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Optimal Switching Of Nonlinear Systems With Free Mode Sequence, Ali Heydari, S. N. Balakrishnan Jan 2014

Optimal Switching Of Nonlinear Systems With Free Mode Sequence, Ali Heydari, S. N. Balakrishnan

Mechanical and Aerospace Engineering Faculty Research & Creative Works

Approximate dynamic programming is utilized in this study to develop solutions for optimal switching problems. The order of the active subsystems and the number of switches are free, and an online solution is developed that produces optimal performance. Motivated by the development in the adaptive critic's literature, the proposed method uses a critic and as many actors as the number of subsystems in order to conduct optimal scheduling in real-time based on the instantaneous states of the system. It is observed that once the neural networks are trained offline based on the proposed algorithm, they provide solutions for a range …

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Fixed Final-Time Near Optimal Regulation Of Nonlinear Discrete-Time Systems In Affine Form Using Output Feedback, Qiming Zhao, Hao Xu, S. Jagannathan Jan 2014

Fixed Final-Time Near Optimal Regulation Of Nonlinear Discrete-Time Systems In Affine Form Using Output Feedback, Qiming Zhao, Hao Xu, S. Jagannathan

Electrical and Computer Engineering Faculty Research & Creative Works

In this paper, the fixed final-time near optimal output regulation of affine nonlinear discrete-time systems with unknown system dynamics is considered. First, a neural network (NN)-based observer is proposed to reconstruct both the system state vector and control coefficient matrix. Next, actor-critic structure is utilized to approximate the time-varying solution of the Hamilton-Jacobi-Bellman (HJB) equation or value function. To satisfy the terminal constraint, a new error term is defined and incorporated in the NN update law so that the terminal constraint error is also minimized over time. A NN with constant weights and time-dependent activation function is employed to approximate …

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Adaptive Architectures For Distributed Control Of Modular Systems, Tansel Yucelen, Jeff S. Shamma Jan 2014

Adaptive Architectures For Distributed Control Of Modular Systems, Tansel Yucelen, Jeff S. Shamma

Mechanical and Aerospace Engineering Faculty Research & Creative Works

We consider the distributed control of large-scale modular systems, i.e., systems consist of physically interconnected (and possibly heterogeneous) submodules that use local information to achieve a given set of global objectives. A graph-theoretic approach is used to model the unknown physical interactions between submodules and utilize an adaptive control algorithm to learn and cancel the effect of such interactions as well as the submodule-level modeling uncertainties asymptotically by allowing submodules to locally communicate with each other through the graph. The key feature of our framework is to bound the mismatch error between the actual and desired closed-loop modular system performance …

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Active-Passive Networked Multiagent Systems, Tansel Yucelen, John Daniel Peterson Jan 2014

Active-Passive Networked Multiagent Systems, Tansel Yucelen, John Daniel Peterson

Mechanical and Aerospace Engineering Faculty Research & Creative Works

This paper introduces an active-passive networked multiagent system framework, which consists of agents subject to exogenous inputs (active agents) and agents without any inputs (passive agents) and analyze its convergence using Lyapunov stability. Apart from the existing relevant literature, where either none of the agents are subject to exogenous inputs (i.e., average consensus problem) or all agents are subject to these inputs (i.e., dynamic average consensus problem), the key feature of our approach is that the states of all agents converge to the average of the exogenous inputs applied only to the active agents, where these inputs may or may …

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An Online Outlier Identification And Removal Scheme For Improving Fault Detection Performance, Hasan Ferdowsi, Sarangapani Jagannathan, Maciej Jan Zawodniok Jan 2014

An Online Outlier Identification And Removal Scheme For Improving Fault Detection Performance, Hasan Ferdowsi, Sarangapani Jagannathan, Maciej Jan Zawodniok

Electrical and Computer Engineering Faculty Research & Creative Works

Measured data or states for a nonlinear dynamic system is usually contaminated by outliers. Identifying and removing outliers will make the data (or system states) more trustworthy and reliable since outliers in the measured data (or states) can cause missed or false alarms during fault diagnosis. In addition, faults can make the system states nonstationary needing a novel analytical model-based fault detection (FD) framework. In this paper, an online outlier identification and removal (OIR) scheme is proposed for a nonlinear dynamic system. Since the dynamics of the system can experience unknown changes due to faults, traditional observer-based techniques cannot be …

