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| Conference Proceedings |
The conference was organised into
four sessions:
A: Industrial Systems
A-1 Simulation Application in Industry
A-2 Analysis of Logistics and Warehouse Operations
I
A-3 Analysis of Logistics and Warehouse Operations
II
A-4 Meta-Heuristics Applications I
A-5 Meta-Heuristics Applications I
A-6 Simulation of Mechanical and Chemical
Systems
B: Industrial Systems II
B-1 Reliability/Maintenance Models
B-2 Traffic/Urban Simulation
B-3 Artificial Neural Network and Advanced
Techniques
B-4 Information Technology
B-5 Bayesian Approach
C: Hydrology and Sustaining Livelihoods and the
Environment
C-1 Sustaining Livelihoods and Enviroment I
C-2 Sustaining Livelihoods and Enviroment
II
C-3 Hydrology I
C-4 Hydrology II
C-5 Hydrology III
C-6 Multi Agent System
D: Modeling in Economic and Finance.
D-1 Modelling in Economics and Filance: I
D-2 Modelling Risk Thresholds and Spillovers
D-3 Modelling in Economics and Finance: II
D-4 Modelling International Tourism: I
D-5 Modelling International Tourism: II
D-6 Financial Econometrics and Statistics
D-7 Modelling Risk and Long Memory
Papers were numbered according to session, eg the 1st paper
in session A1, is
A1-01. You can view/download the individual papers by going
to the Authors Index page.
CITING AND DOWNLOADING CONFERENCE PAPERS
For information about citing and downloading conference proceedings
and papers, refer to the Permission page.
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SESSION A: INDUSTRIAL SYSTEMS
A1 SIMULATION APPLICATION
IN INDUSTRY
Chair: Peerayuth Charnsethikul
A1-01 OPTIMIZING A CALL CENTER
SIMULATION MODEL
Juta Pichitlamken
A1-02 A SIMULATION APPROACH
FOR PERFORMANCE EVALUATION OF PULL, PUSH SYSTEMS
Truong Hong Trinh, and Voratas Kachitvichyanukul
A1-03 THE PARALLEL DYNAMIC
ROUTING SIMULATION BASED ON ANTNET
Kittipong Theerawatsathein, and Tiranee Achalakul
A1-04 MODIFYING INTEGRATED
MODEL FOR MANUFACTURING PROCESS IMPROVEMENT
Nguyen Van Hop, Sumate N, Patantip N, and Sitawatch N
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Page No.
17-22
23-30
31-37
38-47
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A2 ANALYSIS OF LOGISTICS AND WAREHOUSE
OPERATIONS
Chair: Geok Hian Lim
A2-01 COMPREHENSIVE SURVEY AND
CLASSIFICATION SCHEME OF WAREHOUSING SYSTEMS
M. A. Shouman, M. Khater, and Amer A. Boushaala
A2-02 FORMING BATCHES OF CUSTOMER
ORDERS IN A WAREHOUSE
Nakorn Indra-Payoong, and Kasame Pinthong
A2-03 MODELING THE OPERATION
ALLOCATION AND MATERIAL HANDLING SYSTEM SELECTION IN FMS DESIGN:
A GENETIC ALGORITHM-BASED APPROACH
Sienny Sujono, and R.S. Lashkari
A2-04 INVENTORY LEVEL OF RECYCLED
MATERIAL FOR DETERIORATING ITEMS UNDER LIFO POLICY
Young Joo Kim, Chang Seong Ko, and Hark Hwang
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48-59
59-65
66-74
75-79
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A3 ANALYSIS OF LOGISTIOCS AND WAREHOUSE
OPERATIONS II
Chair: Pornthep Anusornnitisarn
A3-01 THE EFFECT OF LEAD TIME
