INTERNATIONAL JOURNAL of MATHEMATICAL MODELS AND
METHODS IN APPLIED SCIENCES

 

Editors-in-Chief
  • Valeri Mladenov(Bulgaria)
     

  • Nikos Mastorakis (Greece)
     

Editorial Board

  • Zoran Bojkovic (Serbia)
     

  • Lotfi Zadeh (USA)
     

  • Leonid Kazovsky (USA)
     

  • Leon Chua (USA)
     

  • Panos Pardalos (USA)
     

  • Irwin Sandberg (USA)
     

  • Metin Demiralp (Turkey)
     

  • Petr Ekel (Brazil)

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Topics:
Matrix Theory, Tensor Analysis, Linear and Multilinear Algebra
Simulation via Computational Linear Algebra techniques
Iterative methods
Error Estimation in Iterative Methods
Eigenvalue Problems
Componentwise and Structured Perturbations
Convex Optimization
Approximation of Large-scale Dynamical Systems
Ordinary Differential Equations
Partial Differential Equations
Integral Equations
Integral-Differential Equations
Algebro-Differential Equations
Numerical Methods for Singular Equations
Numerical Linear Algebra
Optimization
Numerical Behaviour of Optimization Algorithms
The Art of Computer Programming of Numerical Methods
Parallel Computing
Distributed Computing
Supercomputing
Finite Elements
Mathematical Aspects of Scientific Computing
Error Analysis
Stability Problems
Convergence Problems
High Complexity Numerical Methods
Non-Linear Systems Theory
Dynamical Systems and Chaos
Dynamical Systems
Large Scale Systems
Identification
Signal Processing
Systems and Control
Robotics
Neural Networks
Fuzzy Systems
Evolutionary Compuation
Simulation in Mathematical Biology
Simulation in Information Retrieval and Management
Electromagnetics
Fluid Mechanics
Simulation in Civil Engineering
Simulation in Economy, Ecology, Biology, Finances
Stochastic differential equations
Linear Programming, Quadratic Programming
Convex Programming, Nonlinear Programming
Complementarity problems, Stochastic Programming
Combinatorial Programming, Integer Programming
Convex, Nonsmooth and Variational analysis
Multiobjective programming
Game Theory
Algorithms for parallel architectures
Global Optimization
Optimal Control
Stochastic Control
Variational Principles and Applications
Software Development
Heuristic Algorithms
Tabu Methods, Simulated Annealing
Probability Theory and Applications
Stochastic Processes
Mathematical Statistics, Applied Statistics
Prediction Theory, Estimation Theory
Identification
Operational Research, Queueing Theory
Reliability Theory, Routing Theory
Measurement Theory
Marketing and Production Organization
Transportation Systems
Epidemiology
Financial mathematics
Information systems and traffic management
Inventory theory
Scheduling
Management Science
Randomized Algorithms
Equational logic programming
Functional Languages
Parallel and Distributed Computation
Problems in Discrete
mathematics
Combinatorics and
Graph Theory
Functional systems theory
Coding
Cryptology
Object-Oriented Programming
Computational Geometry
Industrial Systems
Real Time Systems
Multimedia
Discrete structures
Extremal problems
Enumeration problems
Network algorithms
Network optimization
Approximation algorithms
Theoretical Computer Science
Coding and Information Theory
Error-correcting codes
Data compression
Switching networks
Communication protocols
Number theory
Group, Ideal, Ring, Field and Galois Theory and Applications
Knowledge Modelling
Decentralised Systems
Remote Sensing
Human-Machine Systems
Sonar and underwater acoustic systems
Undersea Systems
Navigation and Tracking Systems, Space Systems
Wavelets
Verification and Validation
Virtual Reality
Symbolic Computation
Classification












 

ISSN: 1998-0140

FORMAT: Format (.doc)  or  Format (LaTeX)

JOURNAL'S POLICY       TOPICS

Year 2012


All papers of the journal were peer reviewed by two independent reviewers. Acceptance was granted when both reviewers' recommendations were positive.

Previous Volumes: 2007 2008 2009 2010 2011

    Paper Title, Authors, Abstract (Issue 1, Volume 6, 2012)

Pages

Fatigue Life Modeling and Prediction of GRP Composites Using Multi-objective Evolutionary Optimized Neural Networks
K. Salmalian, M. Soleimani, S. Rouhi

Abstract: In this article, Evolutionary Algorithms (EAs) are used for multi-objective Pareto optimal design of Group Method of Data Handling (GMDH)-type neural networks that have been deployed for fatigue life modeling of unidirectional GRP composites using some input-output experimental data. Multi-objective EAs (non–dominated sorting genetic algorithm, NSGA-II) with a diversity preserving mechanism are used for Pareto optimization of such GMDH-type neural networks. The important conflicting objectives of GMDH-type neural networks that are considered in this work are, namely, Training Error (TE), Prediction Error (PE) and number of neurons (N) of such neural network. Different pairs of these objective functions are selected for 2-objective optimization processes. Therefore, optimal Pareto fronts of such models are obtained in each case which exhibit the trade-off between the corresponding pair of conflicting objectives and thus provide different non-dominated optimal choices of GMDH-type neural networks models for fatigue life of unidirectional GRP composites. Moreover, all the three objectives are considered in a 3-objective optimization process which consequently lead to some more non-dominated choices of GMDH-type models representing the trade-off among the training error, prediction error, and number of neurons (complexity of network), simultaneously. The overlay graphs of these Pareto fronts also expose that the 3-objective results include those of the 2-objective results and also provide more optimal choices for the multi-objective design of GMDH-type neural networks in terms of minimum training error, minimum prediction error and minimum complexity.
 

