Search results for: Markov switching GARCH model

Authors: Mohamed Salah Azzaz, Camel Tanougast, Tarek Hadjem

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In this paper, a new low-cost image encryption technique is proposed and analyzed. The developed chaos-based key generator provides complex behavior and can change it automatically via a random-like switching rule. The designed encryption scheme is called PCSS (Parametric Chaos-based Switching System). The performances of this technique were evaluated in terms of data security and privacy. Simulation results have shown the effectiveness of this technique, and it can thereafter, ready for a hardware implementation.

Keywords: chaos, encryption, security, image

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Authors: Jun Wang, Tingcun Wei

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The digital pulse width modulator (DPWM) is the crucial building block for digitally-controlled DC-DC switching converter, which converts the digital duty ratio signal into its analog counterpart to control the power MOSFET transistors on or off. With the increase of switching frequency of digitally-controlled DC-DC converter, the DPWM with higher time resolution is required. In this paper, a 15-bits DPWM with three-level hybrid structure is presented; the first level is composed of a7-bits counter and a comparator, the second one is a 5-bits delay line, and the third one is a 3-bits digital dither. The presented DPWM is designed and implemented using the PLL megafunction of FPGA (Field Programmable Gate Arrays), and the required frequency of clock signal is 128 times of switching frequency. The simulation results show that, for the switching frequency of 2 MHz, a DPWM which has the time resolution of 15 ps is achieved using a maximum clock frequency of 256MHz. The designed DPWM in this paper is especially useful for high-frequency digitally-controlled DC-DC switching converters.

Keywords: DPWM, digitally-controlled DC-DC switching converter, FPGA, PLL megafunction, time resolution

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Authors: S. Bouhouche, R. Drai, J. Bast

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This paper is concerned with a method for uncertainty evaluation of steel sample content using X-Ray Fluorescence method. The considered method of analysis is a comparative technique based on the X-Ray Fluorescence; the calibration step assumes the adequate chemical composition of metallic analyzed sample. It is proposed in this work a new combined approach using the Kalman Filter and Markov Chain Monte Carlo (MCMC) for uncertainty estimation of steel content analysis. The Kalman filter algorithm is extended to the model identification of the chemical analysis process using the main factors affecting the analysis results; in this case, the estimated states are reduced to the model parameters. The MCMC is a stochastic method that computes the statistical properties of the considered states such as the probability distribution function (PDF) according to the initial state and the target distribution using Monte Carlo simulation algorithm. Conventional approach is based on the linear correlation, the uncertainty budget is established for steel Mn(wt%), Cr(wt%), Ni(wt%) and Mo(wt%) content respectively. A comparative study between the conventional procedure and the proposed method is given. This kind of approaches is applied for constructing an accurate computing procedure of uncertainty measurement.

Keywords: Kalman filter, Markov chain Monte Carlo, x-ray fluorescence calibration and testing, steel content measurement, uncertainty measurement

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Authors: Rabi Mouhcine, Amrouch Mustapha, Mahani Zouhir, Mammass Driss

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In this paper, we present a system for offline recognition cursive Arabic handwritten text based on Hidden Markov Models (HMMs). The system is analytical without explicit segmentation used embedded training to perform and enhance the character models. Extraction features preceded by baseline estimation are statistical and geometric to integrate both the peculiarities of the text and the pixel distribution characteristics in the word image. These features are modelled using hidden Markov models and trained by embedded training. The experiments on images of the benchmark IFN/ENIT database show that the proposed system improves recognition.