ON BULLWHIP EFFECT IN SUPPLY CHAIN
Huynh Trung Luong
A3-02 TIME-BASED MANUFACTURING
IN WOOD FURNITURE PRODUCTION
Tuanjai Somboonwiwat, and Phanitan Teerasakwitchaya
A3-03 DESIGNING A REVERSE SUPPLY
CHAIN NETWORK FOR PRODUCT REFURBISHMENT
Geok Hian Lim, Ratih D. Kusumastuti, and Rajesh Piplani
A3-04 AN INVENTORY POLICY FOR
RECYCLING SYSTEM
Hark Hwang, Yong Hui Oh, and Mitsuo Gen
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81-87
88-94
95-100
101-105
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A4 META-HEURISTICS APPLICATIONS
Chair: Huynh Trung Luong
A4-01 FLOORPLAN DESIGN FOR
WIRING LENGTH MINIMIZATION IN ULSI CHIP USING SIMULATED ANNEALING
Apichat Terapasirdsin, and Naruemon Wattanapongsakorn
A4-02 WIRELESS LAN SYSTEN DESIGN
CONSIDERING AVERAGE PATH LOSS MINIMIZATION
Narongchai Ungurawanich, and Naruemon Wattanapongsakorn
A4-03 HETEROGENEOUS ANT ALGORITHM
FOR JOB SHOP SCHEDULING
Apinanthana Udomsakdigool, and Voratas Kachitvichyanukul
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106-112
113-119
120-125
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A5 META-HEURISTICS APPLICATIONS II
Chair: Professor Wan Chul Yoon
A5-01 A GENETIC ALGORITHM FOR
THE MULTICRITERIA OPTIMISATION OF COMPUTER SIMULATION MODELS
F. Van Utterbeeck, R. Van Loock, and H. Pastijn
A5-02 A NON-HOMOGENOUS PARTICLE
SWARM OPTIMIZATION WITH MULTIPLE SOCIAL STRUCTURES
Pisut Pongchairerks, and Voratas Kachitvichyanukul
A5-03 A TWO-LEVEL COEVOLUTIONARY
APPROACH TO MULTIDIMENSIONAL PATTERN CLASSIFICATION PROBLEMS
Ki-Kwang Lee, and Wan Chul Yoon
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126-131
132-136
137-144
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A6 SIMULATION OF MECHANICAL AND CHEMICAL
SYSTEMS
Chair: Juta Pichitlamken
A6-01 INFLUENCE OF RICE STRAW
COOKING CONDITIONS ON PULP PROPERTIES IN THE SODA AQUEOUS ETHANOL
PULPING
Shahram Navaee - Ardeh
A6-02 STEADY-STATE AND DYNAMIC
SIMULATION OF THE PROCESS OF EXTRACTIVE DISTILLATION OF 1,3-BUTADIEBE
FROM THE C4-CUT
Raheleh Saffari, Fahimeh Abbasi, Farhang Jalali-Farahani, and
Navid Mostoufi
A6-03 SIMULATION OF AN ACETYLENE
HYDROGENATION REACTOR
Navid Mostoufi, Ali Ghoorchian, and Rahmat Sotudeh-Gharebagh
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145-149
150-156
157-163
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SESSION B: INDUSTRIAL SYSTEMS
II
B1 RELIABILITY/MAINTENANCE MODELS
Chair: Pornthep Anusornnitisarn
B1-01 RELIABILITY CONSIDERATION
IN THE DESIGN AND ANALYSIS OF CELLULAR MANUFACTURING SYSTEMS
Kanchan Das, Lashkari, R.S., and Sankar Sengupta
B1-02 AGING TEST AND SOFTWARE
RELIABILITY ANALYSIS METNOD FOR PC-BASED CONTROLLER
Jun Yeob Song, Hee Choi Kwoung, and Ju Su Jang
B1-03 HIERARCHICAL AND HYBRID
FAULT-TOLERANT SOFTWARE SYSTEM DESIGN
Denvit Methanavyn, and Naruemon Wattanapongsakorn
B1-04 STRATEGICALLY OPTIMUM MAINTENANCE
OF MONITORING-ENABLED MULTI-COMPONENT SYSTEMS USING CONTINUOUS-TIME
JUMP DETERIORATION MODELS
Aparna Gupta, and Chaipat Lawsirirat
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Page No.