1-10

Stability Analysis in Competition Population Model
Nguyen Huu Khanh

Abstract: We consider a competition model with two species for a limited resource in which the habitat is divided into two patches. By using aggregation methods, the reduced model has the form of classical Lotka-Volterra competition model. We represent the stability of equilibria of the model in various parameter spaces. It is found that the transcritical bifurcation takes an important role in explaining the dynamics of model. Numerical investigation shows that the long term behaviour of the complete model and the reduced model is very similar.
 

11-19

GIS as Knowledge Maps in Group Decision Making
D. Klimešová, H. Brožová

Abstract: The geography plays a very important role in many decision-making problems. Many spatial problems are complex and require the use of analysis and models and an interdisciplinary and group approach to their solution. Decision-maker (typically groups of people) selects the best solution among several alternatives according to his/her knowledge. A geographic information system (GIS) allows us to visualize, understand, analyze and interpret geographical data, information and knowledge in many ways that shows relationships, patterns, and trends in the form of maps, globes, reports, and charts. The mathematical model and its solution also support information and knowledge formalization and sharing among group members. GIS can be viewed in three ways - the database view, the map view, and the model view. Our aim is to formalize correspondence between these items. In this paper we discuss group decision-making process using GIS, various forms of knowledge maps in GIS and models in GIS. Our aim is to formalize correspondence between these items. We will show selected examples of knowledge maps in GIS application.
 

20-29

Lognormal Distribution and Using L-Moment Method for Estimating its Parameters
Diana Bílková

Abstract: L-moments are based on the linear combinations of order statistics. The question of L-moments presents a general theory covering the summarization and description of sample data sets, the summarization and description of theoretical distributions, but also the estimation of parameters of probability distributions and hypothesis testing for parameters of probability distributions. L-moments can be defined for any random variable in the case that its mean exists. Within the scope of modeling income or wage distribution we currently use the method of conventional moments, the quantile method or the maximum likelihood method. The theory of L-moments parallels to the other theories and the main advantage of the method of L-moments over these methods is that L-moments suffer less from impact of sampling variability. L-moments are more robust and they provide more secure results mainly in the case of small samples. Common statistical methodology for description of the statistical samples is based on using conventional moments or cumulants. An alternative approach is based on using different characteristics which are called the L-moments. The L-moments are an analogy to the conventional moments, but they are based on linear combinations of the rank statistics, i.e. the L-statistics. Using the L-moments is theoretically more appropriate than the conventional moments because the L-moments characterize wider range of the distribution. When estimating from a sample, L-moments are more robust to the existence of the outliers in the data. The experience shows that in comparison with the conventional moments the L-moments are more difficult to distort and in finite samples they converge faster to the asymptotical normal distribution. Parameter estimations using the L-moments are especially in the case of small samples often more precise than estimates calculated using the maximum likelihood method. This text concerns with the application of the L-moments in the case of larger samples and with the comparison of the precision of the method of L-moments with the precision of other methods (moment, quantile and maximum likelihood method) of parameter estimation in the case of larger samples. Three-parametric lognormal distribution is the basis of these analyses.
 

30-44

Finding Simple Roots by Seventh- and Eighth-Order Derivative-Free Methods
F. Soleymani, S. K. Khattri

Abstract: Nonlinear equation solving by without memory iterative methods is taken into account in the present research. Recently, Khattri and Argyros in [S.K. Khattri, I.K. Argyros, Sixth order derivative free family of iterative methods, Appl. Math. Comput. 217 (2011), 5500-5507], proposed a sixth-order family of derivative-free methods including four function evaluations per full cycle to reach the index of efficiency 1.565. In this work, we develop new derivative-free without memory methods, based on the abovementioned work, in which the convergence rates reach the seventhand eighth-order respectively. And subsequently, the index of efficiency will be increased to 1.626 and 1.682. This shows that our proposed methods are more economic than their work in terms of onvergence rate and the efficiency index. Moreover, the numerical examples are considered to support the theoretical results and put on show that the contributions in this paper hit the targets.
 

45-52

The Implementation of Intellectual Property Strategies Inside the Organization: Patent and Brand’s Assessment, Management and Protection
S. Manfredi, Dott. F. Nappo

Abstract: The economic value of intellectual property assets is linked to the possibility that a company exploits ideas and knowledge in order to obtain future economic benefits. Businesses, in fact, invest in research and development, innovate, create intellectual property assets and use them to achieve competitive advantage over their competitors, make extra profits and to be better positioned in the market. In this sense, intellectual property evaluation provides the manager information of vital importance in enabling him to maintain or improve his competitive position as well as allowing him to continue to have access to the best creative content, technology and scientific materials. The intellectual property evaluation process should take place continuously but in reality there are sporadic evaluations. In fact, an organization that does not value its own resources before implementing a plan is a not well-coordinated organization.
 

53-62

Effects of Changes in Some Parameters on the Deterministic and Stochastic Dynamic Economic Model with Wealth and Human Capital Accumulation
Nicoleta Sîrghi, Mihaela Neamtu, Dumitru Opris

Abstract: This paper analyzes a deterministic and stochastic dynamic economic model with wealth and human capital accumulation. The deterministic model is described and using the numerical simulations we can notice that the stationary state is asymptotically stable. The stochastic model is built and the mean values of the linearized variables are proven to be asymptotically stabile. We also examine effects of changes in the propensity to receive education, efficiency of learning, and efficiency of education upon dynamic paths of the system.
 

63-71

Power-Law Non-Newtonian Fluid Flow on an Inclined Plane
Gabriella Bognár, Imre Gombkötő, Krisztián Hriczó

Abstract: The velocity profiles of a layer of liquid flowing on an inclined moving plane are studied. This process is modeled by boundary layer flows of non-Newtonian fluids. The equations of continuity and motion with appropriate boundary conditions have been solved analytically. The effect of changes of the rheological properties and inclination angle is examined for sand-water, bentonite and sand-bentonite-water mixtures.
 

