Search results for: equation error
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3764

Search results for: equation error

2234 Robust Inference with a Skew T Distribution

Authors: M. Qamarul Islam, Ergun Dogan, Mehmet Yazici

Abstract:

There is a growing body of evidence that non-normal data is more prevalent in nature than the normal one. Examples can be quoted from, but not restricted to, the areas of Economics, Finance and Actuarial Science. The non-normality considered here is expressed in terms of fat-tailedness and asymmetry of the relevant distribution. In this study a skew t distribution that can be used to model a data that exhibit inherent non-normal behavior is considered. This distribution has tails fatter than a normal distribution and it also exhibits skewness. Although maximum likelihood estimates can be obtained by solving iteratively the likelihood equations that are non-linear in form, this can be problematic in terms of convergence and in many other respects as well. Therefore, it is preferred to use the method of modified maximum likelihood in which the likelihood estimates are derived by expressing the intractable non-linear likelihood equations in terms of standardized ordered variates and replacing the intractable terms by their linear approximations obtained from the first two terms of a Taylor series expansion about the quantiles of the distribution. These estimates, called modified maximum likelihood estimates, are obtained in closed form. Hence, they are easy to compute and to manipulate analytically. In fact the modified maximum likelihood estimates are equivalent to maximum likelihood estimates, asymptotically. Even in small samples the modified maximum likelihood estimates are found to be approximately the same as maximum likelihood estimates that are obtained iteratively. It is shown in this study that the modified maximum likelihood estimates are not only unbiased but substantially more efficient than the commonly used moment estimates or the least square estimates that are known to be biased and inefficient in such cases. Furthermore, in conventional regression analysis, it is assumed that the error terms are distributed normally and, hence, the well-known least square method is considered to be a suitable and preferred method for making the relevant statistical inferences. However, a number of empirical researches have shown that non-normal errors are more prevalent. Even transforming and/or filtering techniques may not produce normally distributed residuals. Here, a study is done for multiple linear regression models with random error having non-normal pattern. Through an extensive simulation it is shown that the modified maximum likelihood estimates of regression parameters are plausibly robust to the distributional assumptions and to various data anomalies as compared to the widely used least square estimates. Relevant tests of hypothesis are developed and are explored for desirable properties in terms of their size and power. The tests based upon modified maximum likelihood estimates are found to be substantially more powerful than the tests based upon least square estimates. Several examples are provided from the areas of Economics and Finance where such distributions are interpretable in terms of efficient market hypothesis with respect to asset pricing, portfolio selection, risk measurement and capital allocation, etc.

Keywords: least square estimates, linear regression, maximum likelihood estimates, modified maximum likelihood method, non-normality, robustness

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2233 Impact of the Time Interval in the Numerical Solution of Incompressible Flows

Authors: M. Salmanzadeh

Abstract:

In paper, we will deal with incompressible Couette flow, which represents an exact analytical solution of the Navier-Stokes equations. Couette flow is perhaps the simplest of all viscous flows, while at the same time retaining much of the same physical characteristics of a more complicated boundary-layer flow. The numerical technique that we will employ for the solution of the Couette flow is the Crank-Nicolson implicit method. Parabolic partial differential equations lend themselves to a marching solution; in addition, the use of an implicit technique allows a much larger marching step size than would be the case for an explicit solution. Hence, in the present paper we will have the opportunity to explore some aspects of CFD different from those discussed in the other papers.

Keywords: incompressible couette flow, numerical method, partial differential equation, Crank-Nicolson implicit

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2232 Portfolio Selection with Constraints on Trading Frequency

Authors: Min Dai, Hong Liu, Shuaijie Qian

Abstract:

We study a portfolio selection problem of an investor who faces constraints on rebalancing frequency, which is common in pension fund investment. We formulate it as a multiple optimal stopping problem and utilize the dynamic programming principle. By numerically solving the corresponding Hamilton-Jacobi-Bellman (HJB) equation, we find a series of free boundaries characterizing optimal strategy, and the constraints significantly impact the optimal strategy. Even in the absence of transaction costs, there is a no-trading region, depending on the number of the remaining trading chances. We also find that the equivalent wealth loss caused by the constraints is large. In conclusion, our model clarifies the impact of the constraints on transaction frequency on the optimal strategy.