165-173
174-178
179-186
187-195
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B2 TRAFFIC/URBAN SIMULATION
Chair: Toshio Nakanishi
B2-01 RUNNING MODEL OF VEHICLES
AND ITS DATABASE IN ROAD-TRAFFIC SIMULATION
Fuminori Ueda, Mitsuhiro Namekawa, Yoshinori Ueda, and Akira
Satoh
B2-02 INTEGRATED LARGE-SCALED
URBAN SIMULATION SYSTEM FOR THE BANGKOK METROPOLITAN AREA
Chawalit Jeenanunta, Jonggol Jarupatrakorn, Wisit Singhsomroje,
and Thawatchai Onjun
B2-03 THE ANALYSES OF CONGESTED
TRAFFIC CHARACTERISTICS AND APPLICATIONS TO THE SIGNAL CONTROL
DESIGN USING MITRAM
Ryo Ishikawa, Shinji Tatemoto, Kazuki Wada, and Nakaji Honda
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196-202
203-207
208-212
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B3 ARTIFICIAL NEURAL NETWORK AND
ADVANCED TECHNIQUES
Chair: Putchong Utayopas
B3-01 INTEGRATION OF AE FEATURES
USING BELIEF NETWORK FOR CLASSIFYING NDT DATA
Nawil Tha-ue, and Asa Prateepasen
B3-02 A TWO-LEVEL COEVOLUTIONARY
APPROACH TO MULTIDIMENSIONAL PATTERN CLASSIFICATION PROBLEMS
Ki-Kwang Lee, and Wan Chul Yoon
B3-03 DIRECT USE OF DESIGN INFORMATION
FOR E-CATALOG GENERATION
YunYeong Lee, Sehyung Park, Sungdo Ho, Min-Je Jang, KeeSoo Lim,
Su-Ok Kim, and Sang-Bong Lee
B3-04 ON QUANTITATIVE MATHEMATICAL
EVALUATION OF LONG TERM POTENTIATION AND DEPRESSION PHENOMENA
USING NEURAL NETWORK MODELLING
Hassan M.Hassan
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213-219
220-227
228-236
237-241
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B4 INFORMATION TECHNOLOGY
Chair: Pisut Koomsap
B4-01 PERFORMANCE EVALUATION
OF VIDEO-ON-DEMAND SERVICE FOR E-LEARNING IN A CAMPUS NETWORK
Thanadech Thanakornworakij, and Peerapon Siripongwutikorn
B4-02 IMAGE PROCESSING FOR RAPID
PROTOTYPING TECHNOLOGY
Paphakorn Sunanon, Pisut Koomsap, and Suchart Nachaisit
B4-03 ON MATHEMATICAL ANALYSIS,
AND EVALUATION OF PHONICS METHOD FOR TEACHING OF READING USING
ARTIFICIAL NEURAL NETWORK MODELS
Hassan M. Hassan
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242-248
249-253
254-262
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B5 BAYESIAN APPROACH
Chair: Rebecca Letcher
B5-01 BAYESIAN APPROACH FOR UNCERTAINTY
ANALYSIS IN HYDROLOGICAL MODEL
Khada Nanda Dulal, and Kuniyoshi Takeuchi
B5-02 THERAPEUTIC EQUIVALENCE
IN SURVIVAL DATA
Karan P. Singh, Kenneth J. Peschell, Sejong Bae, Fernando Treviño,
Ram Shanmugam, and Alfred A. Bartolucci
B5-03 A BAYESIAN NETWORK MODEL
FOR INTERSECTORIAL POLICY ANALYSIS IN THE TONLE SAP AREA, CAMBODIA
Olli Varis and Marko Keskinen
B5-04 PARAMETERISING BAYESIAN
NETWORKS: A CASE STUDY IN ECOLOGICAL RISK ASSESSMENT
Carmel A. Pollino, Owen Woodberry, Ann Nicholson, And Kevin
Korb