72-80

Analytical Solution for Steady State and Transient Heat Processes in a Double-Fin Assembly
Marija Lencmane, Andris Buikis

Abstract: This paper deals with the three dimensional formulation of steady state and transient problems for the heat exchanger consisting of rectangular fins attached on either sides of a plane wall (double-fin assembly). With the help of the conservative averaging method problem was reduced to the two dimensional problem. Analytical solution based on Green function is proposed. This solution is obtained in the form of the 2nd kind Fredholm integral equations. Some solutions for the system of 2nd kind Fredholm integral equations are given.
 

81-89

A Plastic Neuronal Network Model with STDP for Tinnitus Management by Sound Therapy
Hirofumi Nagashino, Yohsuke Kinouchi, Ali A. Danesh, Abhijit S. Pandya

Abstract: Tinnitus is a perception of sound in the ears or in the head without external source. There are many therapeutic approaches for tinnitus. Sound therapy is one of the effective techniques for its treatment. We have proposed computational models with plasticity by Hebbian hypothesis using a neural oscillator or coupled model neurons described by simplified Hodgkin-Huxley equations in order to investigate mechanisms of tinnitus generation and the clinical effects of sound therapy from the neural engineering point of view. In the present paper, a neuronal network model with synaptic plasticity by STDP (spike-timing-dependent plasticity) hypothesis is proposed for replication of the clinical results that human auditory system temporarily halts perception of tinnitus following sound therapy.
 

90-97

Multi-Dimensional Mathematical Models of Intensive Steel Quenching for Sphere. Exact and Approximate Solutions
Sanda Blomkalna, Margarita Buike, Andris Buikis

Abstract: In this paper we develop mathematical models for 3-D and 1-D hyperbolic heat equations and construct their analytical solutions for the determination of the initial heat flux for rectangular and spherical samples. Some solutions of time inverse problems are obtained in closed analytical form. We use approximate analytical solutions on the basis of conservative averaging method and compare the difference between polynomial approximations of exact solutions. Some numerical results are given for a silver ball. The influence of relaxation time on solution, linearity of classical and hyperbolic heat equation, linear and non-linear boundary conditions are investigated.
 

98-105

An Application of Various Nonparametric Techniques by Nonparametric Regression Splines
Memmedaga Memmedli, Akhlitdin Nizamitdinov

Abstract: In this paper we made a comparison study between regression spline, penalized spline, and their Bayesian versions: adaptive Bayesian regression spline and Bayesian penalized spline with a different number of observations. For this purpose we made a simulation study with four different functions with six positions. For regression and penalized splines the important problems are the knot selection and selection of smoothing parameter. For both techniques we used equidistant knot selection as a basis method in regression techniques. The purpose of using different number of sampled observations is to analyze the behavior of utilized techniques. All results are compared with each other by mean value of the MSE (mean squared error). The penalized spline showed one of the best results between spline techniques and their Bayesian versions.
 

106-113

An Empirical Study of Fuzzy Approach with Artificial Neural Network Models
Memmedaga Memmedli, Ozer Ozdemir

Abstract: Time series forecasting based on fuzzy approach by using artificial neural networks is a significant topic in many scientific areas nowadays. Artificial neural network models are sufficient due to their abilities to solve nonlinear problems especially financial researches in recent years. For these reasons, in this paper we made a forecasting study for weekly closed prices of the exchange rate of Turkish Liras (TL) to Euro between 2005 and 2009 which has important effect in economical and industrial areas. We applied the best four networks which are called multilayer perceptron (MLP), radial basis function (RBF) neural network and generalized regression neural network (GRNN) to improve forecasting fuzzy time series with different degrees of membership by using MSE performance measure. Empirical results show that the MLP outperforms others to forecast neural network based-fuzzy time series.
 

114-121

Non-Isothermal Steady Flow of Power-Law Fluids between Parallel Plates
Gabriella Bognár, János Kovács

Abstract: We study the shear flow of a non-Newtonian fluid between flat parallel plates in relative tangential motion with temperature dependent viscosity. The temperature and velocity distributions are investigated for a layer of fluid with Nahme type rheological equation, located between two plates and the upper plate moves with constant velocity. The existence and multiplicity results are examined for the solutions to the corresponding boundary value problems. An application of this result for experimentally determined material parameters is given.
 

122-129

Neural Network Techniques for Automated Land-Cover Change Detection in Multispectral Satellite Time Series Imagery
Victor-Emil Neagoe, Mihai Neghina, Mihai Datcu

Abstract: This paper presents an advanced approach for land-cover change detection in remote-sensing imagery. Firstly, several supervised neural network change detection techniques have been considered and evaluated versus statistical supervised ones.; the chosen neural network models are Multilayer Perceptron (MLP), Radial Basis Function Neural Network (RBF), and Supervised Self Organizing Map (SOM), whereas the applied statistical classifiers are Bayes and Nearest Neighbor (NN). Secondly, we have investigated the following unsupervised change detection techniques: Self-Organizing Map (SOM) (neural clustering), versus K-means (statistical clustering), and Fuzzy C-means (FCM) (fuzzy clustering). The proposed model of change detection in multispectral satellite images has two main processing stages: (a) feature selection (using one of the three techniques: the concatenation of corresponding pixels (CON), the computation of absolute differences between corresponding pixels (ADIP), and the computation of absolute differences between reflectance ratios of corresponding pixels (ADIRR)); (b) classification, using one of the above mentioned supervised or unsupervised models (for the two-class case:”change”, “no change”). The considered techniques are evaluated using a Landsat 7 ETM+ multi-temporal image, corresponding to a set of two images of the same area (400 x 400 pixels) in the region Markaryd, Sweden taken in 2002 and 2006. For model evaluation, a change map provided by the European Environmental Agency was taken as reference; we have used 2000 pixels for training and the rest of 158 000 pixels for test. The best experimental result using supervised techniques leads to the total success change detection rate of 88.24 % (CON-MLP) for the test lot, whereas among the unsupervised techniques, using all the pixels, the best result corresponds to a total success change detection rate of 78.22% (ADIP-SOM). The experimental results prove the advantage of the neural network change detection techniques over the statistical and fuzzy ones.
 

