Linking business goals to process models in semantic business process modeling

Broad knowledge is required when a business process is modeled by a business analyst. We argue that existing Business Process Management methodologies do not consider business goals at the appropriate level. In this paper we present an approach to integrate business goals and business process models. We design a Business Goal Ontology for modeling business goals. Furthermore, we devise a modeling pattern for linking the goals to process models and show how the ontology can be used in query answering. In this way, we integrate the intentional perspective into our business process ontology framework, enriching the process description and enabling new types of business process analysis. © 2008 IEEE.

Bayesian predictive modeling and comparison of oil samples

Statistical comparison of oil samples is an integral part of oil spill identification, which deals with the process of linking an oil spill with its source of origin. In current practice, a frequentist hypothesis test is often used to evaluate evidence in support of a match between a spill and a source sample. As frequentist tests are only able to evaluate evidence against a hypothesis but not in support of it, we argue that this leads to unsound statistical reasoning. Moreover, currently only verbal conclusions on a very coarse scale can be made about the match between two samples, whereas a finer quantitative assessment would often be preferred. To address these issues, we propose a Bayesian predictive approach for evaluating the similarity between the chemical compositions of two oil samples. We derive the underlying statistical model from some basic assumptions on modeling assays in analytical chemistry, and to further facilitate and improve numerical evaluations, we develop analytical expressions for the key elements of Bayesian inference for this model. The approach is illustrated with both simulated and real data and is shown to have appealing properties in comparison with both standard frequentist and Bayesian approaches

Dynamic analysis and simulation of a VSC based Back-to-Back HVDC link

This paper presents the modeling and analysis of a voltage source converter (VSC) based back-to-back (BTB) HVDC link. The case study considers the response to changes in the active and reactive power and disturbance caused by single line to ground (SLG) fault. The controllers at each terminal are designed to inject a variable (magnitude and phase angle) sinusoidal, balanced set of voltages to regulate/control the active and reactive power. It is also possible to regulate the converter bus (AC) voltage by controlling the injected reactive power. The analysis is carried out using both d-q model (neglecting the harmonics in the output voltages of VSC) and three phase detailed model of VSC. While the eigenvalue analysis and controller design is based on the d-q model, the transient simulation considers both models.

Identifying risk-efficient strategies using stochastic frontier analysis and simulation: An application to irrigated cropping in Australia

In irrigated cropping, as with any other industry, profit and risk are inter-dependent. An increase in profit would normally coincide with an increase in risk, and this means that risk can be traded for profit. It is desirable to manage a farm so that it achieves the maximum possible profit for the desired level of risk. This paper identifies risk-efficient cropping strategies that allocate land and water between crop enterprises for a case study of an irrigated farm in Southern Queensland, Australia. This is achieved by applying stochastic frontier analysis to the output of a simulation experiment. The simulation experiment involved changes to the levels of business risk by systematically varying the crop sowing rules in a bioeconomic model of the case study farm. This model utilises the multi-field capability of the process based Agricultural Production System Simulator (APSIM) and is parameterised using data collected from interviews with a collaborating farmer. We found sowing rules that increased the farm area sown to cotton caused the greatest increase in risk-efficiency. Increasing maize area also improved risk-efficiency but to a lesser extent than cotton. Sowing rules that increased the areas sown to wheat reduced the risk-efficiency of the farm business. Sowing rules were identified that had the potential to improve the expected farm profit by ca. $50,000 Annually, without significantly increasing risk. The concept of the shadow price of risk is discussed and an expression is derived from the estimated frontier equation that quantifies the trade-off between profit and risk.