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263-271
272-279
280-288
289-297
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SESSION C: HYDROLOGY AND SUSTAINING
LIVELIHOODS AND THE ENVIRONMENT
C1 SUSTAINING LIVELIHOODS AND THE ENVIRONMENT I
Chair: Tony Jakeman
C1-01 IWRAM DSS - A MODELLING
APPROACH FOR INTEGRATED WATER RESOURCES ASSESSMENT AND MANAGEMENT
IN NORTHERN THAILAND
Susan M Cuddy, Parisa Sanguantham, Rebecca Letcher, Barry Croke,
and Kamron Saifuk
C1-02 INTEGRATION OF SOCIO-ECONOMIC
AND HYDROLOGICAL INFORMATION IN THE TONLE SAP LAKE
Marko Keskinen, Jorma Koponen, Kummu Matti, Jussi Nikula, and
Juha Sarkkula
C1-03 MULTI-AGENT SIMULATIONS
OF THE HUMAN IMPACTS AND LANDSCAPE DYNAMICS OF AGROFORESTRY
ADOPTION IN THE UPLANDS OF SOUTHERN PHILIPPINES
Damasa B. Magcale-Macandog, Princess Alma B. Ani, Paolo C. Campo,
and Marc Elgin M.Delgado
C1-04 A DATA MINING APPROACH
TO SIMULATING LAND USE DECISIONS: MODELING FARMER'S CROP CHOICE
FROM FARM LEVEL DATA FOR INTEGRATED WATER RESOURCE MANAGEMENT
Benchaphun Shinawatra Ekasingh, Kamol Ngamsomsuke, Rebecca A.
Letcher, and Jessica Marjorie Spate
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Page No.
298-308
309-318
319-326
327-335
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C2 SUSTAINING LIVELIHOODS AND THE
ENVIRONMENT II
Chair: Susan Cuddy
C2-01 CROP CHOICE SIMULATION
MODEL FOR INTEGRATED WATER RESOURCE ASSESSMENT AND MANAGEMENT
Kamol Ngamsomsuke, Benchaphun Ekasingh, and Rebecca A. Letcher
C2-02 HOW FARMERS CAN MANAGE
VARIABILITY IN THE RICE ECOSYSTEM OF NORTEAST THAILAND? THE
CONTRIBUTION OF AGENT BASED MODELING
Guillaume Lacombe, Surajit Phupak, François Bousquet,
Warong Naivinit, Marcel Kuper, Chirawat Vejpas, Chaliaw Boonmun,
and Guy Trébuil
C2-03 HYDROLOGICAL MODEL FOR
INTEGRATED WATER RESOURCE ASSESSMENT AND MANAGEMENT
Pongsak Witthawatchutikul, Atthorn Boosaner, and Sompop Sucharit
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336-344
345-352
353-359
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C3 HYDROLOGY I
Chair: David Post
C3-01 GROUND ROUNDWATER FLOW
SECTION MODELLING OF SALINISATION PROCESSES IN THE CHAMPHONE
CATCHMENT, SAVANNAKHET PROVINCE, LAO PDR
Iwona Wiszniewski, Rungruang Lertsirivorakul, Noel Merrick,
William Milne-Home and Rohan Last
C3-02 MODELING SEDIMENT TRANSPORTATION
IN TONLE SAP LAKE FOR IMPACT ASSESSMENT
Matti Kummu and Jorma Koponen
C3-03 MODELING THE HYDROLOGICAL
CONNECTION OF FOREST ROADS AS A SOURCE OF SEDIMENT TO STREAMS
Houshang Farabi
C3-04 INPUT ASSIMILATION OF SOIL
WATER ATMOSPHERE AND PLANT (SWAP) MODEL WITH GA USING CLUSTER
COMPUTERS
Shamim Akhter, Kiyoshi Honda, Yann Chemin
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360-368
