the method of the Hankel integral transform. The resulting system of ordinary differential equations is solved analytically using the modified Bessel functions of the first and second kind. Two particular cases are considered in detail: (a) a single-turn coil above a conducting halfspace with varying electrical conductivity and magnetic permeability and (b) a single-turn coil above a two-layer medium where the properties of the upper layer exponentially vary with depth while the properties of the lower half-space are assumed to be constant. Results of numerical calculations of the change in impedance are presented.

Title of the Paper: Calculation of Indicators of Annual Train Timetable in the Czech Republic

Authors: Karel Greiner, Josef Volek

Pages: 182-191

Abstract: The paper describes way of railway transport indicators calculation in application for ordering train paths by railway undertakings. The application is a part of the information system of annual train timetable design in the Czech Republic. It is a distributed application composed of a database server, application server and a client program. Indicators calculation module offers basic indicators designated for planning and appraisal of designed timetable. Both railway undertaking and infrastructure manager use this tool. Indicators are calculated for selected trains, areas and tractions. Trains selection can by realized manually in the trains list or automatically according to defined criterions. The area can be predefined (Czech Republic and its regions) or defined by user. User area represents arbitrary set of transport points and sections of required type. Type of transport point and section determines including/excluding of the train path in/from the appropriate area. With the other parameters, the user can influence the selection of sections of train paths to be included in the calculation. After the calculation is done, selected train paths can be excluded or additionally included, which issues in immediate recalculation of the results.

Issue 3, Volume 7, 2013

Title of the Paper: Information Support for Logistics of Manufacturing Tasks


Authors: Robert Bucki, Bronislav Chramcov

Pages: 193-203

Abstract: The paper focuses on modeling the hypothetical complex manufacturing system consisting of identical workstations arranged in a series. Each workstation is formed with tool centers and can be used for fixing various kinds of the same tool type. The workstations are used to manufacture elements of the specific orders from determined charge materials. The general model of the manufacturing system is presented. Equations of state illustrate the change of state of the system and orders after each decision about either production or replacement of worn out tools. Control of the complex manufacturing system consists in implementing heuristic algorithms. The algorithms of the maximal and minimal orders are proposed in order to meet the minimal tool replacement time criterion which is accompanied by the defined constraints of the flow capacity as well as the order bounds. These assumptions form the basis for creating the adequate simulator which can be used for searching the satisfactory solution.

Title of the Paper: Calculation of Error Inherent Physical-Mathematical Model due to Finite Number of Recorded Variables


Authors: B. Menin

Pages: 204-212

Abstract: The physical-mathematical model describing a researched phenomenon with high accuracy, allows designers to understand deeper the developed process, and for manufactures produce the energy-efficient refrigeration and heating equipment. The measurement uncertainties of main variables describing the observed material object should take into account all possible and most influencing factors. One from them is the finiteness of this model that causes the existence of a-priori error. The proposed formula for calculation of this error provides a comparison of its value with the actual experimental measurement error that cannot be done an arbitrarily small. According to the suggested approach, the error of the researched variable, measured in conventional field studies, will always be higher than the error caused by the finite number of dimensional variables of physical-mathematical models. Examples of practical application of the considered concept for mechanics and heat- and mass-transfer processes are discussed.

Title of the Paper: Conservation and Grid Adaptation Enhancements to A Normal Ray Refinement Technique for Cartesian-Grid Based Navier-Stokes Solvers


Authors: Mina Zaki, Stephen M. Ruffin

Pages: 213-225

Abstract: The Normal Ray Refinement (NRR) technique allows for viscous fluid flow simulations using an unstructured Cartesian grid framework in a more computationally efficient manner. NRR relies on the use of refined normal rays of cells emanating from the body surface and spanning the boundary layer. Separating these rays along the body surface are relatively large cells too coarse to accurately capture viscous gradients. Accuracy is maintained between the normal rays through use of an appropriate inter-ray communication technique. Previous studies showed that the NRR has the capability to simulate viscous flows with boundary layers efficiently with far fewer cells than in a uniform Cartesian grid. In this paper, the NRR methodology is further developed and investigated. For improved efficiency, variable length NRR and adaptive length NRR capabilities have been implemented and validated for external flows. For improved accuracy, a conservation formulation was added to the NRR technique and tested for internal and external flows.

Title of the Paper: Application of Stationary Wavelet Support Vector Machines for the Prediction of Economic Recessions


Authors: E. Giovanis

Pages: 226-237

Abstract: This paper examines the efficiency of various approaches on the classification and prediction of economic expansion and recession periods in United Kingdom. Four approaches are applied. The first is discrete choice models using Logit and Probit regressions, while the second approach is a Markov Switching Regime (MSR) Model with Time-Varying Transition Probabilities. The third approach refers on Support Vector Machines (SVM), while the fourth approach proposed in this study is a Stationary Wavelet SVM modelling. The findings show that SW-SVM and MSR present the best forecasting performance, in the out-of sample period. In addition, the forecasts for period 2012-2015 are provided using all approaches.

Title of the Paper: A Multi-Variable Modeling Approach for Improving Operator Proficiency


Authors: Rui Antunes, Fernando V. Coito, Herminio Duarte-Ramos

Pages: 238-246

Abstract: Nowadays there is a strong interest for improving the usability, ergonomics and safety in the assortment of human-assisted equipments and mechatronic gadgets that we all depend on in our modern way of life. This is due to the fact that the overall performance, in any human-machine process, in terms of productivity, energy cost, quality and safety depends both on the skills of the human operator and the machine technical conditions. Hence, for control purposes, and in order to enhance operator proficiency, the human complexity must be taken also into account. An effective strategy for developing new intelligent assisted-machines and human adaptive control schemes can be performed by first modeling the human-machine interface, which often takes place in multi-spatial dimensions. This work describes a simplified multi-variable modeling and control strategy for improving human operator performance on 2-D spatial environments, by combining state-space and frequency analysis identification methods with an optimal control approach.

Title of the Paper: Two-Dimensional Extended Warranty Cost Analysis for Multi-Component Repairable Products


Authors: Kamran Shahanaghi, Majeed Heydari

Pages: 247-256

Abstract: Providing extended warranty (EW) contracts for increasingly complex products with multiple failure processes and almost high repair costs are challenging and risky task. In such circumstances, modeling products as multi-component systems and estimating their failures and servicing costs more accurately are of great interest to EW providers. In this paper, a repairable product sold with two-dimensional warranty, like an automobile, is considered as a multi-component system composed of a series of heterogeneous components with conditionally independent time to failures. For this product, the effect of usage rate on the failure processes of its components and in turn on the product’s time to failure during the EW period is modeled. Then, considering cost of a repair as function of failed component and its age and usage, the expected servicing cost of the EW contract is estimated. A failure history of a commercial vehicle is also used to illustrate the proposed model. In the provided case study, vehicle’s components are categorized into five main subsystems and the time to the first failures of each subsystem and in turn vehicle’s time to failure is derived. Through this example the effects of EW’s length and usage limits on its servicing cost are also studied and iso-warranty cost curves are obtained.

Title of the Paper: Mapping the Risks by Means of Geographic Information Systems


Authors: Jakub Rak, Lucie Jurikova, David Sevcik

Pages: 257-264

Abstract: This contribution introduces possibilities in the application of geographic information systems (GIS) for mapping and analysis of risks. The introduction of the article is focused on basic concepts and assumptions that the research proceeds from. The next part is devoted to a demonstration of a specific application, which is in this case the transport of dangerous substances between two cities. In addition, this part also examines the method of risk mapping and the choice of the most suitable route for the dangerous chemical substance using the GIS. The article also deals with the determination of risk zones in the event of accidents. Moreover, it specifies possibilities of employing the GIS in crisis and security applications.

Title of the Paper: Second Law Analysis of Coupled Mixed Convection and Non-Grey Gas Radiation within a Cylindrical Annulus


Authors: A. Mazgar, F. Ben Nejma, K. Charrada

Pages: 265-276

Abstract: The current study presents a numerical computation of entropy generation through combined non-grey gas radiation and mixed convection through within a concentric cylindrical annulus. In this investigation, we have chosen the example of the over-heated water vapor because of its large absorption bands. The “Ray Tracing” method through S4 directions is associated with the ″statistical narrow band correlated-k″ (SNBCK) model, to solve the radiative transfer equation and to deduce the radiative properties of the gas and its spectral nature. The temperature fields are used to calculate the distributions of local and global entropy creation. The impact of boundary conditions and enclosure dimensions on the entropy generation are presented. The results show that the volumetric radiative entropy generation is distinctly developed compared to wall radiative entropy production and to entropy generation due to friction and conduction.

Title of the Paper: A Data Mining Examination on the Romanian Educational System – Teachers’ Viewpoint


Authors: Angel-Alex Haisan, Vasile Paul Bresfelean

Pages: 277-285

Abstract: Seeing as the national educational system has known many difficulties and transformations in the last decades, and its prestige dropped accordingly, we wanted to conduct a study on teachers’ quality of life and their view of the educational system. The present paper is an extended version of our latest work [7], a survey on physical education and sport teachers from Cluj-Napoca, the second largest city in Romania. We observed and gathered the viewpoints of the “insiders”, the ones implicated directly in the system and applied data mining methods to process the data collected from the questionnaires.

Title of the Paper: Cost and Profit Efficiency of the Czech Commercial Banks


Authors: Iveta Repkova

Pages: 286-294

Abstract: This paper estimates the cost and profit efficiency of the Czech commercial banks in the period 2001-2010. The paper employs the parametric approach, in particular the Stochastic Frontier Approach, to estimate the cost and profit efficiency of commercial banks in the Czech Republic. Estimates of the average cost efficiency ranged the value 78-91% and the average profit efficiency ranged from 64 99%. We revealed that size of a bank is a key factor that should be taken into account in calculation as well as interpretation of results. The highest average cost efficiency achieved the group of the medium-sized banks following by the group of small banks and the highest average profit efficiency achieved the group of the small banks. The largest banks were the lowest efficient in the case of the cost and profit efficiency. The development of the average efficiency in three groups of banks is practically similar. Average cost and average profit efficiency achieved higher value than size-adjusted cost and profit efficiency. Thus it confirms that the largest banks had lower efficiency than small and medium-sized banks. The Czech commercial banks were more profit efficient then cost efficient in the most of the estimated period. The reason of the inefficiency of the Czech banks is mainly an excess of client deposits in balance sheet of banks and improperly chosen size (range of operation) of individual banks (especially the largest banks).