Keywords: recognition, handwriting, Arabic text, HMMs, embedded training

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Authors: M. Abbasi Layegh, S. Haghipour, K. Athari, R. Khosravi, M. Tafkikialamdari

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An approach to find the optimum mel-frequency cepstral coefficients (MFCCs) for the Radif of Mirzâ Ábdollâh, which is the principal emblem and the heart of Persian music, performed by most famous Iranian masters on two Iranian stringed instruments ‘Tar’ and ‘Setar’ is proposed. While investigating the variance of MFCC for each record in themusic database of 1500 gushe of the repertoire belonging to 12 modal systems (dastgâh and âvâz), we have applied the Fuzzy C-Mean clustering algorithm on each of the 12 coefficient and different combinations of those coefficients. We have applied the same experiment while increasing the number of coefficients but the clustering accuracy remained the same. Therefore, we can conclude that the first 7 MFCCs (V-7MFCC) are enough for classification of The Radif of Mirzâ Ábdollâh. Classical machine learning algorithms such as MLP neural networks, K-Nearest Neighbors (KNN), Gaussian Mixture Model (GMM), Hidden Markov Model (HMM) and Support Vector Machine (SVM) have been employed. Finally, it can be realized that SVM shows a better performance in this study.

Keywords: radif of Mirzâ Ábdollâh, Gushe, mel frequency cepstral coefficients, fuzzy c-mean clustering algorithm, k-nearest neighbors (KNN), gaussian mixture model (GMM), hidden markov model (HMM), support vector machine (SVM)

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Authors: Al Omari Moahmmed Ahmed

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These papers describe the Bayesian Estimator using Markov Chain Monte Carlo and Lindley’s approximation and the maximum likelihood estimation of the Weibull distribution with Type-I censored data. The maximum likelihood method can’t estimate the shape parameter in closed forms, although it can be solved by numerical methods. Moreover, the Bayesian estimates of the parameters, the survival and hazard functions cannot be solved analytically. Hence Markov Chain Monte Carlo method and Lindley’s approximation are used, where the full conditional distribution for the parameters of Weibull distribution are obtained via Gibbs sampling and Metropolis-Hastings algorithm (HM) followed by estimate the survival and hazard functions. The methods are compared to Maximum Likelihood counterparts and the comparisons are made with respect to the Mean Square Error (MSE) and absolute bias to determine the better method in scale and shape parameters, the survival and hazard functions.

Keywords: weibull distribution, bayesian method, markov chain mote carlo, survival and hazard functions

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Authors: N. Nivedita, S. Durbha

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Critical Infrastructure (CI) consists of services and technological networks such as healthcare, transport, water supply, electricity supply, information technology etc. These systems are necessary for the well-being and to maintain effective functioning of society. Critical Infrastructures can be represented as nodes in a network where they are connected through a set of links depicting the logical relationship among them; these nodes are interdependent on each other and interact with each at other at various levels, such that the state of each infrastructure influences or is correlated to the state of another. Disruption in the service of one infrastructure nodes of the network during a disaster would lead to cascading and escalating disruptions across other infrastructures nodes in the network. The operation of Healthcare Infrastructure is one such Critical Infrastructure that depends upon a complex interdependent network of other Critical Infrastructure, and during disasters it is very vital for the Healthcare Infrastructure to be protected, accessible and prepared for a mass casualty. To reduce the consequences of a disaster on the Critical Infrastructure and to ensure a resilient Critical Health Infrastructure network, knowledge, understanding, modeling, and analyzing the inter-dependencies between the infrastructures is required. The paper would present inter-dependencies related to Healthcare Critical Infrastructure based on Hierarchical Coloured Petri Nets modeling approach, given a flood scenario as the disaster which would disrupt the infrastructure nodes. The model properties are being analyzed for the various state changes which occur when there is a disruption or damage to any of the Critical Infrastructure. The failure probabilities for the failure risk of interconnected systems are calculated by deriving a reachability graph, which is later mapped to a Markov chain. By analytically solving and analyzing the Markov chain, the overall vulnerability of the Healthcare CI HCPN model is demonstrated. The entire model would be integrated with Geographic information-based decision support system to visualize the dynamic behavior of the interdependency of the Healthcare and related CI network in a geographically based environment.