369-377
378-384
385-394
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C4 Hydrology II
Chair: Lachlan Newham
C4-01 DEVELOPMENT OF A DECISION
SUPPORT SYSTEM FOR WATER QUALITY MANAGERS: CONCEPTS AND STRUCTURE
Claire Harris, Tony Howes, and Ian Ramsay
C4-02 USE OF ANNAGNPS FOR WATERSHED
MODELING IN SIWALIK HILLS OF NEPAL
Sangam Shrestha, Futaba Kazama, Mukand S. Babel, and A. Das
Gupta
C4-03 MONITORING AND ANALYSIS
OF HYDROLOGICAL CYCLE OF THE CHEONGGYECHEON WATERSHED IN SEOUL,
KOREA
Hyeon-jun Kim, Seong-jin Noh, Cheol-hee Jang, Dong-pil Kim,
and Il-pyo Hong
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395-400
401-409
410-417
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C5 Hydrology III
Chair: David Post
C5-01 UNCERTAINTY IN MODELLING
THE SOURCES AND SINKS OF SUSPENDED SEDIMENT IN THE MAE CHAEM
CATCHMENT, THAILAND
M. Hartcher, D. A. Post, and A. E. Kinsey-Henderson
C5-02 DETERMINING FUTURE DIRECTIONS
IN CONTAMINANT CYCLE MODELING THROUGH AN EVALUATION OF EXISTING
MODELING SYSTEMS
Lachlan T. H. Newham, Susan M. Cuddy, Robert A. Vertessy, and
Anthony J. Jakeman
C5-03 LAND USE IMPACTS ON HYDROLOGIC
RESPONSE IN THE MAE CHAEM CATCHMENT, NORTHERN, THAILAND
Barry Croke
C5-04 FORECASTING DOMESTIC WATER
DEMAND FOR THE NORTHERN MALAYSIA
Abdul Razak Saleh, Sahubar Ali Mohamed Nahdhar Khan, and Nor
Idayu Mahat
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418-425
426-433
434-439
440-443
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C6 Multi Agent System
Chair: Claire Harris
C6-01 COMPANION MODELING TO UNDERSTAND
INTERACTIONS BETWEEN LAND & WATER USE AND LABOR MIGRATION
IN LOWER NORTHEAST THAILAND: CONTEXT METHODOLOGY AND PRELIMINARY
FINDINGS
Warong Naivinit
C6-02 PARTICIPATORY MULTI-AGENT
SYSTEM MODELING FOR COLLECTIVE WATERSHED MANAGEMENT IN NORTHERN
THAILAND: A COMPANION MODELING METHOD
Panomsak Promburom
C6-03 SYNERGIES BETWEEN MULTI-AGENT
SYSTEM AND ROLE-PLAYING GAMES IN COMPANION MODELING FOR INTEGRATED
NATURAL RESOURCE MANAGEMENT IN SOUTHEAST ASIA
François Bousquet and Guy Trébuil
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444-452
453-460
461-469
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SESSION D: MODELING IN ECONOMIC
AND FINANCE
D1 MODELLING IN ECONOMICS AND FINANCE: I
Chair: Les Oxley
D1-01 ICT AND CAUSALITY IN THE NEW ZEALAND ECONOMY
Nancy Chu, Les Oxley, and Ken Carlaw
D1-02 THE WORLD PRICE OF COVARIANCE
RISK WITH RESPECT TO EMERGING MARKETS
David Allen, and Jocelyn Chimhini
D1-03 FORECASTING DOMESTIC WATER
DEMAND FOR NORTHERN MALAYSIA
Abdul Razak Saleh, Sahubar Ali Mohamed Nahdhar Khan, Nor Idayu
Mahat
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Page No.