Title of the Paper: Autotuners Based on the Smith Predictor Structures


Authors: R. Prokop, J. Korbel, R. Matusu

Pages: 295-302

Abstract: This paper presents a set of autotuners for single input-output systems with time delay. Autotuners represent a combination of relay feedback identification and some control design method. In this contribution, models with up to three parameters are estimated by means of a single asymmetrical relay experiment. Then a stable low order transfer function with a time delay term is identified. Controller parameters are analytically derived from a general solution of Diophantine equations in the ring of proper and stable rational functions RPS. This approach covers a generalization of PID controllers and it enables to define a scalar positive parameter for further tuning of the control performance. The Smith predictor scheme is applied for systems with a time delay term. The simulations are performed in the Matlab environment and a toolbox for automatic design and simulation was developed.

Title of the Paper: Prediction of Progesterone Receptor Inhibition by High-Performance Neural Network Algorithm


Authors: Ilyakay V. Romero Reyes, Irina V. Fedyushkina, Vladlen S. Skvortsov, Dmitry A. Filimonov

Pages: 303-310

Abstract: The computing model based on data of the interaction of progesterone receptor inhibitors with ligand binding domain was developed. It allowed estimating inhibition constant for probable inhibitors with high accuracy ( ). This model is based on the feed forward back propagation neural network with the Levenberg-Marquardt method and the GPU parallel program realization was implemented. The last one speeded up in 734 times as compared with serial MATLAB realization. The parallel realization significantly increased the size of the processed data, while reducing time-consuming.

Title of the Paper: Robust Control of a Laboratory Circuit Thermal Plant


Authors: Libor Pekar, Petr Valenta

Pages: 311-319

Abstract: At the Faculty of Applied Informatics, Tomas Bata University in Zlín, a laboratory circuit heating plant containing internal (state) delays was assembled. It provides unordinary step responses, which makes it difficult to be modeled, identified and controlled in general. This contribution aims controller design and its verification for the appliance by algebraic means in a robust sense. A simple negative control feedback is utilized. The ring of quasipolynomial meromorphic functions (RMS), which has been recently revised and extended, is briefly presented and serves as a primary algebraic tool for controller design. A mathematical model of the plant derived in our previous works based on the anisochronic principle is introduced. A free (selectable) controller parameter is set such that requirements of robust stability and robust performance are satisfied. The final controller is verified by simulations in Matlab- Simulink. Because of the plant is controlled via a discrete-time program in a PC, a simple controller discretization based on delta models is proposed. A simple user-program interface has been programmed. Finally, the controller structure and setting is verified on a real process and compared with simulations. The obtained results show the applicability of the controller design methodology. In the future research, we intent to utilize other control system structures and/or to perform an optimization procedure for robust controller tuning.

Title of the Paper: Transition in the Czech Republic from Institutional Point of View


Authors: Jan Suchacek

Pages: 320-332

Abstract: This paper concentrates on selected aspects and continuities of system changes in Central East Europe. Transition in Central East Europe in 1990-ies was influenced by two distinct processes: societal transformation on the one hand and global modernizing trends on the other. The country in focus is the Czech Republic. As it is argued, system changes in the Czech Republic suffered from many economic-institutional weaknesses that turned out to be largely path-dependent. Comparison of transformation processes in the Czech Republic with other Central East European countries provides us with numerous facts useful for the derivation of economic-institutional evaluation of above mentioned processes. From the western point of view, the post-communist countries seemed to be encapsulated in similar institutional-economic categories just due to the mutually shared past; closer analysis, however, discloses that while from the western, outer point of view, these countries seem to resemble each other, in reality, from inner perspective, they are rather heterogeneous.

Title of the Paper: Credibility Models for Permanently Updated Estimates in Insurance


Authors: Pacakova Viera

Pages: 333-340

Abstract: The article explains the possibilities of permanently updated estimates in insurance theory and practice and presents several examples of the derivation of the posterior distribution for certain estimation situations with given prior distributions. Article investigates the Bayesian estimators of the parameters of binomial, Poisson and normal distribution using quadratic loss function. The choice of the prior distribution specifies the models binomial/beta, Poisson/gamma and normal/normal. In insurance practice these models allow us permanently updated estimates of binomial probability, of the credibility premium, or credibility number of claims for short-term insurance contracts. The possibility to express the Bayesian estimators in the form of credibility formulas allows easy application of these models in insurance practice.

Issue 4, Volume 7, 2013

Title of the Paper: A Quasi-Dynamic Traffic Assignment Model for Large Congested Urban Road Networks


Authors: Gaetano Fusco, Chiara Colombaroni, Andrea Gemma, Stefano Lo Sardo

Pages: 341-349

Abstract: The paper deals with simulation of congested urban areas through dynamic traffic assignment models and presents a new quasi-dynamic traffic assignment model that improves realism and effectiveness of both usual static traffic assignment models and other quasi-dynamic models recently introduced in the literature. The new model has been applied to a real large-scale road network (the town of Rome) and has been validated through a comparison with a very large set of floating car data. Results of validation reveal that the quasi-dynamic traffic assignment model provided a rather satisfactory goodness of fit, which is comparable with that reported in literature as a result of application of a much more sophisticated simulation and calibration procedure, applied to a road network having similar characteristics of size and congestion degree.

Title of the Paper: Methods for Measuring the Heart Rate during Physical Activities


Authors: David Sevcik, Jakub Rak

Pages: 350-357

Abstract: This contribution examines methods and procedures for the measurement of a person’s heart rate during physical activities. The main emphasis is being placed on the use of a measuring device for a project called “Fireman – rescuer of the future”. The article describes the most common methods of heart rate measuring, their advantages and disadvantages and also their possible use for the “fireman of the future”. The conclusion is devoted to the design of a device for measuring the heart rate using a method of detection of an R wave of the ECG signal, a description of detection and the processing methods of QRS complex of the ECG signal.

Title of the Paper: Survey and Analysis of the Use Statistical Process Control Methods in Selected Czech Manufacturing Companies


Authors: Martin Kovářík, Petr Klímek

Pages: 358-369

Abstract: The aim of this paper is to see if the selected statistical methods cited in scientific publications related to statistical process control (SPC) are really used in practice and whether the degree of difficulty of used methods depends on company size. We decided to use the questionnaire in combination with personal interview with quality engineers to map the current situation in the Czech manufacturing companies in the application of statistical methods in process management. 80 Czech manufacturing companies from various sectors in which was assumed the use of statistical tools for quality management were addressed. Information on the results of this survey and the most common problems with the use of SPC tools will be described in the following text..

Title of the Paper: Modified Seeker Optimization Algorithm for Image Segmentation by Multilevel Thresholding


Authors: Milan Tuba, Ivona Brajevic

Pages: 370-378

Abstract: Image segmentation is among most often used techniques for image analysis and one standard way to do it is multilevel tresholding. The selection of optimum thresholds has remained a challenge in image segmentation. High computational cost and inefficiency of the conventional multilevel thresholding methods lead to the use of global search heuristics to find the optimal thresholds. The optimal thresholds are often determined by either minimizing or maximizing some criterion functions defined on images. In this paper, a new swarm intelligence algorithm, modified seeker optimization (MSO) algorithm, is presented for image segmentation by multilevel thresholding. This algorithm is used to maximize the Kapur's and Tsallis' objective functions. Experiments have been performed on four test images using various numbers of thresholds. The experimental results demonstrate that the proposed MSO algorithm can find multiple thresholds that are very close to the optimal ones determined by the exhaustive search method. Compared to the particle swarm optimization (PSO) algorithm, the MSO algorithm performs satisfactory in terms of solution quality, robustness and convergence.

Title of the Paper: Steel-to-Concrete Anchorage System Reliability Verified Based on Failure Probability Evaluated Using Test Results


Authors: Marcela Karmazinova

Pages: 379-387

Abstract: The paper deals with the problems of load-carrying capacity of the particular type of anchorage systems and the topic discussed in the paper is oriented to the post-installed steel anchors to concrete. Some information about the statistic and probabilistic evaluation of the test results for expansion anchors subjected to tensile force and shear force are presented in the paper. Within the framework of the large experimental research programme realized in authors' workplace in the last period, steel expansion anchors to concrete under tensile and shear loading have been tested. A large number of the experimental results – the values of load-carrying capacities namely – has been obtained from these loading tests. Then these test data have been evaluated by the methods of the design based on test results. Using the procedure for the evaluation of the design resistance, characteristic and design values of the resistance have been calculated for particular loading types (tension, shear). For these calculations, the necessary statistical uncertainties influencing the resistance uncertainty (variability of material and geometrical properties mainly) have been taken into account.

Title of the Paper: Image Processing in Cooperation with GIS


Authors: Dana Klimesova, Jakub Konopasek

Pages: 388-395

Abstract: Our world and its phenomena are highly dynamic in space and time. Keeping temporal and spatial information precise and up-to-date is of much importance to the planning and designing of our activities in the landscape. In this paper, the method and the potential of integration of image data and GIS information layers is addressed to refine and update information for the use of temporal GIS. The modelling and monitoring of our environment and society is mainly based on the fact that our surrounding is continually changing. Temporal data processing is in our fast changing world crucial for the directing of disaster prevention, demographic development observation, management of military operations, large fires, and traffic problems and so on. This paper contemplates the contribution of object – pixel context to improve and refine temporal data and support automatic way of processing because manually update of geographical data is unpractical and highly time consuming.