Keywords: critical infrastructure interdependency, hierarchical coloured petrinet, healthcare critical infrastructure, Petri Nets, Markov chain

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Authors: Maruf Ariyo Raheem, Patrick Oseloka Ezepue

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This research aimed at determining most appropriate heteroskedastic model to predicting volatility of 10 major Nigerian banks: Access, United Bank for Africa (UBA), Guaranty Trust, Skye, Diamond, Fidelity, Sterling, Union, ETI and Zenith banks using daily closing stock prices of each of the banks from 2004 to 2014. The models employed include ARCH (1), GARCH (1, 1), EGARCH (1, 1) and TARCH (1, 1). The results show that all the banks returns are highly leptokurtic, significantly skewed and thus non-normal across the four periods except for Fidelity bank during financial crises; findings similar to those of other global markets. There is also strong evidence for the presence of heteroscedasticity, and that volatility persistence during crisis is higher than before the crisis across the 10 banks, with that of UBA taking the lead, about 11 times higher during the crisis. Findings further revealed that Asymmetric GARCH models became dominant especially during financial crises and post crises when the second reforms were introduced into the banking industry by the Central Bank of Nigeria (CBN). Generally, one could say that Nigerian banks returns are volatility persistent during and after the crises, and characterised by leverage effects of negative and positive shocks during these periods

Keywords: global financial crisis, leverage effect, persistence, volatility clustering

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Authors: Rizwan Ullah, Abdar Ali, Zahid Ullah

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This paper illustrates the study of three isolated zero voltage switched (ZVS) PWM full bridge (FB) converters to charge the high voltage battery in the charger of electric vehicle (EV). EV battery chargers have several challenges such as high efficiency, high reliability, low cost, isolation, and high power density. The cost of magnetic and filter components in the battery charger is reduced when switching frequency is increased. The increase in the switching frequency increases switching losses. ZVS is used to reduce switching losses and to operate the converter in the battery charger at high frequency. The performance of each of the three converters is evaluated on the basis of ZVS range, dead times of the switches, conduction losses of switches, circulating current stress, circulating energy, duty cycle loss, and efficiency. The limitations and merits of each PWM FB converter are reviewed. The converter with broader ZVS range, high efficiency and low switch stresses is selected for battery charger applications in EV.

Keywords: electric vehicle, PWM FB converter, zero voltage switching, circulating energy

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Authors: Abdelmounaim Lahrech, Hajar Bousfiha

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This paper examines equity market integration between Morocco and France and its consequent implications on international portfolio diversification. In the absence of stock market linkages, Morocco can act as a diversification destination to European investors, allowing higher returns at a comparable level of risk in developed markets. In contrast, this attractiveness is limited if both financial markets show significant linkage. The research empirically measures financial market’s integration in by capturing the conditional correlation between the two markets using the Generalized Autoregressive Conditionally Heteroscedastic (GARCH) model. Then, the research uses the Dynamic Conditional Correlation (DCC) model of Engle (2002) to track the correlations. The research findings show that there is no important increase over the years in the correlation between the Moroccan and the French equity markets, even though France is considered Morocco’s first trading partner. Failing to prove evidence of the stock index linkage between the two countries, the volatility series of each market were assumed to change over time separately. Yet, the study reveals that despite the important historical and economic linkages between Morocco and France, there is no evidence that equity markets follow. The small correlations and their stationarity over time show that over the 10 years studied, correlations were fluctuating around a stable mean with no significant change at their level. Different explanations can be attributed to the absence of market linkage between the two equity markets.

Keywords: equity market linkage, DCC GARCH, international portfolio diversification, Morocco, France

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Authors: Miriam Sosa, Edgar Ortiz, Alejandra Cabello

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This paper examines the volatility changes and leverage effects of the MILA stock markets and their changes since the 2007 global financial crisis. This group integrates the stock markets from Chile, Colombia, Mexico and Peru. Volatility changes and leverage effects are tested with a symmetric GARCH (1,1) and asymmetric TARCH (1,1) models with a dummy variable in the variance equation. Daily closing prices of the stock indexes of Chile (IPSA), Colombia (COLCAP), Mexico (IPC) and Peru (IGBVL) are examined for the period 2003:01 to 2015:02. The evidence confirms the presence of an overall increase in asymmetric market volatility in the Peruvian share market since the 2007 crisis.