Keywords: portfolio selection, rebalancing frequency, optimal strategy, free boundary, optimal stopping

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2231 A Hybrid LES-RANS Approach to Analyse Coupled Heat Transfer and Vortex Structures in Separated and Reattached Turbulent Flows

Authors: C. D. Ellis, H. Xia, X. Chen

Abstract:

Experimental and computational studies investigating heat transfer in separated flows have been of increasing importance over the last 60 years, as efforts are being made to understand and improve the efficiency of components such as combustors, turbines, heat exchangers, nuclear reactors and cooling channels. Understanding of not only the time-mean heat transfer properties but also the unsteady properties is vital for design of these components. As computational power increases, more sophisticated methods of modelling these flows become available for use. The hybrid LES-RANS approach has been applied to a blunt leading edge flat plate, utilising a structured grid at a moderate Reynolds number of 20300 based on the plate thickness. In the region close to the wall, the RANS method is implemented for two turbulence models; the one equation Spalart-Allmaras model and Menter’s two equation SST k-ω model. The LES region occupies the flow away from the wall and is formulated without any explicit subgrid scale LES modelling. Hybridisation is achieved between the two methods by the blending of the nearest wall distance. Validation of the flow was obtained by assessing the mean velocity profiles in comparison to similar studies. Identifying the vortex structures of the flow was obtained by utilising the λ2 criterion to identify vortex cores. The qualitative structure of the flow compared with experiments of similar Reynolds number. This identified the 2D roll up of the shear layer, breaking down via the Kelvin-Helmholtz instability. Through this instability the flow progressed into hairpin like structures, elongating as they advanced downstream. Proper Orthogonal Decomposition (POD) analysis has been performed on the full flow field and upon the surface temperature of the plate. As expected, the breakdown of POD modes for the full field revealed a relatively slow decay compared to the surface temperature field. Both POD fields identified the most energetic fluctuations occurred in the separated and recirculation region of the flow. Latter modes of the surface temperature identified these levels of fluctuations to dominate the time-mean region of maximum heat transfer and flow reattachment. In addition to the current research, work will be conducted in tracking the movement of the vortex cores and the location and magnitude of temperature hot spots upon the plate. This information will support the POD and statistical analysis performed to further identify qualitative relationships between the vortex dynamics and the response of the surface heat transfer.

Keywords: heat transfer, hybrid LES-RANS, separated and reattached flow, vortex dynamics

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2230 Estimation of Population Mean under Random Non-Response in Two-Occasion Successive Sampling

Authors: M. Khalid, G. N. Singh

Abstract:

In this paper, we have considered the problems of estimation for the population mean on current (second) occasion in two-occasion successive sampling under random non-response situations. Some modified exponential type estimators have been proposed and their properties are studied under the assumptions that the number of sampling unit follows a discrete distribution due to random non-response situations. The performances of the proposed estimators are compared with linear combinations of two estimators, (a) sample mean estimator for fresh sample and (b) ratio estimator for matched sample under the complete response situations. Results are demonstrated through empirical studies which present the effectiveness of the proposed estimators. Suitable recommendations have been made to the survey practitioners.

Keywords: modified exponential estimator, successive sampling, random non-response, auxiliary variable, bias, mean square error

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2229 Tensile Test of Corroded Strand and Maintenance of Corroded Prestressed Concrete Girders

Authors: Jeon Chi-Ho, Lee Jae-Bin, Shim Chang-Su

Abstract:

National bridge inventory in Korea shows that the number of old prestressed concrete (PSC) bridgeover 30 years of service life is rapidly increasing. Recently tendon corrosion is one of the most critical issues in the maintenance of PSC bridges. In this paper, mechanical properties of corroded strands, which were removed from old bridges, were evaluated using tensile test. In the result, the equations to express the mechanical behavior of corroded strand were derived and compared to existing equation. For the decision of tendon replacement, it is necessary to evaluate the effect of corrosion level on strength and ductility of the structure. Considerations on analysis of PSC girders were introduced, and decision making on tendon replacement was also proposed.