Title of the Paper: Does Public Administration Reach Performance in the Sphere of Subsidies Relations? The Case of the Czech Republic


Authors: Eliska Pastuszkova

Pages: 396-403

Abstract: Subsidies represents one of the most frequent fiscal relations between public administration institutions and other subjects in the economy. All entities they participate on the process of public choice have different preferences and expectations from the public budgeting system. These preferences and expectations differentiate depending on which side of the public budgets these subjects are situated – if they represent subsidies providers, or, conversely, they are receivers from public funds. The aim of this paper is to find out whether public administration is able to reach performance in subsidies relations in the Czech Republic. The analysis uses performance measures which are based on so called „3E“ principles – Economy, Effectiveness and Efficiency. The findings in the research confirmed the pressure especially of subsidies providers, i.e. public administration institutions, on respecting all 3E principles.

Title of the Paper: The Evaluation of Creativity Effects on the Regional Development in the Czech Republic


Authors: J. Kloudova, O. Chwaszcz

Pages: 404-411

Abstract: This paper analyses the importance of creativity within a regional development. In the introduction, the historic concept of creative economy is presented. This theory is formulated on the basis of the previous growth theories. Within the analysis itself, the paper quantifies a creative environment for individual regions of the Czech Republic. The New Creative Index and Creative Industries Index are used as a tool in this work. The results of this paper confirm the significant positive correlation between indexes used and selected macroeconomic indicators. The relation between the level of the creative potential and presence of creative industries in a region is proved within the analysis, too. The data are analyzed for the years of 2009 and 2010, this enables the use of dynamic tools for the research a creative environment.

Title of the Paper: The development of Socially Responsible Behaviour in Current Business Environment on the Basis of the Heritage of the Corporate Social Responsibility of the Bata Company up to the Year 1945


Authors: G. Koncitikova, A. Gregar

Pages: 412-419

Abstract: The Corporate social responsibility (CSR) and the Created shared values (CSV) have been a widely discussed topic of the current business environment. CSR and CSV have not only been part of the current business environment but they also have a deep tradition. An example of such tradition has been the business philosophy of the Bata Company Inc. by the year 1945 and its founder Tomas Bata (1876-1932). The research being introduced here has been focused on the historical data analysis connected with the functioning of the Bata Company Inc. between the years of 1894 to 1945. The time period is bordered by the year of establishing the company and its nationalization in 1945. The research was aimed at mapping the functioning of CSR and CSV of the Bata Company Inc. and making use of the research results in current business practice. CSR and CSV of the Bata Company Inc. by the year 1945 was really complex and thought-out in detail business strategy which enabled Tomas Bata to build just in a few years a company which was the greatest shoe exporter in the world in the year 1928. This company developed out of a small family-run business. There has not been any complex study so far describing CSR or CSV of the Bata Company Inc. Our goal is to implement the findings in the current business environment. The article being introduced deals with the matter of CSR in the Bata System of Control. The research is based on several research methods. They are a method of oral history (interviews with the witnesses of the time who experienced functioning of the Bata System of Control), biographic research, phenomenological research and data content analysis.

Title of the Paper: An analysis of Current Practice in the Management of Receivables in the Czech Republic


Authors: Eva Kolarova, Milana Otrusinova

Pages: 420-427

Abstract: The management of receivables is a set of rules and practices that minimize the risk of unsettled receivables and it is carried out in three phases – preparation, to maturity, and past due. Business risk management policies should be part of the management of receivables in each company. The aim of the paper is to present the results of empirical research conducted in spring of 2012 in the whole spectrum of business and institutions in the Czech Republic. Structured questionnaires were used as a basic tool. The dates were tested by statistical methods. Hypotheses were tested by hypothesis testing for variance, the regression and correlation analysis was then used to verify the test. The research has demonstrated that in the Czech Republic, the situation in the area of insolvency especially in the business environment is unfavourable. The survey showed that a total of 61 % of all organizations in the Czech Republic currently record an unsettled receivable in their accounts. The companies also do not use the effective instruments of the management of receivables.

Title of the Paper: Environmental Management System as the Part of the Methodology for Optimization of Assembly Workplaces


Authors: V. Siskova, J. Dlabac

Pages: 428-435

Abstract: The Optimization of assembly lines is a daily problem for all manufacturing companies. The most common optimization problem is the cost of the product being manufactured in the form of human labor. Activities related to the optimization of assembly workplace are not static, but can be managed through the "spontaneous". The article is focused not only on the evaluation of assembly lines in terms of productivity, but also the perspective on environmental aspects operators. This article described individual steps how the methodology could be created. There are described qualitative and quantitative research which were used and then was designed the methodology of optimization of assembly workplaces based on used procedures the integral methods. This article looked at designing methodology with respect of environmental aspects. Of course, the human factor plays the most important role in final methodology. In every phase there is considered human work and its responsibility. This article described the preparation phase, the phase of analysis, the phase of optimization and the improvement phase. Of course, in every phase it was recommended to use the methods of modern´s industrial engineering as well as the methods for improving a managing environmental system. The methodology was design primarily for the assembly workplaces. Nevertheless, the methodology could be used for optimization of any sort manufacturing workplaces.

Title of the Paper: An Analysis of Using Accounting Information for Financial Management in Czech Companies


Authors: Milana Otrusinova, Karel Steker

Pages: 436-443

Abstract: The paper analyzes the current situation of the implementation of IFRS and IPSAS in Czech accounting both in the business environment as well as in public sector accounting practices. Furthermore, it presents research results from 2008 and 2011. The aim of the research was to analyze an overview of using accounting information for financial management in Czech companies. A comparative analysis was used to evaluate the questionnaire survey. It can be stated that in the Czech environment, there are used methods of financial management and the importance of accounting information for management increases in the public sector as well, especially after the introduction of the accounting reform. In order to maintain competitiveness, it is essential to constantly analyze accounting information, to evaluate financial indicators and compare the results achieved by own company with those of foreign competitors. For these reasons, the importance of international accounting is continually growing even for Czech companies.

Title of the Paper: Statistical Analysis of Students' Interest in Creative Professions in the Czech Republic


Authors: J. Svarcova, L. Harantova, V. Gabrhel

Pages: 444-451

Abstract: Creative economy is one of the possible future directions of development of the economy. The authors conducted extensive research among students of secondary schools and universities in the country. The research was focused on the students' interest in creative professions. The authors used the classification of occupations according to Roe, which covers the entire spectrum of professions. The authors found that students often had elected a creative profession, but in addition to them, they were willing to work in completely uncreative jobs. One of the hypotheses tested was the relationship between parents' educational attainment and selected creative professions of their children. However, there was no statistically significant correlation.

Title of the Paper: Marketing Communication Management Level as a Healthcare Organizations Competitiveness Tool


Authors: P. Stankova, M. Sasinkova, G. Koncitikova

Pages: 452-461

Abstract: The importance of marketing communications in health care is increasing within the context of competitiveness. Even though hospitals are often merely passive recipients of patients, more and more hospitals realize that a patient may choose a hospital where he/she will be treated and so the competitive pressure on the services quality, communication standards and approach of hospital staff to clients is increasing. The Czech Republic's vision lies also in privatizing and restructuring of hospitals, which would affect not only the business management of healthcare organization, but also significantly affect the general management of the organization. A hospital would become a regular part of the market and marketing management would become a competitiveness tool. The aim of the article is to present individual healthcare systems, define the marketing communication role in hospital management, present marketing communication as an important competitiveness tool of healthcare organizations marketing management and evaluate the scope and level of usage of respective marketing communication tools in selected healthcare organizations in the Czech Republic.

Title of the Paper: The Level of Financial Literacy among the High School Students in the Chosen Regions of the Czech Republic


Authors: Marie Pasekova, Hana Redinova, Victor Oprean, Kaidi Kallaste, Lubor Homolka, Beata Blechova, Sarka Sobotovicova

Pages: 462-469

Abstract: In the current economic conditions it is impossible to consider anything as permanent and predictable. A certain level of financial education across all age groups is necessary. It is no longer possible the case that what one learns in one time can use a long time without changes. Especially in the economic area, it is necessary to enable individuals still have further education, acquisition by obtaining of new knowledge and experience and deepen the already acquired. Likewise, how it is changed everything around, the financial environment is changing too. In the markets, there are many new possibilities of investment, saving or borrowing capital. Therefore, it is essential that each individual had a certain level of financial literacy. The aim of this article is to present the results of the research focused on the level of financial literacy among the high school students in the Czech Republic. A questionnaire survey was attended by participants from the high school students from Olomouc, Zlin and Moravian-Silesian Region in the total number of 297 respondents. The main area was examined the relationship between educational attainment and obtained level of financial literacy. During the research, there were the statistical methods to verify the results used, specifically the c2 test for significance evaluation and the Pearson contingency coefficient for establishing the intensity of relations. Based on the obtained results we can say that there is agreement between the self-assessment of respondents´ financial literacy and the educational attainment. The results also show the reluctance of students to use the services of the financial advisors, mainly due to the fact the respondent do not know any representatives of this profession.

Issue 5, Volume 7, 2013

Title of the Paper: The Loyal and Moral Principles in the Sale of Bank Products. A Case Study from Slovak Republic


Authors: J. Belas, E. Cipovova, P.Klimek

Pages: 471-478

Abstract: Aim of the article was to examine selected moral attitudes of bank staff in Slovakia. These attitudes present important area of business ethics and corporate social responsibility. They have significant impact on financial performance of the bank because of satisfaction mirror effect. In this article we have evaluated the relationship between the bank employees and the employers, their relationship to the clients, evaluation of their own productivity and the change of the attitude during the crisis. The morality in the business area and corporate social responsibility represents meaningful theoretical background but understanding of these terms is completely different in the banking practice. Because of this reason we have examined moral attitudes of bank staff in Slovakia. Attitudes of bank employees were investigated in a questionnaire survey and obtained results were verified by structured interviews. The research was conducted in two stages, in 2008 (before the crisis has started) and in 2012 (after the first phase of the crisis has finished). The research indicates that employees of banks in Slovakia are not sufficiently loyal to the bank they work for. The crisis brought about deterioration in relation to employee acceptance of client needs. To meet needs of the client's interest has decreased significantly in 2012 compared to 2008. During the crisis the number of respondents who pointed to their own weaknesses in their productivity has increased.