Keywords: financial crisis, Latin American Integrated Market, TARCH, GARCH

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Authors: Khaled M. Alhawiti

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This research study aims to present a retrospective study about speech recognition systems and artificial intelligence. Speech recognition has become one of the widely used technologies, as it offers great opportunity to interact and communicate with automated machines. Precisely, it can be affirmed that speech recognition facilitates its users and helps them to perform their daily routine tasks, in a more convenient and effective manner. This research intends to present the illustration of recent technological advancements, which are associated with artificial intelligence. Recent researches have revealed the fact that speech recognition is found to be the utmost issue, which affects the decoding of speech. In order to overcome these issues, different statistical models were developed by the researchers. Some of the most prominent statistical models include acoustic model (AM), language model (LM), lexicon model, and hidden Markov models (HMM). The research will help in understanding all of these statistical models of speech recognition. Researchers have also formulated different decoding methods, which are being utilized for realistic decoding tasks and constrained artificial languages. These decoding methods include pattern recognition, acoustic phonetic, and artificial intelligence. It has been recognized that artificial intelligence is the most efficient and reliable methods, which are being used in speech recognition.

Keywords: speech recognition, acoustic phonetic, artificial intelligence, hidden markov models (HMM), statistical models of speech recognition, human machine performance

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Authors: Robert O. Abolade, Olumide O. Ajayi, Zacheaus K. Adeyemo, Solomon A. Adeniran

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Link adaptation is an important strategy for achieving robust wireless multimedia communications based on quality of service (QoS) demand. Scheme switching in multiple-input multiple-output (MIMO) systems is an aspect of link adaptation, and it involves selecting among different MIMO transmission schemes or modes so as to adapt to the varying radio channel conditions for the purpose of achieving QoS delivery. However, finding the most appropriate switching method in MIMO links is still a challenge as existing methods are either computationally complex or not always accurate. This paper presents an intelligent switching method for the MIMO system consisting of two schemes - transmit diversity (TD) and spatial multiplexing (SM) - using fuzzy logic technique. In this method, two channel quality indicators (CQI) namely average received signal-to-noise ratio (RSNR) and received signal strength indicator (RSSI) are measured and are passed as inputs to the fuzzy logic system which then gives a decision – an inference. The switching decision of the fuzzy logic system is fed back to the transmitter to switch between the TD and SM schemes. Simulation results show that the proposed fuzzy logic – based switching technique outperforms conventional static switching technique in terms of bit error rate and spectral efficiency.

Keywords: channel quality indicator, fuzzy logic, link adaptation, MIMO, spatial multiplexing, transmit diversity

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Authors: Oscar Vega Camacho, Andrea Vargas, Ellery Ariza

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This paper presents the application of finite dynamic programming, specifically the "Markov Chain" model, as part of the decision making process of a company in the cosmetics sector located in the vicinity of Bogota DC. The objective of this process was to decide whether the company should completely reconstruct its waste water treatment plant or instead optimize the plant through the addition of equipment. The goal of both of these options was to make the required improvements in order to comply with parameters established by national legislation regarding the treatment of waste before it is released into the environment. This technique will allow the company to select the best option and implement a solution for the processing of waste to minimize environmental damage and the acquisition and implementation costs.