Keywords: prestressed concrete bridge, tendon, corrosion, strength, ductility

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2228 Morphological Analysis of English L1-Persian L2 Adult Learners’ Interlanguage: From the Perspective of SLA Variation

Authors: Maassoumeh Bemani Naeini

Abstract:

Studies on interlanguage have long been engaged in describing the phenomenon of variation in SLA. Pursuing the same goal and particularly addressing the role of linguistic features, this study describes the use of Persian morphology in the interlanguage of two adult English-speaking learners of Persian L2. Taking the general approach of a combination of contrastive analysis, error analysis and interlanguage analysis, this study focuses on the identification and prediction of some possible instances of transfer from English L1 to Persian L2 across six elicitation tasks aiming to investigate whether any of contextual features may variably influence the learners’ order of morpheme accuracy in the areas of copula, possessives, articles, demonstratives, plural form, personal pronouns, and genitive cases.  Results describe the existence of task variation in the interlanguage system of Persian L2 learners.

Keywords: English L1, Interlanguage Analysis, Persian L2, SLA variation

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2227 Development of a Real Time Axial Force Measurement System and IoT-Based Monitoring for Smart Bearing

Authors: Hassam Ahmed, Yuanzhi Liu, Yassine Selami, Wei Tao, Hui Zhao

Abstract:

The purpose of this research is to develop a real time axial force measurement system for a smart bearing through the use of strain-gauges, whereby the data acquisition is performed by an Arduino microcontroller due to its easy manipulation and low-cost. The measured signal is acquired and then discretized using a Wheatstone Bridge and an Analog-Digital Converter (ADC) respectively. For bearing monitoring, a real time monitoring system based on Internet of things (IoT) and Bluetooth were developed. Experimental tests were performed on a bearing within a force range up to 600 kN. The experimental results show that there is a proportional linear relationship between the applied force and the output voltage, and the error R squared is within 0.9878 based on the regression analysis.

Keywords: bearing, force measurement, IoT, strain gauge

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2226 The Size Effects of Keyboards (Keycaps) on Computer Typing Tasks

Authors: Chih-Chun Lai, Jun-Yu Wang

Abstract:

The keyboard is the most important equipment for computer tasks. However, improper design of keyboard would cause some symptoms like ulnar and/or radial deviations. The research goal of this study was to investigate the optimal size(s) of keycaps to increase efficiency. As shown in the questionnaire pre-study with 49 participants aged from 20 to 44, the most commonly used keyboards were 101-key standard keyboards. Most of the keycap sizes (W × L) were 1.3 × 1.5 cm and 1.5 × 1.5 cm. The fingertip breadths of most participants were 1.2 cm. Therefore, in the main study with 18 participants, a standard keyboard with each set of the 3-sized (1.2 × 1.4 cm, 1.3 × 1.5 cm, and 1.5 × 1.5 cm) keycaps was used to investigate their typing efficiency, respectively. The results revealed that the differences between the operating times for using 1.3 × 1.5 cm and 1.2 × 1.4 cm keycaps were insignificant while operating times for using 1.5 × 1.5 cm keycaps were significantly longer than for using 1.2 × 1.4 cm or 1.3 × 1.5 cm, respectively. As for the typing error rate, there was no significant difference.

Keywords: keyboard, keycap size, typing efficiency, computer tasks

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2225 Modern and Postmodern Marketing Approaches to Consumer Loyalty in Case of Indonesia Real Estate Developer

Authors: Lincoln Panjaitan, Antonius Sumarlin

Abstract:

The development of property businesses in the metropolitan area is growing rapidly forcing big real estate developers to come up with various strategies in winning the heart of consumers. This empirical research is focusing on how the two schools of marketing thoughts; namely, Modern and postmodern marketing employed by the preceding developers to retain consumers’ commitment toward their prospective brands. The data was collected from three different properties of PT. Intiland Tbk using accidental sampling technique. The data of 600 respondents was then put into Structural Equation Model (SEM). The result of the study suggests that both schools of thought can equally produce commitment and loyalty of consumers; however, the difference lays where the loyalty belongs to. The first is more toward developer’s brand and the latter is more toward the co-creation value of the housing community.