Title of the Paper: Measuring the Effectiveness Factors in New EU Member States through DEA Approach


Authors: J. Hanclova, M. Stanickova

Pages: 479-489

Abstract: The paper deals with an application of Data Envelopment Analysis (DEA) method to multi-criteria performance evaluation of the New European Union (EU) Member States in the reference period 1995-2010. Efficiency of the Member States can be seen as the source of national performance and subsequent competitiveness. The aim of the paper is to analyze an efficiency of effectiveness factors and a level of productive potential achieved of the Member States with the help of specialized DEA approach – the Malmquist (Productivity) Index (MI/MPI) in the reference period. The main purpose of this approach is to evaluate numerical grades of efficiency of economical processes within New EU Member States. Using of DEA method for efficiency evaluation seems to be convenient because there is not only one factor evaluated, but a set of different factors that determine the degree of economic development. DEA method is based on inputs and outputs of used indicators and evaluates the efficiency how countries are able to transform their inputs into outputs. Therefore, efficiency of the Member States can be considered as a 'mirror' of competitiveness and a source of national performance. The theoretical part of the paper is devoted to the fundamental bases of competitiveness in the context of performance theory. The empirical part is aimed at measuring the change of technical efficiency and the movement of the productive frontier level in evaluated countries by MI/MPI. The final part of the paper offers a comprehensive comparison of results obtained by MI/MPI method.

Title of the Paper: Multiplicative and Additive Approach in Analytic Hierarchy Process – Case Study of Competitiveness Evaluation of Czech and Slovak Regions


Authors: J. Nevima, Z. Kiszova

Pages: 490-499

Abstract: The article is focused on alternative approach in regional competitiveness assessment in case of the Czech and Slovak Republic. The aim of the contribution is to find out position of NUTS 2 regions in closed programming period of 2000 – 2006 years using the analytic hierarchy process. The method of analytic hierarchy process is presented in two different approaches to pairwise comparisons. The first one is multiplicative what is original and connected with the method from its beginning. The second one is additive which is more natural and acceptable for many decision makers. Analytic hierarchy process is used to calculate weights of selected criteria (macroeconomic indicators). Mentioned macroregional indicators are chosen with regard to expert estimation and accessibility of relevant statistic data. Based on the application of the method we can gain detailed view on regional competitiveness of regions by way of quantitative characteristics which can lead to more precise definition of reached competitiveness of NUTS 2 regional units in the EU.

Title of the Paper: Multidimensional Modelling of Social Performance Indicators in Processing Industry Companies in the Czech Republic


Authors: Alena Kocmanova, Iveta Simberova

Pages: 500-507

Abstract: The contribution focuses on the identification of social performance indicators, i.e. the key ESG performance indicators. Successive stages and various statistical methods were applied to draft social indicators. The first stage included the method of selection of social indicators from the international sources of organizations and voluntary social tools; subsequently, a questionnaire was drawn up. Empirical analysis was undertaken in the years 2011-2012 in 79 companies involved in the processing per CZ-NACE. Univariate analysis of all variables preceded all stages of the selection of social indicators. T-test was used to test the relations among CSR and social indicators. Cluster analysis studied the file of social indicators in the subsequent stage of research; reduced social indicators to measure corporate performance were developed accordingly.

Title of the Paper: Impact of Reduced VAT Rate on the Behavior of the Labour Intensive Services Suppliers


Authors: K. Randova, M. Krajnak, V. Friedrich

Pages: 508-518

Abstract: The paper is focused on the analysis of the impact of the potential transfer of the certain labour intensive services (restaurant and catering services, hairdressing services, minor repairing of shoes and leather goods and minor repairing of bicycles) from the standard to the reduced VAT rate on the behavior of these services suppliers in the current conditions of the Czech Republic. The data for the analysis were obtained by the questionnaire research. Analyzed are for example these relations: changes of VAT liability, trade margin, average price decrease, demand, location of the business, scope of the business, number of employees, use of potential free funds that could be created due to this possible legislative change. Following methods of the descriptive statistics, correlation and regression analysis, ANOVA (Analysis of Variance), chi-square test of independence were used. The data were mainly evaluated by the SPSS software.

Title of the Paper: Bankruptcy Prediction Model of Industrial Enterprises in the Czech Republic


Authors: Michal Karas, Maria Reznakova

Pages: 519-531

Abstract: Imminent bankruptcy endangers the owners and employees of a bankrupting company as well as its creditors such as other companies and banks. The number of the Czech companies going bankrupt from 2008 to 2011 was three to four times higher, which makes it even more necessary to look for early-warning tools. Based on an analysis of the financial statements of Czech industrial enterprises submitted between 2007 and 2010, a bankruptcy prediction model has been devised with a classification precision ranging from 94.03to 97.79 percent.It can identify bankruptcy with a confidence of 90 percent even three years ahead.

Title of the Paper: Image Analogies Based Filters for Composite Distortions


Authors: Milan Tuba, Jelena Z. Tasic

Pages: 532-540

Abstract: Images from cameras on remote locations are often subject to multiple distortions caused by damaged optics or undesirable movements, while medical images originated by alternative sources like ultra-sound or x-rays are subject to natural noise and tissue penetration distortions. Information about exact sources of such distortions and their parameters are usually not available. This paper presents a method that uses examples to develop a single image processing filter that can restore images subject to multiple distortions without determining components of that combined distortion. Proposed method is based on image analogies and it requires one correct image before distortions and one image of the same object under distortions. The feedforward artificial neural networks and the resilient propagation learning algorithm are used to generate a single filter that successfully reverses all distortions and can be applied to all images from the same distorted source. Our method achieved very good results on different test examples so it can be considered a promising tool for multiple distortions corrections.

Title of the Paper: Computational Finance and Finance Economics with Maple


Authors: Zuzana Chvatalova, Jiri Hrebicek

Pages: 541-550

Abstract: The paper introduces the use of several chosen Maple software finance application tools - specific examples from the Applications Center of the Canadian company Maplesoft that has been developed Maple since 1980. There are discussed the possibilities that Maple environment offers. Readers can also share author’s experiences as can be seen in the Maple environment usage presented in the Maple case studies. The paper introduces also essential information about computational finance and the theory of portfolios of securities and presents how to use the Maple tools for the computation of the efficient frontier and optimal utility of a portfolio of three securities from the Prague Stock Exchange.

Title of the Paper: Fitness Value Based Evolution Algorithm Approach for Text Steganalysis Model


Authors: Roshidi Din, Azman Samsudin, T. Zalizam T. Muda, P. Lertkrai, Angela Amphawan, Mohd. Nizam Omar

Pages: 551-558

Abstract: In this paper, we present a new alternative method for text steganalysis based on an evolution algorithm, implemented using the Java Evolution Algorithms Package (JEAP). The main objective of this paper is to detect the existence of hidden messages based on fitness values of a text description. It is found that the detection performance has been influenced by two groups of fitness values which are good fitness value and bad fitness value. This paper provides a valuable insight into the development and enhancement of the text steganalysis domain.

Title of the Paper: Disclosure Practices of Funded and Non-Funded Religious Non-Profit Organizations: A Comparison


Authors: Saunah Zainon, Ruhaya Atan, Zarina Abu Bakar, Roland Yeow Theng Nam

Pages: 559-567

Abstract: Social responsibility performs by religious non-profit organizations (RNPOs) typically depend on the availability of various sources of funds available. The most basic sources of funds available are from donations, corporate giving and grants. The main objective of this study is to analyze the disclosure practices of funded and non-funded RNPOs. Through content analysis on the sample of 83 RNPOs annual returns for the year 2010, results of independent sample T-test indicated that funded RNPOs are more likely to disclose information. In addition, ANOVA findings confirmed the differences in the disclosure practices among funded organizations of government, private and non-funded RNPOs. The results of this study provide empirical evidence to the government and other resource providers in scrutinizing the decision to distribute their funds to these RNPOs.

Title of the Paper: Hydrolysis Process of Collagen Protein from Tannery Waste Materials for Production of Biostimulator and its Mathematical Model


Authors: H. Vaskova, K. Kolomaznik, V. Vasek

Pages: 568-575

Abstract: The paper is focused on an area of secondary processing of leather waste materials, which belongs together with a problem of waste formation and its disposal among the actual global issues. The emphasis is given to chrome-tanned waste which can represent a threat to the environment and human health because of the content of hexavalent chromium. This agent is classified as a carcinogen and its repeated exposure to human organism have hazardous impact. Secondary waste processing is a feasible solution against adverse effects resulting from waste materials. Economic and environment-friendly requirements are cardinal aspects of these ways of waste processing. The authors introduce the complex process of collagen protein hydrolysis gained from tannery wastes for the purpose of production inducers of resistance for agricultural plants. Along the treatment the chromium tanned shavings are three times hydrolyzed under different conditions. The intermediate products of the process find further applications. The process can be rank among closed-loop processes by its nature. Mathematical model for the third step of the whole process, the acid hydrolysis of enzymatic hydrolyzate based on balance equations for hydrolysis is presented.

