THE EFFECTS OF MARKET DEPTH ON THE ARRIVAL RATE OF ORDERS

This paper presents a model to describe the dynamic trading process in limit order book.By studying the dynamic pattern of execution probabilities of limit orders with both time and the depth of limit order book,the authors conclude with the following properties:Arrival rates of market buy orders increase as the depth of buy queue in the book increases and decrease as the depth of sell queue increases,and vice versa;similar regularities for the arrival rate of market sell orders;both the arrival rate of market buy order and market sell orders increase as the depth of both sides in the book increases by the same amount.Furthermore,the authors describe more detailed temporary and permanent effects of the market depth on the arrival rates of orders.

Effect of Substrate Bias on Microstructures of Zirconia Thin Films Deposited by Cathodic Vacuum Arc

Zirconium oxide （Zr02） thin films are deposited at room temperature by cathodic arc at substrate biases of 0 V, -60 V and -120 V, respectively. The crystal structure, composition, morphology, and deposition rate of the as-deposited thin films are systematically investigated by x-ray diffraction, x-ray photoelectron spectroscopy （XPS） as well as scanning electron microscopy. The results show that the crystal structure, morphology and deposition rate of the films all are dependant on substrate bias. With the increase of bias voltage from 0 V to -120 V, the zirconium oxide thin film grown on silicon wafer first exhibits monoclinic lattice and tetragonal lattice, further evolves monoclinic phase with the preferred orientation along the （-111） and （-222） directions at -60 V and finally along nearly one observed preferred （002） direction under -120 V. In addition, the variations of morphology with bias voltage are correlated to changes of the film structure. The results of XPS demonstrate that Zr elements are almost oxidized completely in the films achieved under -120 V bias.

Exploiting Virtual Elasticity of Production Systems for Respecting OTD-Part 1: Post-Optimality Conditions for Ergodic Order Arrivals in Fixed Capacity Regimes

Respecting the on-time-delivery (OTD) for manufacturing orders is mandatory. This depends, however, on the probability distribution of incoming order rate. The case of non-equal distribution, such as aggregated arrivals, may compromise the observance of on-time supplies for some orders. The purpose of this paper is to evaluate the conditions of post-optimality for stochastic order rate governed production systems in order to observe OTD. Instead of a heuristic or a simulative exploration, a Cartesian-based approach is applied to developing the necessary and sufficient mathematical condition to solve the problem statement. The research result demonstrates that increasing speed of throughput reveals a latent capacity, which allows arrival orders above capacity limits to be backlog-buffered and rescheduled for OTD, exploiting the virtual manufacturing elasticity inherent to all production systems to increase OTD reliability of non JIT-based production systems.

Exploiting Virtual Elasticity of Manufacturing Systems to Respect OTD—Part 2: Post-Optimality Conditions for the Cases of Ergodic and Non-Ergodic Order Rate with Deterministic Product-Mix

Respecting the on-time delivery (OTD) for manufacturing orders is mandatory. However, for non-JIT Batch & Queue Push-manufacturing systems, the compliance of OTD is not intrinsically guaranteed. As an OTD related manufacturing theory is largely missing it is crucial to understand and formalize the necessary conditions of OTD compliance for complex production environments for maximum exploitation of the production capacity. This paper evaluates the conditions of post-optimality while being OTD compliant for production systems, which are characterized by stochastic order rate and a deterministic product-mix. Instead of applying discrete event simulation to explore the real case-by-case order scheduling optimization for OTD compliance, a Cartesian approach is followed. This enables to define theoretically the solution space of order backlog for OTD, which contributes to developing further manufacturing theory. At the base stands the recently defined new concept of virtual manufacturing elasticity by reducing lead-time to increase virtually production capacity. The result has led to defining additional two corollaries to the OTD theorem, which sets up basic OTD theory. Apart from defining the post-optimal requirements to guarantee for orders at least a weak solution for OTD compliance, this paper reveals that for a deterministic product-mix a non-ergodic order arrival rate can be rescheduled into an ergodic order input rate to the shopfloor if the virtual elasticity T is large enough, hence the importance of having fast and flexible production lines.