Keywords: decision making, markov chain, optimization, waste water

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Authors: Innocent Pangapanga, Eric Mungatana

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Fall armyworm (FAW) (Spodoptera frugiperda), an invasive lepidopteran pest, has caused substantial yield loss since its first detection in September 2016, thereby threatening the farm productivity food security and poverty reduction initiatives in Malawi. Several stakeholders, including households, have adopted chemical pesticides to control FAW without accounting for its costs on welfare, health and the environment. Thus, this study has used panel data endogenous switching regression model to investigate the impact of FAW and the integrated pest management (IPM) –related practices on-farm productivity and food security. The study finds that FAW substantively reduces farm productivity by seven (7) percent and influences the adoption of IPM –related practices, namely, intercropping, mulching, and agroforestry, by 6 percent, ceteris paribus. Interestingly, multiple adoptions of the IPM -related practices noticeably increase farm productivity by 21 percent. After accounting for potential endogeneity through the endogenous switching regression model, the IPM practices further demonstrate tenfold more improvement on food security, implying the role of the IPM –related practices in containing the effect of FAW at the household level.

Keywords: hunger, invasive fall army worms, integrated pest management practices, farm productivity, endogenous switching regression

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Authors: Renkai Wang, Tingcun Wei

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In this paper, a digital control algorithm based on delta-operator is presented for high-frequency digitally-controlled DC-DC switching converters. The stability and the controlling accuracy of the DC-DC switching converters are improved by using the digital control algorithm based on delta-operator without increasing the hardware circuit scale. The design method of voltage compensator in delta-domain using PID (Proportion-Integration- Differentiation) control is given in this paper, and the simulation results based on Simulink platform are provided, which have verified the theoretical analysis results very well. It can be concluded that, the presented control algorithm based on delta-operator has better stability and controlling accuracy, and easier hardware implementation than the existed control algorithms based on z-operator, therefore it can be used for the voltage compensator design in high-frequency digitally- controlled DC-DC switching converters.

Keywords: digitally-controlled DC-DC switching converter, digital voltage compensator, delta-operator, finite word length, stability

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Authors: P. Satish Kumar, K. Ramakrishna, Ch. Lokeshwar Reddy, G. Sridhar

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This paper presents two different sequential switching hybrid-modulation strategies and implemented for cascaded multilevel inverters. Hybrid modulation strategies represent the combinations of Fundamental-Frequency Pulse Width Modulation (FFPWM) and Multilevel Sinusoidal-Modulation (MSPWM) strategies, and are designed for performance of the well-known Alternative Phase Opposition Disposition (APOD), Phase Shifted Carrier (PSC). The main characteristics of these modulations are the reduction of switching losses with good harmonic performance, balanced power loss dissipation among the devices with in a cell, and among the series-connected cells. The feasibility of these modulations is verified through spectral analysis, power loss analysis and simulation.

Keywords: cascaded multilevel inverters, hybrid modulation, power loss analysis, pulse width modulation

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Authors: Seyedmilad Kazemisangdehi, Seyedmehdi Kazemisangdehi

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Flux switching permanent magnet machines are considered for wide range of applications because of their outstanding merits including high torque/power densities, high efficiency, simple and robust rotor structure. Therefore, several topologies have been proposed like the PM exited flux switching machine, hybrid excited flux switching type, and so on. Recently, a novel laminated segmented rotor flux switching permanent magnet machine was introduced. It features flux barriers on rotor structure to enhance the performances of machine including torque ripple reduction and also torque and efficiency improvements at the same time. This is while, the design of barriers was not optimized by the authors. Therefore, in this paper three coefficients regarding the position of the barriers are considered for optimization. The effect of each coefficient on the performance of this machine is investigated by finite element method and finally an optimized design of flux barriers based on these three coefficients is proposed from different points of view including electromagnetic torque maximization and cogging torque/torque ripple minimization. At optimum design from maximum developed torque aspect, this machine generates 0.65 Nm torque higher than that of the not-optimized design with an almost 0.4 % improvement in efficiency.

