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21 – 30 of over 1000
Book part
Publication date: 30 April 2008

Jae J. Lee

Many economic and business problems require a set of random variates from the posterior density of the unknown parameters. The set of random variates can be used to integrate…

Abstract

Many economic and business problems require a set of random variates from the posterior density of the unknown parameters. The set of random variates can be used to integrate numerically many forms of functions. Since a closed form of the posterior density of models in time series analysis is not usually well known, it is not easy to generate a set of random variates. As a sampling scheme based on the probabilities proportional to sizes of the sample space, sampling importance resampling (SIR) method can be applied to generate a set of random variates from the posterior density. Application of SIR to signal extraction model of time series analysis is illustrated and given a set of random variates, the procedures to compute the Monte Carlo estimator of the component of signal extraction model are discussed. The procedures are illustrated with simulated data.

Details

Advances in Business and Management Forecasting
Type: Book
ISBN: 978-0-85724-787-2

Article
Publication date: 4 August 2022

Meltem Altin Karataş, Hasan Gökkaya, Sıtkı Akincioğlu and Mehmet Ali Biberci

The purpose of this study is to optimize processing parameters to get the smallest average surface roughness (Ra) and delamination damage (Fd) values during drilling via abrasive…

Abstract

Purpose

The purpose of this study is to optimize processing parameters to get the smallest average surface roughness (Ra) and delamination damage (Fd) values during drilling via abrasive water jet (AWJ) of the glass fiber-reinforced polymer composite material produced at [0°/90°]s fiber orientation angles.

Design/methodology/approach

Drilling experiments were done via AWJ with three-axis computer numerical control (CNC) control system. Machine processing parameters such as water pressure of 3,600, 4,300, 4,800 and 5,300 bar; stand-off distance of 1, 2, 3 and 4 mm; traverse rate of 750, 1,500, 2,000 and 3,000 mm/min; and hole diameters of 8, 10, 12 and 14 mm have been selected. The effects of processing parameters in drilling experiments were investigated in conformity with the Taguchi L16 orthogonal array and the data obtained were analyzed using Minitab 17 software. The signal/noise (S/N) ratio was taken as a basis for evaluating the test results. Optimum processing conditions were determined by calculating the S/N ratio for both Ra and Fd in conformity with the “smaller is better” approximation. The effects of processing parameters on Ra and Fd were statistically investigated using analysis of variance, S/N ratio and Taguchi-based gray relational analysis. Ra and Fd were predicted by evaluating with the ANN model and were predicted with the least amount of error.

Findings

It has been determined that the most effective parameter for Ra and Fd is the water pressure and then the stand-off distance.

Originality/value

The novel approach is to reduce cost and the time spent by using Taguchi optimization as a result of AWJ drilling the material in this fiber orientation [0°/90°]s.

Details

Multidiscipline Modeling in Materials and Structures, vol. 18 no. 4
Type: Research Article
ISSN: 1573-6105

Keywords

Article
Publication date: 2 September 2014

Bhanudas Dattatraya Bachchhav, Geeta S. Lathkar and Harijan Bagchi

This paper aims to present a study of frictional characteristics of steel/die steel pair under sliding contact in presence of a set of formulated lubricants. AISI 1010 low carbon…

Abstract

Purpose

This paper aims to present a study of frictional characteristics of steel/die steel pair under sliding contact in presence of a set of formulated lubricants. AISI 1010 low carbon steels, although being strong, are less formable grades of steel and require appropriate selection of lubricants in tribological conditions.

Design/methodology/approach

A total of three mineral-based lubricating blends were formulated for varying concentration of ester. Plan of experiments, based on Taguchi’s analysis technique were performed using dedicated test rig based on “pin-on-disc” principle.

Findings

A correlation was established between additive concentration, sliding speed and pressure with coefficient of friction by multiple linear regression. On the basis of experimental results and S/N ratio analysis, ranking of the parameters has been done. A possible regime of working with such lubricants is also suggested.

Practical implications

Due to voluminous data involved, a few dominant process parameters were taken into consideration for the study.

