Search results for: Markov switching GARCH model

Authors: Yasunori Kobori, Nobukazu Tsukiji, Nobukazu Takai, Haruo Kobayashi

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In this paper, we study a Pulse-WidthModulation (PWM) controlled Zero-Voltage-Switching (ZVS) for single-inductor dual-output (SIDO) converters. This method can meet the industry demands for high efficiency due to ZVS and small size and low cost, thanks to single-inductor per multiple voltages. We show the single inductor single-output (SISO) ZVS buck converter with its operation and simulation and then the experimental results. Next proposed ZVS-PWM controlled SIDO converters are explained in the simulation. Finally we have proposed EMI reduction method with spread spectrum.

Keywords: DC-DC switching converter, zero-oltage switching control, single-inductor dual-output converter, EMI reduction, spread spectrum

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Authors: F. A. Al-Awadhi, D. Al-Hulail

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In this study, we applied the Bayesian hierarchical model to detect single and multiple change points for daily earthquake body wave magnitude. The change point analysis is used in both backward (off-line) and forward (on-line) statistical research. In this study, it is used with the backward approach. Different types of change parameters are considered (mean, variance or both). The posterior model and the conditional distributions for single and multiple change points are derived and implemented using BUGS software. The model is applicable for any set of data. The sensitivity of the model is tested using different prior and likelihood functions. Using Mb data, we concluded that during January 2002 and December 2003, three changes occurred in the mean magnitude of Mb in Kuwait and its vicinity.

Keywords: multiple change points, Markov Chain Monte Carlo, earthquake magnitude, hierarchical Bayesian mode

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Authors: A. Robbin

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In a multilingual setting like Nigeria, the success of service encounters is enhanced by the use of a language that ensures the linguistic and persuasive demands of the interlocutors. This study examined motivations for code switching as a negotiation strategy in bank-hall desk service encounters in Ìbàdàn metropolis using Myers-Scotton’s exploration on markedness in language use. The data consisted of transcribed audio recording of bank-hall service encounters, and direct observation of bank interactions in two purposively sampled commercial banks in Ìbàdàn metropolis. The data was subjected to descriptive linguistic analysis using Myers Scotton’s Markedness Model.  Findings reveal that code switching is frequently employed during different stages of service encounter: greeting, transaction and closing to fulfil relational, bargaining and referential functions. Bank staff and customers code switch to make unmarked, marked and explanatory choices. A strategy used to identify with customer’s cultural affiliation, close status gap, and appeal to begrudged customer; or as an explanatory choice with non-literate customers for ease of communication. Bankers select English to maintain customers’ perceptions of prestige which is retained or diverged from depending on their linguistic preference or ability.  Yoruba is seen as an efficient negotiation strategy with both bankers and their customers, making choices within conversation to achieve desired conversational and functional aims.

Keywords: banking, bilingualism, code-switching, markedness, service encounter

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Authors: P. C. Tewari, Rajiv Kumar, Dinesh Khanduja

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This paper discusses the performance modeling and availability analysis of Yarn Dyeing System of a Textile Industry. The Textile Industry is a complex and repairable engineering system. Yarn Dyeing System of Textile Industry consists of five subsystems arranged in series configuration. For performance modeling and analysis of availability, a performance evaluating model has been developed with the help of mathematical formulation based on Markov-Birth-Death Process. The differential equations have been developed on the basis of Probabilistic Approach using a Transition Diagram. These equations have further been solved using normalizing condition in order to develop the steady state availability, a performance measure of the system concerned. The system performance has been further analyzed with the help of decision matrices. These matrices provide various availability levels for different combinations of failure and repair rates for various subsystems. The findings of this paper are, therefore, considered to be useful for the analysis of availability and determination of the best possible maintenance strategies which can be implemented in future to enhance the system performance.

Keywords: performance modeling, markov process, steady state availability, availability analysis

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Authors: Elizabeth Patricia Beck