Load Sensitive Power Saving Technique for 4G Mobile Network under Limited User Traffic

Power saving is one of the key factors of emerging 4G mobile network as well as in IEEE 802.16e wireless metropolitan area networks (Wireless MAN). An efficient power saving mechanism is the heart for the guarantee of a long operating lifetime for a mobile subscriber station (MS), because MSs are normally driven by rechargeable batteries. It is a vital factor for Base Station (BS) of the same network. One of the most important features of 5G mobile is the extension of battery energy 10 times greater than the present days. In this context, the evaluation of duration of sleep mode of BS or MS based on traffic load of a network is now a new era of research work. In this paper, such analysis has been done based on two statistical models: Poisson’s pdf and Engset pdf. The concept of complete sharing and partitioning of user group of teletraffic engineering is applied to measure the possibility of getting leisure time of BS or MS. Both the traffic models used in the paper are applicable in both limited and unlimited user network, i.e. in micro and fem to cellular network of 4G and 5G.

Development of a Model for International Traveler’s Check-In Process Using Arena Software Tool

The increasing demand for airline services amidst limited resources results in passenger dissatisfaction and dwindling revenue for airports and airlines. The dynamics of service demand and resource supply results in check-in issues for the stakeholders in the commercial aviation industry. This has the effect of impacting negatively on service performance, cost of operations, customer satisfaction, and overall throughput. Hence, this paper modelled the travelers’ check-in process at the “D Wing” of the Departure Section of Murtala Muhammed International Airport (MMIA), Ikeja, using Arena Software Tool. The work was carried out by determining the parameters of the queues at designated service points in the check-in process. The primary data required to develop the model were acquired by direct observation of passenger flow and oral interview. Thus, the average check-in time was determined. Thereafter, a model of the international check-in system of the MMIA was developed using Arena software in combination with Microsoft Office tools. The data collected were therefore inputted into the model and simulated;the real result was compared with the simulation result of 133 completions and there was no significant difference. The result showed that the model is a representation of the real system under study. Further work will be tailored towards simulation (i.e. the model will be subjected to experimentation in order to have different scenario).

Simulation of a Model for International Traveler’s Check-In Process Using Arena Software Tool

With the current situation of insecurity in Nigeria and the worsening condition of Nigerian roads, there is increasing demand for air travel. This increasing demand for airline services amidst limited resources results in passenger dissatisfaction and reduction of revenue for airports and airlines. The dynamics of service demand and resource supply result in check-in issues for all the stakeholders in the commercial aviation industry. Hence, this research simulated the developed model for travelers’ check-in process at the “D Wing” of the Departure Section of Murtala Muhammed International Airport (MMIA), Ikeja, using Arena Software Tool. The simulation of the developed model was carried out by varying five different configurations of the servers with respect to the baggage weighing machines and passenger profiling devices to obtain the minimum average check-in time (ACT) for the process, with each configuration undergoing 133 completions of simulation runs. The result of the experimentation revealed that the 3 × 3 × 4 configuration of servers produced the smallest ACT of 18.25 minutes. This translates to a difference of about 58 minutes from the 76.16 minutes ACT of the real system;representing about 76% improvement in the check-in time of passengers. This study contributed to knowledge by revealing that the main choke points in the MMIA check-in system occur at the baggage weighing and passenger profiling areas as against the check-in counter sub-section as advanced by previous works. Furthermore, the research added value to knowledge by creating a balance between customer satisfaction and cost of operations thereby accommodating the interests of the passenger and the operator who are the two main stakeholders in the commercial aviation industry.