Modeling and Forecasting Implied Volatility: Implications for Trading, Pricing, and Risk Management

Modeling and forecasting of implied volatility (IV) is important to both practitioners and academics, especially in trading, pricing, hedging, and risk management activities, all of which require an accurate volatility. However, it has become challenging since the 1987 stock market crash, as implied volatilities (IVs) recovered from stock index options present two patterns: volatility smirk(skew) and volatility term-structure, if the two are examined at the same time, presents a rich implied volatility surface (IVS). This implies that the assumptions behind the Black-Scholes (1973) model do not hold empirically, as asset prices are mostly influenced by many underlying risk factors. This thesis, consists of four essays, is modeling and forecasting implied volatility in the presence of options markets’ empirical regularities. The first essay is modeling the dynamics IVS, it extends the Dumas, Fleming and Whaley (DFW) (1998) framework; for instance, using moneyness in the implied forward price and OTM put-call options on the FTSE100 index, a nonlinear optimization is used to estimate different models and thereby produce rich, smooth IVSs. Here, the constant-volatility model fails to explain the variations in the rich IVS. Next, it is found that three factors can explain about 69-88% of the variance in the IVS. Of this, on average, 56% is explained by the level factor, 15% by the term-structure factor, and the additional 7% by the jump-fear factor. The second essay proposes a quantile regression model for modeling contemporaneous asymmetric return-volatility relationship, which is the generalization of Hibbert et al. (2008) model. The results show strong negative asymmetric return-volatility relationship at various quantiles of IV distributions, it is monotonically increasing when moving from the median quantile to the uppermost quantile (i.e., 95%); therefore, OLS underestimates this relationship at upper quantiles. Additionally, the asymmetric relationship is more pronounced with the smirk (skew) adjusted volatility index measure in comparison to the old volatility index measure. Nonetheless, the volatility indices are ranked in terms of asymmetric volatility as follows: VIX, VSTOXX, VDAX, and VXN. The third essay examines the information content of the new-VDAX volatility index to forecast daily Value-at-Risk (VaR) estimates and compares its VaR forecasts with the forecasts of the Filtered Historical Simulation and RiskMetrics. All daily VaR models are then backtested from 1992-2009 using unconditional, independence, conditional coverage, and quadratic-score tests. It is found that the VDAX subsumes almost all information required for the volatility of daily VaR forecasts for a portfolio of the DAX30 index; implied-VaR models outperform all other VaR models. The fourth essay models the risk factors driving the swaption IVs. It is found that three factors can explain 94-97% of the variation in each of the EUR, USD, and GBP swaption IVs. There are significant linkages across factors, and bi-directional causality is at work between the factors implied by EUR and USD swaption IVs. Furthermore, the factors implied by EUR and USD IVs respond to each others’ shocks; however, surprisingly, GBP does not affect them. Second, the string market model calibration results show it can efficiently reproduce (or forecast) the volatility surface for each of the swaptions markets.

Modeling and design of a solar thermal system for hybrid cooking application

This paper proposes a hybrid solar cooking system where the solar energy is brought to the kitchen. The energy source is a combination of the solar thermal energy and the Liquefied Petroleum Gas (LPG) that is in common use in kitchens. The solar thermal energy is transferred to the kitchen by means of a circulating fluid. The transfer of solar heat is a twofold process wherein the energy from the collector is transferred first to an intermediate energy storage buffer and the energy is subsequently transferred from the buffer to the cooking load. There are three parameters that are controlled in order to maximize the energy transfer from the collector to the load viz, the fluid flow rate from collector to buffer, fluid flow rate from buffer to load and the diameter of the pipes. This is a complex multi energy domain system comprising energy flow across several domains such as thermal, electrical and hydraulic. The entire system is modeled using the bond graph approach with seamless integration of the power flow in these domains. A method to estimate different parameters of the practical cooking system is also explained. Design and life cycle costing of the system is also discussed. The modeled system is simulated and the results are validated experimentally. (C) 2010 Elsevier Ltd. All rights reserved.

Analysis, Design, Modeling, and Implementation of an Active Clamp HF Link Converter

This paper deals with the system oriented analysis, design, modeling, and implementation of active clamp HF link three phase converter. The main advantage of the topology is reduced size, weight, and cost of the isolation transformer. However, violation of basic power conversion rules due to presence of the leakage inductance in the HF transformer causes over voltage stresses across the cycloconverter devices. It makes use of the snubber circuit necessary in such topologies. The conventional RCD snubbers are dissipative in nature and hence inefficient. The efficiency of the system is greatly improved by using regenerative snubber or active clamp circuit. It consists of an active switching device with an anti-parallel diode and one capacitor to absorb the energy stored in the leakage inductance of the isolation transformer and to regenerate the same without affecting circuit performance. The turn on instant and duration of the active device are selected such that it requires simple commutation requirements. The time domain expressions for circuit dynamics, design criteria of the snubber capacitor with two conflicting constrains (over voltage stress across the devices and the resonating current duration), the simulation results based on generalized circuit model and the experimental results based on laboratory prototype are presented.