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Proper Orthogonal Decomposition Technique For Sub-Optimal Control Of Flexible Aircraft Wings Using Discrete Actuators, M. Kumar, S. N. Balakrishnan Jan 2014

Proper Orthogonal Decomposition Technique For Sub-Optimal Control Of Flexible Aircraft Wings Using Discrete Actuators, M. Kumar, S. N. Balakrishnan

Mechanical and Aerospace Engineering Faculty Research & Creative Works

Distributed parameter systems are, generally, described by a set of partial differential equations. Control design of these systems is a very complex task as compared to that of the lumped parameter systems that are defined by a set of ordinary differential equations. In this paper, we present a stabilizing state-feedback control design approach for a class of second order system, where the system can be controlled by discrete actuators in the spatial domain. The control methodology is developed by combining the technique of 'Proper Orthogonal Decomposition' and Approximate Dynamic Programming. The Proper Orthogonal Decomposition technique is utilized to obtain a …

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Adaptive Neural Network-Based Optimal Control Of Nonlinear Continuous-Time Systems In Strict-Feedback Form, H. Zargarzadeh, T. Dierks, S. Jagannathan Jan 2014

Adaptive Neural Network-Based Optimal Control Of Nonlinear Continuous-Time Systems In Strict-Feedback Form, H. Zargarzadeh, T. Dierks, S. Jagannathan

Electrical and Computer Engineering Faculty Research & Creative Works

This paper focuses on neural network (NN) based optimal control of nonlinear continuous-time systems in strict-feedback form when the system dynamics are known by using an adaptive backstepping approach. A single NN-based adaptive approach is designed to learn the solution of the infinite horizon continuous-time Hamilton-Jacobi-Bellman (HJB) equation while the corresponding optimal control input that minimizes the HJB equation is calculated in a forward-in-time manner without using value and policy iterations. First, the optimal control problem is solved for a generic multi-input and multi-output nonlinear system with a state feedback approach. Then the approach is extended to a single-input and …

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Variability-Aware Parametric Yield Estimation For Analog/Mixed-Signal Circuits: Concepts, Algorithms, And Challenges, Fang Gong, Yiyu Shi, Hao Yu, Lei He Jan 2014

Variability-Aware Parametric Yield Estimation For Analog/Mixed-Signal Circuits: Concepts, Algorithms, And Challenges, Fang Gong, Yiyu Shi, Hao Yu, Lei He

Electrical and Computer Engineering Faculty Research & Creative Works

The undesired uncertainties in circuit performance can lead to analog/mixed-signal circuit failures and yield loss at nanoscale. As such, it has become extremely critical for high precision analog/RF circuits such as phase-locked loop (PLL) and custom/mixed-signal circuits such as SRAM arrays, which both have tight operating margin due to lower power supply and higher operating frequency. Many performance-domain techniques have become available in past few decades: the Monte Carlo (MC) method repeatedly draws samples, runs simulations, and evaluates the yield rate, which can be easily applied to high-dimensional problems. However, it is extremely time consuming. IS can reduce the number …

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Neural Network-Based Finite-Horizon Approximately Optimal Control Of Uncertain Affine Nonlinear Continuous-Time Systems, Hao Xu, Qiming Zhao, Travis Dierks, S. Jagannathan Jan 2014

Neural Network-Based Finite-Horizon Approximately Optimal Control Of Uncertain Affine Nonlinear Continuous-Time Systems, Hao Xu, Qiming Zhao, Travis Dierks, S. Jagannathan

Electrical and Computer Engineering Faculty Research & Creative Works

This paper develops a novel neural network (NN) based finite-horizon approximate optimal control of nonlinear continuous-time systems in affine form when the system dynamics are complete unknown. First an online NN identifier is proposed to learn the dynamics of the nonlinear continuous-time system. Subsequently, a second NN is utilized to learn the time-varying solution, or referred to as value function, of the Hamilton-Jacobi-Bellman (HJB) equation in an online and forward in time manner. Then, by using the estimated time-varying value function from the second NN and control coefficient matrix from the NN identifier, an approximate optimal control input is computed. …