471-477
478-486
487-490
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D2 MODELLING RISK THRESHOLDS AND
SPILLOVERS
Chair: David Allen
D2-01 MODELLING AND FORECASTING
DYNAMIC VAR THRESHOLDS FOR RISK MANAGEMENT AND REGULATION
David Allen, Michael McAleer, and Bernardo da Veiga
D2-02 MODELLING RISK SPILLOVERS
IN ENVIRONMENTAL FINANCE
Suhejla Hoti, Michael McAleer, and Laurent Pauwels
D2-03 ANALYZING THE RELATIVE
IMPORTANCE OF VOLATILITY COMPONENTS IN EMERGING MARKETS
John Sequeira, Cher Hao Wong
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491-497
498-505
506-515
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D3 MODELLING IN ECONOMICS AND FINANCE:
II
Chair: Lee Kian Kim
D3-01 ASYMMETRIC FOREIGN EXCHANGE
EXPOSURE: A CROSS COUNTRY SECTOR ANALYSIS IN THE ASIA PACIFIC
Lee Kian Lim and Chien-Ting Lin
D3-02 TESTING MODELS OF ICT DIFFUSION
IN NEW ZEALAND
Ken Carlaw and Les Oxley
D3-03 ESTIMATION OF COST EFFICIENCY
IN AUSTRALIAN UNIVERSITIES
Jocelyn Horne and Baiding Hu
D3-04 LINKAGES BETWEEN THE US
AND AUSTRALIAN MARKETS: TIME SERIES EVIDENCE
Lee Kian Lim
D3-05 JUMP DIFFUSION MODELS FOR
JAPANESE STOCK MARKET
Koichi Maekawa, Sangyeol Lee, Takayuki Morimoto, and Ken-ichi
Kawai
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516-523
524-529
530-538
539-546
547-555
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D4 MODELING INTERNATIONAL TOURISM:
I
Chair: Christine Lim
D4-01 USING TIME SERIES MODELS
TO FORECAST TOURIST FLOWS
Ying Wang and Christine Lim
D4-02 FORECASTING INTERNATIONAL
TOURISM DEMAND AND UNCERTAINTY FOR THREE SMALL ISLAND TOURISM
ECONOMIES
Riaz Shareef, Suhejla Hoti, Michael McAleer, and Felix Chan
D4-03 A TIME SERIES ANALYSIS
OF THE UNCERTAINTY IN INTERNATIONAL TOURIST ARRIVALS TO THE
CANARY ISLANDS
Suhejla Hoti, Carmelo J. León, and Michael McAleer
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556-563
564-572
573-581
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D5 MODELLING INTERNATIONAL TOURISM:
II
Chair: Andreu Sansó
D5-01 SPECIALIZATION, DIVERSIFICATION
AND SEGMENTATION OF BRITISH AND GERMAN TOURISTS TO THE BALEARIC
ISLANDS
Suhejla Hoti, Michael McAleer, and Andreu Sansó
D5-02 MODELLING THE UNCERTAINTY
IN MONTHLY INTERNATIONAL TOURIST ARRIVALS TO THE MALDIVES
Riaz Shareef and Michael McAleer
D5-03 MODELLING MULTIVARIATE
VOLATILITY IN INTERNATIONAL TOURISM AND COUNTRY RISK FOR CYPRUS
AND MALTA
Suhejla Hoti, Michael McAleer, and Riaz Shareef |
582-590
591-599
600-608
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D6 FINANCIAL ECONOMETRICS
AND STATISTICS
Chair: Micheal Dempsey
D6-01 A BINOMIAL MODEL APPROACH
TO MODELLING PORTFOLIO VOLATILITY IN CONTINUOUS TIME
Michael Dempsey
D6-02 MODELLING FINANCIAL DATA
USING CONTINUOUS-TIME ECONOMETRIC METHODS: PART I
Isabel Casas and Jiti Gao
D6-03 SELF-WEIGHTED QUANTILE
ESTIMATION FOR FINITE VARIANCE AUTOREGRESSIVE MODELS
Shiqing Ling
D6-04 PORTFOLIO INVESTMENT ALLOCATION
ALLOWING VOLATILE GROWTH IN CONTINUOUS TIME
Michael Dempsey
D6-05 MODELLING FINANCIAL DATA
USING CONTINUOUS-TIME ECONOMETRIC METHODS: PART II
Isabel Casas and Jiti Gao
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609-617
618-625
626-634
635-644
645-651
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D7 MODELLING RISK AND LONG MEMORY
Chair: Suhejla Hoti
D7-01 COUNTRY CREDIT RISK AND
SPILLOVER EFFECTS
Suhejla Hoti and Michael McAleer
D7-02 SPILLOVER EFFECTS IN FORECASTING
VOLATILITY AND VALUE-AT-RISK
Michael McAleer and Bernardo da Veiga
D7-03 TESTING FOR LONG RANGE
DEPENDENCE IN BANKING EQUITY INDICES
Daniel Cajueiro and Benjamin Tabak
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652-659
660-668
669-673
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