A PPCA based non-parametric modeling and retrieval of PD signal buried in excessive noise

The problem of on-line recognition and retrieval of relatively weak industrial signals such as partial discharges (PD), buried in excessive noise, has been addressed in this paper. The major bottleneck being the recognition and suppression of stochastic pulsive interference (PI) due to the overlapping broad band frequency spectrum of PI and PD pulses. Therefore, on-line, onsite, PD measurement is hardly possible in conventional frequency based DSP techniques. The observed PD signal is modeled as a linear combination of systematic and random components employing probabilistic principal component analysis (PPCA) and the pdf of the underlying stochastic process is obtained. The PD/PI pulses are assumed as the mean of the process and modeled instituting non-parametric methods, based on smooth FIR filters, and a maximum aposteriori probability (MAP) procedure employed therein, to estimate the filter coefficients. The classification of the pulses is undertaken using a simple PCA classifier. The methods proposed by the authors were found to be effective in automatic retrieval of PD pulses completely rejecting PI.

Simulation of Potential and Electric Field Profiles for transmission line Insulators

Since the end of second world war, extra high voltage ac transmission has seen its development. The distances between generating and load centres as well as the amount of power to be handled increased tremendously for last 50 years. The highest commercial voltage has increased to 765 kV in India and 1,200 kV in many other countries. The bulk power transmission has been mostly performed by overhead transmission lines. The dual task of mechanically supporting and electrically isolating the live phase conductors from the support tower is performed by string insulators. Whether in clean condition or under polluted conditions, the electrical stress distribution along the insulators governs the possible flashover, which is quite detrimental to the system. Hence the present investigation aims to study accurately, the field distribution for various types of porcelain/ceramic insulators (Normal and Antifog discs) used for high-voltage transmission. The surface charge simulation method is employed for the field computation. A comparison on normalised surface resistance, which is an indicator for the stress concentration under polluted condition, is also attempted.

Modeling and analysis of MOS capacitor controlled by independent double gates

This paper, for the first time, explores the charcatersictics of MOS capacitor controlled by independent double gates by numerical simulation and analytical modeling for its possible use in RF circuit design as a varactor. By numerical simulation it is shown how the quasi-static and non-quasi-static characteristics of the first gate capacitance could be tuned by the second gate biases. Effect of body doping and energy quantization are also discussed in this regard. A semi-empirical quasi-static model is also developed by using the existing incomplete Poisson solution of independent double gate transistors. Proposed model, which is valid from accumulation to inversion, is shown to have excellent agreement with numerical simulation for practical bias conditions.

Simulation studies on the performance of thermoacoustic prime movers and refrigerator

The prime movers and refrigerators based on thermoacoustics have gained considerable importance toward practical applications in view of the absence of moving components, reasonable efficiency, use of environmental friendly working fluids, etc. Devices such as twin Standing Wave ThermoAcoustic Prime Mover (SWTAPM), Traveling Wave ThermoAcoustic Prime Mover (TWTAPM) and thermoacoustically driven Standing Wave ThermoAcoustic Refrigerator (SWTAR) have been studied by researchers. The numerical modeling and simulation play a vital role in their development. In our efforts to build the above thermoacoustic systems, we have carried out numerical analysis using the procedures of CFD on the above systems. The results of the analysis are compared with those of DeltaEC (freeware from LANL, USA) simulations and the experimental results wherever possible. For the CFD analysis commercial code Fluent 6.3.26 has been used along with the necessary boundary conditions for different working fluids at various average pressures. The results of simulation indicate that choice of the working fluid and the average pressure are critical to the performance of the above thermoacoustic devices. Also it is observed that the predictions through the CFD analysis are closer to the experimental results in most cases, compared to those of DeltaEC simulations. (C) 2015 Elsevier Ltd. All rights reserved.