Keywords: consumer loyalty, consumer commitment, knowledge sharing platform, marketing mix

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2224 Quantization of Damped Systems Based on the Doubling of Degrees of Freedom

Authors: Khaled I. Nawafleh

Abstract:

In this paper, it provide the canonical approach for studying dissipated oscillators based on the doubling of degrees of freedom. Clearly, expressions for Lagrangians of the elementary modes of the system are given, which ends with the familiar classical equations of motion for the dissipative oscillator. The equation for one variable is the time reversed of the motion of the second variable. it discuss in detail the extended Bateman Lagrangian specifically for a dual extended damped oscillator time-dependent. A Hamilton-Jacobi analysis showing the equivalence with the Lagrangian approach is also obtained. For that purpose, the techniques of separation of variables were applied, and the quantization process was achieved.

Keywords: doubling of degrees of freedom, dissipated harmonic oscillator, Hamilton-Jacobi, time-dependent lagrangians, quantization

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2223 The Influence of Chevron Angle on Plate Heat Exchanger Thermal Performance with Considering Maldistribution

Authors: Hossein Shokouhmand, Majid Hasanpour

Abstract:

A new modification to the Strelow method of chevron-type plate heat exchangers (PHX) modeling is proposed. The effects of maldistribution are accounted in the resulting equation. The results of calculations are validated by reported experiences. The good accuracy of heat transfer performance prediction is shown. The results indicate that considering flow maldistribution improve the accuracy of predicting the flow and thermal behavior of the plate exchanger. Additionally, a wide range of the parametric study has been presented which brings out the effects of chevron angle of PHE on its thermal efficiency with considering maldistribution effect. In addition, the thermally optimal corrugation discussed for the chevron-type PHEs.

Keywords: chevron angle, plate heat exchangers, maldistribution, strelow method

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2222 'Call Drop': A Problem for Handover Minimizing the Call Drop Probability Using Analytical and Statistical Method

Authors: Anshul Gupta, T. Shankar

Abstract:

In this paper, we had analyzed the call drop to provide a good quality of service to user. By optimizing it we can increase the coverage area and also the reduction of interference and congestion created in a network. Basically handover is the transfer of call from one cell site to another site during a call. Here we have analyzed the whole network by two method-statistic model and analytic model. In statistic model we have collected all the data of a network during busy hour and normal 24 hours and in analytic model we have the equation through which we have to find the call drop probability. By avoiding unnecessary handovers we can increase the number of calls per hour. The most important parameter is co-efficient of variation on which the whole paper discussed.

Keywords: coefficient of variation, mean, standard deviation, call drop probability, handover

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2221 Satisfaction Evaluation on the Fundamental Public Services for a Large-Scale Indemnificatory Residential Community: A Case Study of Nanjing

Authors: Dezhi Li, Peng Cui, Bo Zhang, Tengyuan Chang

Abstract:

In order to solve the housing problem for the low-income families, the construction of affordable housing is booming in China. However, due to various reasons, the service facilities and systems in the indemnificatory residential community meet many problems. This article established a Satisfaction Evaluation System of the Fundamental Public Services for Large-scale Indemnificatory Residential Community based on the national standards and local criteria and developed evaluation methods and processes. At last, in the case of Huagang project in Nanjing, the satisfaction of basic public service is calculated according to a survey of local residents.

Keywords: indemnificatory residential community, public services, satisfaction evaluation, structural equation modeling

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2220 Directionally-Sensitive Personal Wearable Radiation Dosimeter

Authors: Hai Huu Le, Paul Junor, Moshi Geso, Graeme O’Keefe

Abstract:

In this paper, the authors propose a personal wearable directionally-sensitive radiation dosimeter using multiple semiconductor CdZnTe detectors. The proposed dosimeter not only measures the real-time dose rate but also provide the direction of the radioactive source. A linear relationship between radioactive source direction and the radiation intensity measured by each detectors is established and an equation to determine the source direction is derived by the authors. The efficiency and accuracy of the proposed dosimeter is verified by simulation using Geant4 package. Results have indicated that in a measurement duration of about 7 seconds, the proposed dosimeter was able to estimate the direction of a 10μCi 137/55Cs radioactive source to within 2 degrees.