Originality/value

This paper is highlighting the tribo-effects of additives to render it as suitable lubricant in sliding contact conditions. This paper also suggested an approach for selection of optimum regime of working in the light of “Stribeck Curve” for ester-containing lubricating oils.

Details

Industrial Lubrication and Tribology, vol. 66 no. 6
Type: Research Article
ISSN: 0036-8792

Keywords

Article
Publication date: 5 May 2021

Shailaja Sanjay Mohite and Uttam D. Kolekar

Femtocells are low-power, inexpensive base stations (BS) used in business enterprises or homes. They could offer higher SNR in a smaller coverage area to enhance the data rates…

Abstract

Purpose

Femtocells are low-power, inexpensive base stations (BS) used in business enterprises or homes. They could offer higher SNR in a smaller coverage area to enhance the data rates and QoS. Deployment of femtocell is expected to the witness constant development in upcoming years. Despite of all these benefits, there are certain challenges to be resolved that includes management of overlaying MC, interference among femtocells and the resource allocation between 2 tiers.

Design/methodology/approach

This work analyses the issues on cross-tier interfering and resource allocation alleviation in “full-duplex (FD) Orthogonal Frequency Division Multiple Access (OFDMA) oriented Heterogeneous Networks (HetNets) that includes macrocell as well as underlying femtocells”. This work concerns on three foremost contributions: portraying a single objective issue including subcarrier allocation, price allocation and power allocation of macrocell–femtocell networks. Moreover, this work introduces a novel Cat Swarm Mated-Lion algorithm (CSM-LA) for solving the defined optimization problem in macrocell–femtocell networks. At last, the supremacy of adopted scheme is proved over traditional models regarding statistical and convergence analysis.

Findings

By concerning the cost function, the developed CSM-LA attained 87.5, 60, 93.75 and 93.75% better than LM, WOA, LA and CSO respectively. For utility analysis, it accomplished 70.58% better than LM, 88.23% superior to GWO, 85.88% superior to WOA and 88.23% better than CSO. For statistical analysis, the median performance of developed CSM-LA attained better results, which was 80.52% superior to LA, 80.74% better than GWO, 72% superior to WOA and 48.7% better than LA. Hence, the developed CSM-LA proved its performance in terms of improved results and revealed its betterment over the conventional models.

Originality/value

This paper adopts a latest optimization algorithm called CSM-LA for analyzing the issues on cross-tier interfering and resource allocation alleviation in full-duplex (FD) orthogonal frequency division multiple access (OFDMA) oriented heterogeneous networks (HetNets). This is the first work that utilizes CSM-LA framework that proposes a new CSM-LA model for power control and resource allocation by considering the multi-objectives like price, subcarrier and power as well.

Details

International Journal of Intelligent Unmanned Systems, vol. 10 no. 4
Type: Research Article
ISSN: 2049-6427

Keywords

Book part
Publication date: 24 April 2023

Nikolay Gospodinov, Alex Maynard and Elena Pesavento

It is widely documented that while contemporaneous spot and forward financial prices trace each other extremely closely, their difference is often highly persistent and the…

Abstract

It is widely documented that while contemporaneous spot and forward financial prices trace each other extremely closely, their difference is often highly persistent and the conventional cointegration tests may suggest lack of cointegration. This chapter studies the possibility of having cointegrated errors that are characterized simultaneously by high persistence (near-unit root behavior) and very small (near zero) variance. The proposed dual parameterization induces the cointegration error process to be stochastically bounded which prevents the variables in the cointegrating system from drifting apart over a reasonably long horizon. More specifically, this chapter develops the appropriate asymptotic theory (rate of convergence and asymptotic distribution) for the estimators in unconditional and conditional vector error correction models (VECM) when the error correction term is parameterized as a dampened near-unit root process (local-to-unity process with local-to-zero variance). The important differences in the limiting behavior of the estimators and their implications for empirical analysis are discussed. Simulation results and an empirical analysis of the forward premium regressions are also provided.