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Stepping into various English as foreign language classrooms, one will see some fundamental similarities. There will likely be groups of students working collaboratively, possibly sitting at tables together. They will be using a set coursebook or photocopies of materials developed by publishers or the teacher. The teacher will be carefully monitoring students’ behaviour and progress. The teacher will also likely be insisting that the students only speak English together, possibly having implemented a complex penalty and award systems to encourage this. This is communicative language teaching and it is commonly how foreign languages are taught around the world. Recently, there has been much interest in the codeswitching behaviour of learners in foreign or second language classrooms. It is a significant topic as it relates to second language acquisition theory, language teaching training and policy, and student expectations and classroom practice. Generally in an English as a foreign language context, an ‘English Only’ policy is the norm. This is based on historical factors, socio-political influence and theories surrounding language learning. The trend, however, is shifting and, based on these same factors, a re-examination of language use in the foreign language classroom is taking place. This paper reports the findings of an examination into the codeswitching behaviour of learners with a shared native language in an English classroom. Specifically, it addresses the question of classroom code-switching by adult learners in the EFL classroom during student-to-student, spoken interaction. Three generic categories of code switching are proposed based on published research and classroom practice. Italian adult learners at three levels were observed and patterns of language use were identified, recorded and analysed using the proposed categories. After observations were completed, a questionnaire was distributed to the students focussing on attitudes and opinions around language choice in the EFL classroom, specifically, the usefulness of L1 for specific functions in the classroom. The paper then investigates the relationship between learners’ foreign language proficiency and the frequency and type of code-switching that they engaged in, and the relationship between learners’ attitudes to classroom code-switching and their behaviour. Results show that code switching patterns underwent changes as the students’ level of English language proficiency improved, and that students’ attitudes towards code-switching generally correlated with their behaviour with some exceptions, however. Finally, the discussion focusses on the details of the language produced in observation, possible influencing factors that may affect the frequency and type of code switching that took place, and additional influencing factors that may affect students’ attitudes towards code switching in the foreign language classroom. An evaluation of the limitations of this study is offered and some suggestions are made for future research in this field of study.

Keywords: code-switching, EFL, second language aquisition, adult learners

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Authors: Autcha Araveeporn

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This paper is to compare the parameter estimation of the mean in normal distribution by Maximum Likelihood (ML), Bayes, and Markov Chain Monte Carlo (MCMC) methods. The ML estimator is estimated by the average of data, the Bayes method is considered from the prior distribution to estimate Bayes estimator, and MCMC estimator is approximated by Gibbs sampling from posterior distribution. These methods are also to estimate a parameter then the hypothesis testing is used to check a robustness of the estimators. Data are simulated from normal distribution with the true parameter of mean 2, and variance 4, 9, and 16 when the sample sizes is set as 10, 20, 30, and 50. From the results, it can be seen that the estimation of MLE, and MCMC are perceivably different from the true parameter when the sample size is 10 and 20 with variance 16. Furthermore, the Bayes estimator is estimated from the prior distribution when mean is 1, and variance is 12 which showed the significant difference in mean with variance 9 at the sample size 10 and 20.

Keywords: Bayes method, Markov chain Monte Carlo method, maximum likelihood method, normal distribution

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Authors: Mosses E. Lufuke, Lorna M. Kamau

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This paper attempted to assess whether the size of the regional economic bloc has an impact to the flow of trade to a particular country. Two different sized blocs (COMESA and EAC) and one country (Tanzania) have been used as the point of references. Using the results from of the analyses, the paper also was anticipated to establish whether it was rational for Tanzania to withdraw its membership from COMESA (the larger bloc) to join EAC (the small one). Gravity model has been used to estimate the relationship between the variables, from which the bilateral trade flows between Tanzania and the eighteen member countries of the two blocs (COMESA and EAC) was employed for the time between 2000 and 2013. In the model, the dummy variable for regional bloc (bloc) at which the Tanzania trade partner countries belong are also added to the model to understand which trade bloc exhibit higher trade flow with Tanzania. From the findings, it was noted that over the period of study (2000-2013) Tanzania acknowledged more than 257% of trade volume in EAC than in COMESA. Conclusive, it was noted that the flow of trade is explained by many other variables apart from the size of regional bloc; and that the size by itself offer insufficient evidence in causality relationship. The paper therefore remain neutral on such staggered switching decision since more analyses are required to establish the country’s trade flow, especially when if it had been in multiple membership of COMESA and EAC.

Keywords: economic bloc, flow of trade, size of bloc, switching

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Authors: Hadri Hussain, M.Nasir Ibrahim, Chee-Ming Ting, Mariani Idroas, Fuad Numan, Alias Mohd Noor

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A biometric security system has become an important application in client identification and verification system. A conventional biometric system is normally based on unimodal biometric that depends on either behavioural or physiological information for authentication purposes. The behavioural biometric depends on human body biometric signal (such as speech) and biosignal biometric (such as electrocardiogram (ECG) and phonocardiogram or heart sound (HS)). The speech signal is commonly used in a recognition system in biometric, while the ECG and the HS have been used to identify a person’s diseases uniquely related to its cluster. However, the conventional biometric system is liable to spoof attack that will affect the performance of the system. Therefore, a multimodal biometric security system is developed, which is based on biometric signal of ECG, HS, and speech. The biosignal data involved in the biometric system is initially segmented, with each segment Mel Frequency Cepstral Coefficients (MFCC) method is exploited for extracting the feature. The Hidden Markov Model (HMM) is used to model the client and to classify the unknown input with respect to the modal. The recognition system involved training and testing session that is known as client identification (CID). In this project, twenty clients are tested with the developed system. The best overall performance at 44 kHz was 93.92% for ECG and the worst overall performance was ECG at 88.47%. The results were compared to the best overall performance at 44 kHz for (20clients) to increment of clients, which was 90.00% for HS and the worst overall performance falls at ECG at 79.91%. It can be concluded that the difference multimodal biometric has a substantial effect on performance of the biometric system and with the increment of data, even with higher frequency sampling, the performance still decreased slightly as predicted.