Keywords: dose rate, Geant4 package, radiation dosimeter, radioactive source direction

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2219 A Fuzzy Linear Regression Model Based on Dissemblance Index

Authors: Shih-Pin Chen, Shih-Syuan You

Abstract:

Fuzzy regression models are useful for investigating the relationship between explanatory variables and responses in fuzzy environments. To overcome the deficiencies of previous models and increase the explanatory power of fuzzy data, the graded mean integration (GMI) representation is applied to determine representative crisp regression coefficients. A fuzzy regression model is constructed based on the modified dissemblance index (MDI), which can precisely measure the actual total error. Compared with previous studies based on the proposed MDI and distance criterion, the results from commonly used test examples show that the proposed fuzzy linear regression model has higher explanatory power and forecasting accuracy.

Keywords: dissemblance index, fuzzy linear regression, graded mean integration, mathematical programming

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2218 Volumetric Properties of Binary Mixtures of Glycerol +1-Butanol or +2-Butanol at Several Temperatures

Authors: Y. Chabouni, F. Amireche

Abstract:

Densities of glycerol + 1-butanol or 2-butanol mixtures were measured over the temperature range 293.15 to 303.15 K at atmospheric pressure, over the entire composition range, with a vibrating tube densimeter. Excess molar volumes, apparent and partial molar volumes of glycerol and butanol, thermal isobaric expansivities of the mixture and partial molar expansivities of the components were calculated. The excess molar volumes of the mixtures are negative at all temperatures, and deviations from ideality increase with increasing temperature. Excess molar volumes were fitted to the Redlich–Kister equation. Partial molar volumes of glycerol decrease with increasing butanol concentration.

Keywords: 1-Butanol, 2-Butanol, density, excess molar volume, glycerol, partial molar property, thermal isobaric expansivities

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2217 Estimating Cyclone Intensity Using INSAT-3D IR Images Based on Convolution Neural Network Model

Authors: Divvela Vishnu Sai Kumar, Deepak Arora, Sheenu Rizvi

Abstract:

Forecasting a cyclone through satellite images consists of the estimation of the intensity of the cyclone and predicting it before a cyclone comes. This research work can help people to take safety measures before the cyclone comes. The prediction of the intensity of a cyclone is very important to save lives and minimize the damage caused by cyclones. These cyclones are very costliest natural disasters that cause a lot of damage globally due to a lot of hazards. Authors have proposed five different CNN (Convolutional Neural Network) models that estimate the intensity of cyclones through INSAT-3D IR images. There are a lot of techniques that are used to estimate the intensity; the best model proposed by authors estimates intensity with a root mean squared error (RMSE) of 10.02 kts.

Keywords: estimating cyclone intensity, deep learning, convolution neural network, prediction models

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2216 Application of EEG Wavelet Power to Prediction of Antidepressant Treatment Response

Authors: Dorota Witkowska, Paweł Gosek, Lukasz Swiecicki, Wojciech Jernajczyk, Bruce J. West, Miroslaw Latka

Abstract:

In clinical practice, the selection of an antidepressant often degrades to lengthy trial-and-error. In this work we employ a normalized wavelet power of alpha waves as a biomarker of antidepressant treatment response. This novel EEG metric takes into account both non-stationarity and intersubject variability of alpha waves. We recorded resting, 19-channel EEG (closed eyes) in 22 inpatients suffering from unipolar (UD, n=10) or bipolar (BD, n=12) depression. The EEG measurement was done at the end of the short washout period which followed previously unsuccessful pharmacotherapy. The normalized alpha wavelet power of 11 responders was markedly different than that of 11 nonresponders at several, mostly temporoparietal sites. Using the prediction of treatment response based on the normalized alpha wavelet power, we achieved 81.8% sensitivity and 81.8% specificity for channel T4.

Keywords: alpha waves, antidepressant, treatment outcome, wavelet

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2215 Arabic Character Recognition Using Regression Curves with the Expectation Maximization Algorithm

Authors: Abdullah A. AlShaher

Abstract:

In this paper, we demonstrate how regression curves can be used to recognize 2D non-rigid handwritten shapes. Each shape is represented by a set of non-overlapping uniformly distributed landmarks. The underlying models utilize 2nd order of polynomials to model shapes within a training set. To estimate the regression models, we need to extract the required coefficients which describe the variations for a set of shape class. Hence, a least square method is used to estimate such modes. We then proceed by training these coefficients using the apparatus Expectation Maximization algorithm. Recognition is carried out by finding the least error landmarks displacement with respect to the model curves. Handwritten isolated Arabic characters are used to evaluate our approach.