130-139

Deterministic and Stochastic Internet-Style Networks with a Single Link, and One or Two User Under Information Delay
Gabriela Mircea, Mihaela Neamtu, Marilen Pirtea, Dumitru Opris

Abstract: In this paper we investigate the dynamics of the Internet-Style Network with delay using a single link, and one or two user under delay. We establish the existence of the Hopf bifurcation and the normal form. The stochastic system is associated to the deterministic model and the mean values and the square mean values of the variables for the linearized stochastic system are analyzed. The last part of the paper includes numerical simulations and conclusions.
 

140-148

Spatial-Temporal Modeling and Visualisation
Dana Klimešová, Eva Ocelíková

Abstract: This paper considers a number of properties of space-time covariance functions and how these relate to the spatial-temporal interactions of the process. The processing of five temporal series is presented to show the difficulties to determine and visualize recognized space of object states. This work is focused on the temporal GIS that will be able to examine human activities under various constraints in a space–time context. The contribution of space-time geographical object understanding and the possibility to analyse the complex spatial-temporal relationships to improve cognitive processes is discussed. The object oriented approaches are inherently connected with object dynamics and activities resulting in interactions and this point of view can help us to understand space of states that could have significant implications to our everyday life.
 

149-156

Stereoscopic Image Transfer of Information in Minimally Invasive Surgery
Vladimir Jehlicka

Abstract: In current medical practice, in addition to traditional minimally invasive surgery carried out operations that are represented by laparoscopic and robotic assisted operations. In the present article is the process operation is understood as the activity of a closed control loop, in which information is transmitted as the input, ie, action, and output signals. Attention is focused on monitoring the output signals, i.e. the transmission of visual information from the operating field to the surgeon. When laparoscopic surgery is a picture of two-dimensional and does not allow the surgeon to obtain good spatial idea. While the robot-assisted surgery is a stereoscopic image information transmission, which allows to implement operating procedures with the greatest possible accuracy when good spatial orientation of the surgeon. The article, among other things deals with stereoscopic vision and imaging, and its subsequent effect on increasing the quality of surgical operations.
 

157-164

Spectrum of Fibonacci and Lucas Numbers
Asker Ali Abiyev

Abstract: It has been achieved polynomial function, depending on arguments a + b and ab arguments of expression an+bn for the biggest and smallest numbers which are in the centre of natural geometrical figures (line, square, cube,…,hypercube). The coefficients of this polynomial are defined from triangle tables, written by special algorithm by us. The sums of the numbers in each row of the triangles make Lucas and Fibonacci sequences. New formulae for terms of these sequences have been suggested by us (Abiyev’s theorem). As the coefficients of the suggested polynomial are spectrum of Fibonacci and Lucas numbers they will opportunity these number’s application field to be enlarged.
 

165-172

New Methods for Exploring the Implications in the Evolution and Patterns of Romanian GDP
Vasile Paul Bresfelean, Mihaela Göndör

Abstract: In the present article we extend our latest studies where we to explored implications in the progression and patterns of Romanian GDP. We employ data mining techniques, such as model trees and linear regression, over data extracted from statistics, socio-economic indicators tables and reports from the Eurostat, Romanian National Bank (NBR) and Romanian National Institute of Statistics, over the 2001-2010 period. We continue to present our investigation of GDP patterns spaced out from classic ways, through taxes on production, imports, on income and on wealth, employers’ social contributions from various fields of economy (agriculture, commerce, constructions, industry, services, financial, banking, etc.) as well as salaries level, based on the data mining tasks.
 

173-181

Probabilistic Approach in Examining Quality of Survey Response Data in Statistical Education Research
Zamalia Mahmud, Nor Azila C. Musa, Nor Azura M. Ghani, Rosli A. Rahim

Abstract: Obtaining and maintaining quality data in a survey investigation has becoming a continuing concern among the statistical education researchers. Rasch probabilistic measurement model had been used to identify inappropriate survey items in many other instruments but it has not been extensively used in many survey investigations involving statistics education research. This study had employed Rasch dichotomous and rating models to examine the quality of survey response data, namely on the students’ attitude towards and their competency in learning elementary statistics. Students’ attitude was measured by the 24 items of 5-point Likert scale while statistical competency was measured by their ability to answer correctly or incorrectly based on three statistical elementary topics. This study used secondary data which was formerly gathered from 139 secondary school students over several occasions, at two different points of time (prior to statistics class teaching and end of class teaching). The outcome was investigated based on both item and person misfit response strings and PIDM map. Rasch analysis had shown that quality of items and persons can be enhanced with proper validation techniques namely, through identification of fit statistics on the items and misfit response strings. Generally, Rasch probabilistic model is able to diagnose the unusual response patterns which otherwise could not be detected using the general deterministic model.
 

182-190

Using Quantitative Analysis to Identifying a General Structure of Teachers’ Online In-Service Learning
Lung-Hsing Kuo, Chin-Hsi Chen, Hung-Jen Yang, Li-Ming Chen

Abstract: Quantitative analysis is the process of presenting and interpreting numerical data. With the rise of internet technologies, distance courses have migrated to the Web, teachers can spend their time to study in-serve teacher advancement education online. This study aims to identifying a structure of in-service teachers studied online related courses of in-service teacher advancement education in Taiwan by using quantitative analysis. The results shows there are real relationships between course type and first registered specialty, course type and school level, and course type and age group for teachers used online learning to study related courses of in-service teacher advancement education. The result shows teachers who study course type of teaching or administration category can be divided into two groups.
 