Keywords: electrocardiogram, phonocardiogram, hidden markov model, mel frequency cepstral coeffiecients, client identification

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Authors: Abderrazek Ben Maatoug, Ibrahim Fatnassi, Wassim Ben Ayed

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In this paper we investigate the issue of market risk quantification for Middle East and North Africa (MENA) Islamic market equity. We use Value-at-Risk (VaR) as a measure of potential risk in Islamic stock market, for long and short position, based on Riskmetrics model and the conditional parametric ARCH class model volatility with normal, student and skewed student distribution. The sample consist of daily data for the 2006-2014 of 11 Islamic stock markets indices. We conduct Kupiec and Engle and Manganelli tests to evaluate the performance for each model. The main finding of our empirical results show that (i) the superior performance of VaR models based on the Student and skewed Student distribution, for the significance level of α=1% , for all Islamic stock market indices, and for both long and short trading positions (ii) Risk Metrics model, and VaR model based on conditional volatility with normal distribution provides the best accurate VaR estimations for both long and short trading positions for a significance level of α=5%.

Keywords: value-at-risk, risk management, islamic finance, GARCH models

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Authors: Leila Jafari, Viliam Makis, G. B. Akram Khaleghei

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In this paper, we present a maintenance model of a two-unit series system with economic dependence. Unit#1, which is considered to be more expensive and more important, is subject to condition monitoring (CM) at equidistant, discrete time epochs and unit#2, which is not subject to CM, has a general lifetime distribution. The multivariate observation vectors obtained through condition monitoring carry partial information about the hidden state of unit#1, which can be in a healthy or a warning state while operating. Only the failure state is assumed to be observable for both units. The objective is to find an optimal opportunistic maintenance policy minimizing the long-run expected average cost per unit time. The problem is formulated and solved in the partially observable semi-Markov decision process framework. An effective computational algorithm for finding the optimal policy and the minimum average cost is developed and illustrated by a numerical example.

Keywords: condition-based maintenance, semi-Markov decision process, multivariate Bayesian control chart, partially observable system, two-unit system

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Authors: Huimin Liu, Li Xiang, Yue Liu, Jing Wang

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Background: As one of typical case for the developing countries who are stepping into the aging times globally, more and more older people in China might face the problem of which they could not maintain normal life due to the functional disability. While the government take efforts to build long-term care system and further carry out related policies for the core concept, there is still lack of strong evidence to evaluating the profile of disability states in the elderly population and its transition rate. It has been proved that disability is a dynamic condition of the person rather than irreversible so it means possible to intervene timely on them who might be in a risk of severe disability. Objective: The aim of this study was to depict the picture of the disability transferring status of the older people in China, and then find out individual characteristics that change the state of disability to provide theory basis for disability prevention and early intervention among elderly people. Methods: Data for this study came from the 2011 baseline survey and the 2013 follow-up survey of the China Health and Retirement Longitudinal Study (CHARLS). Normal ADL function, 1~2 ADLs disability,3 or above ADLs disability and death were defined from state 1 to state 4. Multi-state Markov model was applied and the four-state homogeneous model with discrete states and discrete times from two visits follow-up data was constructed to explore factors for various progressive stages. We modeled the effect of explanatory variables on the rates of transition by using a proportional intensities model with covariate, such as gender. Result: In the total sample, state 2 constituent ratio is nearly about 17.0%, while state 3 proportion is blow the former, accounting for 8.5%. Moreover, ADL disability statistics difference is not obvious between two years. About half of the state 2 in 2011 improved to become normal in 2013 even though they get elder. However, state 3 transferred into the proportion of death increased obviously, closed to the proportion back to state 2 or normal functions. From the estimated intensities, we see the older people are eleven times as likely to develop at 1~2 ADLs disability than dying. After disability onset (state 2), progression to state 3 is 30% more likely than recovery. Once in state 3, a mean of 0.76 years is spent before death or recovery. In this model, a typical person in state 2 has a probability of 0.5 of disability-free one year from now while the moderate disabled or above has a probability of 0.14 being dead. Conclusion: On the long-term care cost considerations, preventive programs for delay the disability progression of the elderly could be adopted based on the current disabled state and main factors of each stage. And in general terms, those focusing elderly individuals who are moderate or above disabled should go first.