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Control-Oriented Modeling Of Laser Metal Deposition As A Repetitive Process, Patrick M. Sammons, Douglas A. Bristow, Robert G. Landers Jan 2014

Control-Oriented Modeling Of Laser Metal Deposition As A Repetitive Process, Patrick M. Sammons, Douglas A. Bristow, Robert G. Landers

Mechanical and Aerospace Engineering Faculty Research & Creative Works

Laser Metal Deposition (LMD) is an additive manufacturing process whose dynamics are driven by complex heat transfer and fluid flow phenomena. The LMD process, along with every additive manufacturing process, is fundamentally a two-dimensional process possessing both temporal (or spatial) domain dynamics and propagation of information from layer to layer. However, modeling the two-dimensionality of the process for use in control has received little attention. Here, a model aimed at capturing the important nonlinear two-dimensional physical processes of the melt pool shape, while maintaining simplicity, is presented. The model is expressed in a form that lends itself to the design …

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Parametric Studies Of The Thermal And Momentum Accommodation Of Monoatomic And Diatomic Gases On Solid Surfaces, Zhi Liang, Pawel Keblinski Jan 2014

Parametric Studies Of The Thermal And Momentum Accommodation Of Monoatomic And Diatomic Gases On Solid Surfaces, Zhi Liang, Pawel Keblinski

Mechanical and Aerospace Engineering Faculty Research & Creative Works

The Thermal Accommodation Coefficient (TAC) and the Momentum Accommodation Coefficient (MAC) Are the Two Fundamental Parameters Quantifying the Solid-Gas Energy and Momentum Exchange Efficiencies. We Use Molecular Dynamics (MD) Simulations to Study the Effect of Individual Interfacial Parameters Including, (I) Solid-Gas Interaction Strength, (Ii) Gas-Solid Atomic Mass Ratio, (Iii) Solid Elastic Stiffness, and (Iv) Temperature, on TAC and MAC at Solid Surfaces in Contact with Monoatomic and Diatomic Gases. in Addition to Offering a Fundamental Understanding on How These Individual Parameters Affect the Nature of Gas-Solid Collisions, We Provide an Extensive Database for the TAC and MAC. We Also Study …

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Radical Species Generation And Their Lifetime Extension By A Femtosecond And Nanosecond Dual-Laser System, Cheng Hsiang Lin, Zhi Liang, Jun Zhou, Hai-Lung Tsai Jan 2014

Radical Species Generation And Their Lifetime Extension By A Femtosecond And Nanosecond Dual-Laser System, Cheng Hsiang Lin, Zhi Liang, Jun Zhou, Hai-Lung Tsai

Mechanical and Aerospace Engineering Faculty Research & Creative Works

For Many Material Processes, Desired Radical Species at Excited States Are Produced Which Interact with a Given Substrate for a Certain Period of Time Allowing Chemical Reactions between Them to Occur and Complete. Hence, It is Important to Maintain the Population of the Excited Radical Species for an Extended Period of Time, I.e., their Lifetime, Which is Defined as the Time for Emission Intensity to Decay to 1/e of the Initial Intensity. in This Study, a Femtosecond-Nanosecond (Fs-Ns) Dual-Laser System Was Employed to Generate Desired Radical Species Via the Fs Laser And, Then, to Extend the Lifetime of the Radical …

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Ru/C: A Simple Heterogeneous Catalyst For The Amination Of Azoles Under Ligand Free Conditions, K. Harsha Vardhan Reddy, B. S.P. Anil Kumar, V. Prakash Reddy, R. Uday Kumar, Y. V.D. Nageswar Jan 2014

Ru/C: A Simple Heterogeneous Catalyst For The Amination Of Azoles Under Ligand Free Conditions, K. Harsha Vardhan Reddy, B. S.P. Anil Kumar, V. Prakash Reddy, R. Uday Kumar, Y. V.D. Nageswar

Chemistry Faculty Research & Creative Works

A ligand free Ru/C-catalyzed amination of 2-halo azoles with a broad scope of aminating reagents has been developed. A variety of 2-aminoazole derivatives were synthesized in moderate to good yields by utilizing this protocol. The methodology is operationally simple and not sensitive to air and moisture. It provides potentially useful products by using an inexpensive and recyclable catalytic system under ligand free conditions without significant loss of its catalytic activity up to four cycles. This journal is