Article
Publication date: 1 December 1997

W. Liggett, K.‐W. Moon and C. Handwerker

An experimental method for measurement system improvement is presented and applied to development of a protocol for solderability measurement with a wetting balance. Protocol…

119

Abstract

An experimental method for measurement system improvement is presented and applied to development of a protocol for solderability measurement with a wetting balance. Protocol development is central to development of reliable monitoring systems for manufacturing. This paper illustrates the method with an experiment in which sets of nearly identical test leads, each with a different solderability, are obtained by steam ageing of hot‐solder‐dipped copper and then measured according to alternative protocols. The protocols entail different flux types and solder bath temperatures. This method can be used wherever solderability measurements are made and thus satisfies the need for in‐house refinement of wetting balance protocols.With the experimental method, one can both compare alternative measurement protocols and estimate the relative solderability of sets of test leads. The results of both depend on what feature of the wetting force curve one selects to portray solderability. The comparison of measurement protocols is based on what is variously called precision, sensitivity, or signal‐to‐noise ratio. The solderability estimates show that different physical properties of the test leads affect different parts of the wetting force curve, and that changes in the steam ageing procedure affect solderability in a generally predictable way.

Details

Soldering & Surface Mount Technology, vol. 9 no. 2
Type: Research Article
ISSN: 0954-0911

Keywords

Article
Publication date: 1 December 2000

Tolga Taner and Jiju Antony

Diagnostic tests are widely used in many areas of modern technological society, but they are of particular importance in medicine, where early and accurate diagnosis can decrease…

Abstract

Diagnostic tests are widely used in many areas of modern technological society, but they are of particular importance in medicine, where early and accurate diagnosis can decrease morbidity and mortality rates of disease. How the quality of diagnostic information and decisions should be measured in a meaningful way has become increasingly important in recent years as an abundance of new diagnostic tests have been introduced. A number of seemingly independent indices are studied for evaluating diagnostic performance such as the receiver operating characteristic curves and signal‐to‐noise ratios. Designing robustness into diagnostic tests can only be achieved by minimizing the variation in the total number of false diagnosis. This article has undertaken a comparison of signal‐to‐noise ratios developed by Taguchi in quality engineering and system performance in manufacturing industry. A hybrid is also computed and its relevance to physicians as an efficient assessment method is proposed and strongly encouraged.

Details

International Journal of Health Care Quality Assurance, vol. 13 no. 7
Type: Research Article
ISSN: 0952-6862

Keywords

Article
Publication date: 1 February 2013

Mehmet Tolga Taner, Bulent Sezen and Kamal Atwat

This paper aims to compare two diagnostic performance measures, i.e. signal‐to‐noise ratio (S/N ratio) and partial area under receiver operating characteristic curves (pAUC). It…

Abstract

Purpose

This paper aims to compare two diagnostic performance measures, i.e. signal‐to‐noise ratio (S/N ratio) and partial area under receiver operating characteristic curves (pAUC). It proposes the use of S/N ratio rather than pAUC for establishing optimal cut‐off point for diagnostic biomarkers.

Design/methodology/approach

This paper discusses the properties, uses, advantages and shortcomings of the two performance measures, namely the partial area under receiver operating characteristic curve (pAUC) and Taguchi's signal‐to‐noise (S/N) ratio. The benefits of S/N ratio have been illustrated in a sample of four biomarkers, each having five cut‐off points. The S/N ratio is compared to the pAUC index. The SAS software is employed to calculate pAUC and AUC.

Findings

This paper shows that S/N ratio can be used as a measure of diagnostic accuracy. The cut‐off point with the highest S/N ratio is the optimal cut‐off point for the biomarker. The proposed method has the advantages of being easier, more practical and less costly than that of pAUC.

Practical implications

This paper includes implications for the development of a more practical, equally powerful and less costly means of measuring clinical accuracy thereby reducing the costs and risks resulting from wrong selection of cut‐off point can be decreased.

Originality/value

This paper supports suggestions in the recent literature to replace pAUC with a new, more meaningful index.