191-199

Utilization of Process Oriented Costing Systems in Healthcare Organizations
B. Popesko, Z. Tučková

Abstract: Study analyses the present trends in cost and process management of healthcare organizations. First part of the paper describes the evolution of the costing methods from the traditional absorption costing techniques, into modern, process oriented, costing systems which is important tool for managerial decisions. The advantages and limitations of Activity-Based Costing approach are deeply discussed. Following part of the paper analyses the situation in the field of healthcare organization management. Objective of the paper is to analyze the application of the modern costing systems and process management techniques in healthcare institutions. Application of these techniques in the healthcare organizations brings number of specifics which have to be solved before the implementation. Final part of the paper outlines the benefits and information outputs of modern costing and process management systems in healthcare organizations.
 

200-208

Coordination of Multi-Agents with a Revenue-Cost-Sharing Mechanism: A Cooperative Game Theory Approach
Athanasios C. Karmperis, Konstantinos Aravossis, Anastasios Sotirchos, Ilias P. Tatsiopoulos

Abstract: In this paper we focus on the coordination of multi-agents through a revenue-cost-sharing mechanism. We consider a grand-coalition consisting of finite agents, who undertake part of the costs individually, while the remaining costs C and the total revenues R are shared between them with a revenue-cost-sharing contract. We introduce a novel approach in the form of a cooperative game for a finite set of agents N and we estimate the finite set of possible solutions. Specifically, each of these solutions can be used for the coordination of the multi-agents, as it allocates the grand-coalition’s profits and risks equally among them. A computation algorithm is developed and illustrated in a numerical example for the coordination of a grand-coalition with nine individual agents.
 

209-221

    Paper Title, Authors, Abstract (Issue 2, Volume 6, 2012)

Pages

Architecture for Integrating Product Information and User Review on Web 2.0
Sungmoon Bae, Kwan Hee Han, Sang Hyun Choi, Juhyun Park

Abstract: In offline markets, consumers' purchase decisions are heavily influenced by word-of-mouth. With the rapid growth of the Internet these conversations have migrated in online markets, creating active electronic communities that provide a wealth of product information. Today, customers compare the price of a product and find reviews of the product on the Internet using the smart devices. However, the information what customers want to know is not integrated and customers spend time to search proper information. This paper classifies the information into two categories – product information and user review. The product information is mainly provided by manufacturers and suppliers such as product name, specification, and price. The BOM of the product is also displayed for power users. And the detail information of parts should be provided using web services. The user review is created by other buyers who already bought and used the product. Customers share the experiences with others on the Web. User review is dynamic and can be gathered from web portals or web search engines. This paper proposes an integrated architecture for the manufacturer’s product information and the customer review on the web. It is composed of RFID system, web retrieving system and product information retriever. A prototype is also developed to demonstrate the feasibility of the proposed architecture.
 

223-230

The Optimal Interval for the Taylor Rule Appliance in Romania
Daniel G. Belingher, Dumitru-Alexandru D. D. Bodislav

Abstract: In these days of economic uncertainty macroeconomic policies must be used to set in line the economic development with the economic deployment of the evolution of the country’s government. This research paper studies the evolution in the last 9 years of the monetary policy interest rate (MPIR) and the actual development of some macroeconomic indicators of Romania compared with the Taylor rule generated interest rate. For this, the authors have chosen the original 1993 Taylor Rule, but also an interval in which the Taylor Rule varies according to different scenarios for the Romanian economic framework. The Taylor rule underlines the connection between the Central Bank of a country, through its nominal interest rate, the economic momentum-cycle, through the output gap, and other economic conditions, especially inflation. Actually, as a brief of this rule, we can say that for each 1 percent increase in inflation, the Central Bank needs to raise the nominal interest rate with more than 1 percent.
 

231-238

Does the Dimension of Privately Managed Pension Funds Influence their Performances? Statistical Study in Romania
M. Cristea, N. Marcu, R. Drăcea

Abstract: The present study indicates what is causality relation between dimension of privately managed pension funds in Romania, measured through net assets value and their performances. In this way, on field literature review there are many studies which have analyzed the fluctuation of pension funds performances considering the assets value, their investment allocation, in order to improve the efficiency. The research methodology consists in testing the correlation between the two variables: net assets value and average level-headed return, by means of the multiple linear regression method, on the market level, as well as individually, for each pension fund. Therefore, we have tested two sets of correlations: one considering the value of total net assets, as the dependent variable, and the average rate assessed by the profitability of all privately managed pension funds, as the independent variable, and the other given by the dimension of each pension fund, measured through NAVPS index, and their performance evaluated through the annualized rate of profitability of each privately managed pension fund. The entry data used for this study represent monthly data reported by the official body charged with monitoring the system of private pensions in Romania, PPSSC. The conclusion is that, on a short-term time horizon, a mark-up of total net assets will determine a diminution of the average rate of profitability of all privately managed pension funds, an effect which should be prevent by considering the causes generating this diminution and through the analysis of the investments relying on privately managed pension funds and of their results. These results provide us the impact of the structure of investments relying on privately managed pension funds, and according to this impact, we should elaborate a mixture of fund investments, on a short-term time horizon, dynamic and adaptable to the fluctuations of generated financial returns. Thus, there will be many opportunities for achieving a more effective use of the pension funds and for preventing the diminution of the value of insurants’ contributions to these pension funds.
 