Title of the Paper: Impact of Hexavalent Chromium in Leather Goods and Chrome-tanned Waste on Human Health and to the Environment


Authors: H. Vaskova

Pages: 576-583

Abstract: Issue of waste, its formation, disposal and possible secondary processing as one of current global problems is dealt in this paper. Hazardous waste represents a potential threat to the environment and human health. The paper is focused on an area of waste containing hexavalent chromium arising especially from leather industry. Hexavalent chromium the element occurring in various amounts in tannery waste is classified as a carcinogen. Its repeated exposure to human organism has hazardous impact. New possible risk connected with the use of disinfectants on shoes containing oxidizers have been revealed and is introduced. The menace consequences are based on the known potency of conversion trivalent to hexavalent chromium in leather in different conditions. The oxidation is supported by experimental data gained by UV-visible spectrophotometry. Although the level of chromium in various ambient is controlled, it is often a total amount of chromium i.e. trivalent together with hexavalent chromium what can be indeed misleading from the hazardousness point of view. An innovative method Raman spectroscopy is proposed for identification of the valence state of chromium contained in investigated material. Raman spectroscopy renders an inner structure of a matter hence it has an ability to recognize the form of an element. Finally the process of collagen protein hydrolysis gained from tannery wastes as a mean of secondary processing of waste material is introduced. The final product of the process is intended to be used as inducer of resistance for crop plants.

Title of the Paper: A Matrix-Based Approach to the Facility Re-Layout Problem


Authors: Kwan Hee Han, Sung Moon Bae, Dong Min Jeong

Pages: 584-591

Abstract: External environment of enterprise are rapidly changing brought about majorly by global competition, cost and profitability pressures, and emerging new technology. In order to sustain competitiveness, manufacturing organizations should provide the sufficient flexibility to produce a variety of products on the same system. To cope with these challenges, a manufacturing company attempts to organize its facilities in the most efficient way to serve the particular mission of that plant. Facility layout problem is classified into 2 areas: Green field design and facility re-layout problem (FRLP). Until today, most research on facility layout focuses on green field design whereas the facility re-layout problem is more common than green field design. Since layout change is unavoidable to adapt in today’s dynamic environment, our focus is on the FRLP. A matrix-based approach is proposed to compare existing layout with new changed one in this paper, which is a subset of SLP (Systematic Layout Planning) procedure. In this approach, layout alternatives are evaluated procedurally by the criteria of traffic volume∙distance. Their performance is also verified by 3D discrete event simulation. Proposed method is a practical approach for layout changes without requiring deep mathematical knowledge. This approach deals with dynamic aspect of manufacturing system such as product mix and order quantity change by calculating traffic volume for future production schedule.

Title of the Paper: Multiple-Gbest Guided Artificial Bee Colony Optimization Algorithm


Authors: Abdul Ghani Abro, Junita Mohamad-Saleh

Pages: 592-600

Abstract: Artificial Bee Colony (ABC) applies foraging phenomenon of honeybees for evolving the optimal solutions of problems at hand. ABC algorithm is one of many prominent bioinspired optimization algorithms. Moreover, ABC algorithm is capable on inducting new possible-solutions while the algorithm searches for the optimal solutions. Scout-bee is responsible for inducting the possible-solutions. Nonetheless, ABC suffers from slow convergence and poor exploitation. Furthermore, the scout-bee selects completely random possible-solution to replace the abandoned possible-solution. Hence, there are very little chances of getting higher-quality possible-solution. Therefore, researchers have proposed various solutions to overcome the demerits of ABC algorithm. Nevertheless, the variants are either computationally intensive or could not avert the flaws. This research work proposes two different modifications for the performance enhancement of ABC algorithm. The first modification enhances the neighborhood searching capability of ABC algorithm, whereas, the second modification improves searching capability of the scout-bee by exploiting the so-far best-found possible-solution. The proposed algorithm has been compared with various existing variants of ABC algorithm on a wide set of high-dimensional benchmark functions. The significance of the proposed algorithm has been proved by a statistical test. The results reveal that the proposed algorithm has produced the significantly better convergence in comparison to the compared algorithms.

Title of the Paper: Single Mode Soil Yielding in Masonry Vaulted Structures


Authors: Alessandro Baratta, Ottavia Corbi

Pages: 601-608

Abstract: The paper addresses the problem of soil yielding in masonry vaulted structures, setting up a procedure for theoretical treatment of barrel vaulted constructions and forecast of structural response induced by local sinking or rotation of piles. This is a primary issue in handling masonry constructions since collapse mechanisms may be activated, rapidly leading to crisis and failure of the entire structure. Effects of foundation rotation or subsiding should not be neglected since they may actually deeply affect the correct behavior of ancient masonry structures, and, in particular, of their vaulted elements, and are often able to compromise their static operation. Single rotational or translational motion modes are considered in the paper, by developing the numerical investigation and showing results from implementation in ad-hoc built in codes of the theoretical set up.

Title of the Paper: Analysis of a Metallic Pedestrian Bridge under Dynamic Human Loads in Pre and Post Reinforcement Phases


Authors: Dora Foti, Salvador Ivorra, David Bru

Pages: 609-618

Abstract: The purpose of this work is to study the dynamic behavior of a pedestrian bridge in Alicante, Spain. It is a very slender footbridge with vertical and horizontal vibration problems during the passage of pedestrians. Accelerations have been recorded by accelerometers installed at various locations of the bridge. Two scenarios, in free vibration (after the passage of a certain number of pedestrians on the bridge) and forced vibration produced by a fixed number of pedestrians walking on the bridge at a certain speed and frequency. In each test, the effect on the comfort of the pedestrians, the natural frequencies of vibration, the mode shapes and damping factors have been estimated. It has been found that the acceleration levels are much higher than the allowable by the Spanish standards and this should be considered in the restoration of the footbridge.

Issue 6, Volume 7, 2013

Title of the Paper: Practical Approach for Modeling Chaotic Maps Related to Mobius Transformation


Authors: Taeil Yi

Pages: 619-624

Abstract: It has been very difficult to find a dense orbit point and densely many periodic points of a chaotic map. One of the reasons is the complexity of the most popular definition of chaos made by Devaney. There have been several attempts to replacing Devaney’s definition with simpler one, and one of them is using topological properties only, i.e., it uses the transitivity and the densely many periodic points properties of the function. In this paper, using these properties, we present a chaotic maps on n i=1S1. We produce a sequence space on the n symbols, and show that the (left) shift map is a chaotic map on it. Then, by building a continuous bijective map between the sequence space and S1, we show that the angle multiplying map is a chaotic map on S1. From this we show that a product of angle multiplying maps on n i=1S1 becomes a chaotic map by constructing densely many periodic points and a dense orbit. We also show that the function has infinitely many dense orbits, and the M¨obius transformation produces a chaotic map on T2.

Title of the Paper: A Note on Generalized Bessel Functions


Authors: Clemente Cesarano, Dario Assante

Pages: 625-629

Abstract: In this paper we will discuss the treat involving various forms of generalized Bessel functions of two-variable, in particular by outlining the linking between the second order differential equation of Bessel type and the different kinds of Bessel functions themselves. Furthermore, by using the formalism of the shift operators, we will present the Bessel operator and we will show how it can be useful to simplify the study of many properties related to Bessel functions.

Title of the Paper: Algebraic Design of Controllers for Two-Degree-of-Freedom Control Structure


Authors: Radek Matušů, Roman Prokop

Pages: 630-637

Abstract: The principal aim of this paper is to present an algebraic approach to design of single-input single-output continuous-time controllers under assumption of two-degree-offreedom (2DOF) closed-loop control system. The method of synthesis is based mainly on description of systems in the ring of proper and Hurwitz-stable rational functions (RPS), Youla-Kučera parameterization of all stabilizing controllers and divisibility conditions in RPS. One of advantages of the proposed approach is the utilization of the single tuning parameter. The work contains the computation and simulation examples which cover the selected cases of only asymptotic tracking of reference signal or also disturbance rejection for first-order and third-order controlled plants.

Title of the Paper: Nonlinear Robust Vibration Control of a Plate Integrated with Piezoelectric Actuator


Authors: A. Oveisi, M. Gudarzi

Pages: 638-646

Abstract: This paper investigates the vibration control of a nonlinear plate using piezoelectric actuator based on an adaptive robust control algorithm. A complete mathematical modeling is presented in order to describe the dynamic of plate motion. Then, a robust adaptive fuzzy control algorithm, for controlling the proposed mechanical structure, is introduced. This controller includes a fuzzy scheme and a robust controller. Based on sliding mode controller a fuzzy system is introduced to mimic an ideal controller. The robust controller is designed based on compensation of the difference between the fuzzy controller and the ideal controller. The parameters of the fuzzy system and uncertainty bound of the robust controller are adjusted adaptively. The adaptive laws are designed based on the Lyapunov stability theorem to reach the stability of the closed-loop system. Detailed analysis for the closed-loop system is carried out to evaluate the vibration controller performance due to output excitation. Finally, the effect of initial condition on vibration characteristic is investigated, numerically.

Title of the Paper: An Extrapolation of Fleury’s Algorithm for Determining the Longest Path in an Undirected Graph


Authors: F. Ghionea, M. Pirvan

Pages: 647-656

Abstract: Existing solutions for determining the longest path in an undirected graph are indirect or heuristically, since the existence of the cycles is discouraging. The”exfoliation” method is the solution proposed to avoid the problem of cycles: iteratively, the peripheral structure of edges and nodes of the graph is removed; concatenating then the sub-graphs resulted after the exfoliation procedure. If a graph admits an elementary chain containing all its nodes, then the concatenation of successive sub-graphs is possible and leads to the determination of the longest path in the undirected graph. This statement is proved adequately adjusting Fleury’s algorithm for Eulerian paths , not in the analyzed graph, but in a matagraph( an auxiliary graph which, instead of nodes, has the sub-graphs resulted after the “exfoliation” procedure is applied).