Keywords: Markov model, elderly people, disability, transition intensity

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Authors: Azam Salimi, Majid Delshad

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This paper presents a modified design of a sliding mode controller based on fuzzy logic for a New ZVThigh step up DC-DC Converter . Here a proportional - integral (PI)-type current mode control is employed and a sliding mode controller is designed utilizing fuzzy algorithm. Sliding mode controller guarantees robustness against all variations and fuzzy logic helps to reduce chattering phenomenon due to sliding controller, in that way efficiency increases and error, voltage and current ripples decreases. The proposed system is simulated using MATLAB / SIMULINK. This model is tested under variations of input and reference voltages and it was found that in comparison with conventional sliding mode controllers they perform better.

Keywords: switching mode power supplies, DC-DC converters, sliding mode control, robustness, fuzzy control, current mode control, non-linear behavior

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Authors: Chan Kwon Park, Chae-Bogk Kim, Sung-Min Park

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This study is a research on the authenticity of transactions between corporations and quality of their relationships and transaction performances. As the factors of authenticity of transactions, honesty, transparency, customer orientation and consistency were selected; as the factors of quality of relationships, trust and commitment were selected, and as the factors of transactions performances, intention of repeat transactions and switching intention were selected, and on these relationships a hypothesis was established, and verification was conducted. First, the factors of the authenticity of transactions positively influenced the factors of quality of relationships. Thus, a higher level of authenticity of transactions can lead to higher level of trust and commitment. Second, the factors of quality of relationships made a positive influence on the intention of repeat transactions, while a negative influence in the switching intention. Third, it showed that trust and commitment as the factors of quality of relationships functioned partly as the parameter between the authenticity of transactions and transaction performances. Finally, it proved that the factors of the authenticity of transactions improved trust and commitment in transactions between corporations and further improved the intention of repeat transactions while they decreased the switching intention.

Keywords: authenticity of transactions, trust, commitment, intention of repeat transactions, switching intention

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Authors: Seyedvahid Najafi, Viliam Makis

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In recent years, maintenance optimization has attracted special attention due to the growth of industrial systems complexity. Maintenance costs are high for many systems, and preventive maintenance is effective when it increases operations' reliability and safety at a reduced cost. The novelty of this research is to consider general repair in the modeling of multi-unit series systems and solve the maintenance problem for such systems using the semi-Markov decision process (SMDP) framework. We propose an opportunistic maintenance policy for a series system composed of two main units. Unit 1, which is more expensive than unit 2, is subjected to condition monitoring, and its deterioration is modeled using a gamma process. Unit 1 hazard rate is estimated by the proportional hazards model (PHM), and two hazard rate control limits are considered as the thresholds of maintenance interventions for unit 1. Maintenance is performed on unit 2, considering an age control limit. The objective is to find the optimal control limits and minimize the long-run expected average cost per unit time. The proposed algorithm is applied to a numerical example to compare the effectiveness of the proposed policy (policy Ⅰ) with policy Ⅱ, which is similar to policy Ⅰ, but instead of general repair, replacement is performed. Results show that policy Ⅰ leads to lower average cost compared with policy Ⅱ. 

Keywords: condition-based maintenance, proportional hazards model, semi-Markov decision process, two-unit series systems

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Authors: Fathi Abid, Bilel Kaffel

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The olive tree, the olive harvest during winter season and the production of olive oil better known by professionals under the name of the crushing operation have interested institutional traders such as olive-oil offices and private companies such as food industry refining and extracting pomace olive oil as well as export-import public and private companies specializing in olive oil. The major problem facing producers of olive oil each winter campaign, contrary to what is expected, it is not whether the harvest will be good or not but whether the sale price will allow them to cover production costs and achieve a reasonable margin of profit or not. These questions are entirely legitimate if we judge by the importance of the issue and the heavy complexity of the uncertainty and competition made tougher by a high level of indebtedness and the experience and expertise of speculators and producers whose objectives are sometimes conflicting. The aim of this paper is to study the formation mechanism of olive oil prices in order to learn about speculators’ behavior and expectations in the market, how they contribute by their industry knowledge and their financial alliances and the size the financial challenge that may be involved for them to build private information hoses globally to take advantage. The methodology used in this paper is based on two stages, in the first stage we study econometrically the formation mechanisms of olive oil price in order to understand the market participant behavior by implementing ARMA, SARMA, GARCH and stochastic diffusion processes models, the second stage is devoted to prediction purposes, we use a combined wavelet- ANN approach. Our main findings indicate that olive oil market participants interact with each other in a way that they promote stylized facts formation. The unstable participant’s behaviors create the volatility clustering, non-linearity dependent and cyclicity phenomena. By imitating each other in some periods of the campaign, different participants contribute to the fat tails observed in the olive oil price distribution. The best prediction model for the olive oil price is based on a back propagation artificial neural network approach with input information based on wavelet decomposition and recent past history.