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Compressibility Characteristics Of Low-Plasticity Silt Before And After Liquefaction, Shuying Wang, Ronaldo Luna Jan 2014

Compressibility Characteristics Of Low-Plasticity Silt Before And After Liquefaction, Shuying Wang, Ronaldo Luna

Civil, Architectural and Environmental Engineering Faculty Research & Creative Works

Low-plasticity silt is known to have a potential to liquefy during earthquakes. The compressibility characteristics could change before and after a dynamic event that produces liquefaction. This research investigates the liquefaction resistance and post liquefaction reconsolidation characteristics of Mississippi River Valley (MRV) silt using laboratory cyclic triaxial compression testing. The MRV silt experienced initial liquefaction under cyclic loading, and the results are presented as cyclic stress ratio versus loading cycle curve. After cyclic loading, the liquefied specimens were reconsolidated. Permeability did not change significantly as a result of liquefaction. The reconsolidation curves are more parallel to the compression line than …

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Choice Of Thixotropic Index To Evaluate Formwork Pressure Characteristics Of Self-Consolidating Concrete, Ahmed F. Omran, Kamal H. Khayat Jan 2014

Choice Of Thixotropic Index To Evaluate Formwork Pressure Characteristics Of Self-Consolidating Concrete, Ahmed F. Omran, Kamal H. Khayat

Civil, Architectural and Environmental Engineering Faculty Research & Creative Works

Formwork lateral pressure exerted by concrete is affected by mixture composition, placement conditions, and formwork characteristics. The mixture composition includes binder type and content, supplementary cementitious materials, fillers, water-to-cementitious ratio, content and characteristics of coarse aggregate, paste volume, chemical admixtures, concrete unit weight, concrete consistency, and temperature. Thixotropy of concrete expressed here in terms of structural build-up at rest is employed to collectively reflect the effect of combined mix design factors on formwork pressure. This research demonstrates relationships between 12 indices that can be used to evaluate the structural build-up at rest of concrete, determined using portable vane, inclined plane, …

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Interaction Of Positrons And Electrons With Atoms, Robert D. Dubois Jan 2014

Interaction Of Positrons And Electrons With Atoms, Robert D. Dubois

Physics Faculty Research & Creative Works

Progress in differential studies of ionization resulting from positron and electron impact being performed at the Missouri University of Science and Technology is described. Examples of doubly and triply (fully) differential single ionization data for the ejected electron and the scattered projectile channels are presented. Energy loss data for double ionization, plus estimates for the first-order interaction, shake off, SO, and TS1, are also presented.

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Stereoselective Transformations Of Α-Trifluoromethylated Ketoximes To Optically Active Amines By Enzyme-Nanometal Cocatalysis: Synthesis Of (S)-Inhibitor Of Phenylethanolamine N-Methyltransferase, Guilin Cheng, Qi Wu, Zeyu Shang, Xinhua Liang, Xianfu Lin Jan 2014

Stereoselective Transformations Of Α-Trifluoromethylated Ketoximes To Optically Active Amines By Enzyme-Nanometal Cocatalysis: Synthesis Of (S)-Inhibitor Of Phenylethanolamine N-Methyltransferase, Guilin Cheng, Qi Wu, Zeyu Shang, Xinhua Liang, Xianfu Lin

Chemical and Biochemical Engineering Faculty Research & Creative Works

One-pot cascade synthesis of optically active α-trifluoro methylated amines directly from ketoximes was accomplished with the use of Candida antarctica lipase B and catalysts prepared by atomic layer deposition (ALD). Compared to the commercial palladium catalyst, the ALD-prepared catalysts showed much higher activity and afforded various α-trifluoro methylated amides in good yields and with high enantioselectivity. One of the enantiopure amides was further hydrolyzed into the corresponding amine, which was treated as a crucial starting material for total synthesis of (S)-inhibitor of phenyl ethanolamine N-methyltransferase without loss of chiral information. © 2014 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

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Effect Of Magnetic Nanoparticle Heating On Cortical Neuron Viability, Christopher J. Rivet, Yuan Yuan, Ryan J. Gilbert, Diana Andra Borca-Tasciuc Jan 2014