Title of the Paper: Development, Experimental Validation and Sensitivity Analysis of a Mathematical Model of Biofiltration for Hydrogen Sulfide Removal


Authors: Pairote Satiracoo, Prayad Pokethitiyook, Yongwimon Lenbury, Siraporn Potivichayanon, Ravi P. Agarwal

Pages: 657-665

Abstract: A dynamic model which describes the removal of hydrogen sulfide from contaminated air in a biotrickling filter has been developed. The model includes mathematical expressions for contaminant mass transfer and biodegradation kinetics. According to the experimental results which reveal the influence of biofilm thickness on the hydrogen removal efficiency of the biotrickling filter, the proposed model attempts to describe the loss of biomass and changes in biofilm thickness. The loss of biofilm due to shear or sloughing is also explicitly incorporated into the model. Model evaluation is performed by comparison of model simulations with experimental data. When the model are simulated under the assumption of unrestricted growth of microorganisms, the model can predict the behavior of the system under various operating conditions. When including biofilm detachment, the model simulations show improvement in prediction of both the removal efficiency and biofilm thickness in comparison to the model simulations under the unrestricted growth condition. Furthermore, a sensitivity analysis of model parameters shows that the gas and liquid flow rates have a significant effect on hydrogen sulfide removal, while the maximum growth rate and biomass yield have an intermediate influence.

Title of the Paper: Modeling, Simulation and Visualization of Static Mechanical Properties of Frame of Elevator Cab


Authors: S. Hubalovsky

Pages: 666-675

Abstract: One of the most important methods in current scientific and technological research is the process of modeling and simulation, which is discipline with its own theory and research methodology. This paper focuses to the process of creation of mathematical and simulation model of static mechanical properties of real technical device. A case study of the process of creation of mathematical model is demonstrated on calculation of deviation of the frame of elevator cab. The mathematical model is established on the basis of bending theory of the beam. Validation of the mathematical model is provided by the simulation model created in the program SolidWorks® Simulation that is based on the finite element method.

Issue 7, Volume 7, 2013

Title of the Paper: Sensitivity Analysis of a Three-Species Nonlinear Response Omnivory Model


Authors: James A. Vance, Kevin J. Wilson

Pages: 677-681

Abstract: We investigate a three-species omnivory model with non-linear Holling Type II functional and numerical responses. As estimates from natural systems, the model parameters are subject to natural intrinsic variability and measurement error. We use sensitivity analysis to determine how infinitesimal changes in parameters, corresponding to variability and error, affect the population densities. We show that the handling times are less sensitive with the search and mortality rates being the most sensitive.

Title of the Paper: The Similarity Index lower and Upper Bounds: Theoretical Considerations and Experimental Verification


Authors: G. Pirlo, D. Impedovo, D. Barbuzzi

Pages: 682-691

Abstract: In this paper the Similarity Index variability range is investigated. Depending on the recognition rates of abstract-level classifiers, the lower and upper bounds of the of the Similarity Index variability range is theoretically analysed. The experimental tests, carried out in the field of handwritten numeral classification, confirm the theoretical findings.

Title of the Paper: Mathematical Description of Sodium Chloride Diffusion and Its Practical Impact on the Processing of Animal Fleshings


Authors: Michaela Barinova, Karel Kolomaznik, Jiri Pecha, Petr Halamka, Vladimir Vasek

Pages: 692-699

Abstract: Diffusion of sodium chloride plays key role in the pre-tanning treatment of raw hides, namely in the brine curing and soaking operations. Understanding the transport processes related to these operations gives ground for their optimization and thus to reduction of the adverse environmental impact as well as minimization of the consumption of sodium chloride, water and energies. Mathematical model of raw hide curing is presented and its modification for spherical coordinates applied on the description of the desalting of fleshings, a cheap raw material for the production of biodiesel and high quality gelatin. Desalting is the key step in the fleshings complex processing and the quality of the resulting products is highly dependent on the precise performance of the desalting operation. The experimental part includes determination of the effective diffusion coefficient of NaCl during brine curing on model porous material using color indication of the border area, determination of the diffusion coefficient of NaCl in the inner volume of fleshing during desalting, and pilot scale testing of the efficiency of fleshings desalting. The obtained diffusion coefficients were compared with the theoretical value at infinite dilution and factors affecting the diffusion coefficient values were discussed.

Title of the Paper: Formulating New Enhanced Pattern Classification Algorithms based on ACO-SVM


Authors: Hiba Basim Alwan, Ku Ruhana Ku-Mahamud

Pages: 700-707

Abstract: This paper presents two algorithms that integrate new Ant Colony Optimization (ACO) variants which are Incremental Continuous Ant Colony Optimization (IACOR) and Incremental Mixed Variable Ant Colony Optimization (IACOMV) with Support Vector Machine (SVM) to enhance the performance of SVM. The first algorithm aims to solve SVM model selection problem. ACO originally deals with discrete optimization problem. In applying ACO for solving SVM model selection problem which are continuous variables, there is a need to discretize the continuously value into discrete values. This discretization process would result in loss of some information and hence affects the classification accuracy and seeking time. In this algorithm we propose to solve SVM model selection problem using IACOR without the need to discretize continuous value for SVM. The second algorithm aims to simultaneously solve SVM model selection problem and selects a small number of features. SVM model selection and selection of suitable and small number of feature subsets must occur simultaneously because error produced from the feature subset selection phase will affect the values of SVM model selection and result in low classification accuracy. In this second algorithm we propose the use of IACOMV to simultaneously solve SVM model selection problem and features subset selection. Ten benchmark datasets were used to evaluate the proposed algorithms. Results showed that the proposed algorithms can enhance the classification accuracy with small size of features subset.

Title of the Paper: A Finite Element Formulation for the Elastodynamic Analysis of Mobile Mechanical Systems


Authors: N. Dumitru, R. Malciu, M. Calbureanu

Pages: 708-716

Abstract: This paper has as main purpose to identify the dynamic components of the matrices in the motion equation, combining the motion of rigid body with the one of elastic body. The finite element modeling requires the identification of a proper procedure in order to establish accurate boundary conditions which assure continuous motion in the nodes. Finally, an application on a plane mechanism, a four-bar linkage, with theoretical results for the mathematical models validation is presented. These models are useful for the optimization of robot design and to implement active vibration control for real-time applications.

Title of the Paper: Stabilization of a Magnetic Levitation Control System via State-PI Feedback


Authors: Witchupong Wiboonjaroen, Sarawut Sujitjorn

Pages: 717-727

Abstract: State feedback technique through a gain matrix has been a well-known method for pole assignment of a linear system. The technique could encounter a difficulty in eliminating the steady-state errors remained in some states. Introducing an integral element to work with the gain can effectively eliminate the errors. This paper presents design and implements the state-PI feedback controller for controlling the magnetic levitation system. First, a linear model that represents the nonlinear dynamics of the magnetic levitation system is derived by the feedback linearization technique. Then, the state-PI feedback control developed from the linear model is proposed. Results are compared between the conventional state feedback technique and the proposed method. In addition, we practically implemented the controller in an experimental magnetic levitation system and investigated its regulating performance. The experimental results show the effectiveness of the proposed method for disturbance dampening and stabilizing the system.

Title of the Paper: Zero-Pole and Padé Finite-Dimensional Reduction of Delayed Controllers: A Comparative Study


Authors: Libor Pekař, Roman Prokop

Pages: 728-735

Abstract: A comparative study of two approaches for simplification and rationalization of controllers with internal delays is presented in this paper. Delayed (or so-called anisochronic) controllers result from the use of compensatory or predictive control methods for time-delay systems. In this study - where the aim is to match the original infinite-dimensional controller with a simple finite-dimensional one - the Padé approximation of the whole transfer function and the methodology preserving dominant poles and zeros and asymptotic behavior are introduced and compared. Control of a circuit laboratory heating plant with delays in a special ring or proper and stable meromorphic functions is taken as an example for the comparison. The simple negative control feedback system and a control structure with two feedback controllers are implemented. Besides simulation results, real measurements on the laboratory appliance are presented as well.

Issue 8, Volume 7, 2013

Title of the Paper: Activity of a Neuron brought by Electro-Physical Dynamics


Authors: Atsushi Fukasawa, Yumi Takizawa

Pages: 737-744

Abstract: Activity of a neuron is presented and clarified by electro-physical dynamic analysis. A boundary is considered between areas of positive and negative ions. p- and n-zones are formed across a boundary without electric charges, which is assigned by a depletion layer. Two depletion layers are considered with three thin zones within a neuron. They are assigned as input, central, and output ports. Activity of a neuron is brought by interactions among the zones. By this analysis, it is shown that a neuron operates as an amplifier or as a pulse generator against input stimuli. Discussion is also done for a evaluation of the membrane model given by Hodgkin and Huxley, which was brought by passive process and elements.

Title of the Paper: Statistical Methods for Analyzing Musk Compounds Concentration based on Doubly Left-Censored Samples


Authors: Michal Fusek, Jaroslav Michálek

Pages: 755-763

Abstract: This contribution is focused on statistical methods for analyzing the worldwide commonly used synthetic musk compounds. Method of maximum likelihood considering doubly left-censored samples is used for statistical modeling of musk compound concentration. As for model distributions, the exponential and Weibull distributions are considered. The suitability of replacement of Weibull distribution with exponential distribution is explored using the asymptotic tests (Lagrange multiplier test, likelihood ratio test, Wald test). Moreover, using the asymptotic properties of maximum likelihood estimates, methods for comparison of two censored samples from exponential distribution are proposed and applied in analysis of concentrations of musk compounds extracted from the fish samples caught in front of and behind a wastewater treatment plant. The power functions of particular tests are compared by simulations.

Title of the Paper: Two Factor User Authentication via Biometry and Neural Networks


Authors: Monica Carfagni, Matteo Nunziati, Matteo Palai

Pages: 764-771

Abstract: A multi-factor authentication framework relays on the usage of two or more sources of data for identity retrieval. Moving from authors' previous experimentation on two factor biometric authentication frameworks, the present paper shows the impact of the usage of neural networks as a way to fuse the outcomes of the different factors. The aim is to experiment neural networks as a way to map the multidimensional probabilistic space of a multi-factor biometric framework into the mono-dimensional binary space required by an authentication system.