System reliability of randomly vibrating structures: Computational modeling and laboratory testing

The problem of determination of system reliability of randomly vibrating structures arises in many application areas of engineering. We discuss in this paper approaches based on Monte Carlo simulations and laboratory testing to tackle problems of time variant system reliability estimation. The strategy we adopt is based on the application of Girsanov's transformation to the governing stochastic differential equations which enables estimation of probability of failure with significantly reduced number of samples than what is needed in a direct simulation study. Notably, we show that the ideas from Girsanov's transformation based Monte Carlo simulations can be extended to conduct laboratory testing to assess system reliability of engineering structures with reduced number of samples and hence with reduced testing times. Illustrative examples include computational studies on a 10 degree of freedom nonlinear system model and laboratory/computational investigations on road load response of an automotive system tested on a four post Lest rig. (C) 2015 Elsevier Ltd. All rights reserved.

Modeling Ultrasonic NDE and Guided Wave based Structural Health Monitoring

Structural Health Monitoring (SHM) systems require integration of non-destructive technologies into structural design and operational processes. Modeling and simulation of complex NDE inspection processes are important aspects in the development and deployment of SHM technologies. Ray tracing techniques are vital simulation tools to visualize the wave path inside a material. These techniques also help in optimizing the location of transducers and their orientation with respect to the zone of interrogation. It helps in increasing the chances of detection and identification of a flaw in that zone. While current state-of-the-art techniques such as ray tracing based on geometric principle help in such visualization, other information such as signal losses due to spherical or cylindrical shape of wave front are rarely taken into consideration. The problem becomes a little more complicated in the case of dispersive guided wave propagation and near-field defect scattering. We review the existing models and tools to perform ultrasonic NDE simulation in structural components. As an initial step, we develop a ray-tracing approach, where phase and spectral information are preserved. This enables one to study wave scattering beyond simple time of flight calculation of rays. Challenges in terms of theory and modelling of defects of various kinds are discussed. Various additional considerations such as signal decay and physics of scattering are reviewed and challenges involved in realistic computational implementation are discussed. Potential application of this approach to SHM system design is highlighted and by applying this to complex structural components such as airframe structures, SHM is demonstrated to provide additional value in terms of lighter weight and/or longevity enhancement resulting from an extension of the damage tolerance design principle not compromising safety and reliability.

Computational modeling and psychophysics in low- and mid-level vision

This thesis addresses a series of topics related to the question of how people find the foreground objects from complex scenes. With both computer vision modeling, as well as psychophysical analyses, we explore the computational principles for low- and mid-level vision.

We first explore the computational methods of generating saliency maps from images and image sequences. We propose an extremely fast algorithm called Image Signature that detects the locations in the image that attract human eye gazes. With a series of experimental validations based on human behavioral data collected from various psychophysical experiments, we conclude that the Image Signature and its spatial-temporal extension, the Phase Discrepancy, are among the most accurate algorithms for saliency detection under various conditions.

In the second part, we bridge the gap between fixation prediction and salient object segmentation with two efforts. First, we propose a new dataset that contains both fixation and object segmentation information. By simultaneously presenting the two types of human data in the same dataset, we are able to analyze their intrinsic connection, as well as understanding the drawbacks of today’s “standard” but inappropriately labeled salient object segmentation dataset. Second, we also propose an algorithm of salient object segmentation. Based on our novel discoveries on the connections of fixation data and salient object segmentation data, our model significantly outperforms all existing models on all 3 datasets with large margins.

In the third part of the thesis, we discuss topics around the human factors of boundary analysis. Closely related to salient object segmentation, boundary analysis focuses on delimiting the local contours of an object. We identify the potential pitfalls of algorithm evaluation for the problem of boundary detection. Our analysis indicates that today’s popular boundary detection datasets contain significant level of noise, which may severely influence the benchmarking results. To give further insights on the labeling process, we propose a model to characterize the principles of the human factors during the labeling process.

The analyses reported in this thesis offer new perspectives to a series of interrelating issues in low- and mid-level vision. It gives warning signs to some of today’s “standard” procedures, while proposing new directions to encourage future research.