239-248

The Correlation between the Return on Assets and the Measures of Financial Balance for Romanian Companies
Marian Siminica, Daniel Circiumaru, Dalia Simion

Abstract: The paper studies the statistical correlation between the return on assets and some measures of financial balance. The research relies on the assumptions that the financial balance influences most of the indicators of performances of a company. Therefore, we chose the return on assets as dependent variable, as it represents the final result of the company’s business. As independent variables, meaning measures that point out the financial balance, we selected 24 indicators. All these indicators were calculated for 40 Romanian companies listed on Bucharest Stock Exchange and included a period of 4 years between 2007 and 2010. The data required to calculate these indicators were extracted from the annual financial statements of these companies. The study includes two years of economic growth for Romania (2007 and 2008) and two of downturn (2009 and 2010). It is thus expected that most indicators analyzed to worsen in the past two years. We concluded, at the end of research, that the profitability of the Romanian firms declined as a result of the economic crisis. Before crisis (2007) it was significantly influenced by the financial structure and the financial balance. After the crisis, the importance of indicators emphasizing the business administration (as profit margin and rates of turnover) increased, but also the importance of the random external factors, uncontrollable by the management.
 

249-256

Debts Management Analysis from the Operation Activity
Melania Elena Miculeac, Mirela Monea

Abstract: Any company has a limited level of resources which it is obliged to manage in such a way as to ensure the fulfillment of its objectives: full and on time accomplishment of activity object, realization of top quality products and services, competitiveness increase, superior capitalization of resources potential. In this paper we proposed a model to analyze the efficiency of resources allotted in client-debts, through this model emphasizing the influence of clients change in the company’s business, noticing too the period of time in which it pays its invoices.
 

257-264

Improving the Session Identification using the Mean Time
C. E. Dinuca, D. Ciobanu

Abstract: In the data preprocessing, sessions identification is a very important step. Algorithms used so far to identify sessions use some fixed values to specify the end of a session and to mark the beginning of another. In this paper we explain why the use of fixed values cause errors in identifying sessions and we propose a new method for identifying sessions based on average time of visiting web pages We implemented in Java programming language by using NetBeans IDE, two algorithms to identify sessions. The first uses a fixed value of 30 minutes (1800 seconds) to indicate the end of a session and the second using the average time spent on the pages of the website by users. For exemplification we used the NASA log file available online at http://ita.ee.lbl.gov/html/contrib/NASA-HTTP.html.
 

265-272

Autotuning Principles for Delayed Systems
Roman Prokop, Libor Pekař, Radek Matušů, Jiří Korbel

Abstract: The paper brings a combination of a biased-relay feedback experiment and an algebraic control design method for time-delay systems. The combination results in a new principle of autotuning for a wide class of single input-output dynamic systems. The estimation of the controlled process is based on asymmetrical limit cycle data. Then, a stable transfer function with a dead-time term is identified. The controller is computed through solutions of Diophantine equations in the ring of stable and proper retarded quasipolynomial meromorphic functions (RMS). Controller parameters are tuned through a pole-placement problem as a desired multiple root of the characteristic closed loop equation. The controller design in this ring yields a Smith-like feedback controller with the realistic PID structure. The methodology offers a scalar tuning parameter m0 > 0 which can be adjusted by a suitable principle or further optimization. The first and second order timedelay transfer functions can sufficiently estimate systems of quite high orders. The developed principles are illustrated by examples in the Matlab + Simulink environment.
 

273-280

Sensor Network with Data Transfer over Power Supply Wires
V. Vašek, J. Dolinay, P. Dostálek

Abstract: This article describes system which allows creating sensor networks where sensors communicate with a central unit using only two wires – the power lines. The system can be used in wide range of applications in which it is needed to collect data from several sensors connected by only two wires. The wires provide power to these sensors and at the same time transfer the data.
 

281-288

Impact of International Harmonization on Czech Accounting Legislature (Focused on Mergers)
Jiří Strouhal, Carmen Bonaci, Roman Sklenár

Abstract: Use of harmonized accounting standards may reduce investor’s uncertainty and can thus reduce the cost of capital. It can significantly improve the communication between business users and all their statements. Due to the globalization of business and international harmonization of financial reporting Czech Republic experiences a shift in paradigms from historical costs accounting towards fair value measurement. Paper provides an analysis between national accounting legislature and international referential. There is also provided how the ability to measure accounting harmonization can be helpful from the perspective of a globalized world. A comparative analysis between Czech accounting regulation and IFRS or IFRS for SMEs show the level of compatibility between these three sets of accounting regulation.
 

289-296

Health Care Systems: Some Comparative Analysis from Czech Perspective
Z. Tučková, S. Fialová, J. Strouhal

Abstract: The article discusses the various selected health systems used not only in Europe but in America. Comparison of health systems is to use macroeconomic indicators between countries UK, USA, Poland, Germany and the Czech Republic for several reasons. The first is the diversity of individual systems, allowing comparison not only states but also the overall management system. It is also necessary to point out that even when and under communism in the Czech Republic was a significant decline of health system, health care is now comparable.
 

297-304

Performance Analysis of Virtualized Real-Time Applications
Miroslav Voznak, Jiri Slachta, Jan Rozhon

Abstract: This article deals with the impact of virtualization techniques on interactive delay-sensitive applications running in realtime, particularly IP telephony. Many institutions, organizations and home users often adopt the virtualized solutions for their safety, ease of administration and backup. Virtualization, which was chiefly the prerogative of companies and the academic world in its early days, has gradually develop its platform to reach out to the ordinary users who can benefit from running virtual machines. The aim of this paper is to examine the impact of a virtual machine on real-time traffic, in our case IP telephony based on the SIP and the RTP, which are now the cornerstone of VoIP technology. This article also analyses the impact of memory size and the number of processor cores on the delay itself and its variance, thus allowing user to have full picture when deciding what virtualization tool to use and how to configure so it performs the best possible way.
 