Keywords: finite element analysis, FSPM, laminated segmented rotor flux switching permanent magnet machine, optimization

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Authors: Oscar Vega Camacho, Andrea Vargas Guevara, Ellery Rowina Ariza

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This paper presents the application of finite dynamic programming, specifically the "Markov Chain" model, as part of the decision making process of a company in the cosmetics sector located in the vicinity of Bogota DC. The objective of this process was to decide whether the company should completely reconstruct its wastewater treatment plant or instead optimize the plant through the addition of equipment. The goal of both of these options was to make the required improvements in order to comply with parameters established by national legislation regarding the treatment of waste before it is released into the environment. This technique will allow the company to select the best option and implement a solution for the processing of waste to minimize environmental damage and the acquisition and implementation costs.

Keywords: decision making, Markov chain, optimization, wastewater

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Authors: Peiyuan Guan, Tao Wan, Dewei Chu

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With the flash memory approaching its physical limit, the emerging resistive random-access memory (RRAM) has been considered as one of the most promising candidates for the next-generation non-volatile memory. One selector-one resistor configuration has shown the most promising way to resolve the crosstalk issue without affecting the scalability and high-density integration of the RRAM array. By comparison with other candidates of selectors (such as diodes and nonlinear devices), threshold switching selectors dominated by formation/spontaneous rupture of fragile conductive filaments have been proved to possess low voltages, high selectivity, and ultra-low current leakage. However, the flexibility and transparency of selectors are barely mentioned. Therefore, it is a matter of urgency to develop a selector with highly flexible and transparent properties to assist the application of RRAM for a diversity of memory devices. In this work, threshold switching selectors were designed using a facilely solution-processed fabrication on AgNWs@PDMS composite films, which show high flexibility, transparency and scratch resistance. As-fabricated threshold switching selectors also have revealed relatively high selectivity (~107), low operating voltages (Vth < 1 V) and good switching performance.

Keywords: flexible and transparent, resistive random-access memory, silver nanowires, threshold switching selector

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Authors: Jin-Sup Kim, Se-Hwan Choi, Jae-Young Lee

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A 8-bit CMOS capacitor array is designed for using in electrically steerable passive array radiator (ESPAR). The proposed capacitor array shows the fast response time in rising and falling characteristics. Compared to other works in silicon-on-insulator (SOI) or silicon-on-sapphire (SOS) technologies, it shows a comparable tuning range and switching time with low power consumption. Using the 0.18um CMOS, the capacitor array features a tuning range of 1.5 to 12.9 pF at 2.4GHz. Including the 2X4 decoder for control interface, the Chip size is 350um X 145um. Current consumption is about 80 nA at 1.8 V operation.

Keywords: CMOS capacitor array, ESPAR, SOI, SOS, switching time

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Authors: Yakup Sahin, Naim Suleyman Ting, Ismail Aksoy

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A 1 kW power factor correction boost converter with an active snubber cell is presented in this paper. In the converter, the main switch turns on under zero voltage transition (ZVT) and turns off under zero current transition (ZCT) without any additional voltage or current stress. The auxiliary switch turns on and off under zero current switching (ZCS). Besides, the main diode turns on under ZVS and turns off under ZCS. The output current and voltage are controlled by the PFC converter in wide line and load range. The simulation results of converter are obtained for 1 kW and 100 kHz. One of the most important feature of the given converter is that it has direct power transfer as well as excellent soft switching techniques. Also, the converter has 0.99 power factor with the sinusoidal input current shape.

Keywords: power factor correction, direct power transfer, zero-voltage transition, zero-current transition, soft switching

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Authors: K. Shiba, T. Kaburagi, Y. Kurihara

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With global aging, people who require care, such as people with dementia (PwD), are increasing within many developed countries. And PwDs may wander and unconsciously set foot outdoors, it may lead serious accidents, such as, traffic accidents. Here, round-the-clock monitoring by caregivers is necessary, which can be a burden for the caregivers. Therefore, an automatic wandering detection system is required when an elderly person wanders outdoors, in which case the detection system transmits a ‘moving’ followed by an ‘absence’ state. In this paper, we focus on the transition from the ‘resting’ to the ‘absence’ state, via the ‘moving’ state as one of the wandering transitions. To capture the transition of the three states, our method based on the hidden Markov model (HMM) is built. Using our method, the restraint where the ‘resting’ state and ‘absence’ state cannot be transmitted to each other is applied. To validate our method, we conducted the experiment with 10 subjects. Our results show that the method can classify three states with 0.92 accuracy.