Keywords: olive oil price, stylized facts, ARMA model, SARMA model, GARCH model, combined wavelet-artificial neural network, continuous-time stochastic volatility mode

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Authors: Sufrin Hannan, Budi Suharjo, Rita Nurmalina, Kirbrandoko

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The challenge for independent surveyor service companies now is growing with increasing uncertainty in business. Protection from the government for domestic independent surveyor industry from competitor attack, such as entering the global surveyors to Indonesia also no longer exists. Therefore, building customer loyalty becomes very important to create a long-term relationship between an independent surveyor with its customers. This study aims to develop a model that can be used to build customer loyalty by looking at various factors that determine customer loyalty, especially on independent surveyors for coal inspection in Indonesia. The development of this model uses the relationship marketing approach. Testing of the hypothesis is done by testing the variables that determine customer loyalty, either directly or indirectly, which amounted to 10 variables. The data were collected from 200 questionnaires filled by independent surveyor company decision makers from 51 exporting companies and coal trading companies in Indonesia and analyzed using Structural Equation Model (SEM). The results show that customer loyalty of independent surveyors is influenced by customer satisfaction, trust, switching-barrier, and relationship-bond. Research on customer satisfaction shows that customer satisfaction is influenced by the perceived quality and perceived value, while perceived quality is influenced by reliability, assurance, responsiveness, and empathy.

Keywords: relationship marketing, customer loyalty, customer satisfaction, switching barriers, relationship bonds

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Authors: Y. Lacroix, J.-F. Malbranque

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We present a chronological evolution for naval telecommunication networks. We distinguish periods: with or without multiplexers, with switch systems, with federative systems, with medium switching, and with medium switching with wireless networks. This highlights the introduction of new layers and technology in the architecture. These architectures are presented using layer models of transmission, in a unified way, which enables us to integrate pre-existing models. A ship of a naval fleet has internal communications (i.e. applications' networks of the edge) and external communications (i.e. the use of the means of transmission between edges). We propose architectures, deduced from the layer model, which are the point of convergence between the networks on board and the HF, UHF radio, and satellite resources. This modelling allows to consider end-to-end naval communications, and in a more global way, that is from the user on board towards the user on shore, including transmission and networks on the shore side. The new architectures need take care of quality of services for end-to-end communications, the more remote control develops a lot and will do so in the future. Naval telecommunications will be more and more complex and will use more and more advanced technologies, it will thus be necessary to establish clear global communication schemes to grant consistency of the architectures. Our latest model has been implemented in a military naval situation, and serves as the basic architecture for the RIFAN2 network.

Keywords: equilibrium beach profile, eastern tombolo of Giens, potential function, erosion

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Authors: Van Son Nguyen, Van Huy Mai, Alec Moradpour, Pascale Auban Senzier, Claude Pasquier, Kang Wang, Pierre-Antoine Albouy, Marcelo J. Rozenberg, John Giapintzakis, Christian N. Mihailescu, Charis M. Orfanidou, Thomas Maroutian, Philippe Lecoeur, Guillaume Agnus, Pascal Aubert, Sylvain Franger, Raphaël Salot, Nathalie Brun, Katia March, David Alamarguy, Pascal ChréTien, Olivier Schneegans

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In the field of Nanoelectronics, a major research activity is being developed towards non-volatile memories. To face the limitations of existing Flash memory cells (endurance, downscaling, rapidity…), new approaches are emerging, among them resistive switching memories (Re-RAM). In this work, we analysed the behaviour of LixCoO2 oxide thin films in electrode/film/electrode devices. Preliminary results have been obtained concerning the influence of bias pulses characteristics (duration, value) on some performance parameters, such as endurance and resistance ratio (ROFF/RON). Besides, Conducting Probe Atomic Force Microscopy (CP-AFM) characterizations of the devices have been carried out to better understand some causes of performance failure, and thus help optimizing the switching performance of such devices.

Keywords: non volatile resistive memories, resistive switching, thin films, endurance

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Authors: A. S. Grewal, R. S. Sangwan, Dharambir, Vikas Dhanda

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The purpose of this paper is to develop and analyze two reliability models for a system of non-identical firearms – one is standard firearm (called as original unit) and the other is a country-made firearm (called as duplicate /substandard unit). There is a single server who comes immediately to do inspection and repair whenever needed. On the failure of standard firearm, the server inspects the operative country-made firearm to see whether the unit is capable of performing the desired function well or not. If country-made firearm is not capable to do so, the operation of the system is stopped and server starts repair of the standard firearms immediately. However, no inspection is done at the failure of the country-made firearm as the country-made firearm alone is capable of performing the given task well. In model I, priority to repair the standard firearm is given in case system fails completely and country-made firearm is already under repair, whereas in model II there is no such priority. The failure and repair times of each unit are assumed to be independent and uncorrelated random variables. The distributions of failure time of the units are taken as negative exponential while that of repair and inspection times are general. By using semi-Markov process and regenerative point technique some econo-reliability measures are obtained. Graphs are plotted to compare the MTSF (mean time to system failure), availability and profit of the models for a particular case.