Effect Of Magnetic Nanoparticle Heating On Cortical Neuron Viability, Christopher J. Rivet, Yuan Yuan, Ryan J. Gilbert, Diana Andra Borca-Tasciuc

Chemical and Biochemical Engineering Faculty Research & Creative Works

Purpose: Superparamagnetic iron oxide nanoparticles are currently approved for use as an adjunctive treatment to glioblastoma multiforme radiotherapy. Radio frequency stimulation of the nanoparticles generates localized hyperthermia, which sensitizes the tumor to the effects of radiotherapy. Clinical trials reported thus far are promising, with an increase in patient survival rate; however, what are left unaddressed are the implications of this technology on the surrounding healthy tissue. Methods and materials: Amino silane-coated iron oxide nanoparticles suspended in culture medium were applied to chick embryonic cortical neuron cultures. Cultures were heated to 37 °C or 45 °C by an induction coil system …

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Information Systems User Competency: A Conceptual Foundation, Brenda Eschenbrenner, Fiona Fui-Hoon Nah Jan 2014

Information Systems User Competency: A Conceptual Foundation, Brenda Eschenbrenner, Fiona Fui-Hoon Nah

Business and Information Technology Faculty Research & Creative Works

Research has identified a variety of factors that influence people's intentions to use IS and their degree of IS use. However, what has not been well understood are the characteristics of competent IS users who are proficient in using IS and are able to achieve quality IS usage. Considering that improving IS users' abilities to more efficiently and effectively use IS has always been and remains a challenge, research that provides a comprehensive view of the characteristics associated with competent IS users is warranted. This paper addresses this research question by proposing a conceptual foundation for IS user competency. Based …

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Scale-Up And On-Line Monitoring Of Gas-Solid Systems Using Advanced And Non-Invasive Measurement Techniques, Muthanna H. Al-Dahhan, Shreekanta Aradhya, Faraj Zaid, Neven Ali, Thaar Aljuwaya Jan 2014

Scale-Up And On-Line Monitoring Of Gas-Solid Systems Using Advanced And Non-Invasive Measurement Techniques, Muthanna H. Al-Dahhan, Shreekanta Aradhya, Faraj Zaid, Neven Ali, Thaar Aljuwaya

Chemical and Biochemical Engineering Faculty Research & Creative Works

Industry relies on gas-solid systems for numerous processes. Flow dynamics play an important role in achieving the desired results. The present study proposes, validates and demonstrates a novel mechanistic scale-up approach based on maintaining similar radial profile or cross sectional distribution of gas holdup in two different gas-solid systems in order to achieve hydrodynamics similarity using advanced measurement techniques. This new methodology for scale-up and design has been implemented on gas-solid spouted bed which has been used for drying, granulation and coating. The development can be extrapolated to other gas-solid systems encountered in phosphate processes.

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Rmse-Elm: Recursive Model Based Selective Ensemble Of Extreme Learning Machines For Robustness Improvement, Bo Han, Bo He, Mengmeng Ma, Tingting Sun, Tianhong Yan, Amaury Lendasse Jan 2014

Rmse-Elm: Recursive Model Based Selective Ensemble Of Extreme Learning Machines For Robustness Improvement, Bo Han, Bo He, Mengmeng Ma, Tingting Sun, Tianhong Yan, Amaury Lendasse

Engineering Management and Systems Engineering Faculty Research & Creative Works

For Blended Data, the Robustness of Extreme Learning Machine (Elm) is So Weak Because the Coefficients (Weights and Biases) of Hidden Nodes Are Set Randomly and the Noisy Data Exert a Negative Effect. to Solve This Problem, a New Framework Called "RMSE-ELM" is Proposed in This Paper. It is a Two-Layer Recursive Model. in the First Layer, the Framework Trains Lots of Elms in Different Ensemble Groups Concurrently and Then Employs Selective Ensemble Approach to Pick Out an Optimal Set of Elms in Each Group, Which Can Be Merged into a Large Group of Elms Called Candidate Pool. in the …

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Mapreduce Based Parallel Suffix Tree Construction For Human Genome, Umesh Chandra Satish, Praveenkumar Kondikoppa, Seung Jong Park, Manish Patil, Rahul Shah Jan 2014