Title of the Paper: A Topological Theory of the Tensional Psychological Determinism


Authors: Alin Gilbert Sumedrea

Pages: 772-781

Abstract: Tensional psychological construct is connected to the major desideratum of the human species, namely perpetuation and progress. The psychological dynamics of each and every person is governed by two realities, i.e. optimism and acceptance. This paper proves the existence of a rigid determinism which dictates the tensional psychological dynamics, cancelling free will. The tensional psychological dynamics is also connected every moment to the major desideratum mentioned above. The conscious instance, through its functionality, provides the optimism whereas the unconscious one provides the acceptance. The unconscious instance functions as a receptor, receiving the information from the personalized sense of the person. At the same time and because of this sense, the unconscious instance functions already as a selector of tensional strategies. To describe and prove these aspects, our approach uses the theory of homology.

Title of the Paper: Standards of Living Modeling based on Objective Indicators with Using Cluster Analysis


Authors: Jiří Křupka, Romana Provazníková, Miloslava Kašparová, Jan Langer

Pages: 782-792

Abstract: A modeling of standard of living in Eurozone countries is provided in the article. Models are designed with using cluster analysis algorithm TwoStep. The modeling of standard of living index is compared with real investigated indexes of standard of living – Index of quality of live realized with Czech journal E15 and Prosperity index realized with Legatum Institute. The software SPSS Clemetine was used for the models proposal.

Issue 9, Volume 7, 2013

Title of the Paper: A Switching Cascade Sliding PID-PID Controllers Combined with a Feedforward and an MPC for an Actuator in Camless Internal Combustion Engines


Authors: Paolo Mercorelli, Nils Werner

Pages: 793-801

Abstract: This paper deals with a hybrid actuator composed by a piezo part and a hydraulic one and with a cascade PID-PID control structure for camless engine motor applications. The idea is to use the advantages of both, the high precision of the piezo part and the force of the hydraulic one. In fact, piezoelectric actuators (PEAs) are commonly used for precision positionings, despite PEAs present nonlinearities, such as hysteresis, satura- tions, and creep. In the control problem such nonlinearities must be taken into account. In this paper the Preisach dynamic model with the above mentioned nonlinearities is considered together with a cascade PID-PID controller combined with a feedforward and an Model Predictive Control regulator. The Model Predictive Control uses a particular geometric structure to speed up the dynamic response of the controlled system. In particular, the hysteresis effect is considered and a model with a switching function is used also for the controller design. Simulations with real data are shown.

Title of the Paper: A New Class of Monotone Functions of the Residue Number System


Authors: G. Pirlo, D. Impedovo

Pages: 802-809

Abstract: This paper presents a new class of monotone functions that can be computed from the Residue Number System (RNS) to the integers. On the basis of these functions new implementations are proposed for residue-to-binary conversion and magnitude comparison that are superior to traditional techniques, if a modulus of the kind 2k (k integer) is included in the set of RNS moduli.

Title of the Paper: A Mathematical Model for HIV Apheresis


Authors: Rujira Ouncharoen, Siriwan Intawichai, Thongchai Dumrongpokaphan, Yongwimon Lenbury

Pages: 810-819

Abstract: In this paper, the continuous filtering and impulsive filtering policies are incorporated in a mathematical model for the interaction between HIV particles and CD4+T cells. In the case in which a continuous virus filtering is used, we derive sufficient conditions on the system parameters which guarantee that the equilibrium points of the system are either locally asymptotically stable or globally asymptotically stable. In the case in which an impulsive virus filtering is used, we investigate the dynamical behaviors of HIV and CD4+T cell in response to the impulsive treatment and point out that there exists a viral free solution which is globally asymptotically stable. Our results indicate that the period and apheresis rate effect the eradication of the virus. Numerical simulations are carried out to confirm our theoretical results.

Title of the Paper: Mathematical Modeling of Chemical Deliming and Simulation of Economical Parameters in Gelatin Production


Authors: Jaroslav Solc, Hana Charvatova, Michaela Barinova, Karel Kolomaznik

Pages: 820-827

Abstract: The paper deals with optimization of the calcimine deliming process during production of food grade gelatin. This process is the most important step from chemical engineering and environmental protection standpoint during production of food gelatin. The main objective of the paper is to provide a suitable mathematical description of the chemical deliming process. The proposed model is subsequently used for optimization of the deliming process to minimize the operating costs and environmental burden. The experimental part follows two main aims: determination of the effective diffusion coefficient of calcium sulfate during deliming with ammonium sulfate based on experimentally measured data, and computer simulations of the operating costs from the viewpoint of various soaking numbers, degree of the deliming and strength of the bond of calcium hydroxide to collagen. The results give ground for further optimization and exact transfer of laboratory data into real industrial operations.

Title of the Paper: Emerging Stock Market Integration and Contagion in the Context of Global Financial Crisis


Authors: Ramona Birău, Jatin Trivedi

Pages: 828-836

Abstract: The aim of this paper is to examine emerging stock market integration and contagion in the context of global financial crisis. Moreover, trading decisions depend on the international financial architecture, especially in terms of high volatility spillovers, integration degree, propagation of financial shocks, global interdependence and migration of market disturbances. The main focus is to consider the financial econometrics framework based on ARCH/GARCH models and Granger causality test. This empirical research covers the period from January 2007 until February 2013 of daily returns of selected stock markets major indices.

Title of the Paper: Simple Stochastic Model for Random Waste Absorption of an Algae Cell: Analytic Approach


Authors: Artorn Nokkaew , Somkid Amornsamankul, Busayamas Pimpunchat, Yaowapa Saengpayab, Wannapong Triampo

Pages: 837-844

Abstract: Over the past few decades, research on water quality using biological treatment has been considerably done. The problem of how the algae dynamically absorb waste is of great important both environmental and biological science particularly concerning a problem of waste water treatment. With this regards, we have applied a model in which a Brownian agent interacts with a spin or clock in 1D to describe and predict the system of waste absorption by algae. We assumed that the waste particles executing Brownian like motion and occasionally absorbed by algae. Analytic results are presented and discussed in connection with the waste absorption by algae. It was found that the absorption nature is dominated by the exponential like nature. How this model can be improved to better understanding or match with the real system is also elaborated.

Issue 10, Volume 7, 2013

Title of the Paper: A Model for Herd Behavior of Agents in Financial Markets: Analysis and Simulation


Authors: Flavius Guiaş, Lydia Olszewski

Pages: 845-853

Abstract: In this paper we consider a stochastic agent model with herd behavior which is related to the construction of price processes as jump processes in continuous time which exhibit heavy-tailed increments. We analyze the model theoretically and by performing numerical simulations for a large number of agents and for different values of the aggregation parameter. We further discuss the approximation properties of a nonlinear mean field model, including the case that the aggregation parameter approaches the maximal value of 1 in dependence of the number of agents. The discussion is backed up by numerical simulations and the outcome is compared to existing results in the literature.

Title of the Paper: The Treatment of Masonry Vaults through the Monge-Ampère Equation


Authors: Alessandro Baratta, Ottavia Corbi

Pages: 854-862

Abstract: It is recognized that, apart from a few cases, the No-Tension assumption yields a effective model for structural assessment of masonry structures. The theory is briefly illustrated, and its application to vaults is explained in detail, leading to a Monge-Ampere equation ruling the static regime through a membrane stress surface.

Title of the Paper: Self-Tuning Predictive Control of a Coupled Drives Process


Authors: Marek Kubalčík, Vladimír Bobál

Pages: 863-870

Abstract: This paper is focused on an application of a self – tuning predictive controller for real – time control of a coupled drives apparatus laboratory model, which models a multivariable non-linear system. The controller integrates an on – line identification of an ARX model of a controlled system and a predictive control synthesis on the basis of the identified parameters. The model parameters are recursively estimated using the recursive least squares method with the directional forgetting. The control algorithm is based on the Generalised Predictive Control (GPC) method. The optimization was realized by minimization of a quadratic objective function. The predictive controllers design is based on a multivariable CARIMA model. Results of real-time experiments are also included.

Title of the Paper: Numerical Study and GMDH type Neural Networks Modelling of Heat Transfer and Flow Characteristics in Microchannels


Authors: M. Borji, K. Salmalian, M. Soleimani, R. Najar

Pages: 871-879

Abstract: Three-dimensional heat transfer characteristics and pressure drop of water flow in a set of rectangular microchannels are numerically investigated using Fluent and compared with those of experimental results. The full Navier-Stoke’s approach is employed for this kind of narrow channels for the water flow assessments. The complete form of the energy equation accompanying the dissipation terms is also linked to the momentum equations. The calculated Nusselt numbers in different conditions show a good agreement with experimental results. Afterwards, two metamodels based on the evolved group method of data handling (GMDH) type neural networks are then obtained for modelling of both pressure drop (DP) and Nusselt number (Nu) with respect to design variables such as geometrical parameters of microchannels, the amount of heat flux and the Reynolds number. It is depicted that the evolved GMDH type neural network in terms of simple polynomial equations successfully model and predict the outputs of the testing data.

Title of the Paper: Some Remarks on Hypercircle Inequality for Inaccurate Data and Its Application


Authors: K. Khompurngson, B. Novaprateep, Y. Lenbury

Pages: 880-887

Abstract: In a recent paper, we extended the hypercircle inequality for data error and applied our results to the problem of learning the value of a function from inaccurate data in the reproducing kernel Hilbert space. In the present paper we continue to present some other recent results on this subject within this approach.

Title of the Paper: Framework for Constrained Portfolio Selection by the Firefly Algorithm


Authors: Milan Tuba, Nebojsa Bacanin, Branislav Pelevic

Pages: 888-896

Abstract: Well-known economics and finance problem of portfolio selection (optimization) has received a lot of attention in recent decades and many methods and techniques exist for tackling this problem. Classical mean-variance problem model is directed towards simultaneously maximizing the expected return of the portfolio and minimizing portfolio variance. Additional constraints are being added to the basic problem definition to make it more accordant with the real world, but the problem than becomes computationally very expensive or intractable. Standard deterministic techniques become insufficient and optimization metaheuristics emerge as a better approach. In this paper, firefly algorithm (FA), as one of the latest swarm intelligence metaheuristics, was applied to the portfolio optimization problem. The developed framework was tested on a set of five assets with promising results.