Keywords: non-identical firearms, inspection, priority to repair, semi-Markov process, regenerative point

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Authors: Mourad Zmami Oussema BenSalha

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The current research aims to assess empirically the reaction of private investment to exchange rate fluctuations in Tunisia using a sample of 548 firms operating in manufacturing industries between 1997 and 2002. The micro-econometric model we estimate is based on an accelerator-profit specification investment model increased by two variables that measure the variation and the volatility of exchange rates. Estimates using the system the GMM method reveal that the effects of the exchange rate depreciation on investment are negative since it increases the cost of imported capital goods. Turning to the exchange rate volatility, as measured by the GARCH (1,1) model, our findings assign a significant role to the exchange rate uncertainty in explaining the sluggishness of private investment in Tunisia in the full sample of firms. Other estimation attempts based on various sub samples indicate that the elasticities of investment relative to the exchange rate volatility depend upon many firms’ specific characteristics such as the size and the ownership structure.

Keywords: investment, exchange rate volatility, manufacturing firms, system GMM, Tunisia

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Authors: Pukhtoon Yar

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Peshawar City is experiencing a rapid spatial urban growth primarily as a result of high rate of urbanization along with economic development. This paper was designed to understand the impacts of urbanization on agriculture land use change by particularly focusing on land use change trajectories from the past (1991-2014). We used Landsat imageries (30 meters) for1991along with Spot images (2.5 meters) for year 2014. . The ground truthing of the satellite data was performed by collecting information from Peshawar Development Authority, revenue department, real estate agents and interviews with the officials of city administration. The temporal satellite images were processed by applying supervised maximum likelihood classification technique in ArcGIS 9.3. The procedure resulted into five main classes of land use i.e. built-up area, farmland, barren land, cultivable-wasteland and water bodies. The analysis revealed that, in Peshawar City the built-up environment has been doubled from 8.1 percent in 1991 to over 18.2 percent in 2014 by predominantly encroaching land producing food. Furthermore, the CA-Markov Model predicted that the area under impervious surfaces would continue to flourish during the next three decades. This rapid increase in built-up area is accredited to the lack of proper land use planning and management, which has caused chaotic urban sprawl with detrimental social and environmental consequences.

Keywords: Urban Expansion, Land use, GIS, Remote Sensing, Markov Model, Peshawar City

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Authors: Kwabena Asare, Ezekiel N. N. Nortey, Felix O. Mettle

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Modelling of extreme events has always been of interest in fields such as hydrology and meteorology. However, after the recent global financial crises, appropriate models for modelling of such rare events leading to these crises have become quite essential in the finance and risk management fields. This paper models the extreme values of the Ghana Stock Exchange All-Shares indices (2000-2010) by applying the Extreme Value Theory to fit a model to the tails of the daily stock returns data. A conditional approach of the EVT was preferred and hence an ARMA-GARCH model was fitted to the data to correct for the effects of autocorrelation and conditional heteroscedastic terms present in the returns series, before EVT method was applied. The Peak Over Threshold (POT) approach of the EVT, which fits a Generalized Pareto Distribution (GPD) model to excesses above a certain selected threshold, was employed. Maximum likelihood estimates of the model parameters were obtained and the model’s goodness of fit was assessed graphically using Q-Q, P-P and density plots. The findings indicate that the GPD provides an adequate fit to the data of excesses. The size of the extreme daily Ghanaian stock market movements were then computed using the Value at Risk (VaR) and Expected Shortfall (ES) risk measures at some high quantiles, based on the fitted GPD model.

Keywords: extreme value theory, expected shortfall, generalized pareto distribution, peak over threshold, value at risk

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Authors: Ali Ben Abbes, Imed Riadh Farah

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Due to the considerable advances in Multi-Temporal Satellite Images (MTSI), remote sensing application became more accurate. Recently, many advances in modeling MTSI are developed using various models. The purpose of this article is to present an overview of studies using Hidden Markov Model (HMM). First of all, we provide a background of using HMM and their applications in this context. A comparison of the different works is discussed, and possible areas and challenges are highlighted. Secondly, we discussed the difference on vegetation monitoring as well as urban growth. Nevertheless, most research efforts have been used only stationary data. From another point of view, in this paper, we describe a new non-stationarity HMM, that is defined with a set of parts of the time series e.g. seasonal, trend and random. In addition, a new approach giving more accurate results and improve the applicability of the HMM in modeling a non-stationary data series. In order to assess the performance of the HMM, different experiments are carried out using Moderate Resolution Imaging Spectroradiometer (MODIS) NDVI time series of the northwestern region of Tunisia and Landsat time series of tres Cantos-Madrid in Spain.