305-313

Artificial Bee Colony Algorithm for Constrained Optimization Problem Modified with Multiple Onlookers
Milos Subotic

Abstract: Artificial bee colony (ABC) algorithm has been active research area recently and great number of modifications were suggested, both for unconstrained and constrained optimization problems. Our modification that is based on idea that in nature more than one onlooker bee goes to the promising food source is presented in this paper. In our approach the candidate solution in onlooker bee phase is formed using three solutions, while in the original ABC only one solution is used. Our modified algorithm is tested on the full set of 24 well known benchmark functions known as g–functions and proved to obtain better results than the pure ABC algorithm in majority of the test cases. The results are better both in the terms of quality and performance.
 

314-322

Euler-Maruyama Approximation and Maximum Likelihood Estimator for a Stochastic Differential Equation Model of the Signal Transduction Process
Din Prathumwan, Yongwimon Lenbury, Pairote Satiracoo, Chontita Rattanakul

Abstract: The conversion of an external signal by the cell into internal molecules is called the signal transduction process. In this paper, the role of the G-protein coupled receptors (GPCRs) is onsidered because GPCRs constitute the largest family of protein on eukaryotic cell membrane. Furthermore, GPCRs can detect the external signals and transduce them into the cell leading to the production of the secondary hormone or massager such as cAMP (cyclic adenosine monophosphate). The abnormality of the signal transduction process can cause many serious diseases. Better understanding of GPCRs and the signal transduction process should be greatly beneficial for pharmacological research. Here, a stochastic differential equation (SDE) model of the signal transduction in the cell has been proposed and investigated. An SDE model has been modified from the deterministic model proposed by Rattanakul et al.(2009) to take into account the observation that experimental data on cAMP measurements often show random fluctuations (Ueda and Shibata, 2007). The model parameters are then estimated by using the Euler-Maruyama approximation and maximum likelihood estimators. With the estimated parameters, the stochastic model simulations are found to provide a better dynamic representation of the transduction system with noise, in comparison to the deterministic model which does not take into account the random fluctuations in the production of the secondary signaling hormone, cAMP, which could significantly impact the amplification effect that it has on the primary signaling hormone. Such stochastic behavior can significantly influence the outcome of the process which controls the proper function of the human body. We discuss the simulation results of the SDE model with estimated parametric values in comparison with those obtained from the deterministic model proposed by Ratanakul et al. [80], with parameter values estimated by a genetic algorithm.
 

323-331

Comparative Evaluation on Iris Recognition Performance
Bens Pardamean, Ingrid Christiani

Abstract: The study is to compare the performance of iris recognition software between the open source (Libor Masek) and the commercially available (VeriEye by Neurotechnology). There are five processes to evaluate the performance: 1) resize the images’ resolution from 1280 x 960 to 640 x 480; 2) convert the images from JPEG2000 to JPEG format; 3) convert the images into grayscales; 4) run the images with both Libor Masek’s and VeriEye software; 5) measure the performance of the two software using Receiver Operating Characteristic (ROC) plot and the operational time framework. The ROC plots show that VeriEye software performs better than Libor Masek’s. There is significant difference in the processing time between the two software.
 

332-339

Visual Inspection of Cylindrical Product’s Lateral Surface using Cameras and Image Processing
Mohammed A.H. Ali, M. Mailah, H.H. Tang, S. Kazi

Abstract: Visual inspection using cameras is used here for testing the lateral surface of cylindrical products. The inspection can be carried out according to available resources by: line scan camera system, matrix camera with conical mirror system and matrix camera with multi flat mirrors system. The research is aimed to use the previous systems for testing the objects surface and making comparison between the mentioned systems. This requires suitable setting of each system to perform experiments and getting images, includes: setting of camera, light, object and mirrors. The image of each system has a different view from each other and it is quite difficult to make directly comparison between them. For this reason, the images should have the same view for its lateral surface, so called the developed view. The image of the line scan camera is used as a reference for the developed view and the images coming from matrix camera with conical mirror and multi flat mirrors are manipulated using image processing in MATLAB program to find the developed view of lateral surface of the inspected object. The developed view of the images from the previous systems is compared in terms of their resolution and accuracy, for the same tested object, in order to choose which system is suitable for the inspection task.
 

340-348

Evaluation of the EU Member States Efficiency by Data Envelopment Analysis Method
M. Staníčková, K. Skokan

Abstract: Efficiency of the European Union (EU) Member States is the source of national competitiveness. The aim of the paper is to analyze a competitive potential of the EU Member States with the help of quantitative analysis – Data Envelopment Analysis (DEA). The main purpose of this approach is to evaluate numerical grades of efficiency of economical processes within all the 27 EU Member States. Using of DEA method for national competitiveness evaluation is convenient because there is not only one factor evaluated, but a set of different factors that determine the degree of economic development. The DEA method is based on the inputs and outputs of used indicators and evaluates the efficiency how the EU Member States are able to transform their inputs into outputs. Therefore, efficiency of the EU Member States can be considered as a 'mirror' of the competitiveness. Here, the DEA method becomes a suitable tool for setting a competitive/uncompetitive position of each Member State and for the comparison of the level of competitive potential of 27 EU Member States.
 

349-357

Comprehensive Model of DTS200 Three Tank System in Simulink
P. Chalupa, J. Novák, V. Bobál

Abstract: The article is focused on modeling of a three tank system. It contains detailed description a process of development a computer model in MATLAB / Simulink environment. The model design process starts with measurement of characteristics of a real time laboratory three tank system Amira DTS200. Then an initial mathematical model based on first principles approach is derived. The initial model is superseded to reach better correspondence with real-time system. The nonlinearities of real time system cannot be neglected and therefore they are identified and included in the final mathematical model. Special attention is paid to transformation of mathematical model into a Simulink scheme and detailed description of the scheme. Usage of the designed scheme can dramatically decrease design time of a controller for the real time system. Resulting model is verified in opened loop by comparison with data obtained from real plant DTS200. Described techniques are not limited to one particular modeling problem but can be used as an illustrative example for modeling of many technological processes.
 