Keywords: wander, microwave Doppler sensor, respiratory frequency band, the state transition, hidden Markov model (HMM).

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Authors: Fayssal Amrane, Azeddine Chaiba

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In this paper, type-2 fuzzy logic control (T2FLC) and neuro-fuzzy control (NFC) for a doubly fed induction generator (DFIG) based on direct power control (DPC) with a fixed switching frequency is proposed for wind generation application. First, a mathematical model of the doubly-fed induction generator implemented in d-q reference frame is achieved. Then, a DPC algorithm approach for controlling active and reactive power of DFIG via fixed switching frequency is incorporated using PID. The performance of T2FLC and NFC, which is based on the DPC algorithm, are investigated and compared to those obtained from the PID controller. Finally, simulation results demonstrate that the NFC is more robust, superior dynamic performance for wind power generation system applications.

Keywords: doubly fed induction generator (DFIG), direct power control (DPC), neuro-fuzzy control (NFC), maximum power point tracking (MPPT), space vector modulation (SVM), type 2 fuzzy logic control (T2FLC)

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Authors: Muhammad Farooq, Ahtasham Gul

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To meet the desired standard, it is important to monitor and analyze different engineering processes to get desired output. The bivariate distributions got a lot of attention in recent years to describe the randomness of natural as well as artificial mechanisms. In this article, a bivariate model is constructed using two independent models developed by the nesting approach to study the effect of each component on reliability for better understanding. Further, the Bayes analysis of system availability is studied by considering prior parametric variations in the failure time and repair time distributions. Basic statistical characteristics of marginal distribution, like mean median and quantile function, are discussed. We use inverse Gamma prior to study its frequentist properties by conducting Monte Carlo Markov Chain (MCMC) sampling scheme.

Keywords: reliability, system availability Weibull, inverse Lomax, Monte Carlo Markov Chain, Bayesian

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Authors: Der-Feng Guo

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Optoelectronic switches have attracted a considerable attention in the semiconductor research field due to their potential applications in optical computing systems and optoelectronic integrated circuits (OEICs). With high gains and high-speed operations, npn heterostructures can be used to produce promising optoelectronic switches. It is known that the bulk barrier and heterostructure-induced potential spike act important roles in the characteristics of the npn heterostructures. To investigate the effects of bulk barrier and potential spike heights on the optoelectronic switching of the npn heterostructures, GaAs/InGaP and AlGaAs/GaAs/InAlGaP npn heterostructural optoelectronic switches (HSOSs) have been fabricated in this work. It is seen that the illumination decreases the switching voltage Vs and increases the switching current Is, and thus the OFF state is under dark and ON state under illumination in the optical switching of the GaAs/InGaP HSOS characteristics. But in the AlGaAs/GaAs/InAlGaP HSOS characteristics, the Vs and Is present contrary trends, and the OFF state is under illumination and ON state under dark. The studied HSOSs show quite different switching variations with incident light, which are mainly attributed to the bulk barrier and potential spike heights affected by photogenerated carriers.

Keywords: bulk barrier, heterostructure, optoelectronic switch, potential spike

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Authors: Dembele Dembele, Philippe