Mapreduce Based Parallel Suffix Tree Construction For Human Genome, Umesh Chandra Satish, Praveenkumar Kondikoppa, Seung Jong Park, Manish Patil, Rahul Shah

Computer Science Faculty Research & Creative Works

Genome indexing is the basis for many bioinformatics applications. Read mapping (sequence alignment) is one such application where the goal is to align millions of short reads against reference genome. Several tools are available for read mapping which rely on different indexing techniques to expedite the alignment process. However, many of these contemporary alignment programs are sequential, memory intensive and cannot be easily scaled for larger genomes. Suffix tree is one of the most widely used data structures for indexing strings (genomes). Building a scalable suffix-tree based tool is particularly challenging due to the difficulties involved in parallel construction of …

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Mapreduce-Based Restmd: Enabling Large-Scale Sampling Tasks With Distributed Hpc Systems, Praveenkumar Kondikoppa, Richard Platania, Seung Jong Park, Tom Keyes, Jaegil Kim, Nayong Kim, Joohyun Kim, Shuju Bai Jan 2014

Mapreduce-Based Restmd: Enabling Large-Scale Sampling Tasks With Distributed Hpc Systems, Praveenkumar Kondikoppa, Richard Platania, Seung Jong Park, Tom Keyes, Jaegil Kim, Nayong Kim, Joohyun Kim, Shuju Bai

Computer Science Faculty Research & Creative Works

A novel implementation of Replica Exchange Statistical Temperature Molecular Dynamics (RESTMD), belonging to a generalized ensemble method and also known as parallel tempering, is presented. Our implementation employs the MapReduce (MR)-based iterative framework for launching RESTMD over high performance computing (HPC) clusters including our test bed system, Cyber-infrastructure for Reconfigurable Optical Networks (CRON) simulating a network-connected distributed system. Our main contribution is a new implementation of STMD plugged into the well-known CHARMM molecular dynamics package as well as the RESTMD implementation powered by the Hadoop that scales out in a cluster and across distributed systems effectively. To address challenges for …

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Impact Of Loss Synchronization On Reliable High Speed Networks: A Model Based Simulation, Suman Kumar, Lin Xue, Seung Jong Park Jan 2014

Impact Of Loss Synchronization On Reliable High Speed Networks: A Model Based Simulation, Suman Kumar, Lin Xue, Seung Jong Park

Computer Science Faculty Research & Creative Works

Contemporary nature of network evolution demands for simulation models which are flexible, scalable, and easily implementable. In this paper, we propose a fluid-based model for performance analysis of reliable high-speed networks. In particular, this paper aims to study the dynamic relationship between congestion control algorithms and queue management schemes, in order to develop a better understanding of the causal linkages between the two. We propose a loss synchronization module which is user configurable. We validate our model through simulations under controlled settings. Also, we present a performance analysis to provide insights into two important issues concerning 10 Gbps high speed …

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Ieee Cibcb 2014-Computational Intelligence In Bioinformatics And Computational Biology [Conference Reports], Steven Corns Jan 2014

Ieee Cibcb 2014-Computational Intelligence In Bioinformatics And Computational Biology [Conference Reports], Steven Corns

Engineering Management and Systems Engineering Faculty Research & Creative Works

The 2014 Conference on Computational Intelligence in Bioinformatics and Computational Biology (CIBCB) was held at the Hilton Hawaiian Village, Honolulu, from May 21-25. The papers presented at the conference covered the full range of computational intelligence techniques and applications. James Hughes from Brock University received the best student paper award from General Chair Steven Corns for his paper titled, 'Recentering and Restarting Genetic Algorithms Variations for DNA Fragment Assembly.' The best overall paper was awarded to Jennifer Hallinan, Owen Gilfellon, Goksel Misirli and Anil Wipat, all of Newcastle University, for their work 'Tuning Receiver Characteristics in Bacterial Quorum Communication: An …

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Nonlinear Modeling Using Neural Networks For Trading The Soybean Complex, Phoebe S. Wiles, David Lee Enke Jan 2014

Nonlinear Modeling Using Neural Networks For Trading The Soybean Complex, Phoebe S. Wiles, David Lee Enke