Exploiting Virtual Elasticity of Production Systems to Respect OTD—Part 3: Basic Considerations for Modelling CPPS Characterized by Non-Ergodic Order Entry and Non-Deterministic Product-Mix for Fully Flexible Addressable Workstations

The recently experienced hype concerning the so-called “4th Industrial Revolution” of production systems has prompted several papers of various subtopics regarding Cyber-Phdysical Production Systems (CPPS). However, important aspects such as the modelling of CPPS to understand the theory regarding the performance of highly non-ergodic and non-deterministic flexible manufacturing systems in terms of Exit Rate (ER), Manufacturing Lead Time (MLT), and On-Time Delivery (OTD) have not yet been examined systematically and even less modeled analytically. To develop the topic, in this paper, the prerequisites for modelling such systems are defined in order to be able to derive an explicit and dedicated production mathematics-based understanding of CPPS and its dynamics: switching from explorative simulation to rational modelling of the manufacturing “physics” led to an own and specific manufacturing theory. The findings have led to enouncing, among others, the Theorem of Non-Ergodicity as well as the Batch Cycle Time Deviation Function giving important insights to model digital twin-based CPPS for complying with the mandatory OTD.

Performance optimization for quantum key distribution in lossy channel using entangled photons

In quantum key distribution（QKD）, the times of arrival of single photons are important for the keys extraction and time synchronization. The time-of-arrival（TOA） accuracy can affect the quantum bit error rate（QBER） and the final key rate. To achieve a higher accuracy and a better QKD performance, different from designing more complicated hardware circuits, we present a scheme that uses the mean TOA of M frequency-entangled photons to replace the TOA of a single photon. Moreover, to address the problem that the entanglement property is usually sensitive to the photon loss in practice,we further propose two schemes, which adopt partially entangled photons and grouping-entangled photons, respectively.In addition, we compare the effects of these three alternative schemes on the QKD performance and discuss the selection strategy for the optimal scheme in detail. The simulation results show that the proposed schemes can improve the QKD performance compared to the conventional single-photon scheme obviously, which demonstrate the effectiveness of the proposed schemes.

Availability evaluation of controller area networks under the influence of intermittent connection faults

Controller area networks(CANs),as one of the widely used fieldbuses in the industry,have been extended to the automation field with strict standards for safety and reliability.In practice,factors such as fatigue and insulation wear of the cables can cause intermittent connection(IC)faults to occur frequently in the CAN,which will affect the dynamic behavior and the safety of the system.Hence,quantitatively evaluating the performance of the CAN under the influence of IC faults is crucial to real-time health monitoring of the system.In this paper,a novel methodology is proposed for real-time quantitative evaluation of CAN availability when considering IC faults,with the system availability parameter being calculated based on the network state transition model.First,the causal relationship between IC fault and network error response is constructed,based on which the IC fault arrival rate is estimated.Second,the states of the network considering IC faults are analyzed,and the deterministic and stochastic Petri net(DSPN)model is applied to describe the transition relationship of the states.Then,the parameters of the DSPN model are determined and the availability of the system is calculated based on the probability distribution and physical meaning of markings in the DSPN model.A testbed is constructed and case studies are conducted to verify the proposed methodology under various experimental setups.Experimental results show that the estimation results obtained using the proposed method agree well with the actual values.

Performance Analysis of a Discrete-Time Queue with Working Breakdowns and Searching for the Optimum Service Rate in Working Breakdown Period

This paper deals with a discrete-time Geo/Geo/1 queueing system with working breakdowns in which customers arrive at the system in variable input rates according to the states of the server. The server may be subject to breakdowns at random when it is in operation. As soon as the server fails, a repair process immediately begins. During the repair period, the defective server still provides service for the waiting customers at a lower service rate rather than completely stopping service.We analyze the stability condition for the considered system. Using the probability generating function technique, we obtain the probability generating function of the steady-state queue size distribution.Also, various important performance measures are derived explicitly. Furthermore, some numerical results are provided to carry out the sensitivity analysis so as to illustrate the effect of different parameters on the system performance measures. Finally, an operating cost function is formulated to model a computer system and the parabolic method is employed to numerically find the optimum service rate in working breakdown period.