358-365

The Effects of Domestic and External Shocks on a Small Open Country: the Evidence from the Czech Economy
Jana Hanclova`

Abstract: This paper describes the impact of selected domestic and external shocks on selected macroeconomic variables in the Czech economy. For these purposes is modified and estimated a long-run macroeconomic model of a small open economy developed by Garratt, Lee, Pesaran and Shin (2006). A macroeconomic core model includes five long-run relationships (the relative purchasing power parity, the real money market equilibrium condition, the output gap, the interest rate parity and the interest rate relationship – Fisher inflation parity). It is estimated through a structural cointegrating vector error correction model using data over the period 1996q1 – 2010q4. We identify the long-run structure of the Czech economy and study the effects of domestic supply, demand and also monetary shocks. There are also studied the external exchange rate shocks. The effects of these shocks were investigated for selected macroeconomic variables (the domestic interest rate, the domestic output, the domestic monetary demand and the exchange rate). The results of general impulse response functions (GIRF) analysis showed familiar patterns. We can observe the occurrence of price puzzle as an short-run phenomena and we reject the evidence of the exchange rate puzzle.
 

366-375

Design Assisted by Testing – A Powerful Tool for the Evaluation of Material Properties and Design Resistances from Test Results
Marcela Karmazínová

Abstract: Methods of the design assisted by testing philosophy can be used as the suitable and applicable tools for the determination of material properties and design resistances of structural members or components, especially if no other tools are usable. During the last two decades new advanced non-traditional building materials have been developed, but their physical-mechanical properties, namely their characteristic and design values and partial safety factor are not generally known. One of the possible ways how to determine characteristic and design values of material properties is the determination using the philosophy of the design assisted by testing. The paper is focused on the application of the methods of the design assisted by testing for the determination of material properties of cement composites reinforced by fibres using mainly for the building façade claddings, but also as a part of load-carrying structures, according to our experiences for the slab of steel-concrete composite beams, for example. The methods of the design assisted by testing are based on the evaluation of the experimental results arising from the statistical and probabilistic approaches. The procedures for the determination of characteristic and design value of the material property is usable not only for usual cases of the large test number, but also for small or very small test number, where the test number, type of the property distribution and its statistical characteristics are taken into account. In the recent period also new structures and structural details have been developed and used in practice, so that many times the design using test results only allows determine the design resistances of structural members, details or parts. On that account it is important and interesting to deal with the problems of the design resistance evaluation not only from the viewpoint of the influence of the test number and statistic parameters of variables directly determining the design resistance value, but also from the viewpoint of the mathematical function form of the design resistance model, which can be significant for the resulting design resistance. On several particular examples, the standard procedure for the design resistance evaluation with respect to the test number, mathematical exactness and complexity of the resistance model and variability of the basic variables is shown.
 

376-385

Probabilistic Model of Optimal Price Search on the Retail Core Banking Services Market
M. Hedvicakova, I. Soukal, J. Draessler

Abstract: The paper is focused on the Stigler’s model adjustment for the purpose of modeling the price information asymmetry on the small market. As a case study using this model there is used own research of retail core banking services market for physical entities in the Czech Republic. The demand on this market carries the impacts of the price information asymmetry. Our model shows that more than 50 % of account suitable for the mainstream client profile can be replaced by cheaper one even under the influence of information asymmetry.
 

386-393

Mathematical Modeling and Computer Simulation of Optimal Reaction Time of the Lupine Protein Hydrolysis using Fermented Whey
S. Hubalovsky, J. Jelinek, J. Sedivy

Abstract: The paper focuses to the process of modeling and computer simulation of the real experiment. Step by step there is shown system identification and creation of mathematical model of determination of optimum reaction time of whey acidic for the hydrolysis of proteins of lupine flour. Computer simulation model created in MS Excel spreadsheet and visualized in MS Excel XYZ surface chart is used to validate mathematical model.
 

394-401

A Nutrient-Induced Seasonal Algal Bloom Model
Wichuta Sae-jie, Kornkanok Bunwong, Elvin J. Moore

Abstract: A model for nutrient-phytoplankton dynamics is constructed and analyzed. We contribute theoretical analyses for a constant nutrient input and a time-varying nutrient input in terms of steady state, local and global stabilities, and limit cycle behavior. Numerical simulations of the model are carried out to examine the dynamics of the model for four types of nutrient input: 1) constant input, 2) sinusoidal input, 3) periodic step function input with fixed upper and lower amplitudes, 4) periodic step function input with time-varying upper and lower amplitudes. The numerical solutions confirm the non-oscillatory and oscillatory behaviors predicted from the theoretical analysis. It is shown that periodic nutrient inputs of types 2) and 3) cause phytoplankton blooms with periodic behavior and that changes in the frequency of the input produce blooms with a wide range of different dynamical behavior. It is found that nutrient inputs of type 4) give the best agreement between the model and the observed data.
 

402-410

Sustainable Harvesting Policies for a Fishery Model Including Spawning Periods and Taxation
Tawatchai Petaratip, Kornkanok Bunwong, Elvin J. Moore, Rawee Suwandechochai

Abstract: We consider a fishery model containing predator fish and prey fish in which the predators are the commercial fish. We also divide each year into a spawning period and a harvesting period. The modified Lotka–Volterra interspecific competition model is applied to the fisheries system in spawning periods while an additional variable, harvesting effort of fishermen, is introduced to the system during the harvesting period. The existence of steady state solutions and closed orbits are theoretically studied and the local and global stabilities of steady state solutions are also studied. The fisheries population dynamics, total revenue earned by government and fishermen are investigated numerically for a range of taxation levels and a range of limits imposed on maximum fishing effort.
 

411-418

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