Keywords: character recognition, regression curves, handwritten Arabic letters, expectation maximization algorithm

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2214 Projective Lag Synchronization in Drive-Response Dynamical Networks via Hybrid Feedback Control

Authors: Mohd Salmi Md Noorani, Ghada Al-Mahbashi, Sakhinah Abu Bakar

Abstract:

This paper investigates projective lag synchronization (PLS) behavior in drive response dynamical networks (DRDNs) model with identical nodes. A hybrid feedback control method is designed to achieve the PLS with mismatch and without mismatch terms. The stability of the error dynamics is proven theoretically using the Lyapunov stability theory. Finally, analytical results show that the states of the dynamical network with non-delayed coupling can be asymptotically synchronized onto a desired scaling factor under the designed controller. Moreover, the numerical simulations results demonstrate the validity of the proposed method.

Keywords: drive-response dynamical network, projective lag synchronization, hybrid feedback control, stability theory

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2213 A Semi-Analytical Method for Analysis of the Axially Symmetric Problem on Indentation of a Hot Circular Punch into an Arbitrarily Nonhomogeneous Halfspace

Authors: S. Aizikovich, L. Krenev, Y. Tokovyy, Y. C. Wang

Abstract:

An approximate analytical-numerical solution to the axisymmetric problem on thermo-mechanical indentation of a flat cylindrical punch into an arbitrarily non-homogeneous elastic half-space is constructed by making use of the bilateral asymptotic method. The key point of this method lies in evaluation of the ker¬nels in the obtained integral equations by making use of a numerical technique. Once the structure of the kernel is defined, it then is approximated by an analytical expression of special kind so that the solution of the integral equation can be achieved analytically. This fact allows for construction of the solution in an analytical form, which is convenient for analysis of the mechanical effects concerned with arbitrarily presumed non-homogeneity of the material.

Keywords: contact problem, circular punch, arbitrarily-nonhomogeneous halfspace

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2212 On the PTC Thermistor Model with a Hyperbolic Tangent Electrical Conductivity

Authors: M. O. Durojaye, J. T. Agee

Abstract:

This paper is on the one-dimensional, positive temperature coefficient (PTC) thermistor model with a hyperbolic tangent function approximation for the electrical conductivity. The method of asymptotic expansion was adopted to obtain the steady state solution and the unsteady-state response was obtained using the method of lines (MOL) which is a well-established numerical technique. The approach is to reduce the partial differential equation to a vector system of ordinary differential equations and solve numerically. Our analysis shows that the hyperbolic tangent approximation introduced is well suitable for the electrical conductivity. Numerical solutions obtained also exhibit correct physical characteristics of the thermistor and are in good agreement with the exact steady state solutions.

Keywords: electrical conductivity, hyperbolic tangent function, PTC thermistor, method of lines

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2211 Strongly Disordered Conductors and Insulators in Holography

Authors: Matthew Stephenson

Abstract:

We study the electrical conductivity of strongly disordered, strongly coupled quantum field theories, holographically dual to non-perturbatively disordered uncharged black holes. The computation reduces to solving a diffusive hydrostatic equation for an emergent horizon fluid. We demonstrate that a large class of theories in two spatial dimensions have a universal conductivity independent of disorder strength, and rigorously rule out disorder-driven conductor-insulator transitions in many theories. We present a (fine-tuned) axion-dilaton bulk theory which realizes the conductor-insulator transition, interpreted as a classical percolation transition in the horizon fluid. We address aspects of strongly disordered holography that can and cannot be addressed via mean-field modeling, such as massive gravity.

Keywords: theoretical physics, black holes, holography, high energy

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2210 Additive White Gaussian Noise Filtering from ECG by Wiener Filter and Median Filter: A Comparative Study

Authors: Hossein Javidnia, Salehe Taheri

Abstract:

The Electrocardiogram (ECG) is the recording of the heart’s electrical potential versus time. ECG signals are often contaminated with noise such as baseline wander and muscle noise. As these signals have been widely used in clinical studies to detect heart diseases, it is essential to filter these noises. In this paper we compare performance of Wiener Filtering and Median Filtering methods to filter Additive White Gaussian (AWG) noise with the determined signal to noise ratio (SNR) ranging from 3 to 5 dB applied to long-term ECG recordings samples. Root mean square error (RMSE) and coefficient of determination (R2) between the filtered ECG and original ECG was used as the filter performance indicator. Experimental results show that Wiener filter has better noise filtering performance than Median filter.