Details

International Journal of Health Care Quality Assurance, vol. 26 no. 2
Type: Research Article
ISSN: 0952-6862

Keywords

Article
Publication date: 4 September 2017

Sagar Sikder, Subhash Chandra Panja and Indrajit Mukherjee

The purpose of this paper is to develop a new easy-to-implement distribution-free integrated multivariate statistical process control (MSPC) approach with an ability to recognize…

Abstract

Purpose

The purpose of this paper is to develop a new easy-to-implement distribution-free integrated multivariate statistical process control (MSPC) approach with an ability to recognize out-of-control points, identify the key influential variable for the out-of-control state, and determine necessary changes to achieve the state of statistical control.

Design/methodology/approach

The proposed approach integrates the control chart technique, the Mahalanobis-Taguchi System concept, the Andrews function plot, and nonlinear optimization for multivariate process control. Mahalanobis distance, Taguchi’s orthogonal array, and the main effect plot concept are used to identify the key influential variable responsible for the out-of-control situation. The Andrews function plot and nonlinear optimization help to identify direction and necessary correction to regain the state of statistical control. Finally, two different real life case studies illustrate the suitability of the approach.

Findings

The case studies illustrate the potential of the proposed integrated multivariate process control approach for easy implementation in varied manufacturing and process industries. In addition, the case studies also reveal that the multivariate out-of-control state is primarily contributed by a single influential variable.

Research limitations/implications

The approach is limited to the situation in which a single influential variable contributes to out-of-control situation. The number and type of cases used are also limited and thus generalization may not be debated. Further research is necessary with varied case situations to refine the approach and prove its extensive applicability.

Practical implications

The proposed approach does not require multivariate normality assumption and thus provides greater flexibility for the industry practitioners. The approach is also easy to implement and requires minimal programming effort. A simple application Microsoft Excel is suitable for online implementation of this approach.

Originality/value

The key steps of the MSPC approach are identifying the out-of-control point, diagnosing the out-of-control point, identifying the “influential” variable responsible for the out-of-control state, and determining the necessary direction and the amount of adjustment required to achieve the state of control. Most of the approaches reported in open literature are focused only until identifying influencing variable, with many restrictive assumptions. This paper addresses all key steps in a single integrated distribution-free approach, which is easy to implement in real time.

Details

International Journal of Quality & Reliability Management, vol. 34 no. 8
Type: Research Article
ISSN: 0265-671X

Keywords

Article
Publication date: 12 February 2018

Gozde Goncu Berk

The purpose of this paper is to develop a user friendly, wearable pain management system by optimizing CAD embroidery parameters for manufacturing high performance dry…

Abstract

Purpose

The purpose of this paper is to develop a user friendly, wearable pain management system by optimizing CAD embroidery parameters for manufacturing high performance dry transcutaneous electrical neural stimulation (TENS) electrodes.

Design/methodology/approach

User-centered design methodology is employed to identify user needs related to TENS devices. Optimization of CAD embroidery parameters was done by measuring and calculating resistance and signal-to-noise values for electrodes manufactured with different conductive thread, stitch pattern, and stitch density types.

Findings

Characteristics of the conductive thread such as thickness and irregularity, embroidery stitch pattern, stitch density therefore the amount of conductive thread used all effect resistance values and signal-to-noise values of TENS electrodes. Low resistance of TENS electrode surface does not mean high signal-to-noise ratio and high TENS signal quality. Satin stitch type with low stitch density provides the best resistance and signal-to-noise ratio for a TENS electrode.

Originality/value

This study reported the design process of a wearable pain management system with a focus on optimization of embroidery manufacturing parameters for development of TENS electrodes. The design process not only required technical optimization but also understanding user problems related to use of conventional TENS devices. Proposed end product is a user friendly, electronic textile based, wireless wearable pain management system in different forms suitable for major pain areas such as knee, elbow and neck.

Details

International Journal of Clothing Science and Technology, vol. 30 no. 1
Type: Research Article
ISSN: 0955-6222

Keywords

21 – 30 of over 1000