Keywords: multi-temporal satellite image, HMM , nonstationarity, vegetation, urban

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Authors: Arpan Bera, Rini Ganguly, Raja Chakraborty, Amlan J. Pal

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To deal with the increasing demands for the high-density non-volatile memory devices, we need nano-sites with efficient and stable charge storage capabilities. We prepared nanocrystals (NCs) of inorganic perovskite, CsPbCl₃ coated with Cs₄PbCl₆, by colloidal synthesis. Due to the type-I band alignment at the junction, this core-shell composite is expected to behave as a charge trapping site. Using Scanning Tunneling Spectroscopy (STS), we investigated voltage-controlled resistive switching in this heterostructure by tracking the change in its current-voltage (I-V) characteristics. By applying voltage pulse of appropriate magnitude on the NCs through this non-invasive method, different resistive states of this system were systematically accessed. For suitable pulse-magnitude, the response jumped to a branch with enhanced current indicating a high-resistance state (HRS) to low-resistance state (LRS) switching in the core-shell NCs. We could reverse this process by using a pulse of opposite polarity. These two distinct resistive states can be considered as two logic states, 0 and 1, which are accessible by varying voltage magnitude and polarity. STS being a local probe in space enabled us to capture this switching at individual NC site. Hence, we claim a bright prospect of these core-shell NCs made of inorganic halide perovskites in future high density memory application.

Keywords: Core-shell perovskite, CsPbCl₃-Cs₄PbCl₆, resistive switching, Scanning Tunneling Spectroscopy

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Authors: Gabriel Woldu, Maria Sassi

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Coffee performs a pivotal role in Ethiopia's GDP, revenue, employment, domestic demand, and export earnings. Ethiopia's coffee production and exports show high variability in the amount of production and export earnings. Despite being the continent's fifth-largest coffee producer, Ethiopia has not developed its ability to shine as a major exporter in the globe's green coffee exports. Ethiopian coffee exports were not stable and had high volume and earnings fluctuations. The main aim of this study was to analyze the dynamics of the export of coffee variation to different importing nations using a first-order Markov Chain model. 14 years of time-series data has been used to examine the direction and structural change in the export of coffee. A compound annual growth rate (CAGR) was used to determine the annual growth rate in the coffee export quantity, value, and per-unit price over the study period. The major export markets for Ethiopian coffee were Germany, Japan, and the USA, which were more stable, while countries such as France, Italy, Belgium, and Saudi Arabia were less stable and had low retention rates for Ethiopian coffee. The study, therefore, recommends that Ethiopia should again revitalize its market to France, Italy, Belgium, and Saudi Arabia, as these countries are the major coffee-consuming countries in the world to boost its export stake to the global coffee markets in the future. In order to further enhance export stability, the Ethiopian Government and other stakeholders in the coffee sector should have to work on reducing the volatility of coffee output and exports in order to improve production and quality efficiency, so that stabilize markets as well as to make the product attractive and price competitive in the importing countries.

Keywords: coffee, CAGR, Markov chain, direction of trade, Ethiopia

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Authors: Naveed Ghani

Abstract:

With the arrival of higher speed communication links and mature application running over the internet, the requirement for reliable, efficient and robust network designs rising day by day. Multi-Protocol Label Switching technology (MPLS) Virtual Private Networks (VPNs) have committed to provide optimal network services. They are gaining popularity in industry day by day. Enterprise customers are moving to service providers that offer MPLS VPNs. The main reason for this shifting is the capability of MPLS VPN to provide built in security features and any-to-any connectivity. MPLS VPNs improved the network performance due to fast label switching as compare to traditional IP Forwarding but traffic classification and policing was still required on per hop basis to enhance the performance of real time traffic which is delay sensitive (particularly voice and video). QoS (Quality of service) is the most important factor to prioritize enterprise networks’ real time traffic such as voice and video. This thesis is focused on the study of QoS parameters (e.g. delay, jitter and MOS (Mean Opinion Score)) for the real time traffic over MPLS VPNs. DiffServ (Differentiated Services) QoS model will be used over MPLS VPN network to get end-to-end service quality.

Keywords: network, MPLS, VPN, DiffServ, MPLS VPN, DiffServ QoS, QoS Model, GNS2

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Authors: Atilla Bayram

Abstract:

This paper presents the trajectory tracking control of a spatial redundant hybrid manipulator. This manipulator consists of two parallel manipulators which are a variable geometry truss (VGT) module. In fact, each VGT module with 3-degress of freedom (DOF) is a planar parallel manipulator and their operational planes of these VGT modules are arranged to be orthogonal to each other. Also, the manipulator contains a twist motion part attached to the top of the second VGT module to supply the missing orientation of the endeffector. These three modules constitute totally 7-DOF hybrid (parallel-parallel) redundant spatial manipulator. The forward kinematics equations of this manipulator are obtained, then, according to these equations, the inverse kinematics is solved based on an optimization with the joint limit avoidance. The dynamic equations are formed by using virtual work method. In order to test the performance of the redundant manipulator and the controllers presented, two different desired trajectories are followed by using the computed force control method and a switching control method. The switching control method is combined with the computed force control method and genetic algorithm. In the switching control method, the genetic algorithm is only used for fine tuning in the compensation of the trajectory tracking errors.