Issue 11, Volume 7, 2013

Title of the Paper: Discrete Mathematical Model of Diffraction on Pre-Cantor Set of Slits in Impedance Plane and Numerical Experiment


Authors: Kateryna V. Nesvit

Pages: 897-906

Abstract: The significance of this work is directed towards research and mathematical modeling of TE wave diffraction on pre- Cantor structures. The total electromagnetic (EM) field is represented as a superposition of two independent fields in the case of E and H polarization for the solution of two-dimensional problems in the mathematical theory of diffraction. In our case the stationary Maxwell equations are reduced to the solution of two independent boundary-value problems of Dirichlet and Neumann for Helmholtz equation. In this paper the diffraction problem of E-polarized plane EM wave on pre-Cantor set of slits in the impedance plane has been investigated. The boundary-value problem was reduced to a system of boundary singular integral equations (SIEs) with supplementary conditions and a Fredholm equation of the 2-nd kind. It was done using the method of parametric representations of integral operators. A discrete mathematical model of this boundary SIE with the help of an efficient Discrete Singularities Method (DSM) has been implemented. Several numerical experiments have been carried out to investigate the performance of the developed technique for pre- Cantor grating of different degree and variable impedance of the metallic strips.

Title of the Paper: Verification of Diffusion Mathematical Model for Long-term Materials Drying


Authors: D. Janáčová, P. Mokrejš, V. Vašek, R. Drga, O. Líška, J. Piteľ, M. Zálešák

Pages: 907-914

Abstract: The paper deals with a design of a diffusion mathematical model describing the drying processes for longlasting desiccation of dried substances prototypically shaped as plane, cylinder, and sphere. A decrease in the substance humidity shrinkage is derived from the result in deterministic model of desiccation. The long-term desiccation of the dried substances has been simulated on the basis of COMSOL MULTIPHYSICS programme and MAPLE, where initial and marginal conditions were defined. The functional program application in MATLAB has been created in order to draw a contrast among particular results obtained from the COMSOL programme.The application enables delineating the moisture extent in substances, 3D graph of moisture extent, and a decrease in the substance humidity degree. By means of the mentioned application, it is achievable to evaluate the results even in terms of changes in some of the set parameters. The shrinkage in substance moisture can be predicted in relation to suggested mathematical models. This fact has been confirmed bythe results of long-lasting desiccation of green coffee-beans in the warehouse.

Title of the Paper: Spectral Properties of Internal Waves in Rotating Stratified Fluid for Various Boundary Value Problems


Authors: A. Giniatoulline, T. Castro

Pages: 915-926

Abstract: We investigate the mathematical properties of rotating exponentially stratified fluid for bounded three-dimensional domains, such as existence and uniqueness of the solutions, the structure of the spectrum of normal vibrations, the relationship between the essential spectrum and non-uniqueness of the solutions, etc. We consider the both cases of viscous and inviscid fluid, as well as compressible and uncompressible cases. For various boundary problems of viscous barotropic fluid, we prove that the essential spectrum consists of isolated real points. For inviscid fluid, we prove that the essential spectrum is an interval of the imaginary axis which is symmetrical with respect to zero. Since the considered model of the stratified fluid corresponds to a distribution of the initial density in a homogeneous gravitational field, the obtained results may find their application in the models of the Atmosphere and the Ocean which consider the rotation of the Earth over the vertical axis. The novelty of this research is to consider simultaneously the effects of rotation and stratification, which has been studied separately in previous works. Three different techniques are used to localize and investigate the spectrum: the theory of the operator bundles, the verification of ellipticity in sense of Douglis-Nirenberg and the Lopatinski conditions, and the construction of the explicit Weyl sequence for the essential spectrum, which is our main result.

Title of the Paper: Option Pricing Under Stochastic Environment of Volatility and Market Price of Risk


Authors: Nattakorn Phewchean, Yong Hong Wu, Yongwimon Lenbury

Pages: 927-935

Abstract: Since Black-Scholes model was proposed in 1973, it has been applied widely for option pricing. The aim of this paper is to develop European option pricing model taking into account stochastic volatility and stochastic market price of risk (MPR) under the framework of Black-Scholes. Both volatility and market price of risk are assumed to be stochastic and assumed to follow Ornstein- Uhlenbeck process. By using an analytical approach of Abraham Loui, explicit formulas are derived for European call and put option prices. Sensitivity of option price to model parameters are tested and the simulation results show the strong characteristic of stochastic model.

Title of the Paper: An Asymptotic Markovian Approach to the Portfolio Selection Problem


Authors: Enrico Angelelli, Sergio Ortobelli Lozza, Gaetano Iaquinta

Pages: 936-944

Abstract: In this paper we propose a portfolio choice problem under the hypothesis of Markovian returns. In particular, we assume stable Paretian distributed returns which imports a more flexible environment rather than the traditional Gaussian modeling. Therefore under these assumptions we perform an ex-post analysis to investigate the real benefit of our approach and draw some remarkable conclusions.

Title of the Paper: Support Vector Machine Applied to Land Use Prediction using Socio-Economic Factors in a Compact City Model


Authors: Luis C. Manrique R., Kayoko Yamamoto

Pages: 945-955

Abstract: This paper proposes a method to evaluate the socio-economic factors in a compact city model using Support Vector Machine (SVM). Socio-economic factors are evaluated in the urbanization promotion area of the Aomori metropolitan area in Japan. By using these variables it was possible to predict the land use types using SVM and evaluating the area under the curve (AUC) for each predictor. The results showed that for the residential area the accuracy was higher than 93%. Appropriate Kappa and Rand indexes were found through simulations with values exceeding 0.8. AUC was applied to the predictors and by using this algorithm it was possible to identify the most important socio-economic factors for each class. It is possible to reduce the number of classes according to AUC comparison. Finally, we have contributed to integrate geospatial information with socio-economic factors in order to classify land use.

Issue 12, Volume 7, 2013

Title of the Paper: Nanohardness of Electron Beam Irradiated PMMA


Authors: P. Kratky, D. Manas, M. Manas, M. Stanek, M. Ovsik, K. Kyas, J. Navratil

Pages: 957-964

Abstract: The submitted paper presents the assessment of mechanical properties of the surface layer of modified polymethyl methacrylate. Modification of the surface layer was made by irradiation cross-linking on the surface, which enables modification of polymer materials and hence the change of their end-use properties. The process of mechanical stress is applied by nanohardness test. The surface layer of polymer material is modified by β – radiation. After the polymethyl methacrylate is subjected to radiation, changes of the surface layer at applied load are observed. Material properties of the created surface layer are measured by nanohardness test using the DSI method (Depth Sensing Indentation).

Title of the Paper: Symmetries and Conservation Laws for Biodynamical Systems


Authors: Romulus Militaru, Florian Munteanu

Pages: 965-972

Abstract: The aim of this paper is the study of symmetries and conservation laws for dynamical systems arising from biology and ecology by geometrical methods of the Classical Mechanics, using symplectic and presymplectic formalisms. It will be obtain new kinds of conservation laws for symplectic and presymplectic systems, without the help of a Noether type theorem, only using symmetries and pseudosymmetries.

Title of the Paper: A Modified Relay-Feedback Parameterization of Time-Delay Models: Theory and Application


Authors: Libor Pekař

Pages: 973-983

Abstract: The well-known on/off relay-feedback identification test suffers from two imperfections. First, the parameters estimation does not bring a sufficient accuracy; second, a single test enables to quantify only two unknown model parameters. In this paper, two possible approaches dealing with these problems are attacked. Namely, the Autotune Variation Plus (ATV+) procedure introducing an additional artificial delay is utilized for a multiple-points model parameterization, and, the use of a saturation relay and a relay transient experiment with the Discrete Time Fourier Transform (DTFT) aid a better parameters estimation. The novelty of this contribution resides in that these methodologies are utilized with the combination with Linear Time-Invariant Time Delay Systems (LTI TDS) and their models. In our recent papers, theoretical aspects of the techniques were introduced and discussed, separately from other contributions dealing with a laboratory application of the saturation relay based approach. Both, theoretical and practical issues are summarized in this paper in a comprehensive presentation.

Title of the Paper: Volume-Return Portfolio Selection and Large Scale Dimensional Problems with Bivariate Markov Chains


Authors: Enrico Angelelli, Sergio Ortobelli Lozza, Gaetano Iaquinta

Pages: 984-992

Abstract: A portfolio selection problem is proposed under the assumption that financial returns follow homogenous Markovian chains. In this framework we describe two possible applications of bivariate Markov chains in portfolio selection problems. First, we show how to account the joint behavior of future wealth considering a bivariate Markov process and propose a technique to reduce the dimensionality of the large scale portfolio choice problem considering the heavy tails of the returns. Secondly, we describe the (volume, return) portfolio evolution with a bivariate Markov chain and we propose a volume-return portfolio strategy that accounts the investor behavior. Finally, we perform an ex-post analysis to assess the large-scale reduction technique used and the performance of a portfolio strategy that accounts the joint volume-return Markovian behaviour.

Title of the Paper: The Hamiltonian Dynamical System Associated to the Isotropic Harmonic Oscillator - A Numerical Study of Conservation Laws


Authors: Romulus Militaru, Florian Munteanu

Pages: 993-1004

Abstract: In this paper we study the interplay between dynamical systems geometrical theory and computational calculus of dynamical systems. The viewpoint is geometric and we also compute and characterize objects of dynamical significance, in order to understanding the mathematical properties observed in numerical computation for dynamical models arising in mathematics, science and engineering. We use appropriate numerical methods for the study of conservation laws of Hamiltonian dynamical system associated to the isotropic harmonic oscillator for one and two dimensional case.