Keywords: ECG noise filtering, Wiener filtering, median filtering, Gaussian noise, filtering performance

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2209 Discrete Sliding Modes Regulator with Exponential Holder for Non-Linear Systems

Authors: G. Obregon-Pulido , G. C. Solis-Perales, J. A. Meda-Campaña

Abstract:

In this paper, we present a sliding mode controller in discrete time. The design of the controller is based on the theory of regulation for nonlinear systems. In the problem of disturbance rejection and/or output tracking, it is known that in discrete time, a controller that uses the zero-order holder only guarantees tracking at the sampling instances but not between instances. It is shown that using the so-called exponential holder, it is possible to guarantee asymptotic zero output tracking error, also between the sampling instant. For stabilizing the problem of close loop system we introduce the sliding mode approach relaxing the requirements of the existence of a linear stabilizing control law.

Keywords: regulation theory, sliding modes, discrete controller, ripple-free tracking

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2208 Ethical Leadership and Employee Creative Behaviour: A Case Study of a State-Owned Enterprise in South Africa

Authors: Krishna Kistan Govender, Alex Masianoga

Abstract:

The aim of this explanatory study was to critically understand how ethical leadership impacts employee creative behaviour, as well as the creative behaviour dimensions, in a South African transport and logistics SOE. A quantitative study was conducted using a pre-developed questionnaire, and data for 160 middle and executive managers was analysed through structural equation modelling and multiple regression techniques conducted with the Smart PLS statistical software. All five hypothesized relationships were supported, and it was confirmed that ethical leadership has a significant positive influence on employee creative behaviour, as well as on each of the creative behaviour dimensions, namely: idea exploration, idea generation, idea championing, and idea implementation.

Keywords: ethical leaders, employee creative behaviour, state-owned enterprises, South Africa

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2207 The Non-Uniqueness of Partial Differential Equations Options Price Valuation Formula for Heston Stochastic Volatility Model

Authors: H. D. Ibrahim, H. C. Chinwenyi, T. Danjuma

Abstract:

An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.

Keywords: Black-Scholes partial differential equations, Ito process, option price valuation, partial differential equations

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2206 The Interaction between Human and Environment on the Perspective of Environmental Ethics

Authors: Mella Ismelina Farma Rahayu

Abstract:

Environmental problems could not be separated from unethical human perspectives and behaviors toward the environment. There is a fundamental error in the philosophy of people’s perspective about human and nature and their relationship with the environment, which in turn will create an inappropriate behavior in relation to the environment. The aim of this study is to investigate and to understand the ethics of the environment in the context of humans interacting with the environment by using the hermeneutic approach. The related theories and concepts collected from literature review are used as data, which were analyzed by using interpretation, critical evaluation, internal coherence, comparisons, and heuristic techniques. As a result of this study, there will be a picture related to the interaction of human and environment in the perspective of environmental ethics, as well as the problems of the value of ecological justice in the interaction of humans and environment. We suggest that the interaction between humans and environment need to be based on environmental ethics, in a spirit of mutual respect between humans and the natural world.

Keywords: environment, environmental ethics, interaction, value

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2205 Effect of Viscosity in Void Structure with Interacting Variable Charge Dust Grains

Authors: Nebbat El Amine

Abstract:

The void is a dust free region inside the dust cloud in the plasma. It is found that the dust grain charge variation lead to the extension of the void. Moreover, for bigger dust grains, it is seen that the wave-like structure recedes when charge variation is dealt with. Furthermore, as the grain-grain distance is inversely proportional to density, the grain-grain interaction gets more important for a denser dust population and is to be included in momentum equation. For the result indicate above, the plasma is considered non viscous. But in fact, it’s not always true. Some authors measured experimentally the viscosity of this background and found that the viscosity of dusty plasma increase with background gas pressure. In this paper, we tack account the viscosity of the fluid, and we compare the result with that found in the recent work.

Keywords: voids, dusty plasmas, variable charge, viscosity

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