Keywords: computed force method, genetic algorithm, hybrid manipulator, inverse kinematics of redundant manipulators, variable geometry truss

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Authors: Vasupradaa Manivannan, Santosh Maruthy

Abstract:

Background/Aims: Preliminary evidence suggests that code-switching and code-mixing may act as one of the voluntary coping behavior to avoid the stuttering characteristics in children and adults; however, less is known about the types and patterns of code-mixing (CM) and code-switching (CS). Further, it is not known how it is different between children to adults who stutter. This study aimed to identify and compare the CM and CS patterns between Kannada-English bilingual children and adults who stutter. Method: A standard group comparison was made between five children who stutter (CWS) in the age range of 9-13 years and five adults who stutter (AWS) in the age range of 20-25 years. The participants who are proficient in Kannada (first language- L1) and English (second language- L2) were considered for the study. There were two tasks given to both the groups, a) General conversation (GC) with 10 random questions, b) Narration task (NAR) (Story / General Topic, for example., A Memorable Life Event) in three different conditions {Mono Kannada (MK), Mono English (ME), and Bilingual (BIL) Condition}. The children and adults were assessed online (via Zoom session) with a high-quality internet connection. The audio and video samples of the full assessment session were auto-recorded and manually transcribed. The recorded samples were analyzed for the percentage of dysfluencies using SSI-4 and CM, and CS exhibited in each participant using Matrix Language Frame (MLF) model parameters. The obtained data were analyzed using the Statistical Package for the Social Sciences (SPSS) software package (Version 20.0). Results: The mean, median, and standard deviation values were obtained for the percentage of dysfluencies (%SS) and frequency of CM and CS in Kannada-English bilingual children and adults who stutter for various parameters obtained through the MLF model. The inferential results indicated that %SS significantly varied between population (AWS vs CWS), languages (L1 vs L2), and tasks (GC vs NAR) but not across free (BIL) and bound (MK, ME) conditions. It was also found that the frequency of CM and CS patterns varies between CWS and AWS. The AWS had a lesser %SS but greater use of CS patterns than CWS, which is due to their excessive coping skills. The language mixing patterns were more observed in L1 than L2, and it was significant in most of the MLF parameters. However, there was a significantly higher (P<0.05) %SS in L2 than L1. The CS and CS patterns were more in conditions 1 and 3 than 2, which may be due to the higher proficiency of L2 than L1. Conclusion: The findings highlight the importance of assessing the CM and CS behaviors, their patterns, and the frequency of CM and CS between CWS and AWS on MLF parameters in two different tasks across three conditions. The results help us to understand CM and CS strategies in bilingual persons who stutter.

Keywords: bilinguals, code mixing, code switching, stuttering

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Authors: Song Zhiyong, Zhao Bo, Du Li, Wang Wei

Abstract:

Aircraft structures generally have complex surface. Because of constantly switching postures of motion axis, five-axis CNC machine’s composite stiffness changes during CNC machining. It gives rise to different amplitude of vibration of processing system, which further leads to the different effects on surface waviness. In order to provide a solution for this problem, we take the “S” shape test specimen’s CNC machining for the object, through calculate the five axis CNC machine’s composite stiffness and establish vibration model, we analysis of the influence mechanism between vibration amplitude and surface waviness. Through carry out the surface quality measurement experiments, verify the validity and accuracy of the theoretical analysis. This paper’s research results provide a theoretical basis for surface waviness control.

Keywords: five axis CNC machine, “S” shape test specimen, composite stiffness, surface waviness

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Authors: Issam Alnader, Aboubaker Lasebae, Rand Raheem

Abstract:

Wireless sensor networks (WSNs) are distributed network systems used in a wide range of applications, including safety-critical systems. The latter provide critical services, often concerned with human life or assets. Therefore, ensuring the dependability requirements of Safety critical systems is of paramount importance. The purpose of this paper is to utilize the Hidden Markov Model (HMM) to elongate the service availability of WSNs by increasing the time it takes a node to become obsolete via optimal load balancing. We propose an HMM algorithm that, given a WSN, analyses and predicts undesirable situations, notably, nodes dying unexpectedly or prematurely. We apply this technique to improve on C. Lius’ algorithm, a scheduling-based algorithm which has served to improve the lifetime of WSNs. Our experiments show that our HMM technique improves the lifetime of the network, achieved by detecting nodes that die early and rebalancing their load. Our technique can also be used for diagnosis and provide maintenance warnings to WSN system administrators. Finally, our technique can be used to improve algorithms other than C. Liu’s.

Keywords: wireless sensor networks, IoT, dependability of safety WSNs, energy conservation, sleep awake schedule

Procedia PDF Downloads 74