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Several Second Language Acquisition (SLA) studies have stressed the benefits of Content and Language Integrated Learning (CLIL) and shown how CLIL students outperformed their non-CLIL counterparts in many L2 skills. However, numerous experimental CLIL programs seem to have mainly targeted above-average and rather highly motivated language learners. The need to understand the impact of the student’s language proficiency on code-switching in CLIL instruction motivated this study. Therefore, determining the implications of the students’ low-language proficiency for CLIL methodology, as well as the frequency with which CLIL teachers use the main pedagogical functions of code-switching, seemed crucial for a Spanish CLIL instruction on a large scale. In the mixed-method approach adopted, ten face-to-face interviews were conducted in nine Valencian public secondary education schools, while over 30 CLIL teachers also contributed with their experience in two online survey questionnaires. The results showed the crucial role language proficiency plays in the Valencian CLIL/Plurilingual selection criteria. The presence of a substantial number of low-language proficient students in CLIL groups, which in turn implied important methodological consequences, was another finding of the study. Indeed, though the pedagogical use of L1 was confirmed as an extended practice among CLIL teachers, more than half of the participants perceived that code-switching impaired attaining their CLIL lesson objectives. Therein, the dissertation highlights the need for more extensive empirical research on how code-switching could prove beneficial in CLIL instruction involving low-language proficient students while maintaining the maximum possible exposure to the target language.

Keywords: CLIL methodology, low language proficiency, code switching, selection criteria, code-switching functions

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Authors: Desiree Vandenberghe, Johan Albrecht

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Non-communicable diseases (NCDs) are responsible for the vast majority of deaths in the European Union (EU) and represent a large share of total health care spending. A future increase in this health and financial burden is likely to be driven by population ageing, lifestyle changes and technological advances in medicine. Without adequate prevention measures, this burden can severely threaten population health and economic development. To tackle this challenge, a correct assessment of the current burden of NCDs is required, as well as a projection of potential increases of this burden. The contribution of this paper is to offer perspective on the evolution of the NCD burden towards the future and to give an indication of the potential of prevention policy. A Non-Homogenous, Semi-Markov model for the EU was constructed, which allowed for a projection of the cost burden for the four main NCDs (cancer, cardiovascular disease, chronic respiratory disease and diabetes mellitus) towards 2030 and 2050. This simulation is done based on multiple baseline scenarios that vary in demand and supply factors such as health status, population structure, and technological advances. Finally, in order to assess the potential of preventive measures to curb the cost explosion of NCDs, a simulation is executed which includes increased efforts for preventive health care measures. According to the Markov model, by 2030 and 2050, total costs (direct and indirect costs) in the EU could increase by 30.1% and 44.1% respectively, compared to 2015 levels. An ambitious prevention policy framework for NCDs will be required if the EU wants to meet this challenge of rising costs. To conclude, significant cost increases due to Non-Communicable Diseases are likely to occur due to demographic and lifestyle changes. Nevertheless, an ambitious prevention program throughout the EU can aid in making this cost burden manageable for future generations.

Keywords: non-communicable diseases, preventive health care, health policy, Markov model, scenario analysis

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Authors: Walid Chkili

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This paper investigates the dynamic relationship between gold and stock markets using data for BRICS counties. For this purpose, we estimate three multivariate GARCH models (namely CCC, DCC and BEKK) for weekly stock and gold data. Our main objective is to examine time variations in conditional correlations between the two assets and to check the effectiveness use of gold as a hedge for equity markets. Empirical results reveal that dynamic conditional correlations switch between positive and negative values over the period under study. This correlation is negative during the major financial crises suggesting that gold can act as a safe haven during the major stress period of stock markets. We also evaluate the implications for portfolio diversification and hedging effectiveness for the pair gold/stock. Our findings suggest that adding gold in the stock portfolio enhance its risk-adjusted return.

Keywords: gold, financial markets, hedge, multivariate GARCH

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Authors: T. Mohammed Chikouche, K. Hartani

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In order to solve the instantaneous power ripple and achieve better performance of direct power control (DPC) for a three-phase PWM rectifier, a control method is proposed in this paper. This control method is applied to overcome the instantaneous power ripple, to eliminate line current harmonics and therefore reduce the total harmonic distortion and to improve the power factor. A switching table is based on the analysis on the change of instantaneous active and reactive power, to select the optimum switching state of the three-phase PWM rectifier. The simulation result shows feasibility of this control method.

Keywords: power quality, direct power control, power ripple, switching table, unity power factor

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