Engineering Management and Systems Engineering Faculty Research & Creative Works

Recently, there has been a spike in the prices and popularity of commodities. On a macroeconomic level, developing countries are increasing production; while on a microeconomic level, speculative traders are becoming more involved in the market. Agricultural products have a diverse array of factors that can affect the price (i.e. political, government, population, weather, supply and demand). Commodity prices can suffer from extreme volatility in the short term, changing as much as 50% in one year. This research uses the soybean crush spread as a model. The soybean complex adds an interesting component as the underlying soybean product can be …

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Volatility Forecasting Using A Hybrid Gjr-Garch Neural Network Model, Soheil Almasi Monfared, David Lee Enke Jan 2014

Volatility Forecasting Using A Hybrid Gjr-Garch Neural Network Model, Soheil Almasi Monfared, David Lee Enke

Engineering Management and Systems Engineering Faculty Research & Creative Works

Volatility forecasting in the financial markets, along with the development of financial models, is important in the areas of risk management and asset pricing, among others. Previous testing has shown that asymmetric GARCH models outperform other GARCH family models with regard to volatility prediction. Utilizing this information, three popular Neural Network models (Feed-Forward with Back Propagation, Generalized Regression, and Radial Basis Function) are implemented to help improve the performance of the GJR (1,1) method for estimating volatility over the next forty-four trading days. During training and testing, four different economic cycles have been considered between 1997-2011 to represent real and …

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Joint Decisions On Inventory Replenishment And Emission Reduction Investment Under Different Emission Regulations, Ayşegül Toptal, Haşim Özlü, Dinçer Konur Jan 2014

Joint Decisions On Inventory Replenishment And Emission Reduction Investment Under Different Emission Regulations, Ayşegül Toptal, Haşim Özlü, Dinçer Konur

Engineering Management and Systems Engineering Faculty Research & Creative Works

Carbon emission regulation policies have emerged as mechanisms to control firms' carbon emissions. To meet regulatory requirements, firms can make changes in their production planning decisions or invest in green technologies. In this study, we analyze a retailer's joint decisions on inventory replenishment and carbon emission reduction investment under three carbon emission regulation policies. Particularly, we extend the economic order quantity model to consider carbon emissions reduction investment availability under carbon cap, tax and cap-and-trade policies. We analytically show that carbon emission reduction investment opportunities, additional to reducing emissions as per regulations, further reduce carbon emissions while reducing costs. We …

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Fuzzy Optimization Of Acknowledged System Of Systems Meta-Architectures For Agent Based Modeling Of Development, Louis Pape, Siddhartha Agarwal, Kristin Giammarco, Cihan Dagli Jan 2014

Fuzzy Optimization Of Acknowledged System Of Systems Meta-Architectures For Agent Based Modeling Of Development, Louis Pape, Siddhartha Agarwal, Kristin Giammarco, Cihan Dagli

Engineering Management and Systems Engineering Faculty Research & Creative Works

Acknowledged systems of systems (SoS) lie on a continuum between authoritarian central control and anarchy. The constituent systems are independent, with a life and purpose of their own. The systems require not only technical interfaces, but also social interactions, to create the SoS. A fuzzy optimization process may be used to select a desirable SoS configuration, but it may be unachievable due to the inability to persuade the systems to cooperate in the plan. Modeling the systems' internal decision processes could help understand how to design better SoS architectures. This research used generic, modular modeling processes to examine two proposed …

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Effect Of Crumb Rubber Dissolution On Low-Temperature Performance And Aging Of Asphalt-Rubber Binder, Amir Ghavibazoo, Magdy Abdelrahman Jan 2014

Effect Of Crumb Rubber Dissolution On Low-Temperature Performance And Aging Of Asphalt-Rubber Binder, Amir Ghavibazoo, Magdy Abdelrahman

Civil, Architectural and Environmental Engineering Faculty Research & Creative Works

Asphalt binder plays a critical role in defining the low-temperature performance of asphalt pavement, and, therefore, enhancing its mechanical behavior at low service temperatures through modification always has been of great interest. Crumb rubber modification of asphalt is one of the common practices in the industry. However, the effect of a crumb rubber modifier (CRM) on low-temperature performance of the binder is not well understood. A CRM swells by absorbing the aromat-ics and light molecular components of asphalt at low interaction temperatures (i.e., 160°C) and dissolves at higher interaction temperatures (i.e., 190°C, 220°C). Each of those activities affects the performance …

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